SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 98.0%
Communication Services — 7.6%
Alphabet Inc, Cl A *		1,680	$	4,862
Alphabet Inc, Cl C *		6,959		20,245
AT&T Inc		235,124		6,447
BCE Inc		93,523		4,875
Comcast Corp, Cl A		75,220		4,564
Facebook Inc, Cl A *		38,993		14,793
Fox Corp		23,850		893
Genius Sports Ltd *(A)		105,589		2,166
Liberty Latin America Ltd, Cl C *		3,176		46
Liberty Media Corp-Liberty SiriusXM, Cl A *		11,602		574
Liberty Media Corp-Liberty SiriusXM, Cl C *		9,037		446
Live Nation Entertainment Inc *		17,551		1,522
Netflix Inc *		7,294		4,152
New York Times Co/The, Cl A		1,085		55
News Corp		9,457		208
News Corp, Cl A		5,397		121
Roku Inc, Cl A *		5,648		1,990
Sea Ltd ADR *		4,138		1,400
TEGNA Inc		76,800		1,361
T-Mobile US Inc *		4,870		667
Twitter Inc *		2,503		162
Verizon Communications Inc		96,579		5,312
ViacomCBS Inc, Cl B		18,400		763
Walt Disney Co/The *		3,593		651
Warner Music Group Corp, Cl A		1,213		46
				78,321
Consumer Discretionary — 10.7%
Acushnet Holdings Corp		4,936		247
Airbnb Inc, Cl A *		3,732		578
Amazon.com Inc *		6,398		22,206
Asbury Automotive Group Inc *		617		115
Best Buy Co Inc		14,300		1,666
Big Lots Inc		15,700		764
Carvana Co, Cl A *		2,393		785
Columbia Sportswear Co		6,196		632
Dollar General Corp		20,101		4,481
DraftKings Inc, Cl A *		21,600		1,281
eBay Inc		26,600		2,041
Expedia Group Inc *		8,726		1,261
Foot Locker Inc		30,608		1,735
Ford Motor Co *		233,523		3,043
General Motors Co *		49,600		2,431
Genuine Parts Co		45,211		5,524
Goodyear Tire & Rubber Co/The *		72,100		1,142
Harley-Davidson Inc		25,500		1,008
Home Depot Inc/The		3,625		1,182
KB Home		23,100		994
Kohl’s Corp		20,791		1,193
Lear Corp		8,800		1,407
Lithia Motors Inc, Cl A		7,577		2,510

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Lowe’s Cos Inc		49,625	$	10,118
Lululemon Athletica Inc *		747		299
Macy’s Inc		72,484		1,623
McDonald’s Corp		3,660		869
MGM Resorts International		37,211		1,586
Mohawk Industries Inc *		407		80
NIKE Inc, Cl B		54,277		8,942
Pool Corp		455		225
PulteGroup Inc		30,600		1,648
RH *		37		26
Ross Stores Inc		42,705		5,056
Starbucks Corp		39,286		4,616
Steven Madden Ltd		8,469		343
Target Corp		32,333		7,986
Tesla Inc *		5,794		4,263
TJX Cos Inc/The		3,091		225
Under Armour Inc, Cl A *		19,537		452
Under Armour Inc, Cl C *		23,640		474
Whirlpool Corp		9,600		2,127
				109,184
Consumer Staples — 7.3%
Altria Group Inc		101,133		5,080
Central Garden & Pet Co, Cl A *		6,645		277
Coca-Cola Co/The		80,002		4,505
Coca-Cola Consolidated Inc		232		94
Colgate-Palmolive Co		42,258		3,294
Conagra Brands Inc		115,263		3,818
Costco Wholesale Corp		699		318
Diageo PLC ADR		18,031		3,464
Estee Lauder Cos Inc/The, Cl A		2,618		891
Inter Parfums Inc		3,103		225
J M Smucker Co/The		35,820		4,430
Kimberly-Clark Corp		27,729		3,821
Kraft Heinz Co/The		46,500		1,674
Kroger Co/The		132,827		6,114
Molson Coors Beverage Co, Cl B		24,900		1,184
PepsiCo Inc		24,382		3,813
Philip Morris International Inc		94,051		9,687
Procter & Gamble Co/The		630		90
Sysco Corp		48,233		3,842
Tyson Foods Inc, Cl A		33,000		2,591
Unilever PLC ADR		155,189		8,641
US Foods Holding Corp *		22,716		772
Walgreens Boots Alliance Inc		81,674		4,145
Walmart Inc		15,618		2,313
				75,083
Energy — 2.1%
Chevron Corp		75,551		7,311
ConocoPhillips		54,345		3,018
Devon Energy Corp		36,200		1,070
Exxon Mobil Corp		97,915		5,338

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Marathon Oil Corp		19,280	$	227
Marathon Petroleum Corp		26,200		1,553
Murphy Oil Corp		19,666		418
Occidental Petroleum Corp		8,230		211
Phillips 66		13,800		981
Southwestern Energy Co *		16,994		77
Valero Energy Corp		12,500		829
Whiting Petroleum Corp *		789		37
				21,070
Financials — 15.3%
Aflac Inc		21,300		1,207
Allstate Corp/The		23,300		3,152
Ally Financial Inc		50,906		2,693
American Express Co		5,316		882
Ameriprise Financial Inc		10,600		2,893
Annaly Capital Management Inc ‡		121,900		1,059
Aon PLC, Cl A		1,352		388
Ares Management Corp, Cl A		1,937		149
Arthur J Gallagher & Co		1,447		208
Bank of America Corp		242,704		10,133
Bank of New York Mellon Corp/The		771		43
Berkshire Hathaway Inc, Cl B *		38,925		11,124
BlackRock Inc, Cl A		153		144
Brighthouse Financial Inc *		3,643		178
Capital One Financial Corp		10,763		1,786
Carlyle Group Inc/The		15,255		753
Charles Schwab Corp/The		82,631		6,020
Chubb Ltd		27,950		5,141
Citigroup Inc		117,534		8,452
Citizens Financial Group Inc		71,900		3,148
CME Group Inc, Cl A		824		166
CNA Financial Corp		13,500		599
Discover Financial Services		13,500		1,731
Everest Re Group Ltd		5,000		1,325
FactSet Research Systems Inc		469		178
Fifth Third Bancorp		64,200		2,495
First American Financial Corp		20,850		1,470
First Republic Bank/CA		44,486		8,850
Goldman Sachs Group Inc/The		7,207		2,980
Hartford Financial Services Group Inc/The		25,500		1,714
Invesco Ltd		5,710		145
JPMorgan Chase & Co		43,148		6,902
KeyCorp		74,100		1,506
KKR & Co Inc		8,158		524
LendingClub Corp *		4,626		144
Lincoln National Corp		15,900		1,092
Markel Corp *		5,131		6,518
Marsh & McLennan Cos Inc		23,981		3,770
MetLife Inc		31,996		1,984
MGIC Investment Corp		82,300		1,257
Moelis & Co, Cl A		4,447		275

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Moody’s Corp		16,401	$	6,245
Morgan Stanley		107,545		11,231
MSCI Inc, Cl A		208		132
Navient Corp		52,300		1,214
OneMain Holdings Inc, Cl A		3,335		193
Prudential Financial Inc		11,200		1,186
Radian Group Inc		42,900		1,014
Regions Financial Corp		99,900		2,041
S&P Global Inc		4,512		2,002
Santander Consumer USA Holdings Inc		7,586		317
Signature Bank/New York NY		5,228		1,356
Starwood Property Trust Inc ‡		38,900		1,004
State Street Corp		80,716		7,499
Travelers Cos Inc/The		17,490		2,793
Truist Financial Corp		77,214		4,406
Unum Group		30,100		801
US Bancorp		131,279		7,534
Virtus Investment Partners Inc		740		231
Wells Fargo & Co		8,191		374
Willis Towers Watson PLC		942		208
				156,959
Health Care — 14.7%
Abbott Laboratories		4,288		542
AbbVie Inc		21,200		2,560
Align Technology Inc *		1,609		1,141
Alkermes PLC *		6,100		191
AmerisourceBergen Corp, Cl A		31,447		3,843
Amgen Inc		25,176		5,678
AMN Healthcare Services Inc *		6,181		702
Biogen Inc *		1,950		661
Bio-Rad Laboratories Inc, Cl A *		1,715		1,380
Bristol-Myers Squibb Co		63,400		4,239
Cardinal Health Inc		29,900		1,569
Catalent Inc *		10,591		1,382
CVS Health Corp		98,818		8,537
Danaher Corp		15,203		4,928
DENTSPLY SIRONA Inc		4,481		276
Dexcom Inc *		2,057		1,089
Elanco Animal Health Inc *		9,854		329
Eli Lilly & Co		15,561		4,019
Encompass Health Corp		5,518		433
Envista Holdings Corp *		17,049		730
Gilead Sciences Inc		33,817		2,461
HCA Healthcare Inc		13,486		3,412
IDEXX Laboratories Inc *		1,091		735
Illumina Inc *		533		244
Intuitive Surgical Inc *		749		789
Johnson & Johnson		107,047		18,533
Laboratory Corp of America Holdings *		6,521		1,978
McKesson Corp		13,000		2,654
Medtronic PLC		72,108		9,625

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Merck & Co Inc		142,470	$	10,869
Mettler-Toledo International Inc *		3,827		5,943
Moderna Inc *		1,240		467
Myriad Genetics Inc *		1,510		54
Natera Inc *		5,863		694
Novartis AG ADR		50,300		4,647
Organon & Co		7,225		245
Perrigo Co PLC		85,539		3,503
Pfizer Inc		273,737		12,611
Prestige Consumer Healthcare Inc *		3,374		194
Quest Diagnostics Inc		17,337		2,650
Regeneron Pharmaceuticals Inc *		2,934		1,976
Sarepta Therapeutics Inc *		1,778		139
STERIS PLC		4,862		1,045
Stryker Corp		1,566		434
Tandem Diabetes Care Inc *		888		100
Teleflex Inc		6,339		2,507
Thermo Fisher Scientific Inc		8,445		4,687
UnitedHealth Group Inc		23,113		9,621
Universal Health Services Inc, Cl B		12,548		1,954
Veeva Systems Inc, Cl A *		1,417		470
Viatris Inc, Cl W *		17,730		259
Vir Biotechnology Inc *		1,154		59
Waters Corp *		309		128
West Pharmaceutical Services Inc		1,162		525
Zoetis Inc, Cl A		2,220		454
				150,895
Industrials — 9.4%
3M Co		23,019		4,483
Acuity Brands Inc		6,320		1,166
AGCO Corp		14,900		2,051
Allison Transmission Holdings Inc, Cl A		34,800		1,287
American Airlines Group Inc *		28,600		570
AMETEK Inc		3,247		441
Boeing Co/The *		2,583		567
Builders FirstSource Inc *		14,032		748
Carrier Global Corp		3,920		226
Caterpillar Inc		3,031		639
Cintas Corp		2,919		1,155
CoStar Group Inc *		3,558		301
Cummins Inc		9,700		2,289
Deere & Co		4,082		1,543
Delta Air Lines Inc *		24,500		991
Dover Corp		2,495		435
Driven Brands Holdings Inc *		3,632		108
Eaton Corp PLC		17,375		2,925
Equifax Inc		2,489		678
FedEx Corp		3,525		937
Flowserve Corp		4,975		193
Fortive Corp		61,106		4,514
FTI Consulting Inc *		857		120

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Gates Industrial Corp PLC *		43,011	$	704
General Dynamics Corp		16,176		3,240
GMS Inc *		7,311		361
Honeywell International Inc		34,826		8,076
Huntington Ingalls Industries Inc		7,900		1,613
Illinois Tool Works Inc		1,733		404
Johnson Controls International plc		75,042		5,613
Kennametal Inc		9,627		358
L3Harris Technologies Inc		8,840		2,060
ManpowerGroup Inc		12,650		1,536
Matson Inc		538		43
Mueller Industries Inc		7,861		351
Nordson Corp		536		128
Northrop Grumman Corp		3,035		1,116
Oshkosh Corp		8,400		962
Otis Worldwide Corp		2,041		188
Pentair PLC		1,367		105
Raytheon Technologies Corp		64,906		5,501
Regal Beloit Corp		1,349		202
Roper Technologies Inc		7,590		3,668
Siemens AG ADR		56,094		4,642
Snap-on Inc		5,886		1,324
Stanley Black & Decker Inc		13,457		2,601
Textron Inc		39,284		2,855
TransDigm Group Inc *		6,064		3,684
TriNet Group Inc *		759		70
Uber Technologies Inc *		11,926		467
UFP Industries Inc		4,378		329
Union Pacific Corp		4,140		898
United Airlines Holdings Inc *		21,000		977
United Parcel Service Inc, Cl B		41,579		8,134
United Rentals Inc *		2,200		776
Watsco Inc		3,331		927
Watts Water Technologies Inc, Cl A		2,042		350
WW Grainger Inc		9,859		4,276
				96,906
Information Technology — 22.7%
Accenture PLC, Cl A		6,721		2,262
Adobe Inc *		23,481		15,584
Advanced Micro Devices Inc *		13,737		1,521
Amphenol Corp, Cl A		46,293		3,547
Apple Inc		183,792		27,905
Applied Materials Inc		41,231		5,572
Arrow Electronics Inc *		12,200		1,479
Atlassian Corp PLC, Cl A *		5,433		1,994
Automatic Data Processing Inc		10,583		2,212
Belden Inc		1,010		58
Broadcom Inc		11,213		5,575
Ceridian HCM Holding Inc *		5,878		660
Cisco Systems Inc/Delaware		135,097		7,973
Cognex Corp		944		84

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Cognizant Technology Solutions Corp, Cl A		8,074	$	616
Crowdstrike Holdings Inc, Cl A *		3,852		1,082
Datadog Inc, Cl A *		2,638		364
Dell Technologies Inc, Cl C *		11,800		1,150
DocuSign Inc, Cl A *		1,116		331
DXC Technology Co *		24,600		903
EPAM Systems Inc *		2,235		1,414
ExlService Holdings Inc *		2,231		275
Five9 Inc *		5,070		802
Gartner Inc *		5,211		1,609
Global Payments Inc		26,701		4,343
Globant SA *		4,448		1,434
Hewlett Packard Enterprise Co		117,051		1,810
HP Inc		77,800		2,314
HubSpot Inc *		253		173
Intel Corp		202,334		10,938
International Business Machines Corp		23,435		3,289
Intuit Inc		21,160		11,979
KLA Corp		1,317		448
LiveRamp Holdings Inc *		4,217		207
Manhattan Associates Inc *		921		150
Microchip Technology Inc		64,358		10,127
Micron Technology Inc		12,653		933
Microsoft Corp		115,514		34,871
Mimecast Ltd *		3,700		258
National Instruments Corp		8,426		352
NCR Corp *		20,400		867
Nutanix Inc, Cl A *		5,711		211
NVIDIA Corp		28,777		6,442
NXP Semiconductors NV		3,217		692
ON Semiconductor Corp *		5,186		230
Oracle Corp		56,927		5,074
Paycom Software Inc *		397		194
Paylocity Holding Corp *		212		57
PayPal Holdings Inc *		16,493		4,761
Power Integrations Inc		852		93
Pure Storage Inc, Cl A *		3,913		101
QUALCOMM Inc		23,413		3,434
Qualtrics International Inc, Cl A *		8,509		385
salesforce.com *		34,260		9,088
SAP SE ADR		26,535		3,984
Seagate Technology Holdings PLC		27,700		2,426
ServiceNow Inc *		694		447
Snap Inc, Cl A *		30,791		2,344
SolarEdge Technologies Inc *		5,532		1,603
Square Inc, Cl A *		3,718		997
Squarespace Inc *(A)		1,191		53
Synopsys Inc *		509		169
Teradata Corp *		1,022		56
Texas Instruments Inc		422		81
Twilio Inc, Cl A *		4,202		1,500
Visa Inc, Cl A		49,473		11,334

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Vishay Intertechnology Inc		46,100	$	1,013
Vontier Corp		87,928		3,198
Western Digital Corp *		3,424		216
Western Union Co/The		49,400		1,069
Xerox Holdings Corp		50,644		1,140
Zscaler Inc *		235		65
				231,922
Materials — 4.0%
Air Products and Chemicals Inc		20,276		5,465
Avery Dennison Corp		268		60
Berry Global Group Inc *		19,500		1,310
Cabot Corp		2,912		155
Celanese Corp, Cl A		5,098		808
Chemours Co/The		40,300		1,350
Dow Inc		51,816		3,259
Ecolab Inc		10,706		2,413
Huntsman Corp		54,700		1,446
Ingevity Corp *		10,801		868
International Flavors & Fragrances Inc		3,260		494
International Paper Co		23,200		1,394
Linde PLC		11,258		3,542
LyondellBasell Industries NV, Cl A		21,200		2,127
Nucor Corp		5,504		647
O-I Glass Inc, Cl I *		60,000		908
Packaging Corp of America		8,957		1,359
Reliance Steel & Aluminum Co		14,215		2,133
RPM International Inc		47,630		3,919
Southern Copper Corp		15,667		981
Steel Dynamics Inc		19,274		1,301
Valvoline Inc		30,760		928
Westlake Chemical Corp		11,426		998
Westrock Co		40,000		2,082
Worthington Industries Inc		1,597		93
				40,040
Real Estate — 2.6%
American Tower Corp, Cl A ‡		22,927		6,699
Brixmor Property Group Inc ‡		56,000		1,313
CubeSmart ‡		3,330		178
Equity LifeStyle Properties Inc ‡		2,051		175
Extra Space Storage Inc ‡		6,314		1,180
Gaming and Leisure Properties Inc ‡		33,145		1,634
Healthpeak Properties Inc ‡		110,289		3,970
Iron Mountain Inc ‡		29,012		1,385
Jones Lang LaSalle Inc *		774		188
Life Storage Inc ‡		10,793		1,343
Macerich Co/The ‡		5,159		88
Mid-America Apartment Communities Inc ‡		173		33
Public Storage ‡		2,471		800
Service Properties Trust ‡		37,100		424
Simon Property Group Inc ‡		6,184		831
Sun Communities Inc ‡		769		155

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
VICI Properties Inc ‡		100,580	$	3,109
Welltower Inc ‡		41,674		3,648
				27,153
Utilities — 1.6%
American Electric Power Co Inc		7,204		645
Brookfield Renewable Corp, Cl A		1,478		65
California Water Service Group		3,848		244
Duke Energy Corp		35,726		3,739
Evergy Inc		24,300		1,663
MDU Resources Group Inc		43,500		1,399
National Fuel Gas Co		13,174		683
NextEra Energy Inc		67,510		5,670
Southwest Gas Holdings Inc		9,355		658
UGI Corp		20,118		932
Vistra Corp		44,825		856
				16,554
Total Common Stock (Cost $639,546) ($ Thousands)				1,004,087
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
0.010% **†(B)		2,026,517		2,028
Total Affiliated Partnership (Cost $2,027) ($ Thousands)				2,028
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund,
Cl F
0.010%**†		17,334,567		17,335
Total Cash Equivalent (Cost $17,335) ($ Thousands)				17,335
Total Investments in Securities — 99.9% (Cost $658,908) ($ Thousands)			$	1,023,450

A list of the open futures contracts held by the Fund at August 31, 2021 , 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		52		Sep-2021	$	11,602	$	11,753	$	151
S&P Mid Cap 400 Index E-MINI		3		Sep-2021		812		826		14
					$	12,414	$	12,579	$	165

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Fund (Concluded)

Percentages are based on Net Assets of $1,024,420 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $1,976 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $2,028 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,004,087		–		–		1,004,087
Affiliated Partnership		–		2,028		–		2,028
Cash Equivalent		17,335		–		–		17,335
Total Investments in Securities		1,021,422		2,028		–		1,023,450
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		165		–		–		165
Total Other Financial Instruments		165		–		–		165

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 625	$17,539	$(16,136)	$—	$—	$2,028	2,026,517	$8	$—
SEI Daily Income Trust, Government Fund, Cl F	22,716	146,847	(152,228)	—	—	17,335	17,334,567	1	—
Totals	$23,341	$164,386	$(168,364)	$—	$—	$19,363		$9	$—

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

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 93.6%
Communication Services — 7.3%
Activision Blizzard Inc		32,900	$	2,710
Alphabet Inc, Cl A *		7,459		21,586
Alphabet Inc, Cl C *		6,704		19,504
Altice USA Inc, Cl A *		61,100		1,677
AT&T Inc		323,458		8,869
Comcast Corp, Cl A		125,984		7,645
Electronic Arts Inc		19,000		2,759
Facebook Inc, Cl A *		85,798		32,550
Interpublic Group of Cos Inc/The		30,600		1,139
Liberty Media Corp-Liberty SiriusXM, Cl C *		25,008		1,234
Netflix Inc *		1,518		864
New York Times Co/The, Cl A		3,356		170
News Corp		27,620		608
News Corp, Cl A		53,204		1,195
Pinterest Inc, Cl A *		9,300		517
Playtika Holding Corp *		5,000		132
Twitter Inc *		3,163		204
Verizon Communications Inc		204,574		11,252
Walt Disney Co/The *		17,892		3,244
Warner Music Group Corp, Cl A		3,699		141
				118,000
Consumer Discretionary — 8.6%
Advance Auto Parts Inc		24,659		5,002
Airbnb Inc, Cl A *		6,289		975
Amazon.com Inc *		7,152		24,823
AutoNation Inc *		10,100		1,102
AutoZone Inc *		196		304
Bath & Body Works Inc		12,700		857
Best Buy Co Inc		4,500		525
Booking Holdings Inc *		540		1,242
BorgWarner Inc (A)		152,407		6,505
Brunswick Corp/DE		18,400		1,782
Capri Holdings Ltd *		15,400		870
Century Casinos Inc *		11,500		154
Chewy Inc, Cl A *		9,800		864
Columbia Sportswear Co		15,279		1,559
Dollar General Corp		28,494		6,352
Foot Locker Inc		29,463		1,670
Ford Motor Co *		338,347		4,409
General Motors Co *		27,100		1,328
Genuine Parts Co		21,761		2,659
Group 1 Automotive Inc		2,200		364
Home Depot Inc/The		12,950		4,224
Kohl’s Corp		55,265		3,172
Lithia Motors Inc, Cl A		2,430		805
LKQ Corp *		18,400		969
Lowe’s Cos Inc		48,606		9,910
Lululemon Athletica Inc *		1,045		418
Macy’s Inc		31,099		697
McDonald’s Corp		22,730		5,397

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Mohawk Industries Inc *		1,093	$	216
NIKE Inc, Cl B		53,597		8,830
Pool Corp		793		392
PVH Corp *		22,000		2,305
Ralph Lauren Corp, Cl A		81,577		9,473
Ross Stores Inc		59,484		7,043
Starbucks Corp		25,641		3,013
Target Corp		26,254		6,484
Tesla Inc *		10,079		7,415
Tilly’s Inc, Cl A *		10,000		156
TJX Cos Inc/The		8,489		617
Under Armour Inc, Cl A *		33,647		779
Under Armour Inc, Cl C *		40,162		806
VF Corp		12,100		925
Victoria’s Secret & Co *		–		–
Yum! Brands Inc		1,500		196
Zumiez Inc *		7,100		285
				137,873
Consumer Staples — 6.3%
Altria Group		129,155		6,487
Archer-Daniels-Midland Co		12,100		726
Casey’s General Stores Inc		2,100		430
Coca-Cola Co/The		250,103		14,083
Coca-Cola Europacific Partners PLC		51,358		2,965
Colgate-Palmolive Co		5,317		414
Conagra Brands Inc		129,620		4,293
Costco Wholesale Corp		16,278		7,415
Estee Lauder Cos Inc/The, Cl A		18,061		6,150
Hershey Co/The		800		142
J M Smucker Co/The		26,824		3,317
Kraft Heinz Co/The		42,700		1,537
Kroger Co/The		86,249		3,970
Medifast Inc		1,400		319
Mondelez International Inc, Cl A		4,700		292
PepsiCo Inc		80,095		12,526
Philip Morris International Inc		47,404		4,883
Procter & Gamble Co/The		56,390		8,029
Sanderson Farms Inc		1,700		334
Sysco Corp		74,026		5,896
Tyson Foods Inc, Cl A		26,200		2,057
Unilever PLC ADR		68,252		3,800
Walgreens Boots Alliance Inc		3,348		170
Walmart Inc		84,051		12,448
				102,683
Energy — 3.6%
APA Corp		60,300		1,175
Baker Hughes Co, Cl A		506,771		11,544
Chevron Corp		76,024		7,357
Cimarex Energy Co		13,000		835
ConocoPhillips		42,121		2,339
EOG Resources Inc		158,487		10,701

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
EQT Corp *		18,500	$	339
Exxon Mobil Corp		226,197		12,332
Halliburton Co		55,211		1,103
Marathon Oil Corp		29,769		350
Marathon Petroleum Corp		120,859		7,163
Occidental Petroleum Corp		32,016		822
Ovintiv Inc		42,500		1,159
Schlumberger NV		14,200		398
				57,617
Financials — 11.0%
Affiliated Managers Group Inc		13,600		2,314
Allstate Corp/The		19,800		2,679
Ally Financial		27,251		1,442
American Express Co		74,450		12,356
American International Group Inc		107,707		5,876
Aon PLC, Cl A		3,153		904
Arthur J Gallagher & Co		3,247		466
Bank of America Corp		566,570		23,654
Bank of New York Mellon Corp/The		9,527		526
Berkshire Hathaway Inc, Cl B *		34,852		9,960
BlackRock Inc, Cl A		758		715
Blackstone Group Inc/The, Cl A		6,400		805
Capital One Financial Corp		85,649		14,215
Carlyle Group Inc/The		25,011		1,235
Charles Schwab Corp/The		8,619		628
Chubb Ltd		5,500		1,012
Citigroup Inc		144,940		10,423
Citizens Financial Group Inc		62,900		2,754
FactSet Research Systems Inc		1,023		389
Goldman Sachs Group Inc/The		11,138		4,606
Granite Point Mortgage Trust Inc		19,000		261
Hartford Financial Services Group Inc/The		74,934		5,037
Invesco Ltd		7,518		191
JPMorgan Chase & Co		70,623		11,296
KKR & Co Inc		12,049		775
Lincoln National Corp		4,600		316
Marsh & McLennan Cos Inc		48,892		7,686
MetLife Inc		55,888		3,465
Morgan Stanley		15,982		1,669
MSCI Inc, Cl A		423		268
Old Republic International Corp		52,900		1,375
OneMain Holdings Inc, Cl A		46,661		2,698
PNC Financial Services Group Inc/The		572		109
Popular Inc		22,900		1,739
Raymond James Financial Inc		14,900		2,085
Regions Financial Corp		34,800		711
Reinsurance Group of America Inc, Cl A		2,300		266
S&P Global Inc		359		159
Santander Consumer USA Holdings Inc		17,966		750
State Street Corp		109,288		10,154
Stewart Information Services Corp		10,000		629

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Stifel Financial Corp		5,200	$	359
Synchrony Financial		90,400		4,497
TPG RE Finance Trust Inc		45,700		576
Travelers Cos Inc/The		11,500		1,837
Unum Group		95,200		2,534
US Bancorp		125,940		7,228
Wells Fargo & Co		96,701		4,419
Willis Towers Watson PLC		34,381		7,589
				177,637
Health Care — 14.8%
Abbott Laboratories		25,846		3,266
AbbVie Inc		20,100		2,428
ABIOMED Inc *		6,200		2,257
Agilent Technologies Inc		17,800		3,123
Align Technology Inc *		2,640		1,872
AmerisourceBergen Corp, Cl A		49,952		6,105
Amgen Inc		19,182		4,326
AMN Healthcare Services Inc *		11,478		1,303
Anthem Inc		8,000		3,001
Becton Dickinson and Co		5,700		1,435
Biogen Inc *		4,213		1,428
BioMarin Pharmaceutical Inc *		15,900		1,339
Bio-Rad Laboratories Inc, Cl A *		3,820		3,074
Boston Scientific Corp *		59,100		2,668
Bristol-Myers Squibb Co		55,300		3,697
Bruker Corp		16,900		1,492
Cigna Corp		9,900		2,095
CVS Health Corp		140,295		12,120
Danaher Corp		24,959		8,091
DENTSPLY SIRONA Inc		8,968		553
Edwards Lifesciences Corp *		6,100		715
Elanco Animal Health Inc *		15,127		505
Eli Lilly & Co		3,817		986
Encompass Health Corp		11,217		880
Envista Holdings Corp *		30,890		1,322
Gilead Sciences Inc		45,798		3,333
HCA Healthcare Inc		22,841		5,778
Humana Inc		32,506		13,179
IDEXX Laboratories Inc *		6,726		4,532
Illumina Inc *		2,154		985
Insulet Corp *		2,700		804
Intuitive Surgical Inc *		2,950		3,108
IQVIA Holdings Inc *		6,600		1,714
Johnson & Johnson		148,942		25,786
Laboratory Corp of America Holdings *		5,167		1,568
Medtronic PLC		88,783		11,851
Merck & Co Inc		40,404		3,083
Mettler-Toledo International Inc *		3,769		5,853
Moderna Inc *		2,714		1,022
Neurocrine Biosciences Inc *		3,400		324
PerkinElmer Inc		36,132		6,677

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Perrigo Co PLC		67,028	$	2,745
Pfizer Inc		173,632		7,999
Regeneron Pharmaceuticals Inc *		3,031		2,041
Sarepta Therapeutics Inc *		1,299		101
Seagen Inc *		9,600		1,609
STERIS PLC		8,000		1,720
Stryker Corp		14,026		3,887
Thermo Fisher Scientific Inc		20,115		11,163
United Therapeutics Corp *		5,100		1,096
UnitedHealth Group Inc		59,250		24,664
Universal Health Services Inc, Cl B		12,330		1,920
Veeva Systems Inc, Cl A *		1,781		591
Vertex Pharmaceuticals Inc *		2,000		401
Vir Biotechnology Inc *		1,460		75
Waters Corp *		350		145
West Pharmaceutical Services Inc		2,219		1,002
Zimmer Biomet Holdings Inc		91,759		13,805
Zoetis Inc, Cl A		23,733		4,855
				239,497
Industrials — 8.9%
3M Co		16,700		3,252
ABM Industries Inc		5,800		287
Acuity Brands Inc		3,100		572
AGCO Corp		14,300		1,968
Allison Transmission Holdings Inc, Cl A		7,300		270
AMERCO *		2,165		1,431
AMETEK Inc		4,800		653
Atkore Inc *		19,100		1,772
Boeing Co/The *		4,702		1,032
Boise Cascade Co		2,700		156
Booz Allen Hamilton Holding Corp, Cl A		51,674		4,233
BrightView Holdings Inc *		7,600		116
Builders FirstSource Inc *		21,829		1,163
Carrier Global Corp		8,192		472
Caterpillar Inc		13,994		2,951
Cummins Inc		10,900		2,572
Deere & Co		20,525		7,759
Dover Corp		6,010		1,048
Driven Brands Holdings Inc *		4,366		130
Eaton Corp PLC		6,497		1,094
EMCOR Group Inc		3,900		474
Emerson Electric Co		16,400		1,730
Encore Wire Corp		2,300		195
Equifax Inc		5,959		1,622
Exponent Inc		1,033		121
FedEx Corp		3,661		973
Flowserve Corp		4,887		190
Fortive Corp		81,171		5,996
Gates Industrial Corp PLC *		100,902		1,653
Genco Shipping & Trading Ltd		6,300		123
General Dynamics Corp		13,800		2,764

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
General Electric Co		97,108	$	10,236
GMS Inc *		5,300		262
Hillenbrand Inc		4,300		200
Honeywell International Inc		80,809		18,740
Illinois Tool Works Inc		8,713		2,029
Johnson Controls International plc		9,462		708
Kforce Inc		4,300		251
Lockheed Martin Corp		9,300		3,346
Lyft Inc, Cl A *		52,500		2,500
ManpowerGroup Inc		21,415		2,600
Nordson Corp		1,772		423
Northrop Grumman Corp		1,700		625
Oshkosh Corp		9,300		1,066
Otis Worldwide Corp		5,655		521
Parker-Hannifin Corp		30,330		8,998
Pentair PLC		4,309		332
Raytheon Technologies Corp		5,600		475
Regal Beloit Corp		4,992		746
Robert Half International Inc		942		97
Roper Technologies		798		386
Snap-on Inc		14,279		3,212
Stanley Black & Decker Inc		44,383		8,578
TriNet Group Inc *		1,388		128
UFP Industries Inc		11,518		865
Union Pacific Corp		2,867		622
United Parcel Service Inc, Cl B		70,381		13,769
United Rentals Inc *		6,400		2,257
Upwork Inc *		3,600		161
Watsco Inc		8,606		2,396
Watts Water Technologies Inc, Cl A		4,189		719
Werner Enterprises Inc		5,800		274
WW Grainger Inc		14,397		6,244
Xylem Inc/NY		4,600		627
				143,165
Information Technology — 24.1%
Accenture PLC, Cl A		28,301		9,525
Adobe Inc *		11,888		7,890
Advanced Micro Devices Inc *		25,500		2,823
Apple Inc		493,054		74,860
Applied Materials Inc		53,000		7,162
Arista Networks Inc *		272		100
Arrow Electronics Inc *		15,600		1,891
Autodesk Inc *		14,300		4,434
Automatic Data Processing Inc		19,853		4,150
Broadcom		23,291		11,581
Cadence Design Systems Inc *		938		153
CDK Global Inc		10,400		433
Cisco Systems Inc/Delaware		163,881		9,672
Cognex Corp		2,218		197
Cognizant Technology Solutions Corp, Cl A		53,627		4,092
Corning Inc		6,600		264

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Datadog Inc, Cl A *		2,516	$	347
Dell Technologies Inc, Cl C *		14,476		1,411
DocuSign Inc, Cl A *		10,200		3,022
EPAM Systems Inc *		5,829		3,689
Gartner Inc *		13,287		4,102
Global Payments Inc		112,858		18,355
Hewlett Packard Enterprise Co		43,171		667
HP Inc		21,400		636
HubSpot Inc *		60		41
Intel Corp		185,396		10,023
International Business Machines Corp		49,029		6,881
Intuit Inc		6,272		3,551
Jabil Inc		3,400		210
KLA Corp		28,694		9,755
Lam Research Corp		8,785		5,313
Manhattan Associates Inc *		16,300		2,657
Mastercard Inc, Cl A		7,242		2,507
Microchip Technology Inc		36,030		5,670
Micron Technology Inc		3,555		262
Microsoft Corp		252,836		76,326
MKS Instruments Inc		1,700		250
Motorola Solutions Inc		22,198		5,421
National Instruments Corp		19,727		825
Nutanix Inc, Cl A *		8,473		313
NVIDIA Corp		70,455		15,771
NXP Semiconductors NV		42,684		9,183
ON Semiconductor Corp *		5,411		240
Oracle Corp		94,104		8,388
Paycom Software Inc *		2,102		1,028
Paylocity Holding Corp *		205		55
PayPal Holdings Inc *		10,436		3,012
Power Integrations Inc		986		107
QUALCOMM Inc		112,739		16,538
Qualtrics International Inc, Cl A *		12,905		584
salesforce.com inc *		18,488		4,904
ServiceNow Inc *		2,268		1,460
Snap Inc, Cl A *		17,700		1,347
Squarespace Inc *		517		23
SS&C Technologies Holdings Inc		10,900		825
SYNNEX Corp		21,600		2,745
Synopsys Inc *		5,377		1,786
Teradata Corp *		692		38
Texas Instruments Inc		15,982		3,051
Visa Inc, Cl A		52,380		12,000
VMware Inc, Cl A *		3,600		536
Western Digital Corp *		25,506		1,612
Workday Inc, Cl A *		6,100		1,666
Zebra Technologies Corp, Cl A *		500		294
				388,654
Materials — 3.7%
Air Products and Chemicals Inc		32,744		8,825

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
AptarGroup Inc		40,311	$	5,434
Avery Dennison Corp		978		220
Celanese Corp, Cl A		52,704		8,359
Chemours Co/The		9,000		302
Crown Holdings Inc		52,307		5,743
Dow Inc		35,627		2,241
DuPont de Nemours Inc		36,630		2,711
Ecolab Inc		725		163
FMC Corp		54,758		5,127
Freeport-McMoRan Inc, Cl B		50,200		1,827
International Flavors & Fragrances Inc		9,070		1,374
International Paper Co		40,500		2,434
Linde PLC		3,006		946
Mosaic Co/The		25,400		818
Nucor Corp		31,852		3,744
Packaging Corp of America		20,651		3,133
Reliance Steel & Aluminum Co		10,501		1,576
Steel Dynamics Inc		10,819		730
Westlake Chemical Corp		33,206		2,900
				58,607
Real Estate — 2.7%
American Tower Corp, Cl A ‡		377		110
Apartment Income Corp ‡		33,900		1,723
Apple Hospitality Inc ‡		8,500		126
CBRE Group Inc, Cl A *		3,300		318
Cousins Properties Inc ‡		81,750		3,152
Crown Castle International Corp ‡		26,131		5,087
CubeSmart ‡		47,548		2,544
Equity LifeStyle Properties Inc ‡		10,142		863
Extra Space Storage Inc ‡		31,198		5,831
Iron Mountain Inc ‡		60,869		2,906
Jones Lang LaSalle Inc *		809		196
Life Storage Inc ‡		24,038		2,991
Mid-America Apartment Communities Inc ‡		1,184		228
PotlatchDeltic Corp ‡		22,500		1,169
Prologis Inc ‡		13,300		1,791
Public Storage ‡		5,640		1,825
SBA Communications Corp, Cl A ‡		12,352		4,434
Simon Property Group Inc ‡		37,829		5,086
Sun Communities Inc ‡		1,196		241
Weyerhaeuser Co ‡		75,800		2,729
				43,350
Utilities — 2.6%
AES Corp/The		206,100		4,920
American Electric Power Co Inc		21,056		1,886
American Water Works Co Inc		3,959		722
Atmos Energy Corp		3,422		334
CMS Energy Corp		10,619		681
Consolidated Edison Inc		10,400		785
Dominion Energy Inc		42,900		3,339
Duke Energy Corp		36,454		3,815

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Entergy Corp		14,900	$	1,648
Evergy Inc		12,400		849
Exelon Corp		34,559		1,694
FirstEnergy Corp		75,200		2,923
MDU Resources Group Inc		6,000		193
National Fuel Gas Co		18,200		943
NextEra Energy Inc		116,588		9,792
PPL Corp		106,100		3,114
Sempra Energy		2,300		304
Southern Co/The		52,700		3,464
UGI Corp		16,170		749
Vistra Corp		13,646		260
				42,415
Total Common Stock (Cost $1,084,421) ($ Thousands)				1,509,498
	Face Amount (Thousands)
U.S. TREASURY OBLIGATION — 0.0%
U.S. Treasury Bill         0.048%, 09/16/2021 (B)	$	120		120
Total U.S. Treasury Obligation (Cost $120) ($ Thousands)				120
	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.         0.010% **†(C)		6		–
Total Affiliated Partnership (Cost $—) ($ Thousands)				–
CASH EQUIVALENT — 3.2%
SEI Daily Income Trust, Government Fund, Cl F         0.010%**†		51,523,184		51,523
Total Cash Equivalent (Cost $51,523) ($ Thousands)				51,523
Total Investments in Securities — 96.8% (Cost $1,136,064) ($ Thousands)			$	1,561,141

A list of the open futures contracts held by the Fund at August 31, 2021, 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		60		Sep-2021	$	13,143	$	13,562	$	418

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

A list of the open OTC Swap agreement held by the Fund at August 31, 2021, is as follows:

Total Return Swaps
Counterparty	Reference Entity/ Obligation	Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)	Value ( Thousands)	Net Unrealized Appreciation (Thousands)
Bank of America Merrill Lynch	United States Custom Basket of Securities	1 Month + 0.15%	Asset Returns	Monthly	02/28/2022	USD	(58,297)	$        1,501	$        1,501

The following table represents the individual stock exposures comprising the Net Long Custom Basket Total Return Swap as of August 31, 2021:

United States Custom Basket of Long Securities

Shares	Description	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)			Percentage Value of Underlying Investment
–	ADOBE INC	$	–	$	5		0.2%
–	AGCO CORP		–		–		–
5,900	AGILON HEALTH INC		206		–		–
7,100	ALASKA AIR GROUP INC		407		–		–
–	ALNYLAM PHARMACE		–		(17	)	(0.6)
5,405	ALPHABET INC-CL A		14,951		705		23.9
25,400	ALTRIA GROUP INC		1,229		46		1.6
4,542	AMAZON.COM INC		14,984		777		26.4
689	ANTHEM INC		259		(1	)	–
–	BEAM THERAPEUTICS INC		–		(2	)	(0.1)
3,541	BECTON DICKINSON AND CO		884		7		0.3
49,400	BJ’S WHOLESALE C		2,592		207		7.0
618	BOOKING HOLDINGS INC		1,317		104		3.5
200	BOYD GAMING CORP		12		–		–
3,590	CHARTER COMMUN-A		2,809		122		4.1
22,000	CORTEVA INC		994		(43	)	(1.5)
2,100	CROWDSTRIKE HO-A		493		97		3.3
18,400	CROWN CASTLE INTL CORP		3,587		(6	)	(0.2)
–	CULLEN/FROST BANKERS INC		–		25		0.9
3,900	DOMINO’S PIZZA INC		2,001		14		0.5
3,900	ELASTIC NV		582		40		1.4
1,100	EQUIFAX INC		287		13		0.4
6,300	EURONET WORLDWIDE INC		846		(7	)	(0.2)
42,200	EXELIXIS INC		780		29		1.0
144,600	FIRST HORIZON CORP		2,342		28		1.0
–	FIRST REPUBLIC BANK/CA		–		4		0.1
226,300	FORD MOTOR CO		3,046		(98	)	(3.3)
9,000	FORTIVE CORP		681		(16	)	(0.6)
–	FREDDIE MAC		–		19		0.6
12,700	GAP INC/THE		335		5		0.2
10,900	GENERAL MILLS INC		655		(25	)	(0.9)
4,000	GILEAD SCIENCES INC		287		10		0.3
14,300	HARTFORD FINL SV		969		(3	)	(0.1)
–	HAWAIIAN ELECTRIC INDS		–		–		–
–	HECLA MINING CO		–		25		0.9
200,900	HEWLETT PACKA		3,000		105		3.6
11,538	HUNTINGTON INGAL		2,374		(6	)	(0.2)

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Shares	Description	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)			Percentage Value of Underlying Investment
–	IDACORP INC	$	–	$	(2	)		(0.1)%
10,900	INCYTE CORP		810		24			0.8
–	INTUITIVE SURGICAL INC		–		4			0.2
6,700	JANUS HENDERSON GROUP PLC		289		4			0.1
–	KEYCORP		–		(18	)		(0.6)
10,400	KNIGHT-SWIFT TRA		523		17			0.6
19,800	LAMAR ADVERTISING CO-A		2,148		106			3.6
7,581	LENNOX INTERNATIONAL INC		2,564		(24	)		(0.8)
72,000	LEVI STRAUSS-A		2,000		(108	)		(3.7)
90,900	LIBERTY GLOBAL PLC- C		2,651		(17	)		(0.6)
–	LYONDELLBASELL INDU-CL A		–		19			0.6
23,700	MARSH & MCLENNAN COS		3,639		86			2.9
10,900	MCKESSON CORP		2,180		50			1.7
7,300	MONGODB INC		2,682		177			6.0
4,500	MOSAIC CO/THE		146		(1	)		(0.1)
5,416	MSCI INC		3,413		29			1.0
12,200	NETAPP INC		1,078		7			0.3
42,400	NEWS CORP - CLASS A		1,001		(48	)		(1.6)
102,900	NIELSEN HOLDINGS PLC		2,358		(144	)		(4.9)
28,600	NIKE INC -CL B		4,929		(211	)		(7.2)
89,400	NOV INC		1,151		27			0.9
57,400	NY COMM BANCORP		725		3			0.1
2,100	OKTA INC		487		67			2.3
15,200	OLIN CORP		698		59			2.0
84,200	ORGANON & CO		2,891		(14	)		(0.5)
2,000	PALO ALTO NETWORKS INC		741		181			6.2
–	PELOTON INTERACTIVE INC-A		–		–			–
15,700	PENSKE AUTOMOTIV		1,420		(1	)		–
–	PERFORMANCE FOOD GROUP CO		–		32			1.1
18,200	POST HOLDINGS INC		2,088		(52	)		(1.8)
10,941	PUBLIC STORAGE		3,481		59			2.0
7,900	QUALCOMM INC		1,166		(7	)		(0.2)
–	QUANTA SERVICES INC		–		60			2.1
6,900	RAPID7 INC		762		76			2.6
1,351	REGENERON PHARMACEUTICALS		849		87			2.9
18,500	REINSURANCE GROU		2,170		(24	)		(0.8)
14,900	RELIANCE STEEL & ALUMINUM		2,313		(67	)		(2.3)
23,300	SCHNEIDER NATL-B		517		9			0.3
1,900	SIGNATURE BANK		488		5			0.2
–	SNOWFLAKE INC-CLASS A		–		(67	)		(2.3)
25,400	STARBUCKS CORP		2,971		16			0.5
25,900	TARGA RESOURCES CORP		1,123		14			0.5
3,654	TESLA INC		2,507		196			6.7
–	THERMO FISHER		–		–			–
7,600	TJX COMPANIES INC		547		7			0.2
–	UBER TECHNOLOGIES INC		–		(6	)		(0.2)
2,700	UBIQUITI INC		830		48			1.6

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Shares	Description	Notional Amount (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)			Percentage Value of Underlying Investment
41,400	UGI CORP	$	1,961		$	(44	)		(1.5)%
5,200	UNITED PARCEL-B		1,011			8			0.3
17,600	UNIVERSAL HLTH-B		2,666			79			2.7
4,500	VAIL RESORTS INC		1,337			30			1.0
4,900	VEEVA SYSTEMS INC-CLASS A		1,564			62			2.1
3,579	VERTEX PHARM		683			33			1.1
95,900	WELLS FARGO & CO		4,739			(336	)		(11.4)
10,000	WESTLAKE CHEMICAL CORP		850			27			0.9
51,000	WESTROCK CO		2,613			53			1.8
2,700	ZENDESK INC		324			9			0.3
26,900	ZOOMINFO TECHNOLOGIES INC-A		1,584			169			5.8
1,000	ZSCALER INC		243			35			1.2
		$	144,820		$	2,946			100	%
The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of August 31, 2021: United States Custom Basket of Short Securities
Shares	Description	Notional Amount (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)			Percentage Value of Underlying Investment
(16,800)	ADAPTIVE BIOTECHNOLOGIES	$	(518	)	$	(92	)		6.4	%
(2,600)	AGREE REALTY CORP		(194	)		(1	)		0.1
(300)	ALLAKOS INC		(24	)		(3	)		0.2
(125,100)	AMCOR PLC		(1,563	)		(45	)		3.1
(76,100)	AMERICAN AIRLINE		(1,504	)		(14	)		1.0
(38,900)	AMERICOLD REALTY TRUST		(1,433	)		3			(0.2)
(15,200)	AMERIS BANCORP		(762	)		14			(1.0)
(21,300)	ASANA INC - CL A		(1,588	)		(21	)		1.5
(16,000)	AVANGRID INC		(875	)		1			(0.1)
(6,800)	BEYOND MEAT INC		(808	)		(6	)		0.4
(21,800)	BLACKSTONE MOR-A		(713	)		(2	)		0.2
(14,300)	BRIDGEBIO PHARMA INC		(708	)		(9	)		0.6
(5,500)	BROADSTONE NET LEASE INC		(147	)		(4	)		0.3
(9,500)	CALLAWAY GOLF COMPANY		(283	)		16			(1.1)
(2,000)	CARMAX INC		(258	)		8			(0.5)
(3,200)	CHART INDUSTRIES INC		(548	)		(55	)		3.8
(25,000)	CLEARWAY ENERGY INC-C		(770	)		(23	)		1.6
(81,700)	CLEVELAND-CLIFFS INC		(2,075	)		157			(10.9)
(6,700)	COMMERCE BANCSHARES INC		(471	)		(3	)		0.2
(10,400)	COMMUNITY BANK SYSTEM INC		(780	)		10			(0.7)
(17,400)	COUSINS PROPERTIES INC		(680	)		9			(0.6)
(14,800)	CREE INC		(1,295	)		37			(2.6)
(32,500)	DELTA AIR LINES INC		(1,298	)		(17	)		1.2
(21,500)	DRAFTKINGS INC - CL A		(1,128	)		(147	)		10.2
(5,100)	EBAY INC		(386	)		(6	)		0.5
(1,900)	EDITAS MEDICINE INC		(114	)		(7	)		0.5
(11,400)	ELEMENT SOLUTIONS INC		(277	)		17			(1.2)
(2,000)	ENVESTNET INC		(155	)		(5	)		0.3
(31,400)	ESSENTIAL UTILITIES INC		(1,556	)		(10	)		0.7
(20,800)	EVERSOURCE ENERGY		(1,889	)		2			(0.1)

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Shares	Description	Notional Amount (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)			Percentage Value of Underlying Investment
(6,700)	EXP WORLD HOLDINGS INC	$	(295	)	$	(13	)		0.9%
(11,500)	FASTLY INC - CLASS A		(459	)		(43	)		3.0
(1,900)	FATE THERAPEUTICS INC		(166	)		27			(1.9)
(1,833)	FIRST CITIZENS-A		(1,557	)		(89	)		6.1
(19,500)	FIRST FINL BANKSHARES INC		(954	)		25			(1.7)
(22,800)	FIRST SOLAR INC		(2,208	)		64			(4.4)
(5,000)	FUBOTV INC		(138	)		(8	)		0.6
(6,100)	HAMILTON LANE INC-CLASS A		(533	)		8			(0.6)
(4,200)	HANNON ARMSTRONG		(243	)		(11	)		0.8
(6,400)	HORMEL FOODS CORP		(296	)		5			(0.3)
(61,400)	HOST HOTELS & RESORTS INC		(956	)		(61	)		4.2
(18,600)	IMMUNITYBIO INC		(199	)		(12	)		0.9
(5,200)	INTELLIA THERAPEUTICS INC		(794	)		(41	)		2.8
(6,700)	INTL FLAVORS & FRAGRANCES		(1,042	)		51			(3.5)
(19,000)	IOVANCE BIOTHERA		(399	)		(59	)		4.1
(13,800)	KILROY REALTY CORP		(917	)		11			(0.7)
(7,200)	KIMBERLY-CLARK CORP		(998	)		5			(0.4)
(4,000)	KINSALE CAPITAL GROUP INC		(723	)		(5	)		0.3
(1,500)	KODIAK SCIENCES INC		(133	)		(8	)		0.5
(44,300)	LAS VEGAS SANDS CORP		(1,743	)		(233	)		16.1
(25,200)	LEGGETT & PLATT INC		(1,248	)		29			(2.0)
(14,600)	LEIDOS HOLDINGS INC		(1,429	)		(3	)		0.2
(5,700)	LEMONADE INC		(410	)		(21	)		1.5
(1,500)	LIBERTY BROADBAND-C		(278	)		(9	)		0.6
(700)	LINDE PLC		(218	)		(2	)		0.2
(3,156)	MADISON SQUARE G		(487	)		(83	)		5.8
(2,700)	MIRATI THERAPEUTICS INC		(371	)		(88	)		6.1
(2,600)	NEW FORTRESS ENERGY INC		(70	)		(6	)		0.4
(11,200)	NEXTERA ENERGY PARTNERS LP		(885	)		(10	)		0.7
(7,900)	NIKOLA CORP		(72	)		(10	)		0.7
(4,700)	NORWEGIAN CRUISE		(116	)		(6	)		0.4
(22,000)	OAK STREET HEALTH INC		(1,040	)		12			(0.9)
(37,000)	OGE ENERGY CORP		(1,328	)		18			(1.2)
(34,900)	OPENDOOR TECHNOLOGIES INC		(540	)		(79	)		5.5
(1,900)	ORMAT TECHNOLOGIES INC		(128	)		(8	)		0.5
(43,100)	OWL ROCK CAPITAL CORP		(635	)		6			(0.4)
(184,500)	P G & E CORP		(1,692	)		–			–
(1,900)	PACKAGING CORP OF AMERICA		(278	)		(11	)		0.7
(45,200)	PALANTIR TECHN-A		(1,107	)		(83	)		5.8
(71,800)	PARK HOTELS & RESORTS INC		(1,290	)		(84	)		5.8
(12,800)	PAYCOR HCM INC		(449	)		(24	)		1.7
(8,500)	PINNACLE FINL		(816	)		(10	)		0.7
(2,900)	Q2 HOLDINGS INC		(255	)		(1	)		0.1
(35,700)	QUANTUMSCAPE CORP		(742	)		(43	)		3.0
(5,800)	RAYONIER INC		(214	)		1			(0.1)
(4,500)	REDFIN CORP		(222	)		3			(0.2)
(17,800)	REYNOLDS CONSUME		(504	)		–			–
(6,300)	ROYAL GOLD INC		(714	)		13			(0.9)

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Continued)

Shares	Description	Notional Amount (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)			Percentage Value of Underlying Investment
(4,000)	RYMAN HOSPITALIT	$	(313	)	$	(19	)		1.4%
(55,500)	SABRE CORP		(590	)		(33	)		2.3
(4,700)	SAFEHOLD INC		(417	)		(4	)		0.3
(8,000)	SAREPTA THERAPEUTICS INC		(612	)		(13	)		0.9
(2,700)	SCHWAB (CHARLES) CORP		(198	)		(4	)		0.3
(5,600)	SENTINELONE INC -CLASS A		(276	)		(82	)		5.7
(11,400)	SOUTHSTATE CORP		(811	)		23			(1.6)
(11,100)	SPIRIT AEROSYS-A		(458	)		50			(3.4)
(2,200)	SPRINGWORKS THER		(165	)		–			–
(20,400)	SUNNOVA ENERGY I		(683	)		(56	)		3.9
(6,400)	SUNPOWER CORP		(141	)		3			(0.2)
(36,290)	SUNRUN INC		(1,609	)		3			(0.2)
(4,100)	TERRENO REALTY CORP		(276	)		2			(0.1)
(14,900)	TEXAS CAPITAL BA		(969	)		(44	)		3.0
(33,500)	TRIPADVISOR INC		(1,124	)		(49	)		3.4
(1,800)	ULTRAGENYX PHARMACEUTICAL IN		(158	)		(15	)		1.0
(4,400)	UNITED AIRLINES		(204	)		(1	)		0.1
(2,300)	UPSTART HOLDINGS INC		(462	)		(65	)		4.5
(196,000)	UWM HOLDINGS CORP		(1,457	)		14			(1.0)
(39,700)	VALLEY NATIONAL BANCORP		(524	)		6			(0.4)
(14,218)	VIRGIN GALACTIC		(360	)		(25	)		1.8
(15,200)	VROOM INC		(442	)		34			(2.4)
(11,800)	WESTERN ALLIANCE BANCORP		(1,168	)		12			(0.9)
(8,100)	WYNN RESORTS LTD		(759	)		(65	)		4.5
(22,300)	ZIONS BANCORP NA		(1,257	)		(35	)		2.4
		$	(72,524	)	$	(1,445	)		100	%

Percentages are based on Net Assets of $1,613,158 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $– ($ Thousands).

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

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $– ($ Thousands).

ADR – American Depositary Receipt

Cl – Class

L.P. – Limited Partnership

Ltd. – Limited

MSCI – Morgan Stanley Capital International

MXN – Mexican Peso

OTC – Over The Counter

PLC – Public Limited Company

S&P – Standard & Poor’s

USD – U.S. Dollar

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,509,498		–		–		1,509,498
U.S. Treasury Obligation		–		120		–		120
Affiliated Partnership		–		–^		–		–^
Cash Equivalent		51,523		–		–		51,523
Total Investments in Securities		1,561,021		120		–		1,561,141
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		418		–		–		418
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–		2,946		–		2,946
Unrealized Depreciation		–		(1,445)		–		(1,445)
Total Other Financial Instruments		418		1,501		–		1,919

^Amount is less than $500.

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

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Disciplined Equity Fund (Concluded)

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ —	$ 2,141	$(2,141)	$—	$—	$ —	6	$ —	$ —
SEI Daily Income Trust, Government Fund, Cl F	81,714	200,871	(231,062)	—	—	51,523	51,523,184	2	—
Totals	$ 81,714	$203,012	$(233,203)	$ -	$ -	$ 51,523		$ 2	$ -

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 99.7%
Communication Services — 10.8%
Activision Blizzard Inc		41,456	$	3,415
Alphabet Inc, Cl A *		16,129		46,677
Alphabet Inc, Cl C *		15,199		44,218
Altice USA Inc, Cl A *		11,900		327
AT&T Inc		384,485		10,543
Cable One Inc		257		540
Charter Communications Inc, Cl A *		7,097		5,796
Comcast Corp, Cl A		245,550		14,900
Discovery Inc, Cl A *(A)		9,300		268
Discovery Inc, Cl C *		18,300		505
DISH Network Corp, Cl A *		13,826		603
Electronic Arts Inc		15,365		2,231
Facebook Inc, Cl A *		128,700		48,826
Fox Corp		26,827		980
IAC/InterActiveCorp *		4,232		559
Interpublic Group of Cos Inc/The		21,775		811
Liberty Broadband Corp, Cl A *		1,280		238
Liberty Broadband Corp, Cl C *		8,078		1,545
Liberty Media Corp-Liberty Formula One, Cl A *		1,600		73
Liberty Media Corp-Liberty Formula One, Cl C *		11,000		556
Liberty Media Corp-Liberty SiriusXM, Cl A *		4,020		199
Liberty Media Corp-Liberty SiriusXM, Cl C *		8,521		420
Live Nation Entertainment Inc *		7,600		659
Lumen Technologies Inc		62,106		764
Madison Square Garden Sports Corp, Cl A *		1,086		196
Match Group Inc *		13,796		1,896
Netflix Inc *		23,200		13,205
New York Times Co/The, Cl A		8,800		447
News Corp		6,900		152
News Corp, Cl A		21,746		489
Nexstar Media Group Inc, Cl A		2,400		359
Omnicom Group Inc		11,844		867
Pinterest Inc, Cl A *		29,300		1,628
Playtika Holding Corp *		4,700		124
Roku Inc, Cl A *		6,200		2,185
Sirius XM Holdings Inc (A)		46,800		293
Skillz Inc, Cl A *(A)		16,100		189
Spotify Technology SA *		7,000		1,640
Take-Two Interactive Software Inc *		6,100		983
T-Mobile US Inc *		31,692		4,342
TripAdvisor Inc *		5,767		202
Twitter Inc *		41,860		2,700
Verizon Communications Inc		223,076		12,269
ViacomCBS Inc		715		33
ViacomCBS Inc, Cl B		31,186		1,293
Vimeo Inc *		7,357		280
Walt Disney Co/The *		97,750		17,722
World Wrestling Entertainment Inc, Cl A		2,200		115

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Zillow Group Inc, Cl A *		3,343	$	320
Zillow Group Inc, Cl C *		9,086		870
Zynga Inc, Cl A *		56,300		498
				250,950
Consumer Discretionary — 12.0%
Advance Auto Parts Inc		3,508		712
Amazon.com Inc *		23,289		80,831
Aptiv PLC *		14,500		2,207
Aramark		12,900		449
AutoNation Inc *		3,032		331
AutoZone Inc *		1,207		1,870
Bath & Body Works Inc		13,057		881
Best Buy Co Inc		12,647		1,474
Booking Holdings Inc *		2,232		5,133
BorgWarner Inc		13,364		570
Boyd Gaming Corp *		4,500		276
Bright Horizons Family Solutions Inc *		3,200		466
Brunswick Corp/DE		4,300		417
Burlington Stores Inc *		3,500		1,048
Caesars Entertainment Inc *		10,900		1,108
Capri Holdings Ltd *		8,300		469
CarMax Inc *		8,760		1,097
Carnival Corp, Cl A *(A)		47,300		1,142
Carter’s Inc		2,400		246
Carvana Co, Cl A *		4,100		1,345
Chegg Inc *		7,900		657
Chipotle Mexican Grill Inc, Cl A *		1,519		2,891
Choice Hotels International Inc		1,884		225
Churchill Downs Inc		2,000		421
Columbia Sportswear Co		2,300		235
Darden Restaurants Inc		7,122		1,073
Deckers Outdoor Corp *		1,500		628
Dick’s Sporting Goods Inc		3,258		459
Dollar General Corp		12,800		2,853
Dollar Tree Inc *		12,834		1,162
Domino’s Pizza Inc		1,900		982
DoorDash Inc, Cl A *		4,600		880
DR Horton Inc		16,868		1,613
DraftKings Inc, Cl A *		16,600		984
eBay Inc		36,511		2,802
Etsy Inc *		6,800		1,471
Expedia Group Inc *		7,822		1,130
Five Below Inc *		3,000		638
Floor & Decor Holdings Inc, Cl A *		5,700		703
Foot Locker Inc		4,169		236
Ford Motor Co *		210,084		2,737
Frontdoor Inc *		4,700		205
GameStop Corp, Cl A *(A)		3,200		698
Gap Inc/The		11,221		300
Garmin Ltd		8,100		1,413
General Motors Co *		73,900		3,622

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Gentex Corp		12,864	$	396
Genuine Parts Co		7,811		954
Grand Canyon Education Inc *		2,300		205
H&R Block Inc		9,825		252
Hanesbrands Inc		19,972		373
Harley-Davidson Inc		8,603		340
Hasbro Inc		7,067		695
Hayward Holdings Inc *		2,100		44
Hilton Worldwide Holdings Inc *		13,933		1,740
Home Depot Inc/The		57,915		18,891
Hyatt Hotels Corp, Cl A *		2,600		191
Kohl’s Corp		8,719		500
Las Vegas Sands Corp *		18,393		820
Lear Corp		3,100		496
Leggett & Platt Inc		7,212		349
Lennar Corp, Cl A		14,490		1,555
Lennar Corp, Cl B		13		1
Leslie’s Inc *		6,100		147
Lithia Motors Inc, Cl A		1,600		530
LKQ Corp *		15,500		817
Lowe’s Cos Inc		38,510		7,852
Lululemon Athletica Inc *		6,100		2,441
Marriott International Inc/MD, Cl A *		14,094		1,905
Marriott Vacations Worldwide Corp *		2,300		344
Mattel Inc *		19,842		424
McDonald’s Corp		40,180		9,541
MGM Resorts International		22,639		965
Mohawk Industries Inc *		3,166		626
Newell Brands Inc		21,393		544
NIKE Inc, Cl B		66,768		10,999
Nordstrom Inc *		6,912		198
Norwegian Cruise Line Holdings Ltd *(A)		20,600		532
NVR Inc *		184		953
Ollie’s Bargain Outlet Holdings Inc *		3,700		268
O’Reilly Automotive Inc *		3,540		2,103
Peloton Interactive Inc, Cl A *		13,300		1,332
Penn National Gaming Inc *		8,500		689
Penske Automotive Group Inc		1,800		162
Petco Health & Wellness Co Inc, Cl A *(A)		3,300		71
Planet Fitness Inc, Cl A *		4,700		382
Polaris Inc		3,200		383
Pool Corp		2,100		1,038
PulteGroup Inc		14,545		783
PVH Corp *		3,900		409
QuantumScape Corp, Cl A *(A)		6,400		141
Qurate Retail Inc *		20,930		231
Ralph Lauren Corp, Cl A		2,680		311
RH *		800		561
Ross Stores Inc		18,776		2,223
Royal Caribbean Cruises Ltd *		12,200		1,009
Service Corp International/US		9,094		571
Six Flags Entertainment Corp *		4,400		186

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Skechers USA Inc, Cl A *		6,100	$	308
Starbucks Corp		63,112		7,415
Tapestry Inc		15,767		636
Target Corp		26,585		6,566
Tempur Sealy International Inc		10,100		451
Terminix Global Holdings Inc *		7,300		304
Tesla Inc *		41,685		30,668
Thor Industries Inc		2,900		329
TJX Cos Inc/The		64,816		4,713
Toll Brothers Inc		6,251		400
TopBuild Corp *		1,800		394
Tractor Supply Co		6,100		1,185
Travel + Leisure Co		4,768		261
Ulta Beauty Inc *		2,952		1,143
Under Armour Inc, Cl A *		10,700		248
Under Armour Inc, Cl C *		11,321		227
Vail Resorts Inc *		2,200		671
VF Corp		17,268		1,320
Victoria’s Secret & Co *		4,352		289
Vroom Inc *		6,400		172
Wayfair Inc, Cl A *(A)		4,000		1,123
Wendy’s Co/The		10,075		232
Whirlpool Corp		3,416		757
Williams-Sonoma Inc		3,962		740
Wyndham Hotels & Resorts Inc		4,468		325
Wynn Resorts Ltd *		5,996		610
YETI Holdings Inc *		4,700		467
Yum China Holdings Inc		22,548		1,388
Yum! Brands Inc		15,948		2,090
				277,995
Consumer Staples — 5.4%
Albertsons Cos Inc, Cl A (A)		8,200		249
Altria Group Inc		99,540		5,000
Archer-Daniels-Midland Co		29,779		1,787
Beyond Meat Inc *(A)		3,200		383
Boston Beer Co Inc/The, Cl A *		500		285
Brown-Forman Corp, Cl A		2,200		146
Brown-Forman Corp, Cl B		10,217		717
Bunge Ltd		7,700		583
Campbell Soup Co		10,878		454
Casey’s General Stores Inc		2,100		430
Church & Dwight Co Inc		13,614		1,139
Clorox Co/The		6,903		1,160
Coca-Cola Co/The		209,040		11,771
Colgate-Palmolive Co		44,850		3,496
Conagra Brands Inc		25,976		860
Constellation Brands Inc, Cl A		8,631		1,822
Costco Wholesale Corp		23,781		10,832
Coty Inc, Cl A *		14,922		146
Darling Ingredients Inc *		8,800		656
Estee Lauder Cos Inc/The, Cl A		12,308		4,191

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Flowers Foods Inc		10,325	$	249
Freshpet Inc *		2,200		282
General Mills Inc		31,192		1,803
Grocery Outlet Holding Corp *		5,000		130
Hain Celestial Group Inc/The *		4,800		180
Herbalife Nutrition Ltd *		5,700		293
Hershey Co/The		7,798		1,386
Hormel Foods Corp		15,756		717
Ingredion Inc		3,500		307
J M Smucker Co/The		5,911		731
Kellogg Co (A)		14,003		884
Keurig Dr Pepper Inc		37,400		1,334
Kimberly-Clark Corp		18,118		2,497
Kraft Heinz Co/The		35,502		1,278
Kroger Co/The		40,046		1,843
Lamb Weston Holdings Inc		8,362		545
McCormick & Co Inc/MD		13,286		1,146
Molson Coors Beverage Co, Cl B		9,962		473
Mondelez International Inc, Cl A		75,006		4,656
Monster Beverage Corp *		19,887		1,940
PepsiCo Inc		74,352		11,628
Philip Morris International Inc		83,568		8,607
Pilgrim’s Pride Corp *		2,900		81
Post Holdings Inc *		2,600		291
Procter & Gamble Co/The		131,154		18,675
Reynolds Consumer Products Inc		600		17
Seaboard Corp		16		68
Spectrum Brands Holdings Inc		1,818		142
Sysco Corp		26,148		2,083
Tyson Foods Inc, Cl A		15,365		1,206
US Foods Holding Corp *		11,700		398
Walgreens Boots Alliance Inc		37,025		1,879
Walmart Inc		77,279		11,445
				125,301
Energy — 2.3%
Antero Midstream Corp		18,600		179
APA Corp		21,559		420
Baker Hughes Co, Cl A		39,240		894
Cabot Oil & Gas Corp, Cl A		20,500		326
Cheniere Energy Inc *		12,500		1,093
Chevron Corp		104,098		10,074
Cimarex Energy Co		5,600		359
ConocoPhillips		72,555		4,029
Continental Resources Inc/OK		1,600		63
Devon Energy Corp		37,427		1,106
Diamondback Energy Inc		10,017		773
DT Midstream Inc		4,882		227
EOG Resources Inc		31,290		2,113
EQT Corp *		15,419		282
Exxon Mobil Corp		228,038		12,433
Halliburton Co		49,136		982

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Hess Corp		14,812	$	1,018
HollyFrontier Corp		8,526		275
Kinder Morgan Inc		104,222		1,696
Marathon Oil Corp		43,676		513
Marathon Petroleum Corp		34,919		2,070
New Fortress Energy Inc, Cl A (A)		1,500		44
NOV Inc *		23,180		305
Occidental Petroleum Corp		46,819		1,203
ONEOK Inc		23,758		1,248
Phillips 66		22,488		1,599
Pioneer Natural Resources Co		11,509		1,722
Schlumberger NV		75,055		2,104
Targa Resources Corp		12,700		558
Texas Pacific Land Corp		300		408
Valero Energy Corp		21,836		1,448
Williams Cos Inc/The		65,096		1,607
				53,171
Financials — 11.3%
Affiliated Managers Group Inc		2,320		395
Aflac Inc		34,812		1,973
AGNC Investment Corp ‡		29,259		477
Alleghany Corp *		699		473
Allstate Corp/The		15,525		2,100
Ally Financial Inc		19,800		1,047
American Express Co		35,034		5,814
American Financial Group Inc/OH		3,714		512
American International Group Inc		46,023		2,511
Ameriprise Financial Inc		6,280		1,714
Annaly Capital Management Inc ‡		77,711		675
Aon PLC, Cl A		11,978		3,436
Apollo Global Management Inc, Cl A		9,400		562
Arch Capital Group Ltd *		21,600		888
Ares Management Corp, Cl A		7,600		587
Arthur J Gallagher & Co		10,304		1,480
Assurant Inc		3,293		560
Assured Guaranty Ltd		3,700		185
Athene Holding Ltd, Cl A *		6,700		449
Axis Capital Holdings Ltd		4,800		246
Bank of America Corp		406,163		16,957
Bank of Hawaii Corp		2,282		191
Bank of New York Mellon Corp/The		43,009		2,375
Bank OZK		6,400		272
Berkshire Hathaway Inc, Cl B *		100,800		28,806
BlackRock Inc, Cl A		7,685		7,249
Blackstone Inc, Cl A		36,600		4,602
BOK Financial Corp		1,775		156
Brighthouse Financial Inc *		4,828		236
Brown & Brown Inc		13,048		757
Capital One Financial Corp		24,125		4,004
Carlyle Group Inc/The		9,000		444
Cboe Global Markets Inc		5,900		744

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Charles Schwab Corp/The		84,381	$	6,147
Chubb Ltd		24,091		4,431
Cincinnati Financial Corp		8,286		1,022
Citigroup Inc		110,904		7,975
Citizens Financial Group Inc		22,700		994
CME Group Inc, Cl A		19,270		3,887
CNA Financial Corp		1,500		67
Comerica Inc		7,753		573
Commerce Bancshares Inc/MO		5,950		421
Credit Acceptance Corp *(A)		500		290
Cullen/Frost Bankers Inc		3,068		350
Discover Financial Services		16,289		2,089
East West Bancorp Inc		7,900		579
Equitable Holdings Inc		21,600		670
Erie Indemnity Co, Cl A		1,419		251
Evercore Inc, Cl A		2,200		307
Everest Re Group Ltd		2,200		583
FactSet Research Systems Inc		2,100		798
Fidelity National Financial Inc		15,152		740
Fifth Third Bancorp		35,182		1,367
First American Financial Corp		6,000		423
First Citizens BancShares Inc/NC, Cl A (A)		300		269
First Hawaiian Inc		8,000		223
First Horizon Corp		29,856		489
First Republic Bank/CA		9,400		1,870
FNB Corp/PA		17,100		200
Franklin Resources Inc		16,349		530
Globe Life Inc		5,687		546
GoHealth Inc, Cl A *		3,000		15
Goldman Sachs Group Inc/The		17,775		7,350
Hanover Insurance Group Inc/The		1,993		282
Hartford Financial Services Group Inc/The		19,110		1,285
Huntington Bancshares Inc/OH		78,282		1,216
Interactive Brokers Group Inc, Cl A		4,500		291
Intercontinental Exchange Inc		29,900		3,574
Invesco Ltd		17,600		446
Janus Henderson Group PLC		9,400		408
Jefferies Financial Group Inc		11,706		433
JPMorgan Chase & Co		161,734		25,869
Kemper Corp		3,300		226
KeyCorp		51,651		1,050
KKR & Co Inc		29,500		1,897
Lazard Ltd, Cl A (B)		4,100		194
Lemonade Inc *(A)		2,100		159
Lincoln National Corp		10,588		727
Loews Corp		12,336		689
LPL Financial Holdings Inc		4,400		651
M&T Bank Corp		6,857		960
Markel Corp *		750		953
MarketAxess Holdings Inc		2,000		952
Marsh & McLennan Cos Inc		27,265		4,286
Mercury General Corp		296		18

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
MetLife Inc		39,809	$	2,468
MGIC Investment Corp		18,900		289
Moody’s Corp		8,627		3,285
Morgan Stanley		74,414		7,771
Morningstar Inc		1,300		348
MSCI Inc, Cl A		4,300		2,729
Nasdaq Inc		6,300		1,233
New Residential Investment Corp ‡		24,100		263
New York Community Bancorp Inc		25,372		318
Northern Trust Corp		11,005		1,304
Old Republic International Corp		13,590		353
OneMain Holdings Inc, Cl A		4,700		272
PacWest Bancorp		6,700		285
People’s United Financial Inc		24,934		410
Pinnacle Financial Partners Inc		4,100		397
PNC Financial Services Group Inc/The		22,822		4,361
Popular Inc		4,653		353
Primerica Inc		2,300		352
Principal Financial Group Inc		14,308		956
Progressive Corp/The		31,380		3,023
Prosperity Bancshares Inc		5,000		349
Prudential Financial Inc		20,563		2,177
Raymond James Financial Inc		6,821		954
Regions Financial Corp		53,387		1,091
Reinsurance Group of America Inc, Cl A		3,799		440
RenaissanceRe Holdings Ltd		2,600		408
Rocket Cos Inc, Cl A *		7,200		125
S&P Global Inc		12,956		5,750
Santander Consumer USA Holdings Inc		1,600		67
SEI Investments Co †		5,942		373
Signature Bank/New York NY		3,100		804
SLM Corp		14,231		267
Starwood Property Trust Inc ‡		15,500		400
State Street Corp		18,579		1,726
Sterling Bancorp/DE		10,900		250
Stifel Financial Corp		5,600		387
SVB Financial Group *		3,100		1,734
Synchrony Financial		29,318		1,459
Synovus Financial Corp		7,896		340
T Rowe Price Group Inc		12,130		2,716
Tradeweb Markets Inc, Cl A		5,800		505
Travelers Cos Inc/The		13,075		2,088
Truist Financial Corp		72,163		4,118
Umpqua Holdings Corp		8,400		164
Unum Group		11,905		317
Upstart Holdings Inc *		100		23
US Bancorp		72,197		4,143
UWM Holdings Corp		2,300		17
Virtu Financial Inc, Cl A		5,300		130
Voya Financial Inc		6,700		435
W R Berkley Corp		7,321		551
Webster Financial Corp		4,700		237

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Wells Fargo & Co		222,766	$	10,180
Western Alliance Bancorp		5,700		556
White Mountains Insurance Group Ltd		179		201
Willis Towers Watson PLC		6,862		1,515
Wintrust Financial Corp		3,100		232
Zions Bancorp NA		9,002		521
				263,419
Health Care — 13.2%
10X Genomics Inc, Cl A *		4,600		809
Abbott Laboratories		93,637		11,833
AbbVie Inc		95,201		11,498
ABIOMED Inc *		2,400		873
Acadia Healthcare Co Inc *		4,700		311
Acceleron Pharma Inc *		2,800		375
Adaptive Biotechnologies Corp *		5,800		211
Agilent Technologies Inc		15,864		2,784
agilon health Inc *		2,700		94
Align Technology Inc *		4,200		2,978
Alnylam Pharmaceuticals Inc *		6,300		1,269
Amedisys Inc *		1,900		349
AmerisourceBergen Corp, Cl A		8,124		993
Amgen Inc		30,758		6,937
Anthem Inc		13,131		4,926
Avantor Inc *		31,000		1,223
Baxter International Inc		26,915		2,051
Becton Dickinson and Co		15,270		3,843
Biogen Inc *		7,800		2,643
BioMarin Pharmaceutical Inc *		10,100		851
Bio-Rad Laboratories Inc, Cl A *		1,100		885
Bio-Techne Corp		2,141		1,069
Boston Scientific Corp *		76,239		3,442
Bristol-Myers Squibb Co		119,819		8,011
Bruker Corp		5,700		503
Cardinal Health Inc		16,129		847
Catalent Inc *		9,000		1,174
Centene Corp *		31,058		1,956
Cerner Corp		16,096		1,229
Certara Inc *		2,700		91
Change Healthcare Inc *		13,808		301
Charles River Laboratories International Inc *		2,743		1,218
Chemed Corp		900		429
Cigna Corp		18,302		3,874
Cooper Cos Inc/The		2,604		1,174
CureVac NV *(A)		2,900		191
CVS Health Corp		70,799		6,116
Danaher Corp		34,102		11,055
DaVita Inc *		3,685		482
DENTSPLY SIRONA Inc		12,066		744
Dexcom Inc *		5,200		2,753
Edwards Lifesciences Corp *		33,184		3,888

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Elanco Animal Health Inc *		23,737	$	792
Eli Lilly & Co		45,671		11,796
Encompass Health Corp		5,100		400
Envista Holdings Corp *		9,100		389
Exact Sciences Corp *		9,500		992
Exelixis Inc *		17,600		337
Gilead Sciences Inc		67,534		4,915
Globus Medical Inc, Cl A *		4,500		367
Guardant Health Inc *		5,100		649
HCA Healthcare Inc		14,000		3,542
Henry Schein Inc *		7,868		595
Hill-Rom Holdings Inc		3,124		455
Hologic Inc *		13,600		1,076
Horizon Therapeutics Plc *		11,700		1,264
Humana Inc		6,775		2,747
ICU Medical Inc *		1,200		239
IDEXX Laboratories Inc *		4,404		2,967
Illumina Inc *		7,905		3,614
Incyte Corp *		10,300		788
Insulet Corp *		3,500		1,042
Integra LifeSciences Holdings Corp *		4,100		308
Intuitive Surgical Inc *		6,371		6,712
Ionis Pharmaceuticals Inc *		8,300		330
Iovance Biotherapeutics Inc *		8,300		200
IQVIA Holdings Inc *		10,213		2,653
Jazz Pharmaceuticals PLC *		3,300		435
Johnson & Johnson		141,609		24,517
Laboratory Corp of America Holdings *		5,190		1,575
Maravai LifeSciences Holdings Inc, Cl A *		4,200		249
Masimo Corp *		2,800		760
McKesson Corp		8,570		1,749
Medtronic PLC		72,226		9,641
Merck & Co Inc		136,343		10,402
Mettler-Toledo International Inc *		1,236		1,919
Mirati Therapeutics Inc *		2,100		356
Moderna Inc *		18,200		6,856
Molina Healthcare Inc *		3,200		860
Natera Inc *		4,300		509
Nektar Therapeutics, Cl A *		8,700		135
Neurocrine Biosciences Inc *		5,400		514
Novavax Inc *		4,000		954
Novocure Ltd *		5,700		765
Oak Street Health Inc *		5,800		271
Organon & Co		14,454		490
Penumbra Inc *		1,900		522
PerkinElmer Inc		6,034		1,115
Perrigo Co PLC		7,800		319
Pfizer Inc		300,622		13,850
PPD Inc *		8,900		412
Premier Inc, Cl A		6,800		253
QIAGEN NV *		12,640		706
Quest Diagnostics Inc		7,244		1,107

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Quidel Corp *		2,300	$	297
Regeneron Pharmaceuticals Inc *		5,300		3,569
Repligen Corp *		3,000		849
ResMed Inc		7,682		2,232
Royalty Pharma PLC, Cl A		18,100		700
Sage Therapeutics Inc *		3,100		143
Sarepta Therapeutics Inc *		3,900		305
Seagen Inc *		7,100		1,190
Signify Health Inc, Cl A *		1,500		39
Sotera Health Co *		4,500		110
STERIS PLC		5,300		1,140
Stryker Corp		18,704		5,183
Syneos Health Inc, Cl A *		5,700		529
Tandem Diabetes Care Inc *		3,600		404
Teladoc Health Inc *		7,853		1,134
Teleflex Inc		2,540		1,004
Thermo Fisher Scientific Inc		21,125		11,723
Ultragenyx Pharmaceutical Inc *		3,500		337
United Therapeutics Corp *		2,400		516
UnitedHealth Group Inc		50,620		21,072
Universal Health Services Inc, Cl B		4,276		666
Veeva Systems Inc, Cl A *		7,100		2,357
Vertex Pharmaceuticals Inc *		13,600		2,724
Viatris Inc, Cl W *		67,122		982
Waters Corp *		3,046		1,261
West Pharmaceutical Services Inc		3,900		1,761
Zimmer Biomet Holdings Inc		11,225		1,689
Zoetis Inc, Cl A		25,544		5,225
				307,834
Industrials — 8.7%
3M Co		30,933		6,024
A O Smith Corp		7,600		553
Acuity Brands Inc		1,900		351
ADT Inc		6,700		57
Advanced Drainage Systems Inc		3,100		354
AECOM *		7,916		519
AGCO Corp		3,300		454
Air Lease Corp, Cl A		5,300		211
Alaska Air Group Inc *		6,900		396
Allegion plc		4,966		715
Allison Transmission Holdings Inc, Cl A		6,300		233
AMERCO *		400		264
American Airlines Group Inc *		35,900		716
AMETEK Inc		12,328		1,676
Armstrong World Industries Inc		2,900		301
Axon Enterprise Inc *		3,300		600
AZEK Co Inc/The, Cl A *		6,100		259
Boeing Co/The *		28,591		6,276
Booz Allen Hamilton Holding Corp, Cl A		7,500		614
Builders FirstSource Inc *		11,200		597
BWX Technologies Inc		5,350		307

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CACI International Inc, Cl A *		1,300	$	335
Carlisle Cos Inc		2,866		604
Carrier Global Corp		45,278		2,608
Caterpillar Inc		29,488		6,218
CH Robinson Worldwide Inc		7,386		665
ChargePoint Holdings Inc *(A)		6,900		146
Cintas Corp		4,757		1,883
Clarivate PLC *		22,600		569
Clean Harbors Inc *		2,100		215
Colfax Corp *		6,500		313
Copa Holdings SA, Cl A *		1,800		135
Copart Inc *		11,236		1,622
CoStar Group Inc *		21,000		1,779
Crane Co		2,600		265
CSX Corp		121,688		3,958
Cummins Inc		7,512		1,773
Curtiss-Wright Corp		2,300		280
Deere & Co		15,119		5,715
Delta Air Lines Inc *		34,200		1,383
Donaldson Co Inc		5,944		403
Dover Corp		7,657		1,335
Driven Brands Holdings Inc *		2,400		72
Dun & Bradstreet Holdings Inc *		8,900		163
Eaton Corp PLC		21,416		3,605
Emerson Electric Co		32,010		3,377
Equifax Inc		6,456		1,758
Expeditors International of Washington Inc		9,048		1,128
Fastenal Co		30,748		1,717
FedEx Corp		13,144		3,492
Flowserve Corp		6,800		264
Fortive Corp		17,453		1,289
Fortune Brands Home & Security Inc		7,720		752
FTI Consulting Inc *		1,500		210
Gates Industrial Corp PLC *		2,800		46
Generac Holdings Inc *		3,300		1,442
General Dynamics Corp		13,172		2,638
General Electric Co		58,750		6,193
Graco Inc		8,872		696
GXO Logistics Inc *		5,400		442
HEICO Corp		2,510		318
HEICO Corp, Cl A		4,321		494
Hexcel Corp *		3,400		193
Honeywell International Inc		37,290		8,648
Howmet Aerospace Inc		21,767		691
Hubbell Inc, Cl B		2,992		617
Huntington Ingalls Industries Inc		1,937		395
IAA Inc *		7,100		377
IDEX Corp		4,093		917
IHS Markit Ltd		20,000		2,412
Illinois Tool Works Inc		16,880		3,931
Ingersoll Rand Inc *		19,965		1,059
ITT Inc		4,551		435

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Jacobs Engineering Group Inc		6,884	$	929
JB Hunt Transport Services Inc		3,952		701
JetBlue Airways Corp *		17,600		266
Johnson Controls International plc		38,366		2,870
Kansas City Southern		4,900		1,375
Kirby Corp *		3,500		188
Knight-Swift Transportation Holdings Inc, Cl A		8,900		462
L3Harris Technologies Inc		10,734		2,501
Landstar System Inc		2,065		347
Leidos Holdings Inc		7,673		753
Lennox International Inc		1,900		637
Lincoln Electric Holdings Inc		3,200		447
Lockheed Martin Corp		13,273		4,776
Lyft Inc, Cl A *		15,600		743
ManpowerGroup Inc		2,984		362
Masco Corp		14,079		855
MasTec Inc *		3,100		283
Mercury Systems Inc *		3,300		166
Middleby Corp/The *		3,100		567
MSA Safety Inc		1,900		309
MSC Industrial Direct Co Inc, Cl A		2,720		229
Nielsen Holdings PLC		19,900		427
Nordson Corp		3,100		740
Norfolk Southern Corp		13,433		3,406
Northrop Grumman Corp		7,878		2,897
nVent Electric PLC		9,473		325
Old Dominion Freight Line Inc		5,500		1,588
Oshkosh Corp		3,859		442
Otis Worldwide Corp		22,239		2,051
Owens Corning		5,700		545
PACCAR Inc		18,270		1,496
Parker-Hannifin Corp		6,704		1,989
Pentair PLC		8,873		685
Plug Power Inc *		27,400		714
Quanta Services Inc		7,400		756
Raytheon Technologies Corp		81,062		6,871
Regal Beloit Corp		1,500		224
Republic Services Inc, Cl A		11,242		1,395
Robert Half International Inc		6,076		628
Rockwell Automation Inc		6,004		1,954
Rollins Inc		11,237		437
Roper Technologies Inc		5,700		2,755
Ryder System Inc		2,706		215
Schneider National Inc, Cl B		3,000		68
Science Applications International Corp		3,000		253
Sensata Technologies Holding PLC *		8,700		515
Shoals Technologies Group Inc, Cl A *		5,500		179
SiteOne Landscape Supply Inc *		2,400		480
Snap-on Inc		2,991		673
Southwest Airlines Co *		31,620		1,574
Spirit AeroSystems Holdings Inc, Cl A		6,000		235

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Stanley Black & Decker Inc		8,593	$	1,661
Stericycle Inc *		5,226		364
Sunrun Inc *		10,900		482
Textron Inc		12,522		910
Timken Co/The		3,769		277
Toro Co/The		5,840		642
Trane Technologies PLC		12,800		2,541
TransDigm Group Inc *		2,593		1,575
TransUnion		10,200		1,240
Trex Co Inc *		6,400		702
TuSimple Holdings Inc, Cl A *(A)		2,000		84
Uber Technologies Inc *		86,700		3,393
Union Pacific Corp		35,632		7,726
United Airlines Holdings Inc *		17,300		805
United Parcel Service Inc, Cl B		38,741		7,579
United Rentals Inc *		3,900		1,375
Univar Solutions Inc *		10,400		246
Valmont Industries Inc		1,200		299
Verisk Analytics Inc, Cl A		8,500		1,715
Vertiv Holdings Co, Cl A		15,600		439
Virgin Galactic Holdings Inc *(A)		8,000		217
Waste Management Inc		22,694		3,520
Watsco Inc		1,700		473
Westinghouse Air Brake Technologies Corp		10,037		901
Woodward Inc		3,000		363
WW Grainger Inc		2,487		1,079
XPO Logistics Inc *		5,400		469
Xylem Inc/NY		9,602		1,309
				202,121
Information Technology — 28.1%
Accenture PLC, Cl A		34,300		11,544
Adobe Inc *		25,702		17,058
Advanced Micro Devices Inc *		65,100		7,208
Akamai Technologies Inc *		8,918		1,010
Allegro MicroSystems Inc *		2,900		87
Alliance Data Systems Corp		2,612		256
Alteryx Inc, Cl A *		3,200		237
Amdocs Ltd		7,200		555
Amphenol Corp, Cl A		31,268		2,396
Analog Devices Inc		28,803		4,693
Anaplan Inc *		8,000		480
ANSYS Inc *		4,700		1,717
Apple Inc		844,200		128,175
Applied Materials Inc		48,955		6,615
Arista Networks Inc *		3,300		1,219
Arrow Electronics Inc *		4,089		496
Aspen Technology Inc *		3,800		492
Atlassian Corp PLC, Cl A *		7,100		2,606
Autodesk Inc *		11,837		3,671
Automatic Data Processing Inc		22,892		4,785
Avalara Inc *		4,700		845

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Avnet Inc		5,610	$	227
Bentley Systems Inc, Cl B (A)		7,400		477
Bill.com Holdings Inc *		3,500		960
Black Knight Inc *		8,500		643
Broadcom Inc		21,532		10,706
Broadridge Financial Solutions Inc		6,173		1,063
Brooks Automation Inc		4,000		340
C3.ai Inc, Cl A *(A)		1,000		52
Cadence Design Systems Inc *		14,263		2,332
CDK Global Inc		6,597		274
CDW Corp/DE		7,500		1,505
Ceridian HCM Holding Inc *		7,200		809
Ciena Corp *		8,600		491
Cirrus Logic Inc *		3,000		251
Cisco Systems Inc/Delaware		227,527		13,429
Citrix Systems Inc		6,887		708
Cloudflare Inc, Cl A *		13,500		1,630
Cognex Corp		9,500		842
Cognizant Technology Solutions Corp, Cl A		28,276		2,158
Coherent Inc *		1,400		354
CommScope Holding Co Inc *		10,800		171
Concentrix Corp *		2,200		381
Corning Inc		40,758		1,630
Coupa Software Inc *		3,900		955
Cree Inc *		6,400		544
Crowdstrike Holdings Inc, Cl A *		8,300		2,332
Datadog Inc, Cl A *		12,100		1,667
Datto Holding Corp *(A)		1,600		41
Dell Technologies Inc, Cl C *		14,642		1,427
DocuSign Inc, Cl A *		10,000		2,962
Dolby Laboratories Inc, Cl A		3,543		351
DoubleVerify Holdings Inc *		800		29
Dropbox Inc, Cl A *		16,900		536
Duck Creek Technologies Inc *		3,700		172
DXC Technology Co *		14,136		519
Dynatrace Inc *		10,200		701
Elastic NV *		3,700		590
Enphase Energy Inc *		7,100		1,233
Entegris Inc		7,300		877
EPAM Systems Inc *		2,900		1,835
Euronet Worldwide Inc *		2,800		373
Everbridge Inc *		2,100		330
F5 Networks Inc *		3,338		679
Fair Isaac Corp *		1,500		690
Fastly Inc, Cl A *(A)		5,800		253
Fidelity National Information Services Inc		33,348		4,261
FireEye Inc *		13,200		240
First Solar Inc *		5,900		555
Fiserv Inc *		32,174		3,790
Five9 Inc *		3,600		570
FleetCor Technologies Inc *		4,400		1,158
Fortinet Inc *		7,200		2,269

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Gartner Inc *		4,500	$	1,389
Genpact Ltd		10,200		529
Global Payments Inc		15,752		2,562
Globant SA *		2,200		709
GoDaddy Inc, Cl A *		9,300		682
Guidewire Software Inc *		4,700		557
Hewlett Packard Enterprise Co		72,170		1,116
HP Inc		66,870		1,989
HubSpot Inc *		2,300		1,574
Intel Corp		217,858		11,777
International Business Machines Corp		47,798		6,708
Intuit Inc		13,652		7,729
IPG Photonics Corp *		2,000		341
Jabil Inc		8,074		499
Jack Henry & Associates Inc		4,100		723
Jamf Holding Corp *		2,600		91
Juniper Networks Inc		18,025		522
Keysight Technologies Inc *		9,932		1,782
KLA Corp		8,009		2,723
Lam Research Corp		7,552		4,568
Littelfuse Inc		1,300		371
Lumentum Holdings Inc *		4,000		347
Manhattan Associates Inc *		3,300		538
Marvell Technology Inc		42,038		2,572
Mastercard Inc, Cl A		47,100		16,307
McAfee Corp, Cl A		2,300		61
Medallia Inc *		6,000		203
Microchip Technology Inc		13,415		2,111
Micron Technology Inc		60,216		4,438
Microsoft Corp		405,200		122,322
MKS Instruments Inc		3,200		471
MongoDB Inc, Cl A *		2,900		1,136
Monolithic Power Systems Inc		2,400		1,188
Motorola Solutions Inc		8,914		2,177
N-Able Inc *		2,100		28
National Instruments Corp		7,604		318
nCino Inc *		2,900		180
NCR Corp *		7,089		301
NetApp Inc		11,855		1,054
New Relic Inc *		3,100		248
NortonLifeLock Inc		30,548		811
Nuance Communications Inc *		15,800		870
Nutanix Inc, Cl A *		10,700		395
NVIDIA Corp		128,624		28,792
NXP Semiconductors NV		14,500		3,119
Okta Inc, Cl A *		6,600		1,740
ON Semiconductor Corp *		22,600		1,003
Oracle Corp		93,420		8,326
Palantir Technologies Inc, Cl A *		87,100		2,294
Palo Alto Networks Inc *		4,900		2,259
Paychex Inc		16,707		1,912
Paycom Software Inc *		2,700		1,320

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Paylocity Holding Corp *		2,100	$	565
PayPal Holdings Inc *		63,311		18,275
Paysafe Ltd *		16,900		143
Pegasystems Inc		2,300		317
Proofpoint Inc *		3,200		563
PTC Inc *		5,900		777
Pure Storage Inc, Cl A *		15,200		393
Qorvo Inc *		6,000		1,128
QUALCOMM Inc		60,559		8,883
RingCentral Inc, Cl A *		4,300		1,085
Sabre Corp *		17,600		198
salesforce.com Inc *		49,718		13,189
ServiceNow Inc *		10,600		6,823
Shift4 Payments Inc, Cl A *		2,400		206
Skyworks Solutions Inc		8,400		1,541
Smartsheet Inc, Cl A *		6,700		533
Snowflake Inc, Cl A *		6,100		1,857
SolarWinds Corp *		2,100		36
Splunk Inc *		8,800		1,345
Square Inc, Cl A *		21,000		5,629
SS&C Technologies Holdings Inc		12,400		938
StoneCo Ltd, Cl A *		11,900		554
Switch Inc, Cl A		6,400		159
SYNNEX Corp		2,200		280
Synopsys Inc *		7,882		2,619
Teledyne Technologies Inc *		2,467		1,143
Teradata Corp *		6,089		333
Teradyne Inc		9,163		1,113
Texas Instruments Inc		49,708		9,490
Trade Desk Inc/The, Cl A *		22,100		1,769
Trimble Inc *		13,828		1,303
Twilio Inc, Cl A *		8,500		3,034
Tyler Technologies Inc *		2,200		1,069
Ubiquiti Inc		300		98
Unity Software Inc *		7,900		1,001
Universal Display Corp		2,400		501
VeriSign Inc *		4,785		1,035
Viasat Inc *		3,000		155
Visa Inc, Cl A		91,000		20,848
VMware Inc, Cl A *(A)		4,500		670
Vontier Corp		9,401		342
Western Digital Corp *		16,996		1,074
Western Union Co/The		22,728		492
WEX Inc *		2,400		441
Wix.com Ltd *		2,900		644
Workday Inc, Cl A *		9,900		2,704
Xerox Holdings Corp		7,999		180
Xilinx Inc *		13,157		2,047
Zebra Technologies Corp, Cl A *		2,825		1,659
Zendesk Inc *		6,500		803
Zoom Video Communications Inc, Cl A *		11,500		3,329

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Zscaler Inc *		4,200	$	1,169
				653,781
Materials — 2.3%
Air Products and Chemicals Inc		11,894		3,206
Albemarle Corp		5,873		1,390
Alcoa Corp *		10,200		453
Amcor PLC		85,500		1,099
AptarGroup Inc		3,500		472
Ardagh Group SA, Cl A		1,200		31
Ashland Global Holdings Inc		2,876		262
Avery Dennison Corp		4,010		904
Axalta Coating Systems Ltd *		11,600		354
Ball Corp		17,200		1,650
Berry Global Group Inc *		7,500		504
Celanese Corp, Cl A		5,983		949
CF Industries Holdings Inc		9,330		424
Chemours Co/The		9,100		305
Cleveland-Cliffs Inc *		24,900		584
Corteva Inc		39,476		1,736
Crown Holdings Inc		7,251		796
Diversey Holdings Ltd *		2,800		49
Dow Inc		40,076		2,521
DuPont de Nemours Inc		28,609		2,118
Eagle Materials Inc		2,100		329
Eastman Chemical Co		7,528		852
Ecolab Inc		13,455		3,032
Element Solutions Inc		12,800		291
FMC Corp		7,120		667
Freeport-McMoRan Inc, Cl B		78,524		2,857
Graphic Packaging Holding Co		15,300		314
Huntsman Corp		11,729		310
International Flavors & Fragrances Inc		13,352		2,023
International Paper Co		20,955		1,259
Louisiana-Pacific Corp		5,600		355
LyondellBasell Industries NV, Cl A		14,060		1,411
Martin Marietta Materials Inc		3,363		1,282
Mosaic Co/The		19,278		620
NewMarket Corp		300		105
Newmont Corp		43,033		2,495
Nucor Corp		15,990		1,880
Olin Corp		8,400		419
Packaging Corp of America		5,099		773
PPG Industries Inc		12,646		2,018
Reliance Steel & Aluminum Co		3,300		495
Royal Gold Inc		3,600		401
RPM International Inc		7,069		582
Scotts Miracle-Gro Co/The, Cl A		2,306		362
Sealed Air Corp		8,568		523
Sherwin-Williams Co/The		13,111		3,981
Silgan Holdings Inc		4,808		204
Sonoco Products Co		5,746		375

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Southern Copper Corp		4,768	$	298
Steel Dynamics Inc		11,200		756
United States Steel Corp		14,600		390
Valvoline Inc		9,404		284
Vulcan Materials Co		7,057		1,312
W R Grace & Co *		3,100		216
Westlake Chemical Corp		2,000		175
Westrock Co		14,545		757
				54,210
Real Estate — 3.2%
Alexandria Real Estate Equities Inc ‡		7,800		1,610
American Campus Communities Inc ‡		8,000		407
American Homes 4 Rent, Cl A ‡		15,500		650
American Tower Corp, Cl A ‡		24,322		7,106
Americold Realty Trust ‡		13,300		489
Apartment Income Corp ‡		7,405		376
AvalonBay Communities Inc ‡		7,141		1,639
Boston Properties Inc ‡		8,284		936
Brixmor Property Group Inc ‡		17,300		406
Camden Property Trust ‡		5,247		787
CBRE Group Inc, Cl A *		16,917		1,629
CoreSite Realty Corp ‡		2,400		356
Cousins Properties Inc ‡		7,900		305
Crown Castle International Corp ‡		23,196		4,516
CubeSmart ‡		10,700		572
CyrusOne Inc ‡		6,900		531
Digital Realty Trust Inc ‡		14,696		2,409
Douglas Emmett Inc ‡		9,200		304
Duke Realty Corp ‡		20,809		1,093
EPR Properties ‡		4,500		228
Equinix Inc ‡		4,842		4,084
Equity LifeStyle Properties Inc ‡		9,700		825
Equity Residential ‡		19,777		1,663
Essex Property Trust Inc ‡		3,554		1,175
Extra Space Storage Inc ‡		7,000		1,308
Federal Realty Investment Trust ‡		4,396		535
First Industrial Realty Trust Inc ‡		6,800		381
Gaming and Leisure Properties Inc ‡		11,635		574
Healthcare Trust of America Inc, Cl A ‡		11,800		358
Healthpeak Properties Inc ‡		29,874		1,075
Highwoods Properties Inc ‡		5,400		247
Host Hotels & Resorts Inc *‡		38,940		645
Howard Hughes Corp/The *		2,273		206
Hudson Pacific Properties Inc ‡		9,100		240
Invitation Homes Inc ‡		30,300		1,248
Iron Mountain Inc ‡(A)		15,903		759
JBG SMITH Properties ‡		4,818		145
Jones Lang LaSalle Inc *		2,700		655
Kilroy Realty Corp ‡		6,600		433
Kimco Realty Corp ‡		31,871		694
Lamar Advertising Co, Cl A ‡		4,740		540

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Life Storage Inc ‡		3,850	$	479
Medical Properties Trust Inc ‡		32,200		659
Mid-America Apartment Communities Inc ‡		6,050		1,164
National Retail Properties Inc ‡		9,300		443
Omega Healthcare Investors Inc ‡		13,300		446
Opendoor Technologies Inc *(A)		19,000		337
Park Hotels & Resorts Inc *‡		14,488		278
Prologis Inc ‡		39,644		5,338
Public Storage ‡		7,868		2,546
Rayonier Inc ‡		7,504		276
Realty Income Corp ‡		18,700		1,350
Regency Centers Corp ‡		8,958		615
Rexford Industrial Realty Inc ‡		7,100		440
SBA Communications Corp, Cl A ‡		5,800		2,082
Simon Property Group Inc ‡		17,481		2,350
SL Green Realty Corp ‡		3,961		278
Spirit Realty Capital Inc ‡		6,320		327
STORE Capital Corp ‡		13,600		491
Sun Communities Inc ‡		5,900		1,189
UDR Inc ‡		16,093		869
Ventas Inc ‡		20,792		1,163
VEREIT Inc ‡		12,680		641
VICI Properties Inc ‡		29,800		921
Vornado Realty Trust ‡		9,936		416
Welltower Inc ‡		22,383		1,959
Weyerhaeuser Co ‡		40,046		1,442
WP Carey Inc ‡		9,700		758
				73,396
Utilities — 2.4%
AES Corp/The		35,124		838
Alliant Energy Corp		13,852		842
Ameren Corp		13,590		1,192
American Electric Power Co Inc		26,850		2,405
American Water Works Co Inc		9,700		1,768
Atmos Energy Corp		7,191		701
Avangrid Inc		3,094		169
Brookfield Renewable Corp, Cl A		7,000		307
CenterPoint Energy Inc		31,015		778
CMS Energy Corp		16,042		1,029
Consolidated Edison Inc		18,416		1,389
Dominion Energy Inc		42,370		3,298
DTE Energy Co		10,664		1,283
Duke Energy Corp		41,316		4,324
Edison International		20,579		1,190
Entergy Corp		11,098		1,228
Essential Utilities Inc		12,046		598
Evergy Inc		12,149		832
Eversource Energy		18,408		1,670
Exelon Corp		52,376		2,567
FirstEnergy Corp		30,127		1,171
Hawaiian Electric Industries Inc		5,946		259

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
IDACORP Inc		2,700	$	284
MDU Resources Group Inc		10,421		335
National Fuel Gas Co		4,789		248
NextEra Energy Inc		105,392		8,852
NiSource Inc		21,421		528
NRG Energy Inc		13,500		617
OGE Energy Corp		11,336		401
PG&E Corp *		83,918		770
Pinnacle West Capital Corp		6,292		484
PPL Corp		41,126		1,207
Public Service Enterprise Group Inc		27,052		1,730
Sempra Energy		16,423		2,174
Southern Co/The		56,803		3,734
UGI Corp		11,725		543
Vistra Corp		26,600		508
WEC Energy Group Inc		16,857		1,593
Xcel Energy Inc		28,881		1,986
				55,832
Total Common Stock (Cost $604,655) ($ Thousands)				2,318,010
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.         0.010% **†(C)		8,965,545		8,963
Total Affiliated Partnership (Cost $8,966) ($ Thousands)				8,963
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		21,955,811		21,956
Total Cash Equivalent (Cost $21,956) ($ Thousands)				21,956
Total Investments in Securities — 101.0% (Cost $635,577) ($ Thousands)			$	2,348,929

A list of the open futures contracts held by the Fund at August 31, 2021, 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		29		Sep-2021	$	6,140	$	6,555	$	415
S&P Mid Cap 400 Index E-MINI		5		Sep-2021		1,367		1,376		9
					$	7,507	$	7,931	$	424

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Continued)

Percentages are based on Net Assets of $2,325,522 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $8,786 ($ Thousands).

(B) Security is a Master Limited Partnership. At August 31, 2021, such securities amounted to $194 ($ Thousands), or 0.0% of the Net Assets of the Fund.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $8,963 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

PLC — Public Limited Company

S&P— Standard & Poor’s

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		2,318,010		–		–		2,318,010
Affiliated Partnership		–		8,963		–		8,963
Cash Equivalent		21,956		–		–		21,956
Total Investments in Securities		2,339,966		8,963		–		2,348,929
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		424		–		–		424
Total Other Financial Instruments		424		–		–		424

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Large Cap Index Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain	Change in Unrealized Depreciation	Value 8/31/2021	Shares	Income	Capital Gains
SEI Investment Co.	$428	$—	$(49)	$32	$(38)	$373	5,942	$2	$—
SEI Liquidity Fund, L.P.	10,182	15,533	(16,750)	—	$(2)	8,963	8,965,545	14	—
SEI Daily Income Trust, Government Fund, Cl F	2,414	175,827	(156,285)	—	—	21,956	21,955,811	—	—
Totals	$13,024	$191,360	$(173,084)	$32	$(40)	$31,292		$16	$—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

S&P 500 Index Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 99.1%
Communication Services — 11.4%
Activision Blizzard Inc		119,800	$	9,868
Alphabet Inc, Cl A *		46,741		135,266
Alphabet Inc, Cl C *		44,263		128,772
AT&T Inc		1,109,591		30,425
Charter Communications Inc, Cl A *		21,400		17,477
Comcast Corp, Cl A		711,848		43,195
Discovery Inc, Cl A *(A)		26,100		753
Discovery Inc, Cl C *		47,245		1,304
DISH Network Corp, Cl A *		39,268		1,712
Electronic Arts Inc		44,500		6,462
Facebook Inc, Cl A *		372,078		141,159
Fox Corp		75,357		2,755
Interpublic Group of Cos Inc/The		62,300		2,319
Live Nation Entertainment Inc *		22,900		1,985
Lumen Technologies Inc		157,574		1,938
Netflix Inc *		68,879		39,205
News Corp		19,300		425
News Corp, Cl A		61,783		1,388
Omnicom Group Inc		33,800		2,475
Take-Two Interactive Software Inc *		18,200		2,934
T-Mobile USA *		90,600		12,414
Twitter Inc *		122,600		7,908
Verizon Communications Inc		643,752		35,406
ViacomCBS Inc, Cl B		93,781		3,887
Walt Disney Co/The *		282,119		51,148
				682,580
Consumer Discretionary — 11.8%
Advance Auto Parts Inc		10,400		2,110
Amazon.com Inc *		66,560		231,016
Aptiv PLC *		42,100		6,407
AutoZone Inc *		3,345		5,182
Bath & Body Works Inc		40,900		2,760
Best Buy Co Inc		34,487		4,018
Booking Holdings Inc *		6,384		14,681
BorgWarner Inc		37,700		1,609
Caesars Entertainment Inc *		32,300		3,283
CarMax Inc *		25,700		3,218
Carnival Corp, Cl A *(A)		125,700		3,034
Chipotle Mexican Grill Inc, Cl A *		4,320		8,222
Darden Restaurants Inc		20,595		3,103
Dollar General Corp		36,600		8,159
Dollar Tree Inc *		35,869		3,248
Domino’s Pizza Inc		6,100		3,153
DR Horton Inc		50,791		4,857
eBay Inc		100,683		7,726
Etsy Inc *		19,700		4,260
Expedia Group *		22,295		3,222
Ford Motor Co *		602,543		7,851
Gap Inc/The		32,400		866
Garmin Ltd		23,195		4,046

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
General Motors Co *		198,687	$	9,738
Genuine Parts Co		22,700		2,774
Hanesbrands Inc		54,500		1,018
Hasbro Inc		19,795		1,946
Hilton Worldwide Holdings Inc *		43,200		5,394
Home Depot Inc/The		165,087		53,848
Las Vegas Sands Corp *		51,600		2,302
Leggett & Platt Inc		20,695		1,001
Lennar Corp, Cl A		42,691		4,581
LKQ Corp *		43,600		2,297
Lowe’s Cos Inc		109,687		22,364
Marriott International Inc/MD, Cl A *		41,336		5,586
McDonald’s Corp		115,887		27,519
MGM Resorts International		63,900		2,723
Mohawk Industries Inc *		9,300		1,839
Newell Brands		59,790		1,519
NIKE Inc, Cl B		198,182		32,649
Norwegian Cruise Line Holdings Ltd *(A)		58,800		1,519
NVR Inc *		540		2,797
O’Reilly Automotive Inc *		10,900		6,475
Penn National Gaming Inc *		23,500		1,906
Pool Corp		6,300		3,114
PulteGroup Inc		41,483		2,234
PVH Corp *		11,200		1,174
Ralph Lauren Corp, Cl A		7,495		870
Ross Stores Inc		55,500		6,571
Royal Caribbean Cruises Ltd *		34,500		2,854
Starbucks Corp		182,882		21,487
Tapestry Inc		44,091		1,778
Target Corp		76,691		18,941
Tesla Inc *		119,700		88,066
TJX Cos Inc/The		186,582		13,568
Tractor Supply Co		17,800		3,458
Ulta Beauty Inc *		8,600		3,331
Under Armour Inc, Cl A *		30,395		703
Under Armour Inc, Cl C *		30,032		602
VF Corp		49,791		3,808
Whirlpool Corp		9,800		2,171
Wynn Resorts Ltd *		16,800		1,708
Yum! Brands Inc		46,200		6,054
				710,318
Consumer Staples — 5.7%
Altria Group		286,283		14,380
Archer-Daniels-Midland Co		86,591		5,195
Brown-Forman Corp, Cl B		28,690		2,015
Campbell Soup Co		31,991		1,335
Church & Dwight Co Inc		38,600		3,229
Clorox Co/The		19,600		3,294
Coca-Cola Co/The		603,257		33,969
Colgate-Palmolive Co		130,491		10,172
Conagra Brands Inc		75,387		2,497

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Constellation Brands Inc, Cl A		26,200	$	5,532
Costco Wholesale Corp		68,700		31,292
Estee Lauder Cos Inc/The, Cl A		35,800		12,190
General Mills Inc		94,496		5,463
Hershey Co/The		22,700		4,034
Hormel Foods Corp		44,092		2,008
J M Smucker Co/The		17,195		2,127
Kellogg Co (A)		38,900		2,456
Kimberly-Clark Corp		52,496		7,235
Kraft Heinz Co/The		100,391		3,613
Kroger Co/The		117,282		5,398
Lamb Weston Holdings Inc		23,000		1,498
McCormick & Co Inc/MD		39,190		3,382
Molson Coors Beverage Co, Cl B		29,495		1,402
Mondelez International Inc, Cl A		217,278		13,486
Monster Beverage Corp *		57,331		5,594
PepsiCo Inc		214,778		33,589
Philip Morris International Inc		241,878		24,913
Procter & Gamble Co/The		380,167		54,132
Sysco Corp		79,600		6,340
Tyson Foods Inc, Cl A		45,587		3,579
Walgreens Boots Alliance Inc		111,187		5,643
Walmart Inc		213,383		31,602
				342,594
Energy — 2.4%
APA Corp		59,100		1,151
Baker Hughes Co, Cl A		114,300		2,604
Cabot Oil & Gas Corp, Cl A		62,687		996
Chevron Corp		300,301		29,060
ConocoPhillips		208,341		11,569
Devon Energy Corp		93,600		2,766
Diamondback Energy Inc		28,400		2,191
EOG Resources Inc		90,791		6,130
Exxon Mobil Corp		658,300		35,891
Halliburton Co		140,091		2,799
Hess Corp		43,200		2,970
Kinder Morgan Inc		301,683		4,908
Marathon Oil Corp		124,500		1,463
Marathon Petroleum Corp		98,711		5,851
NOV Inc *		60,700		799
Occidental Petroleum Corp		130,024		3,340
ONEOK		68,991		3,623
Phillips 66		67,796		4,820
Pioneer Natural Resources Co		35,896		5,373
Schlumberger NV		216,766		6,078
Valero Energy Corp		63,300		4,197
Williams Cos Inc/The		188,196		4,647
				143,226
Financials — 11.0%
Aflac Inc		97,982		5,554
Allstate Corp/The		46,600		6,304

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
American Express Co		100,987	$	16,760
American International Group Inc		133,478		7,283
Ameriprise Financial Inc		18,000		4,912
Aon PLC, Cl A		35,200		10,097
Arthur J Gallagher & Co		31,700		4,553
Assurant Inc		9,595		1,632
Bank of America Corp		1,170,783		48,880
Bank of New York Mellon Corp/The		125,487		6,929
Berkshire Hathaway Inc, Cl B *		294,328		84,110
BlackRock Inc, Cl A		21,996		20,749
Capital One Financial Corp		69,796		11,584
Cboe Global Markets Inc		16,700		2,107
Charles Schwab Corp/The		232,791		16,959
Chubb Ltd		69,547		12,791
Cincinnati Financial Corp		23,496		2,899
Citigroup Inc		320,857		23,073
Citizens Financial Group Inc		67,100		2,938
CME Group Inc, Cl A		55,395		11,174
Comerica Inc		21,891		1,618
Discover Financial Services		47,300		6,065
Everest Re Group Ltd		6,300		1,669
Fifth Third Bancorp		109,000		4,236
First Republic Bank/CA		27,300		5,431
Franklin Resources Inc		42,895		1,391
Globe Life Inc		14,946		1,436
Goldman Sachs Group Inc/The		52,791		21,829
Hartford Financial Services Group Inc/The		55,300		3,717
Huntington Bancshares Inc/OH		228,361		3,546
Intercontinental Exchange Inc		86,800		10,375
Invesco Ltd		59,700		1,512
JPMorgan Chase & Co		470,057		75,186
KeyCorp		152,900		3,107
Lincoln National Corp		27,600		1,895
Loews Corp		35,087		1,960
M&T Bank Corp		20,223		2,831
MarketAxess Holdings Inc		6,000		2,856
Marsh & McLennan Cos Inc		78,591		12,355
MetLife Inc		115,787		7,179
Moody’s Corp		25,100		9,557
Morgan Stanley		231,053		24,129
MSCI Inc, Cl A		12,700		8,059
Nasdaq Inc		17,800		3,485
Northern Trust Corp		32,196		3,816
People’s United Financial Inc		66,800		1,098
PNC Financial Services Group Inc/The		65,691		12,553
Principal Financial Group Inc		39,691		2,652
Progressive Corp/The		90,083		8,679
Prudential Financial Inc		61,300		6,490
Raymond James Financial Inc		19,200		2,686
Regions Financial Corp		151,400		3,093
S&P Global Inc		37,300		16,554
State Street Corp		53,900		5,008

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
SVB Financial Group *		8,900	$	4,980
Synchrony Financial		83,721		4,165
T Rowe Price Group Inc		35,300		7,903
Travelers Cos Inc/The		38,996		6,228
Truist Financial Corp		207,792		11,857
Unum Group		31,891		849
US Bancorp		209,383		12,017
W R Berkley Corp		22,000		1,657
Wells Fargo & Co		642,448		29,360
Willis Towers Watson PLC		19,945		4,402
Zions Bancorp NA		26,000		1,505
				664,264
Health Care — 13.3%
Abbott Laboratories		276,248		34,909
AbbVie Inc		274,613		33,168
ABIOMED Inc *		7,000		2,548
Agilent Technologies Inc		46,691		8,193
Align Technology Inc *		11,200		7,941
AmerisourceBergen Corp, Cl A		23,196		2,835
Amgen Inc		89,191		20,115
Anthem Inc		37,996		14,253
Baxter International Inc		77,929		5,940
Becton Dickinson and Co		44,939		11,311
Biogen Inc *		23,400		7,930
Bio-Rad Laboratories Inc, Cl A *		3,400		2,736
Bio-Techne Corp		6,100		3,045
Boston Scientific Corp *		221,200		9,987
Bristol-Myers Squibb Co		346,770		23,185
Cardinal Health Inc		44,796		2,351
Catalent Inc *		26,800		3,496
Centene Corp *		90,264		5,685
Cerner Corp		46,600		3,558
Charles River Laboratories International Inc *		7,900		3,507
Cigna Corp		53,007		11,219
Cooper Cos Inc/The		7,600		3,425
CVS Health Corp		203,957		17,620
Danaher Corp		98,700		31,995
DaVita Inc *		11,095		1,451
DENTSPLY SIRONA Inc		34,291		2,116
Dexcom Inc *		15,000		7,941
Edwards Lifesciences Corp *		96,000		11,249
Eli Lilly & Co		123,745		31,962
Gilead Sciences Inc		193,978		14,118
HCA Healthcare Inc		40,895		10,346
Henry Schein Inc *		22,400		1,693
Hologic Inc *		39,600		3,134
Humana Inc		20,096		8,147
IDEXX Laboratories Inc *		13,300		8,961
Illumina Inc *		22,500		10,286
Incyte Corp *		29,400		2,249

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Intuitive Surgical Inc *		18,400	$	19,386
IQVIA Holdings Inc *		29,800		7,740
Johnson & Johnson		408,870		70,788
Laboratory Corp of America Holdings *		15,100		4,581
McKesson Corp		24,460		4,993
Medtronic PLC		209,061		27,906
Merck & Co Inc		393,470		30,018
Mettler-Toledo International Inc *		3,600		5,590
Moderna Inc *		47,400		17,855
Organon & Co		39,747		1,347
PerkinElmer Inc		17,300		3,197
Perrigo Co PLC		20,696		848
Pfizer Inc		869,035		40,036
Quest Diagnostics Inc		20,600		3,148
Regeneron Pharmaceuticals Inc *		16,300		10,976
ResMed Inc		22,600		6,566
STERIS PLC		15,100		3,247
Stryker Corp		50,696		14,048
Teleflex Inc		7,200		2,847
Thermo Fisher Scientific Inc		61,091		33,902
UnitedHealth Group Inc		146,487		60,978
Universal Health Services Inc, Cl B		12,300		1,916
Vertex Pharmaceuticals Inc *		40,300		8,072
Viatris Inc, Cl W *		190,305		2,784
Waters Corp *		9,600		3,975
West Pharmaceutical Services Inc		11,400		5,149
Zimmer Biomet Holdings Inc		32,395		4,874
Zoetis Inc, Cl A		73,500		15,035
				796,407
Industrials — 8.1%
3M Co		89,791		17,486
A O Smith Corp		21,200		1,542
Alaska Air Group Inc *		19,700		1,130
Allegion plc		14,096		2,030
American Airlines Group Inc *		100,391		2,002
AMETEK Inc		35,800		4,868
Boeing Co/The *		85,591		18,787
Carrier Global Corp		127,085		7,320
Caterpillar Inc		84,991		17,922
CH Robinson Worldwide Inc		20,495		1,846
Cintas Corp		13,695		5,420
Copart Inc *		32,200		4,647
CSX Corp		350,934		11,416
Cummins Inc		22,696		5,356
Deere & Co		48,396		18,295
Delta Air Lines Inc *		99,087		4,007
Dover Corp		22,300		3,888
Eaton Corp PLC		61,495		10,353
Emerson Electric Co		92,391		9,747
Equifax Inc		18,895		5,144
Expeditors International of Washington Inc		26,591		3,314

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Fastenal Co		88,982	$	4,970
FedEx Corp		37,900		10,070
Fortive Corp		52,425		3,873
Fortune Brands Home & Security Inc		21,700		2,113
Generac Holdings Inc *		9,700		4,239
General Dynamics Corp		35,596		7,130
General Electric Co		170,086		17,929
Honeywell International Inc		107,887		25,020
Howmet Aerospace Inc		61,166		1,942
Huntington Ingalls Industries Inc		6,400		1,307
IDEX Corp		11,900		2,666
IHS Markit Ltd		58,300		7,031
Illinois Tool Works Inc		44,295		10,315
Ingersoll Rand Inc *		58,827		3,119
Jacobs Engineering Group Inc		20,496		2,766
JB Hunt Transport Services Inc		13,100		2,324
Johnson Controls International plc		110,246		8,246
Kansas City Southern		14,100		3,957
L3Harris Technologies Inc		31,860		7,424
Leidos Holdings Inc		20,800		2,041
Lockheed Martin Corp		37,956		13,657
Masco Corp		39,200		2,380
Nielsen Holdings PLC		56,900		1,221
Norfolk Southern Corp		38,596		9,786
Northrop Grumman Corp		22,996		8,456
Old Dominion Freight Line Inc		14,700		4,244
Otis Worldwide Corp		62,492		5,763
PACCAR Inc		54,500		4,462
Parker-Hannifin Corp		19,700		5,844
Pentair PLC		26,300		2,029
Quanta Services Inc		22,100		2,256
Raytheon Technologies Corp		235,108		19,928
Republic Services Inc, Cl A		32,600		4,047
Robert Half International Inc		17,795		1,840
Rockwell Automation Inc		17,996		5,857
Rollins Inc		34,800		1,354
Roper Technologies Inc		16,200		7,829
Snap-on Inc		8,600		1,934
Southwest Airlines Co *		91,587		4,559
Stanley Black & Decker Inc		24,995		4,831
Textron Inc		35,491		2,579
Trane Technologies PLC		37,196		7,383
TransDigm Group Inc *		8,600		5,224
Union Pacific Corp		103,087		22,353
United Airlines Holdings Inc *		50,000		2,325
United Parcel Service Inc, Cl B		112,287		21,967
United Rentals Inc *		11,200		3,950
Verisk Analytics Inc, Cl A		25,100		5,064
Waste Management Inc		60,500		9,384
Westinghouse Air Brake Technologies Corp		27,853		2,501
WW Grainger Inc		6,900		2,992

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Xylem Inc/NY		27,900	$	3,803
				486,804
Information Technology — 27.8%
Accenture PLC, Cl A		98,796		33,251
Adobe Inc *		74,195		49,243
Advanced Micro Devices Inc *		188,600		20,882
Akamai Technologies Inc *		25,696		2,910
Amphenol Corp, Cl A		92,982		7,125
Analog Devices Inc		83,255		13,566
ANSYS Inc *		13,500		4,932
Apple Inc		2,444,484		371,146
Applied Materials Inc		142,400		19,243
Arista Networks Inc *		8,500		3,141
Autodesk Inc *		34,300		10,636
Automatic Data Processing Inc		65,791		13,753
Broadcom		63,459		31,552
Broadridge Financial Solutions Inc		18,300		3,152
Cadence Design Systems Inc *		43,300		7,079
CDW Corp/DE		21,700		4,353
Cisco Systems Inc/Delaware		654,243		38,613
Citrix Systems Inc		19,200		1,975
Cognizant Technology Solutions Corp, Cl A		81,995		6,257
Corning Inc		119,970		4,798
DXC Technology Co *		40,252		1,478
Enphase Energy Inc *		21,000		3,648
F5 Networks Inc *		9,400		1,914
Fidelity National Information Services Inc		95,800		12,240
Fiserv Inc *		91,900		10,825
FleetCor Technologies Inc *		13,100		3,449
Fortinet Inc *		20,800		6,555
Gartner Inc *		13,300		4,106
Global Payments Inc		45,372		7,379
Hewlett Packard Enterprise Co		205,674		3,180
HP Inc		186,174		5,537
Intel Corp		627,752		33,936
International Business Machines Corp		138,651		19,458
Intuit Inc		42,400		24,003
IPG Photonics Corp *		5,600		956
Jack Henry & Associates Inc		11,800		2,081
Juniper Networks Inc		52,000		1,507
Keysight Technologies Inc *		28,500		5,112
KLA Corp		23,900		8,125
Lam Research Corp		22,095		13,364
Mastercard Inc, Cl A		135,847		47,034
Microchip Technology Inc		42,596		6,703
Micron Technology Inc		173,300		12,772
Microsoft Corp		1,169,604		353,080
Monolithic Power Systems Inc		6,700		3,316
Motorola Solutions Inc		26,288		6,420
NetApp Inc		35,091		3,121
NortonLifeLock Inc		91,100		2,420

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
NVIDIA Corp		386,932	$	86,615
NXP Semiconductors NV		43,000		9,251
Oracle Corp		282,065		25,140
Paychex Inc		49,687		5,688
Paycom Software Inc *		7,700		3,765
PayPal Holdings Inc *		182,383		52,647
PTC Inc *		16,500		2,172
Qorvo Inc *		17,700		3,328
QUALCOMM Inc		175,078		25,682
salesforce.com Inc *		149,891		39,762
Seagate Technology Holdings PLC		31,300		2,742
ServiceNow Inc *		30,600		19,695
Skyworks Solutions Inc		25,596		4,696
Synopsys Inc *		23,700		7,874
TE Connectivity Ltd		51,391		7,720
Teledyne Technologies Inc *		7,151		3,314
Teradyne Inc		26,200		3,182
Texas Instruments Inc		143,483		27,392
Trimble Inc *		38,900		3,665
Tyler Technologies Inc *		6,400		3,108
VeriSign Inc *		15,300		3,309
Visa Inc, Cl A		262,670		60,178
Western Digital Corp *		48,231		3,048
Western Union Co/The		64,578		1,397
Xilinx Inc *		38,100		5,928
Zebra Technologies Corp, Cl A *		8,300		4,874
				1,667,498
Materials — 2.5%
Air Products and Chemicals Inc		34,100		9,190
Albemarle Corp		18,100		4,285
Amcor PLC		242,762		3,120
Avery Dennison Corp		13,100		2,953
Ball Corp		50,892		4,884
Celanese Corp, Cl A		17,700		2,807
CF Industries Holdings Inc		33,900		1,540
Corteva Inc		114,231		5,023
Dow Inc		116,265		7,313
DuPont de Nemours Inc		82,482		6,105
Eastman Chemical Co		21,396		2,421
Ecolab Inc		38,315		8,635
FMC Corp		20,200		1,891
Freeport-McMoRan Inc, Cl B		225,200		8,195
International Flavors & Fragrances Inc		38,754		5,871
International Paper Co		60,596		3,641
Linde PLC		80,760		25,406
LyondellBasell Industries NV, Cl A		39,856		4,000
Martin Marietta Materials Inc		9,800		3,736
Mosaic Co/The		54,591		1,757
Newmont Corp		124,683		7,230
Nucor Corp		46,387		5,453
Packaging Corp of America		14,900		2,260

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
PPG Industries Inc		36,700	$	5,855
Sealed Air Corp		23,800		1,453
Sherwin-Williams Co/The		37,000		11,236
Vulcan Materials Co		20,500		3,812
Westrock Co		42,182		2,195
				152,267
Real Estate — 2.6%
Alexandria Real Estate Equities Inc ‡		21,200		4,375
American Tower Corp, Cl A ‡		70,600		20,627
AvalonBay Communities Inc ‡		21,600		4,959
Boston Properties Inc ‡		22,400		2,531
CBRE Group Inc, Cl A *		51,991		5,007
Crown Castle International Corp ‡		66,796		13,005
Digital Realty Trust Inc ‡		43,700		7,163
Duke Realty Corp ‡		59,100		3,103
Equinix Inc ‡		13,957		11,772
Equity Residential ‡		53,996		4,539
Essex Property Trust Inc ‡		10,200		3,374
Extra Space Storage Inc ‡		20,700		3,869
Federal Realty Investment Trust ‡		11,200		1,364
Healthpeak Properties Inc ‡		84,900		3,056
Host Hotels & Resorts Inc *‡		111,674		1,849
Iron Mountain Inc ‡(A)		45,201		2,158
Kimco Realty Corp ‡		68,887		1,501
Mid-America Apartment Communities Inc ‡		18,000		3,463
Prologis Inc ‡		114,799		15,459
Public Storage ‡		23,595		7,636
Realty Income Corp ‡		57,800		4,174
Regency Centers Corp ‡		24,800		1,702
SBA Communications Corp, Cl A ‡		16,900		6,067
Simon Property Group Inc ‡		51,096		6,870
UDR Inc ‡		46,600		2,517
Ventas Inc ‡		59,100		3,306
Vornado Realty Trust ‡		24,696		1,034
Welltower Inc ‡		64,700		5,663
Weyerhaeuser Co ‡		116,045		4,178
				156,321
Utilities — 2.5%
AES Corp/The		104,700		2,499
Alliant Energy Corp		39,300		2,389
Ameren Corp		39,591		3,473
American Electric Power Co Inc		77,700		6,960
American Water Works Co Inc		28,200		5,139
Atmos Energy Corp		20,700		2,018
CenterPoint Energy Inc		91,183		2,288
CMS Energy Corp		45,591		2,924
Consolidated Edison Inc		53,800		4,059
Dominion Energy Inc		125,585		9,776
DTE Energy Co		30,000		3,610
Duke Energy Corp		118,891		12,443
Edison International		58,696		3,395

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

S&P 500 Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Entergy Corp		31,600	$	3,495
Evergy Inc		36,000		2,464
Eversource Energy		53,200		4,827
Exelon Corp		151,991		7,451
FirstEnergy Corp		85,687		3,331
NextEra Energy Inc		304,600		25,583
NiSource Inc		61,887		1,525
NRG Energy Inc		38,387		1,753
Pinnacle West Capital Corp		17,800		1,369
PPL Corp		119,100		3,496
Public Service Enterprise Group Inc		78,300		5,006
Sempra Energy		48,795		6,458
Southern Co/The		163,400		10,740
WEC Energy Group Inc		48,831		4,614
Xcel Energy Inc		83,383		5,733
				148,818
Total Common Stock (Cost $2,479,169) ($ Thousands)				5,951,097

Description	Shares		Market Value       ($ Thousands)
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.     0.010% **†(B)		7,848,782	$	7,842
Total Affiliated Partnership (Cost $7,847) ($ Thousands)				7,842
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		39,053,443		39,053
Total Cash Equivalent (Cost $39,053) ($ Thousands)				39,053
Total Investments in Securities — 99.9% (Cost $2,526,069) ($ Thousands)			$	5,997,992

A list of the open futures contracts held by the Fund at August 31, 2021, 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		243		Sep-2021	$	51,491	$	54,924	$	3,433

Percentages are based on Net Assets of $6,003,994 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^‡  Real Estate Investment Trust.

^†  Investment in Affiliated Security.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $7,609 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $7,842 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

PLC — Public Limited Company

S&P— Standard & Poor’s

USD — U.S. Dollar

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		5,951,097		–		–		5,951,097
Affiliated Partnership		–		7,842		–		7,842
Cash Equivalent		39,053		–		–		39,053
Total Investments in Securities		5,990,150		7,842		–		5,997,992

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		3,433		–		–		3,433
Total Other Financial Instruments		3,433		–		–		3,433

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

S&P 500 Index Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$14,433	$20,235	$(26,827)	$1	$—	$7,842	7,848,782	$2	$—
SEI Daily Income Trust, Government Fund, Cl F	64,021	94,331	(119,299)	—	—	39,053	39,053,443	1	—
Totals	$78,454	$114,566	$(146,126)	$1	$—	$46,895		$3	$—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 99.5%
Communication Services — 4.9%
Advantage Solutions *		18,900	$	165
Altice USA Inc, Cl A *		47,675		1,308
AMC Entertainment Holdings Inc, Cl A *(A)		88,494		4,171
AMC Networks Inc, Cl A *		6,160		293
Anterix Inc *		1,900		112
ATN International Inc		2,267		103
Bandwidth Inc, Cl A *		5,000		515
Boston Omaha Corp, Cl A *		4,300		154
Cable One Inc		1,200		2,520
Cardlytics Inc *		7,100		645
Cargurus Inc, Cl A *		21,300		647
Cars.com Inc *		15,200		193
Chicken Soup For The Soul Entertainment, Cl A *		2,500		61
Cincinnati Bell Inc *		9,504		147
Cinemark Holdings Inc *(A)		23,140		413
Clear Channel Outdoor Holdings Inc, Cl A *		88,200		232
Cogent Communications Holdings Inc		9,104		661
comScore Inc *		20,100		78
Consolidated Communications Holdings Inc *		13,612		126
CuriosityStream *(A)		5,600		70
Daily Journal Corp *		300		102
Digital Media Solutions, Cl A *		600		5
Emerald Holding Inc *		5,700		28
Entercom Communications Corp, Cl A *		28,756		102
Entravision Communications Corp, Cl A		14,200		99
Eros International PLC *		59,700		48
Eventbrite Inc, Cl A *		13,800		244
EverQuote Inc, Cl A *		2,900		57
EW Scripps Co/The, Cl A		13,896		258
Fluent Inc *		18,300		50
fuboTV *(A)		28,600		834
Gannett Co Inc *		32,687		208
Globalstar Inc *(A)		146,200		291
Gogo Inc *(A)		13,900		187
Gray Television Inc		18,500		421
Hemisphere Media Group Inc, Cl A *		3,500		43
IAC/InterActiveCorp *		16,976		2,242
IDT Corp, Cl B *		4,100		178
iHeartMedia Inc, Cl A *		24,700		615
IMAX Corp *		11,800		185
Iridium Communications Inc *		25,546		1,137
John Wiley & Sons Inc, Cl A		9,772		568
Liberty Broadband Corp, Cl A *		5,283		981
Liberty Broadband Corp, Cl C *		33,314		6,374
Liberty Latin America Ltd, Cl A *		8,300		118
Liberty Latin America Ltd, Cl C *		34,462		496
Liberty Media Corp-Liberty Braves, Cl A *		1,803		47
Liberty Media Corp-Liberty Braves, Cl C *		9,765		252

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Liberty Media Corp-Liberty Formula One, Cl A *		5,408	$	247
Liberty Media Corp-Liberty Formula One, Cl C *		44,142		2,231
Liberty Media Corp-Liberty SiriusXM, Cl A *		16,735		828
Liberty Media Corp-Liberty SiriusXM, Cl C *		36,422		1,797
Liberty TripAdvisor Holdings Inc, Cl A *		13,392		50
Lions Gate Entertainment Corp, Cl A *		14,516		188
Lions Gate Entertainment Corp, Cl B *		25,675		302
LiveXLive Media Inc *		5,200		18
Loral Space & Communications Inc *		2,700		113
Madison Square Garden Entertainment Corp *		5,211		418
Madison Square Garden Sports Corp, Cl A *		4,079		737
Magnite Inc *		21,838		634
Marcus Corp/The *		4,061		63
Match Group Inc *		59,059		8,117
MediaAlpha Inc, Cl A *		4,200		93
Meredith Corp *		9,244		398
National CineMedia Inc		15,007		38
New York Times Co/The, Cl A		37,082		1,883
Nexstar Media Group Inc, Cl A		8,644		1,294
Ooma Inc *		6,900		131
ORBCOMM Inc *		18,024		207
Pinterest Inc, Cl A *		119,611		6,647
Playtika Holding Corp *		16,600		438
QuinStreet Inc *		9,586		172
Radius Global Infrastructure, Cl A *		11,500		206
Roku Inc, Cl A *		25,148		8,862
Scholastic Corp		7,267		242
Shenandoah Telecommunications Co		10,404		310
Sinclair Broadcast Group Inc, Cl A		9,411		282
Sirius XM Holdings Inc (A)		188,581		1,182
Skillz, Cl A *(A)		63,800		751
Spotify Technology SA *		29,903		7,007
Stagwell *		13,400		94
TechTarget Inc *		5,100		431
TEGNA Inc		47,200		837
Telephone and Data Systems Inc		21,655		440
Thryv Holdings *		1,400		43
TripAdvisor Inc *		21,200		742
TrueCar Inc *		22,900		96
United States Cellular Corp *		2,952		94
Vimeo Inc *		26,946		1,027
WideOpenWest Inc *		9,900		210
World Wrestling Entertainment Inc, Cl A		9,634		502
Yelp Inc, Cl A *		15,498		597
Zillow Group Inc, Cl A *		13,291		1,271
Zillow Group Inc, Cl C *		36,097		3,457

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Zynga Inc, Cl A *		214,174	$	1,895
				86,406
Consumer Discretionary — 11.3%
1-800-Flowers.com Inc, Cl A *(A)		5,400		172
2U Inc *		15,900		589
Aaron’s Co Inc/The		6,958		185
Abercrombie & Fitch Co, Cl A *		13,100		468
Academy Sports & Outdoors Inc *		13,800		611
Accel Entertainment Inc, Cl A *		10,000		115
Acushnet Holdings Corp		7,400		370
Adient PLC *		20,200		795
Adtalem Global Education Inc *		10,581		392
American Axle & Manufacturing Holdings Inc *		23,298		207
American Eagle Outfitters Inc		32,422		990
American Outdoor Brands Inc *		3,095		86
American Public Education Inc *		2,727		72
America’s Car-Mart Inc/TX *		1,250		162
AMMO *(A)		17,700		130
Aramark		51,300		1,785
Arcimoto *(A)		5,900		73
Arko *		4,400		46
Asbury Automotive Group Inc *		4,098		763
Aterian *(A)		4,200		25
AutoNation Inc *		10,600		1,156
Bally’s Corp *		6,028		303
Barnes & Noble Education Inc *		8,200		67
Bassett Furniture Industries Inc		2,000		43
Beazer Homes USA Inc *		7,161		134
Bed Bath & Beyond Inc *		23,500		647
Big 5 Sporting Goods Corp (A)		5,600		156
Big Lots Inc		7,446		362
Biglari Holdings Inc, Cl B *		182		32
BJ’s Restaurants Inc *		4,642		199
Bloomin’ Brands Inc *		18,950		508
Bluegreen Vacations Holding, Cl A *		3,387		78
Boot Barn Holdings Inc *		6,200		554
Boyd Gaming Corp *		17,645		1,083
Bright Horizons Family Solutions Inc *		13,535		1,973
Brinker International Inc *		10,382		553
Brunswick Corp/DE		17,483		1,694
Buckle Inc/The		6,051		234
Burlington Stores Inc *		14,600		4,373
Caleres Inc		8,576		211
Callaway Golf Co *		24,706		693
Camping World Holdings Inc, Cl A		9,200		367
Canoo *(A)		20,100		145
Capri Holdings Ltd *		31,700		1,791
CarLotz *		9,300		38
CarParts.com Inc *		10,300		178
Carriage Services Inc, Cl A		3,006		139

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Carrols Restaurant Group Inc *		7,900	$	33
Carter’s Inc		9,270		949
Carvana Co, Cl A *		16,900		5,544
Casper Sleep *		2,200		11
Cato Corp/The, Cl A		6,296		109
Cavco Industries Inc *		1,931		493
Century Casinos Inc *		4,000		53
Century Communities Inc		6,400		449
Cheesecake Factory Inc/The *		9,523		444
Chegg Inc *		31,110		2,589
Chico’s FAS Inc *		20,351		105
Children’s Place Inc/The *		3,433		298
Choice Hotels International Inc		7,477		892
Churchill Downs Inc		8,031		1,691
Chuy’s Holdings Inc *		4,769		154
Citi Trends Inc *		1,797		155
Clarus Corp		5,121		139
Columbia Sportswear Co		8,744		892
Conn’s Inc *		3,909		96
Container Store Group Inc/The *		7,800		90
Cooper-Standard Holdings Inc *		3,300		77
Core-Mark Holding Co Inc		9,836		452
Coursera *		3,300		127
Cracker Barrel Old Country Store Inc		5,444		782
Crocs Inc *		14,403		2,057
Dana Inc		31,198		726
Dave & Buster’s Entertainment Inc *		9,900		370
Deckers Outdoor Corp *		6,004		2,512
Del Taco Restaurants Inc		4,500		40
Denny’s Corp *		14,463		239
Designer Brands Inc, Cl A *		12,192		177
Diamond Resorts International Escrow		6,600		—
Dick’s Sporting Goods Inc (A)		13,535		1,906
Dillard’s Inc, Cl A (A)		1,362		259
Dine Brands Global Inc *		3,272		271
DoorDash, Cl A *		18,000		3,445
Dorman Products Inc *		5,740		539
DraftKings Inc, Cl A *		66,400		3,937
Drive Shack Inc *		17,700		48
Duluth Holdings Inc, Cl B *		2,900		45
Eastman Kodak Co *(A)		9,600		70
El Pollo Loco Holdings Inc *		3,900		71
Escalade Inc		2,500		58
Esports Technologies *		500		16
Ethan Allen Interiors Inc		5,276		127
Everi Holdings Inc *		17,200		391
Fiesta Restaurant Group Inc *		2,905		35
Fisker *(A)		35,000		488
Five Below Inc *		12,205		2,597
Flexsteel Industries Inc		1,400		49
Floor & Decor Holdings Inc, Cl A *		22,500		2,774
Foot Locker Inc		18,800		1,066

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Fossil Group Inc *		8,500	$	114
Fox Factory Holding Corp *		9,000		1,383
Franchise Group		4,600		160
frontdoor Inc *		18,450		805
Full House Resorts *		7,000		60
Funko Inc, Cl A *		4,400		88
GameStop Corp, Cl A *(A)		13,200		2,881
GAN *		7,900		135
Genesco Inc *		2,969		184
Genius Brands International *(A)		76,600		128
Gentex Corp		54,090		1,666
Gentherm Inc *		7,748		665
G-III Apparel Group Ltd *		10,906		337
Golden Entertainment Inc *		4,131		197
Golden Nugget Online Gaming *(A)		6,800		147
Goodyear Tire & Rubber Co/The *		58,968		934
GoPro Inc, Cl A *		26,900		268
Graham Holdings Co, Cl B		900		555
Grand Canyon Education Inc *		9,815		875
Green Brick Partners Inc *		6,200		155
Greenlane Holdings Inc, Cl A *		2,400		6
Group 1 Automotive Inc		3,935		651
Groupon, Cl A *		5,457		135
GrowGeneration Corp *(A)		12,100		387
Guess? Inc		6,317		153
H&R Block Inc		38,000		975
Hall of Fame Resort & Entertainment *		11,800		40
Hamilton Beach Brands Holding Co, Cl A		2,010		34
Harley-Davidson Inc		32,900		1,301
Haverty Furniture Cos Inc		4,363		155
Hayward Holdings *		9,500		199
Helen of Troy Ltd *		5,248		1,255
Hibbett Sports Inc		3,412		326
Hilton Grand Vacations Inc *		18,270		798
Hooker Furniture Corp		2,700		84
Houghton Mifflin Harcourt Co *		25,703		346
Hovnanian Enterprises Inc, Cl A *		1,400		152
Hyatt Hotels Corp, Cl A *		8,327		613
Installed Building Products Inc		5,100		633
International Game Technology PLC *		21,600		464
iRobot Corp *(A)		6,202		503
Jack in the Box Inc		5,421		574
JOANN		2,500		34
Johnson Outdoors Inc, Cl A		1,400		161
KB Home		19,185		826
Kirkland’s Inc *		3,000		57
Kohl’s Corp		35,100		2,015
Kontoor Brands Inc		11,600		626
Kura Sushi USA Inc, Cl A *		800		41
Lands’ End Inc *		2,862		97
Landsea Homes *		1,300		11
Latham Group *		6,000		132

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Laureate Education Inc, Cl A *		22,700	$	362
La-Z-Boy Inc, Cl Z		9,526		334
Lazydays Holdings *		1,600		39
LCI Industries		5,249		744
Lear Corp		13,371		2,139
Legacy Housing Corp *		1,400		27
Leslie’s Inc *		24,256		585
LGI Homes Inc *		4,700		754
Lifetime Brands Inc		3,300		61
Lindblad Expeditions Holdings Inc *		4,100		60
Liquidity Services Inc *		4,722		115
Lithia Motors Inc, Cl A		6,233		2,065
Lordstown Motors, Cl A *(A)		26,500		174
Lovesac Co/The *		2,200		124
Lululemon Athletica Inc *		24,982		9,997
Lumber Liquidators Holdings Inc *		6,926		144
M/I Homes Inc *		6,094		392
Macy’s Inc		67,000		1,500
Malibu Boats Inc, Cl A *		4,600		329
Marine Products Corp		1,800		26
MarineMax Inc *		5,161		251
Marriott Vacations Worldwide Corp *		8,972		1,342
MasterCraft Boat Holdings Inc *		5,000		125
Mattel Inc *		77,800		1,661
MDC Holdings Inc		12,968		678
Meritage Homes Corp *		8,011		894
Modine Manufacturing Co *		9,874		123
Monarch Casino & Resort Inc *		3,500		222
Monro Inc		7,828		446
Motorcar Parts of America Inc *		3,700		73
Movado Group Inc		2,720		98
Murphy USA Inc		5,200		807
Nathan’s Famous Inc		900		59
National Vision Holdings Inc *		17,400		1,044
Nautilus Inc *		7,000		80
NEOGAMES *		1,200		49
Noodles & Co, Cl A *		11,000		139
Nordstrom Inc *		24,600		704
Office Depot Inc *		10,512		496
Ollie’s Bargain Outlet Holdings Inc *		14,700		1,064
ONE Group Hospitality *		4,200		47
OneSpaWorld Holdings Ltd *		12,400		130
OneWater Marine Inc, Cl A *		1,600		65
Overstock.com Inc *(A)		9,200		664
Oxford Industries Inc		3,454		312
Papa John’s International Inc		7,442		949
Party City Holdco Inc *		26,600		181
Patrick Industries Inc		5,225		426
Peloton Interactive Inc, Cl A *		57,835		5,794
Penske Automotive Group Inc		7,288		655
Perdoceo Education Corp *		16,254		178
Petco Health & Wellness Co Inc, Cl A *(A)		18,800		405

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
PetMed Express Inc (A)		3,796	$	105
Planet Fitness Inc, Cl A *		17,900		1,455
PlayAGS Inc *		8,100		66
PLBY Group *		2,300		57
Polaris Inc		12,807		1,534
Porch Group *		3,400		68
Purple Innovation Inc, Cl A *		10,765		263
QuantumScape, Cl A *(A)		25,700		565
Quotient Technology Inc *		21,000		152
Qurate Retail Inc *		79,822		880
RCI Hospitality Holdings Inc		900		58
RealReal Inc/The *		17,400		216
Red Robin Gourmet Burgers Inc *		2,967		73
Red Rock Resorts Inc, Cl A *		13,200		618
Regis Corp *		6,527		35
Rent-A-Center Inc/TX, Cl A		14,440		911
Revolve Group Inc, Cl A *		8,000		460
RH *		3,811		2,670
Rocky Brands Inc		2,500		124
Rush Street Interactive *		13,600		202
Ruth’s Hospitality Group Inc *		7,898		162
Sally Beauty Holdings Inc *		25,291		470
Scientific Games Corp, Cl A *		20,562		1,488
SeaWorld Entertainment Inc *		11,000		541
Service Corp International/US		36,489		2,290
Shake Shack Inc, Cl A *		8,200		711
Shift Technologies Inc *(A)		16,800		125
Shoe Carnival Inc		4,152		159
Shutterstock Inc		4,997		576
Signet Jewelers Ltd		10,800		855
Six Flags Entertainment Corp *		17,158		725
Skechers USA Inc, Cl A *		27,546		1,389
Skyline Champion Corp *		11,200		702
Sleep Number Corp *		5,009		463
Smith & Wesson Brands Inc		12,383		299
Sonic Automotive Inc, Cl A		5,064		256
Sonos Inc *		25,000		993
Sportsman’s Warehouse Holdings Inc *		9,400		167
Stamps.com Inc *		3,755		1,235
Standard Motor Products Inc		4,266		183
Steven Madden Ltd		17,551		710
Stitch Fix Inc, Cl A *		12,600		528
StoneMor *		6,900		20
Stoneridge Inc *		5,930		138
Strategic Education Inc		5,387		422
Stride Inc *		9,488		325
Sturm Ruger & Co Inc		3,542		277
Superior Group of Cos Inc		2,000		48
Target Hospitality Corp *		12,300		49
Taylor Morrison Home Corp, Cl A *		28,260		794
Tempur Sealy International Inc		40,592		1,814
Tenneco Inc, Cl A *		15,263		238

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Terminix Global Holdings Inc *		28,700	$	1,195
Texas Roadhouse Inc, Cl A		14,966		1,422
Thor Industries Inc		11,090		1,258
Tilly’s Inc, Cl A *		2,643		41
Toll Brothers Inc		24,139		1,546
TopBuild Corp *		7,200		1,575
Travel + Leisure Co		18,200		997
TravelCenters of America *		2,700		113
Tri Pointe Homes Inc *		25,173		598
Tupperware Brands Corp *		10,124		242
Unifi Inc *		2,480		58
Universal Electronics Inc *		3,887		196
Urban Outfitters Inc *		15,800		522
Vail Resorts Inc *		8,812		2,686
Vera Bradley Inc *		2,470		28
Victoria’s Secret & Co *		17,100		1,134
Vista Outdoor Inc *		12,473		510
Visteon Corp *		5,965		630
Vivint Smart Home *		22,400		273
VOXX International Corp, Cl A *		1,900		20
Vroom Inc *(A)		25,400		682
Vuzix *(A)		14,200		188
Wayfair Inc, Cl A *(A)		16,600		4,660
Wendy’s Co/The		37,275		858
Williams-Sonoma Inc		16,137		3,013
Wingstop Inc		6,400		1,100
Winmark Corp		791		166
Winnebago Industries Inc		7,235		504
Wolverine World Wide Inc		17,896		642
Workhorse Group Inc *(A)		25,800		253
WW International Inc *		12,174		264
Wyndham Hotels & Resorts Inc		19,200		1,396
XL Fleet *(A)		8,200		56
XPEL Inc *		4,000		304
YETI Holdings Inc *		18,300		1,818
Yum China Holdings Inc		92,348		5,685
Zumiez Inc *		3,903		157
				198,791
Consumer Staples — 2.7%
22nd Century Group Inc *(A)		39,100		140
Albertsons Cos, Cl A (A)		33,600		1,020
Andersons Inc		4,799		146
AppHarvest *(A)		12,100		102
B&G Foods Inc, Cl A (A)		13,711		416
Beauty Health *		11,600		298
BellRing Brands Inc, Cl A *		9,500		321
Beyond Meat Inc *(A)		12,300		1,472
BJ’s Wholesale Club Holdings Inc *		30,400		1,722
Boston Beer Co Inc/The, Cl A *		1,983		1,131
Bunge Ltd		30,543		2,312
Calavo Growers Inc		4,426		208

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Cal-Maine Foods Inc		8,128	$	294
Casey’s General Stores Inc		7,859		1,608
Celsius Holdings Inc *		10,000		818
Central Garden & Pet Co, Cl A *		12,129		517
Chefs’ Warehouse Inc/The *		6,121		185
Coca-Cola Consolidated Inc		989		402
Coty Inc, Cl A *		65,200		637
Darling Ingredients Inc *		35,957		2,679
Duckhorn Portfolio *(A)		4,300		92
Edgewell Personal Care Co		11,645		493
elf Beauty Inc *		9,700		300
Energizer Holdings Inc		14,545		572
Flowers Foods Inc		40,308		973
Fresh Del Monte Produce Inc		6,881		226
Freshpet Inc *		9,100		1,166
Grocery Outlet Holding Corp *		18,800		489
Hain Celestial Group Inc/The *		18,060		676
Herbalife Nutrition Ltd *		23,044		1,183
HF Foods Group Inc *(A)		9,900		58
Honest *(A)		5,300		54
Hostess Brands Inc, Cl A *		28,100		448
Ingles Markets Inc, Cl A		3,545		241
Ingredion Inc		14,065		1,236
Inter Parfums Inc		3,806		276
J & J Snack Foods Corp		3,164		518
John B Sanfilippo & Son Inc		1,819		155
Keurig Dr Pepper Inc		153,380		5,471
Laird Superfood *		1,300		26
Lancaster Colony Corp		4,029		714
Landec Corp *		4,693		51
Limoneira Co		2,895		48
MedAvail Holdings *		2,500		8
Medifast Inc		2,564		584
MGP Ingredients Inc (A)		2,300		150
Mission Produce *		9,300		193
National Beverage Corp *		6,104		284
Natural Grocers by Vitamin Cottage Inc		1,085		13
Nature’s Sunshine Products Inc *		437		7
NewAge *(A)		15,700		28
Nu Skin Enterprises Inc, Cl A		10,605		537
Oil-Dri Corp of America		1,010		36
Performance Food Group Co *		28,100		1,411
Pilgrim’s Pride Corp *		10,307		287
Post Holdings Inc *		12,669		1,418
PriceSmart Inc		5,423		459
Primo Water		33,700		598
Revlon Inc, Cl A *(A)		2,920		33
Reynolds Consumer Products Inc		11,600		328
Rite Aid Corp *		13,411		238
Sanderson Farms Inc		4,341		853
Seaboard Corp		57		242
Seneca Foods Corp, Cl A *		1,262		62

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Simply Good Foods Co/The *		18,300	$	652
SpartanNash Co		7,336		158
Spectrum Brands Holdings Inc		8,987		702
Sprouts Farmers Market Inc *		26,300		655
Tattooed Chef *(A)		11,500		243
Tootsie Roll Industries Inc (A)		3,613		114
TreeHouse Foods Inc *		11,109		416
Turning Point Brands Inc		2,200		109
United Natural Foods Inc *		12,698		467
Universal Corp/VA		5,545		280
US Foods Holding Corp *		49,500		1,683
USANA Health Sciences Inc *		2,332		226
Utz Brands Inc		13,800		268
Vector Group Ltd		30,891		464
Veru *		8,700		78
Village Super Market Inc, Cl A		1,962		44
Vital Farms Inc *		4,100		74
WD-40 Co		2,886		692
Weis Markets Inc		3,604		205
Whole Earth Brands *		10,300		129
				47,322
Energy — 2.2%
Aemetis *(A)		5,000		56
Alto Ingredients *		15,300		78
Altus Midstream, Cl A		700		46
Antero Midstream Corp		69,200		665
Antero Resources Corp *		58,480		802
Arch Resources Inc *		3,500		265
Archrock Inc		27,383		210
Aspen Aerogels Inc *		4,800		210
Berry Corp		10,500		63
Bonanza Creek Energy Inc		7,200		280
Brigham Minerals Inc, Cl A		7,800		149
Bristow Group *		697		22
Cactus Inc, Cl A		12,400		465
California Resources *		18,600		637
Callon Petroleum Co *(A)		9,000		308
Centennial Resource Development Inc/DE, Cl A *		42,700		218
Centrus Energy, Cl A *(A)		2,000		58
ChampionX Corp *		42,000		980
Cheniere Energy Inc *		51,565		4,510
Chesapeake Energy		21,300		1,189
Cimarex Energy Co		21,600		1,387
Clean Energy Fuels Corp *(A)		27,188		216
CNX Resources Corp *		46,800		532
Comstock Resources Inc *		24,200		143
CONSOL Energy Inc *		5,075		116
Contango Oil & Gas Co *(A)		21,300		77
Continental Resources Inc/OK (A)		13,996		550
CVR Energy Inc *		7,097		102

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Delek US Holdings Inc *		14,190	$	243
Denbury Inc *		11,000		774
DHT Holdings Inc		26,500		147
DMC Global Inc *		3,400		137
Dorian LPG Ltd *		6,747		89
Dril-Quip Inc *		7,087		172
DT Midstream		19,900		925
Earthstone Energy Inc, Cl A *		8,700		72
Energy Fuels Inc/Canada *(A)		25,600		139
EQT Corp *		59,800		1,096
Equitrans Midstream Corp		87,400		763
Extraction Oil & Gas *		3,900		178
Falcon Minerals Corp		13,800		61
Frank’s International NV *(A)		38,142		110
Frontline Ltd/Bermuda *		28,000		202
FTS International, Cl A *		1,900		42
Gevo *(A)		45,000		280
Golar LNG Ltd *		22,402		252
Green Plains Inc *		7,690		270
Helix Energy Solutions Group Inc *		26,769		101
Helmerich & Payne Inc		23,800		641
HighPeak Energy		1,100		11
HollyFrontier Corp		32,300		1,044
International Seaways Inc		10,128		174
Kosmos Energy Ltd *		98,975		234
Laredo Petroleum *		3,100		167
Liberty Oilfield Services Inc, Cl A *		18,700		191
Magnolia Oil & Gas Corp, Cl A		26,300		412
Matador Resources Co		23,700		681
Murphy Oil Corp		31,300		666
Nabors Industries Ltd *		1,391		117
National Energy Services Reunited Corp *		2,200		25
New Fortress Energy Inc, Cl A (A)		6,400		188
Newpark Resources Inc *		18,020		47
NexTier Oilfield Solutions Inc *		29,739		107
Nordic American Tankers Ltd (A)		34,377		81
Northern Oil and Gas		11,700		194
Oasis Petroleum Inc		4,600		398
Oceaneering International Inc *		20,846		256
Oil States International Inc *		16,699		98
Ovintiv Inc		58,100		1,584
Par Pacific Holdings Inc *		6,786		112
Patterson-UTI Energy Inc		39,022		303
PBF Energy Inc, Cl A *		20,677		215
PDC Energy Inc		20,677		863
Peabody Energy Corp *		15,500		248
Penn Virginia Corp *		2,900		60
ProPetro Holding Corp *		16,000		124
Range Resources Corp *		54,100		791
Renewable Energy Group Inc *		10,100		489
REX American Resources Corp *		1,300		110
Riley Exploration Permian		1,900		38

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
RPC Inc *		10,999	$	42
Scorpio Tankers Inc		10,813		175
Select Energy Services Inc, Cl A *		12,200		65
SFL Corp Ltd		19,676		158
SM Energy Co		25,913		495
Solaris Oilfield Infrastructure Inc, Cl A		5,400		40
Southwestern Energy Co *		146,971		669
Talos Energy Inc *		4,900		61
Targa Resources Corp		50,259		2,207
Teekay Corp *(A)		14,800		45
Teekay Tankers Ltd, Cl A *		5,100		58
Tellurian Inc *		74,400		237
TETRA Technologies Inc *		34,000		110
Texas Pacific Land Corp		1,300		1,768
Tidewater Inc *		9,800		113
Uranium Energy Corp *		34,600		87
Ur-Energy *(A)		38,700		50
US Silica Holdings Inc *		15,626		137
Vine Energy, Cl A *		4,400		65
W&T Offshore Inc *		15,938		52
Whiting Petroleum Corp *		8,886		417
World Fuel Services Corp		14,841		480
				38,587
Financials — 13.6%
1st Source Corp		4,158		195
AFC Gamma		1,600		34
Affiliated Managers Group Inc		8,700		1,480
AGNC Investment Corp ‡		117,121		1,910
Alerus Financial Corp		2,500		75
Alleghany Corp *		2,867		1,940
Allegiance Bancshares Inc		3,900		145
Ally Financial Inc		81,500		4,311
Altabancorp		3,884		161
Amalgamated Financial Corp		5,800		90
A-Mark Precious Metals Inc *		1,900		92
Ambac Financial Group Inc *		12,500		176
Amerant Bancorp Inc, Cl A *		4,100		109
American Equity Investment Life Holding Co		20,078		636
American Financial Group Inc/OH		15,153		2,090
American National Bankshares Inc		2,006		69
American National Group Inc		1,531		295
Ameris Bancorp		14,262		702
AMERISAFE Inc		4,533		261
Annaly Capital Management Inc ‡		309,859		2,693
Apollo Commercial Real Estate Finance Inc		33,619		523
Apollo Global Management Inc, Cl A		38,300		2,290
Arbor Realty Trust Inc ‡(A)		25,400		464
Arch Capital Group Ltd *		83,308		3,424
Ares Commercial Real Estate Corp		4,800		76
Ares Management Corp, Cl A		29,445		2,273
Argo Group International Holdings Ltd		6,816		361

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
ARMOUR Residential Inc ‡		14,724	$	160
Arrow Financial Corp		2,387		88
Artisan Partners Asset Management Inc, Cl A		12,800		665
Assetmark Financial Holdings *		3,900		105
Associated Banc-Corp		35,336		729
Associated Capital Group Inc		500		18
Assured Guaranty Ltd		15,687		782
Athene Holding Ltd, Cl A *		24,800		1,661
Atlantic Capital Bancshares Inc *		4,300		104
Atlantic Union Bankshares Corp		16,882		625
Atlanticus Holdings *		1,100		71
Axis Capital Holdings Ltd		16,168		827
Axos Financial Inc *		12,636		613
B Riley Financial Inc		4,900		321
Banc of California Inc		8,800		158
BancFirst Corp		4,050		229
Banco Latinoamericano de Comercio Exterior SA, Cl E		5,312		91
Bancorp Inc/The *		12,492		308
BancorpSouth Bank		21,982		645
Bank First Corp (A)		1,900		135
Bank of Hawaii Corp		8,624		723
Bank of Marin Bancorp		3,614		131
Bank of NT Butterfield & Son Ltd/The		10,900		363
Bank OZK		26,370		1,119
BankUnited Inc		19,896		836
Banner Corp		8,151		466
Bar Harbor Bankshares		2,850		78
Berkshire Hills Bancorp Inc		9,991		256
BGC Partners Inc, Cl A		72,536		374
Blackstone Group Inc/The, Cl A		148,700		18,696
Blackstone Mortgage Trust Inc, Cl A ‡		29,700		974
Blucora Inc *		10,529		173
Blue Ridge Bankshares		3,700		66
BOK Financial Corp		6,582		580
Bridgewater Bancshares Inc *		6,100		100
Brighthouse Financial Inc *		18,500		906
Brightsphere Investment Group Inc		14,700		400
BrightSpire Capital, Cl A		21,794		218
Broadmark Realty Capital		30,500		321
Brookline Bancorp Inc		16,574		248
Brown & Brown Inc		50,352		2,923
BRP Group Inc, Cl A *		10,600		399
Bryn Mawr Bank Corp		4,522		184
Business First Bancshares Inc		3,200		77
Byline Bancorp Inc		5,970		147
Cadence BanCorp, Cl A		27,214		585
Cambridge Bancorp		1,100		94
Camden National Corp		3,058		143
Cannae Holdings Inc *		18,662		596
Capital Bancorp Inc		1,900		45

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Capital City Bank Group Inc		2,861	$	66
Capitol Federal Financial Inc		28,287		326
Capstar Financial Holdings Inc		6,400		135
Capstead Mortgage Corp ‡		18,718		129
Carlyle Group Inc/The		34,900		1,723
Carter Bankshares Inc *		7,100		87
Cathay General Bancorp		16,315		649
CBTX Inc		3,600		98
Central Pacific Financial Corp		6,810		172
Century Bancorp Inc/MA, Cl A		300		34
Chimera Investment Corp ‡		49,465		758
CIT Group Inc		21,161		1,173
Citizens & Northern Corp		1,840		46
Citizens Inc/TX, Cl A *(A)		7,833		47
City Holding Co		3,885		303
Civista Bancshares Inc		1,900		45
CNA Financial Corp		6,675		296
CNB Financial Corp/PA		2,048		50
CNO Financial Group Inc		28,125		688
Coastal Financial *		1,900		56
Cohen & Steers Inc		5,536		486
Columbia Banking System Inc		17,029		619
Columbia Financial Inc *		8,700		157
Commerce Bancshares Inc/MO		22,848		1,616
Community Bank System Inc		11,451		847
Community Trust Bancorp Inc		3,393		141
ConnectOne Bancorp Inc		7,583		217
Cowen Inc, Cl A		5,130		185
Crawford & Co, Cl A		5,700		57
Credit Acceptance Corp *(A)		2,012		1,166
CrossFirst Bankshares Inc *		11,500		152
Cullen/Frost Bankers Inc		12,505		1,428
Curo Group Holdings Corp		2,300		38
Customers Bancorp Inc *		7,470		309
CVB Financial Corp		27,679		564
Diamond Hill Investment Group Inc		554		101
Dime Community Bancshares Inc		7,029		232
Donegal Group Inc, Cl A		2,500		38
Donnelley Financial Solutions Inc *		7,232		241
Dynex Capital Inc		5,597		99
Eagle Bancorp Inc		6,906		398
East West Bancorp Inc		31,466		2,308
Eastern Bankshares Inc		38,000		752
eHealth Inc *		5,874		227
Ellington Financial Inc		8,300		154
Employers Holdings Inc		7,074		291
Encore Capital Group Inc *		6,675		328
Enova International Inc *		7,366		243
Enstar Group Ltd *		2,951		681
Enterprise Bancorp Inc/MA		1,148		39
Enterprise Financial Services Corp		8,465		380
Equitable Holdings Inc		85,200		2,642

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Equity Bancshares Inc, Cl A *		1,100	$	35
Erie Indemnity Co, Cl A		5,387		954
Essent Group Ltd		23,700		1,116
Evercore Inc, Cl A		8,576		1,198
EZCORP Inc, Cl A *		7,457		51
FactSet Research Systems Inc		8,386		3,189
Farmers National Banc Corp		4,900		76
FB Financial Corp		7,502		309
Federal Agricultural Mortgage Corp, Cl C		1,988		195
Federated Hermes Inc, Cl B		20,270		686
Fidelity D&D Bancorp Inc		700		38
Fidelity National Financial Inc		61,266		2,992
Finance of America, Cl A *		7,100		39
Financial Institutions Inc		3,243		103
First American Financial Corp		23,772		1,677
First Bancorp Inc/The		3,052		91
First BanCorp/Puerto Rico		51,116		651
First Bancorp/Southern Pines NC		6,545		273
First Bancshares Inc/The		4,000		162
First Bank		5,700		76
First Busey Corp		12,392		294
First Citizens BancShares Inc/NC, Cl A		1,291		1,159
First Commonwealth Financial Corp		22,901		310
First Community Bankshares Inc		4,442		139
First Financial Bancorp		20,633		485
First Financial Bankshares Inc		27,012		1,286
First Financial Corp/IN		2,412		97
First Foundation Inc		10,600		255
First Hawaiian Inc		28,000		781
First Horizon Corp		122,325		2,005
First Internet Bancorp		1,100		33
First Interstate BancSystem Inc, Cl A		8,891		392
First Merchants Corp		12,918		532
First Mid Bancshares Inc		3,572		146
First Midwest Bancorp Inc/IL		24,342		456
First of Long Island Corp/The		4,995		106
FirstCash Inc		8,620		739
Five Star Bancorp		1,100		26
Flagstar Bancorp Inc		11,200		554
Flushing Financial Corp		6,070		139
FNB Corp/PA		68,489		800
Focus Financial Partners Inc, Cl A *		11,100		576
FS Bancorp Inc		2,600		89
Fulton Financial Corp		34,012		539
GAMCO Investors Inc, Cl A		1,931		53
GCM Grosvenor		7,000		78
Genworth Financial Inc, Cl A *		124,600		467
German American Bancorp Inc		6,766		253
Glacier Bancorp Inc		19,880		1,059
GoHealth Inc, Cl A *		15,000		73
Goosehead Insurance Inc, Cl A *		3,800		558
Granite Point Mortgage Trust Inc		10,941		151

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Great Ajax Corp		3,002	$	42
Great Southern Bancorp Inc		2,499		136
Great Western Bancorp Inc		11,900		368
Green Dot Corp, Cl A *		12,455		651
Greenhill & Co Inc		2,071		31
Greenlight Capital Re Ltd, Cl A *		6,409		54
Guaranty Bancshares Inc/TX		1,500		51
Hamilton Lane Inc, Cl A		7,300		628
Hancock Whitney Corp		18,514		851
Hanmi Financial Corp		5,678		109
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡(A)		16,400		990
Hanover Insurance Group Inc/The		7,717		1,090
HarborOne Bancorp Inc		9,020		127
HBT Financial Inc		2,200		36
HCI Group Inc (A)		1,115		125
Heartland Financial USA Inc		7,775		366
Heritage Commerce Corp		11,800		133
Heritage Financial Corp/WA		8,071		205
Heritage Insurance Holdings Inc		3,800		27
Hilltop Holdings Inc		14,700		492
Hingham Institution For Savings The		300		97
Home Bancorp Inc		1,200		45
Home BancShares Inc/AR		32,632		723
Home Point Capital (A)		1,600		6
HomeStreet Inc		4,372		179
HomeTrust Bancshares Inc		4,102		114
Hope Bancorp Inc		26,995		372
Horace Mann Educators Corp		9,814		402
Horizon Bancorp Inc/IN		11,625		207
Houlihan Lokey Inc, Cl A		11,100		1,001
Howard Bancorp Inc *		2,500		50
Independence Holding Co		1,700		85
Independent Bank Corp		7,086		543
Independent Bank Corp/MI		5,400		113
Independent Bank Group Inc		8,402		592
Interactive Brokers Group Inc, Cl A		17,427		1,126
International Bancshares Corp		12,050		505
Invesco Mortgage Capital Inc (A)		55,095		172
Investors Bancorp Inc		48,944		700
Investors Title Co		400		77
James River Group Holdings Ltd		7,200		265
Janus Henderson Group PLC		36,900		1,600
Jefferies Financial Group Inc		48,800		1,804
Kearny Financial Corp/MD		17,129		217
Kemper Corp		12,773		876
Kinsale Capital Group Inc		4,800		873
KKR & Co Inc		120,563		7,751
KKR Real Estate Finance Trust Inc		5,800		124
Ladder Capital Corp, Cl A ‡		25,162		287
Lakeland Bancorp Inc		10,593		179
Lakeland Financial Corp		5,757		382

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Lazard Ltd, Cl A (B)		21,331	$	1,011
Lemonade Inc *(A)		8,200		619
LendingClub Corp *		21,200		658
LendingTree Inc *		2,700		450
Live Oak Bancshares Inc		6,500		398
LPL Financial Holdings Inc		17,662		2,611
Luther Burbank Corp		4,422		57
Macatawa Bank Corp		5,200		43
Maiden Holdings Ltd *		14,900		47
Markel Corp *		2,973		3,776
Marlin Business Services Corp		1,822		41
MBIA Inc *		6,982		78
Mercantile Bank Corp		3,557		111
Merchants Bancorp/IN		3,100		114
Mercury General Corp		5,578		333
Meridian Bancorp Inc		12,127		252
Meta Financial Group Inc		6,700		330
Metrocity Bankshares Inc		3,800		79
MetroMile *(A)		7,900		32
Metropolitan Bank Holding Corp *		1,300		102
MFA Financial Inc ‡		94,897		455
MGIC Investment Corp		70,718		1,080
Mid Penn Bancorp Inc		2,400		64
Midland States Bancorp Inc		5,600		142
MidWestOne Financial Group Inc		2,369		70
Moelis & Co, Cl A		14,200		880
Morningstar Inc		4,920		1,318
Mr Cooper Group Inc *		15,171		590
MVB Financial Corp		3,200		127
National Bank Holdings Corp, Cl A		7,500		281
National Western Life Group Inc, Cl A		510		113
Navient Corp		37,700		875
NBT Bancorp Inc		10,108		362
Nelnet Inc, Cl A		4,331		350
New Residential Investment Corp ‡		90,588		989
New York Community Bancorp Inc		96,939		1,214
New York Mortgage Trust Inc ‡		90,238		399
NI Holdings Inc *		2,300		45
Nicolet Bankshares Inc *		2,000		153
NMI Holdings Inc, Cl A *		18,200		411
Northfield Bancorp Inc		8,705		147
Northrim BanCorp Inc		1,300		55
Northwest Bancshares Inc		25,679		334
OceanFirst Financial Corp		12,468		265
Ocwen Financial *		1,700		48
OFG Bancorp		10,925		260
Old National Bancorp/IN		37,494		625
Old Republic International Corp		62,444		1,624
Old Second Bancorp Inc		8,600		101
OneMain Holdings Inc, Cl A		22,800		1,318
Open Lending, Cl A *		22,600		835
Oportun Financial Corp *		3,100		78

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Oppenheimer Holdings Inc, Cl A		2,164	$	101
Orchid Island Capital Inc, Cl A ‡(A)		20,900		105
Origin Bancorp Inc		4,500		185
Orrstown Financial Services Inc		3,700		88
Pacific Premier Bancorp Inc		20,036		801
PacWest Bancorp		25,412		1,081
Palomar Holdings Inc, Cl A *		5,600		503
Park National Corp		3,105		364
PCSB Financial Corp		4,700		86
Peapack-Gladstone Financial Corp		2,154		72
PennyMac Financial Services Inc		8,500		566
PennyMac Mortgage Investment Trust ‡		22,663		440
Peoples Bancorp Inc/OH		3,010		94
Peoples Financial Services Corp		900		41
Pinnacle Financial Partners Inc		16,327		1,582
Pioneer Bancorp *		2,700		33
Piper Sandler Cos		3,977		568
PJT Partners Inc		5,200		411
Popular Inc		17,756		1,348
PRA Group Inc *		9,758		410
Preferred Bank/Los Angeles CA		3,037		194
Premier Financial Bancorp Inc		625		11
Premier Financial Corp		8,976		273
Primerica Inc		8,429		1,289
Primis Financial Corp		6,000		90
ProAssurance Corp		11,625		296
PROG Holdings Inc *		14,316		677
Prosperity Bancshares Inc		18,635		1,302
Provident Bancorp Inc		2,100		34
Provident Financial Services Inc		15,378		339
Pzena Investment Management Inc, Cl A		6,300		69
QCR Holdings Inc		2,100		109
QTS Realty Trust Inc, Cl A ‡		14,400		1,123
Radian Group Inc		39,948		944
RBB Bancorp		2,600		67
Ready Capital Corp		12,532		192
Red River Bancshares Inc		1,200		60
Redwood Trust Inc ‡		27,405		342
Regional Management Corp		2,800		166
Reinsurance Group of America Inc, Cl A		15,116		1,751
Reliant Bancorp Inc		1,900		55
RenaissanceRe Holdings Ltd		10,906		1,709
Renasant Corp		11,860		416
Republic Bancorp Inc/KY, Cl A		1,298		65
Republic First Bancorp Inc *		9,800		33
RLI Corp		8,582		937
Rocket Cos Inc, Cl A *(A)		26,600		461
S&T Bancorp Inc		8,332		248
Safety Insurance Group Inc		3,731		303
Sandy Spring Bancorp Inc		10,110		440
Santander Consumer USA Holdings Inc		12,600		526
Sculptor Capital Management Inc, Cl A (B)		5,700		161

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Seacoast Banking Corp of Florida		12,398	$	396
SEI Investments Co †		24,419		1,534
Selective Insurance Group Inc		12,384		1,035
Selectquote Inc *		28,700		274
ServisFirst Bancshares Inc		10,900		800
Sierra Bancorp		2,978		76
Signature Bank/New York NY		12,070		3,130
Silvergate Capital Corp, Cl A *		4,800		542
Simmons First National Corp, Cl A		25,048		728
SiriusPoint Ltd *		17,500		172
SLM Corp		67,320		1,262
SmartFinancial Inc		2,200		55
South Plains Financial Inc		2,400		56
South State Corp		14,736		1,011
Southern First Bancshares Inc *		1,491		76
Southern Missouri Bancorp Inc		1,900		86
Southside Bancshares Inc		6,762		255
Spirit of Texas Bancshares Inc		4,600		109
Starwood Property Trust Inc ‡		58,880		1,519
State Auto Financial Corp		3,690		187
StepStone Group Inc, Cl A		9,000		431
Sterling Bancorp/DE		41,215		943
Stewart Information Services Corp		5,841		368
Stifel Financial Corp		21,373		1,477
Stock Yards Bancorp Inc		4,702		243
StoneX Group *		3,268		228
Summit Financial Group Inc		1,700		41
Synovus Financial Corp		30,792		1,327
Texas Capital Bancshares Inc *		10,823		736
TFS Financial Corp		12,343		247
Tiptree Inc		9,700		98
Tompkins Financial Corp		3,505		279
Towne Bank/Portsmouth VA		15,967		486
TPG RE Finance Trust Inc		14,400		181
Tradeweb Markets Inc, Cl A		22,500		1,958
Trean Insurance Group Inc *		3,800		39
TriCo Bancshares		6,909		273
TriState Capital Holdings Inc *		6,500		131
Triumph Bancorp Inc *		4,900		403
Trupanion Inc *		8,300		760
TrustCo Bank NY		4,325		139
Trustmark Corp		14,939		472
Two Harbors Investment Corp ‡(A)		64,742		427
UMB Financial Corp		9,345		856
Umpqua Holdings Corp		47,231		920
United Bankshares Inc/WV		26,656		968
United Community Banks Inc/GA		17,674		533
United Fire Group Inc		4,171		108
United Insurance Holdings Corp		1,900		7
Universal Insurance Holdings Inc		9,000		128
Univest Financial Corp		8,115		220
Upstart Holdings Inc *		2,700		619

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
UWM Holdings (A)		9,200	$	68
Valley National Bancorp		85,468		1,114
Value Line Inc		300		11
Velocity Financial *		1,800		23
Veritex Holdings Inc		10,239		368
Virtu Financial Inc, Cl A		20,900		512
Virtus Investment Partners Inc		1,558		487
Voya Financial Inc		27,000		1,754
Walker & Dunlop Inc		6,423		713
Washington Federal Inc		15,436		514
Washington Trust Bancorp Inc		3,870		206
Waterstone Financial Inc		4,000		81
Webster Financial Corp		19,351		978
WesBanco Inc		14,009		476
West BanCorp Inc		3,785		116
Westamerica BanCorp		6,155		349
Western Alliance Bancorp		21,661		2,113
White Mountains Insurance Group Ltd		662		742
Wintrust Financial Corp		12,149		909
WisdomTree Investments Inc		34,575		218
World Acceptance Corp *		776		147
WSFS Financial Corp		10,043		456
				239,983
Health Care — 14.6%
10X Genomics Inc, Cl A *		18,400		3,237
1Life Healthcare Inc *		25,400		623
4D Molecular Therapeutics Inc *		1,900		58
89bio Inc *		700		13
9 Meters Biopharma *(A)		45,400		59
Acadia Healthcare Co Inc *		18,487		1,222
ACADIA Pharmaceuticals Inc *		25,600		448
Accelerate Diagnostics Inc *(A)		4,900		31
Acceleron Pharma Inc *		11,300		1,513
Accolade *		11,200		531
Accuray Inc *		14,863		61
Aclaris Therapeutics Inc *		11,100		180
Acutus Medical *		4,100		52
AdaptHealth Corp, Cl A *		18,400		442
Adaptive Biotechnologies Corp *		23,700		861
Addus HomeCare Corp *		3,600		324
Adicet Bio *		4,500		38
Adverum Biotechnologies Inc *		28,100		68
Aeglea BioTherapeutics Inc, Cl Savings Shares *		9,300		67
Aerie Pharmaceuticals Inc *		11,900		177
Affimed NV *		27,377		193
Agenus Inc *		33,000		204
Agiliti *		6,100		130
agilon health *(A)		11,400		399
Agios Pharmaceuticals Inc *		12,800		572
Akebia Therapeutics Inc *		30,985		91

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Akero Therapeutics Inc *		7,000	$	166
Akouos *		6,000		71
Akoya Biosciences *		1,600		26
Albireo Pharma Inc *		4,800		147
Aldeyra Therapeutics Inc *		13,200		125
Alector Inc *		11,000		297
Alignment Healthcare *(A)		6,800		120
Aligos Therapeutics *		1,200		20
Alkermes PLC *		34,253		1,071
Allakos Inc *		7,500		669
Allogene Therapeutics Inc *		16,900		403
Allovir *(A)		7,300		141
Allscripts Healthcare Solutions Inc *		29,953		460
Alnylam Pharmaceuticals Inc *		25,789		5,195
Alphatec Holdings Inc *		12,300		178
Alpine Immune Sciences *		2,500		24
Altimmune *		8,900		133
ALX Oncology Holdings *		4,300		301
Amedisys Inc *		7,171		1,316
American Well Corp, Cl A *		43,300		464
Amicus Therapeutics Inc *		56,300		641
AMN Healthcare Services Inc *		10,109		1,148
Amneal Pharmaceuticals Inc *		23,588		133
Amphastar Pharmaceuticals Inc *		7,300		144
Ampio Pharmaceuticals *(A)		40,700		67
AnaptysBio Inc *		4,800		123
Anavex Life Sciences Corp *		13,300		259
AngioDynamics Inc *		7,370		209
Angion Biomedica *		1,200		13
ANI Pharmaceuticals Inc *		2,500		76
Anika Therapeutics Inc *		3,070		132
Annexon *		6,200		101
Antares Pharma Inc *		30,900		122
Apellis Pharmaceuticals Inc *		13,500		889
Apollo Medical Holdings Inc *		8,200		622
Applied Molecular Transport *		5,500		165
Applied Therapeutics Inc *		3,200		50
Apria *		1,931		69
Apyx Medical Corp *		7,400		87
AquaBounty Technologies *		11,200		52
Arbutus Biopharma Corp *		16,700		57
Arcturus Therapeutics Holdings *(A)		6,200		340
Arcus Biosciences Inc *		8,600		251
Arcutis Biotherapeutics Inc *		7,000		148
Ardelyx Inc *		16,000		23
Arena Pharmaceuticals Inc *		13,165		697
Arrowhead Pharmaceuticals Inc *		21,100		1,416
Arvinas Inc *		9,300		802
Asensus Surgical *(A)		59,300		130
Aspira Women’s Health *(A)		20,963		80
Atara Biotherapeutics Inc *		13,700		205
Atea Pharmaceuticals *		15,000		446

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Athenex Inc *		14,700	$	54
Athersys Inc *(A)		50,000		84
Athira Pharma *		5,000		53
Atossa Therapeutics *(A)		29,200		111
Atreca Inc, Cl A *		7,200		42
AtriCure Inc *		9,920		730
Atrion Corp		330		229
Avalo Therapeutics *		5,300		16
Avanos Medical Inc *		10,300		340
Avantor Inc *		127,451		5,027
Aveanna Healthcare Holdings *		10,800		102
Avid Bioservices Inc *		12,500		303
Avidity Biosciences Inc *		5,900		135
Avita Medical *(A)		6,600		133
Avrobio Inc *		7,400		49
Axogen Inc *		9,085		155
Axonics Modulation Technologies Inc *		8,900		667
Axsome Therapeutics Inc *		6,500		167
Beam Therapeutics Inc *(A)		9,900		1,098
Berkeley Lights Inc *		10,700		381
Beyondspring Inc *		4,400		138
BioAtla *		2,800		115
BioCryst Pharmaceuticals Inc *		39,900		635
BioDelivery Sciences International Inc *		17,900		69
Biodesix *		2,600		23
Biohaven Pharmaceutical Holding Co Ltd *		11,600		1,522
BioLife Solutions Inc *		4,800		280
BioMarin Pharmaceutical Inc *		39,146		3,296
Biomea Fusion *		1,800		25
Bionano Genomics *(A)		63,500		370
Bioventus, Cl A *(A)		1,800		26
Bioxcel Therapeutics Inc *		2,500		74
Black Diamond Therapeutics Inc *(A)		2,900		29
Bluebird Bio Inc *		14,400		264
Blueprint Medicines Corp *		12,500		1,166
Bolt Biotherapeutics *		3,100		55
Bridgebio Pharma *(A)		22,935		1,149
Brookdale Senior Living Inc, Cl A *		37,709		275
Brooklyn ImmunoTherapeutics *(A)		5,100		62
Bruker Corp		22,832		2,016
Butterfly Network *(A)		6,900		85
C4 Therapeutics Inc *(A)		8,100		325
Cara Therapeutics Inc *		9,400		148
Cardiff Oncology Inc *		7,700		56
Cardiovascular Systems Inc *		8,425		302
CareDx Inc *		11,000		806
Cassava Sciences Inc *(A)		8,200		466
Castle Biosciences Inc *		4,600		353
Castlight Health Inc, Cl B *		25,500		46
Catalyst Pharmaceuticals Inc *		23,400		129
Celcuity Inc *		1,700		37
Celldex Therapeutics *		9,300		490

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CEL-SCI Corp *(A)		9,900	$	115
Cerevel Therapeutics Holdings *(A)		7,500		237
Certara Inc *		7,264		244
Cerus Corp *		38,497		248
Change Healthcare Inc *		53,000		1,157
Chemed Corp		3,545		1,690
ChemoCentryx Inc *		11,100		176
Chimerix Inc *		20,300		144
Chinook Therapeutics *		6,960		94
ChromaDex Corp *		9,900		84
Citius Pharmaceuticals *		24,300		55
ClearPoint Neuro *		4,000		75
Clene *(A)		4,900		39
Clovis Oncology Inc *(A)		17,166		83
Codexis Inc *		13,961		377
Codiak Biosciences *		3,400		58
Cogent Biosciences *		7,900		65
Coherus Biosciences Inc *		14,800		237
Collegium Pharmaceutical Inc *		6,400		131
Community Health Systems Inc *		26,629		328
Computer Programs and Systems Inc *		1,702		61
CONMED Corp		6,208		815
Corcept Therapeutics Inc *		20,700		441
CorMedix Inc *		8,600		56
Cortexyme Inc *(A)		4,400		424
CorVel Corp *		1,834		302
Covetrus Inc *		22,100		499
Crinetics Pharmaceuticals Inc *		6,400		151
Cross Country Healthcare Inc *		9,179		200
CryoLife Inc *		8,545		224
CryoPort Inc *		8,700		553
Cue Biopharma Inc *		6,900		83
Cullinan Oncology *(A)		3,200		90
CureVac *(A)		11,800		777
Curis Inc *		22,600		200
Cutera Inc *		2,900		144
Cymabay Therapeutics Inc *		11,300		45
Cytokinetics Inc *		15,800		521
CytomX Therapeutics Inc *		15,800		81
CytoSorbents Corp *		5,500		53
DarioHealth *(A)		2,900		39
Deciphera Pharmaceuticals Inc *		8,900		280
Denali Therapeutics Inc *		19,500		1,037
DermTech Inc *(A)		5,700		212
Design Therapeutics *		2,900		46
Dicerna Pharmaceuticals Inc *		15,500		319
Durect Corp *		47,000		65
Dynavax Technologies Corp, Cl A *(A)		21,289		414
Dyne Therapeutics *		6,100		103
Eagle Pharmaceuticals Inc/DE *		2,700		144
Eargo Inc *		3,100		62
Edgewise Therapeutics *(A)		2,600		41

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Editas Medicine Inc, Cl A *(A)		14,000	$	890
Eiger BioPharmaceuticals Inc *		5,600		46
Elanco Animal Health Inc *		98,100		3,275
Emergent BioSolutions Inc *		10,384		655
Enanta Pharmaceuticals Inc *		4,700		269
Encompass Health Corp		21,841		1,713
Endo International PLC *		49,500		113
Ensign Group Inc/The		11,236		918
Envista Holdings Corp *		34,500		1,476
Epizyme Inc *		19,800		102
Esperion Therapeutics Inc *(A)		6,200		81
Evelo Biosciences Inc *(A)		3,300		38
Evolent Health Inc, Cl A *		16,300		400
Evolus Inc *(A)		4,600		49
Exact Sciences Corp *		37,526		3,917
Exagen Inc *		800		11
Exelixis Inc *		70,300		1,348
EyePoint Pharmaceuticals *		4,500		49
Fate Therapeutics Inc *		17,100		1,253
FibroGen Inc *		19,000		221
Finch Therapeutics Group *		1,600		23
Flexion Therapeutics Inc *		6,800		41
Fluidigm Corp *(A)		18,053		130
Foghorn Therapeutics *(A)		4,200		55
Forian *		3,900		48
Forma Therapeutics Holdings *		5,300		127
Forte Biosciences Inc *		2,400		71
Fortress Biotech *		13,200		43
Frequency Therapeutics Inc *		6,700		52
Fulcrum Therapeutics Inc *		5,100		151
Fulgent Genetics Inc *(A)		4,700		429
G1 Therapeutics Inc *(A)		8,400		127
Gemini Therapeutics, Cl A *		4,700		23
Generation Bio Co *		9,900		248
Geron Corp *(A)		103,570		150
Glaukos Corp *		9,949		593
Global Blood Therapeutics Inc *		12,801		367
Globus Medical Inc, Cl A *		16,200		1,322
Gossamer Bio Inc *		10,600		105
Greenwich Lifesciences *		900		36
Gritstone Oncology Inc *		9,800		90
GT Biopharma *		5,100		45
Guardant Health Inc *		19,300		2,456
Haemonetics Corp *		11,747		737
Halozyme Therapeutics Inc *		30,058		1,262
Hanger Inc *		10,000		239
Harmony Biosciences Holdings *		5,800		197
Harpoon Therapeutics Inc *		1,800		17
Harvard Bioscience *		9,669		80
Health Catalyst Inc *		9,900		541
HealthEquity Inc *		17,000		1,091
HealthStream Inc *		5,964		181

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Heron Therapeutics Inc *		20,900	$	244
Heska Corp *		2,200		584
Hill-Rom Holdings Inc		14,901		2,169
Homology Medicines Inc *		9,200		66
Hookipa Pharma Inc *		2,400		17
Horizon Therapeutics Plc *		48,003		5,189
Humanigen *(A)		11,300		187
iBio *(A)		52,600		67
iCAD Inc *		4,800		58
ICU Medical Inc *		4,327		863
Ideaya Biosciences *		4,300		101
IGM Biosciences Inc *		1,200		85
Ikena Oncology *		1,900		24
Immunic *		3,300		33
ImmunityBio *(A)		13,700		156
ImmunoGen Inc *		41,552		251
Immunovant Inc *		10,200		88
Impel Neuropharma *		1,200		23
Inari Medical Inc *		7,500		614
Infinity Pharmaceuticals *		18,700		66
InfuSystem Holdings Inc *		3,400		48
Inhibrx Inc *(A)		6,100		174
Innovage Holding Corp *		3,900		59
Innoviva Inc *		14,009		214
Inogen Inc *		4,100		243
Inotiv *		2,800		73
Inovalon Holdings Inc, Cl A *		16,200		662
Inovio Pharmaceuticals Inc *(A)		42,500		367
Inozyme Pharma *		3,069		47
Insmed Inc *		23,100		648
Inspire Medical Systems Inc *		5,700		1,274
Instil Bio Inc *		3,700		70
Insulet Corp *		14,508		4,321
Integer Holdings Corp *		7,230		714
Integra LifeSciences Holdings Corp *		15,504		1,166
Intellia Therapeutics Inc *		14,400		2,312
Intercept Pharmaceuticals Inc *(A)		5,876		88
Intersect ENT Inc *		9,600		261
Intra-Cellular Therapies Inc, Cl A *		14,800		491
Invacare Corp *		6,889		58
Invitae Corp *(A)		42,900		1,271
Ionis Pharmaceuticals Inc *		30,594		1,216
Iovance Biotherapeutics Inc *		31,200		751
iRadimed Corp *		1,100		37
iRhythm Technologies Inc *		6,600		315
Ironwood Pharmaceuticals Inc, Cl A *		34,254		449
iTeos Therapeutics *		4,600		130
IVERIC bio *		18,500		196
Jazz Pharmaceuticals PLC *		13,200		1,738
Joint Corp/The *		3,000		307
Jounce Therapeutics Inc *		1,600		10
Kadmon Holdings Inc *		38,300		210

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kala Pharmaceuticals Inc *(A)		9,400	$	32
Kaleido Biosciences Inc *		2,700		17
KalVista Pharmaceuticals Inc *		4,700		96
Karuna Therapeutics Inc *(A)		4,900		583
Karyopharm Therapeutics Inc *		16,200		94
KemPharm *		6,100		57
Keros Therapeutics *		4,000		135
Kezar Life Sciences Inc *		4,800		37
Kiniksa Pharmaceuticals Ltd, Cl A *		3,400		43
Kinnate Biopharma *		3,300		73
Kodiak Sciences Inc *		7,200		678
Kronos Bio *		8,400		176
Krystal Biotech Inc *		3,100		180
Kura Oncology Inc *		13,700		253
Kymera Therapeutics *		6,800		423
Landos Biopharma *		1,400		19
Lantheus Holdings Inc *		16,500		435
LeMaitre Vascular Inc		3,200		181
Lexicon Pharmaceuticals Inc *		9,305		44
LHC Group Inc *		6,347		1,185
Ligand Pharmaceuticals Inc *		3,228		427
Lineage Cell Therapeutics Inc *		25,900		65
LivaNova PLC *		11,500		951
MacroGenics Inc *		12,600		297
Madrigal Pharmaceuticals Inc *		1,900		157
Magellan Health Inc *		5,040		477
Magenta Therapeutics Inc *		7,300		47
MannKind Corp *(A)		50,700		243
Maravai LifeSciences Holdings Inc, Cl A *		15,818		936
Marinus Pharmaceuticals Inc *(A)		5,050		62
Masimo Corp *		10,793		2,931
MEDNAX Inc *		16,456		528
Medpace Holdings Inc *		6,200		1,131
MEI Pharma Inc *		16,900		47
MeiraGTx Holdings plc *		4,500		56
Meridian Bioscience Inc *		10,041		203
Merit Medical Systems Inc *		10,975		788
Mersana Therapeutics Inc *		15,600		217
Mesa Laboratories Inc		1,000		267
MiMedx Group Inc *(A)		26,300		388
Mind Medicine MindMed *(A)		77,200		223
Mirati Therapeutics Inc *		8,800		1,494
Mirum Pharmaceuticals Inc *		600		10
Misonix Inc *		1,900		48
ModivCare Inc *		2,658		524
Molecular Templates Inc *		6,300		41
Molina Healthcare Inc *		12,366		3,324
Morphic Holding Inc *		4,500		284
Multiplan *(A)		87,100		523
Mustang Bio Inc *		6,700		20
Myriad Genetics Inc *		16,326		584
NanoString Technologies Inc *		10,000		582

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
NantHealth *		5,700	$	13
Natera Inc *		18,000		2,132
National HealthCare Corp		2,994		221
National Research Corp, Cl A		3,212		173
Natus Medical Inc *		7,358		195
Nektar Therapeutics, Cl A *		40,700		630
Neogen Corp *		22,412		981
NeoGenomics Inc *		24,200		1,177
Neoleukin Therapeutics Inc *		7,000		57
Neurocrine Biosciences Inc *		20,900		1,990
Neuronetics Inc *		5,300		36
NeuroPace *		1,500		32
Nevro Corp *		7,800		952
NexImmune *		1,400		20
NextGen Healthcare Inc *		11,815		180
NGM Biopharmaceuticals Inc *		5,800		127
Nkarta *		2,774		90
Novavax Inc *		15,868		3,785
Novocure Ltd *		22,500		3,020
Nurix Therapeutics *		7,000		225
NuVasive Inc *		11,078		688
Nuvation Bio *		7,600		70
Oak Street Health Inc *(A)		22,300		1,042
Ocugen *(A)		43,100		327
Ocular Therapeutix Inc *		18,400		194
Olema Pharmaceuticals Inc *		3,000		90
Omeros Corp *(A)		12,300		200
Omnicell Inc *		9,212		1,430
Oncocyte Corp *		17,794		73
Oncorus *		3,100		32
Oncternal Therapeutics *		9,500		43
Ontrak Inc *		1,700		21
OPKO Health Inc *(A)		93,184		360
OptimizeRx Corp *		4,000		265
Option Care Health Inc *		25,627		686
Oramed Pharmaceuticals *(A)		5,700		112
OraSure Technologies Inc *		19,939		218
Organogenesis Holdings Inc, Cl A *		6,021		103
ORIC Pharmaceuticals Inc *		7,100		157
Ortho Clinical Diagnostics Holdings *		19,200		392
Orthofix Medical Inc *		3,940		167
OrthoPediatrics Corp *		2,800		196
Outlook Therapeutics *(A)		18,700		52
Outset Medical Inc *		10,200		503
Owens & Minor Inc		16,439		613
Oyster Point Pharma Inc *		1,400		18
Pacific Biosciences of California Inc *		41,500		1,299
Pacira BioSciences Inc *		9,345		554
Paratek Pharmaceuticals Inc *		10,879		60
Passage Bio *		8,300		100
Patterson Cos Inc		19,200		588
PAVmed Inc *		15,658		114

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Pennant Group Inc/The *		6,468	$	198
Penumbra Inc *		7,200		1,980
Personalis Inc *		7,700		163
PetIQ Inc, Cl A *		4,700		122
Phathom Pharmaceuticals Inc *		5,900		210
Phibro Animal Health Corp, Cl A		3,700		90
Phreesia Inc *		8,000		572
Pliant Therapeutics *		4,700		86
PMV Pharmaceuticals Inc *		4,700		143
Portage Biotech *		800		16
Poseida Therapeutics *		8,100		70
PPD Inc *		35,900		1,663
Praxis Precision Medicines Inc *		4,000		79
Precigen Inc *(A)		11,400		69
Precision BioSciences Inc *		8,600		108
Prelude Therapeutics *(A)		3,000		107
Premier Inc, Cl A		26,100		970
Prestige Consumer Healthcare Inc *		10,679		613
Privia Health Group Inc *		4,800		143
Progyny Inc *		13,800		771
Prometheus Biosciences *		2,400		52
Protagonist Therapeutics Inc *		9,000		437
Prothena Corp PLC *		7,600		510
Provention Bio *(A)		10,100		68
PTC Therapeutics Inc *		15,600		681
Pulmonx Corp *		4,000		161
Pulse Biosciences Inc *		2,347		61
Puma Biotechnology Inc *		6,700		51
QIAGEN NV *		50,383		2,812
Quanterix Corp *		6,300		322
Quidel Corp *		8,112		1,046
Quotient Ltd *		14,400		44
R1 RCM Inc *		28,100		554
Radius Health Inc *		11,400		158
RadNet Inc *		11,000		346
Rain Therapeutics *		1,600		28
RAPT Therapeutics Inc *		2,600		85
Reata Pharmaceuticals Inc, Cl A *		5,900		628
Recursion Pharmaceuticals, Cl A *(A)		5,400		136
REGENXBIO Inc *		9,300		300
Relay Therapeutics Inc *		12,000		384
Relmada Therapeutics Inc *		3,300		79
Reneo Pharmaceuticals *		1,300		14
Repligen Corp *		11,722		3,317
Replimune Group Inc *		4,200		133
Retractable Technologies *		3,700		48
Revance Therapeutics Inc *		13,500		362
REVOLUTION Medicines Inc *		12,700		369
Rhythm Pharmaceuticals Inc *		7,500		98
Rigel Pharmaceuticals Inc *		37,059		141
Rocket Pharmaceuticals Inc *		8,600		294
Royalty Pharma PLC, Cl A		69,900		2,702

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Rubius Therapeutics Inc *		8,800	$	191
Sage Therapeutics Inc *		11,100		513
Sana Biotechnology Inc *		6,600		158
Sangamo Therapeutics Inc *		28,370		281
Sarepta Therapeutics Inc *		16,400		1,281
Scholar Rock Holding Corp *		5,400		213
Schrodinger Inc/United States *		9,900		591
Seagen Inc *		29,400		4,927
SeaSpine Holdings Corp *		3,900		65
Seelos Therapeutics *		16,200		36
Seer, Cl A *(A)		3,600		144
Select Medical Holdings Corp		23,565		815
Selecta Biosciences Inc *		16,100		70
Sensei Biotherapeutics *		1,600		17
Senseonics Holdings Inc *(A)		96,400		387
Seres Therapeutics Inc *		12,900		83
Sesen Bio *(A)		44,000		42
Sharps Compliance Corp *		3,900		35
Shattuck Labs *		4,800		101
Shockwave Medical Inc *		7,300		1,564
SI-BONE Inc *		5,900		144
Sientra Inc *		12,898		78
SIGA Technologies Inc *		10,000		65
Sigilon Therapeutics *		1,600		10
Signify Health Inc, Cl A *		5,500		143
Silk Road Medical Inc *		7,600		451
Silverback Therapeutics *		3,100		68
Simulations Plus Inc		3,900		173
SOC Telemed Inc, Cl A *(A)		8,800		24
Solid Biosciences Inc *		1,700		5
Soliton Inc *(A)		1,300		27
Sorrento Therapeutics Inc *(A)		62,400		562
Sotera Health Co *		19,224		470
Spectrum Pharmaceuticals Inc *		45,379		107
Spero Therapeutics Inc *		3,110		60
SpringWorks Therapeutics Inc *		6,300		473
Spruce Biosciences *		1,900		15
SQZ Biotechnologies *		4,900		65
STAAR Surgical Co *		9,778		1,510
Stereotaxis Inc *		10,500		74
Stoke Therapeutics Inc *		3,000		79
Summit Therapeutics *		4,800		38
Supernus Pharmaceuticals Inc *		10,600		292
Surface Oncology *		7,100		45
Surgery Partners Inc *		6,300		310
Surmodics Inc *		2,444		147
Sutro Biopharma Inc *		9,400		204
Syndax Pharmaceuticals Inc *		6,400		112
Syneos Health Inc, Cl A *		21,800		2,023
Syros Pharmaceuticals Inc *		12,700		67
Tabula Rasa HealthCare Inc *(A)		5,000		157
Tactile Systems Technology Inc *		4,900		218

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Talaris Therapeutics *		1,900	$	22
Talis Biomedical Corp *		3,100		25
Tandem Diabetes Care Inc *		13,100		1,469
Tarsus Pharmaceuticals *		2,600		69
Taysha Gene Therapies *(A)		6,000		119
TCR2 Therapeutics Inc *		8,300		139
Teladoc Health Inc *		32,240		4,656
Tenet Healthcare Corp *		23,500		1,771
Terns Pharmaceuticals *		1,900		26
TG Therapeutics Inc *		27,300		739
TherapeuticsMD Inc *(A)		50,700		40
Theravance Biopharma Inc *		12,845		107
Tivity Health Inc *(A)		9,768		227
Tonix Pharmaceuticals Holding *		69,800		49
Translate Bio Inc *		14,000		524
TransMedics Group Inc *		6,200		203
Travere Therapeutics Inc *		14,600		319
Treace Medical Concepts Inc *		2,300		58
Trevena Inc *(A)		35,000		46
Trillium Therapeutics *		23,800		410
Triple-S Management Corp, Cl B *		5,850		208
Turning Point Therapeutics Inc *		9,300		716
Twist Bioscience Corp *		9,800		1,109
Ultragenyx Pharmaceutical Inc *		13,500		1,300
United Therapeutics Corp *		9,464		2,034
UroGen Pharma Ltd *(A)		5,300		93
US Physical Therapy Inc		2,626		308
Utah Medical Products Inc		1,300		115
Vanda Pharmaceuticals Inc *		11,800		198
Vapotherm Inc *		4,900		135
Varex Imaging Corp *		7,500		219
Vaxart *(A)		29,300		262
Vaxcyte *(A)		10,800		283
VBI Vaccines Inc *(A)		36,900		133
Veeva Systems Inc, Cl A *		29,993		9,957
Veracyte Inc *		14,400		693
Verastem Inc *		38,800		103
Vericel Corp *		9,900		536
Verrica Pharmaceuticals Inc *(A)		4,500		50
Viemed Healthcare Inc *		8,200		53
ViewRay Inc *		29,700		179
Viking Therapeutics Inc *(A)		21,500		142
Vincerx Pharma *		1,000		16
Vir Biotechnology Inc *		12,800		660
Viracta Therapeutics *(A)		7,800		72
VistaGen Therapeutics *		53,300		162
Vocera Communications Inc *		6,742		327
Vor BioPharma *(A)		2,800		41
WaVe Life Sciences Ltd *		4,000		25
Werewolf Therapeutics *		1,600		28
XBiotech Inc *		4,339		69
Xencor Inc *		13,500		457

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Y-mAbs Therapeutics Inc *		8,800	$	271
Zentalis Pharmaceuticals *		7,300		498
ZIOPHARM Oncology Inc *(A)		64,346		105
Zogenix Inc *		13,200		196
Zynex Inc *(A)		3,800		51
				256,716
Industrials — 13.2%
AAON Inc		9,350		637
AAR Corp *		7,429		251
ABM Industries Inc		14,955		741
Acacia Research Corp *		8,749		53
ACCO Brands Corp		22,029		206
Acuity Brands Inc		7,425		1,370
ADT Inc		32,900		282
Advanced Drainage Systems Inc		12,100		1,381
Advent Technologies Holdings *(A)		3,700		27
AECOM *		31,248		2,049
Aerojet Rocketdyne Holdings Inc *		16,679		693
AeroVironment Inc *		5,125		525
AerSale *		1,900		26
AGCO Corp		14,023		1,930
AgEagle Aerial Systems *(A)		14,300		51
Air Lease Corp, Cl A		23,031		915
Air Transport Services Group Inc *		14,036		384
Alamo Group Inc		2,135		331
Albany International Corp, Cl A		6,898		540
Allegiant Travel Co, Cl A *		3,350		645
Allied Motion Technologies Inc		1,950		67
Allison Transmission Holdings Inc, Cl A		22,776		842
Alta Equipment Group *		4,403		58
Altra Industrial Motion Corp		13,789		807
AMERCO *		1,900		1,256
Ameresco Inc, Cl A *		6,579		455
American Superconductor Corp *		7,200		107
American Woodmark Corp *		3,984		281
API Group *		38,500		893
Apogee Enterprises Inc		6,011		258
Applied Industrial Technologies Inc		8,361		743
ArcBest Corp		5,590		373
Arcosa Inc		10,813		550
Argan Inc		2,979		138
Armstrong World Industries Inc		10,177		1,058
Array Technologies Inc *		29,687		566
ASGN Inc *		11,069		1,242
Astec Industries Inc		4,763		291
Astronics Corp *		3,874		52
Astronics Corp, Cl B *		2,395		32
Atkore Inc *		10,100		937
Atlas Air Worldwide Holdings Inc *		5,569		407
Atlas Technical Consultants *		2,900		29
Avis Budget Group Inc *		10,960		995

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Axon Enterprise Inc *		14,169	$	2,577
AZEK Co Inc/The, Cl A *		23,600		1,003
AZZ Inc		5,296		284
Babcock & Wilcox Enterprises *		11,900		87
Barnes Group Inc		10,152		484
Barrett Business Services Inc		1,634		127
Beacon Roofing Supply Inc *		11,970		616
Beam Global *(A)		1,900		59
Blink Charging *(A)		8,500		276
Bloom Energy Corp, Cl A *(A)		30,400		651
Blue Bird Corp *		4,392		95
BlueLinx Holdings Inc *		1,900		109
Boise Cascade Co		8,770		507
Booz Allen Hamilton Holding Corp, Cl A		29,165		2,389
Brady Corp, Cl A		10,127		540
BrightView Holdings Inc *		7,800		120
Brink’s Co/The (A)		10,406		813
Builders FirstSource Inc *		45,751		2,438
BWX Technologies Inc		19,924		1,144
Byrna Technologies *		2,300		67
CACI International Inc, Cl A *		5,232		1,347
Caesarstone Ltd		4,600		60
CAI International Inc		3,472		194
Carlisle Cos Inc		11,477		2,419
Casella Waste Systems Inc, Cl A *		11,191		828
CBIZ Inc *		11,445		390
CECO Environmental Corp *		5,647		43
ChargePoint Holdings *(A)		31,300		662
Chart Industries Inc *		7,972		1,502
Cimpress PLC *		4,199		399
CIRCOR International Inc *		3,715		133
Clarivate *		88,400		2,227
Clean Harbors Inc *		10,576		1,085
Colfax Corp *		27,089		1,305
Columbus McKinnon Corp/NY		5,065		233
Comfort Systems USA Inc		8,091		615
Commercial Vehicle Group Inc *		6,900		73
CompX International Inc		400		9
Concrete Pumping Holdings Inc *		3,900		32
Construction Partners Inc, Cl A *		5,600		187
Copa Holdings SA, Cl A *		7,128		536
CoreCivic Inc *‡		24,802		241
Cornerstone Building Brands Inc *		10,719		178
Costamare Inc		11,500		165
CoStar Group Inc *		85,760		7,267
Covanta Holding Corp		27,058		543
Covenant Logistics Group Inc, Cl A *		3,300		80
CRA International Inc		2,105		196
Crane Co		10,629		1,082
CSW Industrials Inc		3,000		398
Curtiss-Wright Corp		8,778		1,069
Custom Truck One Source *(A)		2,800		24

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Daseke Inc *		7,700	$	73
Deluxe Corp		10,154		389
Desktop Metal, Cl A *(A)		20,100		167
Donaldson Co Inc		28,146		1,907
Douglas Dynamics Inc		4,622		184
Driven Brands Holdings Inc *		9,100		272
Ducommun Inc *		1,300		69
Dun & Bradstreet Holdings Inc *		34,300		629
DXP Enterprises Inc/TX *		4,162		125
Dycom Industries Inc *		6,707		505
Eagle Bulk Shipping *		1,313		65
Echo Global Logistics Inc *		6,286		207
EMCOR Group Inc		11,487		1,396
Encore Wire Corp		4,403		374
Energy Recovery Inc *		10,200		208
Enerpac Tool Group Corp, Cl A		12,542		316
EnerSys		9,183		777
Ennis Inc		5,288		103
EnPro Industries Inc		4,868		416
Eos Energy Enterprises *(A)		3,800		49
ESCO Technologies Inc		5,477		494
EVI Industries Inc *(A)		1,100		27
Evoqua Water Technologies Corp *		24,840		967
ExOne Co/The *(A)		5,400		133
Exponent Inc		11,072		1,294
Federal Signal Corp		13,147		534
Flowserve Corp		27,200		1,057
Fluor Corp *		32,900		548
Forrester Research Inc *		1,564		74
Forward Air Corp		6,118		539
Franklin Covey Co *		3,304		144
Franklin Electric Co Inc		10,281		874
Frontier Group Holdings *		9,200		141
FTC Solar *		4,100		44
FTI Consulting Inc *		7,168		1,001
FuelCell Energy *(A)		69,600		434
Gates Industrial Corp PLC *		21,200		347
GATX Corp (A)		8,052		738
Genco Shipping & Trading Ltd		7,300		142
Gibraltar Industries Inc *		7,360		550
Global Industrial		2,100		81
GMS Inc *		9,100		450
Gorman-Rupp Co/The		4,077		143
GP Strategies Corp *		2,500		52
Graco Inc		36,005		2,824
GrafTech International Ltd		36,500		404
Granite Construction Inc		11,234		455
Great Lakes Dredge & Dock Corp *		13,280		201
Greenbrier Cos Inc/The		7,123		314
Griffon Corp		9,137		221
GXO Logistics *		20,790		1,700
H&E Equipment Services Inc		7,525		256

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Harsco Corp *		16,828	$	307
Hawaiian Holdings Inc *		12,480		252
HC2 Holdings Inc *		10,100		38
Healthcare Services Group Inc		16,039		420
Heartland Express Inc		9,772		164
HEICO Corp		9,618		1,220
HEICO Corp, Cl A		17,482		1,997
Heidrick & Struggles International Inc		4,552		197
Helios Technologies Inc		6,877		561
Herc Holdings Inc *		5,667		745
Heritage-Crystal Clean Inc *		5,100		151
Herman Miller Inc		21,007		883
Hexcel Corp *		17,898		1,015
Hillenbrand Inc		16,180		751
HireQuest		1,100		20
HNI Corp		9,349		354
Hub Group Inc, Cl A *		6,962		489
Hubbell Inc, Cl B		11,589		2,389
Huron Consulting Group Inc *		5,411		267
Hydrofarm Holdings Group *		2,400		121
Hyliion Holdings *(A)		27,400		242
HyreCar *		3,700		42
Hyster-Yale Materials Handling Inc		2,002		117
IAA Inc *		28,929		1,537
ICF International Inc		3,968		372
Ideanomics Inc *(A)		96,300		242
IES Holdings Inc *		1,700		83
Infrastructure and Energy Alternatives *		4,500		58
Insperity Inc		7,724		852
Insteel Industries Inc		3,341		124
Interface Inc, Cl A		14,045		202
ITT Inc		19,263		1,843
JELD-WEN Holding Inc *		17,800		490
JetBlue Airways Corp *		67,981		1,029
John Bean Technologies Corp		6,731		982
Kadant Inc		2,725		570
Kaman Corp		6,573		257
KAR Auction Services Inc *		26,629		450
Karat Packaging *		1,000		23
KBR Inc		30,145		1,174
Kelly Services Inc, Cl A		6,795		132
Kennametal Inc		19,114		711
Kforce Inc		4,537		265
Kimball International Inc, Cl B		7,025		88
Kirby Corp *		12,826		687
Knight-Swift Transportation Holdings Inc, Cl A		34,627		1,798
Korn Ferry		11,358		803
Kratos Defense & Security Solutions Inc *		26,216		648
Landstar System Inc		8,044		1,352
Lawson Products Inc/DE *		1,800		95
Lennox International Inc		7,529		2,524

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Lincoln Electric Holdings Inc		12,333	$	1,722
Lindsay Corp		2,527		416
Luxfer Holdings PLC		7,600		162
Lydall Inc *		3,632		225
Lyft Inc, Cl A *		60,100		2,861
Macquarie Infrastructure Corp *		15,800		630
Manitowoc Co Inc/The *		6,587		160
ManpowerGroup Inc		11,356		1,379
ManTech International Corp/VA, Cl A		6,422		508
Marten Transport Ltd		14,229		222
Masonite International Corp *		5,300		634
MasTec Inc *		12,062		1,103
Matrix Service Co *		4,781		54
Matson Inc		9,452		748
Matthews International Corp, Cl A		6,813		252
Maxar Technologies Inc		15,324		487
Mayville Engineering Co Inc *		1,500		22
McGrath RentCorp		5,248		366
Mercury Systems Inc *		11,923		601
Meritor Inc *		15,095		358
Mesa Air Group Inc *		7,700		61
Middleby Corp/The *		12,225		2,236
Miller Industries Inc/TN		2,311		86
Mistras Group Inc *		2,697		29
Montrose Environmental Group *		5,300		265
Moog Inc, Cl A		6,524		518
MRC Global Inc *		18,112		149
MSA Safety Inc		7,644		1,245
MSC Industrial Direct Co Inc, Cl A		9,603		809
Mueller Industries Inc		13,408		598
Mueller Water Products Inc, Cl A		33,712		560
MYR Group Inc *		4,079		424
National Presto Industries Inc		1,091		91
Nikola *(A)		43,800		457
NL Industries Inc		2,000		14
NN Inc *		5,587		30
Nordson Corp		12,412		2,962
Northwest Pipe Co *		2,600		67
NOW Inc *		22,300		171
NV5 Global Inc *		2,700		285
nVent Electric PLC		36,700		1,261
Omega Flex Inc		600		91
Oshkosh Corp		15,317		1,755
Owens Corning		23,160		2,213
PAE Inc *		14,000		94
PAM Transportation Services Inc *		1,000		35
Park Aerospace Corp		5,082		74
Park-Ohio Holdings Corp		1,118		29
Parsons Corp *		5,100		181
PGT Innovations Inc *		12,300		261
Pitney Bowes Inc		41,300		309
Plug Power Inc *		107,300		2,796

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Powell Industries Inc		1,364	$	35
Preformed Line Products Co		90		6
Primoris Services Corp		13,047		335
Proto Labs Inc *		6,099		452
Quanex Building Products Corp		6,965		164
Radiant Logistics Inc *		12,400		85
Raven Industries Inc *		7,655		447
RBC Bearings Inc *		5,095		1,180
Regal Beloit Corp		8,725		1,304
Resideo Technologies Inc *		30,900		996
Resources Connection Inc		9,581		151
REV Group Inc		8,400		137
Rexnord Corp		25,626		1,557
Romeo Power *(A)		8,900		43
RR Donnelley & Sons Co *		15,200		75
Rush Enterprises Inc, Cl A		9,098		401
Rush Enterprises Inc, Cl B		2,700		114
Ryder System Inc		11,200		890
Safe Bulkers Inc *		12,300		50
Saia Inc *		5,692		1,367
Schneider National Inc, Cl B		11,200		252
Science Applications International Corp		12,476		1,051
Sensata Technologies Holding PLC *		34,800		2,059
Shoals Technologies Group Inc, Cl A *		24,100		785
Shyft Group Inc/The		7,300		321
Simpson Manufacturing Co Inc		9,343		1,057
SiteOne Landscape Supply Inc *		9,900		1,981
SkyWest Inc *		11,322		528
SP Plus Corp *		6,098		198
Spirit AeroSystems Holdings Inc, Cl A		22,475		882
Spirit Airlines Inc *		22,647		556
SPX Corp *		9,194		574
SPX FLOW Inc		9,594		773
Standex International Corp		2,529		251
Steelcase Inc, Cl A		18,357		259
Stem *(A)		14,100		352
Stericycle Inc *		20,400		1,420
Sterling Construction Co Inc *		5,600		129
Sun Country Airlines Holdings *		4,500		146
Sunrun Inc *		42,710		1,890
Team Inc *		5,757		26
Tennant Co		3,838		284
Terex Corp		15,370		785
Tetra Tech Inc		11,242		1,617
Textainer Group Holdings Ltd *		10,353		344
Thermon Group Holdings Inc *		6,882		115
Timken Co/The		13,809		1,016
Titan International Inc *		10,800		90
Titan Machinery Inc *		3,312		95
Toro Co/The		23,800		2,617
TPI Composites Inc *		7,500		272
Transcat Inc *		1,000		68

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
TransUnion		42,094	$	5,116
Trex Co Inc *		25,660		2,816
TriMas Corp *		9,876		317
TriNet Group Inc *		8,700		801
Trinity Industries Inc		18,542		538
Triton International Ltd		14,884		814
Triumph Group Inc *		13,296		245
TrueBlue Inc *		8,328		228
TuSimple Holdings, Cl A *		8,100		339
Tutor Perini Corp *		8,051		116
Uber Technologies Inc *		352,322		13,790
UFP Industries Inc		12,865		966
UniFirst Corp/MA		3,240		742
Univar Solutions Inc *		35,950		849
Universal Logistics Holdings Inc		700		15
Upwork Inc *		25,000		1,118
US Ecology Inc *		6,440		231
US Xpress Enterprises Inc, Cl A *		5,300		46
Valmont Industries Inc		4,514		1,123
Vectrus Inc *		2,679		135
Veritiv Corp *		3,499		314
Vertiv Holdings Co, Cl A		60,300		1,699
Viad Corp *		4,271		184
Vicor Corp *		4,200		518
View *(A)		21,600		108
Virgin Galactic Holdings Inc *(A)		31,100		843
VSE Corp		2,000		100
Wabash National Corp		11,741		182
Watsco Inc		7,259		2,021
Watts Water Technologies Inc, Cl A		5,856		1,005
Welbilt Inc *		27,950		654
Werner Enterprises Inc		13,390		631
WESCO International Inc *		9,265		1,084
Willdan Group Inc *		1,300		49
Willis Lease Finance Corp *		1,000		38
WillScot Mobile Mini Holdings Corp, Cl A *		39,911		1,181
Woodward Inc		12,342		1,493
XPO Logistics Inc *		20,790		1,807
Yellow *		10,800		66
				232,899
Information Technology — 24.5%
3D Systems Corp *		25,947		790
8x8 Inc *		23,414		565
908 Devices *		1,800		65
A10 Networks Inc *		9,800		136
ACI Worldwide Inc *		25,212		813
ADTRAN Inc		9,897		204
Advanced Energy Industries Inc		8,219		741
Aeva Technologies *(A)		5,300		52
Agilysys Inc *		5,000		284
Akoustis Technologies Inc *(A)		8,400		83

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Alarm.com Holdings Inc *		9,800	$	826
Alkami Technology Inc *		1,500		43
Allegro MicroSystems Inc *		9,500		285
Alliance Data Systems Corp		10,700		1,050
Alpha & Omega Semiconductor Ltd *		5,600		163
Altair Engineering Inc, Cl A *		9,800		725
Alteryx Inc, Cl A *		12,500		925
Ambarella Inc *		7,445		771
Amdocs Ltd		28,768		2,216
American Software Inc/GA, Cl A		8,672		220
Amkor Technology Inc		21,838		600
Anaplan Inc *		30,100		1,805
Appfolio Inc, Cl A *		4,400		520
Appian Corp, Cl A *(A)		8,400		900
Arlo Technologies Inc *		13,252		82
Arrow Electronics Inc *		16,425		1,991
Asana, Cl A *		16,100		1,216
Aspen Technology Inc *		15,067		1,951
Atlassian Corp PLC, Cl A *		28,941		10,623
Atomera *(A)		3,500		86
Avalara Inc *		18,179		3,267
Avaya Holdings Corp *		17,842		360
Aviat Networks *		2,100		74
Avid Technology Inc *		7,722		199
Avnet Inc		21,299		862
Axcelis Technologies Inc *		7,150		355
AXT Inc *		6,600		61
Badger Meter Inc		6,824		731
Belden Inc		9,623		551
Benchmark Electronics Inc		5,530		149
Benefitfocus Inc *		5,300		64
Bentley Systems, Cl B (A)		28,900		1,864
BigCommerce Holdings Inc *		10,700		637
Bill.com Holdings Inc *		16,377		4,494
Black Knight Inc *		33,637		2,545
Blackbaud Inc *		10,355		722
Blackline Inc *		11,500		1,255
BM Technologies Inc *		1,149		11
Bottomline Technologies DE Inc *		9,871		417
Box Inc, Cl A *		31,500		812
Brightcove Inc *		9,610		109
Brooks Automation Inc		15,303		1,300
BTRS Holdings Inc *		12,400		135
C3.ai Inc, Cl A *(A)		3,800		196
CalAmp Corp *		8,156		93
Calix Inc *		11,745		547
Cambium Networks Corp *		1,999		75
Cantaloupe *		14,900		153
Casa Systems Inc *		2,800		20
Cass Information Systems Inc		3,154		142
CDK Global Inc		25,500		1,061
Cerence Inc *(A)		8,110		879

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Ceridian HCM Holding Inc *		27,700	$	3,112
CEVA Inc *		5,138		248
ChannelAdvisor Corp *		5,900		151
Ciena Corp *		34,486		1,970
Cirrus Logic Inc *		12,395		1,037
Cleanspark *(A)		8,900		123
Clearfield Inc *		1,400		63
Cloudera Inc *		48,668		775
Cloudflare Inc, Cl A *(A)		55,100		6,653
CMC Materials Inc		6,205		823
Cognex Corp		36,616		3,245
Coherent Inc *		5,153		1,302
Cohu Inc *		10,336		369
CommScope Holding Co Inc *		43,100		681
CommVault Systems Inc *		8,984		727
Comtech Telecommunications Corp		4,332		111
Concentrix Corp *		9,481		1,644
Conduent Inc *		39,300		287
Cornerstone OnDemand Inc *		13,899		796
Corsair Gaming *(A)		5,200		151
Coupa Software Inc *		16,100		3,941
Cree Inc *		24,723		2,101
Crowdstrike Holdings Inc, Cl A *		35,121		9,869
CSG Systems International Inc		7,017		338
CTS Corp		7,545		265
Daktronics Inc *		4,580		28
Datadog Inc, Cl A *		49,755		6,856
Datto Holding Corp *(A)		5,200		133
Dell Technologies Inc, Cl C *		60,190		5,866
Diebold Nixdorf Inc *		14,133		154
Digi International Inc *		5,201		114
Digimarc Corp *(A)		2,076		61
Digital Turbine Inc *		18,000		1,052
DigitalOcean Holdings Inc *		3,400		210
Diodes Inc *		9,342		905
DocuSign Inc, Cl A *		41,680		12,347
Dolby Laboratories Inc, Cl A		13,804		1,368
Domo Inc, Cl B *		6,432		576
DoubleVerify Holdings *		4,000		145
Dropbox Inc, Cl A *		65,400		2,074
DSP Group Inc *		7,900		173
Duck Creek Technologies Inc *		15,400		718
Dynatrace Inc *		40,800		2,804
DZS *		1,900		26
E2open Parent Holdings Inc *		11,600		139
Ebix Inc (A)		5,725		165
EchoStar Corp, Cl A *		8,903		240
eGain Corp *		4,900		58
Elastic NV *		14,600		2,329
EMCORE Corp *		7,800		58
Entegris Inc		28,889		3,471
Envestnet Inc *		11,852		947

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
EPAM Systems Inc *		11,800	$	7,467
ePlus Inc *		3,288		356
Euronet Worldwide Inc *		10,888		1,451
Everbridge Inc *		8,200		1,287
EVERTEC Inc		13,000		601
Evo Payments Inc, Cl A *		10,400		265
ExlService Holdings Inc *		7,023		865
Extreme Networks Inc *		26,987		292
Fabrinet *		8,215		846
Fair Isaac Corp *		5,991		2,754
FARO Technologies Inc *		4,508		311
Fastly Inc, Cl A *(A)		22,900		998
FireEye Inc *		50,300		915
First Solar Inc *		22,700		2,134
Five9 Inc *		14,300		2,263
FormFactor Inc *		17,719		689
Genpact Ltd		40,850		2,119
Globant SA *		8,700		2,804
GoDaddy Inc, Cl A *		35,945		2,635
GreenBox POS *(A)		3,700		36
GreenSky, Cl A *		14,700		117
Grid Dynamics Holdings Inc *		4,400		118
GTY Technology Holdings Inc *		11,200		83
Guidewire Software Inc *		18,669		2,212
Hackett Group Inc/The		3,300		65
Harmonic Inc *		20,694		191
HubSpot Inc *		9,773		6,689
I3 Verticals Inc, Cl A *		3,600		104
IBEX Holdings *		1,200		22
Ichor Holdings Ltd *		6,600		292
Identiv *		4,400		78
II-VI Inc *		23,339		1,470
Impinj Inc *		3,600		210
Infinera Corp *(A)		36,984		313
Inseego Corp *(A)		21,400		180
Insight Enterprises Inc *		7,498		771
Intelligent Systems Corp *(A)		2,700		104
InterDigital Inc		6,617		477
International Money Express Inc *		4,600		84
Iteris Inc *		12,600		72
Itron Inc *		9,611		807
J2 Global Inc *		9,257		1,275
Jabil Inc		32,400		2,002
Jamf Holding Corp *		10,300		362
JFrog Ltd *(A)		11,500		442
Kimball Electronics Inc *		4,393		106
Knowles Corp *		20,300		406
Kopin Corp *(A)		20,100		118
Kulicke & Soffa Industries Inc		13,400		941
KVH Industries Inc *		1,997		21
Lattice Semiconductor Corp *		28,962		1,799
Limelight Networks Inc *		27,600		75

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Littelfuse Inc		5,131	$	1,464
LivePerson Inc *		14,191		910
LiveRamp Holdings Inc *		13,874		680
Lumentum Holdings Inc *		15,870		1,375
Luna Innovations *		1,600		17
MACOM Technology Solutions Holdings Inc *		10,625		645
Manhattan Associates Inc *		14,080		2,295
Marathon Digital Holdings *(A)		21,200		861
Marvell Technology Inc		176,512		10,801
Maximus Inc		13,116		1,142
MaxLinear Inc, Cl A *		15,344		801
McAfee Corp, Cl A		10,000		266
Medallia Inc *		22,000		743
Meta Materials *(A)		16,350		76
Methode Electronics Inc		8,684		404
MicroStrategy Inc, Cl A *(A)		1,653		1,148
MicroVision *(A)		35,100		517
Mimecast Ltd *		13,000		908
Mitek Systems Inc *		9,100		204
MKS Instruments Inc		12,323		1,814
Model N Inc *		7,600		258
Momentive Global *		27,400		537
MoneyGram International Inc *		18,900		170
MongoDB Inc, Cl A *		11,600		4,545
N-Able *		16,750		227
Napco Security Technologies Inc *		4,200		164
National Instruments Corp		28,167		1,178
nCino Inc *		10,100		626
NCR Corp *		27,383		1,163
NeoPhotonics Corp *		7,500		70
NETGEAR Inc *		6,692		239
NetScout Systems Inc *		15,258		418
New Relic Inc *		12,300		984
nLight Inc *		10,600		293
Novanta Inc *		7,562		1,159
Nuance Communications Inc *		62,771		3,456
Nutanix Inc, Cl A *		41,300		1,524
NVE Corp		694		49
Okta Inc, Cl A *		27,204		7,171
ON Semiconductor Corp *		92,600		4,108
ON24 *		2,100		48
OneSpan Inc *		7,554		146
Onto Innovation Inc *		10,372		769
OSI Systems Inc *		4,068		403
Ouster *(A)		6,200		52
PagerDuty Inc *		17,315		741
Palantir Technologies, Cl A *		355,700		9,369
Palo Alto Networks Inc *		20,885		9,629
PAR Technology Corp *		5,200		353
Paya Holdings *		20,400		197
Paylocity Holding Corp *		8,400		2,261

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Paysafe *(A)		68,000	$	575
PC Connection Inc		2,231		108
PDF Solutions Inc *		6,753		152
Pegasystems Inc		8,736		1,202
Perficient Inc *		7,200		858
Photronics Inc *		13,129		198
Ping Identity Holding Corp *		11,100		288
Plantronics Inc *		7,169		214
Plexus Corp *		6,028		554
Power Integrations Inc		12,878		1,399
Priority Technology Holdings Inc *		1,600		10
Progress Software Corp		9,458		440
Proofpoint Inc *		12,600		2,218
PROS Holdings Inc *		9,399		406
Pure Storage Inc, Cl A *		57,300		1,480
Q2 Holdings Inc *		11,400		1,004
QAD Inc, Cl A		2,900		252
Qualys Inc *		7,300		857
Quantum *		10,200		64
Rackspace Technology Inc *		11,600		162
Rambus Inc *		24,010		571
Rapid7 Inc *		11,600		1,410
Rekor Systems *		6,700		73
Repay Holdings, Cl A *		17,400		400
Ribbon Communications Inc *		13,520		88
Rimini Street Inc *		4,900		47
RingCentral Inc, Cl A *		17,700		4,465
Riot Blockchain *(A)		18,700		698
Rogers Corp *		3,993		848
Sabre Corp *		73,500		825
Sailpoint Technologies Holdings Inc *		19,300		904
Sanmina Corp *		14,166		559
Sapiens International Corp NV		6,100		174
ScanSource Inc *		7,196		256
SecureWorks Corp, Cl A *		2,000		41
Semtech Corp *		13,475		942
Shift4 Payments Inc, Cl A *		9,400		806
ShotSpotter Inc *		1,400		56
Silicon Laboratories Inc *(A)		9,882		1,558
SiTime Corp *		2,800		596
SkyWater Technology *		1,700		57
SMART Global Holdings Inc *		1,900		92
Smartsheet Inc, Cl A *		26,800		2,132
Smith Micro Software Inc *		9,500		47
Snowflake Inc, Cl A *		26,200		7,974
SolarWinds *		6,050		103
Splunk Inc *		36,022		5,507
Sprout Social Inc, Cl A *		9,600		1,167
SPS Commerce Inc *		7,658		1,038
Square Inc, Cl A *		85,209		22,842
SS&C Technologies Holdings Inc		49,318		3,731
StarTek Inc *		4,000		24

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
StoneCo Ltd, Cl A *		47,400	$	2,206
Sumo Logic Inc *		18,700		390
SunPower Corp, Cl A *(A)		18,336		395
Super Micro Computer Inc *		10,600		387
Switch Inc, Cl A		27,300		677
Synaptics Inc *		7,687		1,459
SYNNEX Corp		8,681		1,103
Telos *		4,000		132
Tenable Holdings Inc *		19,700		874
Teradata Corp *		22,800		1,247
Trade Desk Inc/The, Cl A *		93,900		7,517
TTEC Holdings Inc		3,927		414
TTM Technologies Inc *		21,487		301
Tucows Inc, Cl A *(A)		1,800		133
Turtle Beach Corp *		4,000		114
Twilio Inc, Cl A *		35,342		12,616
Ubiquiti Inc		1,400		456
Ultra Clean Holdings Inc *		8,952		414
Unisys Corp *		14,083		341
Unity Software Inc *		32,400		4,107
Universal Display Corp		9,651		2,013
Upland Software Inc *		5,700		222
Varonis Systems Inc, Cl B *		22,600		1,560
Veeco Instruments Inc *		9,910		226
Velodyne Lidar *(A)		17,700		117
Verint Systems Inc *		15,150		676
Veritone *		5,500		115
Verra Mobility Corp, Cl A *		30,500		473
Viant Technology, Cl A *		2,600		36
Viasat Inc *		13,856		716
Viavi Solutions Inc *		48,800		795
VirnetX Holding Corp *		20,442		92
Vishay Intertechnology Inc		30,417		668
Vishay Precision Group Inc *		3,164		118
VMware Inc, Cl A *(A)		17,317		2,578
Vonage Holdings Corp *		53,020		748
Vontier Corp		36,300		1,320
WEX Inc *		9,976		1,831
Wix.com Ltd *		11,700		2,598
Workday Inc, Cl A *		40,366		11,026
Workiva Inc, Cl A *		9,200		1,291
Xerox Holdings Corp		32,000		720
Xperi Holding Corp		22,450		480
Yext Inc *		25,100		339
Zendesk Inc *		25,923		3,204
Zix Corp *		11,213		87
Zoom Video Communications Inc, Cl A *		46,621		13,497
Zscaler Inc *		17,000		4,732

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Zuora Inc, Cl A *		22,200	$	377
				431,552
Materials — 3.7%
AdvanSix Inc *		5,900		215
Alcoa Corp *		40,100		1,779
Allegheny Technologies Inc *		30,100		538
American Vanguard Corp		8,099		124
Amyris Inc *		37,000		557
AptarGroup Inc		14,666		1,977
Arconic Corp *		23,600		814
Ardagh Group SA, Cl A		5,500		144
Ashland Global Holdings Inc		11,808		1,076
Avient Corp		19,432		1,012
Axalta Coating Systems Ltd *		43,700		1,335
Balchem Corp		6,688		939
Berry Global Group Inc *		30,141		2,025
Cabot Corp		12,532		669
Carpenter Technology Corp		9,901		330
Century Aluminum Co *		12,297		158
Chase Corp		1,500		172
Chemours Co/The		35,300		1,183
Clearwater Paper Corp *		2,951		96
Cleveland-Cliffs Inc *(A)		101,660		2,386
Coeur Mining Inc *		53,861		380
Commercial Metals Co		25,641		836
Compass Minerals International Inc		7,340		491
Constellium, Cl A *		27,400		554
Crown Holdings Inc		27,851		3,058
Danimer Scientific *		15,800		309
Diversey Holdings *		12,800		224
Domtar Corp *		10,350		567
Eagle Materials Inc		8,783		1,378
Ecovyst *		12,200		159
Element Solutions Inc		49,700		1,130
Ferro Corp *		17,505		364
Forterra Inc *		5,600		129
FutureFuel Corp		3,876		31
Gatos Silver *		7,500		108
GCP Applied Technologies Inc *		12,924		308
Glatfelter		8,571		135
Graphic Packaging Holding Co		60,617		1,244
Greif Inc, Cl A		5,419		343
Greif Inc, Cl B		1,300		80
Hawkins Inc		3,546		134
Haynes International Inc		2,823		111
HB Fuller Co		11,133		752
Hecla Mining Co		117,868		725
Huntsman Corp		45,224		1,195
Ingevity Corp *		8,600		691
Innospec Inc		5,213		488
Intrepid Potash *		1,960		61

22 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kaiser Aluminum Corp		3,754	$	474
Koppers Holdings Inc *		4,473		147
Kraton Corp *		7,080		298
Kronos Worldwide Inc		3,484		46
Livent Corp *		33,000		821
Louisiana-Pacific Corp		21,342		1,354
Marrone Bio Innovations *		12,500		12
Materion Corp		4,274		312
Minerals Technologies Inc		7,524		592
MP Materials *(A)		16,300		547
Myers Industries Inc		7,018		160
Neenah Inc		3,393		171
NewMarket Corp		1,397		489
Novagold Resources Inc *		55,300		400
O-I Glass Inc, Cl I *		33,800		511
Olin Corp		30,816		1,536
Olympic Steel Inc		1,927		53
Orion Engineered Carbons SA *		14,400		254
Pactiv Evergreen Inc		8,700		120
Perpetua Resources *		5,700		29
PolyMet Mining *		6,200		21
PureCycle Technologies *(A)		8,200		121
Quaker Chemical Corp (A)		2,934		760
Ranpak Holdings Corp, Cl A *		6,900		212
Rayonier Advanced Materials Inc *		9,817		69
Reliance Steel & Aluminum Co		14,138		2,121
Royal Gold Inc		14,702		1,637
RPM International Inc		28,288		2,328
Ryerson Holding Corp		1,400		32
Schnitzer Steel Industries Inc, Cl A		5,456		258
Schweitzer-Mauduit International Inc		8,138		311
Scotts Miracle-Gro Co/The, Cl A		8,759		1,374
Sensient Technologies Corp		9,035		785
Silgan Holdings Inc		18,060		766
Sonoco Products Co		21,521		1,405
Southern Copper Corp		18,129		1,135
Steel Dynamics Inc		44,437		2,999
Stepan Co		4,625		544
Summit Materials Inc, Cl A *		25,706		866
SunCoke Energy Inc		14,846		103
TimkenSteel Corp *		7,904		108
Tredegar Corp		5,341		71
Trinseo SA		8,900		462
Tronox Holdings PLC		24,400		516
UFP Technologies Inc *		1,800		126
United States Lime & Minerals Inc		400		58
United States Steel Corp		57,400		1,535
Valhi		500		12
Valvoline Inc		38,836		1,171
Verso Corp		8,300		158
W R Grace & Co *		12,124		844
Warrior Met Coal Inc		12,600		282

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Westlake Chemical Corp		7,110	$	621
Worthington Industries Inc		7,402		429
Zymergen *(A)		4,700		62
				66,142
Real Estate — 6.9%
Acadia Realty Trust ‡		20,139		427
Agree Realty Corp ‡		14,347		1,070
Alexander & Baldwin Inc ‡		16,191		338
Alexander’s Inc ‡		488		130
American Assets Trust Inc ‡		10,691		426
American Campus Communities Inc ‡		30,562		1,554
American Finance Trust Inc ‡		26,000		224
American Homes 4 Rent, Cl A ‡		61,700		2,588
Americold Realty Trust ‡		54,100		1,988
Apartment Income ‡		33,500		1,702
Apartment Investment and Management Co, Cl A *‡		30,100		216
Apple Hospitality Inc ‡		44,900		664
Armada Hoffler Properties Inc ‡		13,800		185
Ashford Hospitality Trust *‡(A)		3,050		47
Braemar Hotels & Resorts Inc *‡		9,500		48
Brandywine Realty Trust ‡		37,039		514
Brixmor Property Group Inc ‡		61,900		1,452
Broadstone Net Lease Inc, Cl A ‡		31,200		855
BRT Apartments Corp ‡		2,400		47
Camden Property Trust ‡		20,238		3,036
CareTrust Inc ‡		22,653		498
CatchMark Timber Trust Inc, Cl A ‡		7,800		90
Centerspace ‡		2,603		263
Chatham Lodging Trust *‡		13,735		165
City Office Inc ‡		11,000		176
Clipper Realty Inc ‡		3,500		29
Columbia Property Trust Inc ‡		24,600		411
Community Healthcare Trust Inc ‡		5,400		262
CorePoint Lodging Inc *‡		8,250		119
CoreSite Realty Corp ‡		9,173		1,361
Corporate Office Properties Trust ‡		24,130		680
Cousins Properties Inc ‡		31,845		1,228
CTO Realty Growth ‡		618		35
CubeSmart ‡		43,022		2,302
Cushman & Wakefield PLC *		24,000		435
CyrusOne Inc ‡		26,229		2,019
DiamondRock Hospitality Co *‡		44,907		406
DigitalBridge Group *‡(A)		102,094		704
Diversified Healthcare Trust ‡		55,107		207
Douglas Emmett Inc ‡		34,785		1,148
Easterly Government Properties Inc, Cl A ‡		17,800		380
EastGroup Properties Inc ‡		8,485		1,529
Empire State Realty Trust Inc, Cl A ‡		30,700		315
EPR Properties ‡		15,451		784
Equity Commonwealth *‡		25,044		660

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Equity LifeStyle Properties Inc ‡		37,364	$	3,179
Essential Properties Realty Trust Inc ‡		25,600		830
eXp World Holdings Inc		12,200		559
Farmland Partners Inc ‡		9,000		110
Fathom Holdings *		1,100		31
First Industrial Realty Trust Inc ‡		27,653		1,548
Forestar Group Inc *		2,567		53
Four Corners Property Trust Inc ‡		16,319		467
Franklin Street Properties Corp ‡		11,796		57
FRP Holdings Inc *		838		48
Gaming and Leisure Properties Inc ‡		49,031		2,417
GEO Group Inc/The *‡(A)		30,685		238
Getty Realty Corp ‡		9,189		291
Gladstone Commercial Corp ‡		8,919		202
Gladstone Land Corp ‡		6,000		141
Global Medical Inc ‡		8,900		137
Global Net Lease Inc ‡		22,333		380
Healthcare Realty Trust Inc ‡		30,255		909
Healthcare Trust of America Inc, Cl A ‡		45,550		1,381
Hersha Hospitality Trust, Cl A *‡		9,019		85
Highwoods Properties Inc ‡		21,468		981
Howard Hughes Corp/The *		8,817		798
Hudson Pacific Properties Inc ‡		30,670		809
Independence Realty Trust Inc ‡		21,301		436
Indus Realty Trust ‡		203		14
Industrial Logistics Properties Trust ‡		15,409		423
Innovative Industrial Properties Inc, Cl A ‡(A)		4,900		1,205
Invitation Homes Inc ‡		124,781		5,138
iStar Inc ‡(A)		16,418		434
JBG SMITH Properties ‡		26,600		801
Jones Lang LaSalle Inc *		11,347		2,751
Kennedy-Wilson Holdings Inc		25,929		570
Kilroy Realty Corp ‡		25,943		1,703
Kite Realty Group Trust ‡		17,955		364
Lamar Advertising Co, Cl A ‡		19,197		2,185
Lexington Realty Trust, Cl B ‡		58,590		793
Life Storage Inc ‡		16,339		2,033
LTC Properties Inc ‡		9,217		318
Macerich Co ‡		43,245		739
Mack-Cali Realty Corp *‡		18,267		327
Marcus & Millichap Inc *		5,100		200
Medical Properties Trust Inc ‡		128,462		2,631
Monmouth Real Estate Investment Corp, Cl A ‡		22,546		428
National Health Investors Inc ‡		9,364		560
National Retail Properties Inc ‡		39,043		1,859
National Storage Affiliates Trust ‡		17,100		979
NETSTREIT Corp ‡		6,900		178
New Senior Investment Group Inc ‡		16,600		145
Newmark Group Inc, Cl A		34,005		463
NexPoint Residential Trust Inc ‡		4,900		317

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Office Properties Income Trust ‡		10,391	$	276
Omega Healthcare Investors Inc ‡		52,457		1,759
One Liberty Properties Inc ‡		2,562		82
Opendoor Technologies *(A)		75,000		1,330
Outfront Media Inc ‡		31,109		770
Paramount Group Inc ‡		39,000		345
Park Hotels & Resorts Inc *‡		50,459		966
Pebblebrook Hotel Trust ‡		28,025		617
Physicians Realty Trust ‡		47,900		887
Piedmont Office Realty Trust Inc, Cl A ‡		27,066		482
Plymouth Industrial Inc ‡		8,200		193
Postal Realty Trust, Cl A ‡		2,600		51
PotlatchDeltic Corp ‡		14,112		733
Preferred Apartment Communities Inc, Cl A ‡		11,600		145
PS Business Parks Inc ‡		4,328		680
Rafael Holdings Inc, Cl B *‡		1,600		67
Rayonier Inc ‡		29,653		1,091
RE/MAX Holdings Inc, Cl A		3,200		107
Realogy Holdings Corp *		25,102		441
Redfin Corp *(A)		21,100		1,025
Retail Opportunity Investments Corp ‡		24,959		451
Retail Properties of America Inc, Cl A ‡		48,903		646
Retail Value Inc ‡		3,344		84
Rexford Industrial Realty Inc ‡		28,800		1,784
RLJ Lodging Trust ‡		35,054		506
RMR Group Inc/The, Cl A		4,170		193
RPT Realty ‡		16,337		211
Ryman Hospitality Properties Inc *‡		11,760		977
Sabra Health Care Inc ‡		47,520		760
Safehold Inc ‡		3,700		332
Saul Centers Inc ‡		2,144		99
Seritage Growth Properties *‡(A)		7,500		121
Service Properties Trust ‡		38,741		443
SITE Centers Corp ‡		36,607		590
SL Green Realty Corp ‡		15,100		1,058
Spirit Realty Capital Inc ‡		24,613		1,274
St Joe Co/The		8,100		375
STAG Industrial Inc ‡		34,356		1,452
STORE Capital Corp ‡		54,500		1,966
Summit Hotel Properties Inc *‡		21,429		200
Sun Communities Inc ‡		24,321		4,900
Sunstone Hotel Investors Inc *‡		46,038		534
Tanger Factory Outlet Centers Inc ‡(A)		23,549		394
Tejon Ranch Co *		6,376		123
Terreno Realty Corp ‡		14,663		980
UMH Properties Inc ‡		8,300		197
Uniti Group Inc ‡		43,060		563
Universal Health Realty Income Trust ‡		3,116		185
Urban Edge Properties ‡		24,800		470
Urstadt Biddle Properties Inc, Cl A ‡		6,156		117
VEREIT Inc ‡		49,100		2,481

24 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
VICI Properties Inc ‡		118,300	$	3,657
Washington ‡		18,113		455
Whitestone, Cl B ‡		7,077		69
WP Carey Inc ‡		37,800		2,953
Xenia Hotels & Resorts Inc *‡		25,700		448
				121,457
Utilities — 1.9%
ALLETE Inc		11,270		760
American States Water Co		7,874		726
Artesian Resources Corp, Cl A		2,184		86
Avangrid Inc (A)		12,950		708
Avista Corp		14,852		622
Black Hills Corp		13,102		921
Brookfield Infrastructure Corp, Cl A (A)		7,700		490
Brookfield Renewable Corp, Cl A		26,713		1,170
Cadiz Inc *		4,300		58
California Water Service Group		11,241		714
Chesapeake Utilities Corp		3,815		499
Clearway Energy Inc, Cl A		7,000		208
Clearway Energy Inc, Cl C		18,300		574
Essential Utilities Inc		49,737		2,468
Global Water Resources Inc		2,800		56
Hawaiian Electric Industries Inc		22,058		962
IDACORP Inc		10,524		1,109
MDU Resources Group Inc		42,832		1,378
MGE Energy Inc		8,214		661
Middlesex Water Co		4,001		438
National Fuel Gas Co		18,288		947
New Jersey Resources Corp		20,594		769
Northwest Natural Holding Co		6,576		338
NorthWestern Corp		10,846		690
OGE Energy Corp		44,576		1,578
ONE Gas Inc		11,300		812
Ormat Technologies Inc (A)		9,934		707
Otter Tail Corp		9,546		524
PG&E Corp *		323,800		2,969
PNM Resources Inc		18,317		907
Portland General Electric Co		18,700		960
Pure Cycle Corp *		5,900		88
SJW Group		6,264		434
South Jersey Industries Inc		22,596		561
Southwest Gas Holdings Inc		12,441		875
Spire Inc		10,803		721
Sunnova Energy International Inc *		18,900		684
UGI Corp		46,296		2,144
Unitil Corp		3,058		152
Via Renewables, Cl A		2,000		22
Vistra Corp		106,968		2,042

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
York Water Co/The		2,352	$	121
				33,653
Total Common Stock (Cost $1,035,983) ($ Thousands)				1,753,508
	Number of Rights
RIGHTS — 0.0%
NewStar Financial Inc CVR *‡‡(C)		3,393		1
Media General Inc CVR *‡‡(C)		20,200		–
Tobira Therapeutics CVR *‡‡(C)		2,300		–
Total Rights (Cost $—) ($ Thousands)				1
	Shares
AFFILIATED PARTNERSHIP — 4.3%
SEI Liquidity Fund, L.P.     0.010% **†(D)		74,525,421		74,536
Total Affiliated Partnership (Cost $74,526) ($ Thousands)				74,536
CASH EQUIVALENT — 0.5%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		9,674,255		9,674
Total Cash Equivalent (Cost $9,674) ($ Thousands)				9,674
Total Investments in Securities — 104.3% (Cost $1,120,183) ($ Thousands)			$	1,837,719

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Extended Market Index Fund (Concluded)

A list of open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration     Date		Notional Amount (Thousands)		Value   (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Russell 2000 Index E-MINI		58		Sep-2021	$	6,738	$	6,587	$	(151	)
S&P Mid Cap 400 Index E-MINI		20		Sep-2021		5,440		5,504		64
					$	12,178	$	12,091	$	(87	)

Percentages are based on Net Assets of $1,761,957 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^‡  Real Estate Investment Trust.

^†  Investment in Affiliated Security.

^‡‡  Expiration date not available.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $74,631 ($ Thousands).

(B) Security is a Master Limited Partnership. At August 31, 2021, such securities amounted to $1,172 ($ Thousands), or 0.1% of the Net Assets of the Fund.

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

(D) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $74,536 ($ Thousands).

Cl — Class

CVR — Contingent Value Rights

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

SPX — Standard & Poor’s 500 Index

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		1,753,508			–		–		1,753,508
Rights		–			–		1		1
Affiliated Partnership		–			74,536		–		74,536
Cash Equivalent		9,674			–		–		9,674
Total Investments in Securities		1,763,182			74,536		1		1,837,719
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		64			–		–		64
Unrealized Depreciation		(151	)		–		–		(151	)
Total Other Financial Instruments		(87	)		–		–		(87	)

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

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation/ (Depreciation)			Value 8/31/2021		Shares		Income		Capital Gains
SEI Investments Co		$1,682		$93		$(225	)		$71		$(87	)		$1,534		24,419		$10		$—
SEI Liquidity Fund, L.P.		90,850		85,532		(101,837	)		1		(10	)		74,536		74,525,421		135		—
SEI Daily Income Trust, Government Fund, Cl F		7,519		98,030		(95,875	)		—		—			9,674		9,674,255		—		—
Totals		$100,051		$183,655		$(197,937	)		$72		$(97	)		$85,744				$145		$—

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

26 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 98.2%
Communication Services — 2.4%
Advantage Solutions Inc *		18,205	$	158
AMC Networks Inc, Cl A *		9,100		433
Anterix Inc *		4,402		260
ATN International Inc		650		30
Boston Omaha Corp, Cl A *		2,263		81
Cable One Inc		119		250
Cars.com Inc *		10,960		139
Cogent Communications Holdings Inc		2,250		163
Consolidated Communications Holdings Inc *		253		2
DHI Group Inc *		37,500		169
Entercom Communications Corp, Cl A *		54,900		195
Gannett Co Inc *		42,640		271
Genius Sports Ltd *(A)		21,955		450
Globalstar Inc *		106,433		212
Gray Television Inc		22,600		514
Hemisphere Media Group Inc, Cl A *		7,089		87
iHeartMedia Inc, Cl A *		8,393		209
Iridium Communications Inc *		11,081		493
Liberty Latin America Ltd, Cl A *		13,187		188
Madison Square Garden Entertainment Corp *		4,797		385
MediaAlpha Inc, Cl A *		2,790		62
Nexstar Media Group Inc, Cl A		3,600		539
Ooma Inc *		10,368		197
QuinStreet Inc *		14,298		256
TechTarget Inc *		1,550		131
Telephone and Data Systems Inc		12,000		244
TrueCar Inc *		42,657		179
United States Cellular Corp *		900		29
WideOpenWest Inc *		12,050		256
				6,582
Consumer Discretionary — 13.7%
1-800-Flowers.com Inc, Cl A *(A)		11,174		355
Aaron’s Co Inc/The		7,900		209
Academy Sports & Outdoors Inc *		11,590		513
American Axle & Manufacturing Holdings Inc *		41,900		372
American Eagle Outfitters Inc		33,250		1,015
American Outdoor Brands Inc *		8,615		240
American Public Education Inc *		15,428		406
America’s Car-Mart Inc/TX *		1,656		214
Arko Corp *		10,210		106
AutoNation Inc *		2,296		250
Bally’s Corp *		14,560		731
Beazer Homes USA Inc *		19,234		360
Big Lots Inc		7,300		355
Biglari Holdings Inc, Cl B *		987		173
Bluegreen Vacations Holding Corp, Cl A *		4,065		93
Boot Barn Holdings Inc *		12,938		1,155

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Buckle Inc/The		6,012	$	233
Caleres Inc		2,820		69
CarParts.com Inc *		7,037		122
Carriage Services Inc, Cl A		20,671		956
Cato Corp/The, Cl A		12,370		213
Century Casinos Inc *		8,950		120
Chuy’s Holdings Inc *		5,813		188
Citi Trends Inc *		1,090		94
Columbia Sportswear Co		410		42
Conn’s Inc *		8,029		197
Container Store Group Inc/The *		18,900		219
Core-Mark Holding Co Inc		2,050		94
Crocs Inc *		2,800		400
Dana Inc		19,000		442
Del Taco Restaurants Inc		9,859		87
Dick’s Sporting Goods Inc		8,048		1,133
Dillard’s Inc, Cl A		180		34
Dorman Products Inc *		1,160		109
El Pollo Loco Holdings Inc *		23,785		431
Ethan Allen Interiors Inc		32,180		773
Everi Holdings Inc *		12,178		277
Fiesta Restaurant Group Inc *		12,014		144
Five Below Inc *		150		32
Fox Factory Holding Corp *		1,930		297
Genesco Inc *		9,890		613
Gentex Corp		5,400		166
Gentherm Inc *		4,836		415
G-III Apparel Group Ltd *		14,700		455
Goodyear Tire & Rubber Co/The *		8,707		138
Green Brick Partners Inc *		20,346		508
Group 1 Automotive Inc		3,300		546
H&R Block Inc		11,100		285
Hamilton Beach Brands Holding Co, Cl A		7,818		133
Haverty Furniture Cos Inc		28,493		1,015
Helen of Troy Ltd *		850		203
Hibbett Inc		11,956		1,144
Hooker Furniture Corp		12,742		397
Houghton Mifflin Harcourt Co *		19,522		263
Johnson Outdoors Inc, Cl A		1,909		219
La-Z-Boy Inc, Cl Z		9,000		315
Lifetime Brands Inc		5,941		109
Lovesac Co/The *		3,369		191
Lumber Liquidators Holdings Inc *		11,773		246
M/I Homes Inc *		10,000		644
Macy’s Inc		11,600		260
Marine Products Corp		4,099		58
MarineMax Inc *		2,300		112
MasterCraft Boat Holdings Inc *		11,600		289
MDC Holdings Inc		10,600		554
Meritage Homes Corp *		5,200		580
Modine Manufacturing Co *		44,500		554
Monarch Casino & Resort Inc *		460		29

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Motorcar Parts of America Inc *		2,800	$	55
Movado Group Inc		4,957		179
Murphy USA Inc		1,090		169
National Vision Holdings Inc *		5,263		316
Nautilus Inc *(A)		21,098		241
Noodles & Co, Cl A *		8,526		107
Nordstrom Inc *		7,800		223
Office Depot Inc *		7,100		335
Ollie’s Bargain Outlet Holdings Inc *		2,330		169
OneWater Marine Inc, Cl A *		6,890		279
Papa John’s International Inc		2,543		324
Perdoceo Education Corp *		22,359		245
Pool Corp		574		284
Qurate Retail Inc *		23,700		261
Red Rock Resorts Inc, Cl A *		4,943		231
Rent-A-Center Inc/TX, Cl A		6,891		435
Rocky Brands Inc		6,413		319
Sally Beauty Holdings Inc *		20,200		375
Scientific Games Corp, Cl A *		3,102		224
Service Corp International/US		1,200		75
Shoe Carnival Inc		14,676		562
Shutterstock Inc		2,889		333
Signet Jewelers Ltd		8,405		666
Skyline Champion Corp *		6,381		400
Sonic Automotive Inc, Cl A (A)		7,000		354
Sportsman’s Warehouse Holdings Inc *		10,728		190
Standard Motor Products Inc		1,950		84
Superior Group of Cos Inc		4,361		104
Tenneco Inc, Cl A *		13,680		213
Tilly’s Inc, Cl A *		29,295		456
TopBuild Corp *		2,943		644
Tri Pointe Homes Inc *		24,200		575
Tupperware Brands Corp *		9,000		215
Unifi Inc *		18,904		439
Vera Bradley Inc *		5,916		68
Vista Outdoor Inc *		6,370		260
VOXX International Corp, Cl A *		8,180		86
Williams-Sonoma Inc		400		75
Wingstop Inc		7,280		1,252
Winmark Corp		1,851		388
Winnebago Industries Inc		3,300		230
Wyndham Hotels & Resorts Inc		11,710		851
YETI Holdings Inc *		3,026		301
Zumiez Inc *		5,588		225
				37,511
Consumer Staples — 5.1%
Albertsons Cos Inc, Cl A		6,400		194
Beauty Health Co/The *		69,330		1,782
BellRing Brands Inc, Cl A *		9,171		310
BJ’s Wholesale Club Holdings Inc *		10,548		598
Bunge Ltd		3,500		265

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Calavo Growers Inc		900	$	42
Cal-Maine Foods Inc		2,500		90
Casey’s General Stores Inc		1,090		223
Celsius Holdings Inc *		3,925		321
Central Garden & Pet Co, Cl A *		9,530		427
Coca-Cola Consolidated Inc		270		110
Duckhorn Portfolio Inc/The *(A)		8,474		182
Edgewell Personal Care Co		9,100		385
elf Beauty Inc *		8,856		274
Energizer Holdings Inc		11,100		437
Flowers Foods Inc		8,400		203
Freshpet Inc *		6,125		785
Grocery Outlet Holding Corp *		4,000		104
Hain Celestial Group Inc/The *		3,200		120
Ingles Markets Inc, Cl A		13,580		922
Ingredion Inc		9,110		800
Inter Parfums Inc		700		51
J & J Snack Foods Corp		840		138
John B Sanfilippo & Son Inc		910		77
Lancaster Colony Corp		820		145
MGP Ingredients Inc		1,240		81
Natural Grocers by Vitamin Cottage Inc		16,224		196
Nu Skin Enterprises Inc, Cl A		6,859		347
Post Holdings Inc *		690		77
PriceSmart Inc		1,480		125
Sanderson Farms Inc		790		155
Seaboard Corp		14		60
Seneca Foods Corp, Cl A *		8,000		392
SpartanNash Co		23,100		497
Sprouts Farmers Market Inc *		32,871		818
Tootsie Roll Industries Inc		7,574		240
Turning Point Brands Inc		10,110		503
Universal Corp/VA		8,150		412
USANA Health Sciences Inc *		780		76
Vector Group Ltd		3,800		57
Veru Inc *		10,240		91
Village Super Market Inc, Cl A		16,744		375
WD-40 Co		520		125
Weis Markets Inc		5,312		302
Whole Earth Brands Inc *		2,300		29
				13,943
Energy — 1.9%
Aspen Aerogels Inc *		5,494		240
Berry Corp		12,050		72
Bonanza Creek Energy Inc		15,318		596
Comstock Resources Inc *		27,560		163
Denbury Inc *		2,772		195
DHT Holdings Inc		64,900		359
Dorian LPG Ltd *		4,630		61
Green Plains Inc *		7,217		253
Magnolia Oil & Gas Corp, Cl A		12,794		201

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
National Energy Services Reunited Corp *		24,501	$	278
Northern Oil and Gas Inc		5,920		98
PDC Energy Inc		16,400		685
RPC Inc *		13,580		52
Scorpio Tankers Inc		6,070		99
SFL Corp Ltd		30,560		246
Solaris Oilfield Infrastructure Inc, Cl A		6,620		49
Southwestern Energy Co *		61,300		279
VAALCO Energy Inc *		68,300		167
W&T Offshore Inc *		168,490		549
World Fuel Services Corp		20,000		647
				5,289
Financials — 16.2%
Alerus Financial Corp		800		24
Alleghany Corp *		330		223
Amalgamated Financial Corp		7,496		117
Amerant Bancorp Inc, Cl A *		2,940		78
American Equity Investment Life Holding Co		9,300		295
American National Group Inc		2,700		520
AMERISAFE Inc		1,450		83
Apollo Commercial Real Estate Finance Inc		18,100		281
Apollo Investment Corp		21,366		294
Arbor Realty Trust Inc ‡		22,000		402
ARMOUR Residential Inc ‡		20,530		223
Arrow Financial Corp		2,468		91
Associated Banc-Corp		30,700		633
Assurant Inc		1,460		248
Atlantic Capital Bancshares Inc *		5,815		141
Axis Capital Holdings Ltd		2,250		115
B Riley Financial Inc		2,325		152
Banco Latinoamericano de Comercio Exterior SA, Cl E		4,480		76
Bank First Corp		300		21
Bank of Marin Bancorp		4,050		147
BlackRock Capital Investment Corp		30,040		126
Bridgewater Bancshares Inc *		7,183		117
Brown & Brown Inc		4,500		261
BRP Group Inc, Cl A *		7,482		282
Cambridge Bancorp		300		26
Camden National Corp		11,700		546
Capital Bancorp Inc		3,860		92
Capital City Bank Group Inc		1,400		32
Carter Bankshares Inc *		12,259		149
Cathay General Bancorp		16,700		664
Cboe Global Markets Inc		1,970		249
Central Pacific Financial Corp		7,630		193
CNB Financial Corp/PA		900		22
CNO Financial Group Inc		43,200		1,057
Columbia Financial Inc *		4,400		79
Community Trust Bancorp Inc		7,300		304
Crawford & Co, Cl A		13,290		132

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Curo Group Holdings Corp		4,209	$	69
Customers Bancorp Inc *		17,074		707
Diamond Hill Investment Group Inc		260		48
Dime Community Bancshares Inc		3,434		113
Donnelley Financial Solutions Inc *		7,023		234
Dynex Capital Inc		26,070		463
Employers Holdings Inc		750		31
Enova International Inc *		3,250		107
Equity Bancshares Inc, Cl A *		2,742		88
Erie Indemnity Co, Cl A		910		161
Everest Re Group Ltd		900		238
EZCORP Inc, Cl A *		24,940		172
FactSet Research Systems Inc		670		255
Farmers National Banc Corp		10,610		166
Federal Agricultural Mortgage Corp, Cl C		6,800		666
Federated Hermes Inc, Cl B		14,200		480
Financial Institutions Inc		13,961		443
First American Financial Corp		3,100		219
First Bancshares Inc/The		2,497		101
First Busey Corp		17,400		412
First Business Financial Services Inc		9,400		266
First Commonwealth Financial Corp		20,100		272
First Community Bankshares Inc		6,390		200
First Financial Bankshares Inc		16,120		768
First Financial Corp/IN		2,970		120
First Horizon Corp		21,000		344
First Internet Bancorp		4,429		132
First of Long Island Corp/The		4,835		102
Flagstar Bancorp Inc		11,300		559
Flushing Financial Corp		25,051		574
FNB Corp/PA		50,400		589
FS KKR Capital Corp		14,600		337
Fulton Financial Corp		25,500		404
Great Southern Bancorp Inc		1,050		57
Great Western Bancorp Inc		9,600		297
Greenhill & Co Inc		9,610		142
Greenlight Capital Re Ltd, Cl A *		8,480		71
Hamilton Lane Inc, Cl A		13,685		1,178
Hancock Whitney Corp		8,000		368
Hanmi Financial Corp		27,313		527
Hanover Insurance Group Inc/The		4,910		694
HarborOne Bancorp Inc		40,809		577
HBT Financial Inc		7,720		126
HCI Group Inc		40		4
Heritage Commerce Corp		7,602		86
Heritage Insurance Holdings Inc		20,889		146
Hilltop Holdings Inc		17,000		569
HomeStreet Inc		10,600		433
HomeTrust Bancshares Inc		5,030		140
Hope Bancorp Inc		54,300		749
Houlihan Lokey Inc, Cl A		1,990		180
Independent Bank Corp/MI		32,680		684

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
International Bancshares Corp		300	$	13
Invesco Mortgage Capital Inc		76,500		239
Investors Bancorp Inc		31,100		445
Kearny Financial Corp/MD		6,913		88
Kinsale Capital Group Inc		780		142
KKR Real Estate Finance Trust Inc		3,362		72
Lakeland Bancorp Inc		32,130		542
LendingClub Corp *		8,794		273
Macatawa Bank Corp		11,947		98
MBIA Inc *		2,800		31
Mercantile Bank Corp		12,910		403
Merchants Bancorp/IN		4,260		156
Mercury General Corp		3,749		224
Metropolitan Bank Holding Corp *		2,540		199
Midland States Bancorp Inc		13,400		339
Morningstar Inc		770		206
MVB Financial Corp		600		24
National Western Life Group Inc, Cl A		269		60
New Mountain Finance Corp		22,600		302
New Residential Investment Corp ‡		31,400		343
New York Mortgage Trust Inc ‡		57,400		254
Nicolet Bankshares Inc *		7,151		546
Oaktree Specialty Lending Corp		39,300		288
OFG Bancorp		22,500		536
Old National Bancorp/IN		14,400		240
OneMain Holdings Inc, Cl A		4,447		257
Oportun Financial Corp *		3,963		100
Oppenheimer Holdings Inc, Cl A		10,408		485
Origin Bancorp Inc		1,190		49
Palomar Holdings Inc, Cl A *		960		86
PCSB Financial Corp		8,853		161
Peapack-Gladstone Financial Corp		4,003		133
PennantPark Investment Corp		55,400		360
PennyMac Mortgage Investment Trust ‡		16,000		311
Peoples Bancorp Inc/OH		11,110		347
Piper Sandler Cos		850		121
PJT Partners Inc		1,750		138
Popular Inc		9,300		706
Primis Financial Corp		14,600		219
Prospect Capital Corp		19,800		157
Provident Bancorp Inc		5,433		88
Pzena Investment Management Inc, Cl A		16,394		179
QCR Holdings Inc		1,400		73
RBB Bancorp		7,490		193
Redwood Trust Inc ‡		28,900		360
Regional Management Corp		13,666		812
RenaissanceRe Holdings Ltd		1,380		216
Republic Bancorp Inc/KY, Cl A		5,400		271
RLI Corp		1,580		173
Safety Insurance Group Inc		720		59
Selective Insurance Group Inc		2,280		191
Selectquote Inc *		9,345		89

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Sierra Bancorp		800	$	20
Simmons First National Corp, Cl A		9,500		276
Sixth Street Specialty Lending Inc		17,200		392
SmartFinancial Inc		800		20
Southern First Bancshares Inc *		450		23
Southern Missouri Bancorp Inc		500		23
Spirit of Texas Bancshares Inc		13,563		321
StepStone Group Inc, Cl A		11,625		556
Stewart Information Services Corp		1,900		120
Stifel Financial Corp		11,295		780
Synovus Financial Corp		12,000		517
Trean Insurance Group Inc *		13,613		139
TriCo Bancshares		2,200		87
TriState Capital Holdings Inc *		5,180		105
UMB Financial Corp		720		66
Umpqua Holdings Corp		22,700		442
United Community Banks Inc/GA		22,410		676
United Fire Group Inc		1,100		29
Universal Insurance Holdings Inc		30,515		435
Univest Financial Corp		9,960		270
Virtus Investment Partners Inc		200		63
W R Berkley Corp		3,080		232
Waterstone Financial Inc		26,719		542
White Mountains Insurance Group Ltd		128		143
WisdomTree Investments Inc		10,090		64
World Acceptance Corp *		280		53
WSFS Financial Corp		1,800		82
				44,236
Health Care — 17.1%
Acadia Healthcare Co Inc *		22,593		1,494
Acceleron Pharma Inc *		1,200		161
Accuray Inc *		24,973		102
Aerie Pharmaceuticals Inc *		2,400		36
Affimed NV *		25,782		182
Albireo Pharma Inc *		4,327		132
Alkermes PLC *		12,036		377
Amedisys Inc *		760		139
AMN Healthcare Services Inc *		14,231		1,615
Amneal Pharmaceuticals Inc *		13,770		78
Amphastar Pharmaceuticals Inc *		4,000		79
AnaptysBio Inc *		21,062		539
AngioDynamics Inc *		10,836		307
Anika Therapeutics Inc *		5,134		221
Apellis Pharmaceuticals Inc *		4,589		302
Apyx Medical Corp *		5,719		68
Arcturus Therapeutics Holdings Inc *		1,849		101
Arcutis Biotherapeutics Inc *		3,070		65
Arena Pharmaceuticals Inc *		1,500		79
Arvinas Inc *		2,850		246
Atrion Corp		50		35
Aveanna Healthcare Holdings Inc *		10,781		102

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Avid Bioservices Inc *		14,709	$	357
Avidity Biosciences Inc *		10,977		251
Axogen Inc *		4,049		69
Axonics Inc *		3,785		284
Beam Therapeutics Inc *		2,616		290
Beyondspring Inc *(A)		8,542		267
BioCryst Pharmaceuticals Inc *		17,823		284
BioDelivery Sciences International Inc *		115,320		445
Biohaven Pharmaceutical Holding Co Ltd *		3,078		404
Bio-Techne Corp		538		269
Black Diamond Therapeutics Inc *(A)		10,985		111
Blueprint Medicines Corp *		1,360		127
Bruker Corp		2,560		226
Castle Biosciences Inc *		1,050		81
Catalent Inc *		2,360		308
Catalyst Pharmaceuticals Inc *		46,200		255
Celldex Therapeutics Inc *		6,072		320
Cerevel Therapeutics Holdings Inc *(A)		7,065		224
Charles River Laboratories International Inc *		390		173
Chemed Corp		448		214
Collegium Pharmaceutical Inc *		1,800		37
Computer Programs and Systems Inc *		6,050		215
CorVel Corp *		750		124
Cross Country Healthcare Inc *		12,569		273
CryoPort Inc *		7,065		449
Curis Inc *		18,260		162
Cutera Inc *		1,855		92
Cytokinetics Inc *		8,246		272
CytomX Therapeutics Inc *		11,966		61
Dynavax Technologies Corp, Cl A *(A)		28,205		549
Eagle Pharmaceuticals Inc/DE *		8,431		450
Eargo Inc *		6,836		137
Enanta Pharmaceuticals Inc *		1,350		77
Encompass Health Corp		2,600		204
Endo International PLC *		104,900		240
Ensign Group Inc/The		15,366		1,255
Forma Therapeutics Holdings Inc *		3,370		81
Generation Bio Co *		5,581		140
Globus Medical Inc, Cl A *		6,239		509
Halozyme Therapeutics Inc *		19,705		827
Harpoon Therapeutics Inc *		9,957		94
HealthStream Inc *		9,710		295
Henry Schein Inc *		2,930		221
Heska Corp *		7,523		1,996
Hill-Rom Holdings Inc		1,820		265
Hookipa Pharma Inc *		8,383		58
ICU Medical Inc *		740		148
Inari Medical Inc *		1,006		82
Innoviva Inc *		72,537		1,107
Inspire Medical Systems Inc *		2,245		502
Intellia Therapeutics Inc *		2,780		446

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Intercept Pharmaceuticals Inc *(A)		5,292	$	79
Invacare Corp *		8,960		76
iRadimed Corp *		2,919		99
Ironwood Pharmaceuticals Inc, Cl A *		58,200		762
IVERIC bio Inc *		24,690		261
Jazz Pharmaceuticals PLC *		1,300		171
KalVista Pharmaceuticals Inc *		3,717		76
Kiniksa Pharmaceuticals Ltd, Cl A *		7,573		95
Lannett Co Inc *		15,700		55
LeMaitre Vascular Inc		2,975		168
Lexicon Pharmaceuticals Inc *		17,220		81
LHC Group Inc *		1,020		190
Maravai LifeSciences Holdings Inc, Cl A *		5,135		304
Masimo Corp *		880		239
Medpace Holdings Inc *		650		119
MeiraGTx Holdings plc *		10,180		127
Meridian Bioscience Inc *		6,859		139
Mesa Laboratories Inc		230		61
Mirum Pharmaceuticals Inc *		4,016		65
ModivCare Inc *		690		136
Molina Healthcare Inc *		950		255
Morphic Holding Inc *		1,100		69
Mustang Bio Inc *		23,011		70
Natera Inc *		9,653		1,143
National HealthCare Corp		1,100		81
Natus Medical Inc *		3,900		103
Neogen Corp *		4,300		188
Neoleukin Therapeutics Inc *		8,666		71
NextGen Healthcare Inc *		5,200		79
Omnicell Inc *		13,712		2,129
OptimizeRx Corp *		4,881		323
Option Care Health Inc *		11,058		296
OraSure Technologies Inc *		6,310		69
ORIC Pharmaceuticals Inc *		4,170		92
Orthofix Medical Inc *		2,000		85
OrthoPediatrics Corp *		600		42
Outset Medical Inc *		1,861		92
Patterson Cos Inc		7,500		230
PAVmed Inc *(A)		39,174		286
Perrigo Co PLC		1,800		74
Phathom Pharmaceuticals Inc *		1,100		39
Phibro Animal Health Corp, Cl A		2,500		61
Phreesia Inc *		4,246		304
PLx Pharma Inc *		13,360		237
PMV Pharmaceuticals Inc *		2,570		78
Precigen Inc *		4,196		25
Precision BioSciences Inc *		6,254		79
Premier Inc, Cl A		4,500		167
Prestige Consumer Healthcare Inc *		19,350		1,110
Progyny Inc *		26,560		1,484
Protagonist Therapeutics Inc *		5,873		285
Prothena Corp PLC *		9,756		655

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Pulmonx Corp *		3,200	$	129
Puma Biotechnology Inc *		13,674		104
QIAGEN NV *		2,750		153
Radius Health Inc *		8,300		115
RadNet Inc *		6,686		210
RAPT Therapeutics Inc *		8,790		287
Relmada Therapeutics Inc *		1,300		31
Repligen Corp *		6,920		1,958
Rigel Pharmaceuticals Inc *		51,325		195
Rubius Therapeutics Inc *		8,330		181
Scholar Rock Holding Corp *		2,635		104
SeaSpine Holdings Corp *		2,400		40
Select Medical Holdings Corp		10,400		360
Selecta Biosciences Inc *		41		—
Seres Therapeutics Inc *		9,892		63
Sharps Compliance Corp *		7,218		65
Shockwave Medical Inc *		2,162		463
SIGA Technologies Inc *		36,720		240
Simulations Plus Inc		1,400		62
Spectrum Pharmaceuticals Inc *		36,580		86
STAAR Surgical Co *		2,516		389
Stoke Therapeutics Inc *		2,376		62
Surface Oncology Inc *		19,670		125
Surmodics Inc *		3,256		196
Sutro Biopharma Inc *		7,098		154
Syndax Pharmaceuticals Inc *		4,584		80
Syros Pharmaceuticals Inc *		29,657		157
Tenet Healthcare Corp *		9,719		732
Triple-S Management Corp, Cl B *		13,531		481
United Therapeutics Corp *		10,807		2,322
Utah Medical Products Inc		1,110		98
Vanda Pharmaceuticals Inc *		34,200		573
Viemed Healthcare Inc *		36,886		236
Vocera Communications Inc *		1,750		85
Xencor Inc *		900		30
				46,957
Industrials — 14.4%
ABM Industries Inc		3,700		183
ACCO Brands Corp		49,600		465
Advanced Drainage Systems Inc		1,576		180
Air Lease Corp, Cl A		5,800		230
Alaska Air Group Inc *		3,400		195
Allegiant Travel Co, Cl A *		3,250		625
Allied Motion Technologies Inc		1,930		67
American Woodmark Corp *		3,200		225
Apogee Enterprises Inc		12,700		546
Applied Industrial Technologies Inc		840		75
ArcBest Corp		9,000		601
Atkore Inc *		10,200		946
Atlas Air Worldwide Holdings Inc *		8,800		644
CACI International Inc, Cl A *		800		206

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CAI International Inc		4,846	$	271
Casella Waste Systems Inc, Cl A *		2,350		174
CBIZ Inc *		3,900		133
CECO Environmental Corp *		7,301		55
Chart Industries Inc *		1,576		297
Clean Harbors Inc *		2,050		210
Concrete Pumping Holdings Inc *		6,320		53
CoreCivic Inc *‡		22,000		214
Cornerstone Building Brands Inc *		15,532		258
Costamare Inc		35,866		516
Covenant Logistics Group Inc, Cl A *		11,986		292
CRA International Inc		6,052		563
Crane Co		3,900		397
Curtiss-Wright Corp		2,100		256
Daseke Inc *		12,841		121
Deluxe Corp		7,700		295
Ducommun Inc *		4,495		237
DXP Enterprises Inc/TX *		6,062		182
Echo Global Logistics Inc *		1,217		40
EMCOR Group Inc		3,700		450
Energy Recovery Inc *		5,890		120
Ennis Inc		25,967		504
Exponent Inc		16,355		1,912
Federal Signal Corp		13,190		536
Forrester Research Inc *		1,715		82
Forward Air Corp		1,660		146
Franklin Covey Co *		10,319		449
FTI Consulting Inc *		1,490		208
Genco Shipping & Trading Ltd		4,661		91
Generac Holdings Inc *		4,124		1,802
Global Industrial Co		10,162		391
GMS Inc *		8,000		395
Gorman-Rupp Co/The		200		7
Hawaiian Holdings Inc *		10,800		218
HC2 Holdings Inc *		23,160		88
Heartland Express Inc		4,500		76
Heidrick & Struggles International Inc		5,498		238
Helios Technologies Inc		16,630		1,357
Herc Holdings Inc *		16,057		2,111
Herman Miller Inc		7,836		329
Hub Group Inc, Cl A *		2,050		144
Hubbell Inc, Cl B		1,000		206
ICF International Inc		1,190		111
Insteel Industries Inc		3,505		130
Interface Inc, Cl A		23,600		339
John Bean Technologies Corp		6,150		897
Kadant Inc		520		109
Kelly Services Inc, Cl A		18,800		365
Kforce Inc		4,600		269
Korn Ferry		3,843		272
Landstar System Inc		1,380		232
Lydall Inc *		1,970		122

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Manitowoc Co Inc/The *		4,460	$	108
ManTech International Corp/VA, Cl A		1,770		140
Marten Transport Ltd		4,900		76
MasTec Inc *		400		37
Matson Inc		1,750		139
Matthews International Corp, Cl A		10,000		370
Meritor Inc *		18,500		439
Middleby Corp/The *		978		179
Miller Industries Inc/TN		3,657		136
Montrose Environmental Group Inc *		4,850		243
MRC Global Inc *		23,365		192
MSA Safety Inc		1,380		225
MYR Group Inc *		3,860		401
Northwest Pipe Co *		5,670		147
Park Aerospace Corp		18,292		267
Park-Ohio Holdings Corp		7,900		204
Powell Industries Inc		110		3
Primoris Services Corp		18,400		473
Quad/Graphics Inc, Cl A *		21,039		87
Quanex Building Products Corp		20,471		482
Radiant Logistics Inc *		25,854		177
Raven Industries Inc *		13,045		761
RBC Bearings Inc *		1,085		251
Resources Connection Inc		14,723		233
REV Group Inc		5,128		83
Rexnord Corp		5,327		324
RR Donnelley & Sons Co *		18,170		89
Rush Enterprises Inc, Cl A		3,050		135
Saia Inc *		990		238
Schneider National Inc, Cl B		4,000		90
Science Applications International Corp		2,200		185
Shyft Group Inc/The		9,763		430
SkyWest Inc *		5,000		233
SP Plus Corp *		2,554		83
Standex International Corp		900		89
Stericycle Inc *		3,050		212
Sterling Construction Co Inc *		5,880		136
Sun Country Airlines Holdings Inc *		794		26
Tennant Co		960		71
Tetra Tech Inc		1,660		239
Textainer Group Holdings Ltd *		7,740		257
Toro Co/The		2,050		225
Transcat Inc *		700		47
Trex Co Inc *		12,440		1,365
TriMas Corp *		3,500		112
Triton International Ltd		13,200		722
TrueBlue Inc *		1,700		46
Tutor Perini Corp *		10,593		153
UniFirst Corp/MA		500		115
Universal Logistics Holdings Inc		17,915		392
US Xpress Enterprises Inc, Cl A *		6,322		55
Vectrus Inc *		5,072		255

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Veritiv Corp *		6,581	$	590
Vertiv Holdings Co, Cl A		10,595		298
Vicor Corp *		2,341		289
Wabash National Corp		25,510		396
Watts Water Technologies Inc, Cl A		1,615		277
Werner Enterprises Inc		12,750		601
WESCO International Inc *		2,580		302
Willdan Group Inc *		2,610		99
				39,487
Information Technology — 17.0%
A10 Networks Inc *		65,893		915
ACI Worldwide Inc *		5,100		164
Agilysys Inc *		1,950		111
Alkami Technology Inc *		44		1
Alpha & Omega Semiconductor Ltd *		15,819		460
Altair Engineering Inc, Cl A *		3,736		276
Amdocs Ltd		3,150		243
Amkor Technology Inc		34,900		959
Arlo Technologies Inc *		10,013		62
Arrow Electronics Inc *		1,870		227
Asana Inc, Cl A *		4,528		342
Aspen Technology Inc *		1,660		215
Avalara Inc *		6,477		1,164
Avaya Holdings Corp *		17,907		361
Avnet Inc		9,600		388
AXT Inc *		4,309		40
Bel Fuse Inc, Cl B		10,088		142
Benchmark Electronics Inc		1,700		46
Blackbaud Inc *		1,800		125
BM Technologies Inc *(A)		2,015		20
Brightcove Inc *		12,232		139
Calix Inc *		4,313		201
Casa Systems Inc *		29,177		205
Cass Information Systems Inc		3,730		168
CDK Global Inc		4,400		183
ChannelAdvisor Corp *		8,946		229
Cirrus Logic Inc *		2,200		184
Clearfield Inc *		1,280		58
CommVault Systems Inc *		4,581		371
Comtech Telecommunications Corp		2,550		65
CSG Systems International Inc		8,100		391
CTS Corp		1,700		60
Digi International Inc *		5,173		114
Diodes Inc *		6,824		661
Domo Inc, Cl B *		2,663		238
DSP Group Inc *		20,461		448
eGain Corp *		11,884		140
EMCORE Corp *		3,448		26
Entegris Inc		200		24
ePlus Inc *		810		88
ExlService Holdings Inc *		1,710		211

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
F5 Networks Inc *		910	$	185
Fabrinet *		2,859		295
Fair Isaac Corp *		532		245
Genpact Ltd		4,950		257
Globant SA *		1,902		613
Grid Dynamics Holdings Inc *		63,176		1,691
Hackett Group Inc/The		23,645		463
Harmonic Inc *		25,160		232
I3 Verticals Inc, Cl A *		2,016		58
Ichor Holdings Ltd *		4,777		212
Insight Enterprises Inc *		2,500		257
Intelligent Systems Corp *		600		23
International Money Express Inc *		26,334		480
J2 Global Inc *		5,491		756
Jabil Inc		4,345		268
Jack Henry & Associates Inc		1,430		252
Kimball Electronics Inc *		5,856		142
Kulicke & Soffa Industries Inc		4,703		330
Lattice Semiconductor Corp *		6,687		415
Littelfuse Inc		3,610		1,030
LivePerson Inc *(A)		9,650		619
Manhattan Associates Inc *		3,453		563
Maximus Inc		2,600		226
MaxLinear Inc, Cl A *		6,024		315
Methode Electronics Inc		13,300		619
Mimecast Ltd *		4,824		337
Mitek Systems Inc *		10,694		239
Model N Inc *		2,900		98
MoneyGram International Inc *		18,607		167
Monolithic Power Systems Inc		620		307
Napco Security Technologies Inc *		5,651		221
NETGEAR Inc *		11,500		411
nLight Inc *		2,990		83
Nova Ltd *		14,650		1,482
Novanta Inc *		8,360		1,281
Nutanix Inc, Cl A *		5,021		185
NVE Corp		339		24
Olo Inc, Cl A *(A)		5,147		198
OneSpan Inc *		2,100		40
Onto Innovation Inc *		3,124		232
OSI Systems Inc *		950		94
PAR Technology Corp *		13,665		928
Paylocity Holding Corp *		1,020		275
PC Connection Inc		1,700		82
Pegasystems Inc		500		69
Perficient Inc *		2,449		292
Photronics Inc *		6,200		93
Plexus Corp *		1,120		103
Power Integrations Inc		5,987		650
Progress Software Corp		7,080		330
QAD Inc, Cl A		2,761		240
Qualys Inc *		1,400		164

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Rackspace Technology Inc *		11,052	$	154
Rambus Inc *		7,632		182
Rapid7 Inc *		3,397		413
Ribbon Communications Inc *		19,375		127
Rimini Street Inc *		36,082		345
Sanmina Corp *		14,000		553
Sapiens International Corp NV		1,800		51
ScanSource Inc *		11,000		391
SecureWorks Corp, Cl A *		9,558		196
Silicon Laboratories Inc *(A)		1,940		306
SiTime Corp *		1,891		402
SMART Global Holdings Inc *		17,217		834
Sprout Social Inc, Cl A *		17,993		2,188
SPS Commerce Inc *		16,428		2,226
StarTek Inc *		29,606		180
Switch Inc, Cl A		13,295		330
Synaptics Inc *		1,878		356
TaskUS Inc, Cl A *		31,038		1,952
TTEC Holdings Inc		3,128		330
TTM Technologies Inc *		18,900		265
Tucows Inc, Cl A *		700		52
Turtle Beach Corp *		9,730		276
Ultra Clean Holdings Inc *		8,100		375
Upland Software Inc *		1,450		57
Varonis Systems Inc, Cl B *		26,520		1,830
Veeco Instruments Inc *		6,797		155
Verint Systems Inc *		3,100		138
Viavi Solutions Inc *		60,930		993
Vishay Intertechnology Inc		23,300		512
Vishay Precision Group Inc *		10,000		374
Workiva Inc, Cl A *		2,848		400
				46,579
Materials — 4.6%
AdvanSix Inc *		13,000		474
American Vanguard Corp		4,730		73
Arconic Corp *		5,125		177
Avery Dennison Corp		1,280		288
Balchem Corp		1,510		212
Cabot Corp		6,600		352
Century Aluminum Co *		8,778		113
Chase Corp		600		69
Commercial Metals Co		27,108		884
Domtar Corp *		4,908		269
Element Solutions Inc		7,687		175
Forterra Inc *		18,698		431
Greif Inc, Cl A		14,900		943
Greif Inc, Cl B		576		35
Hawkins Inc		4,520		171
Koppers Holdings Inc *		21,277		700
Kronos Worldwide Inc		5,350		71
Livent Corp *		12,145		302

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Myers Industries Inc		11,700	$	267
NewMarket Corp		250		87
Novagold Resources Inc *		17,500		127
O-I Glass Inc, Cl I *		19,200		290
Olin Corp		4,147		207
Packaging Corp of America		580		88
Ranpak Holdings Corp, Cl A *		30,120		925
Resolute Forest Products Inc *		48,200		590
Royal Gold Inc		1,930		215
Ryerson Holding Corp		16,955		392
Schnitzer Steel Industries Inc, Cl A		11,289		534
Schweitzer-Mauduit International Inc		8,200		314
Sealed Air Corp		3,257		199
Silgan Holdings Inc		12,200		518
Sonoco Products Co		2,800		183
Stepan Co		900		106
Summit Materials Inc, Cl A *		29,315		987
TimkenSteel Corp *		5,260		72
Tredegar Corp		20,700		275
Trinseo SA		3,700		192
UFP Technologies Inc *		800		56
United States Steel Corp		8,541		228
				12,591
Real Estate — 4.2%
Alexander & Baldwin Inc ‡		3,700		77
American Assets Trust Inc ‡		8,800		350
American Homes 4 Rent, Cl A ‡		5,650		237
Ashford Hospitality Trust Inc *‡		515		8
Broadstone Net Lease Inc, Cl A ‡		11,070		303
Camden Property Trust ‡		1,850		278
CatchMark Timber Trust Inc, Cl A ‡		6,700		77
Cedar Realty Trust Inc ‡		20,166		351
Centerspace ‡		1,040		105
Chatham Lodging Trust *‡		19,300		232
Community Healthcare Trust Inc ‡		1,750		85
CoreSite Realty Corp ‡		350		52
CubeSmart ‡		4,650		249
EastGroup Properties Inc ‡		1,290		233
Equity LifeStyle Properties Inc ‡		3,290		280
eXp World Holdings Inc		5,194		238
First Industrial Realty Trust Inc ‡		3,800		213
Franklin Street Properties Corp ‡		45,400		218
FRP Holdings Inc *		450		26
Getty Realty Corp ‡		3,600		114
Gladstone Commercial Corp ‡		12,600		285
Global Medical REIT Inc ‡		7,690		119
Global Net Lease Inc ‡		18,300		311
Healthcare Realty Trust Inc ‡		2,000		60
Independence Realty Trust Inc ‡		18,714		383
Industrial Logistics Properties Trust ‡		18,000		494
iStar Inc ‡(A)		12,328		326

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kite Realty Group Trust ‡		18,600	$	377
Life Storage Inc ‡		4,805		598
Marcus & Millichap Inc *		500		20
National Health Investors Inc ‡		3,800		227
National Storage Affiliates Trust ‡		9,574		548
NexPoint Residential Trust Inc ‡		1,150		74
Office Properties Income Trust ‡		13,400		355
Piedmont Office Realty Trust Inc, Cl A ‡		22,800		406
Plymouth Industrial REIT Inc ‡		12,700		299
Preferred Apartment Communities Inc, Cl A ‡		17,300		216
PS Business Parks Inc ‡		1,030		162
Realogy Holdings Corp *		16,700		293
Retail Value Inc ‡		7,988		200
RMR Group Inc/The, Cl A		100		5
Sabra Health Care Inc ‡		34,700		555
Safehold Inc ‡		880		79
Service Properties Trust ‡		21,900		250
Tanger Factory Outlet Centers Inc ‡(A)		22,800		381
Tejon Ranch Co *		4,720		91
Terreno Realty Corp ‡		2,900		194
UMH Properties Inc ‡		4,300		102
Uniti Group Inc ‡		10,800		141
Urstadt Biddle Properties Inc, Cl A ‡		1,900		36
				11,313
Utilities — 1.6%
American States Water Co		1,940		179
Artesian Resources Corp, Cl A		3,232		127
Brookfield Infrastructure Corp, Cl A		1,650		105
Brookfield Renewable Corp, Cl A		3,100		136
Cadiz Inc *		4,100		55
California Water Service Group		2,350		149
Chesapeake Utilities Corp		1,140		149
Hawaiian Electric Industries Inc		4,450		194
IDACORP Inc		2,020		213
MDU Resources Group Inc		17,600		566
MGE Energy Inc		1,770		142
Middlesex Water Co		1,340		147
National Fuel Gas Co		12,500		648
New Jersey Resources Corp		1,000		37
Northwest Natural Holding Co		1,200		62
NorthWestern Corp		2,700		172
OGE Energy Corp		1,100		39
Otter Tail Corp		1,900		104
Pinnacle West Capital Corp		2,400		185
Portland General Electric Co		4,300		221
Pure Cycle Corp *		12,709		190
SJW Group		850		59
Spire Inc		2,600		173
UGI Corp		400		18
Unitil Corp		1,950		97

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap Fund (Concluded)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Via Renewables Inc, Cl A (A)		13,183	$	148
York Water Co/The		1,400		72
				4,387
Total Common Stock (Cost $208,160) ($ Thousands)				268,875
	Number of Rights
RIGHTS — 0.0%
Media General Inc CVR *‡‡(B)		1,155		–
Total Rights (Cost $—) ($ Thousands)				–
	Shares
AFFILIATED PARTNERSHIP — 1.3%
SEI Liquidity Fund, L.P.
0.010% **(C)		3,568,531		3,568
Total Affiliated Partnership (Cost $3,568) ($ Thousands)				3,568
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**		4,526,985		4,527
Total Cash Equivalent (Cost $4,527) ($ Thousands)				4,527
Total Investments in Securities — 101.2% (Cost $216,255) ($ Thousands)			$	276,970

Percentages are based on Net Assets of $273,600 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^‡  Real Estate Investment Trust.

^‡‡  Expiration date not available.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $3,639 ($ Thousands).

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

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $3,568 ($ Thousands).

Cl — Class

CVR — Contingent Value Rights

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		268,875		–		–		268,875
Rights		–		–		–^		–^
Affiliated Partnership		–		3,568		–		3,568
Cash Equivalent		4,527		–		–		4,527
Total Investments in Securities		273,402		3,568		–^		276,970

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

^ Amount is less than $500.

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$10,120	$20,244	$(26,795)	$ 1	$(2)	$3,568	3,568,531	$17	$—
SEI Daily Income Trust, Government Fund, Cl F	4,935	22,118	(22,526)	—	—	4,527	4,526,985	—	—
Totals	$15,055	$42,362	$(49,321)	$ 1	$(2)	$8,095		$17	$—

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

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 98.1%
Communication Services — 3.8%
Advantage Solutions Inc *		23,690	$	206
Anterix Inc *		10,770		636
Boston Omaha Corp, Cl A *		3,116		111
Cable One Inc		517		1,086
Cars.com Inc *		14,470		184
Cinemark Holdings Inc *(A)		201,580		3,594
Cogent Communications Holdings Inc		19,011		1,380
Consolidated Communications Holdings Inc *		13,580		126
Gannett Co Inc *		59,210		376
Globalstar Inc *		270,830		539
Hemisphere Media Group Inc, Cl A *		9,214		114
iHeartMedia Inc, Cl A *		21,361		531
Iridium Communications Inc *		16,365		728
Liberty Latin America Ltd, Cl A *		18,087		258
Lions Gate Entertainment Corp, Cl A *		190,340		2,459
Madison Square Garden Entertainment Corp *		1,172		94
MediaAlpha Inc, Cl A *		3,956		88
Nexstar Media Group Inc, Cl A		7,051		1,056
Ooma Inc *		14,072		267
QuinStreet Inc *		16,492		295
Reservoir Media *(A)		8,098		73
TEGNA Inc		63,392		1,123
TrueCar Inc *		56,021		235
WideOpenWest Inc *		30,525		648
ZipRecruiter Inc, Cl A *		11,540		291
				16,498
Consumer Discretionary — 15.5%
1-800-Flowers.com Inc, Cl A *		15,300		486
2U Inc *		18,477		684
Aaron’s Co Inc/The		34,547		916
Academy Sports & Outdoors Inc *		21,970		973
Advance Auto Parts Inc		4,264		865
American Eagle Outfitters Inc (A)		33,428		1,020
American Outdoor Brands Inc *		12,323		343
American Public Education Inc *		21,524		566
America’s Car-Mart Inc/TX *		2,256		292
Arko Corp *		13,320		138
AutoNation Inc *		5,820		635
Beazer Homes USA Inc *		26,963		504
Biglari Holdings Inc, Cl B *		1,374		240
Bloomin’ Brands Inc *		83,200		2,229
Bluegreen Vacations Holding Corp, Cl A *		5,688		130
Boot Barn Holdings Inc *		9,920		886
Brinker International Inc *		33,703		1,795
Brunswick Corp/DE		11,276		1,092
Buckle Inc/The		8,289		321
Caleres Inc		3,660		90
Callaway Golf Co *		14,485		406

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CarParts.com Inc *		9,551	$	165
Carriage Services Inc, Cl A		16,505		763
Carter’s Inc		17,872		1,830
Cato Corp/The, Cl A		16,960		293
Century Casinos Inc *		12,290		164
Churchill Downs Inc		4,453		937
Chuy’s Holdings Inc *		7,880		254
Citi Trends Inc *		1,450		125
Clarus Corp		10,072		273
Conn’s Inc *		11,257		277
Container Store Group Inc/The *		25,740		299
Cooper-Standard Holdings Inc *		39,458		919
Crocs Inc *		7,125		1,018
Dave & Buster’s Entertainment Inc *		10,268		384
Del Taco Restaurants Inc		14,250		125
Dick’s Sporting Goods Inc		6,507		916
Domino’s Pizza Inc		1,853		958
Dorman Products Inc *		7,102		667
El Pollo Loco Holdings Inc *		32,182		584
Ethan Allen Interiors Inc		24,970		600
Everi Holdings Inc *		30,846		702
Fiesta Restaurant Group Inc *		16,137		194
Fox Factory Holding Corp *		5,926		911
Frontdoor Inc *		3,260		142
Genesco Inc *		1,690		105
Gentherm Inc *		9,010		773
Goodyear Tire & Rubber Co/The *		50,895		806
Grand Canyon Education Inc *		3,642		325
Green Brick Partners Inc *		26,695		667
Hamilton Beach Brands Holding Co, Cl A		11,227		191
Hanesbrands Inc		19,958		373
Haverty Furniture Cos Inc		17,486		623
Hibbett Inc		11,390		1,090
Hooker Furniture Corp		17,832		556
Houghton Mifflin Harcourt Co *		49,565		668
Johnson Outdoors Inc, Cl A		2,557		293
KB Home		21,119		909
Lifetime Brands Inc		8,050		148
Lovesac Co/The *		4,641		262
Lumber Liquidators Holdings Inc *		16,564		346
Macy’s Inc		29,523		661
Malibu Boats Inc, Cl A *		2,179		156
Marine Products Corp		5,556		79
MarineMax Inc *		3,130		152
MasterCraft Boat Holdings Inc *		16,120		402
Modine Manufacturing Co *		199,763		2,485
Monarch Casino & Resort Inc *		632		40
Monro Inc		14,918		849
Motorcar Parts of America Inc *		3,930		78
Movado Group Inc		7,146		258
Murphy USA Inc		10,240		1,590
National Vision Holdings Inc *		13,391		803

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Nautilus Inc *(A)		29,557	$	337
Noodles & Co, Cl A *		11,033		139
OneWater Marine Inc, Cl A		9,479		384
Oxford Industries Inc		5,985		540
Papa John’s International Inc		6,444		822
PlayAGS Inc *		31,792		260
Pool Corp		2,177		1,076
Purple Innovation Inc, Cl A *		11,067		270
Red Rock Resorts Inc, Cl A *		12,520		586
Rent-A-Center Inc/TX, Cl A		7,840		495
Rocky Brands Inc		8,890		442
Sally Beauty Holdings Inc *		38,106		708
Scientific Games Corp, Cl A *		7,896		571
Shift Technologies Inc *(A)		10,571		79
Shoe Carnival Inc		17,108		655
Shutterstock Inc		16,076		1,853
Signet Jewelers Ltd		8,870		703
Skechers USA Inc, Cl A *		26,402		1,331
Skyline Champion Corp *		16,239		1,018
Sportsman’s Warehouse Holdings Inc *		13,670		242
Steven Madden Ltd		16,190		655
Superior Group of Cos Inc		5,990		143
Taylor Morrison Home Corp, Cl A *		45,486		1,278
Tenneco Inc, Cl A *		19,135		298
Tilly’s Inc, Cl A *		39,890		621
Tractor Supply Co		5,744		1,116
Unifi Inc *		26,307		611
Urban Outfitters Inc *		38,131		1,259
Vera Bradley Inc *		147,063		1,685
Vista Outdoor Inc *		24,311		993
VOXX International Corp, Cl A *		11,450		120
Wingstop Inc		3,785		651
Winmark Corp		2,469		518
YETI Holdings Inc *		7,663		761
Zumiez Inc *		7,567		304
				67,323
Consumer Staples — 3.9%
Beauty Health Co/The *(A)		41,813		1,075
BellRing Brands Inc, Cl A *		17,235		582
BJ’s Wholesale Club Holdings Inc *		20,027		1,135
Calavo Growers Inc		7,632		358
Cal-Maine Foods Inc		10,614		384
Casey’s General Stores Inc		3,914		801
Celsius Holdings Inc *		9,934		812
Central Garden & Pet Co, Cl A *		8,964		413
Duckhorn Portfolio Inc/The *(A)		21,564		463
elf Beauty Inc *		11,858		367
Energizer Holdings Inc		9,947		391
Hain Celestial Group Inc/The *		9,579		358
Hostess Brands Inc, Cl A *		54,369		868
Ingles Markets Inc, Cl A		6,180		420

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Ingredion Inc		15,301	$	1,344
Lamb Weston Holdings Inc		9,289		605
MGP Ingredients Inc (A)		11,518		752
Natural Grocers by Vitamin Cottage Inc		23,869		289
Sanderson Farms Inc		5,604		1,101
Seneca Foods Corp, Cl A *		9,947		487
Spectrum Brands Holdings Inc		8,330		650
Tootsie Roll Industries Inc (A)		9,566		303
TreeHouse Foods Inc *		31,749		1,190
Turning Point Brands Inc		15,572		775
Veru Inc *		12,899		115
Village Super Market Inc, Cl A		10,392		233
Weis Markets Inc		7,138		406
				16,677
Energy — 3.3%
Aspen Aerogels Inc *		13,984		612
Berry Corp		15,833		95
Bonanza Creek Energy Inc		4,187		163
Cabot Oil & Gas Corp, Cl A		38,125		606
Cactus Inc, Cl A		29,102		1,092
Cimarex Energy Co		25,659		1,648
Comstock Resources Inc *		39,670		234
Delek US Holdings Inc *		156,249		2,673
Denbury Inc *		7,031		495
DHT Holdings Inc		15,520		86
Diamondback Energy Inc		11,025		850
Dorian LPG Ltd *		7,050		93
Evolution Petroleum Corp		23,951		100
Green Plains Inc *		18,300		642
Helmerich & Payne Inc		19,863		535
HollyFrontier Corp		13,460		435
Magnolia Oil & Gas Corp, Cl A		32,561		511
National Energy Services Reunited Corp *		9,546		108
NCS Multistage Holdings *		2,663		62
Northern Oil and Gas Inc		7,960		132
Oasis Petroleum Inc		8,950		775
PDC Energy Inc		20,509		856
RPC Inc *		16,900		65
Scorpio Tankers Inc		8,430		137
Select Energy Services Inc, Cl A *		26,608		142
SFL Corp Ltd		58,585		470
Solaris Oilfield Infrastructure Inc, Cl A		10,330		77
W&T Offshore Inc *		132,580		432
				14,126
Financials — 16.7%
Amalgamated Financial Corp		10,770		167
Amerant Bancorp Inc, Cl A *		4,520		120
American Equity Investment Life Holding Co		67,256		2,131
Argo Group International Holdings Ltd		17,279		914
ARMOUR Residential Inc ‡(A)		27,290		296
Arrow Financial Corp		2,260		83

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Atlantic Capital Bancshares Inc *		8,171	$	198
B Riley Financial Inc		3,259		214
Banco Latinoamericano de Comercio Exterior SA, Cl E		7,480		128
Bank of Marin Bancorp		5,540		201
Bank of NT Butterfield & Son Ltd/The		39,506		1,316
Bank OZK		27,131		1,151
BankUnited Inc		128,236		5,390
Bridgewater Bancshares Inc *		7,957		130
BRP Group Inc, Cl A *		19,040		717
Build Acquisition Corp *		22,552		224
Capital Bancorp Inc		5,200		123
Carter Bankshares Inc *		15,794		193
Central Pacific Financial Corp		9,670		245
Chimera Investment Corp ‡		99,661		1,527
CNO Financial Group Inc		144,900		3,544
Cohen & Steers Inc		10,240		898
Crawford & Co, Cl A		19,540		195
Curo Group Holdings Corp		5,806		95
Customers Bancorp Inc *		9,621		398
Donnelley Financial Solutions Inc *		17,728		591
Dynex Capital Inc		62,389		1,108
Enova International Inc *		4,560		150
Equity Bancshares Inc, Cl A *		2,434		78
EZCORP Inc, Cl A *		32,810		226
FactSet Research Systems Inc		2,113		803
Farmers National Banc Corp		9,810		153
Financial Institutions Inc		5,883		187
First Bancshares Inc/The		2,718		110
First Commonwealth Financial Corp		139,129		1,881
First Community Bankshares Inc		9,240		289
First Financial Corp/IN		3,260		132
First Internet Bancorp		5,939		177
First Midwest		88,555		1,659
First of Long Island Corp/The		6,871		146
Flushing Financial Corp		13,150		302
FNB Corp/PA		355,515		4,152
Globe Life Inc		6,494		624
Green Dot Corp, Cl A *		38,172		1,994
Greenhill & Co Inc		11,903		175
Greenlight Capital Re Ltd, Cl A *		10,050		85
Hamilton Lane Inc, Cl A		8,375		721
Hanmi Financial Corp		9,608		185
Hanover Insurance Group Inc/The		10,339		1,461
HarborOne Bancorp Inc		26,303		372
HBT Financial Inc		11,650		190
Hercules Capital (A)		77,337		1,307
Heritage Commerce Corp		8,776		99
Heritage Insurance Holdings Inc		11,762		82
Home BancShares Inc/AR		40,600		899
HomeTrust Bancshares Inc		6,870		191
Independent Bank Corp/MI		13,745		288

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kearny Financial Corp/MD		8,349	$	106
Kemper Corp		5,158		354
KKR Real Estate Finance Trust Inc		4,847		103
Lakeland Bancorp Inc		23,690		400
LendingClub Corp *		22,301		693
Macatawa Bank Corp		18,755		154
MarketAxess Holdings Inc		1,041		495
Mercantile Bank Corp		3,373		105
Merchants Bancorp/IN		5,520		202
Metropolitan Bank Holding Corp *		3,585		281
MGIC Investment Corp		111,588		1,704
Morningstar Inc		2,878		771
National Western Life Group Inc, Cl A		323		72
Nicolet Bankshares Inc *		9,316		712
OFG Bancorp		62,845		1,496
OneMain Holdings Inc, Cl A		11,317		654
Oportun Financial Corp *		6,096		154
Oppenheimer Holdings Inc, Cl A		14,131		658
Origin Bancorp Inc		2,020		83
PacWest Bancorp		89,466		3,807
PCSB Financial Corp		9,070		165
Peapack-Gladstone Financial Corp		5,004		167
Peoples Bancorp Inc/OH		15,390		481
Pinnacle Financial Partners Inc		24,214		2,347
Prosperity Bancshares Inc		11,162		780
Provident Bancorp Inc		7,805		127
Pzena Investment Management Inc, Cl A		21,976		240
RBB Bancorp		11,220		289
Regional Management Corp		3,617		215
Selectquote Inc *		12,436		119
Spirit of Texas Bancshares Inc		2,098		50
StepStone Group Inc, Cl A		22,926		1,097
Sterling Bancorp/DE		80,717		1,848
Tishman Speyer Innovation Corp II *		22,840		225
Trean Insurance Group Inc *		18,933		193
TriState Capital Holdings Inc *		8,257		167
Umpqua Holdings Corp		238,842		4,650
Universal Insurance Holdings Inc		15,930		227
Univest Financial Corp		43,556		1,180
Warrior Technologies Acquisition *		23,397		234
Waterstone Financial Inc		32,254		654
Western Alliance Bancorp		20,143		1,965
WisdomTree Investments Inc		55,703		351
World Acceptance Corp *		550		104
				72,294
Health Care — 13.5%
4D Molecular Therapeutics Inc *(A)		7,485		229
Absci *		7,295		137
Accuray Inc *		33,370		136
Adagio Therapeutics Inc *		6,312		214
Affimed NV *		35,308		249

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Albireo Pharma Inc *		8,162	$	249
Alkermes PLC *		30,523		954
AMN Healthcare Services Inc *		2,457		279
Amneal Pharmaceuticals Inc *		18,370		104
AnaptysBio Inc *		26,108		669
AngioDynamics Inc *		22,993		651
Anika Therapeutics Inc *		6,975		301
Apellis Pharmaceuticals Inc *		11,612		765
Apyx Medical Corp *		7,516		89
Arcturus Therapeutics Holdings Inc *		2,419		133
Arcutis Biotherapeutics Inc *		4,540		96
Arvinas Inc *		9,370		808
Aveanna Healthcare Holdings Inc *		13,843		131
Avid Bioservices Inc *		30,812		747
Avidity Biosciences Inc *		15,167		346
Axogen Inc *		19,179		327
Axonics Inc *		9,634		722
Beam Therapeutics Inc *(A)		6,665		739
Beyondspring Inc *		21,661		678
BioCryst Pharmaceuticals Inc *		45,110		718
BioDelivery Sciences International Inc *		117,978		455
Biohaven Pharmaceutical Holding Co Ltd *		7,793		1,023
Black Diamond Therapeutics Inc *(A)		15,082		152
C4 Therapeutics Inc *(A)		4,024		161
Cano Health Inc *		28,298		339
Cardiovascular Systems Inc *		6,146		220
CareDx Inc *		2,920		214
Castle Biosciences Inc *		1,678		129
Catalyst Pharmaceuticals Inc *		61,560		339
Celldex Therapeutics Inc *		15,378		810
Cerevel Therapeutics Holdings Inc *(A)		17,882		566
Certara Inc *		2,516		84
Chemed Corp		1,648		786
Codex DNA *		6,963		90
Co-Diagnostics Inc *(A)		94,130		1,012
Computer Programs and Systems Inc *		4,516		161
Cross Country Healthcare Inc *		17,256		375
CryoLife Inc *		4,508		118
Curis Inc *		24,190		214
Cutera Inc *		2,592		129
Cytokinetics Inc *		20,889		689
CytomX Therapeutics Inc *		17,654		90
DBV Technologies SA ADR *(A)		25,100		149
Deciphera Pharmaceuticals Inc *		4,864		153
Dynavax Technologies Corp, Cl A *(A)		56,438		1,098
Eagle Pharmaceuticals Inc/DE *		10,729		573
Eargo Inc *		9,507		190
Encompass Health Corp		11,300		886
Ensign Group Inc/The		13,068		1,067
Envista Holdings Corp *		29,828		1,276
Erasca *		5,405		129
Forma Therapeutics Holdings Inc *		4,680		112

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Forte Biosciences Inc *(A)		5,820	$	171
Generation Bio Co *		7,890		197
Globus Medical Inc, Cl A *		8,958		731
Harpoon Therapeutics Inc *		13,548		128
HealthEquity Inc *		4,094		263
HealthStream Inc *		8,420		256
Heron Therapeutics Inc *		14,757		172
Heska Corp *		2,642		701
Hookipa Pharma Inc *		12,134		84
Inari Medical Inc *		1,314		108
Inhibrx Inc *(A)		7,578		216
Innoviva Inc *		23,301		356
Inovalon Holdings Inc, Cl A *		12,512		511
Instil Bio Inc *(A)		8,383		158
Integra LifeSciences Holdings Corp *		13,708		1,031
Intellia Therapeutics Inc *		7,040		1,130
Intercept Pharmaceuticals Inc *(A)		7,261		108
Invacare Corp *		12,730		108
iRadimed Corp *		4,436		150
Itamar Medical Ltd ADR *		7,805		167
IVERIC bio Inc *		62,513		661
KalVista Pharmaceuticals Inc *		4,998		102
Kiniksa Pharmaceuticals Ltd, Cl A *(A)		19,924		251
Kodiak Sciences Inc *		3,182		300
LeMaitre Vascular Inc		17,595		996
Lexicon Pharmaceuticals Inc *		23,309		110
Maravai LifeSciences Holdings Inc, Cl A *		13,025		771
MaxCyte *		14,310		220
MEDNAX Inc *		6,769		217
MeiraGTx Holdings plc *		11,513		144
Meridian Bioscience Inc *		10,046		203
Merit Medical Systems Inc *		8,677		623
Metacrine Inc *		2,567		8
Mirum Pharmaceuticals Inc *		6,019		98
Mustang Bio Inc *		28,177		86
Neoleukin Therapeutics Inc *		12,357		101
Nevro Corp *		1,082		132
NuVasive Inc *		10,506		653
Olema Pharmaceuticals Inc *		6,568		196
Omnicell Inc *		6,888		1,069
OptimizeRx Corp *		10,109		669
Option Care Health Inc *		28,142		753
OraSure Technologies Inc *		8,675		95
ORIC Pharmaceuticals Inc *		14,654		324
Outset Medical Inc *		2,572		127
PAVmed Inc *(A)		99,207		724
Phreesia Inc *		10,747		769
PLx Pharma Inc *		33,838		599
PMV Pharmaceuticals Inc *		8,680		263
Precigen Inc *		5,530		33
Precision BioSciences Inc *		21,616		272
Prestige Consumer Healthcare Inc *		23,325		1,339

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Privia Health Group Inc *		3,488	$	104
Protagonist Therapeutics Inc *		14,182		688
Prothena Corp PLC *		20,043		1,345
Pulmonx Corp *		6,841		275
Puma Biotechnology Inc *		17,942		136
Quest Diagnostics Inc		5,823		890
Quidel Corp *		2,671		344
Radius Health Inc *		11,280		156
RadNet Inc *		17,017		534
RAPT Therapeutics Inc *		19,107		625
Relay Therapeutics Inc *		4,765		153
Renalytix AI PLC ADR *(A)		5,499		154
Revance Therapeutics Inc *		7,821		209
Rigel Pharmaceuticals Inc *		69,038		262
Rubius Therapeutics Inc *		21,094		458
Scholar Rock Holding Corp *		3,629		143
Selecta Biosciences Inc *		57		—
Seres Therapeutics Inc *		13,910		89
Sharps Compliance Corp *		9,536		86
Shockwave Medical Inc *		5,476		1,173
SIGA Technologies Inc *		40,592		265
Sight Sciences *		3,207		91
Spectrum Pharmaceuticals Inc *		50,510		119
SpringWorks Therapeutics Inc *		2,289		172
STAAR Surgical Co *		6,753		1,043
STERIS PLC		4,811		1,034
Stoke Therapeutics Inc *		3,467		91
Surface Oncology Inc *		25,410		161
Surmodics Inc *		3,520		211
Sutro Biopharma Inc *		9,579		208
Syndax Pharmaceuticals Inc *		6,427		112
Syneos Health Inc, Cl A *		4,646		431
Syros Pharmaceuticals Inc *		39,553		210
Talis Biomedical Corp *		8,073		65
TCR2 Therapeutics Inc *		11,226		188
Tenet Healthcare Corp *		11,437		862
Treace Medical Concepts Inc *		3,859		97
Triple-S Management Corp, Cl B *		17,542		623
Utah Medical Products Inc		1,022		91
Veracyte Inc *		7,170		345
Viemed Healthcare Inc *		50,686		325
Viking Therapeutics Inc *(A)		29,774		197
Vocera Communications Inc *		3,084		150
				58,829
Industrials — 16.6%
ABM Industries Inc		26,671		1,321
ACCO Brands Corp		420,812		3,943
ACV Auctions Inc, Cl A *		10,150		207
Advanced Drainage Systems Inc		4,012		458
Air Lease Corp, Cl A		16,066		638
Alight *(A)		28,668		315

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Allied Motion Technologies Inc		2,498	$	86
Altra Industrial Motion Corp		20,395		1,194
Atlas Air Worldwide Holdings Inc *		9,227		675
BWX Technologies Inc		28,508		1,637
Byrna Technologies *		3,133		92
CACI International Inc, Cl A *		3,760		968
CAI International Inc		6,580		368
Carlisle Cos Inc		4,591		968
CECO Environmental Corp *		9,872		75
Chart Industries Inc *		4,011		756
Cimpress PLC *		2,911		277
CIRCOR International Inc *		15,216		544
Clean Harbors Inc *		19,529		2,004
Concrete Pumping Holdings Inc *		9,150		76
Cornerstone Building Brands Inc *		20,598		342
Costamare Inc		45,804		659
Covenant Logistics Group Inc, Cl A *		15,506		378
CRA International Inc		7,308		680
Daseke Inc *		17,980		170
Ducommun Inc *		6,360		335
DXP Enterprises Inc/TX *		8,067		242
Echo Global Logistics Inc *		17,409		572
EMCOR Group Inc		5,330		648
Energy Recovery Inc *		7,849		160
Enerpac Tool Group Corp, Cl A		22,287		561
Ennis Inc		16,495		320
EnPro Industries Inc		12,638		1,081
First Advantage *		19,615		445
Forrester Research Inc *		8,206		390
Forward Air Corp		3,336		294
Franklin Covey Co *		9,682		421
Genco Shipping & Trading Ltd		5,104		99
Global Industrial Co		14,905		574
Graham Corp		8,377		101
Harsco Corp *		34,854		636
HC2 Holdings Inc *		32,014		121
Heartland Express Inc		5,089		85
Heidrick & Struggles International Inc		5,829		252
Herc Holdings Inc *		7,164		942
Heritage-Crystal Clean Inc *		33,830		999
Hexcel Corp *		14,541		825
Hillenbrand Inc		9,658		448
Hudson Technologies Inc *		87,915		287
Huntington Ingalls Industries Inc		4,457		910
Huron Consulting Group Inc *		15,904		785
Insteel Industries Inc		4,987		185
ITT Inc		16,491		1,578
JetBlue Airways Corp *		149,485		2,262
John Bean Technologies Corp		1,657		242
Kelly Services Inc, Cl A		17,868		347
Kirby Corp *		5,325		285
Korn Ferry		28,243		1,996

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Landstar System Inc		5,015	$	843
Legalzoom.com *(A)		3,682		126
Lydall Inc *		2,570		159
Manitowoc Co Inc/The *		5,490		133
ManTech International Corp/VA, Cl A		8,580		679
Masonite International Corp *		10,863		1,300
Matson Inc		12,289		973
Matthews International Corp, Cl A		12,613		467
Middleby Corp/The *		4,244		776
Miller Industries Inc/TN		3,049		113
Montrose Environmental Group Inc *		9,616		481
MRC Global Inc *		33,040		271
MSC Industrial Direct Co Inc, Cl A		11,299		951
MYR Group Inc *		3,535		368
NN Inc *		151,788		826
Nordson Corp		2,983		712
Northwest Pipe Co *		7,742		201
Park Aerospace Corp		20,605		300
Powell Industries Inc		2,119		54
Quanex Building Products Corp		27,618		651
Radiant Logistics Inc *		25,838		177
RBC Bearings Inc *		2,749		636
Regal Beloit Corp		14,474		2,163
Resources Connection Inc		13,093		207
REV Group Inc		6,754		110
Rexnord Corp		26,446		1,607
Ritchie Bros Auctioneers Inc		11,341		710
RR Donnelley & Sons Co *		24,300		119
Shyft Group Inc/The		18,364		808
Snap-on Inc		3,442		774
SP Plus Corp *		9,959		323
SPX FLOW Inc		12,939		1,042
Standex International Corp		18,348		1,821
Sterling Construction Co Inc *		7,944		183
Sun Country Airlines Holdings Inc *		884		29
Team Inc *		52,886		237
Tennant Co		5,671		420
Tetra Tech Inc		6,613		951
Textainer Group Holdings Ltd *		11,520		383
TriNet Group Inc *		8,673		799
TrueBlue Inc *		16,471		450
Tutor Perini Corp *		14,654		211
UFP Industries Inc		9,814		737
UniFirst Corp/MA		3,406		780
Universal Logistics Holdings Inc		3,253		71
US Xpress Enterprises Inc, Cl A *		8,223		72
Vectrus Inc *		6,982		351
Veritiv Corp *		13,205		1,184
Vertiv Holdings Co, Cl A		26,817		755
Vicor Corp *		6,140		757
Wabash National Corp		15,843		246
Watts Water Technologies Inc, Cl A		4,110		705

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
WESCO International Inc *		29,065	$	3,401
Willdan Group Inc *		3,490		132
				71,994
Information Technology — 15.9%
8x8 Inc *		13,564		328
A10 Networks Inc *		107,390		1,492
Actua Corp *(B)(C)		39,640		2
Alkami Technology Inc *		2,511		72
Allegro MicroSystems Inc *		5,675		171
Alliance Data Systems Corp		33,713		3,308
Alpha & Omega Semiconductor Ltd *		11,208		326
Altair Engineering Inc, Cl A *		9,509		704
Arlo Technologies Inc *		12,900		80
Asana Inc, Cl A *		11,465		866
Asure Software Inc *		20,527		186
AudioCodes Ltd		25,806		808
AXT Inc *		8,253		77
Badger Meter Inc		7,817		837
Belden Inc		16,576		949
Benefitfocus Inc *		19,296		233
Brightcove Inc *		16,285		185
Broadridge Financial Solutions Inc		4,526		779
Calix Inc *		10,923		509
Casa Systems Inc *		40,728		287
Cass Information Systems Inc		2,720		123
ChannelAdvisor Corp *		12,470		320
Clearfield Inc *		1,666		76
CMC Materials Inc		4,949		656
Cognex Corp		6,118		542
CommVault Systems Inc *		5,806		470
Comtech Telecommunications Corp		3,905		100
CTS Corp		7,619		267
Datto Holding Corp *(A)		8,111		207
Digi International Inc *		6,539		144
Diodes Inc *		7,669		743
Domo Inc, Cl B *		6,778		607
DSP Group Inc *		23,242		509
eGain Corp *		13,287		157
EMCORE Corp *		9,450		71
ExlService Holdings Inc *		7,635		940
Fabrinet *		7,276		750
Globant SA *		2,424		781
Grid Dynamics Holdings Inc *		23,773		636
Hackett Group Inc/The		26,896		527
Harmonic Inc *		157,284		1,453
I3 Verticals Inc, Cl A *		3,202		93
Ichor Holdings Ltd *		6,640		294
International Money Express Inc *		46,019		839
J2 Global Inc *		21,278		2,930
Jabil Inc		11,006		680
Jack Henry & Associates Inc		3,898		688

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kimball Electronics Inc *		4,589	$	111
Kulicke & Soffa Industries Inc		26,558		1,864
Latch *(A)		19,231		239
Lattice Semiconductor Corp *		17,019		1,057
Littelfuse Inc		3,242		925
Lumentum Holdings Inc *		9,331		808
MACOM Technology Solutions Holdings Inc *		11,275		685
Manhattan Associates Inc *		5,097		831
Maximus Inc		8,445		735
MaxLinear Inc, Cl A *		15,262		797
Mimecast Ltd *		21,839		1,525
Mitek Systems Inc *		8,237		184
Model N Inc *		5,818		197
Momentive Global Inc *		32,649		640
MoneyGram International Inc *		26,015		234
Napco Security Technologies Inc *(A)		7,568		296
nLight Inc *		4,470		123
Nutanix Inc, Cl A *		12,779		472
NVE Corp		55		4
Olo Inc, Cl A *(A)		13,099		503
Onto Innovation Inc *		7,908		586
Paycor HCM *		5,848		216
Perficient Inc *		6,232		743
Photronics Inc *		130,231		1,963
Ping Identity Holding Corp *		7,530		195
Power Integrations Inc		20,272		2,202
QAD Inc, Cl A		4,955		431
Rackspace Technology Inc *(A)		62,279		870
Rambus Inc *		19,420		462
Rapid7 Inc *		8,607		1,046
Ribbon Communications Inc *		26,069		170
Rimini Street Inc *		50,519		482
Rogers Corp *		6,863		1,458
ScanSource Inc *		2,280		81
SecureWorks Corp, Cl A *(A)		12,583		257
Silicon Motion Technology Corp ADR		34,115		2,547
SiTime Corp *		3,583		763
SMART Global Holdings Inc *		14,556		705
Sprout Social Inc, Cl A *		8,259		1,004
SPS Commerce Inc *		6,680		905
StarTek Inc *		37,102		225
Super Micro Computer Inc *		75,614		2,763
Switch Inc, Cl A		33,651		835
Synaptics Inc *		4,758		903
TaskUS Inc, Cl A *		12,566		790
TTEC Holdings Inc		4,731		499
Turtle Beach Corp *		13,530		384
Universal Display Corp		3,870		807
Upland Software Inc *		4,652		181
Veeco Instruments Inc *		9,695		221
Vertex Inc, Cl A *		9,674		200

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Viavi Solutions Inc *		80,807	$	1,316
Vishay Intertechnology Inc		67,800		1,490
Workiva Inc, Cl A *		7,210		1,011
Zuora Inc, Cl A *		17,955		305
				69,048
Materials — 4.4%
Alamos Gold Inc, Cl A		48,476		383
American Vanguard Corp		7,140		109
Arconic Corp *		13,042		450
B2Gold Corp (A)		353,370		1,375
Cabot Corp		11,135		595
Century Aluminum Co *		54,500		699
Commercial Metals Co		80,637		2,630
Element Solutions Inc		19,561		445
Forterra Inc *		26,300		606
Greif Inc, Cl B		662		41
Hawkins Inc		2,870		109
Ingevity Corp *		9,906		796
Innospec Inc		6,436		602
Koppers Holdings Inc *		9,474		312
Kronos Worldwide Inc		4,980		66
Livent Corp *		96,954		2,411
O-I Glass Inc, Cl I *		54,807		829
Olin Corp		10,497		523
Quaker Chemical Corp (A)		3,332		863
Ranpak Holdings Corp, Cl A *		14,282		439
Reliance Steel & Aluminum Co		5,199		780
Ryerson Holding Corp		24,093		558
Schnitzer Steel Industries Inc, Cl A		7,187		340
Sealed Air Corp		8,249		503
Silgan Holdings Inc		13,918		591
TimkenSteel Corp *		7,360		101
Tredegar Corp		7,110		94
United States Steel Corp		21,736		581
Valvoline Inc		33,269		1,003
				18,834
Real Estate — 2.9%
American Campus Communities Inc ‡		17,980		914
Americold Realty Trust ‡		18,287		672
Broadstone Net Lease Inc, Cl A ‡		14,100		386
Columbia Property Trust Inc ‡		46,260		773
Corporate Office Properties Trust ‡		20,889		589
eXp World Holdings Inc		13,171		604
Global Medical REIT Inc ‡		11,500		177
Independence Realty Trust Inc ‡		34,989		717
Innovative Industrial Properties Inc, Cl A ‡(A)		4,603		1,132
iStar Inc ‡(A)		31,224		826
Kennedy-Wilson Holdings Inc		20,677		455
Lexington Realty Trust, Cl B ‡		45,070		610
Life Storage Inc ‡		6,774		843

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
National Storage Affiliates Trust ‡		15,127	$	866
Newmark Group Inc, Cl A		130,550		1,778
NexPoint Residential Trust Inc ‡		14,831		961
Retail Value Inc ‡		9,317		233
Tejon Ranch Co *		6,240		120
				12,656
Utilities — 1.6%
Algonquin Power & Utilities Corp (A)		53,958		838
Artesian Resources Corp, Cl A		2,952		116
Black Hills Corp		12,614		887
IDACORP Inc		10,152		1,070
Portland General Electric Co		39,363		2,021
Pure Cycle Corp *		16,447		246
Spire Inc		9,173		612
UGI Corp		19,209		890
Via Renewables Inc, Cl A (A)		17,348		194
				6,874
Total Common Stock (Cost $321,619) ($ Thousands)				425,153
EXCHANGE TRADED FUND — 0.1%
iShares Russell 2000 Value ETF		1,363		224
Total Exchange Traded Fund (Cost $212) ($ Thousands)				224
	Number of Warrants
WARRANTS — 0.0%
Alight, Expires 12/31/2028 Strike Price $11.50 *		9,556		26
Latch, Expires 12/31/2026 Strike Price $11.50 *		6,410		23
Total Warrants (Cost $28) ($ Thousands)				49
	Number of Rights
RIGHTS — 0.0%
Media General Inc CVR *‡‡(C)		3,306		–
Total Rights (Cost $—) ($ Thousands)				–

Description	Shares		Market Value       ($ Thousands)
AFFILIATED PARTNERSHIP — 4.2%
SEI Liquidity Fund, L.P.     0.010% **†(D)		18,423,151	$	18,428
Total Affiliated Partnership (Cost $18,423) ($ Thousands)				18,428
CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		8,751,877		8,752
Total Cash Equivalent (Cost $8,752) ($ Thousands)				8,752
Total Investments in Securities — 104.4% (Cost $349,034) ($ Thousands)			$	452,606

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small Cap II Fund (Concluded)

Percentages are based on Net Assets of $433,555 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

^‡‡  Expiration date not available.

^(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $18,297 ($ Thousands).

(B) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of August 31, 2021 was $2 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

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

^(D)  This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $18,428 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

ETF — Exchange-Traded Fund

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

SPX — Standard & Poor’s 500 Index

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		425,151		–		2		425,153
Exchange Traded Fund		224		–		–		224
Warrants		–		49		–		49
Rights		–		–		–^		–
Affiliated Partnership		–		18,428		–		18,428
Cash Equivalent		8,752		–		–		8,752
Total Investments in Securities		434,127		18,477		2		452,606

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

^Securities market value less than $500.

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$31,950	$34,552	$(48,072)	$1	$(3)	$18,428	18,423,151	$41	$—
SEI Daily Income Trust, Government Fund, Cl F	9,606	64,063	(64,917)	—	—	8,752	8,751,877	—	—
Totals	$41,556	$98,615	$(112,989)	$1	$(3)	$27,180		$41	$—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small/Mid Cap Equity Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 97.4%
Communication Services — 3.5%
AMC Networks Inc, Cl A *		33,600	$	1,597
Cable One Inc		1,937		4,067
Cargurus Inc, Cl A *		31,305		951
Cars.com Inc *		130,100		1,655
Cogent Communications Holdings Inc		45,852		3,328
Entercom Communications Corp, Cl A *		173,700		617
Genius Sports Ltd *(A)		68,530		1,405
Gray Television Inc		59,700		1,358
John Wiley & Sons Inc, Cl A		57,533		3,343
Lumen Technologies Inc		112,300		1,381
Nexstar Media Group Inc, Cl A		79,634		11,925
QuinStreet Inc *		41,434		742
TechTarget Inc *		14,556		1,231
TEGNA Inc		72,400		1,283
ViacomCBS Inc, Cl B		27,300		1,132
Yelp Inc, Cl A *		25,903		997
ZipRecruiter Inc, Cl A *		39,263		989
				38,001
Consumer Discretionary — 12.6%
2U Inc *(A)		65,583		2,429
Aaron’s Co Inc/The		129,392		3,431
Advance Auto Parts Inc		15,970		3,240
American Axle & Manufacturing Holdings Inc *		90,600		804
American Eagle Outfitters Inc (A)		104,145		3,179
Asbury Automotive Group Inc *		6,407		1,193
Bally’s Corp *		45,615		2,292
Big Lots Inc		32,600		1,586
Boot Barn Holdings Inc *		28,250		2,522
BorgWarner Inc		34,400		1,468
Brunswick Corp/DE		42,231		4,091
Camping World Holdings Inc, Cl A		25,770		1,029
Canada Goose Holdings Inc *(A)		20,416		783
Carter’s Inc		5,470		560
Century Communities Inc		14,400		1,009
Churchill Downs Inc		16,679		3,511
Crocs Inc *		10,039		1,434
Del Taco Restaurants Inc		86,519		761
Dick’s Sporting Goods Inc (A)		33,305		4,690
Domino’s Pizza Inc		6,941		3,588
Ethan Allen Interiors Inc		42,200		1,014
Everi Holdings Inc *		42,108		958
Foot Locker Inc		37,100		2,103
Fox Factory Holding Corp *		3,830		589
frontdoor Inc *		41,068		1,791
Goodyear Tire & Rubber Co/The *		71,642		1,135
Grand Canyon Education Inc *		13,586		1,211
Group 1 Automotive Inc		8,900		1,472
Hanesbrands Inc		115,493		2,157
Harley-Davidson Inc		42,300		1,672

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Haverty Furniture Cos Inc (A)		66,631	$	2,374
Helen of Troy Ltd *		6,545		1,566
Jack in the Box Inc		8,324		882
KB Home		79,098		3,404
Kohl’s Corp		18,000		1,033
Lear Corp		7,900		1,264
Lithia Motors Inc, Cl A		15,247		5,051
MarineMax Inc *		15,127		735
MDC Holdings Inc		20,400		1,066
Monro Inc		55,876		3,180
Office Depot Inc *		35,698		1,684
Papa John’s International Inc		10,955		1,397
Patrick Industries Inc		14,175		1,157
Perdoceo Education Corp *		45,800		503
Polaris Inc		3,735		447
Pool Corp		8,154		4,031
PulteGroup Inc		35,200		1,896
Purple Innovation Inc, Cl A *		21,973		536
Qurate Retail Inc *		68,700		758
Red Rock Resorts Inc, Cl A *		23,672		1,108
Rent-A-Center Inc/TX, Cl A		35,451		2,236
Sally Beauty Holdings Inc *		156,288		2,905
Shoe Carnival Inc		36,833		1,410
Shutterstock Inc		44,842		5,169
Skechers USA Inc, Cl A *		71,158		3,589
Sonic Automotive Inc, Cl A		41,280		2,086
Standard Motor Products Inc		23,603		1,012
Taylor Morrison Home Corp, Cl A *		33,436		939
Toll Brothers Inc		39,300		2,518
TopBuild Corp *		9,260		2,026
Tractor Supply Co		21,513		4,179
Under Armour Inc, Cl C *		49,675		996
Vista Outdoor Inc *		31,733		1,296
Vroom Inc *(A)		46,327		1,244
Whirlpool Corp		14,400		3,190
Wingstop Inc		36,976		6,357
Winnebago Industries Inc		13,259		923
Wyndham Hotels & Resorts Inc		36,680		2,667
				136,516
Consumer Staples — 3.4%
Beauty Health Co/The *		165,415		4,253
Calavo Growers Inc		32,834		1,541
Casey’s General Stores Inc		14,661		2,999
Central Garden & Pet Co, Cl A *		20,058		924
Chefs’ Warehouse Inc/The *		35,300		1,067
Edgewell Personal Care Co		23,500		994
Freshpet Inc *		19,225		2,463
Hostess Brands Inc, Cl A *		257,185		4,105
Ingles Markets Inc, Cl A		23,000		1,561
Ingredion Inc		24,400		2,144
J & J Snack Foods Corp		6,605		1,082

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small/Mid Cap Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
J M Smucker Co/The		19,900	$	2,461
Lamb Weston Holdings Inc		34,792		2,267
Molson Coors Beverage Co, Cl B		33,900		1,611
Primo Water Corp		62,000		1,101
SpartanNash Co		42,000		903
Spectrum Brands Holdings Inc		33,617		2,624
Sprouts Farmers Market Inc *		40,400		1,006
Universal Corp/VA		23,000		1,164
Weis Markets Inc		16,300		928
				37,198
Energy — 2.3%
Cabot Oil & Gas Corp, Cl A		142,795		2,269
CNX Resources Corp *		72,000		818
Comstock Resources Inc *		167,686		991
Diamondback Energy Inc		41,293		3,185
DT Midstream Inc		45,866		2,131
HollyFrontier Corp		41,500		1,342
Magnolia Oil & Gas Corp, Cl A		105,102		1,648
Matador Resources Co		45,562		1,310
Oasis Petroleum Inc		33,522		2,903
Penn Virginia Corp *(A)		56,178		1,163
Pioneer Natural Resources Co		13,517		2,023
Rattler Midstream LP (B)		106,146		1,157
SM Energy Co		54,700		1,045
Southwestern Energy Co *		210,400		957
Viper Energy Partners LP (B)		89,273		1,653
World Fuel Services Corp		26,900		871
				25,466
Financials — 13.8%
AG Mortgage Investment Trust Inc		20,500		222
Ally Financial Inc		40,300		2,132
American Equity Investment Life Holding Co		28,100		891
American Financial Group Inc/OH		10,900		1,504
Ameriprise Financial Inc		3,700		1,010
Annaly Capital Management Inc ‡		114,200		992
Ares Capital Corp		46,600		927
Artisan Partners Asset Management Inc, Cl A		19,619		1,019
Associated Banc-Corp		94,700		1,953
Banco Latinoamericano de Comercio Exterior SA, Cl E		30,600		522
Bank OZK		115,501		4,901
Banner Corp		18,153		1,038
BGC Partners Inc, Cl A		583,346		3,004
Chimera Investment Corp ‡		61,200		938
Citizens Financial Group Inc		40,500		1,774
CNA Financial Corp		29,500		1,308
CNO Financial Group Inc		79,400		1,942
Cohen & Steers Inc		53,435		4,687
Columbia Banking System Inc		99,236		3,608
Cowen Inc, Cl A (A)		26,482		954

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Donnelley Financial Solutions Inc *		27,100	$	904
Equitable Holdings Inc		49,900		1,547
Essent Group Ltd		17,600		829
Everest Re Group Ltd		3,500		927
FactSet Research Systems Inc		7,915		3,009
Federal Agricultural Mortgage Corp, Cl C		11,000		1,077
Fifth Third Bancorp		28,100		1,092
First American Financial Corp		31,700		2,236
First BanCorp/Puerto Rico		82,853		1,055
First Financial Bankshares Inc		73,254		3,488
First Horizon Corp		109,100		1,788
First Merchants Corp		56,817		2,338
Flushing Financial Corp		39,300		901
FNB Corp/PA		81,000		946
FS KKR Capital Corp		47,600		1,099
Fulton Financial Corp		128,299		2,034
Globe Life Inc		24,323		2,337
Hamilton Lane Inc, Cl A		70,635		6,080
Hancock Whitney Corp		23,200		1,066
Hanmi Financial Corp		62,800		1,211
Heartland Financial USA Inc		18,979		893
Heritage Financial Corp/WA		36,242		922
Home BancShares Inc/AR		152,061		3,368
Houlihan Lokey Inc, Cl A		12,087		1,090
KeyCorp		78,400		1,593
Lakeland Bancorp Inc		60,500		1,021
Lincoln National Corp		17,400		1,195
LPL Financial Holdings Inc		8,294		1,226
MarketAxess Holdings Inc		3,900		1,856
Meta Financial Group Inc		23,115		1,137
MFA Financial Inc ‡		185,800		892
MGIC Investment Corp		81,200		1,240
Moelis & Co, Cl A		19,466		1,206
Morningstar Inc		10,779		2,889
Navient Corp		92,300		2,142
NBT Bancorp Inc		29,678		1,064
New Residential Investment Corp ‡		85,300		932
Oaktree Specialty Lending Corp		218,200		1,599
OFG Bancorp		42,300		1,007
Pacific Premier Bancorp Inc		63,707		2,546
PacWest Bancorp		213,768		9,096
Piper Sandler Cos		8,498		1,215
Popular Inc		24,900		1,891
Preferred Bank/Los Angeles CA		14,000		895
Prosperity Bancshares Inc		41,805		2,921
Radian Group Inc		40,700		962
Regions Financial Corp		63,600		1,299
Reinsurance Group of America Inc, Cl A		6,400		741
Republic Bancorp Inc/KY, Cl A		19,000		953
Selective Insurance Group Inc		13,215		1,104
ServisFirst Bancshares Inc		18,416		1,352
Starwood Property Trust Inc ‡		211,915		5,467

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small/Mid Cap Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Stewart Information Services Corp		20,106	$	1,266
Stifel Financial Corp		50,155		3,466
Synovus Financial Corp		28,100		1,211
Towne Bank/Portsmouth VA		33,158		1,010
UMB Financial Corp		12,403		1,136
Umpqua Holdings Corp		70,500		1,373
United Community Banks Inc/GA		104,089		3,140
Universal Insurance Holdings Inc		27,000		384
Unum Group		39,000		1,038
Veritex Holdings Inc		34,402		1,236
Voya Financial Inc		20,900		1,358
WisdomTree Investments Inc (A)		156,263		986
Zions Bancorp NA		42,000		2,432
				149,040
Health Care — 14.2%
ABIOMED Inc *		1,806		657
Acadia Healthcare Co Inc *		70,766		4,679
Adagio Therapeutics Inc *		23,577		798
Agios Pharmaceuticals Inc *		12,003		536
Alkermes PLC *		39,759		1,243
Allakos Inc *		5,704		509
AMN Healthcare Services Inc *		66,445		7,543
Amneal Pharmaceuticals Inc *		188,914		1,065
Anika Therapeutics Inc *		23,400		1,009
Arvinas Inc *		4,293		370
Avid Bioservices Inc *		52,867		1,281
Axogen Inc *		49,815		850
Blueprint Medicines Corp *		7,166		668
C4 Therapeutics Inc *(A)		12,519		502
Cano Health Inc *(A)		105,571		1,264
CareDx Inc *		19,125		1,401
Catalyst Pharmaceuticals Inc *		144,811		798
Chemed Corp		6,172		2,942
Cooper Cos Inc/The		1,268		571
Covetrus Inc *		30,527		690
Cross Country Healthcare Inc *		66,660		1,450
CryoPort Inc *		22,160		1,409
DaVita Inc *		23,500		3,073
Deciphera Pharmaceuticals Inc *		16,798		529
Dynavax Technologies Corp, Cl A *(A)		59,571		1,159
Encompass Health Corp		42,323		3,320
Ensign Group Inc/The		107,913		8,813
Exact Sciences Corp *		4,438		463
Forte Biosciences Inc *(A)		10,824		318
Halozyme Therapeutics Inc *		61,725		2,592
HealthEquity Inc *		15,905		1,021
Henry Schein Inc *		14,707		1,112
Heron Therapeutics Inc *		62,620		731
Heska Corp *		18,970		5,033
Hill-Rom Holdings Inc		7,700		1,121
Hologic Inc *		16,842		1,333

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Innoviva Inc *		89,300	$	1,363
Inovalon Holdings Inc, Cl A *		47,100		1,924
Inspire Medical Systems Inc *		7,030		1,572
Integer Holdings Corp *		11,164		1,103
Integra LifeSciences Holdings Corp *		8,824		664
Ironwood Pharmaceuticals Inc, Cl A *		188,501		2,469
Jazz Pharmaceuticals PLC *		13,000		1,712
Kodiak Sciences Inc *		10,288		969
Lannett Co Inc *		35,947		126
LeMaitre Vascular Inc		78,552		4,448
Ligand Pharmaceuticals Inc *		7,461		987
MacroGenics Inc *		39,333		929
MEDNAX Inc *		28,609		918
Merit Medical Systems Inc *		51,676		3,709
Myriad Genetics Inc *		31,100		1,113
Natera Inc *		30,238		3,581
Nevro Corp *		3,616		441
Omnicell Inc *		40,294		6,256
OptimizeRx Corp *		20,609		1,364
Option Care Health Inc *		48,400		1,295
Organogenesis Holdings Inc, Cl A *		49,897		851
Pacira BioSciences Inc *		17,320		1,027
Precigen Inc *(A)		145,457		880
Precision BioSciences Inc *(A)		25,500		321
Prestige Consumer Healthcare Inc *		22,419		1,287
Progyny Inc *		83,225		4,650
Quest Diagnostics Inc		21,809		3,333
Quidel Corp *		10,067		1,298
Repligen Corp *		20,880		5,909
Revance Therapeutics Inc *		28,421		761
Select Medical Holdings Corp		27,302		944
Sotera Health Co *		37,000		905
SpringWorks Therapeutics Inc *		7,348		552
STERIS PLC		36,456		7,838
Syneos Health Inc, Cl A *		72,849		6,759
Talis Biomedical Corp *		31,839		257
Tenet Healthcare Corp *		16,231		1,223
United Therapeutics Corp *		27,378		5,883
Universal Health Services Inc, Cl B		11,800		1,838
US Physical Therapy Inc		9,300		1,092
Vanda Pharmaceuticals Inc *		62,479		1,046
Varex Imaging Corp *		42,040		1,226
Veracyte Inc *		49,847		2,398
Viking Therapeutics Inc *(A)		99,633		659
Xencor Inc *		27,379		927
				153,660
Industrials — 17.3%
ABM Industries Inc		100,702		4,987
Acuity Brands Inc		9,400		1,735
ACV Auctions Inc, Cl A *		34,980		714
AGCO Corp		20,900		2,876

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small/Mid Cap Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Air Lease Corp, Cl A		60,174	$	2,391
Allegiant Travel Co, Cl A *		10,200		1,963
Allison Transmission Holdings Inc, Cl A		32,600		1,206
Apogee Enterprises Inc		31,100		1,337
Applied Industrial Technologies Inc		11,182		993
ArcBest Corp		26,204		1,749
Atkore Inc *		58,161		5,396
Atlas Air Worldwide Holdings Inc *		14,445		1,057
Beacon Roofing Supply Inc *		21,934		1,129
Boise Cascade Co		15,331		887
Brady Corp, Cl A		18,752		1,000
BWX Technologies Inc		108,280		6,218
Carlisle Cos Inc		17,196		3,624
CH Robinson Worldwide Inc		20,500		1,846
Cimpress PLC *		9,997		950
Clean Harbors Inc *		16,628		1,706
Colfax Corp *		128,171		6,174
CoreCivic Inc *‡		62,100		604
Crane Co		14,800		1,506
Deluxe Corp		35,400		1,357
Echo Global Logistics Inc *		33,785		1,111
EMCOR Group Inc		9,471		1,151
Ennis Inc		45,100		875
Exponent Inc		47,602		5,565
Federal Signal Corp		41,520		1,687
Forward Air Corp		11,520		1,016
Franklin Electric Co Inc		12,880		1,095
GATX Corp		11,400		1,045
Generac Holdings Inc *		18,361		8,023
Griffon Corp		36,533		884
GXO Logistics Inc *		36,884		3,017
Heartland Express Inc		18,786		315
Helios Technologies Inc		52,135		4,255
Herc Holdings Inc *		41,550		5,462
Huntington Ingalls Industries Inc		24,292		4,960
Interface Inc, Cl A		78,400		1,127
JetBlue Airways Corp *		61,600		932
John Bean Technologies Corp		25,488		3,718
Kaman Corp		43,731		1,709
KAR Auction Services Inc *		221,620		3,748
Kforce Inc		21,163		1,236
Kirby Corp *		21,162		1,134
Landstar System Inc		18,782		3,156
ManpowerGroup Inc		14,300		1,736
ManTech International Corp/VA, Cl A		32,136		2,544
Masonite International Corp *		7,820		936
MasTec Inc *		7,000		640
Matson Inc		62,835		4,975
Matthews International Corp, Cl A		28,548		1,057
Meritor Inc *		47,500		1,127
Middleby Corp/The *		9,723		1,779
MSC Industrial Direct Co Inc, Cl A		42,320		3,564

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
MYR Group Inc *		11,973	$	1,245
Nordson Corp		11,172		2,666
Oshkosh Corp		13,200		1,512
Owens Corning		18,500		1,768
Quad/Graphics Inc, Cl A *		86,600		359
Raven Industries Inc *		40,865		2,384
Ritchie Bros Auctioneers Inc		42,634		2,668
Sensata Technologies Holding PLC *		50,189		2,970
SiteOne Landscape Supply Inc *		6,349		1,270
SkyWest Inc *		13,600		634
Snap-on Inc		20,292		4,565
Standex International Corp		32,023		3,178
Tennant Co		20,006		1,480
Terex Corp		21,500		1,098
Tetra Tech Inc		24,770		3,563
Textron Inc		11,100		807
Timken Co/The		22,300		1,640
Titan Machinery Inc *		39,202		1,126
Trex Co Inc *		39,022		4,283
TriNet Group Inc *		32,031		2,949
Trinity Industries Inc		72,870		2,115
Triton International Ltd		61,892		3,387
UFP Industries Inc		48,917		3,673
UniFirst Corp/MA		12,756		2,922
Vectrus Inc *		12,800		644
Werner Enterprises Inc		15,805		745
Woodward Inc		4,120		498
XPO Logistics Inc *		32,037		2,784
				187,917
Information Technology — 17.3%
8x8 Inc *		50,480		1,219
ACI Worldwide Inc *		114,104		3,678
Alarm.com Holdings Inc *		12,800		1,079
Alpha & Omega Semiconductor Ltd *		36,797		1,069
Amdocs Ltd		22,600		1,741
Amkor Technology Inc		104,400		2,868
Arrow Electronics Inc *		18,900		2,291
AudioCodes Ltd		96,654		3,025
Avalara Inc *		20,287		3,646
Badger Meter Inc		29,278		3,135
Belden Inc		53,768		3,078
Broadridge Financial Solutions Inc		16,951		2,919
Cerence Inc *		10,421		1,130
ChannelAdvisor Corp *		17,790		456
Cirrus Logic Inc *		10,700		895
CMC Materials Inc		18,534		2,458
Cognex Corp		22,913		2,031
Cognyte Software Ltd *		39,446		1,084
CommVault Systems Inc *		13,884		1,124
Concentrix Corp *		4,900		850
Conduent Inc *		153,900		1,123

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small/Mid Cap Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CTS Corp		31,382	$	1,101
Digital Turbine Inc *		20,407		1,193
Diodes Inc *		11,933		1,155
Ebix Inc (A)		21,500		619
Euronet Worldwide Inc *		32,988		4,395
EVERTEC Inc		23,036		1,065
ExlService Holdings Inc *		11,574		1,425
FireEye Inc *		36,070		656
Grid Dynamics Holdings Inc *		168,635		4,514
Insight Enterprises Inc *		8,200		844
InterDigital Inc		15,000		1,082
J2 Global Inc *		89,476		12,321
Jabil Inc		42,700		2,638
Jack Henry & Associates Inc		14,601		2,575
Juniper Networks Inc		34,500		1,000
Kulicke & Soffa Industries Inc		74,522		5,231
Littelfuse Inc		23,453		6,693
LivePerson Inc *(A)		30,260		1,940
Maximus Inc		31,630		2,755
Mimecast Ltd *		18,020		1,258
Momentive Global Inc *		57,792		1,133
N-Able Inc *		61,266		829
NCR Corp *		41,300		1,754
New Relic Inc *		15,607		1,248
Nova Ltd *(A)		46,015		4,654
Novanta Inc *		26,092		3,998
Nuance Communications Inc *		23,770		1,308
ON Semiconductor Corp *		79,156		3,511
PAR Technology Corp *		42,995		2,921
Perficient Inc *		10,405		1,240
Power Integrations Inc		39,797		4,324
Progress Software Corp		22,500		1,048
Proofpoint Inc *		13,736		2,417
Qualys Inc *		9,300		1,092
Sanmina Corp *		55,867		2,206
Seagate Technology Holdings PLC		27,000		2,365
Silicon Laboratories Inc *(A)		6,080		958
Silicon Motion Technology Corp ADR		88,307		6,593
Smartsheet Inc, Cl A *		11,431		910
SolarWinds Corp *		36,635		625
Sprout Social Inc, Cl A *		46,195		5,617
SPS Commerce Inc *		37,642		5,102
Sumo Logic Inc *		33,400		696
SYNNEX Corp		10,700		1,360
TaskUS Inc, Cl A *		81,750		5,142
Teledyne Technologies Inc *		5,505		2,551
Tenable Holdings Inc *		15,866		704
Trimble Inc *		19,489		1,836
TTEC Holdings Inc		10,095		1,065
TTM Technologies Inc *		143,192		2,005
Ultra Clean Holdings Inc *		40,832		1,888
Universal Display Corp		14,496		3,024

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Varonis Systems Inc, Cl B *		83,085	$	5,734
Verint Systems Inc *		72,997		3,259
Viavi Solutions Inc *		191,660		3,122
Vishay Intertechnology Inc		87,019		1,912
Western Union Co/The		32,400		701
Xerox Holdings Corp		43,900		988
				187,199
Materials — 5.8%
Ashland Global Holdings Inc		43,826		3,993
Axalta Coating Systems Ltd *		150,036		4,582
Berry Global Group Inc *		31,500		2,116
Cabot Corp		34,300		1,832
Celanese Corp, Cl A		16,000		2,538
Chemours Co/The		52,200		1,749
Commercial Metals Co		30,446		993
Eastman Chemical Co		7,500		849
FMC Corp		55,095		5,159
Graphic Packaging Holding Co		43,509		893
Greif Inc, Cl A		19,116		1,210
Huntsman Corp		48,000		1,269
Louisiana-Pacific Corp		14,439		916
Materion Corp		13,712		1,001
Mosaic Co/The		44,760		1,440
O-I Glass Inc, Cl I *		89,400		1,353
Orion Engineered Carbons SA *		54,509		963
Quaker Chemical Corp (A)		12,479		3,234
Ranpak Holdings Corp, Cl A *		94,345		2,896
Reliance Steel & Aluminum Co		32,271		4,842
Schweitzer-Mauduit International Inc		22,500		861
Silgan Holdings Inc		178,185		7,560
Steel Dynamics Inc		13,000		877
Summit Materials Inc, Cl A *		91,875		3,093
Trinseo SA		34,802		1,807
Tronox Holdings PLC		44,770		946
Valvoline Inc		22,900		691
Westrock Co		49,900		2,597
				62,260
Real Estate — 5.4%
Americold Realty Trust ‡		68,492		2,516
Brandywine Realty Trust ‡		80,600		1,119
Brixmor Property Group Inc ‡		69,700		1,634
CareTrust REIT Inc ‡		40,975		901
City Office REIT Inc ‡		72,700		1,161
Cushman & Wakefield PLC *		57,500		1,043
DiamondRock Hospitality Co *‡		91,000		823
Diversified Healthcare Trust ‡		25,500		96
EastGroup Properties Inc ‡		5,926		1,068
Franklin Street Properties Corp ‡		150,900		724
Gaming and Leisure Properties Inc ‡		143,807		7,090
Howard Hughes Corp/The *		35,309		3,196
Industrial Logistics Properties Trust ‡		35,900		985

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small/Mid Cap Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Innovative Industrial Properties Inc, Cl A ‡(A)		17,242	$	4,240
Iron Mountain Inc ‡		20,600		984
Kennedy-Wilson Holdings Inc		77,442		1,703
Kite Realty Group Trust ‡		58,800		1,191
Medical Properties Trust Inc ‡		255,919		5,241
National Storage Affiliates Trust ‡		24,860		1,423
Newmark Group Inc, Cl A		234,044		3,188
NexPoint Residential Trust Inc ‡		72,847		4,720
Office Properties Income Trust ‡		45,400		1,204
Omega Healthcare Investors Inc ‡		29,900		1,003
Piedmont Office Realty Trust Inc, Cl A ‡		55,300		985
PotlatchDeltic Corp ‡		16,154		839
RE/MAX Holdings Inc, Cl A		20,924		701
Realogy Holdings Corp *		59,473		1,044
Retail Properties of America Inc, Cl A ‡		96,000		1,269
Retail Value Inc ‡		6,428		161
RPT Realty ‡		65,300		845
Sabra Health Care Inc ‡		81,500		1,304
Service Properties Trust ‡		48,500		554
SITE Centers Corp ‡		69,308		1,117
Tanger Factory Outlet Centers Inc ‡(A)		74,500		1,246
Uniti Group Inc ‡		45,200		591
Whitestone, Cl B ‡		107,700		1,056
				58,965
Utilities — 1.8%
Algonquin Power & Utilities Corp (A)		202,094		3,139
American States Water Co		11,300		1,042
MDU Resources Group Inc		58,000		1,866
National Fuel Gas Co		24,000		1,243
NRG Energy Inc		59,700		2,726
Otter Tail Corp		21,153		1,161
Portland General Electric Co		17,615		905
Spire Inc		14,573		972
UGI Corp		106,347		4,925
Vistra Corp		104,200		1,989
				19,968
Total Common Stock (Cost $755,853) ($ Thousands)				1,056,190
AFFILIATED PARTNERSHIP — 3.1%
SEI Liquidity Fund, L.P. 0.010% **(C)		34,173,780		34,172
Total Affiliated Partnership (Cost $34,174) ($ Thousands)				34,172

Description	Shares		Market Value       ($ Thousands)
CASH EQUIVALENT — 2.7%
SEI Daily Income Trust, Government Fund,
Cl F 0.010%**		29,231,503	$	29,232
Total Cash Equivalent (Cost $29,232) ($ Thousands)				29,232
Total Investments in Securities — 103.2% (Cost $819,259) ($ Thousands)			$	1,119,594

Percentages are based on Net Assets of $1,084,561 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $30,646 ($ Thousands).

(B) Security is a Master Limited Partnership. At August 31, 2021, such securities amounted to $2,810 ($ Thousands), or 0.3% of the Net Assets of the Fund.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $34,172 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,056,190		–		–		1,056,190
Affiliated Partnership		–		34,172		–		34,172
Cash Equivalent		29,232		–		–		29,232
Total Investments in Securities		1,085,422		34,172		–		1,119,594

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Small/Mid Cap Equity Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value       5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value     8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 65,133	$   54,715	$  (85,671)	$ 6	$ (11)	$ 34,172	34,173,780	$ 42	$ –
SEI Daily Income Trust, Government Fund, Cl F	30,279	108,108	(109,155)	–	–	29,232	29,231,503	1	–
Totals	$ 95,412	$ 162,823	$ (194,826)	$ 6	$ (11)	$ 63,404		$ 43	$ –

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Equity Factor Allocation Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 98.3%
Communication Services — 9.9%
Alphabet Inc, Cl A *		7,088	$	20,512
Alphabet Inc, Cl C *		10,112		29,418
Altice USA Inc, Cl A *		151,070		4,145
AT&T Inc		372,492		10,214
Cars.com Inc *		50,680		645
Comcast Corp, Cl A		62,517		3,793
Electronic Arts Inc		6,879		999
Facebook Inc, Cl A *		39,899		15,137
IDT Corp, Cl B *		6,852		298
Interpublic Group of Cos Inc/The		96,299		3,585
John Wiley & Sons Inc, Cl A		1,377		80
News Corp, Cl A		50,721		1,140
Omnicom Group Inc		65,897		4,825
Pinterest Inc, Cl A *		13,478		749
Sirius XM Holdings Inc		28,982		182
Stagwell *		21,334		149
Verizon Communications Inc		213,038		11,717
Walt Disney Co/The		2,046		371
				107,959
Consumer Discretionary — 10.5%
Aaron’s Co Inc/The		22,156		588
Acushnet Holdings Corp		1,832		92
Amazon.com Inc *		5,376		18,659
American Public Education Inc *		10,045		264
AutoNation Inc *		43,363		4,730
AutoZone Inc *		1,739		2,694
Bath & Body Works Inc		28,108		1,897
Boyd Gaming Corp *		21,268		1,305
Crocs Inc *		17,589		2,512
Dollar General Corp		1,045		233
Dollar Tree Inc *		1,852		168
Domino’s Pizza Inc		5,185		2,680
eBay Inc		103,381		7,933
Ethan Allen Interiors Inc		15,996		384
Ford Motor Co *		685,811		8,936
Garmin Ltd		4,661		813
General Motors Co *		27,644		1,355
Genuine Parts Co		4,470		546
Graham Holdings Co, Cl B		2,110		1,301
H&R Block Inc		141,090		3,619
Home Depot Inc/The		3,954		1,290
Lennar Corp, Cl A		63,856		6,852
Lennar Corp, Cl B		10,931		957
Lowe’s Cos Inc		5,969		1,217
Lululemon Athletica Inc *		3,548		1,420
Mattel Inc *		67,522		1,442
NIKE Inc, Cl B		7,109		1,171
OneWater Marine Inc, Cl A		6,035		244
O’Reilly Automotive Inc *		1,446		859
Oxford Industries Inc		1,697		153

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Perdoceo Education Corp *		41,354	$	454
Pool Corp		1,198		592
PulteGroup Inc		75,378		4,060
Qurate Retail Inc		278,382		3,071
RH *		458		321
Shutterstock Inc		13,421		1,547
Smith & Wesson Brands Inc		38,254		923
Starbucks Corp		12,413		1,458
Sturm Ruger & Co Inc		11,691		914
Target Corp		51,677		12,763
Tempur Sealy International Inc		19,128		855
Terminix Global Holdings Inc *		3,928		163
Tesla Inc *		591		435
Texas Roadhouse Inc, Cl A		8,823		838
TJX Cos Inc/The		44,262		3,219
Tractor Supply Co		3,613		702
Tri Pointe Homes Inc *		89,474		2,127
Victoria’s Secret & Co *		1		—
Vista Outdoor Inc *		41,192		1,683
Whirlpool Corp		1,028		228
Williams-Sonoma Inc		4,468		834
Winmark Corp		292		61
XPEL Inc *		6,157		468
Yum! Brands Inc		7,195		943
				114,973
Consumer Staples — 8.8%
Albertsons Cos Inc, Cl A		114,037		3,462
Altria Group Inc		18,651		937
Archer-Daniels-Midland Co		12,378		742
Brown-Forman Corp, Cl A		1,350		89
Brown-Forman Corp, Cl B		5,741		403
Bunge Ltd		70,367		5,328
Casey’s General Stores Inc		1,167		239
Central Garden & Pet Co, Cl A *		4,385		183
Church & Dwight Co Inc		6,850		573
Clorox Co/The		14,898		2,504
Coca-Cola Co/The		25,135		1,415
Colgate-Palmolive Co		51,202		3,991
Costco Wholesale Corp		3,112		1,418
Estee Lauder Cos Inc/The, Cl A		6,513		2,218
Flowers Foods Inc		6,209		150
General Mills Inc		2,933		169
Hain Celestial Group Inc/The *		4,015		150
Herbalife Nutrition Ltd *		65,755		3,376
Hershey Co/The		8,429		1,498
Ingles Markets Inc, Cl A		11,641		790
Ingredion Inc		1,815		160
J M Smucker Co/The		35,278		4,363
Keurig Dr Pepper Inc		7,543		269
Kroger Co/The		267,501		12,313
Lancaster Colony Corp		1,049		186

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Equity Factor Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Medifast Inc		934	$	213
Monster Beverage Corp *		44,585		4,350
Nu Skin Enterprises Inc, Cl A		6,626		335
PepsiCo Inc		31,923		4,992
Philip Morris International Inc		39,513		4,070
Procter & Gamble Co/The		108,298		15,421
SpartanNash Co		22,326		480
Sprouts Farmers Market Inc *		82,763		2,061
Sysco Corp		5,200		414
Tyson Foods Inc, Cl A		9,247		726
USANA Health Sciences Inc *		9,634		935
Vector Group Ltd		108,469		1,629
Village Super Market Inc, Cl A		2,624		59
Walgreens Boots Alliance Inc		14,046		713
Walmart Inc		84,054		12,448
WD-40 Co		415		99
Weis Markets Inc		2,216		126
				95,997
Energy — 0.5%
Chesapeake Energy		22,200		1,239
Cimarex Energy Co		21,606		1,387
DHT Holdings Inc		84,820		469
Dorian LPG Ltd		26,251		347
Frontline Ltd/Bermuda		1,112		8
Kinder Morgan Inc		57,761		940
Magnolia Oil & Gas Corp, Cl A		2,440		38
Marathon Oil Corp		9,265		109
PDC Energy Inc		10,737		448
Whiting Petroleum Corp *		13,497		634
				5,619
Financials — 14.1%
Affiliated Managers Group Inc		7,131		1,213
Aflac Inc		20,943		1,187
AGNC Investment Corp ‡		381,699		6,226
Alleghany Corp *		424		287
Allstate Corp/The		6,131		829
Ally Financial Inc		202,248		10,699
Amalgamated Financial Corp		9,327		145
American Financial Group Inc/OH		2,183		301
Ameriprise Financial Inc		896		245
Annaly Capital Management Inc ‡		247,277		2,149
Banco Latinoamericano de Comercio
Exterior SA, Cl E		21,862		373
Bank of America Corp		6,005		251
Bank OZK		10,925		464
Berkshire Hathaway Inc, Cl B *		1,244		356
Brighthouse Financial Inc *		64,531		3,159
Capital One Financial Corp		69,332		11,507
Carlyle Group Inc/The		56,541		2,792
Citigroup Inc		148,898		10,707
Civista Bancshares Inc		11,400		268

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CNB Financial Corp/PA		11,015	$	271
Cohen & Steers Inc		2,898		254
Comerica Inc		37,815		2,795
Cowen Inc, Cl A		18,848		679
Customers Bancorp Inc *		15,418		638
Discover Financial Services		8,597		1,102
Donegal Group Inc, Cl A		2,017		30
Donnelley Financial Solutions Inc *		32,353		1,079
Enova International Inc *		24,374		804
Federated Hermes Inc, Cl B		28,403		961
Fidelity National Financial Inc		9,217		450
Financial Institutions Inc		11,775		374
First Financial Corp/IN		4,583		185
First Republic Bank/CA		3,210		639
Flushing Financial Corp		22,191		509
FS Bancorp Inc		3,023		103
Genworth Financial Inc, Cl A *		375,284		1,407
Goldman Sachs Group Inc/The		10,569		4,370
Great Southern Bancorp Inc		7,800		425
Greenlight Capital Re Ltd, Cl A *		19,667		166
Hanmi Financial Corp		13,164		254
Hanover Insurance Group Inc/The		1,192		168
Home Bancorp Inc		5,571		208
HomeStreet Inc		15,764		644
Independent Bank Corp/MI		15,700		329
Invesco Ltd		32,456		822
Jefferies Financial Group Inc		9,029		334
JPMorgan Chase & Co		26,130		4,180
Luther Burbank Corp		12,661		164
Merchants Bancorp/IN		3,361		123
MFA Financial Inc ‡		67,916		326
Midland States Bancorp Inc		5,142		130
Moelis & Co, Cl A		20,949		1,298
Mr Cooper Group Inc *		52,840		2,054
Navient Corp		132,185		3,068
OFG Bancorp		37,327		889
OneMain Holdings Inc, Cl A		82,252		4,757
Orrstown Financial Services Inc		7,934		189
Piper Sandler Cos		6,120		875
Popular Inc		68,401		5,194
Prudential Financial Inc		47,269		5,005
Regions Financial Corp		171,056		3,495
S&P Global Inc		4,755		2,110
Santander Consumer USA Holdings Inc		71,730		2,993
Sculptor Capital Management Inc, Cl A (A)		15,857		449
SiriusPoint Ltd *		57,702		566
SLM Corp		107,994		2,025
South Plains Financial Inc		2,368		55
State Street Corp		81,371		7,560
Stewart Information Services Corp		9,571		603
Stifel Financial Corp		7,959		550
Synchrony Financial		237,796		11,830

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Equity Factor Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
T Rowe Price Group Inc		51,079	$	11,435
Travelers Cos Inc/The		4,395		702
Virtus Investment Partners Inc		2,046		640
W R Berkley Corp		28,405		2,139
Waterstone Financial Inc		16,164		328
Wells Fargo & Co		48,488		2,216
Zions Bancorp NA		30,641		1,774
				152,880
Health Care — 14.1%
Abbott Laboratories		3,867		489
AbbVie Inc		29,670		3,583
Agilent Technologies Inc		1,633		287
Align Technology Inc *		458		325
AmerisourceBergen Corp, Cl A		54,824		6,700
Amgen Inc		34,355		7,748
Amneal Pharmaceuticals Inc *		73,171		413
Avantor Inc *		18,058		712
Bristol-Myers Squibb Co		99,812		6,673
Bruker Corp		9,461		836
Cardinal Health Inc		135,757		7,126
Catalent Inc *		12,784		1,668
Cerner Corp		29,215		2,231
Chemed Corp		499		238
CVS Health Corp		111,155		9,603
Danaher Corp		14,837		4,810
DaVita Inc *		66,218		8,659
Edwards Lifesciences Corp *		1,095		128
Eli Lilly & Co		3,379		873
Endo International PLC *		158,755		364
Envista Holdings Corp *		55,396		2,370
Gilead Sciences Inc		68,540		4,988
HCA Healthcare Inc		13,041		3,299
Henry Schein Inc *		4,577		346
Hologic Inc *		73,099		5,786
IDEXX Laboratories Inc *		2,816		1,897
IQVIA Holdings Inc *		2,253		585
Ironwood Pharmaceuticals Inc, Cl A *		49,764		652
Johnson & Johnson		44,662		7,732
Laboratory Corp of America Holdings *		4,678		1,419
McKesson Corp		55,382		11,306
Medpace Holdings Inc *		3,510		640
Medtronic PLC		22,115		2,952
Merit Medical Systems Inc *		6,983		501
Mettler-Toledo International Inc *		691		1,073
Moderna Inc *		4,655		1,753
Organon & Co		25,833		875
Pfizer Inc		262,404		12,089
Prestige Consumer Healthcare Inc *		5,556		319
Quest Diagnostics Inc		9,623		1,471
Regeneron Pharmaceuticals Inc *		4,956		3,337
ResMed Inc		438		127

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
STAAR Surgical Co *		6,007	$	928
Tenet Healthcare Corp *		20,105		1,515
Thermo Fisher Scientific Inc		8,947		4,965
United Therapeutics Corp *		34,009		7,308
UnitedHealth Group Inc		9,761		4,063
Universal Health Services Inc, Cl B		3,923		611
Veeva Systems Inc, Cl A *		3,135		1,041
Vertex Pharmaceuticals Inc *		8,109		1,624
Viatris Inc, Cl W *		19,372		283
Waters Corp *		1,953		809
Zoetis Inc, Cl A		3,154		645
				152,775
Industrials — 6.6%
3M Co		4,292		836
A O Smith Corp		4,221		307
AGCO Corp		10,700		1,473
ArcBest Corp		5,613		375
Atlas Air Worldwide Holdings Inc *		20,849		1,525
Boise Cascade Co		11,138		644
CACI International Inc, Cl A *		6,753		1,739
Caesarstone Ltd		15,363		200
Carlisle Cos Inc		1,589		335
CH Robinson Worldwide Inc		4,164		375
Cintas Corp		2,194		868
Costamare Inc		37,311		536
Crane Co		8,860		902
Deere & Co		14,623		5,528
Donaldson Co Inc		543		37
Dover Corp		2,114		369
Echo Global Logistics Inc *		3,267		107
Emerson Electric Co		3,867		408
Encore Wire Corp		10,582		900
Ennis Inc		6,866		133
Expeditors International of Washington Inc		76,555		9,542
FedEx Corp		6,927		1,840
Graco Inc		5,253		412
GrafTech International Ltd		29,956		332
Honeywell International Inc		3,235		750
Hubbell Inc, Cl B		1,663		343
IDEX Corp		2,336		523
Illinois Tool Works Inc		4,044		942
Johnson Controls International plc		22,689		1,697
Kadant Inc		1,087		227
Kforce Inc		2,464		144
Korn Ferry		18,284		1,292
L3Harris Technologies Inc		3,381		788
Landstar System Inc		1,203		202
Lennox International Inc		1,118		375
Lockheed Martin Corp		1,976		711
ManpowerGroup Inc		33,351		4,049
Masco Corp		68,251		4,144

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Equity Factor Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
MSC Industrial Direct Co Inc, Cl A		1,327	$	112
Mueller Industries Inc		7,190		321
Nielsen Holdings PLC		261,036		5,602
Northrop Grumman Corp		4,302		1,582
Omega Flex Inc		365		55
Pentair PLC		5,324		411
Preformed Line Products Co		2,152		151
Robert Half International Inc		58,204		6,018
Rockwell Automation Inc		2,872		935
Rollins Inc		6,919		269
RR Donnelley & Sons Co *		52,027		255
Rush Enterprises Inc, Cl A		171		8
Ryder System Inc		38,026		3,023
Safe Bulkers Inc *		40,655		164
Schneider National Inc, Cl B		13,210		298
Simpson Manufacturing Co Inc		1,174		133
Snap-on Inc		1,713		386
Toro Co/The		3,348		368
TransUnion		1,077		131
TrueBlue Inc *		12,127		331
United Parcel Service Inc, Cl B		15,318		2,997
Vertiv Holdings Co, Cl A		19,391		546
Waste Management Inc		5,835		905
Watts Water Technologies Inc, Cl A		880		151
Werner Enterprises Inc		15,379		725
				71,787
Information Technology — 30.1%
A10 Networks Inc *		7,733		107
Accenture PLC, Cl A		29,539		9,942
Adobe Inc *		1,502		997
Alpha & Omega Semiconductor Ltd *		14,331		416
Amdocs Ltd		40,940		3,154
Amkor Technology Inc		52,118		1,432
Amphenol Corp, Cl A		9,722		745
Apple Inc		328,769		49,917
Applied Materials Inc		28,927		3,909
Arrow Electronics Inc *		62,266		7,548
Atlassian Corp PLC, Cl A *		3,081		1,131
Automatic Data Processing Inc		2,770		579
Avaya Holdings Corp *		62,210		1,255
Avid Technology Inc *		23,303		602
Avnet Inc		71,664		2,900
BM Technologies Inc *		656		6
Box Inc, Cl A *		5,052		130
Cadence Design Systems Inc *		20,689		3,382
CDK Global Inc		67,527		2,809
Ciena Corp *		11,563		661
Cisco Systems Inc/Delaware		197,132		11,635
Citrix Systems Inc		11,875		1,222
Cognizant Technology Solutions Corp, Cl A		92,195		7,035
CommScope Holding Co Inc *		53,804		850

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CommVault Systems Inc *		14,116	$	1,143
Crowdstrike Holdings Inc, Cl A *		4,205		1,182
CSG Systems International Inc		1,041		50
Dell Technologies Inc, Cl C *		42,923		4,183
Diebold Nixdorf Inc *		52,176		568
Digital Turbine Inc *		8,973		525
DocuSign Inc, Cl A *		2,571		762
Dolby Laboratories Inc, Cl A		19,597		1,942
Dropbox Inc, Cl A *		27,388		869
Dynatrace Inc *		4,355		299
EPAM Systems Inc *		6,401		4,051
EVERTEC Inc		7,715		357
F5 Networks Inc *		5,969		1,215
First Solar Inc *		17,979		1,690
Fiserv Inc *		13,084		1,541
Fortinet Inc *		30,873		9,729
Gartner Inc *		2,684		829
Genpact Ltd		5,836		303
Hewlett Packard Enterprise Co		225,331		3,484
HP Inc		374,925		11,150
Intel Corp		196,674		10,632
International Business Machines Corp		64,424		9,041
Intuit Inc		22,992		13,016
J2 Global Inc *		30,773		4,237
Jabil Inc		71,617		4,425
Keysight Technologies Inc *		2,114		379
KLA Corp		1,577		536
Kulicke & Soffa Industries Inc		12,220		858
Lam Research Corp		2,891		1,749
Littelfuse Inc		1,049		299
Manhattan Associates Inc *		2,591		422
Microsoft Corp		199,691		60,283
Motorola Solutions Inc		3,513		858
NetApp Inc		1,949		173
NETGEAR Inc *		20,819		744
NortonLifeLock Inc		110,703		2,940
NVIDIA Corp		3,229		723
ON Semiconductor Corp *		59,995		2,661
Onto Innovation Inc *		9,273		687
Oracle Corp		173,796		15,490
PayPal Holdings Inc *		13,065		3,771
Perficient Inc *		11,282		1,345
Photronics Inc *		46,650		703
Progress Software Corp		11,199		521
Qorvo Inc *		6,533		1,228
QUALCOMM Inc		64,805		9,506
Sanmina Corp *		19,105		754
Skyworks Solutions Inc		10,156		1,863
SPS Commerce Inc *		4,280		580
SYNNEX Corp		30,345		3,856
Teradyne Inc		22		3
Texas Instruments Inc		4,696		897

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Equity Factor Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Trade Desk Inc/The, Cl A *		3,146	$	252
TTEC Holdings Inc		1,643		173
Ubiquiti Inc		763		248
Verint Systems Inc *		54,954		2,453
VeriSign Inc *		3,791		820
Visa Inc, Cl A		12,471		2,857
Vishay Intertechnology Inc		59,677		1,311
Western Union Co/The		126,234		2,732
Xerox Holdings Corp		47,269		1,064
Xperi Holding Corp		77,699		1,661
Zebra Technologies Corp, Cl A *		934		548
				327,535
Materials — 1.6%
AptarGroup Inc		2,092		282
Avery Dennison Corp		2,623		591
Avient Corp		5,632		293
Crown Holdings Inc		20,638		2,266
Dow Inc		26,224		1,650
Element Solutions Inc		61,740		1,403
Graphic Packaging Holding Co		8,391		172
International Paper Co		12,784		768
NewMarket Corp		193		68
Nucor Corp		33,245		3,908
Olin Corp		19,016		948
Reliance Steel & Aluminum Co		2,033		305
Sealed Air Corp		14,952		913
Sensient Technologies Corp		1,235		107
Sherwin-Williams Co/The		2,749		835
Silgan Holdings Inc		55,431		2,352
Sonoco Products Co		3,072		201
Steel Dynamics Inc		13,253		894
				17,956
Real Estate — 1.3%
Alexandria Real Estate Equities Inc ‡		4,768		984

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CareTrust Inc ‡		2,225	$	49
CBRE Group Inc, Cl A *		22,132		2,131
Easterly Government Properties Inc, Cl A ‡		9,723		208
EastGroup Properties Inc ‡		2,910		525
Equity Commonwealth ‡		17,767		468
Extra Space Storage Inc ‡		15,355		2,870
iStar Inc ‡		9,532		252
Jones Lang LaSalle Inc *		7,246		1,757
PotlatchDeltic Corp ‡		8,429		438
Prologis Inc ‡		12,840		1,729
Realogy Holdings Corp *		79,176		1,389
RPT Realty ‡		27,839		360
SITE Centers Corp ‡		42,969		692
				13,852
Utilities — 0.8%
American Water Works Co Inc		4,111		749
Exelon Corp		139,697		6,848
Sempra Energy		8,691		1,151
				8,748
Total Common Stock (Cost $756,786) ($ Thousands)				1,070,081
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		15,001,983		15,002
Total Cash Equivalent (Cost $15,002) ($ Thousands)				15,002
Total Investments in Securities — 99.7% (Cost $771,788) ($ Thousands)			$	1,085,083

A list of open futures contracts held by the Fund at August 31, 2021, 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		43		Sep-2021	$	9,730	$	9,719	$	(11)

Percentages are based on Net Assets of $1,088,588 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^‡  Real Estate Investment Trust.

^†  Investment in Affiliated Security

(A) Security is a Master Limited Partnership. At August 31, 2021, such securities amounted to $449 ($ Thousands), or 0.0% of the Net Assets of the Fund.

Cl — Class

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor’s

Ser — Series

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Equity Factor Allocation Fund (Concluded)

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,070,081		–		–		1,070,081
Cash Equivalent		15,002		–		–		15,002
Total Investments in Securities		1,085,083		–		–		1,085,083

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(11	)		–		–		(11	)
Total Other Financial Instruments		(11	)		–		–		(11	)

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$ -	$ 101,641	$ (86,639)	$ -	$ -	$ 15,002	15,001,983	$ -	$ -

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

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Managed Volatility Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 97.5%
Communication Services — 8.4%
Activision Blizzard Inc		21,137	$	1,741
Alphabet Inc, Cl A *		943		2,729
Alphabet Inc, Cl C *		1,110		3,229
AT&T Inc		419,100		11,492
Comcast Corp, Cl A		240,300		14,581
Electronic Arts Inc		15,090		2,191
Gogo Inc *		21,989		296
John Wiley & Sons Inc, Cl A		20,136		1,170
Lions Gate Entertainment Corp, Cl A *		28,609		370
Lions Gate Entertainment Corp, Cl B *		21,586		254
New York Times Co/The, Cl A		28,840		1,465
Nippon Telegraph & Telephone Corp ADR (A)		140,100		3,750
Omnicom Group Inc		135,581		9,927
Ooma Inc *		11,221		213
Scholastic Corp		12,324		410
SK Telecom Co Ltd ADR (A)		141,800		4,082
United States Cellular Corp *		10,750		343
Verizon Communications Inc		443,377		24,386
World Wrestling Entertainment Inc, Cl A (A)		60,073		3,130
Zynga Inc, Cl A *		112,982		1,000
				86,759
Consumer Discretionary — 8.8%
Amazon.com Inc *		806		2,797
AutoZone Inc *		3,200		4,957
BorgWarner Inc		28,252		1,206
Canadian Tire Corp Ltd, Cl A		31,000		4,710
Dorman Products Inc *		4,477		420
DR Horton Inc		49,600		4,743
eBay Inc		199,600		15,317
Frontdoor Inc *		11,468		500
Garmin Ltd		13,711		2,392
Gentex Corp		30,212		931
Graham Holdings Co, Cl B		360		222
Grand Canyon Education Inc *		36,512		3,255
H&R Block Inc		26,093		669
Honda Motor Co Ltd ADR (A)		112,200		3,395
Murphy USA Inc		3,936		611
NIKE Inc, Cl B		31,120		5,127
Papa John’s International Inc		3,824		488
Service Corp International/US		22,140		1,389
Smith & Wesson Brands Inc		6,634		160
Standard Motor Products Inc		8,097		347
Sturm Ruger & Co Inc		51,771		4,048
Target Corp		93,000		22,969
Terminix Global Holdings Inc *		33,697		1,403
Toyota Motor Corp ADR (A)		45,600		7,945
Winmark Corp		421		88

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Yum China Holdings Inc		17,569	$	1,082
				91,171
Consumer Staples — 14.1%
Altria Group Inc		118,300		5,942
BellRing Brands Inc, Cl A *		13,661		461
BJ’s Wholesale Club Holdings Inc *		4,671		265
Bunge Ltd		21,507		1,628
Calavo Growers Inc		4,653		218
Campbell Soup Co		51,491		2,149
Casey’s General Stores Inc		7,422		1,518
Coca-Cola Co/The		117,151		6,597
Coca-Cola Consolidated Inc		1,581		642
Colgate-Palmolive Co		62,701		4,888
Conagra Brands Inc		237,664		7,871
Costco Wholesale Corp		9,110		4,150
Darling Ingredients Inc *		6,160		459
Flowers Foods Inc		148,806		3,591
Fresh Del Monte Produce Inc		10,690		351
General Mills Inc		198,501		11,475
Hain Celestial Group Inc/The *		29,867		1,117
Hershey Co/The		39,405		7,002
Hormel Foods Corp		65,945		3,003
Hostess Brands Inc, Cl A *		37,093		592
Ingredion Inc		32,800		2,882
Inter Parfums Inc		2,136		155
J & J Snack Foods Corp		3,210		526
J M Smucker Co/The		105,950		13,103
John B Sanfilippo & Son Inc		7,596		646
Kellogg Co (A)		154,926		9,782
Kimberly-Clark Corp		61,100		8,420
Kraft Heinz Co/The		199,900		7,194
Kroger Co/The		363,729		16,742
Lancaster Colony Corp		3,768		668
Landec Corp *		3,190		35
Medifast Inc		1,165		266
MGP Ingredients Inc (A)		5,630		368
Mondelez International Inc, Cl A		11,633		722
Natural Grocers by Vitamin Cottage Inc		14,948		181
PriceSmart Inc		6,275		531
Sanderson Farms Inc		3,180		625
Seaboard Corp		79		336
Simply Good Foods Co/The *		16,897		602
Tootsie Roll Industries Inc		7,147		226
Tyson Foods Inc, Cl A		151,368		11,885
Universal Corp/VA		11,214		568
USANA Health Sciences Inc *		4,171		405
Vector Group Ltd		36,873		554
Village Super Market Inc, Cl A		1,361		30
Walmart Inc		24,351		3,606
WD-40 Co		1,248		299

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Weis Markets Inc		9,424	$	537
				145,813
Energy — 0.5%
DT Midstream Inc		15,500		720
Frontline Ltd/Bermuda (A)		32,614		235
Kinder Morgan Inc		231,700		3,770
RPC Inc *		20,267		78
				4,803
Financials — 11.4%
Aflac Inc		226,200		12,821
Alerus Financial Corp		4,353		130
Allstate Corp/The		137,000		18,533
American Financial Group Inc/OH		32,000		4,414
Annaly Capital Management Inc ‡		364,500		3,167
Arbor Realty Trust Inc ‡		16,891		309
Argo Group International Holdings Ltd		8,827		467
Assurant Inc		5,344		909
Bank of New York Mellon Corp/The		155,100		8,565
Berkshire Hathaway Inc, Cl B *		62,310		17,806
BRP Group Inc, Cl A *		6,754		254
Canadian Imperial Bank of Commerce		44,100		5,066
Cboe Global Markets Inc		34,956		4,410
Columbia Financial Inc *		24,784		447
Community Bank System Inc		3,109		230
Crawford & Co, Cl A		4,403		44
Dynex Capital Inc		35,220		625
Employers Holdings Inc		8,853		364
Erie Indemnity Co, Cl A		2,612		463
Everest Re Group Ltd		14,000		3,709
HarborOne Bancorp Inc		33,081		467
Hartford Financial Services Group Inc/The		68,500		4,605
HCI Group Inc		1,812		202
Houlihan Lokey Inc, Cl A		6,177		557
Investors Bancorp Inc		423,000		6,053
Kearny Financial Corp/MD		36,823		467
KKR Real Estate Finance Trust Inc		9,323		199
Loblaw Cos Ltd		76,100		5,353
Marsh & McLennan Cos Inc		26,440		4,156
Mercury General Corp		20,919		1,249
MFA Financial Inc ‡		37,093		178
Moelis & Co, Cl A		381		24
Morningstar Inc		10,581		2,836
MVB Financial Corp		1,943		77
National Bank Holdings Corp, Cl A		12,430		466
NI Holdings Inc *		2,526		49
PCSB Financial Corp		13,466		245
Professional Holding, Cl A *		5,391		104
Redwood Trust Inc ‡		28,456		355
Reliant Bancorp Inc		4,713		137
Safety Insurance Group Inc		3,875		315
Stewart Information Services Corp		6,971		439

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Tradeweb Markets Inc, Cl A		11,973	$	1,042
US Bancorp		74,500		4,276
Waterstone Financial Inc		14,876		302
White Mountains Insurance Group Ltd		1,495		1,676
				118,562
Health Care — 16.7%
AbbVie Inc		112,909		13,637
Alkermes PLC *		1,736		54
Amgen Inc		44,700		10,081
Amphastar Pharmaceuticals Inc *		30,832		606
Anika Therapeutics Inc *		2,455		106
Baxter International Inc		43,698		3,331
BioDelivery Sciences International Inc *		15,740		61
Biogen Inc *		3,522		1,194
Bristol-Myers Squibb Co		385,312		25,762
Cerner Corp		67,441		5,149
CVS Health Corp		162,733		14,059
Danaher Corp		2,454		796
DermTech Inc *		3,034		113
Eagle Pharmaceuticals Inc/DE *		4,043		216
Gilead Sciences Inc		226,380		16,476
Harvard Bioscience *		3,431		28
HealthStream Inc *		6,859		208
Henry Schein Inc *		23,535		1,779
InfuSystem Holdings Inc *		1,993		28
Inogen Inc *		5,328		315
Ironwood Pharmaceuticals Inc, Cl A *		37,449		491
Johnson & Johnson		111,727		19,343
Joint Corp/The *		2,455		251
LeMaitre Vascular Inc		703		40
Merck & Co Inc		333,635		25,453
Omnicell Inc *		3,987		619
Organogenesis Holdings Inc, Cl A *		3,158		54
Organon & Co		36,062		1,222
Orthofix Medical Inc *		3,999		170
Pacira BioSciences Inc *		5,219		309
Patterson Cos Inc		12,473		382
Pfizer Inc		458,539		21,125
Phibro Animal Health Corp, Cl A		1,580		38
Premier Inc, Cl A		76,188		2,833
Prestige Consumer Healthcare Inc *		10,027		575
QIAGEN NV *		29,525		1,648
Sharps Compliance Corp *		25,618		230
SIGA Technologies Inc *		33,700		220
Stereotaxis Inc *		35,410		250
Vanda Pharmaceuticals Inc *		19,543		327
Viemed Healthcare Inc *		25,089		161
West Pharmaceutical Services Inc		7,448		3,364

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
XBiotech Inc (A)		10,628	$	170
				173,274
Industrials — 10.2%
3M Co		71,598		13,943
Allison Transmission Holdings Inc, Cl A		161,500		5,972
AZZ Inc		4,990		267
Booz Allen Hamilton Holding Corp, Cl A		1,213		99
Brink’s Co/The		4,195		328
BWX Technologies Inc		5,736		329
CACI International Inc, Cl A *		16,400		4,224
CBIZ Inc *		11,556		394
CH Robinson Worldwide Inc		50,772		4,573
Cummins Inc		28,900		6,820
Expeditors International of Washington Inc		42,925		5,350
Exponent Inc		1,937		226
Forward Air Corp		5,985		528
FTI Consulting Inc *		9,058		1,266
General Dynamics Corp		44,660		8,946
Huntington Ingalls Industries Inc		27,292		5,572
JB Hunt Transport Services Inc		11,336		2,011
Kforce Inc		4,078		238
Landstar System Inc		5,128		862
Lockheed Martin Corp		26,313		9,467
Miller Industries Inc/TN		2,341		87
Northrop Grumman Corp		41,957		15,428
Otis Worldwide Corp		32,844		3,029
Red Violet Inc *(A)		6,626		190
Republic Services Inc, Cl A		31,100		3,860
Rollins Inc		59,838		2,329
Snap-on Inc		23,500		5,286
Toro Co/The		33,563		3,690
TrueBlue Inc *		865		24
Werner Enterprises Inc		6,991		330
WillScot Mobile Mini Holdings Corp, Cl A *		1,566		46
				105,714
Information Technology — 16.9%
Amdocs Ltd		230,881		17,785
Amphenol Corp, Cl A		22,838		1,750
Avnet Inc		73,800		2,986
Broadridge Financial Solutions Inc		8,635		1,487
Canon Inc ADR (A)		94,900		2,260
CDK Global Inc		11,136		463
Cisco Systems Inc/Delaware		351,631		20,753
CommVault Systems Inc *		7,118		576
Cornerstone OnDemand Inc *		11,951		685
CSG Systems International Inc		110,172		5,311
DocuSign Inc, Cl A *		4,069		1,205
Dropbox Inc, Cl A *		60,366		1,914
F5 Networks Inc *		57,056		11,615
Intel Corp		387,900		20,970
International Business Machines Corp		115,600		16,223

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Jack Henry & Associates Inc		17,049	$	3,007
Juniper Networks Inc		318,580		9,233
Maximus Inc		3,913		341
Microsoft Corp		11,452		3,457
NortonLifeLock Inc		105,903		2,813
Oracle Corp		302,300		26,944
OSI Systems Inc *		3,312		328
Progress Software Corp		10,717		499
QAD Inc, Cl A		6,845		596
Sapiens International Corp NV		18,438		526
Seagate Technology Holdings PLC		81,800		7,165
SPS Commerce Inc *		3,100		420
Tucows Inc, Cl A *(A)		2,792		207
Western Union Co/The		625,043		13,526
				175,045
Materials — 4.5%
AptarGroup Inc		31,806		4,287
Balchem Corp		3,963		557
Berry Global Group Inc *		102,600		6,892
NewMarket Corp		17,553		6,139
Newmont Corp		157,827		9,152
Novagold Resources Inc *		30,250		219
Ranpak Holdings Corp, Cl A *		7,074		217
Sealed Air Corp		67,600		4,126
Sherwin-Williams Co/The		18,187		5,523
Silgan Holdings Inc		147,500		6,258
Sonoco Products Co		55,400		3,618
Stepan Co		846		99
				47,087
Real Estate — 2.1%
Agree Realty Corp ‡		6,974		520
Brandywine Realty Trust ‡		270,500		3,754
Easterly Government Properties Inc, Cl A ‡		6,738		144
Extra Space Storage Inc ‡		7,319		1,368
Forestar Group Inc *		3,395		71
Healthcare Realty Trust Inc ‡		13,583		408
Iron Mountain Inc ‡(A)		160,400		7,659
PS Business Parks Inc ‡		1,932		304
Public Storage ‡		18,582		6,013
Retail Opportunity Investments Corp ‡		11,645		210
Retail Properties of America Inc, Cl A ‡		8,743		116
RMR Group Inc/The, Cl A		3,079		143
RPT Realty ‡		9,734		126
SITE Centers Corp ‡		9,138		147
Terreno Realty Corp ‡		7,169		479
Urban Edge Properties ‡		4,305		81
Urstadt Biddle Properties Inc, Cl A ‡		7,797		149
				21,692
Utilities — 3.9%
American States Water Co		3,789		349

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Artesian Resources Corp, Cl A		1,536	$	60
Atmos Energy Corp		5,113		499
Avista Corp		1,455		61
Cadiz Inc *(A)		23,583		317
California Water Service Group		8,964		570
Chesapeake Utilities Corp		5,723		748
DTE Energy Co		31,000		3,731
Entergy Corp		33,400		3,694
Evergy Inc		206,600		14,142
Global Water Resources Inc		1,925		38
Hawaiian Electric Industries Inc		53,136		2,317
National Fuel Gas Co		65,600		3,399
Northwest Natural Holding Co		4,441		228
ONE Gas Inc		2,145		154
Portland General Electric Co		114,000		5,854
Pure Cycle Corp *		12,901		193
South Jersey Industries Inc		17,229		427
Southwest Gas Holdings Inc		325		23
UGI Corp		79,500		3,682
Via Renewables Inc, Cl A		4,577		51
				40,537
Total Common Stock (Cost $748,662) ($ Thousands)				1,010,457
AFFILIATED PARTNERSHIP — 1.8%
SEI Liquidity Fund, L.P.         0.010% **†(B)		18,143,306		18,144
Total Affiliated Partnership (Cost $18,145) ($ Thousands)				18,144
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Government Fund, Cl F         0.010%**†		21,827,077		21,827
Total Cash Equivalent (Cost $21,827) ($ Thousands)				21,827
Total Investments in Securities — 101.4% (Cost $788,634) ($ Thousands)			$	1,050,428

A list of the open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation
Long Contracts
S&P 500 Index E-MINI		51		Sep-2021		$        11,084	$	11,527	$	444

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

U.S. Managed Volatility Fund (Concluded)

Percentages are based on Net Assets of $1,035,885 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $18,725 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $18,144 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,010,457		–		–		1,010,457
Affiliated Partnership		–		18,144		–		18,144
Cash Equivalent		21,827		–		–		21,827
Total Investments in Securities		1,032,284		18,144		–		1,050,428
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		444		–		–		444
Total Other Financial Instruments		444		–		–		444

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$ 32,350	$ 28,545	$ (42,750)	$ 1	$(2)	$ 18,144	18,143,306	$6	$—
SEI Daily Income Trust, Government Fund, Cl F	20,511	134,360	(133,044)	—	—	21,827	21,827,077	1	—
Totals	$ 52,861	$ 162,905	$ (175,794)	$ 1	$(2)	$ 39,971		$7	$—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 97.8%
Australia — 0.8%
AGL Energy Ltd		1,205,000	$	5,680
Coles Group Ltd		558,057		7,374
Newcrest Mining Ltd		413,131		7,470
Telstra Corp Ltd		65,492		184
Treasury Wine Estates Ltd		14,743		136
				20,844
Austria — 0.0%
Oberbank AG		175		19
Oesterreichische Post AG		6,377		292
Telekom Austria AG, Cl A		38,558		342
				653
Belgium — 0.6%
Ageas SA/NV		111,600		5,579
Etablissements Franz Colruyt NV		168,578		9,431
				15,010
Canada — 5.0%
Alimentation Couche-Tard Inc, Cl B		233,300		9,412
Bank of Montreal		52,300		5,197
Bank of Nova Scotia/The		106,000		6,555
Canadian Imperial Bank of Commerce		96,200		11,049
Canadian Tire Corp Ltd, Cl A (A)		71,000		10,788
Cogeco Communications Inc		58,200		5,343
Empire Co Ltd, Cl A		150,200		4,850
Fairfax Financial Holdings Ltd		2,100		928
George Weston Ltd		114,714		12,346
Great-West Lifeco Inc (A)		172,100		5,316
Hydro One Ltd		81,100		2,015
Loblaw Cos Ltd		325,751		22,915
Metro Inc/CN, Cl A		223,200		11,352
North West Co Inc/The		37,949		1,075
Power Corp of Canada		210,100		7,239
Quebecor Inc, Cl B		252,200		6,283
Saputo		31,000		871
Toronto-Dominion Bank/The		82,800		5,368
				128,902
Denmark — 0.6%
AP Moller - Maersk A/S, Cl B		842		2,389
Coloplast A/S, Cl B		37,803		6,547
DSV PANALPINA A/S		6,246		1,591
Genmab A/S *		4,721		2,235
Novo Nordisk A/S, Cl B		36,797		3,666
Schouw & Co A/S		2,853		309
				16,737
Finland — 0.3%
Aspo Oyj		27		–
Kesko Oyj, Cl B		51,307		2,117
Orion Oyj, Cl B		33,337		1,359
TietoEVRY		147,700		5,259
				8,735
France — 1.9%
Axway Software		762		26

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Boiron SA		56	$	3
Carrefour SA		506,321		10,071
Danone SA		40,887		2,986
Dassault Systemes		6,275		358
Fountaine Pajot SA		345		48
L’Oreal SA		275		128
Orange SA		680,000		7,722
Sanofi		162,484		16,806
Societe BIC SA		77,200		5,135
Stef		149		17
TotalEnergies SE		133,400		5,881
				49,181
Germany — 1.3%
Allianz SE		16,900		3,970
Bayerische Motoren Werke AG		45,600		4,326
Deutsche Telekom AG		551,867		11,732
Freenet AG		39,379		972
HelloFresh SE *		12,234		1,318
Henkel AG & Co KGaA		11,427		1,028
Knorr-Bremse AG		44,322		5,318
McKesson Europe AG		1,563		45
Merck KGaA		17,841		4,237
Scout24 AG		17,584		1,478
				34,424
Hong Kong — 1.3%
Chinney Investments Ltd		88,000		20
CITIC Telecom International Holdings Ltd		872,000		303
CK Hutchison Holdings Ltd		755,500		5,513
CLP Holdings Ltd		829,680		8,294
Fountain SET Holdings Ltd		174,279		30
HK Electric Investments & HK Electric Investments Ltd		2,671,521		2,659
HKT Trust & HKT Ltd		4,222,686		5,755
Hong Kong & China Gas Co Ltd		805,372		1,296
Kerry Logistics Network		62,500		199
Langham Hospitality Investments and Langham Hospitality Investments Ltd *		196,500		22
PCCW Ltd		3,158,000		1,649
Plover Bay Technologies		144,000		60
Power Assets Holdings Ltd		466,500		2,930
Regal Hotels International Holdings Ltd *		46,000		21
SmarTone Telecommunications Holdings Ltd		153,344		86
Sun Hung Kai Properties Ltd		239,000		3,368
Transport International Holdings Ltd		13,200		24
VTech Holdings Ltd		62,233		605
Yue Yuen Industrial Holdings Ltd *		22		–
				32,834
Israel — 0.5%
Bank Hapoalim BM		22,133		191
Bank Leumi Le-Israel BM		653,000		5,401

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Bezeq The Israeli Telecommunication Corp Ltd *		556,347	$	662
Isracard Ltd		1		–
Neto ME Holdings Ltd		1,148		57
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		14,424		1,013
Shufersal Ltd		454,148		3,751
Strauss Group Ltd		34,839		1,008
				12,083
Italy — 0.5%
A2A SpA		4,431,100		9,729
ACEA SpA		12,421		297
Iren SpA		795,339		2,458
Newlat Food SpA *		12,678		103
Orsero SpA		4,664		52
Recordati SpA		9,376		615
				13,254
Japan — 9.3%
Aeon Hokkaido Corp		12,900		136
Ahjikan Co Ltd		5,308		41
Aozora Bank Ltd		85,300		2,004
Araya Industrial Co Ltd		3,800		52
Arcs Co Ltd		32,800		670
Astellas Pharma Inc		234,700		3,967
Atsugi Co Ltd *		8,850		51
Belc Co Ltd		5,100		269
Bridgestone		186,500		8,597
Calbee		18,100		449
Canon Inc		286,900		6,820
Cawachi Ltd		26,600		557
C’BON COSMETICS Co Ltd *		3,200		54
Choushimaru Co Ltd		7,894		85
Computer Engineering & Consulting		14,200		202
Cosmos Pharmaceutical Corp		15,700		2,784
Create Medic Co Ltd		2,784		25
Daihatsu Diesel Manufacturing Co Ltd		6,400		33
Daiohs Corp		2,700		26
Daito Trust Construction Co Ltd		31,300		3,442
Doshisha		6,100		97
DyDo Group Holdings Inc		4,596		235
Earth Corp		12,000		711
Ebara Foods Industry Inc		1,600		38
ENEOS Holdings Inc		1,100,600		4,269
ESTELLE Holdings Co Ltd *		6,000		36
Feed One Co Ltd		5,900		41
Fujicco Co Ltd		6,200		107
Fukuda Denshi Co Ltd		400		40
Heiwado Co Ltd		15,800		315
Hitachi Ltd		525		29
Hokuto Corp		21,300		386
ITOCHU Corp		211,700		6,380
Itochu-Shokuhin Co Ltd		953		46

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Itoham Yonekyu Holdings Inc		10,800	$	73
Japan Tobacco Inc		820,100		15,919
J-Oil Mills Inc		1,400		23
Kaken Pharmaceutical Co Ltd		29,400		1,330
Kamigumi Co Ltd		68,700		1,487
Kato Sangyo Co Ltd		16,200		496
KDDI Corp		811,500		24,893
Kinden		267,500		4,536
Kohnan Shoji Co Ltd		138,458		4,575
K’s Holdings Corp		404,800		4,440
Kyokuyo Co Ltd		14,100		387
KYORIN Holdings Inc		24,100		400
Lawson Inc		16,700		806
Lion Corp		20,200		344
Marubeni Corp		160,100		1,276
McDonald’s Holdings Co Japan Ltd		15,700		750
Ministop Co Ltd		20,800		269
Miroku Jyoho Service		9,400		141
Mitsubishi Shokuhin Co Ltd		10,600		278
Miyoshi Oil & Fat Co Ltd		10,118		118
Mizuho Financial Group Inc		592,940		8,328
Mochida Pharmaceutical Co Ltd		10,800		360
Morozoff Ltd		611		30
Nakanishi		2,200		50
Nihon Chouzai Co Ltd		11,100		175
Nihon Kohden Corp		3,500		118
Nintendo Co Ltd		14,300		6,886
Nippn Corp		237,642		3,498
Nippon Express Co Ltd		18,600		1,268
Nippon Telegraph & Telephone Corp		1,129,000		30,173
Nisshin Oillio Group Ltd/The		4,849		135
Nissin Foods Holdings Co Ltd		9,700		756
Nissui Pharmaceutical Co Ltd		11,900		109
Okinawa Cellular Telephone Co		5,411		257
Okuwa Co Ltd		13,500		137
Oracle Corp Japan *		29,154		2,399
Otsuka Holdings Co Ltd		28,000		1,193
OUG Holdings Inc		2,682		73
Rengo Co Ltd		543,000		4,434
San-A Co Ltd, Cl A		4,800		177
Sankyo Co Ltd		12,200		311
Senko Group Holdings Co Ltd		429,100		3,781
Shimamura Co Ltd		15,000		1,324
Showa Sangyo Co Ltd		13,700		351
SKY Perfect JSAT Holdings Inc		477,100		1,772
SoftBank Corp		2,185,300		29,310
SRA Holdings		2,700		68
ST Corp		5,400		88
Sugi Holdings Co Ltd		31,000		2,399
Sundrug Co Ltd		66,800		2,222
Systems Engineering Consultants		1,100		25
Teijin Ltd		327,300		4,716

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Toho Holdings Co Ltd		1,911	$	33
Tosoh Corp		133,300		2,424
Toyota Motor Corp		100,500		8,775
Trend Micro Inc/Japan *		70,500		3,870
Tsuruha Holdings Inc		43,500		5,484
Unicafe Inc *		9,700		90
Unicharm Corp		17,000		759
United Super Markets Holdings Inc		75,500		753
Valor Holdings Co Ltd		29,300		656
Vital KSK Holdings Inc		19,700		146
Welcia Holdings Co Ltd		25,600		905
Wowow Inc		6,276		137
Yamaguchi Financial Group Inc		365,000		2,133
Yaoko Co Ltd		10,000		651
Zaoh Co Ltd		2,000		30
				239,304
Netherlands — 1.4%
Amsterdam Commodities NV *		271		8
Koninklijke Ahold Delhaize NV		712,927		24,044
NN Group NV		137,300		7,126
Signify NV		78,500		4,394
				35,572
New Zealand — 0.1%
Argosy Property Ltd ‡		41,575		48
Fisher & Paykel Healthcare Corp Ltd		9,532		222
Investore Property Ltd ‡		188		–
Mainfreight Ltd		6,180		409
Spark New Zealand Ltd		629,331		2,160
				2,839
Norway — 0.3%
Orkla ASA		425,827		3,800
Sparebanken More		56		2
Telenor ASA		279,160		4,886
				8,688
Portugal — 0.1%
Jeronimo Martins SGPS SA		65,850		1,396
REN - Redes Energeticas Nacionais SGPS SA		264,138		773
				2,169
Singapore — 1.2%
Dairy Farm International Holdings Ltd		116,400		411
DBS Group Holdings Ltd		184,000		4,099
Great Eastern Holdings Ltd		4,800		75
Oversea-Chinese Banking Corp Ltd		704,300		5,985
Raffles Medical Group		9,400		10
Sheng Siong Group Ltd		1,456,233		1,635
Singapore Exchange Ltd		196,194		1,444
United Overseas Bank Ltd		876,300		16,665
				30,324
Spain — 0.5%
Ebro Foods SA		100,143		2,010
Endesa SA		326,600		7,849

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Red Electrica Corp SA		139,380	$	2,779
				12,638
Sweden — 0.8%
Axfood AB		334,625		8,843
ICA Gruppen AB		91,461		4,545
Svenska Handelsbanken AB, Cl A		492,100		5,529
Swedish Match AB		50,360		465
Telefonaktiebolaget LM Ericsson, Cl B		23,237		275
				19,657
Switzerland — 3.1%
Alcon Inc		36,870		3,036
Allreal Holding AG		232		49
Basellandschaftliche Kantonalbank		120		121
BKW AG		5,985		694
Chocoladefabriken Lindt & Spruengli AG		309		3,633
Crealogix Holding AG *		301		40
Emmi AG		1,669		1,926
EMS-Chemie Holding AG		229		248
Helvetia Holding AG		24,300		2,783
Investis Holding SA		813		88
Logitech International SA		45,967		4,699
Nestle SA		19,109		2,414
Novartis AG		139,681		12,929
Orior AG		1,137		117
PSP Swiss Property AG		2,247		301
Roche Holding AG		55,943		22,459
Schindler Holding AG		11,482		3,708
Sonova Holding AG		16,862		6,498
Straumann Holding		244		471
Swiss Life Holding AG		13,400		6,986
Swisscom AG		12,534		7,353
TX Group AG *		944		110
				80,663
United Kingdom — 4.2%
3i Group PLC		241,600		4,447
Alliance Pharma		70,500		105
Amino Technologies PLC		28,544		59
BAE Systems PLC		786,900		6,156
British American Tobacco PLC		311,300		11,692
BT Group PLC, Cl A *		1,688,100		3,945
CareTech Holdings		1,275		11
Fresnillo PLC		59,571		700
Genus PLC		22,615		1,847
GlaxoSmithKline PLC		1,157,551		23,291
Hummingbird Resources PLC *		82,842		23
Imperial Brands PLC		612,394		12,992
J Sainsbury PLC		1,523,736		6,375
Kingfisher PLC		623,458		3,006
Liberty Global PLC *		197,244		5,716
Medtronic PLC		14,253		1,903
Tate & Lyle PLC		1,054,540		10,240
Unilever PLC		69,854		3,889

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Wm Morrison Supermarkets PLC		2,785,971	$	11,119
				107,516
United States — 64.0%
Communication Services — 5.7%
Alphabet Inc, Cl A *		5,224		15,118
Alphabet Inc, Cl C *		1,779		5,175
AT&T Inc		1,337,719		36,680
BCE Inc		125,530		6,543
Comcast Corp, Cl A		389,400		23,629
Electronic Arts Inc		4,068		591
Facebook Inc, Cl A *		8,251		3,130
Fox Corp		159,575		5,783
Interpublic Group of Cos Inc/The		25,607		953
John Wiley & Sons Inc, Cl A		26,325		1,529
Liberty Media Corp-Liberty SiriusXM, Cl C *		10,548		520
News Corp, Cl A		13,599		306
Omnicom Group Inc		19,785		1,449
Scholastic Corp		39,778		1,322
Thryv Holdings *(A)		1,123		35
Verizon Communications Inc		812,432		44,684
				147,447
Consumer Discretionary — 5.2%
Advance Auto Parts Inc		43,700		8,865
AutoZone Inc *		14,825		22,966
Dollar General Corp		50,302		11,213
Domino’s Pizza Inc		9,454		4,887
DR Horton Inc		101,300		9,686
eBay Inc		356,900		27,388
Ford Motor Co *		403,300		5,255
General Motors Co *		153,400		7,518
Genuine Parts Co		3,978		486
Johnson Outdoors Inc, Cl A		2,338		268
Pool Corp		517		256
Target Corp		118,506		29,268
Whirlpool Corp		29,236		6,477
				134,533
Consumer Staples — 11.6%
Altria Group Inc		285,900		14,361
Archer-Daniels-Midland Co		96,900		5,814
Bunge Ltd		40,766		3,086
Campbell Soup Co		65,357		2,727
Casey’s General Stores Inc		34,945		7,148
Central Garden & Pet Co, Cl A *		37,374		1,557
Church & Dwight Co Inc		151,340		12,661
Clorox Co/The		8,270		1,390
Colgate-Palmolive Co		178,160		13,888
Conagra Brands Inc		288,500		9,555
Costco Wholesale Corp		37,755		17,197
Flowers Foods Inc		220,600		5,323
General Mills Inc		270,672		15,648
Hershey Co/The		46,577		8,277

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Hormel Foods Corp		79,061	$	3,600
Ingles Markets Inc, Cl A		403		27
Ingredion Inc		49,600		4,358
Inter Parfums Inc		3,776		274
J M Smucker Co/The		134,953		16,690
John B Sanfilippo & Son Inc		13,699		1,164
Kellogg Co		262,929		16,601
Keurig Dr Pepper Inc		44,842		1,600
Kimberly-Clark Corp		163,221		22,493
Kraft Heinz Co/The		298,000		10,725
Kroger Co/The		763,629		35,150
Lancaster Colony Corp		4,936		875
McCormick & Co Inc/MD		28,405		2,451
Molson Coors Beverage Co, Cl B		118,300		5,623
Mondelez International Inc, Cl A		102,056		6,335
Nomad Foods Ltd *		31,944		843
Philip Morris International Inc		40,368		4,158
PriceSmart Inc		1,565		132
Procter & Gamble Co/The		82,432		11,738
Spectrum Brands Holdings Inc		16,879		1,318
Sysco Corp		2,808		224
Tyson Foods Inc, Cl A		157,986		12,405
USANA Health Sciences Inc *		18,825		1,827
Walmart Inc		108,561		16,078
WD-40 Co		9,984		2,392
Weis Markets Inc		6,154		350
				298,063
Energy — 0.0%
DT Midstream		28,882		1,342
Financials — 5.1%
Aflac Inc		173,000		9,806
AGNC Investment Corp ‡		16,957		277
Allstate Corp/The		218,900		29,613
American Financial Group Inc/OH		56,600		7,807
Annaly Capital Management Inc ‡		540,500		4,697
Ares Capital Corp		210,500		4,189
Bank of New York Mellon Corp/The		217,800		12,027
BankFinancial Corp		2,213		26
Berkshire Hathaway, Cl A *		6		2,579
Berkshire Hathaway Inc, Cl B *		103,388		29,545
Cboe Global Markets Inc		70,696		8,918
Everest Re Group Ltd		26,600		7,046
Fidus Investment Corp		485		9
Hartford Financial Services Group Inc/The		144,800		9,734
Intercontinental Exchange Inc		4,457		533
New Mountain Finance Corp		1,132		15
Oaktree Specialty Lending Corp		266		2
PCSB Financial Corp		3,128		57
Provident Financial Holdings Inc (A)		2,655		46
RenaissanceRe Holdings Ltd		20,706		3,245
Sixth Street Specialty Lending Inc		607		14

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
SLR Senior Investment Corp		121	$	2
Stellus Capital Investment Corp		100		1
Waterstone Financial Inc		80,973		1,642
				131,830
Health Care — 12.7%
AbbVie Inc		64,197		7,754
Agilent Technologies Inc		45,457		7,976
Amgen Inc		100,840		22,742
Becton Dickinson and Co		32,404		8,156
Biogen Inc *		1,638		555
BioMarin Pharmaceutical Inc *		4,892		412
Bio-Rad Laboratories Inc, Cl A *		8,809		7,090
Bristol-Myers Squibb Co		374,111		25,013
Bruker Corp		711		63
Cerner Corp		203,624		15,547
Chemed Corp		16,608		7,917
Computer Programs and Systems Inc *		10,110		360
CVS Health Corp		273,800		23,653
Eagle Pharmaceuticals Inc/DE *		3,911		209
Enanta Pharmaceuticals Inc *		13,172		753
Encompass Health Corp		17,324		1,359
Gilead Sciences Inc		247,315		18,000
HealthStream Inc *		8,152		248
Henry Schein Inc *		69,879		5,282
IDEXX Laboratories Inc *		4,249		2,863
Johnson & Johnson		223,992		38,780
Laboratory Corp of America Holdings *		21,203		6,432
Merck & Co Inc		432,127		32,967
Mettler-Toledo International Inc *		3,889		6,039
Molina Healthcare Inc *		2,697		725
National HealthCare Corp		17,703		1,307
Organon & Co		37,884		1,284
Orthofix Medical Inc *		22,965		974
PerkinElmer Inc		27,508		5,083
Pfizer Inc		666,817		30,720
Phibro Animal Health Corp, Cl A		15,960		388
Prestige Consumer Healthcare Inc *		33,384		1,916
Quest Diagnostics Inc		31,826		4,864
Regeneron Pharmaceuticals Inc *		16,782		11,301
Taro Pharmaceutical Industries Ltd *		7,891		535
United Therapeutics Corp *		28,861		6,202
Vertex Pharmaceuticals Inc *		24,273		4,862
Waters Corp *		42,939		17,777
				328,108
Industrials — 6.0%
A O Smith Corp		91,272		6,637
Allison Transmission Holdings Inc, Cl A		162,700		6,017
AMERCO *		4,785		3,164
Booz Allen Hamilton Holding Corp, Cl A		26,224		2,148
CACI International Inc, Cl A *		43,800		11,280
Carrier Global Corp		50,300		2,897

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
CH Robinson Worldwide Inc		65,507	$	5,900
Cummins Inc		26,820		6,329
Expeditors International of Washington Inc		114,585		14,282
General Dynamics Corp		46,100		9,234
Graco Inc		13,536		1,062
JB Hunt Transport Services Inc		47,464		8,420
Lockheed Martin Corp		49,010		17,634
Northrop Grumman Corp		72,093		26,509
Republic Services Inc, Cl A		42,854		5,319
Robert Half International Inc		48,155		4,979
Waste Management Inc		83,079		12,886
Werner Enterprises Inc		182,200		8,593
ZIM Integrated Shipping Services *		4,540		219
				153,509
Information Technology — 11.3%
Accenture PLC, Cl A		6,449		2,170
ADTRAN Inc		1,069		22
Amdocs Ltd		260,607		20,075
Arista Networks Inc *		11,620		4,294
Arrow Electronics Inc *		42,491		5,151
Check Point Software Technologies Ltd *		156,810		19,700
Ciena Corp *		47,952		2,739
Cisco Systems Inc/Delaware		589,358		34,784
Cognizant Technology Solutions Corp, Cl A		90,200		6,883
CommVault Systems Inc *		42,254		3,421
CSG Systems International Inc		46,100		2,222
F5 Networks Inc *		66,080		13,452
Fair Isaac Corp *		2,887		1,327
Fortinet Inc *		6,237		1,966
Gartner Inc *		2,755		851
Intel Corp		629,400		34,025
International Business Machines Corp		165,800		23,268
Juniper Networks Inc		524,841		15,210
Microsoft Corp		6,151		1,857
Motorola Solutions Inc		36,790		8,985
NETGEAR Inc *		9,026		322
NetScout Systems Inc *		65,156		1,787
NortonLifeLock Inc		191,192		5,078
Oracle Corp		554,437		49,417
Progress Software Corp		31,295		1,457
Radware Ltd *		59,034		2,024
Seagate Technology Holdings PLC		197,300		17,282
Silicom Ltd *		2,397		107
Viavi Solutions Inc *		106,249		1,731
Western Union Co/The		420,100		9,091
				290,698
Materials — 3.0%
AptarGroup Inc		8,074		1,088
Berry Global Group Inc *		65,400		4,393
Materion Corp		19,516		1,425
NewMarket Corp		29,900		10,457

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Newmont Corp		352,855	$	20,462
Nucor Corp		11,777		1,385
Reliance Steel & Aluminum Co		55,876		8,384
Royal Gold Inc		70,659		7,866
Sealed Air Corp		115,600		7,055
Silgan Holdings Inc		336,376		14,272
Stepan Co		881		104
				76,891
Real Estate — 1.1%
Brandywine Realty Trust ‡		319,900		4,440
Extra Space Storage Inc ‡		52,330		9,781
Public Storage ‡		33,659		10,893
VEREIT Inc ‡		79,800		4,032
				29,146
Utilities — 2.3%
Alliant Energy Corp		107,215		6,518
American Electric Power Co Inc		51,106		4,578
Consolidated Edison Inc		51,280		3,869
Entergy Corp		77,600		8,583
Evergy Inc		258,300		17,681
Hawaiian Electric Industries Inc		28,394		1,238
National Fuel Gas Co		213,900		11,082
Public Service Enterprise Group Inc		81,112		5,186
				58,735
				1,650,302
Total Common Stock (Cost $2,193,990) ($ Thousands)				2,522,329
PREFERRED STOCK — 0.3%
Germany — 0.3%
FUCHS PETROLUB (B)		3,864		196
Henkel AG & Co KGaA (B)		78,407		7,658
Total Preferred Stock (Cost $7,911) ($ Thousands)				7,854
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, L.P.         0.010% **†(C)		11,587,896		11,591
Total Affiliated Partnership (Cost $11,590) ($ Thousands)				11,591

Description	Shares		Market Value       ($ Thousands)
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Cl F     0.010%**†		35,729,306	$	35,729
Total Cash Equivalent (Cost $35,729) ($ Thousands)				35,729
Total Investments in Securities — 100.0% (Cost $2,249,220) ($ Thousands)			$	2,577,503

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund (Continued)

A list of the open futures contracts held by the Fund at August 31, 2021, 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		46		Sep-2021	$	2,237	$	2,271	$	35
FTSE 100 Index		8		Sep-2021		789		781		(5	)
Hang Seng Index		2		Oct-2021		325		331		5
S&P 500 Index E-MINI		51		Sep-2021		11,239		11,527		288
SPI 200 Index		8		Sep-2021		1,082		1,093		7
TOPIX Index		11		Sep-2021		1,928		1,967		40
					$	17,600	$	17,970	$	370

A list of the open forwards contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		09/13/21	USD		40	NZD		58	$	1
Brown Brothers Harriman		09/13/21	USD		9	NZD		13		—
Brown Brothers Harriman		09/13/21	USD		170	DKK		1,073		1
Brown Brothers Harriman		09/13/21	USD		334	NOK		2,954		6
Brown Brothers Harriman		09/13/21	USD		53	NOK		458		(1	)
Brown Brothers Harriman		09/13/21	USD		388	HKD		3,023		1
Brown Brothers Harriman		09/13/21	USD		367	SEK		3,186		2
Brown Brothers Harriman		09/13/21	USD		42	SEK		364		—
Brown Brothers Harriman		09/13/21	USD		634	SGD		860		5
Brown Brothers Harriman		09/13/21	USD		40	SGD		53		—
Brown Brothers Harriman		09/13/21	USD		998	GBP		727		2
Brown Brothers Harriman		09/13/21	USD		41	GBP		30		—
Brown Brothers Harriman		09/13/21	USD		449	CHF		412		1
Brown Brothers Harriman		09/13/21	USD		706	CHF		645		(1	)
Brown Brothers Harriman		09/13/21	USD		416	AUD		572		2
Brown Brothers Harriman		09/13/21	USD		821	AUD		1,117		(5	)
Brown Brothers Harriman		09/13/21	USD		339	CAD		429		1
Brown Brothers Harriman		09/13/21	USD		972	CAD		1,226		(1	)
Brown Brothers Harriman		09/13/21	NZD		1,925	USD		1,347		(7	)
Brown Brothers Harriman		09/13/21	USD		2,988	EUR		2,544		16
Brown Brothers Harriman		09/13/21	USD		2,819	JPY		311,019		13
Brown Brothers Harriman		09/13/21	USD		1,876	JPY		205,899		(2	)
Brown Brothers Harriman		09/13/21	SGD		22,715	USD		16,709		(179	)
Brown Brothers Harriman		09/13/21	AUD		25,100	USD		18,432		88
Brown Brothers Harriman		09/13/21	AUD		413	USD		298		(4	)
Brown Brothers Harriman		09/13/21	GBP		40,044	USD		55,449		341
Brown Brothers Harriman		09/13/21	GBP		515	USD		706		(3	)
Brown Brothers Harriman		09/13/21	CHF		314	USD		344		1
Brown Brothers Harriman		09/13/21	CHF		41,339	USD		44,835		(311	)
Brown Brothers Harriman		09/13/21	DKK		42,783	USD		6,744		(50	)
Brown Brothers Harriman		09/13/21	NOK		43,833	USD		4,907		(129	)
Brown Brothers Harriman		09/13/21	EUR		78,538	USD		92,107		(624	)
Brown Brothers Harriman		09/13/21	CAD		78,546	USD		62,702		542
Brown Brothers Harriman		09/13/21	CAD		582	USD		453		(8	)
Brown Brothers Harriman		09/13/21	SEK		96,499	USD		11,074		(99	)
Brown Brothers Harriman		09/13/21	HKD		138,313	USD		17,776		(9	)
Brown Brothers Harriman		09/13/21	JPY		163,470	USD		1,492		3

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Global Managed Volatility Fund (Concluded)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		09/13/21	JPY		13,965,508	USD		126,327	$	(820	)
									$	(1,227	)

Percentages are based on Net Assets of $2,577,838 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

^‡  Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021 . The total market value of securities on loan at August 31, 2021 was $10,970 ($ Thousands).

(B) There is currently no rate available.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $11,591 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

S&P — Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TOPIX- Tokyo Price Index

USD — U.S. Dollar

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		2,522,329		–		–		2,522,329
Preferred Stock		7,854		–		–		7,854
Affiliated Partnership		–		11,591		–		11,591
Cash Equivalent		35,729		–		–		35,729
Total Investments in Securities		2,565,912		11,591		–		2,577,503
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		375		–		–		375
Unrealized Depreciation		(5)		–		–		(5)
Forwards Contracts*
Unrealized Appreciation		–		1,027		–		1,027
Unrealized Depreciation		–		(2,254)		–		(2,254)
Total Other Financial Instruments		370		(1,227)		–		(857)

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 8/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$ 21,842	$ 66,060	$ (76,312)		$ 1		$—		$ 11,591		11,587,896		$ 107		$—
SEI Daily Income Trust, Government Fund, Cl F	—	200,692	(164,963)		—		—		35,729		35,729,306		1		—
Totals	$21,842	$ 266,752	$ (241,275)		$1		$—		$47,320				$108		$—
Amounts designated as “—” are $0 or have been rounded to $0.

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 94.5%
Argentina — 0.1%
MercadoLibre Inc *		5,020	$	9,374
Ternium SA ADR		32,579		1,772
				11,146
Australia — 2.6%
Adbri Ltd		608,537		1,526
Aristocrat Leisure Ltd		127,630		4,260
ASX Ltd		551,697		35,390
BGP Holdings *		239,898		–
BlueScope Steel Ltd		1,826,988		33,648
Fortescue Metals Group Ltd		1,913,711		29,371
Macquarie Group Ltd		42,240		5,147
Mineral Resources Ltd		472,153		18,948
Orora Ltd		848,711		2,115
Qantas Airways Ltd *		17,316,830		64,419
South32 Ltd		10,255,407		23,535
Suncorp Group Ltd		5,135,490		46,841
Whitehaven Coal Ltd *		1,048,765		1,939
				267,139
Austria — 0.4%
ANDRITZ AG		104,561		6,006
OMV AG		450,028		24,931
voestalpine AG		146,618		6,646
				37,583
Belgium — 0.5%
Ackermans & van Haaren NV		5,844		1,076
KBC Group NV		508,831		42,851
Solvay SA		61,160		8,010
				51,937
Brazil — 1.3%
B3 SA - Brasil Bolsa Balcao		9,854,050		26,889
Banco Bradesco SA ADR *		2,422,050		10,851
Cia Siderurgica Nacional SA		713,551		4,864
CPFL Energia SA		4,079,600		23,189
CSN Mineracao SA		448,200		627
JBS SA		3,624,400		21,515
Minerva SA/Brazil		931,944		1,500
SLC Agricola SA		217,000		1,726
Vale SA		311,500		5,978
XP Inc, Cl A *		732,959		35,659
				132,798
Canada — 3.4%
Advantage Energy Ltd *		260,800		1,083
Agnico Eagle Mines Ltd		297,777		17,108
Alimentation Couche-Tard Inc, Cl B		192,000		7,746
Birchcliff Energy Ltd		471,700		2,027
BRP Inc (A)		251,111		21,007
Canadian Natural Resources Ltd		123,000		4,064
Canfor Corp *		177,499		3,804
CI Financial Corp		209,018		4,051
Dollarama Inc		245,276		11,167
Empire Co Ltd, Cl A		292,800		9,454

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Finning International Inc		43,200	$	1,123
Gildan Activewear Inc		138,400		5,312
Home Capital Group Inc, Cl B *		708,000		22,159
Interfor Corp *		48,800		1,035
Intertape Polymer Group Inc		39,581		963
Linamar Corp		13,400		758
Lundin Mining Corp		2,903,929		23,440
Magna International Inc, Cl A		455,915		35,946
MEG Energy Corp *		187,600		1,194
National Bank of Canada		168,771		13,374
Nutrien Ltd		179,700		10,907
Nuvei Corp *		360,713		46,680
NuVista Energy Ltd *		342,872		982
Peyto Exploration & Development Corp (A)		134,969		716
Restaurant Brands International Inc		502,780		32,252
Russel Metals Inc		16,300		442
TMX Group Ltd		287,056		31,530
Toromont Industries Ltd		227,514		19,099
Tourmaline Oil Corp		253,500		6,769
Transcontinental Inc		61,106		1,181
West Fraser Timber Co Ltd		30,200		2,328
WSP Global Inc		67,100		8,747
				348,448
China — 1.8%
21Vianet Group Inc ADR *		638,370		12,633
Bank of Communications Co Ltd, Cl H		3,656,985		2,102
China Coal Energy Co Ltd, Cl H		2,197,645		1,571
China Construction Bank Corp, Cl H		29,898,000		21,605
China Everbright Bank Co Ltd, Cl H		1,963,000		704
China National Building Material Co Ltd, Cl H		1,476,000		2,019
China Petroleum & Chemical Corp, Cl H		1,336,000		647
Industrial Bank Co Ltd, Cl A		6,712,700		19,214
JD.com Inc ADR *		47,600		3,740
Li Ning Co Ltd		634,000		8,519
LONGi Green Energy Technology Co Ltd, Cl A *		2,199,227		30,441
Midea Group Co Ltd, Cl A		4,859,057		49,619
Oppein Home Group Inc, Cl A		973,750		23,277
Xtep International Holdings Ltd		1,342,500		2,289
				178,380
Denmark — 3.9%
AP Moller - Maersk A/S, Cl B		10,247		29,066
Coloplast A/S, Cl B		93,129		16,128
Danske Bank A/S		2,995,352		50,328
Demant A/S *		363,355		20,591
DSV PANALPINA A/S		110,383		28,122
Genmab A/S *		54,663		25,874
GN Store Nord AS		217,692		16,376
H Lundbeck A/S		5,685		168
Jyske Bank A/S *		30,420		1,329
Novo Nordisk A/S, Cl B		898,934		89,567

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Orsted AS		193,854	$	30,802
Pandora A/S *		360,796		43,182
Rockwool International A/S, Cl B		1,824		965
Royal Unibrew A/S		62,400		8,057
Vestas Wind Systems A/S		753,420		30,413
				390,968
Finland — 0.6%
Fortum Oyj		234,687		7,126
Kesko Oyj, Cl B		319,097		13,169
Kone Oyj, Cl B		166,172		13,778
Metso Outotec Oyj		465,470		4,969
Orion Oyj, Cl B		239,401		9,758
QT Group Oyj *		4,337		796
Sampo Oyj, Cl A		116,380		6,009
Sanoma OYJ		27,718		509
				56,114
France — 7.3%
Air Liquide SA		172,380		30,893
Airbus SE *		322,510		44,048
Alstom SA		774,774		33,291
BNP Paribas SA		707,800		44,893
Cie de Saint-Gobain		906,132		65,666
Criteo SA ADR *		113,015		4,241
Danone SA		400,610		29,259
Dassault Aviation SA		325		366
EssilorLuxottica SA		36,760		7,215
Eurofins Scientific SE		28,096		3,983
Euronext NV		299,865		34,778
Faurecia SE		935,853		45,108
Ipsen SA		62,126		6,210
Legrand SA		116,809		13,364
L’Oreal SA		71,776		33,578
LVMH Moet Hennessy Louis Vuitton SE		38,435		28,438
Orange SA		4,099,425		46,553
Pernod Ricard SA		72,754		15,283
Publicis Groupe SA		541,679		35,501
Remy Cointreau SA		28,345		5,581
Sanofi		747,032		77,267
Sartorius Stedim Biotech		17,183		10,418
Schneider Electric SE		60,935		10,883
Societe Generale SA		299,334		9,417
Sodexo SA *		505,893		41,815
Stellantis *		2,212,572		44,239
Ubisoft Entertainment SA *		134,683		8,572
Wendel SE		20,207		2,932
				733,792
Germany — 4.6%
adidas AG		59,640		21,152
Aroundtown SA		4,870,566		37,291
Bayerische Motoren Werke AG		209,186		19,846
BioNTech SE ADR *		33,299		10,962
Carl Zeiss Meditec AG		57,274		12,650

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Continental AG *		246,454	$	33,113
Deutsche Bank AG *		1,315,506		16,349
Deutsche Boerse AG		198,158		34,175
Deutsche Post AG		368,919		25,947
Deutsche Telekom AG		1,748,980		37,179
Evonik Industries AG		474,652		16,025
Fresenius Medical Care AG & Co KGaA		412,110		31,640
Knorr-Bremse AG		54,050		6,486
Merck KGaA		66,271		15,740
METRO AG		1,221,850		16,270
Rheinmetall AG		307,354		30,056
RTL Group SA		5,932		369
SAP SE		283,801		42,701
Scout24 AG		179,757		15,108
Siemens AG		209,049		34,755
Siemens Energy AG *		104,527		3,033
Westwing Group AG *		6,178		298
Zalando SE *		34,770		3,850
				464,995
Hong Kong — 6.9%
AIA Group Ltd		1,420,200		16,973
Alibaba Group Holding Ltd *		3,497,840		74,433
Alibaba Group Holding Ltd ADR *		95,518		15,951
ASM Pacific Technology Ltd		245,200		2,919
Bank of China Ltd, Cl H		8,699,000		3,054
Chaoda Modern Agriculture Holdings Ltd *		52,790		–
China Hongqiao Group Ltd		1,816,500		2,709
China Resources Gas Group Ltd		4,114,000		24,968
China Resources Land Ltd		7,388,000		27,501
China Risun Group Ltd		1,587,000		1,120
China Sanjiang Fine Chemicals Co Ltd		2,129,242		851
Chow Tai Fook Jewellery Group Ltd		2,246,600		4,553
CIFI Holdings Group Co Ltd		33,682,000		22,693
Dongyue Group Ltd		3,708,000		12,777
Galaxy Entertainment Group Ltd *		3,508,000		22,485
Hong Kong Exchanges & Clearing Ltd		535,535		33,796
Industrial & Commercial Bank of China Ltd, Cl H		24,363,181		13,595
Kunlun Energy Co Ltd		38,284,000		40,561
Lee & Man Paper Manufacturing Ltd		3,007,243		2,641
Lenovo Group Ltd		12,164,000		13,482
Lonking Holdings Ltd		1,502,732		471
Meituan, Cl B *		78,500		2,513
NetDragon Websoft Holdings Ltd		325,000		727
Nine Dragons Paper Holdings Ltd		5,707,000		7,808
Orient Overseas International Ltd		232,500		5,985
PetroChina Co Ltd, Cl H		7,888,045		3,459
Samsonite International SA *		29,808,900		62,398
Sands China Ltd *		13,398,400		42,983
Shanghai Pharmaceuticals Holding Co Ltd, Cl H		26,992,700		53,587
Techtronic Industries Co Ltd		362,500		8,040

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Tencent Holdings Ltd		351,100	$	21,723
Tingyi Cayman Islands Holding Corp		2,432,000		4,328
Topsports International Holdings Ltd		41,064,000		54,278
Xinyi Glass Holdings Ltd		13,519,000		56,841
Zhongsheng Group Holdings Ltd		3,863,500		32,290
Zoomlion Heavy Industry Science and Technology Co Ltd		1,947,724		1,856
				696,349
Hungary — 0.3%
OTP Bank Nyrt *		557,668		33,654
India — 1.9%
HDFC Bank Ltd ADR		427,494		33,477
ICICI Bank Ltd		4,369,296		43,033
National Aluminium Co Ltd		2,545,070		3,164
NMDC Ltd		320,878		677
Power Grid Corp of India Ltd		9,510,796		22,843
Reliance Industries Ltd		206,610		6,391
Tata Steel Ltd		105,321		2,092
Tech Mahindra Ltd		3,849,510		76,331
				188,008
Ireland — 2.2%
Accenture PLC, Cl A		108,282		36,443
AerCap Holdings NV *		385,958		20,815
Bank of Ireland Group PLC *		9,065,645		56,997
CRH PLC		627,900		33,384
ICON PLC *		307,249		78,585
				226,224
Israel — 1.4%
Bank Hapoalim BM		1,108,614		9,547
Bank Leumi Le-Israel BM		5,496,359		45,464
Check Point Software Technologies Ltd *		430,465		54,079
Inmode Ltd *		45,308		5,930
Isracard Ltd		18		–
Israel Discount Bank Ltd, Cl A *		2,104,505		10,885
Mizrahi Tefahot Bank Ltd		93,763		3,123
ZIM Integrated Shipping Services Ltd *		173,117		8,361
				137,389
Italy — 2.2%
Amplifon SpA		75,098		3,925
Azimut Holding SpA		79,272		2,225
Banca Generali SpA		71,495		3,177
Banca IFIS SpA *		56,630		983
Banca Mediolanum SpA		598,982		6,215
Banco BPM SpA		2,189,431		7,257
De’ Longhi SpA		26,199		1,185
DiaSorin SpA		57,344		13,082
Enel SpA		4,090,970		37,267
EXOR NV		113,944		9,496
Interpump Group SpA		16,573		1,178
Leonardo SpA *		81,084		660
Mediaset SpA *		485,012		1,512

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Mediobanca Banca di Credito Finanziario SpA		2,784,930	$	32,809
Pirelli & C SpA		5,717,190		34,244
Prysmian SpA		412,833		15,531
Stellantis NV *		2,446,395		48,897
				219,643
Japan — 12.7%
Advantest Corp		169,900		14,723
AEON Financial Service Co Ltd		228,100		2,689
AGC Inc		30,700		1,487
Asahi Group Holdings Ltd		260,100		12,108
BayCurrent Consulting Inc		2,300		1,145
Brother Industries Ltd		71,200		1,463
Canon Inc		438,300		10,419
Capcom Co Ltd (A)		604,900		16,904
COLOPL Inc *		178,100		1,350
Dai-ichi Life Holdings Inc		66,800		1,319
Daito Trust Construction Co Ltd		302,900		33,306
Daiwa Securities Group Inc		5,973,900		33,850
Dena Co Ltd *		63,900		1,126
Dip Corp		573,500		18,271
Disco Corp		19,200		5,601
ENEOS Holdings Inc		5,508,600		21,366
Fuji Electric Co Ltd		769,500		33,376
Fujitsu Ltd		188,700		34,868
GungHo Online Entertainment Inc *		997,400		19,456
Hitachi Ltd		1,421,500		78,735
Horiba Ltd		309,900		22,200
Iida Group Holdings Co Ltd		22,500		573
Isuzu Motors Ltd		69,300		878
Kao Corp		328,600		19,879
KDDI Corp		541,700		16,617
Kirin Holdings Co Ltd		302,500		5,490
Konami Holdings Corp		413,900		26,297
Konica Minolta Inc		336,100		1,710
K’s Holdings Corp		145,500		1,596
Lawson Inc		207,000		9,986
Mazda Motor Corp		605,000		5,259
Mitsubishi Electric Corp		445,900		6,111
Mitsubishi UFJ Financial Group Inc		12,091,000		65,418
Mitsui & Co Ltd		352,200		7,787
Mixi Inc		285,700		6,577
Morinaga & Co Ltd/Japan		273,000		9,592
Nichirei Corp		879,700		22,453
Nidec Corp		77,500		8,903
Nihon Kohden Corp		14,700		494
Nihon Unisys Ltd		71,400		1,947
Nikon Corp		224,200		2,365
Nintendo Co Ltd		14,400		6,934
Nippon Shinyaku Co Ltd		234,100		19,029
Nippon Steel Corp		182,200		3,728
Nippon Telegraph & Telephone Corp		402,800		10,765

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Nishimatsuya Chain Co Ltd (A)		108,700	$	1,307
Nissan Motor Co Ltd *		124,500		656
Nissan Tokyo Sales Holdings Co Ltd		86,600		192
Nomura Holdings Inc		222,500		1,081
Olympus Corp		171,500		3,608
ORIX Corp		4,814,600		89,907
Panasonic Corp		58,100		694
PeptiDream Inc *(A)		417,447		14,743
Pigeon Corp		184,100		5,337
Recruit Holdings Co Ltd		847,560		50,147
Sankyu Inc		495,700		23,147
SBI Holdings Inc/Japan		1,151,315		27,981
SCREEN Holdings Co Ltd		381,800		32,807
Seiko Epson Corp		71,800		1,340
Seria Co Ltd		13,300		487
Seven & i Holdings Co Ltd		530,700		23,260
Shimamura Co Ltd		75,200		6,640
Shimano Inc		34,800		10,232
Shin-Etsu Chemical Co Ltd		26,200		4,342
Shiseido Co Ltd		89,600		5,948
SMS Co Ltd *		347,000		12,303
Sony Group Corp		680,271		70,343
Sumitomo Mitsui Financial Group Inc		276,700		9,573
Sumitomo Rubber Industries Ltd		213,000		2,557
Suzuki Motor Corp		781,700		33,841
Takeda Pharmaceutical Co Ltd		1,390,800		46,575
TIS Inc		339,500		9,611
Toei Animation Co Ltd		164,500		25,021
Toho Holdings Co Ltd		45,300		787
Tokyo Electron Ltd		76,795		33,022
Toshiba Corp		68,500		2,977
Tosoh Corp		2,557,700		46,516
UT Group Co Ltd		616,300		16,942
Workman Co Ltd		113,400		7,267
Yamada Holdings Co Ltd		213,400		919
Yamaha Motor Co Ltd		89,500		2,281
Z Holdings Corp		4,952,200		32,320
				1,282,861
Malaysia — 0.0%
Hong Leong Financial Group Bhd		123,020		542
Mexico — 0.4%
Grupo Financiero Banorte SAB de CV, Cl O		5,503,930		36,411
Netherlands — 5.5%
Aalberts NV		11,914		744
Adyen NV *		12,214		39,426
Akzo Nobel NV		52,280		6,443
ArcelorMittal SA		973,218		32,621
ASML Holding NV		172,639		143,572
ASR Nederland NV		155,457		7,106
BE Semiconductor Industries NV		61,781		5,620
IMCD NV		4,079		803
ING Groep NV		760,480		10,503

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Koninklijke Ahold Delhaize NV		816,750	$	27,546
Koninklijke DSM NV		171,652		36,524
Koninklijke Philips NV		925,990		42,674
NN Group NV		1,537,701		79,814
OCI NV *		1,168,482		28,497
PostNL NV		472,766		2,476
Prosus NV *		271,447		24,000
Randstad NV		293,434		21,580
Wolters Kluwer NV		384,580		44,227
				554,176
New Zealand — 0.0%
Fisher & Paykel Healthcare Corp Ltd		40,222		937
Fletcher Building Ltd		188,592		990
				1,927
Norway — 1.1%
Aker BP ASA (A)		38,021		991
DNB Bank ASA		3,510,687		74,042
Gjensidige Forsikring ASA		392,210		9,160
Salmar ASA		362,450		24,265
Subsea 7 SA *		28,395		216
				108,674
Peru — 0.0%
Southern Copper Corp		21,341		1,336
Poland — 0.3%
Bank Polska Kasa Opieki SA		914,250		25,598
Dino Polska SA *		47,040		3,988
KGHM Polska Miedz SA		29,149		1,357
				30,943
Portugal — 0.5%
EDP - Energias de Portugal SA		8,390,810		46,078
Saudi Arabia — 0.7%
Al Rajhi Bank		721,246		23,268
Al Yamamah Steel Industries Co		38,031		509
Arabian Cement Co/Saudi Arabia		177,797		2,074
Astra Industrial Group		142,790		1,652
Bank AlBilad *		325,231		3,707
Bawan Co		102,169		1,098
National Industrialization Co *		787,212		4,382
Saudi Basic Industries Corp		772,686		25,339
Saudi Industrial Investment Group		212,545		2,034
Saudi Kayan Petrochemical Co *		391,094		1,942
United International Transportation Co		260,818		3,519
Zamil Industrial Investment Co *		241,983		2,423
				71,947
Singapore — 0.0%
Japfa Ltd		910,900		481
Jardine Cycle & Carriage Ltd		105,900		1,529
				2,010
South Africa — 0.1%
Clicks Group Ltd		673,190		14,081

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Thungela Resources Ltd *		1	$	–
				14,081
South Korea — 5.8%
AMOREPACIFIC Group		51,040		2,544
BNK Financial Group Inc		912,896		6,110
Coway Co Ltd		816,401		55,063
Daesang Corp		46,389		1,010
Daishin Securities Co Ltd		34,929		578
DGB Financial Group Inc		172,876		1,357
Doosan Co Ltd		15,922		1,229
E-MART Inc		6,456		997
F&F Co Ltd/New *		835		521
Fila Holdings Corp		60,114		2,328
Hana Financial Group Inc		1,455,045		56,535
Hansae Co Ltd		28,591		509
Hanwha Aerospace Co Ltd		59,282		2,603
Hyosung TNC Corp		4,604		3,085
Hyundai Engineering & Construction Co Ltd		30,233		1,447
Hyundai Steel Co		42,578		1,873
KB Financial Group Inc		1,021,935		46,626
Kia Corp		796,155		58,435
KT Corp		88,068		2,491
KT Corp SP ADR		604,051		8,469
LG Display Co Ltd *(A)		496,011		8,770
LG Electronics Inc		221,204		27,091
LG Household & Health Care Ltd		8,130		10,244
LX Semicon Co Ltd (A)		23,302		2,321
Meritz Financial Group Inc		28,541		708
NAVER Corp		109,533		41,472
POSCO		38,817		11,283
Samsung Card Co Ltd		26,415		777
Samsung Electronics Co Ltd		1,833,161		121,268
Samsung SDI Co Ltd		12,020		8,221
Samsung Securities Co Ltd		40,217		1,715
Shinhan Financial Group Co Ltd		228,168		7,645
SK Hynix Inc		627,130		57,604
SK Telecom Co Ltd		129,437		33,268
S-Oil Corp		4,717		387
Sunjin Co Ltd		30,086		388
Unid Co Ltd		8,967		1,029
Woori Financial Group Inc		73,781		716
				588,717
Spain — 0.9%
Amadeus IT Group SA, Cl A *		304,450		18,588
Banco Bilbao Vizcaya Argentaria SA *		1,479,220		9,686
Cellnex Telecom SA *		99,570		6,817
Industria de Diseno Textil SA		206,850		7,059
Repsol SA		2,376,820		27,230
Siemens Gamesa Renewable Energy SA *		901,795		26,730
				96,110
Sweden — 2.5%
Arjo AB		71,447		915

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Assa Abloy AB, Cl B		521,037	$	16,635
Atlas Copco AB, Cl A		105,300		7,221
Betsson AB, Cl B		285,461		2,706
Electrolux AB, Cl B		736,246		18,631
Embracer Group AB, Cl B *		148,695		3,370
Essity AB, Cl B		441,400		14,143
Evolution AB		26,640		4,288
Fortnox AB		65,050		3,735
Getinge AB, Cl B		250,511		10,266
H & M Hennes & Mauritz AB, Cl B *		613,000		12,273
Hexagon AB, Cl B		995,908		17,235
Husqvarna AB, Cl B		919,209		12,317
Indutrade AB		38,299		1,263
Kambi Group PLC *		14,143		376
Kinnevik AB, Cl B *		349,659		13,685
Nibe Industrier AB, Cl B		157,121		2,188
Nordea Bank Abp		3,023,600		35,498
Nordnet AB publ		44,842		813
Securitas AB, Cl B		1,783,140		29,569
Swedish Match AB		5,431,124		50,095
				257,222
Switzerland — 5.5%
Adecco Group AG		78,788		4,385
Alcon Inc		103,790		8,547
Belimo Holding AG		2,384		1,243
Cie Financiere Richemont SA, Cl A		151,466		16,700
Forbo Holding AG		212		454
Geberit AG		9,427		7,875
Georg Fischer AG		1,573		2,581
Holcim Ltd		1,347,310		76,775
Julius Baer Group Ltd		44,784		3,060
Kuehne + Nagel International AG		84,961		31,080
Logitech International SA		199,363		20,379
Lonza Group AG		47,460		40,152
Nestle SA		404,200		51,070
Partners Group Holding AG		15,075		26,725
Roche Holding AG		378,431		151,922
Sonova Holding AG		57,268		22,068
STMicroelectronics NV		640,797		28,529
Straumann Holding AG		6,037		11,665
Swatch Group AG/The, Cl B		149,809		42,225
Tecan Group AG		6,832		4,165
				551,600
Taiwan — 2.9%
Acer Inc		2,746,000		2,497
ASROCK Inc		75,000		382
Asustek Computer Inc		972,000		11,363
Cathay Financial Holding Co Ltd		1,762,000		3,789
Compal Electronics Inc		3,490,000		2,884
Evergreen Marine Corp Taiwan Ltd		2,473,000		12,136
FocalTech Systems Co Ltd		662,865		4,580
Fubon Financial Holding Co Ltd		1,261,000		3,868

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
General Interface Solution Holding Ltd		519,000	$	2,013
Gigabyte Technology Co Ltd		1,444,000		4,575
Greatek Electronics Inc		253,000		819
Holtek Semiconductor Inc		388,000		1,799
Hon Hai Precision Industry Co Ltd		7,995,000		32,022
King Yuan Electronics Co Ltd		12,856,000		21,153
Lite-On Technology Corp		3,035,000		6,702
MediaTek Inc		932,018		30,301
Micro-Star International Co Ltd		1,293,000		6,089
Novatek Microelectronics Corp		724,000		11,730
Pou Chen Corp		5,358,000		6,370
Qisda Corp		1,426,000		1,531
Realtek Semiconductor Corp		658,000		13,154
Silicon Motion Technology Corp ADR		13,086		977
Simplo Technology Co Ltd		1,919,000		21,881
Taishin Financial Holding Co Ltd		710,000		496
Taiwan Semiconductor Manufacturing Co Ltd		2,046,267		45,336
Taiwan Semiconductor Manufacturing Co Ltd ADR		189,684		22,574
Yuanta Financial Holding Co Ltd		21,414,183		19,317
				290,338
Thailand — 0.8%
Krung Thai Bank PCL		1,217,800		423
PTT Global Chemical PCL		480,600		954
Sea Ltd ADR *		29,350		9,930
Siam Commercial Bank PCL/The		20,266,200		66,962
				78,269
Turkey — 0.0%
Aksa Akrilik Kimya Sanayii AS		162,142		380
KOC Holding AS		290,597		805
Yapi ve Kredi Bankasi AS		1,299,704		413
				1,598
United Kingdom — 11.7%
Anglo American PLC		1,101,655		46,531
Antofagasta PLC		1,328,418		26,619
Aon PLC, Cl A		69,801		20,023
Aptiv PLC *		202,888		30,878
Ashtead Group PLC		386,461		30,263
Atlassian Corp PLC, Cl A *		73,580		27,008
Avast PLC		1,439,631		11,844
BHP Group PLC		184,060		5,719
BP PLC ADR		282,948		6,921
CNH Industrial NV		1,293,424		21,376
ConvaTec Group PLC		18,228,237		56,545
Dechra Pharmaceuticals PLC		185,664		13,389
Diageo PLC		1,235,983		59,434
Entain PLC *		1,280,240		34,058
Evraz PLC		879,231		7,144
Ferrexpo PLC		2,429,432		12,719
Fresnillo PLC		689,844		8,108
GlaxoSmithKline PLC		1,460,240		29,381

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Greencore Group PLC *		10,838,444	$	21,181
Howden Joinery Group PLC		81,592		1,062
Indivior PLC *		245,093		656
Informa PLC *		4,870,295		35,592
Intertek Group PLC		119,799		8,689
Investec PLC (A)		807,235		3,404
Just Group PLC *		311,466		401
Kingfisher PLC		21,450,971		103,415
Linde PLC		107,991		34,062
London Stock Exchange Group PLC		116,750		12,783
Man Group PLC/Jersey		11,424,142		34,055
Melrose Industries PLC		26,669,818		61,568
Natwest Group PLC		21,314,894		62,512
Next PLC *		60,120		6,545
Ninety One PLC		299,409		1,062
Nomad Foods Ltd *		2,198,024		58,006
Pagegroup PLC		123,008		1,067
Persimmon PLC		663,710		26,855
Plus500 Ltd		29,055		598
Prudential PLC		574,256		11,973
QinetiQ Group PLC		613,423		2,919
RELX PLC		658,933		19,819
Royal Dutch Shell PLC, Cl A		2,014,336		39,986
Royal Mail PLC		902,508		6,153
Sensata Technologies Holding PLC *		237,322		14,045
Smith & Nephew PLC		2,905,500		55,782
Smiths Group PLC		2,978,827		59,137
THG PLC *		3,494,992		29,606
Unilever PLC		284,443		15,830
				1,176,723
United States — 1.7%
Baker Hughes Co, Cl A		2,793,136		63,628
Berry Global Group Inc *		716,332		48,116
Gentex Corp		914,533		28,167
IHS Markit Ltd		283,334		34,170
				174,081
Total Common Stock (Cost $7,486,538) ($ Thousands)				9,540,211
EXCHANGE TRADED FUNDS — 0.8%
United States — 0.8%
iShares MSCI ACWI ex US ETF (A)		1,268,611		72,793
iShares Trust iShares ESG Aware MSCI EAFE ETF		158,420		12,822

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
EXCHANGE TRADED FUNDS (continued)
Total Exchange Traded Funds (Cost $84,078) ($ Thousands)			$	85,615
PREFERRED STOCK — 0.4%
Brazil — 0.1%
Alpargatas SA *(B)		216,900		2,548
Braskem SA *(B)		208,400		2,673
Itau Unibanco Holding SA(B)		1,006,100		6,043
				11,264
South Korea — 0.3%
Samsung Electronics Co Ltd(B)		455,426		27,810
Total Preferred Stock (Cost $39,335) ($ Thousands)				39,074
	Number of Rights
RIGHTS — 0.0%
Taiwan — 0.0%
Simplo Technology Co Ltd *‡‡(C)		23,368		–
Total Rights (Cost $—) ($ Thousands)				–

Description	Shares		Market Value       ($ Thousands)
AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.         0.010% **(D)		46,665,647	$	46,673
Total Affiliated Partnership (Cost $46,665) ($ Thousands)				46,673
CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Government Fund, Cl F         0.010%**		208,753,652		208,754
Total Cash Equivalent (Cost $208,754) ($ Thousands)				208,754
Total Investments in Securities — 98.2% (Cost $7,865,370) ($ Thousands)			$	9,920,327

A list of the open futures contracts held by the Fund at August 31, 2021, 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		1,679		Sep-2021	$	80,984	$	82,877	$	2,076
FTSE 100 Index		319		Sep-2021		30,882		31,155		322
Hang Seng Index		48		Oct-2021		7,782		7,947		155
S&P TSX 60 Index		144		Sep-2021		27,895		28,031		492
SPI 200 Index		141		Sep-2021		19,027		19,263		581
TOPIX Index		273		Sep-2021		47,870		48,817		579
					$	214,440	$	218,090	$	4,205

A list of the open forward foreign currency contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		09/16/21	CNY		45,252	USD		6,962	$	(36	)
Bank of America		09/24/21	USD		3,504	CAD		4,448		16
Bank of America		09/24/21	USD		3,355	CAD		4,219		(16	)
Bank of America		09/24/21	CAD		3,060	USD		2,439		17
Bank of America		09/24/21	CAD		3,830	USD		3,003		(28	)
Bank of America		09/30/21	USD		8,030	ILS		26,092		117
Bank of America		09/30/21	USD		20,888	RUB		1,559,637		326
Bank of America		10/08/21	USD		5,840	INR		440,419		180
Bank of America		10/28/21	USD		4,409	MXN		90,259		61
Bank of America		11/10/21	USD		4,432	GBP		3,230		13

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		11/17/21	JPY		437,646	USD		3,993	$	6
Barclays PLC		10/28/21	USD		7,693	KRW		8,865,958		(36	)
Barclays PLC		11/10/21	USD		2,465	GBP		1,793		2
Barclays PLC		11/10/21	USD		12,265	SGD		16,709		158
BNP Paribas		09/02/21	USD		2,229	BRL		11,909		97
BNP Paribas		09/16/21	USD		8,823	CNY		57,217		25
BNP Paribas		09/17/21	HUF		5,441,378	USD		18,417		22
BNP Paribas		10/21/21	USD		2,258	TWD		62,633		18
BNP Paribas		11/08/21	EUR		186,626	USD		222,118		1,554
BNP Paribas		11/10/21	USD		15,594	HKD		121,524		34
Citigroup		09/16/21	USD		32,528	CNY		211,819		225
Citigroup		09/16/21	CNY		57,905	USD		8,862		(92	)
Citigroup		09/17/21	USD		2,930	PLN		11,109		(27	)
Citigroup		09/17/21	PLN		21,232	USD		5,580		34
Citigroup		10/13/21	USD		2,218	DKK		14,034		11
Citigroup		10/13/21	SEK		98,489	USD		11,483		76
Citigroup		10/28/21	USD		75,587	CHF		68,188		(1,032	)
Citigroup		11/09/21	USD		46,791	AUD		64,929		668
Citigroup		11/17/21	JPY		6,797,482	USD		62,108		184
Credit Suisse First Boston		09/16/21	ZAR		66,174	USD		4,349		(217	)
Deutsche Bank		09/16/21	USD		8,777	CNY		57,131		57
Goldman Sachs		09/02/21	USD		33,913	BRL		176,079		480
Goldman Sachs		09/16/21	USD		24,539	ZAR		341,383		(981	)
Goldman Sachs		09/16/21	ZAR		32,389	USD		2,242		7
Goldman Sachs		09/16/21	CNY		75,392	USD		11,606		(52	)
Goldman Sachs		09/17/21	PLN		39,496	USD		10,454		136
Goldman Sachs		09/30/21	USD		1,667	ILS		5,415		24
Goldman Sachs		10/13/21	USD		5,683	DKK		35,712		(9	)
Goldman Sachs		11/08/21	EUR		5,720	USD		6,752		(8	)
Goldman Sachs		11/10/21	GBP		12,560	USD		17,227		(57	)
HSBC		09/16/21	CNY		21,587	USD		3,329		(9	)
HSBC		09/17/21	USD		2,502	HUF		734,655		(19	)
HSBC		09/17/21	HUF		657,323	USD		2,154		(68	)
HSBC		09/30/21	USD		3,020	ILS		9,866		61
HSBC		09/30/21	ILS		105,077	USD		32,213		(597	)
JPMorgan Chase Bank		09/16/21	CNY		11,578	USD		1,784		(6	)
JPMorgan Chase Bank		09/16/21	USD		13,411	CNY		87,390		103
Morgan Stanley		09/02/21	BRL		164,554	USD		31,403		(739	)
Morgan Stanley		09/16/21	CNY		23,268	USD		3,593		(4	)
Morgan Stanley		09/17/21	HUF		934,192	USD		3,129		(29	)
Morgan Stanley		09/24/21	USD		102,988	CAD		128,355		(1,407	)
Morgan Stanley		09/30/21	USD		7,133	ILS		23,352		158
Morgan Stanley		10/04/21	USD		31,269	BRL		164,554		727
Morgan Stanley		10/13/21	USD		2,250	DKK		14,178		3
Morgan Stanley		10/13/21	NOK		101,061	USD		11,551		(61	)
Morgan Stanley		10/28/21	USD		4,481	KRW		5,235,767		41
Morgan Stanley		10/28/21	KRW		50,344,399	USD		44,147		669
RBS		09/16/21	CNY		65,880	USD		10,149		(38	)

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Standard Bank		10/21/21	USD		52,525	TWD		1,463,404	$	639
UBS		09/02/21	BRL		23,434	USD		4,318		(259	)
UBS		10/21/21	TWD		62,014	USD		2,230		(23	)
UBS		10/28/21	MXN		171,434	USD		8,364		(127	)
UBS		11/08/21	USD		6,645	EUR		5,592		(36	)
									$	936

Percentages are based on Net Assets of $10,099,144 ($ Thousands).

^‡‡ Expiration date not available.

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

(A) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $44,272 ($ Thousands).

(B) There is currently no interest rate available.

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

(D) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $46,673 ($ Thousands).

ADR — American Depositary Receipt

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CNY — Chinese Yuan Onshore

DKK — Danish Krone

EAFE — Europe, Australasia and Far East

ESG — Environmental, Social and Governance

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

INR — Indian Rupee

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MXN — Mexican Peso

NOK — Norwegian Krone

PLC — Public Limited Company

PLN — Polish Zloty

RUB — Russian Ruble

S&P— Standard & Poor’s

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TOPIX- Tokyo Price Index

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

USD — U.S. Dollar

ZAR — South African Rand

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		9,473,196		67,015		–		9,540,211
Exchange Traded Funds		85,615		–		–		85,615
Preferred Stock		39,074		–		–		39,074
Right		–		–		–^		–^
Affiliated Partnership		–		46,673		–		46,673
Cash Equivalent		208,754		–		–		208,754
Total Investments in Securities		9,806,639		113,688		–^		9,920,327
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		4,205		–		–		4,205
Forwards Contracts*
Unrealized Appreciation		–		6,949		–		6,949
Unrealized Depreciation		–		(6,013)		–		(6,013)
Total Other Financial Instruments		4,205		936		–		5,141

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

^ Securities market value less than $500.

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Equity Ex-US Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Liquidity Fund, L.P.	$145,937	$204,144	$(303,403)	$11	$(16)	$46,673	46,665,647	$346	$—
SEI Daily Income Trust, Government Fund, Cl F	342,536	352,723	(486,505)	—	—	208,754	208,753,652	5	—
Totals	$488,473	$556,867	$(789,908)	$11	$(16)	$255,427		$351	$—

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

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Screened World Equity Ex-US Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 95.9%
Argentina — 0.2%
MercadoLibre Inc *		175	$	327
Australia — 3.2%
Aristocrat Leisure Ltd		4,000		134
Australian Vintage Ltd		82,472		51
Base Resources		74,367		17
BGP Holdings *		4,500		–
BlueScope Steel Ltd		33,687		620
Champion Iron Ltd *		11,491		49
Fortescue Metals Group Ltd		46,686		717
Intega Group Ltd		48,428		19
Macquarie Group Ltd		1,480		180
Midway Ltd *		9,210		7
Mineral Resources Ltd		13,027		523
MotorCycle Holdings Ltd		14,298		34
Navigator Global Investments Ltd		22,455		30
OM Holdings Ltd *		113,500		66
Qantas Airways Ltd *		352,672		1,312
Sigma Healthcare Ltd		182,929		86
South32 Ltd		239,012		549
				4,394
Austria — 0.9%
ANDRITZ AG		2,906		167
OMV AG		10,502		582
Palfinger AG		2,459		111
Semperit Holding		853		34
Strabag SE		889		40
voestalpine AG		7,103		322
				1,256
Belgium — 0.4%
bpost SA *		8,147		79
Deceuninck NV		25,410		121
Solvay SA		2,150		282
				482
Brazil — 0.9%
Banco Bradesco SA ADR *		65,916		295
CPFL Energia SA		83,500		475
JBS SA		31,200		185
Marfrig Global Foods SA		46,300		186
Vale SA		4,000		77
				1,218
Canada — 3.9%
Bonterra Energy Corp *		6,600		25
BRP Inc		11,147		933
Canadian Natural Resources Ltd		4,300		142
Canfor Corp *		17,300		371
Cogeco Inc		1,831		132
Corus Entertainment Inc, Cl B		2,817		14
Crew Energy *		20,072		29
Dollarama Inc		6,675		304
E-L Financial Corp Ltd, Cl L		100		72
ERO Copper Corp *		3,400		64

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Hammond Power Solutions Inc, Cl A		4,000	$	38
High Liner Foods Inc		7,300		77
Home Capital Group Inc, Cl B *		15,900		498
Lassonde Industries Inc		1,100		148
Linamar Corp		1,200		68
Lundin Mining Corp		56,600		457
National Bank of Canada		4,593		364
Neo Performance Materials Inc		7,900		117
Nutrien Ltd		6,300		382
NuVista Energy Ltd *		14,249		41
PHX Energy Services Corp		8,600		31
Roots Corp *		9,100		24
Russel Metals Inc		3,100		84
TECSYS		900		38
Tidewater Midstream and Infrastructure		20,200		21
Toromont Industries Ltd		6,192		520
Total Energy Services *		7,500		24
WSP Global Inc		2,300		300
				5,318
Chile — 0.1%
Cia Cervecerias Unidas SA ADR		3,416		69
China — 2.2%
China Construction Bank Corp, Cl H		966,000		698
China Index Holdings Ltd ADR *		8,250		12
JD.com Inc ADR *		1,680		132
LONGi Green Energy Technology Co Ltd, Cl A *		40,820		565
Midea Group Co Ltd, Cl A		95,400		974
Oppein Home Group Inc, Cl A		24,763		592
Viomi Technology ADR *		9,581		49
				3,022
Denmark — 5.1%
AP Moller - Maersk A/S, Cl B		276		783
Coloplast A/S, Cl B		2,829		490
Danske Bank A/S		55,414		931
Demant A/S *		7,499		425
DSV PANALPINA A/S		4,844		1,234
Genmab A/S *		1,344		636
Nilfisk Holding A/S *		1,974		73
North Media A/S		5,185		108
Novo Nordisk A/S, Cl B		14,504		1,445
Pandora A/S *		4,441		531
Royal Unibrew A/S		2,200		284
				6,940
Finland — 1.2%
Alma Media Oyj		3,430		50
Consti Oyj		934		15
eQ		716		25
Harvia Oyj		2,645		177
Kone Oyj, Cl B		9,450		784
Metso Outotec Oyj		16,285		174
Rapala VMC Oyj *		5,629		67

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Screened World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Relais Group Oyj		759	$	25
Sampo Oyj, Cl A		4,090		211
Scanfil Oyj		3,934		38
				1,566
France — 4.8%
Airbus SE *		1,050		143
BNP Paribas SA		7,060		448
Cie de Saint-Gobain		19,211		1,392
Criteo SA ADR *		4,451		167
EssilorLuxottica SA		1,280		251
Exel Industries, Cl A *		26		2
Faurecia SE		1,100		53
Guerbet		1,548		63
Haulotte Group SA *		3,874		28
Legrand SA		3,179		364
LVMH Moet Hennessy Louis Vuitton SE		1,158		857
Pernod Ricard SA		1,980		416
Publicis Groupe SA		394		26
Remy Cointreau SA		1,000		197
Sanofi		7,883		815
Sartorius Stedim Biotech		866		525
Schneider Electric SE		2,140		382
Societe Generale SA		6,534		206
Somfy SA		392		76
Trigano SA		324		67
Vente-Unique.Com		2,529		54
Vetoquinol SA		206		33
				6,565
Germany — 4.0%
Ad Pepper Media International NV *		2,492		18
Bastei Lubbe		2,568		23
Bayerische Motoren Werke AG		2,356		223
bet-at-home.com AG		803		27
BioNTech SE ADR *		550		181
Carl Zeiss Meditec AG		1,255		277
Daimler AG		6,000		506
Deutsche Bank AG *		40,074		498
Deutsche Post AG		13,243		931
DocCheck AG		330		11
KSB		47		23
Merck KGaA		3,586		852
METRO AG		28,579		381
Paul Hartmann AG		32		14
Rheinmetall AG		5,843		571
SAP SE		2,944		443
Scout24 AG		4,892		411
Zalando SE *		1,220		135
				5,525
Greece — 0.0%
Thrace Plastics Holding and Co		2,431		23
Hong Kong — 8.9%
361 Degrees International Ltd *		81,000		39

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Activation Group Holdings		103,779	$	20
AIA Group Ltd		41,800		500
Alibaba Group Holding Ltd *		42,352		901
Alibaba Group Holding Ltd ADR *		2,593		433
ASM Pacific Technology Ltd		42,200		502
Build King Holdings Ltd		269,107		34
Chaowei Power Holdings Ltd		334,000		103
China Foods		124,000		42
China Resources Land Ltd		162,000		603
China XLX Fertiliser		601,000		447
Chow Tai Fook Jewellery Group Ltd		211,400		428
Fairwood Holdings Ltd		13,500		30
Goodbaby International Holdings Ltd *		215,000		36
Industrial & Commercial Bank of China Ltd, Cl H		1,251,000		698
Johnson Electric Holdings Ltd		19,000		44
Launch Tech Co Ltd, Cl H *		100,000		48
Lee & Man Paper Manufacturing Ltd		197,000		173
Lenovo Group Ltd		240,000		266
Lion Rock Group Ltd		134,180		15
Meituan, Cl B *		2,800		90
Midland Holdings Ltd *		297,465		53
Nameson Holdings		94,000		7
Orient Overseas International Ltd		3,000		77
PAX Global Technology Ltd		137,000		169
Samsonite International SA *		627,000		1,312
Sands China Ltd *		274,000		879
Shandong Chenming Paper Holdings Ltd, Cl H		52,000		30
Shanghai Pharmaceuticals Holding Co Ltd, Cl H		346,000		687
Shenguan Holdings Group		732,000		41
SITC International Holdings Co Ltd		76,000		331
Stella International Holdings		34,500		46
TCL Electronics Holdings *		106,000		56
Tencent Holdings Ltd		10,100		625
Texwinca Holdings Ltd		662,000		143
Time Watch Investments Ltd *		292,000		31
TK Group Holdings Ltd		30,000		13
Topsports International Holdings Ltd		758,000		1,002
Xinyi Glass Holdings Ltd		296,000		1,244
				12,198
Hungary — 0.0%
Waberer’s International Nyrt *		2,032		16
India — 2.9%
Andhra Sugars Ltd/The		5,811		42
Century Enka		8,611		51
Dwarikesh Sugar Industries Ltd		250,799		243
Forbes *		596		27
GHCL Ltd		17,444		89
HDFC Bank Ltd ADR		12,853		1,006
Indian Metals & Ferro Alloys		6,816		65

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Screened World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kirloskar Pneumatic Co Ltd		6,648	$	35
KPR Mill Ltd		2,830		69
LG Balakrishnan & Bros Ltd		4,092		24
Orient Cement Ltd		70,124		146
Redington India Ltd		140,972		298
Reliance Industries Ltd		7,220		223
Tech Mahindra Ltd		80,561		1,597
Visaka Industries		8,216		82
				3,997
Indonesia — 0.0%
Mandala Multifinance Tbk PT		308,600		24
Ireland — 1.0%
CRH PLC		4,210		224
ICON PLC *		4,499		1,151
				1,375
Israel — 1.8%
Bank Hapoalim BM		30,514		263
Bank Leumi Le-Israel BM		55,983		463
Check Point Software Technologies Ltd *		10,899		1,369
Duniec Brothers		1,295		61
Inmode Ltd *		1,987		260
				2,416
Italy — 1.3%
Banco BPM SpA		76,415		253
Emak SpA		40,333		92
Prysmian SpA		8,409		316
Stellantis NV *		58,529		1,170
				1,831
Japan — 9.8%
AEON Financial Service Co Ltd		2,100		25
Ainavo Holdings Co Ltd		2,175		21
Atrae *		2,400		60
Canon Inc		7,300		174
Capcom Co Ltd		12,000		335
Chubu Shiryo Co Ltd		19,500		200
Core		1,500		21
Daiwa Securities Group Inc		110,300		625
Digital Holdings *		2,600		40
FCC Co Ltd		4,100		57
Fujikura Ltd *		33,400		193
Fujitsu Ltd		5,500		1,016
Furyu		19,000		269
GLOBERIDE		1,700		115
Himacs Ltd		1,000		10
Himaraya		3,100		35
Hitachi Ltd		31,000		1,717
Hokuhoku Financial Group Inc		5,800		45
Hokuriku Gas Co Ltd		500		14
Ichiyoshi Securities		4,900		29
Internet Initiative Japan		300		10
IwaiCosmo Holdings		7,900		99
Jaccs		2,600		65

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kanefusa Corp		2,300	$	15
Komehyo Holdings		3,500		51
Kyowa Electronic Instruments		5,900		21
Marubeni Corp		36,100		288
Mitsubishi Electric Corp		21,200		291
Nidec Corp		2,700		310
Nintendo Co Ltd		400		193
Nippon Steel Corp		6,500		133
Nippon Telegraph & Telephone Corp		28,040		749
NJS Co Ltd		1,900		32
Olympus Corp		6,000		126
Orient		203,100		277
ORIX Corp		68,200		1,273
Pigeon Corp		5,100		148
Recruit Holdings Co Ltd		5,000		296
Riken Technos Corp		9,200		48
Shimano Inc		900		265
Shin-Etsu Chemical Co Ltd		900		149
Shiseido Co Ltd		3,100		206
SMS Co Ltd *		9,400		333
Sony Group Corp		2,300		238
Space		3,000		25
Sumitomo Mitsui Financial Group Inc		9,800		339
Takeda Pharmaceutical Co Ltd		29,300		981
Toei Animation Co Ltd		4,500		684
Tokai Tokyo Financial Holdings Inc		29,200		106
TOMONY Holdings Inc		8,200		24
Tomy Co Ltd		4,000		39
Tsubakimoto Kogyo Co Ltd		1,400		47
VT Holdings		23,100		113
Workman Co Ltd		3,100		199
Xebio Holdings Co Ltd		5,000		50
Yonex		5,000		35
ZIGExN		20,500		79
				13,338
Malaysia — 0.1%
Allianz Malaysia Bhd		19,700		63
Hai-O Enterprise Bhd, Cl O		17,653		9
MKH Bhd		58,400		18
				90
Netherlands — 7.0%
Adyen NV *		90		291
Akzo Nobel NV		1,840		227
ArcelorMittal SA		17,967		602
ASML Holding NV		3,630		3,019
Brunel International NV		3,087		41
HAL Trust		1,077		192
ING Groep NV		26,810		370
Koninklijke Philips NV		23,356		1,076
NN Group NV		40,266		2,090
OCI NV *		23,826		581
SNS Reaal *		1,762		–

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Screened World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Wolters Kluwer NV		9,767	$	1,123
				9,612
New Zealand — 0.3%
Briscoe Group Ltd		11,391		52
Eroad Ltd *		6,260		28
Fisher & Paykel Healthcare Corp Ltd		6,597		154
Fletcher Building Ltd		7,487		39
Gentrack Group *		6,600		9
NZX Ltd		10,635		14
Skellerup Holdings Ltd		13,632		52
Steel & Tube Holdings Ltd		22,756		18
Tourism Holdings Ltd *		16,902		29
				395
Norway — 1.3%
DNB Bank ASA		70,314		1,483
Gjensidige Forsikring ASA		10,675		249
Subsea 7 SA *		1,015		8
				1,740
Peru — 0.0%
Empresa Siderurgica del Peru SAA		28,616		8
Poland — 0.6%
AB SA		1,137		18
Amica SA		3,217		133
Budimex SA		494		38
Cognor SA		24,049		28
ComArch SA		596		41
Dino Polska SA *		1,650		140
Dom Development SA		1,163		43
ING Bank Slaski SA *		742		45
Inter Cars SA		205		22
Lubelski Wegiel Bogdanka SA *		23,362		157
Tim SA/Siechnice		4,165		39
Toya SA		13,420		31
Unimot SA		1,772		23
				758
Portugal — 0.0%
CTT-Correios de Portugal SA		9,602		52
Qatar — 0.0%
Qatar National Cement QSC		18,874		26
Russia — 0.3%
Sberbank of Russia PJSC ADR		22,376		399
				399
Singapore — 0.5%
Boustead Singapore Ltd		35,165		26
BRC Asia Ltd		77,500		86
Food Empire Holdings Ltd		77,800		45
iFAST Corp Ltd		48,500		303
Jardine Cycle & Carriage Ltd		16,200		234
Sing Investments & Finance Ltd		21,700		24

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Tiong Seng Holdings Ltd		7,037	$	1
				719
South Africa — 0.5%
Blue Label Telecoms Ltd *		289,784		117
Clicks Group Ltd		18,355		384
Combined Motor Holdings Ltd		9,481		15
Kumba Iron Ore Ltd		2,690		122
Metair Investments Ltd		11,852		23
Mpact Ltd *		29,917		60
				721
South Korea — 6.3%
Coway Co Ltd		19,373		1,307
CROWNHAITAI Holdings Co Ltd		6,658		55
Dongwon F&B		1,867		334
Dongwon Industries		327		69
DTR Automotive Corp		4,206		176
Hana Financial Group Inc		18,090		703
Hansol Holdings		13,363		47
KB Financial Group Inc		11,005		502
Kia Corp		3,710		272
LG Electronics Inc		5,983		733
LG Hausys Ltd		2,513		191
LG Household & Health Care Ltd		221		278
LG International Corp		11,692		280
Lotte Confectionery		1,470		175
Lotte Food Co Ltd		204		74
Maeil Holdings Co Ltd		10,365		91
NAVER Corp		775		293
POSCO		811		236
Sajodaerim		1,514		40
Samsung Electronics Co Ltd		5,640		373
Samsung Electronics Co Ltd GDR		741		1,212
Samsung SDI Co Ltd		430		294
Shinhan Financial Group Co Ltd		16,583		556
S-Oil Corp		3,226		265
Youngone		2,544		91
				8,647
Spain — 0.6%
Banco Bilbao Vizcaya Argentaria SA *		51,690		339
Cellnex Telecom SA *		3,475		238
Industria de Diseno Textil SA		5,629		192
				769
Sweden — 1.8%
Assa Abloy AB, Cl B		14,180		453
Atlas Copco AB, Cl A		3,710		254
Atvexa AB, Cl B *		289		3
Embracer Group AB, Cl B *		5,235		119
Evolution AB		930		150
Ferronordic AB		2,393		68
FM Mattsson Mora Group AB, Cl B		856		26
Fortnox AB		2,290		131
Getinge AB, Cl B		6,507		267

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Screened World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Hexagon AB, Cl B		27,105	$	469
Husqvarna, Cl A		2,449		33
Kambi Group PLC *		2,077		55
Kinnevik AB, Cl B *		9,242		362
Transtema Group *		10,691		36
				2,426
Switzerland — 6.6%
Alcon Inc		3,670		302
Cie Financiere Richemont SA, Cl A		6,333		698
Holcim Ltd		28,835		1,643
Julius Baer Group Ltd		5,085		348
Logitech International SA		5,188		530
Lonza Group AG		450		381
Nestle SA		4,520		571
Novartis AG		6,808		630
Partners Group Holding AG		410		727
Roche Holding AG		4,280		1,718
Sonova Holding AG		1,584		611
UBS Group AG		41,744		696
Zehnder Group AG		889		96
				8,951
Taiwan — 3.8%
Acer Inc		83,000		76
Asustek Computer Inc		40,000		468
Capital Securities Corp		501,000		287
Chien Kuo Construction Co Ltd		69,000		33
China Synthetic Rubber		110,000		93
Coretronic Corp		68,000		137
Evergreen Marine Corp Taiwan Ltd		71,000		348
Hon Hai Precision Industry Co Ltd		242,000		969
Innolux Corp, Cl A		51,000		32
MediaTek Inc		14,000		455
Micro-Star International Co Ltd		17,000		80
Novatek Microelectronics Corp		20,000		324
Realtek Semiconductor Corp		23,000		460
Taiwan Semiconductor Manufacturing Co Ltd		22,000		488
Taiwan Semiconductor Manufacturing Co Ltd ADR		5,162		614
Yuanta Financial Holding Co Ltd		325,160		293
				5,157
Thailand — 1.3%
Kang Yong Electric		1,600		19
Sea Ltd ADR *		1,030		349
Siam Commercial Bank PCL/The		412,900		1,364
Team Precision		360,200		55
Thai Stanley Electric PCL		5,400		28
				1,815
Turkey — 0.0%
Arcelik AS		5,523		21
United Arab Emirates — 0.0%
Ras Al Khaimah Ceramics		55,449		44

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
United Kingdom — 11.3%
Anglo American PLC		13,246	$	560
Aon PLC, Cl A		1,900		545
Atlassian Corp PLC, Cl A *		2,146		788
BHP Group PLC		6,440		200
BP PLC ADR		17,111		419
Cerillion		3,698		42
CNH Industrial NV		37,810		625
Computacenter PLC		1,190		48
ConvaTec Group PLC		231,770		719
Dechra Pharmaceuticals PLC		5,026		362
Diageo PLC		8,629		415
Evraz PLC		34,681		282
Exillon Energy PLC *		4,819		3
Ferrexpo PLC		16,544		87
Fresnillo PLC		14,006		165
Greencore Group PLC *		197,263		385
Greggs PLC		1,394		58
Gresham Technologies PLC		9,760		22
H&T Group PLC		3,186		13
Hargreaves Services		7,322		54
Impellam Group PLC *		3,091		15
Informa PLC *		89,899		657
Intertek Group PLC		3,260		236
Investec PLC		22,788		96
Keystone Law Group PLC		2,516		27
Kingfisher PLC		269,924		1,301
London Stock Exchange Group PLC		3,178		348
Lookers PLC *		26,467		24
Man Group PLC/Jersey		209,039		623
Melrose Industries PLC		248,834		574
Mercia Asset Management		54,167		27
Natwest Group PLC		393,689		1,155
Nomad Foods Ltd *		39,376		1,039
Norcros PLC		9,391		39
NWF Group PLC		12,655		37
Prudential PLC		15,628		326
RELX PLC		17,933		539
Rio Tinto PLC ADR		1,579		119
Sanderson Design Group *		11,294		31
Sensata Technologies Holding PLC *		8,816		522
Smiths Group PLC		70,286		1,395
Unilever PLC		7,741		431
Vertu Motors PLC *		30,896		23
				15,376
United States — 1.0%
Berry Global Group Inc *		14,558		978

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Screened World Equity Ex-US Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Gentex Corp		14,546	$	448
				1,426
Total Common Stock (Cost $104,021) ($ Thousands)				131,052
PREFERRED STOCK — 0.5%
Brazil — 0.3%
Braskem SA *(A)		15,412		197
Eucatex Industria e Comercio (A)		10,800		21
Itau Unibanco Holding SA(A)		35,100		211
				429
Germany — 0.2%
Draegerwerk AG & Co KGaA		254		21
Einhell Germany AG (A)		125		26
Schaeffler AG(A)		21,709		187
				234
Total Preferred Stock (Cost $573) ($ Thousands)				663
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F       0.010%**†		1,737,136		1,737
Total Cash Equivalent (Cost $1,737) ($ Thousands)				1,737
Total Investments in Securities — 97.7% (Cost $106,331) ($ Thousands)			$	133,452

A list of the open futures contracts held by the Fund at August 31, 2021, 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		15		Sep-2021	$	738	$	740	$	1
FTSE 100 Index		2		Sep-2021		196		195		(1)
S&P TSX 60 Index		1		Sep-2021		196		195		(1)
SPI 200 Index		1		Sep-2021		135		137		1
TOPIX Index		3		Sep-2021		529		536		7
					$	1,794	$	1,803	$	7

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Screened World Equity Ex-US Fund (Concluded)

Percentages are based on Net Assets of $136,565 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

(A) There is currently no rate available.

ADR — American Depositary Receipt

Cl — Class

FTSE — Financial Times Stock Exchange

GDR — Global Depositary Receipt

Ltd — Limited

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

S&P — Standard & Poor’s

SPI — Share Price Index

TOPIX — Tokyo Price Index

TSX — Toronto Stock Exchange

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Common Stock		129,637		1,415		–^		131,052
Preferred Stock		663		–		–		663
Cash Equivalent		1,737		–		–		1,737
Total Investments in Securities		132,037		1,415		–		133,452
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		9		–		–		9
Unrealized Depreciation		(2)		–		–		(2)
Total Other Financial Instruments		7		–		–		7

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

(1) Level 3 investments at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

^ Securities market value less than $500.

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$2,266	$1,318	$(1,847)	$-	$-	$1,737	1,737,136	$-	$-

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 93.3%
Argentina — 0.0%
Banco Macro SA ADR *		1,336	$	25
Telecom Argentina SA ADR		7,893		44
YPF SA ADR *		2,200		12
				81
Australia — 0.1%
AGL Energy Ltd		16,300		77
APA Group		2,129		14
AusNet Services		8,646		12
BlueScope Steel Ltd		1,081		20
Brambles Ltd		9,471		84
Champion Iron Ltd *		4,853		21
Evolution Mining Ltd		3,986		11
Fortescue Metals Group Ltd		15,887		244
Harvey Norman Holdings Ltd		8,114		32
Treasury Wine Estates Ltd		2,355		22
				537
Austria — 0.4%
IMMOFINANZ AG		21,779		554
Mayr Melnhof Karton AG		1,400		295
Oesterreichische Post AG		569		26
Strabag SE		4,000		182
Vienna Insurance Group AG Wiener Versicherung Gruppe		7,900		229
Wienerberger AG		1,919		76
				1,362
Belgium — 0.3%
Ageas SA/NV		3,600		180
Anheuser-Busch InBev SA/NV		8,648		530
Etablissements Franz Colruyt NV		3,541		198
Groupe Bruxelles Lambert SA		469		54
Solvay SA		152		20
				982
Bermuda — 0.0%
Invesco Ltd		3,748		95
Brazil — 0.5%
Ambev SA		69,173		229
B3 SA - Brasil Bolsa Balcao		8,400		23
Banco do Brasil SA		77,700		460
Cia Brasileira de Distribuicao		65,441		364
Cia Siderurgica Nacional SA		3,600		24
CPFL Energia SA		3,100		18
Iochpe Maxion *		17,500		53
JBS SA		12,534		74
Petrobras Distribuidora SA		4,800		25
Telefonica Brasil		24,800		211
Vale SA ADR, Cl B		8,600		164
				1,645
Canada — 1.1%
Alimentation Couche-Tard Inc, Cl B		8,800		355
AltaGas Ltd		2,513		50
Atco Ltd/Canada, Cl I		648		22

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Bank of Montreal		2,070	$	206
Canaccord Genuity Group Inc		1,228		14
Canadian Apartment Properties ‡		536		26
Canadian Imperial Bank of Commerce		2,430		279
Canadian National Railway Co		7,655		899
Canadian Natural Resources Ltd		8,468		280
Canadian Tire Corp Ltd, Cl A		3,072		467
Canadian Utilities Ltd, Cl A		1,038		29
Cogeco Communications Inc		2,200		202
Empire Co Ltd, Cl A		877		28
Gildan Activewear Inc		3,040		117
iA Financial Corp Inc		369		20
IGM Financial Inc		254		9
Intact Financial Corp		1,026		139
Loblaw Cos Ltd		3,500		246
Manulife Financial Corp		10,223		199
National Bank of Canada		731		58
North West Co Inc/The		538		15
Parkland Corp/Canada		461		14
Quebecor Inc, Cl B		1,314		33
Richelieu Hardware Ltd		662		24
Russel Metals Inc		1,056		29
Shaw Communications Inc, Cl B		875		26
TFI International Inc		1,443		163
Thomson Reuters Corp		106		12
Toronto-Dominion Bank/The		2,000		130
				4,091
Chile — 0.1%
Antofagasta PLC		1,606		32
CAP SA		17,703		252
Cencosud SA		6,957		13
				297
China — 1.5%
Anhui Anke Biotechnology Group, Cl A		100,090		181
Bank of Communications Co Ltd, Cl H		337,000		194
Bilibili Inc ADR *		222		18
BYD Co Ltd, Cl H		6,000		203
China Construction Bank Corp, Cl H		947,000		684
China Medical System Holdings Ltd		4,000		8
China Petroleum & Chemical Corp, Cl H		534,000		259
China Shenhua Energy Co Ltd, Cl H		137,500		304
Chongqing Brewery Co Ltd, Cl A		10,901		237
Contemporary Amperex Technology Co Ltd, Cl A		6,600		505
COSCO SHIPPING Holdings Co Ltd, Cl A *		7,800		25
Dongfeng Motor Group Co Ltd, Cl H		24,000		26
Ecovacs Robotics Co Ltd, Cl A		1,933		44
Guangzhou R&F Properties Co Ltd		8,000		7
Hello Group ADR		965		13
JD.com Inc ADR *		152		12
Jinke Properties Group, Cl A		657,094		488
JiuGui Liquor Co Ltd, Cl A		8,800		285

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
JOYY Inc ADR		424	$	27
Kunlun Energy Co Ltd		12,000		13
Li Auto Inc ADR *		11,191		345
Li Ning Co Ltd		46,043		619
NetEase Inc ADR		309		30
NIO Inc ADR *		4,149		163
PICC Property & Casualty Co Ltd		554,000		501
Pinduoduo Inc ADR *		183		18
Ping An Insurance Group Co of China Ltd, Cl H		6,500		50
Shanghai Baosight Software, Cl B		38,500		145
Shanxi Xinghuacun Fen Wine Factory Co Ltd, Cl A		420		18
Xilinmen Furniture Co Ltd, Cl A		24,000		100
Xinfengming Group, Cl A		19,799		56
Yealink Network Technology Corp Ltd, Cl A		600		8
				5,586
Croatia — 0.0%
Hrvatski Telekom dd		5,914		177
Czech Republic — 0.2%
CEZ AS		10,065		317
Komercni banka as		9,670		372
				689
Denmark — 0.2%
Coloplast A/S, Cl B		408		71
Novo Nordisk A/S, Cl B		2,990		298
Scandinavian Tobacco Group A/S		14,000		284
				653
Egypt — 0.0%
Telecom Egypt Co		94,190		88
Estonia — 0.1%
Tallink Grupp AS *		15,000		11
Tallinna Kaubamaja Grupp AS		14,572		196
				207
Finland — 0.7%
Elisa Oyj, Cl A		1,126		72
Metsa Board Oyj		2,909		31
Neste Oyj		561		34
Nokia Oyj		171,628		1,029
Orion Oyj, Cl B		731		30
Stora Enso Oyj, Cl R		64,157		1,255
Tokmanni Group Corp		522		15
Uponor Oyj		674		22
				2,488
France — 2.7%
Alstom SA		12,151		522
Arkema SA		114		15
Atos SE		5,477		284
AXA SA		38,128		1,070
BNP Paribas SA		16,031		1,017
Bollore SA		6,376		38
Cie de Saint-Gobain		19,221		1,393

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Eurazeo SA		297	$	31
Gecina SA ‡		45		7
Hermes International		437		642
LVMH Moet Hennessy Louis Vuitton SE		292		216
Orpea SA		365		46
Publicis Groupe SA		18,696		1,225
Rexel SA		39,034		816
Sanofi		3,400		352
Societe BIC SA		2,300		153
TotalEnergies SE		28,224		1,244
Valeo SA		20,648		587
Wendel SE		185		27
				9,685
Germany — 2.4%
Allianz SE		7,689		1,806
Aroundtown SA		2,021		16
BASF SE		15,822		1,224
Bayerische Motoren Werke AG		9,661		916
Beiersdorf AG		277		34
Brenntag SE		188		19
Continental AG		5,433		730
Covestro AG		14,394		933
Daimler AG		1,927		162
Deutsche Post AG		4,279		301
Deutsche Telekom AG		19,356		411
E.ON SE		14,734		194
GEA Group AG		1,075		50
Hannover Rueck SE		464		85
HeidelbergCement AG		12,070		1,049
LANXESS AG		218		16
MTU Aero Engines AG		2,976		683
RWE AG		4,897		191
Symrise AG, Cl A		85		12
				8,832
Greece — 0.1%
Aegean Airlines SA *		21,463		139
Alpha Services and Holdings SA *		173,803		241
Fourlis Holdings SA *		19,206		102
				482
Hong Kong — 2.1%
Agile Group Holdings Ltd		128,000		147
Agricultural Bank of China Ltd, Cl H		1,427,000		479
Alibaba Group Holding Ltd *		3,360		72
Alibaba Group Holding Ltd ADR *		4,699		785
Alibaba Health Information Technology Ltd *		8,000		13
A-Living Smart City Services Co Ltd, Cl H		2,000		8
ANTA Sports Products Ltd		20,000		411
Beijing Enterprises Holdings Ltd		65,500		226
BOC Aviation Ltd		1,800		13
Central China Real Estate		33,000		8
China Aoyuan Group Ltd		113,152		68

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
China Everbright Environment Group Ltd		12,000	$	8
China Hongqiao Group Ltd		17,500		26
China Lesso Group Holdings Ltd		9,000		19
China Merchants Land Ltd		328,000		43
China Overseas Grand Oceans Group Ltd		216,254		144
China Railway Signal & Communication Corp Ltd, Cl H		552,000		200
China Resources Power Holdings Co Ltd		208,446		512
China Yongda Automobiles Services Holdings Ltd		78,000		131
CK Asset Holdings Ltd		7,500		49
CK Hutchison Holdings Ltd		13,500		99
CK Infrastructure Holdings Ltd		6,000		36
Country Garden Services Holdings Co Ltd		2,000		15
Dali Foods Group Co Ltd		30,500		17
Far East Horizon Ltd		200,145		227
Fuyao Glass Industry Group Co Ltd, Cl H		2,400		15
Guangzhou Automobile Group Co Ltd, Cl H		16,000		16
Haitian International Holdings Ltd		5,000		19
Hengan International Group Co Ltd		3,000		17
HK Electric Investments & HK Electric Investments Ltd		17,000		17
Hong Kong & China Gas Co Ltd		24,000		39
Hopson Development Holdings Ltd		4,200		16
Industrial & Commercial Bank of China Ltd, Cl H		266,000		148
JNBY Design Ltd		29,999		71
Kingboard Holdings Ltd		23,000		113
Kingboard Laminates Holdings Ltd		10,500		21
KWG Group Holdings Ltd		12,000		13
Lenovo Group Ltd		198,000		219
Meituan, Cl B *		3,300		106
Minth Group Ltd		2,000		8
New China Life Insurance Co Ltd, Cl H		60,300		178
Nine Dragons Paper Holdings Ltd		13,000		18
People’s Insurance Co Group of China Ltd/ The, Cl H		310,000		96
PetroChina Co Ltd, Cl H		886,000		389
Postal Savings Bank of China Co Ltd, Cl H		44,000		32
Power Assets Holdings Ltd		11,000		69
Powerlong Real Estate Holdings Ltd		263,987		214
Shenzhen Expressway Co Ltd, Cl H		138,000		132
Shenzhen International Holdings Ltd		10,000		13
Shougang Fushan Resources Group Ltd		764,000		246
Sun Hung Kai Properties Ltd		5,000		70
Sunny Optical Technology Group Co Ltd		700		21
Tencent Holdings Ltd		12,490		773
Tingyi Cayman Islands Holding Corp		8,000		14
WH Group Ltd		21,500		19
Wharf Holdings Ltd/The		22,560		76
WuXi AppTec Co Ltd, Cl H		480		10
Xinyi Glass Holdings Ltd		38,000		160

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Xinyi Solar Holdings Ltd		6,000	$	15
Yuexiu Property		17,600		16
Zhongsheng Group Holdings Ltd		58,500		489
				7,644
Hungary — 0.8%
Magyar Telekom Telecommunications PLC		589,099		858
MOL Hungarian Oil & Gas PLC		87,393		716
OTP Bank Nyrt		12,749		769
Richter Gedeon Nyrt		24,953		748
				3,091
India — 1.2%
Ambuja Cements Ltd		15,244		88
Apollo Hospitals Enterprise		494		34
Bajaj Auto Ltd		639		33
Bharat Forge Ltd		1,546		16
Bharat Petroleum Corp Ltd		2,092		13
Container Corp Of India Ltd		1,692		16
GAIL India		11,696		23
Hindustan Petroleum Corp Ltd		128,350		469
Indian Bank		110,428		189
Indian Oil Corp Ltd		118,893		180
Infosys Ltd		9,692		227
Infosys Ltd ADR		4,600		109
ITC Ltd		12,009		35
Jagran Prakashan Ltd *		18,973		15
Jindal Saw Ltd		40,134		65
Jindal Steel & Power Ltd *		64,965		335
JSW Steel Ltd		11,995		113
Muthoot Finance Ltd		637		13
NHPC Ltd		612,000		226
NTPC Ltd		129,408		205
Oil & Natural Gas Corp Ltd		149,013		246
Oil India Ltd		63,500		158
Petronet LNG Ltd		2,264		7
Power Grid Corp of India Ltd		12,846		31
REC Ltd		44,302		92
Steel Authority of India Ltd		275,839		459
Tata Consultancy Services Ltd		1,876		97
Tata Consumer Products Ltd		1,579		19
Tata Steel Ltd		10,656		212
Tech Mahindra Ltd		3,305		66
Titan Co Ltd		278		7
UltraTech Cement Ltd		845		91
Vedanta Ltd		118,872		493
Wipro Ltd		12,261		108
				4,490
Indonesia — 0.1%
Erajaya Swasembada Tbk PT		5,225,836		221
Indofood Sukses Makmur Tbk PT		13,500		6
				227

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Ireland — 0.4%
CRH PLC		24,960	$	1,327
James Hardie Industries PLC		7,806		303
				1,630
Israel — 0.0%
Bank Hapoalim BM		5,296		46
Italy — 0.8%
Assicurazioni Generali SpA		8,502		173
EXOR NV		721		60
Hera SpA		53,900		233
Intesa Sanpaolo SpA		359,723		1,018
Sesa SpA		72		14
Telecom Italia SpA/Milano		126,618		59
Terna - Rete Elettrica Nazionale		9,717		77
UniCredit SpA		81,057		1,011
UnipolSai Assicurazioni SpA		75,012		216
				2,861
Japan — 12.7%
AEON Investment Corp ‡		160		220
Aisin Corp		14,000		536
Ajinomoto Co Inc		7,300		216
Alps Alpine Co Ltd		22,800		240
Aoyama Trading Co Ltd		15,200		89
Aozora Bank Ltd		10,000		235
Asahi Kasei Corp		2,400		25
Canon Inc		18,258		434
Central Japan Railway Co		5,900		866
Chiba Bank Ltd/The		2,400		15
Citizen Watch Co Ltd		99,400		435
Concordia Financial Group		2,300		9
Cosel Co Ltd		10,200		95
Cosmos Pharmaceutical Corp		100		18
Credit Saison Co Ltd		61,000		695
CyberAgent Inc		3,513		65
Daibiru Corp		11,100		146
Dai-ichi Life Holdings Inc		56,100		1,108
Daito Trust Construction Co Ltd		6,128		674
Daiwa Securities Group Inc		5,900		34
DCM Holdings Co Ltd		22,400		217
Dentsu Group		800		30
East Japan Railway Co		17,300		1,170
Eizo Corp		5,100		197
FANUC Corp		1,600		349
Fuji Electric Co Ltd		800		35
Fuji Media Holdings Inc		25,500		266
Fujitsu Ltd		278		51
H.U. Group Holdings Inc		7,600		225
Hachijuni Bank Ltd/The		31,800		110
Hirogin Holdings Inc		25,000		144
Hokuetsu Corp		40,800		224
Honda Motor Co Ltd		51,665		1,572
Ibiden Co Ltd		800		43
Iida Group Holdings Co Ltd		2,312		59
ITOCHU Corp		2,700		81

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Itochu Enex Co Ltd		22,300	$	200
Itochu Techno-Solutions Corp		800		25
J Front Retailing Co Ltd		43,400		376
Japan Lifeline Co Ltd		31,100		375
Japan Post Bank Co Ltd		3,000		26
Japan Tobacco Inc		81,000		1,572
JFE Holdings Inc		63,700		1,035
JGC Holdings Corp		78,700		662
JSR Corp		1,600		56
Kajima Corp		51,000		661
Kandenko Co Ltd		16,100		139
Kao Corp		4,500		272
KDDI Corp		44,900		1,377
Kirin Holdings Co Ltd		67,000		1,216
Komatsu Ltd		17,100		414
Komeri Co Ltd		17,000		391
K’s Holdings Corp		32,800		360
Kuraray Co Ltd		45,700		431
Kyocera Corp		1,000		62
KYORIN Holdings Inc		17,800		295
Lawson Inc		400		19
Lixil Corp		1,500		44
Macnica Fuji Electronics Holdings Inc		658		16
MEIJI Holdings Co Ltd		600		37
Meitec Corp		4,800		281
Mitsubishi Corp		29,800		898
Mitsubishi Estate Co Ltd		89,200		1,397
Mitsubishi Gas Chemical Co Inc		3,465		66
Mitsubishi HC Capital Inc		28,300		152
Mitsubishi UFJ Financial Group Inc		119,200		645
Mitsui Chemicals Inc		800		28
Mitsui High-Tec Inc		305		18
Mizuho Financial Group Inc		29,350		412
Mizuho Leasing Co Ltd		418		13
MS&AD Insurance Group Holdings Inc		15,900		515
NGK Spark Plug Co Ltd		15,100		233
NH Foods Ltd		6,400		248
Nippon Express Co Ltd		400		27
Nippon Steel Corp		83,600		1,711
Nippon Telegraph & Telephone Corp		98,308		2,627
Nippon Television Holdings Inc		45,500		484
Nippon Yusen KK		600		48
Nishi-Nippon Financial Holdings Inc		15,000		95
Nissan Motor Co Ltd		40,000		211
Nitto Denko Corp		1,133		86
Nomura Holdings Inc		70,800		344
Nomura Research Institute Ltd		526		20
North Pacific Bank Ltd		52,500		121
NSK Ltd		45,700		321
Obayashi Corp		30,600		252
Oracle Corp Japan		300		25
Osaka Gas Co Ltd		24,200		454

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
OSG Corp		13,200	$	238
Otsuka Corp		900		47
Panasonic Corp		400		5
Park24 Co Ltd		11,600		224
Rengo Co Ltd		25,400		207
Resona Holdings Inc		4,200		16
Sawai Group Holdings Co Ltd		8,700		394
SCSK Corp		400		25
Seiko Epson Corp		48,200		899
Shionogi & Co Ltd		300		19
Sony Group Corp		16,800		1,737
Sumitomo Electric Industries Ltd		79,000		1,057
Sumitomo Heavy Industries Ltd		12,400		325
Sumitomo Mitsui Financial Group Inc		42,400		1,467
Sumitomo Mitsui Trust Holdings Inc		32,000		1,048
Suzuken Co Ltd/Aichi Japan		2,700		80
Takashimaya Co Ltd		17,700		177
Takeda Pharmaceutical Co Ltd		30,600		1,025
Teijin Ltd		12,400		179
Toho Holdings Co Ltd		20,200		351
Tokyo Electron Ltd		1,060		456
Tokyo Gas Co Ltd		72,600		1,398
Tokyo Ohka Kogyo Co Ltd		149		9
Toray Industries Inc		77,500		523
Toyo Suisan Kaisha Ltd		600		25
Toyota Industries Corp		1,021		86
Toyota Motor Corp		4,082		356
United Arrows Ltd		9,500		153
Wacoal Holdings Corp		8,600		181
Xebio Holdings Co Ltd		12,500		126
Yamada Holdings Co Ltd		114,700		494
Yamaha Motor Co Ltd		5,510		140
				46,188
Malaysia — 0.3%
AMMB Holdings Bhd		7,300		5
Astro Malaysia Holdings		100,200		26
HAP Seng Consolidated Bhd		5,000		10
Hong Leong Bank Bhd		3,500		16
Malaysian Pacific Industries Bhd		1,227		13
MMC Corp Bhd		271,513		120
Nestle Malaysia Bhd		674		22
RHB Bank Bhd		178,200		240
Supermax Corp Bhd		594,054		474
Telekom Malaysia Bhd		25,670		38
Tenaga Nasional Bhd		21,700		55
				1,019
Mexico — 0.2%
Alfa SAB de CV, Cl A		405,566		285
Cemex SAB de CV ADR		49,700		408
El Puerto de Liverpool		7,400		33
Gruma SAB de CV, Cl B		1,040		12
Grupo Mexico SAB de CV, Ser B		5,397		25

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Nemak SAB de CV		111,136	$	36
				799
Netherlands — 2.3%
APERAM SA		12,688		778
ArcelorMittal SA		33,801		1,133
ASM International NV		236		92
CNH Industrial NV		99,100		1,634
ING Groep NV		68,156		942
Koninklijke Ahold Delhaize NV		59,990		2,023
Koninklijke Vopak NV		488		21
NN Group NV		4,300		223
Prosus NV		8,863		784
Randstad NV		275		20
Signify NV		11,582		648
				8,298
New Zealand — 0.0%
Mercury NZ Ltd		3,837		18
Nigeria — 0.0%
Zenith Bank PLC		366,448		21
Norway — 0.1%
Adevinta ASA, Cl B *		1,511		30
Austevoll Seafood ASA		14,900		191
Europris ASA		2,090		15
Gjensidige Forsikring ASA		1,120		26
Norsk Hydro ASA		7,630		53
Schibsted ASA, Cl B		532		25
				340
Pakistan — 0.0%
Habib Bank Ltd		19,405		15
Kot Addu Power Co Ltd		367,500		86
				101
Philippines — 0.1%
Bank of the Philippine Islands		4,920		8
DMCI Holdings Inc		1,849,880		235
International Container Terminal Services Inc		5,470		20
LT Group Inc		493,500		85
				348
Poland — 1.6%
Bank Handlowy w Warszawie SA		25,721		308
Bank Millennium SA *		150,000		259
Bank Polska Kasa Opieki SA		51,124		1,431
CAPITEA *		158,863		–
Ciech SA		12,878		158
ComArch SA		3,236		224
Cyfrowy Polsat SA		2,731		26
Eurocash SA		40,000		124
Grupa Kety SA		1,355		235
Grupa Lotos SA		5,880		90
Powszechna Kasa Oszczednosci Bank Polski SA *		107,869		1,185
Powszechny Zaklad Ubezpieczen SA		149,510		1,585

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Toya SA		70,000	$	161
VRG SA *		144,696		131
				5,917
Portugal — 0.1%
EDP - Energias de Portugal SA		17,812		98
REN - Redes Energeticas Nacionais SGPS SA		78,900		231
				329
Qatar — 0.0%
Masraf Al Rayan QSC		20,629		26
Qatar Gas Transport Co Ltd		13,396		11
Qatar Islamic Bank SAQ		1,954		10
				47
Romania — 0.4%
BRD-Groupe Societe Generale SA		102,118		450
Fondul Proprietatea SA		916,606		399
OMV Petrom SA		5,222,228		550
Societatea Nationala de Gaze Naturale ROMGAZ SA		23,000		174
Sphera Franchise Group *		44,000		–
				1,573
Russia — 0.8%
Detsky Mir PJSC		101,470		192
Gazprom PJSC		100,000		418
Inter RAO UES PJSC		2,160,000		136
LUKOIL PJSC ADR		604		52
Magnit PJSC		4,953		375
MMC Norilsk Nickel PJSC		600		197
PhosAgro PJSC GDR		12,000		236
Rosneft Oil Co PJSC		4,736		34
Sberbank of Russia PJSC		139,800		628
United Co RUSAL International PJSC		349,140		252
X5 Retail Group NV GDR		8,500		282
				2,802
Saudi Arabia — 0.1%
Al Rajhi Bank		9,649		311
Bank AlBilad *		1,408		16
Banque Saudi Fransi		1,572		17
Sahara International Petrochemical Co		1,688		15
Saudi Cement Co		565		10
Saudi Industrial Investment Group		1,701		16
Saudi Telecom Co		3,658		132
				517
Singapore — 0.1%
Best World International Ltd		24,994		25
DBS Group Holdings Ltd		10,000		223
Keppel Corp Ltd		7,800		30
Sheng Siong Group Ltd		9,641		11
Singapore Technologies Engineering Ltd		6,400		18
United Overseas Bank Ltd		12,000		228
				535

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Slovenia — 0.5%
Krka dd Novo mesto		5,205	$	688
Luka Koper		15,153		465
Telekom Slovenije DD		7,312		494
				1,647
South Africa — 0.3%
African Rainbow Minerals Ltd		618		11
Barloworld Ltd		15,666		117
Clicks Group Ltd		732		15
DataTec Ltd		10,966		23
Exxaro Resources Ltd		1,872		24
MTN Group		47,372		437
PPC Ltd *		86,836		21
Sasol Ltd		19,771		306
Telkom SA SOC Ltd		65,416		173
				1,127
South Korea — 2.0%
Chongkundang Holdings Corp		1,165		92
Daou Data Corp		11,718		142
Hana Financial Group Inc		14,041		546
KB Financial Group Inc		367		17
Kia Corp		3,274		240
Korea Zinc Co Ltd		41		19
KT Corp		16,250		460
KT&G Corp		2,800		197
KUMHOE&C Co Ltd		8,160		92
LG Corp		182		15
LG Display Co Ltd		23,107		408
LG Electronics Inc		3,447		422
LG Uplus Corp		24,706		299
Mirae Asset Securities Co Ltd		2,107		16
NAVER Corp		264		100
Osstem Implant Co Ltd		2,318		321
POSCO		1,781		518
Samsung Electronics Co Ltd		16,632		1,100
Samsung Electronics Co Ltd GDR		1,085		1,794
Samsung Life Insurance Co Ltd		635		41
Samsung SDI Co Ltd		19		13
SeAH Steel Corp		831		79
SK Hynix Inc		317		29
SK Telecom Co Ltd		1,354		348
Yuhan Corp		252		14
				7,322
Spain — 0.5%
Banco Santander SA		359,635		1,328
Ebro Foods SA		9,400		189
Endesa SA		13,100		315
Financiera Alba		277		16
Viscofan SA		573		40
				1,888
Sweden — 0.4%
Atlas Copco AB, Cl A		2,457		169
Autoliv Inc		5,628		501
Axfood AB		942		25

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Boliden		528	$	18
Embracer Group AB, Cl B *		499		11
ICA Gruppen AB		473		24
Industrivarden AB, Cl C		823		28
Kindred Group PLC		3,390		62
Lundin Energy AB		845		26
Skanska AB, Cl B		4,664		134
Swedish Match AB		28,200		260
Tele2 AB, Cl B		1,207		18
				1,276
Switzerland — 1.1%
ABB Ltd		3,317		123
Baloise Holding AG		359		57
Banque Cantonale Vaudoise		196		17
Cie Financiere Richemont SA, Cl A		5,336		588
Credit Suisse Group AG		1,998		21
Geberit AG		185		155
Holcim Ltd		112		6
Intershop Holding AG		30		20
Kuehne + Nagel International AG		815		298
LEM Holding SA		13		33
Partners Group Holding AG		206		365
Roche Holding AG		5,212		2,093
Swiss Life Holding AG		400		209
Swiss Prime Site AG		370		40
Swisscom AG		94		55
				4,080
Taiwan — 2.3%
Acer Inc		227,000		206
Asustek Computer Inc		45,000		526
AU Optronics Corp		709,536		451
Cathay Financial Holding Co Ltd		52,000		112
Chailease Holding Co Ltd		6,896		66
Chicony Electronics Co Ltd		78,000		221
Chunghwa Telecom Co Ltd		26,600		108
Coretronic Corp		107,000		216
Evergreen Marine Corp Taiwan Ltd		76,313		374
Feng Hsin Steel Co Ltd		6,349		18
General Interface Solution Holding Ltd		10,000		39
Ginko International Co Ltd		28,014		212
Goldsun Building Materials Co Ltd		8,910		7
Hon Hai Precision Industry Co Ltd		115,000		461
Innolux Corp, Cl A		693,000		431
Lien Hwa Industrial Holdings Corp		8,365		16
MediaTek Inc		3,468		113
Nan Ya Plastics Corp		10,000		32
Nien Made Enterprise Co Ltd		1,000		15
Novatek Microelectronics Corp		20,946		339
Pou Chen Corp		184,000		219
Quanta Computer Inc		42,741		121
Realtek Semiconductor Corp		6,029		121
Simplo Technology Co Ltd		2,453		28

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Sino-American Silicon Products Inc		2,000	$	14
SinoPac Financial Holdings Co Ltd		573,000		295
Taiwan Cement Corp		26,250		46
Taiwan Semiconductor Manufacturing Co Ltd		119,099		2,639
United Microelectronics Corp		40,000		91
Winbond Electronics Corp		388,000		413
Wistron Corp		19,000		19
WPG Holdings Ltd		11,000		19
Yuanta Financial Holding Co Ltd		354,000		319
				8,307
Thailand — 0.2%
Bangkok Bank PCL		58,000		205
Kiatnakin Phatra Bank PCL		123,400		215
Krungthai Card PCL		7,800		16
Sea Ltd ADR *		69		23
Srisawad Corp PCL		5,100		12
Thai Union Group PCL		386,400		239
				710
Turkey — 0.7%
Anadolu Efes Biracilik Ve Malt Sanayii AS		163,133		430
Coca-Cola Icecek AS		20,881		220
Ford Otomotiv Sanayi AS		516		10
KOC Holding AS		219,698		609
Migros Ticaret AS *		89,800		376
Turk Telekomunikasyon AS		240,000		214
Turkiye Garanti Bankasi AS		286,827		341
Turkiye Petrol Rafinerileri		16,000		196
				2,396
United Arab Emirates — 0.0%
Dubai Islamic Bank PJSC		14,143		20
Emirates NBD PJSC		3,487		13
				33
United Kingdom — 4.8%
888 Holdings PLC		4,321		24
Abrdn		11,883		43
Adient PLC *		24,550		966
Admiral Group PLC		1,000		50
AstraZeneca PLC		9,949		1,166
BAE Systems PLC		61,500		481
BP PLC		259,349		1,060
British American Tobacco PLC		8,100		304
Evraz PLC		35,000		284
GlaxoSmithKline PLC		30,300		610
Globaltrans Investment PLC GDR		40,000		328
Halyk Savings Bank of Kazakhstan JSC GDR		20,000		340
Imperial Brands PLC		10,000		212
Informa PLC *		140,103		1,024
Intermediate Capital Group PLC		3,165		96
International Consolidated Airlines Group SA		275,810		605
Johnson Matthey PLC		411		17

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Kingfisher PLC		10,209	$	49
Land Securities Group PLC ‡		6,104		59
Linde PLC		3,464		1,090
Lloyds Banking Group PLC		1,738,149		1,047
M&G PLC		22,896		65
Man Group PLC/Jersey		23,754		71
MD Medical Group Investments PLC GDR		43,000		473
Meggitt PLC		145,083		1,656
Next PLC		1,205		131
Nova Ljubljanska Banka dd GDR		13,800		227
Pearson PLC		109,545		1,157
Reckitt Benckiser Group PLC		1,042		79
Royal Dutch Shell PLC, Cl A		49,938		992
Royal Mail PLC		12,592		86
Sensata Technologies Holding PLC *		519		31
Smiths Group PLC		1,380		27
St James’s Place PLC		1,068		24
Tate & Lyle PLC		22,200		216
Tesco PLC		17,535		61
Travis Perkins PLC		24,866		616
Vodafone Group PLC		61,250		103
Whitbread PLC *		15,614		689
Wm Morrison Supermarkets PLC		40,039		160
WPP PLC		61,070		827
				17,546
United States — 45.8%
Communication Services — 3.2%
Alphabet Inc, Cl A *		1,067		3,088
Alphabet Inc, Cl C *		327		951
AT&T Inc		79,000		2,166
Charter Communications Inc, Cl A *		63		52
Comcast Corp, Cl A		9,800		595
Facebook Inc, Cl A *		5,207		1,975
Fox Corp		9,100		341
Interpublic Group of Cos Inc/The		9,240		344
Liberty Broadband Corp, Cl A *		129		24
Liberty Media Corp-Liberty Formula One, Cl C *		803		41
Lumen Technologies Inc		73,851		908
News Corp, Cl A		3,483		78
Omnicom Group Inc		322		24
Pinterest Inc, Cl A *		323		18
Take-Two Interactive Software Inc *		114		18
Verizon Communications Inc		15,000		825
Zillow Group Inc, Cl A *		566		54
Zillow Group Inc, Cl C *		1,295		124
				11,626
Consumer Discretionary — 8.1%
Abercrombie & Fitch Co, Cl A *		835		30
Advance Auto Parts Inc		11,000		2,231
Amazon.com Inc *		88		305

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Autoliv		193	$	17
AutoZone Inc *		973		1,507
Beazer Homes USA Inc *		39,720		743
Best Buy Co Inc		1,744		203
BorgWarner Inc		412		18
Carnival Corp, Cl A *		13,880		335
Chipotle Mexican Grill Inc, Cl A *		146		278
Crocs Inc *		979		140
Dana Inc		38,890		905
Darden Restaurants Inc		318		48
Designer Brands Inc, Cl A *		66,620		966
Dollar General Corp		78		17
Dollar Tree Inc *		9,033		818
DR Horton Inc		2,600		249
eBay Inc		23,659		1,816
Five Below Inc *		420		89
Foot Locker Inc		12,200		692
Ford Motor Co *		9,200		120
Garmin Ltd		1,819		317
Gentex Corp		26,639		820
Genuine Parts Co		180		22
Hasbro Inc		799		79
Las Vegas Sands Corp *		11,300		504
Lennar Corp, Cl A		12,278		1,318
Lowe’s Cos Inc		13,964		2,847
Lululemon Athletica Inc *		429		172
M/I Homes Inc *		9,320		600
Mattel Inc *		5,520		118
MercadoLibre Inc *		16		30
Murphy USA Inc		1,493		232
Newell Brands Inc		53,185		1,351
NIKE Inc, Cl B		7,257		1,195
PVH Corp *		6,920		725
Service Corp International/US		6,041		379
Tapestry Inc		31,000		1,250
Target Corp		6,918		1,709
Taylor Morrison Home Corp, Cl A *		31,040		872
Tenneco Inc, Cl A *		49,930		779
TJX Cos Inc/The		13,610		990
Tractor Supply Co		3,616		702
Vail Resorts Inc		105		32
VF Corp		360		27
Wayfair Inc, Cl A *		91		26
Whirlpool Corp		3,470		769
Yum China Holdings Inc		331		20
				29,412
Consumer Staples — 2.6%
Altria Group Inc		4,900		246
Archer-Daniels-Midland Co		8,641		518
Bunge Ltd		852		64
Campbell Soup Co		1,413		59

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Church & Dwight Co Inc		316	$	26
Coca-Cola Co/The		2,254		127
Colgate-Palmolive Co		8,474		661
Conagra Brands Inc		54,282		1,798
Estee Lauder Cos Inc/The, Cl A		954		325
General Mills Inc		5,884		340
J M Smucker Co/The		4,468		553
Kellogg Co		5,083		321
Kimberly-Clark Corp		2,200		303
Kraft Heinz Co/The		14,035		505
Kroger Co/The		25,140		1,157
PepsiCo Inc		8,344		1,305
Procter & Gamble Co/The		3,318		472
Sysco Corp		1,174		94
Tyson Foods Inc, Cl A		3,900		306
USANA Health Sciences Inc *		204		20
Walgreens Boots Alliance Inc		2,800		142
Walmart Inc		79		12
				9,354
Energy — 1.8%
Chevron Corp		17,200		1,665
Cimarex Energy Co		375		24
Halliburton Co		12,329		246
HollyFrontier Corp		29,610		957
Kinder Morgan Inc		11,000		179
Liberty Oilfield Services Inc, Cl A *		75,400		771
Marathon Petroleum Corp		923		55
Murphy Oil Corp		80,100		1,703
ProPetro Holding Corp *		114,780		888
				6,488
Financials — 8.4%
Affiliated Managers Group Inc		576		98
Aflac Inc		19,510		1,106
Allstate Corp/The		18,612		2,518
Ally Financial Inc		64,900		3,433
American Express Co		6,227		1,033
American Financial Group Inc/OH		1,100		152
American International Group Inc		35,300		1,926
Ameriprise Financial Inc		64		17
Annaly Capital Management Inc ‡		24,400		212
Apollo Global Management Inc, Cl A		1,186		71
Artisan Partners Asset Management Inc, Cl A		240		13
Assurant Inc		154		26
Berkshire Hathaway Inc, Cl B *		1,600		457
BlackRock Inc, Cl A		708		668
Blackstone Group Inc/The, Cl A		2,591		326
Carlyle Group Inc/The		3,774		186
Citigroup Inc		22,600		1,625
Citizens Financial Group Inc		1,307		57
CME Group Inc, Cl A		3,711		749

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Cohen & Steers Inc		317	$	28
Enova International Inc *		599		20
Equitable Holdings Inc		62,260		1,931
Evercore Inc, Cl A		606		85
Everest Re Group Ltd		1,077		285
FactSet Research Systems Inc		1,794		682
Franklin Resources Inc		1,124		37
Goldman Sachs Group Inc/The		692		286
Hartford Financial Services Group Inc/The		4,400		296
Huntington Bancshares Inc/OH		2,596		40
Intercorp Financial Services Inc		900		20
Investors Bancorp Inc		13,400		192
Janus Henderson Group PLC		2,490		108
Kearny Financial Corp/MD		19,000		241
KeyCorp		3,967		81
Lincoln National Corp		14,977		1,028
MetLife Inc		199		12
Moelis & Co, Cl A		830		51
Moody’s Corp		6,816		2,595
MSCI Inc, Cl A		2,444		1,551
Nasdaq Inc		76		15
Northern Trust Corp		409		49
Oaktree Specialty Lending Corp		39,900		293
OneMain Holdings Inc, Cl A		1,296		75
PNC Financial Services Group Inc/The		247		47
Principal Financial Group Inc		745		50
Progressive Corp/The		17,276		1,664
Prudential Financial Inc		428		45
S&P Global Inc		999		443
Synchrony Financial		5,829		290
T Rowe Price Group Inc		1,728		387
US Bancorp		14,718		845
Victory Capital Holdings Inc, Cl A		322		11
Voya Financial Inc		228		15
Wells Fargo & Co		46,100		2,107
Western Alliance Bancorp		1,521		148
				30,726
Health Care — 6.2%
AbbVie Inc		3,348		404
Agilent Technologies Inc		2,621		460
AmerisourceBergen Corp, Cl A		14,700		1,797
Amgen Inc		1,500		338
Becton Dickinson and Co		3,926		988
Bio-Rad Laboratories Inc, Cl A *		81		65
Bristol-Myers Squibb Co		9,300		622
Cardinal Health Inc		2,455		129
CVS Health Corp		25,700		2,220
Danaher Corp		1,614		523
Dexcom Inc *		274		145
Envista Holdings Corp *		2,604		111
Gilead Sciences Inc		3,900		284

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
HCA Healthcare Inc		900	$	228
IDEXX Laboratories Inc *		254		171
Insulet Corp *		50		15
IQVIA Holdings Inc *		2,624		682
Johnson & Johnson		15,328		2,654
Medpace Holdings Inc *		223		41
Merck & Co Inc		26,907		2,053
Mettler-Toledo International Inc *		609		946
Organon & Co		42,690		1,447
PerkinElmer Inc		689		127
Pfizer Inc		14,500		668
Prestige Consumer Healthcare Inc *		790		45
Quest Diagnostics Inc		2,400		367
ResMed Inc		339		98
Shockwave Medical Inc *		474		102
STAAR Surgical Co *		191		29
Thermo Fisher Scientific Inc		62		34
United Therapeutics Corp *		8,700		1,869
UnitedHealth Group Inc		6,981		2,906
Viatris Inc, Cl W *		972		14
West Pharmaceutical Services Inc		351		159
Zoetis Inc, Cl A		130		27
				22,768
Industrials — 4.8%
3M Co		215		42
Alaska Air Group Inc *		4,790		275
Allegion plc		286		41
Allison Transmission Holdings Inc, Cl A		5,300		196
Atlas Air Worldwide Holdings Inc *		2,610		191
CACI International Inc, Cl A *		1,068		275
Carrier Global Corp		17,885		1,030
Cintas Corp		68		27
Clarivate *		533		13
Copart Inc *		320		46
Cummins Inc		1,888		446
Curtiss-Wright Corp		7,300		889
Danaos Corp		2,000		167
Deere & Co		919		347
Eaton Corp PLC		320		54
Expeditors International of Washington Inc		2,856		356
Fastenal Co		4,501		251
Fluor Corp *		31,910		532
Fortune Brands Home & Security Inc		64		6
Generac Holdings Inc *		547		239
General Dynamics Corp		1,014		203
Graco Inc		13,726		1,076
Greenbrier Cos Inc/The		10,570		466
Hawaiian Holdings Inc *		9,510		192
Herman Miller Inc		19,200		807
Huntington Ingalls Industries Inc		110		23
Illinois Tool Works Inc		71		17

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Korn Ferry		815	$	58
L3Harris Technologies Inc		1,400		326
Lockheed Martin Corp		924		333
Lyft Inc, Cl A *		536		26
Manitowoc Co Inc/The *		19,950		484
Meritor Inc *		31,420		745
Middleby Corp/The *		4,665		853
Northrop Grumman Corp		1,200		441
Old Dominion Freight Line Inc		294		85
Otis Worldwide Corp		9,334		861
Parker-Hannifin Corp		5,327		1,580
Republic Services Inc, Cl A		299		37
Robert Half International Inc		1,048		108
Rockwell Automation Inc		534		174
Saia Inc *		287		69
Snap-on Inc		93		21
Trane Technologies PLC		227		45
TransDigm Group Inc *		155		94
Union Pacific Corp		6,439		1,396
United Parcel Service Inc, Cl B		3,783		740
United Rentals Inc *		104		37
Wabash National Corp		37,690		586
				17,306
Information Technology — 7.8%
Accenture PLC, Cl A		77		26
Advanced Micro Devices Inc *		3,205		355
Amdocs Ltd		7,900		609
Amphenol Corp, Cl A		4,930		378
Analog Devices Inc		5,730		934
Apple Inc		10,552		1,602
Arrow Electronics Inc *		805		98
Automatic Data Processing Inc		165		34
Avalara Inc *		311		56
Broadcom Inc		661		329
Broadridge Financial Solutions Inc		139		24
CDW Corp/DE		235		47
Check Point Software Technologies Ltd *		2,224		279
Cisco Systems Inc/Delaware		15,204		897
Cognizant Technology Solutions Corp, Cl A		2,100		160
Corning Inc		2,469		99
Dell Technologies Inc, Cl C *		6,420		626
DocuSign Inc, Cl A *		443		131
DXC Technology Co *		76,440		2,807
Fortinet Inc *		234		74
Gartner Inc *		1,426		440
HP Inc		10,278		306
Intel Corp		48,744		2,635
International Business Machines Corp		17,036		2,391
Intuit Inc		923		522
Juniper Networks Inc		11,056		320
KLA Corp		94		32

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Lam Research Corp		2,477	$	1,498
Manhattan Associates Inc *		141		23
Mastercard Inc, Cl A		3,932		1,361
Microsoft Corp		10,780		3,254
NetApp Inc		661		59
NortonLifeLock Inc		5,760		153
NXP Semiconductors NV		3,670		790
Oracle Corp		25,832		2,302
Paychex Inc		632		72
Perficient Inc *		488		58
QUALCOMM Inc		6,314		926
Seagate Technology Holdings PLC		6,272		549
SolarEdge Technologies Inc *		137		40
Teradyne Inc		374		45
Texas Instruments Inc		1,818		347
Trade Desk Inc/The, Cl A *		2,605		209
Twilio Inc, Cl A *		415		148
Western Union Co/The		11,300		245
Workiva Inc, Cl A *		597		84
Zebra Technologies Corp, Cl A *		118		69
				28,443
Materials — 2.0%
Berry Global Group Inc *		3,300		222
Celanese Corp, Cl A		395		63
CF Industries Holdings Inc		1,595		72
Ecolab Inc		1,972		444
FMC Corp		254		24
Huntsman Corp		23,250		614
International Paper Co		601		36
Nucor Corp		7,600		893
Packaging Corp of America		8,000		1,214
Pactiv Evergreen Inc		51,990		715
Reliance Steel & Aluminum Co		7,642		1,147
Sealed Air Corp		3,900		238
Sherwin-Williams Co/The		4,647		1,411
Silgan Holdings Inc		5,600		238
Southern Copper Corp		234		15
Westrock Co		350		18
				7,364
Real Estate — 0.2%
Brandywine Realty Trust ‡		10,000		139
Essex Property Trust Inc ‡		223		74
Extra Space Storage Inc ‡		381		71
Jones Lang LaSalle Inc *		709		172
Regency Centers Corp ‡		996		68
SITE Centers Corp ‡		1,639		26
Ventas Inc ‡		539		30
				580

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Utilities — 0.8%
AES Corp/The		573	$	14
Ameren Corp		615		54
Edison International		1,385		80
Entergy Corp		2,700		299
Essential Utilities Inc		882		44
Evergy Inc		3,500		240
National Fuel Gas Co		33,700		1,746
NiSource Inc		1,432		35
Otter Tail Corp		4,600		252
UGI Corp		422		19
Vistra Corp		889		17
				2,800
				166,867
Total Common Stock (Cost $262,960) ($ Thousands)				340,017
PREFERRED STOCK (A) — 0.6%
Brazil — 0.2%
Banco do Estado do Rio Grande do Sul SA		104,401		253
Cia Paranaense de Energia		10,000		13
Gerdau SA		17,927		99
Petroleo Brasileiro SA		65,400		349
				714
Germany — 0.4%
Draegerwerk AG & Co KGaA		2,900		245
Porsche Automobil Holding SE		6,681		676
Volkswagen AG		2,678		636
				1,557
Total Preferred Stock (Cost $2,187) ($ Thousands)				2,271
	Number of Rights
RIGHTS — 0.0%
Hong Kong — 0.0%
Shimao Group Holdings Ltd *‡‡		140		–
Total Rights (Cost $—) ($ Thousands)				–

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		9,031,514	$	9,032
Total Cash Equivalent (Cost $9,032) ($ Thousands)				9,032
Total Investments in Securities — 96.4% (Cost $274,179) ($ Thousands)			$	351,320

A list of open futures contracts held by the Fund at August 31, 2021, 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		62		Sep-2021	$	2,982		$	3,060		$	74
FTSE 100 Index		10		Sep-2021		960			977			14
Hang Seng Index		12		Oct-2021		1,945			1,987			39
MSCI Singapore Index		25		Oct-2021		662			654			(8	)
OMX Stockholm 30		23		Sep-2021		628			627			(8	)
S&P 500 Index E-MINI		177		Sep-2021		37,708			40,006			2,298
S&P TSX 60 Index		36		Sep-2021		7,083			7,008			203
SPI 200 Index		34		Sep-2021		4,736			4,645			120
						56,704			58,964			2,732
Short Contracts
MSCI Emerging Markets		(290)		Sep-2021	$	(19,529	)	$	(18,838	)	$	691
TOPIX Index		(123)		Sep-2021		(21,941	)		(21,995	)		(107	)
						(41,470	)		(40,833	)		584
					$	15,234		$	18,131		$	3,316

A list of the open forward foreign currency contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		09/13/21	NZD		39	USD		27	$	–
Brown Brothers Harriman		09/13/21	USD		226	NZD		323		1
Brown Brothers Harriman		09/13/21	USD		2	NZD		2		–
Brown Brothers Harriman		09/13/21	USD		651	NOK		5,815		17
Brown Brothers Harriman		09/13/21	USD		7	NOK		60		–
Brown Brothers Harriman		09/13/21	SGD		3	USD		2		–
Brown Brothers Harriman		09/13/21	SGD		793	USD		584		(6	)
Brown Brothers Harriman		09/13/21	USD		1,064	SGD		1,446		11
Brown Brothers Harriman		09/13/21	USD		10	SGD		14		–
Brown Brothers Harriman		09/13/21	AUD		1,607	USD		1,180		6
Brown Brothers Harriman		09/13/21	AUD		363	USD		262		(4	)
Brown Brothers Harriman		09/13/21	USD		2,511	DKK		15,927		18
Brown Brothers Harriman		09/13/21	USD		4	DKK		26		–
Brown Brothers Harriman		09/13/21	USD		3,195	HKD		24,859		1
Brown Brothers Harriman		09/13/21	NOK		3,296	USD		369		(10	)
Brown Brothers Harriman		09/13/21	CHF		107	USD		117		1

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Brown Brothers Harriman		09/13/21	CHF		3,360	USD		3,646	$	(243	)
Brown Brothers Harriman		09/13/21	USD		3,807	SEK		33,175		34
Brown Brothers Harriman		09/13/21	USD		38	SEK		329		–
Brown Brothers Harriman		09/13/21	DKK		4,812	USD		758		(6	)
Brown Brothers Harriman		09/13/21	HKD		5,554	USD		714		(1	)
Brown Brothers Harriman		09/13/21	CAD		5,802	USD		4,630		38
Brown Brothers Harriman		09/13/21	CAD		292	USD		228		(3	)
Brown Brothers Harriman		09/13/21	USD		224	AUD		309		2
Brown Brothers Harriman		09/13/21	USD		7,072	AUD		9,630		(34	)
Brown Brothers Harriman		09/13/21	USD		9,514	CHF		8,772		65
Brown Brothers Harriman		09/13/21	USD		264	CHF		241		(1	)
Brown Brothers Harriman		09/13/21	GBP		9,323	USD		12,909		79
Brown Brothers Harriman		09/13/21	GBP		631	USD		866		(3	)
Brown Brothers Harriman		09/13/21	USD		129	CAD		163		1
Brown Brothers Harriman		09/13/21	USD		11,252	CAD		14,096		(97	)
Brown Brothers Harriman		09/13/21	USD		883	GBP		644		3
Brown Brothers Harriman		09/13/21	USD		14,075	GBP		10,165		(86	)
Brown Brothers Harriman		09/13/21	SEK		132	USD		15		–
Brown Brothers Harriman		09/13/21	SEK		19,443	USD		2,231		(20	)
Brown Brothers Harriman		09/13/21	USD		22,996	JPY		2,541,682		143
Brown Brothers Harriman		09/13/21	USD		1,631	JPY		178,943		(2	)
Brown Brothers Harriman		09/13/21	EUR		7	USD		8		–
Brown Brothers Harriman		09/13/21	EUR		35,488	USD		41,621		(278	)
Brown Brothers Harriman		09/13/21	USD		35,544	EUR		30,306		237
Brown Brothers Harriman		09/13/21	USD		171	EUR		145		–
Brown Brothers Harriman		09/13/21	JPY		76,646	USD		699		1
Brown Brothers Harriman		09/13/21	JPY		5,338,579	USD		48,298		(304	)
									$	(440	)

Percentages are based on Net Assets of $364,445 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^‡  Real Estate Investment Trust.

^†  Investment in Affiliated Security.

^‡‡  Expiration date not available.

(A) There is currently no rate available.

ADR — American Depositary Receipt

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE — Financial Times Stock Exchange

GBP — British Pound Sterling

GDR — Global Depositary Receipt

HKD — Hong Kong Dollar

JSC — Joint-Stock Company

JPY — Japanese Yen

Ltd — Limited

MSCI — Morgan Stanley Capital International

NOK — Norwegian Krone

NZD — New Zealand Dollar

OMX — Offset Market Exchange

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

S&P— Standard & Poor’s

SEK — Swedish Krona

SGD — Singapore Dollar

SPI — Share Price Index

TOPIX – Tokyo Price Index

TSX — Toronto Stock Exchange

USD — U.S. Dollar

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

World Select Equity Fund (Concluded)

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)(1)		Total ($)
Common Stock		339,846			146			25		340,017
Preferred Stock		2,271			–			–		2,271
Rights		–^			–			–		–
Cash Equivalent		9,032			–			–		9,032
Total Investments in Securities		351,149			146			25		351,320
Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		3,439			–			–		3,439
Unrealized Depreciation		(123	)		–			–		(123	)
Forwards Contracts*
Unrealized Appreciation		–			658			–		658
Unrealized Depreciation		–			(1,098	)		–		(1,098	)
Total Other Financial Instruments		3,316			(440	)		–		2,876

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

^Securities market value less than $500.

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

For the period ended August 31, 2021, there were transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description

Value 5/31/2021

Purchases at Cost

Proceeds from Sales

Realized Gain/ (Loss)

Change in Unrealized Appreciation/ (Depreciation)

Value 8/31/2021

Shares

Income

Capital Gains

SEI Daily Income Trust, Government Fund, Cl F

$

4,159

$

17,888

$

(13,015)

$ –

$ –

$

9,032

9,031,514

$ –

$ –

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

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Equity Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 94.2%
Argentina — 0.1%
Corp America Airports SA *		266,076	$	1,501
Bangladesh — 0.2%
BRAC Bank Ltd		4,382,570		2,419
Brazil — 3.6%
Aeris Industria E Comercio De Equipamentos Para Geracao De Energia SA *		747,900		1,170
Aliansce Sonae Shopping Centers sa		220,800		1,094
Ambev SA		355,600		1,177
Banco do Brasil SA		773,054		4,577
Banco Santander Brasil SA		197,300		1,605
CCR SA		244,100		585
Cosan SA		648,200		2,796
CPFL Energia SA		290,600		1,652
CSN Mineracao SA		1,298,000		1,815
Empreendimentos Pague Menos S *		455,300		1,088
Gerdau SA ADR		318,237		1,725
Grupo SBF SA *		136,100		919
Hapvida Participacoes e Investimentos SA		657,800		1,886
JBS SA		511,600		3,037
Lojas Quero Quero S/A		492,700		1,874
Magazine Luiza SA		992,100		3,523
Notre Dame Intermedica Participacoes SA		133,600		2,074
Petrobras Distribuidora SA		372,300		1,959
Petroleo Brasileiro SA ADR, Cl A		160,571		1,688
Santos Brasil Participacoes SA *		1,150,500		1,762
Sendas Distribuidora SA		250,950		833
SLC Agricola SA		80,800		643
TIM SA/Brazil		246,600		596
Ultrapar Participacoes SA		153,100		430
Vale SA ADR, Cl B		254,527		4,854
				45,362
Canada — 1.3%
Capstone Mining Corp *		352,407		1,548
Dundee Precious Metals Inc		294,922		1,813
Endeavour Mining		89,519		2,184
ERO Copper Corp *		62,906		1,190
First Quantum Minerals Ltd		149,786		3,115
Gran Tierra Energy Inc *		1,076,244		571
Ivanhoe Mines Ltd, Cl A *		146,805		1,183
Lithium Americas Corp *		143,955		2,858
Neo Performance Materials Inc		32,673		485
Parex Resources Inc		109,580		1,686
				16,633
Chile — 0.6%
Cia Cervecerias Unidas SA ADR		88,845		1,803
Falabella SA		207,704		821
Quinenco SA		398,310		804
SMU SA *		9,003,032		989

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Sociedad Quimica y Minera de Chile SA ADR		67,472	$	3,519
				7,936
China — 9.1%
360 DigiTech Inc ADR *		33,761		770
Autohome Inc ADR		43,258		1,915
Baidu Inc ADR *		14,093		2,213
Beijing Kingsoft Office Software, Cl A		33,620		1,298
BYD Co Ltd, Cl H		68,500		2,320
China Construction Bank Corp, Cl H		18,297,000		13,222
China Everbright Bank Co Ltd, Cl H		3,625,000		1,300
China Life Insurance Co Ltd, Cl H		649,000		1,086
China Medical System Holdings Ltd		1,668,000		3,268
China National Building Material Co Ltd, Cl H		884,000		1,209
Chongqing Zhifei Biological Products Co Ltd, Cl A		52,300		1,432
Contemporary Amperex Technology Co Ltd, Cl A		9,927		760
COSCO SHIPPING Holdings Co Ltd, Cl H *		989,050		1,869
Daqin Railway Co Ltd, Cl A		726,045		682
Dongfeng Motor Group Co Ltd, Cl H		2,758,000		3,021
FinVolution Group ADR		69,689		424
Fosun International Ltd		955,500		1,209
Guangzhou GRG Metrology & Test Co Ltd, Cl A *		422,275		2,256
Haier Smart Home Co Ltd, Cl H		1,069,200		4,028
Hangzhou Robam Appliances Co Ltd, Cl A		296,477		1,638
Huadong Medicine, Cl A		18,000		86
Huadong Medicine Co Ltd, Cl A		82,200		391
Hundsun Technologies Inc, Cl A		166,880		1,280
JD.com Inc ADR *		40,997		3,221
Kingdee International Software Group Co Ltd		660,000		2,402
Kunlun Energy Co Ltd		3,466,000		3,672
Kweichow Moutai Co Ltd, Cl A		7,575		1,826
Li Ning Co Ltd		586,000		7,874
Lufax Holding Ltd ADR *		225,491		1,955
NetEase Inc ADR		108,738		10,593
PICC Property & Casualty Co Ltd		3,518,000		3,180
Ping An Insurance Group Co of China Ltd, Cl A		263,100		2,031
Ping An Insurance Group Co of China Ltd, Cl H		759,000		5,894
Shandong Pharmaceutical Glass Co Ltd		237,200		1,247
Shenzhou International Group Holdings Ltd		221,900		4,839
Sinopec Engineering Group Co Ltd, Cl H		3,183,500		1,691
Tongwei Co Ltd, Cl A		254,095		2,398
Vipshop Holdings Ltd ADR *		135,910		2,010
Weichai Power Co Ltd, Cl H		1,794,000		4,526
Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd, Cl A		933,100		2,462
Wuliangye Yibin Co Ltd, Cl A		107,415		3,352

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Xtep International Holdings Ltd		537,000	$	916
Zhejiang Expressway Co Ltd, Cl H		2,146,000		1,882
Zhejiang Weixing New Building Materials Co Ltd, Cl A		222,148		679
				116,327
Colombia — 0.1%
Grupo de Inversiones Suramericana SA		137,860		703
Egypt — 0.2%
Commercial International Bank Egypt SAE GDR *		466,948		1,336
Palm Hills Developments SAE		11,232,770		1,397
				2,733
France — 0.1%
Vicat SA		32,504		1,617
Germany — 0.1%
Delivery Hero SE *		11,799		1,708
Greece — 0.9%
Alpha Services and Holdings SA *		1,083,156		1,503
Eurobank Ergasias Services and Holdings SA *		1,964,688		1,872
Motor Oil Hellas Corinth Refineries SA		120,140		1,985
National Bank of Greece SA *		704,935		2,132
Phoenix Vega Mezz *		1,308,487		56
Piraeus Financial Holdings SA *		1,308,487		2,209
Star Bulk Carriers Corp		63,990		1,476
				11,233
Hong Kong — 12.7%
Agile Group Holdings Ltd		382,000		438
Agricultural Bank of China Ltd, Cl H		8,897,000		2,986
AIA Group Ltd		451,640		5,398
Alibaba Group Holding Ltd *		95,700		2,036
Alibaba Group Holding Ltd ADR *		95,491		15,946
Anhui Conch Cement Co Ltd, Cl H		625,500		3,386
Bank of China Ltd, Cl H		7,401,000		2,598
Beijing Enterprises Holdings Ltd		671,500		2,314
Bosideng International Holdings Ltd		1,498,000		1,225
China Datang Renewable Power, Cl H		5,703,000		1,657
China Lesso Group Holdings Ltd		1,457,000		3,117
China Meidong Auto Holdings Ltd		446,000		2,239
China Mengniu Dairy Co Ltd		883,000		5,308
China Merchants Port Holdings Co Ltd		1,258,000		2,119
China Resources Land Ltd		940,000		3,499
China Resources Pharmaceutical Group Ltd		3,315,000		1,726
China Yongda Automobiles Services Holdings Ltd		1,015,500		1,703
China Yuhua Education Corp Ltd		2,572,000		1,372
CIFI Holdings Group Co Ltd		1,546,000		1,042
CIMC Enric Holdings Ltd		2,890,000		4,251
CITIC Ltd		775,000		965
ENN Energy Holdings Ltd		72,400		1,433
Guangzhou Automobile Group Co Ltd, Cl H		2,498,000		2,515
Hopson Development Holdings Ltd		413,400		1,611

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Industrial & Commercial Bank of China Ltd, Cl H		10,628,000	$	5,931
Kingboard Laminates Holdings Ltd		1,530,000		3,010
KWG Group Holdings Ltd		2,919,000		3,078
Lenovo Group Ltd		3,730,000		4,134
Linklogis Inc, Cl B *		575,247		802
Meituan, Cl B *		68,400		2,190
New Horizon Health Ltd *		177,500		1,087
Nine Dragons Paper Holdings Ltd		1,016,000		1,390
Pacific Basin Shipping Ltd		2,403,000		1,313
PAX Global Technology Ltd		1,367,000		1,687
Sany Heavy Equipment International Holdings Co Ltd		897,000		1,153
Shanghai Pharmaceuticals Holding Co Ltd, Cl H		1,860,200		3,693
Sinotrans Ltd, Cl H		3,410,000		1,390
Sinotruk Hong Kong Ltd		696,000		1,371
Sunac China Holdings Ltd		322,000		824
Techtronic Industries Co Ltd		313,000		6,942
Tencent Holdings Ltd		357,581		22,124
Towngas China Co Ltd		4,234,000		3,087
Vinda International Holdings Ltd		498,000		1,466
WH Group Ltd		2,826,500		2,453
WuXi AppTec Co Ltd, Cl H		172,144		3,431
Wuxi Biologics Cayman Inc *		169,500		2,624
Xinyi Glass Holdings Ltd		495,000		2,081
Xinyi Solar Holdings Ltd		2,675,000		6,466
Yadea Group Holdings Ltd		1,298,000		2,306
Zhongsheng Group Holdings Ltd		541,500		4,526
				161,443
Hungary — 0.7%
OTP Bank Nyrt		72,515		4,376
Richter Gedeon Nyrt		153,348		4,593
				8,969
Iceland — 0.5%
Islandsbanki HF *		6,187,940		5,859
India — 9.9%
Aditya Birla Capital Ltd *		690,087		1,019
Aegis Logistics		262,360		957
Apollo Tyres Ltd		393,664		1,148
Asian Paints Ltd		38,223		1,676
Aster DM Healthcare *		501,742		1,472
Astral Ltd		54,672		1,528
Aurobindo Pharma Ltd		27,828		277
Avenue Supermarts Ltd, Cl A *		37,470		2,030
Bajaj Auto Ltd		18,534		946
Bajaj Consumer Care Ltd		380,945		1,283
Bajaj Electricals Ltd *		71,307		1,186
Balkrishna Industries		27,356		860
Cipla Ltd/India		75,528		981
Colgate Palmolive India		25,580		593
Container Corp Of India Ltd		13,425		125

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Dabur India		7,180	$	61
Divi’s Laboratories Ltd		75,777		5,370
Dr Lal PathLabs Ltd		59,689		3,312
Dr Reddy’s Laboratories Ltd		6,758		435
Finolex Cables Ltd		264,123		1,684
GAIL India		296,157		593
Godrej Properties Ltd *		76,593		1,562
HCL Technologies Ltd		369,507		5,984
HDFC Bank		162,984		3,530
HDFC Bank Ltd ADR		14,816		1,160
Hero MotoCorp Ltd		75,305		2,828
Hindalco Industries Ltd		734,067		4,709
Hindustan Petroleum Corp Ltd		249,061		910
Hindustan Unilever Ltd		16,070		600
Housing Development Finance Corp Ltd		90,759		3,479
ICICI Bank Ltd ADR		373,594		7,330
Indian Energy Exchange Ltd		501,683		3,469
Infosys Ltd		188,442		4,405
Infosys Ltd ADR		205,462		4,894
Ipca Laboratories Ltd		26,272		927
ITC Ltd		151,595		439
Kotak Mahindra Bank Ltd		193,428		4,646
KPIT Technologies		560,943		2,588
LIC Housing Finance Ltd		334,695		1,844
NCC Ltd/India		1,051,766		1,142
Persistent Systems Ltd		26,768		1,218
Petronet LNG Ltd		1,552,387		4,840
PI Industries		42,126		1,958
PNC Infratech Ltd		457,372		1,968
PTC India Ltd		1,612,880		2,284
Quess		119,761		1,389
REC Ltd		547,946		1,139
Reliance Industries Ltd		65,841		2,036
Shriram Transport Finance Co Ltd		144,342		2,674
State Bank of India		358,927		2,095
Sun Pharmaceutical Industries		156,629		1,704
Tata Consultancy Services Ltd		69,596		3,610
Tata Consumer Products Ltd		74,934		888
Tata Steel Ltd		126,364		2,510
Tech Mahindra Ltd		51,873		1,029
UltraTech Cement Ltd		14,136		1,517
UPL Ltd		78,050		792
Varun Beverages Ltd		257,512		2,987
VST Tillers Tractors		27,191		958
WNS Holdings Ltd ADR *		49,465		4,103
				125,681
Indonesia — 2.1%
Aneka Tambang Tbk		3,602,300		604
Astra International Tbk PT		3,807,800		1,395
Bank Central Asia Tbk PT		1,004,800		2,307
Bank Rakyat Indonesia Persero Tbk PT		10,727,600		2,956
Bukalapak.com *		14,679,400		973

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Erajaya Swasembada Tbk PT		36,159,900	$	1,534
Indofood Sukses Makmur Tbk PT		5,072,300		2,196
Medikaloka Hermina Tbk PT		87,500,000		7,117
Merdeka Copper Gold Tbk PT *		10,151,400		2,007
Pakuwon Jati Tbk PT		54,683,384		1,756
Ultrajaya Milk Industry & Trading Co Tbk PT		31,400,000		3,489
				26,334
Kenya — 0.2%
ARM Cement Ltd *		10		–
Equity Group Holdings PLC/Kenya		5,792,163		2,806
				2,806
Malaysia — 0.9%
CTOS Digital		13,470,000		5,668
Malayan Banking Bhd		587,261		1,190
MR DIY Group M Bhd		4,854,000		4,263
Top Glove Corp Bhd		740,000		714
				11,835
Mexico — 2.3%
Alpek SAB de CV, Cl A		1,489,100		1,755
America Movil SAB de CV ADR, Cl L		75,779		1,482
Arca Continental SAB de CV		61,826		399
Banco del Bajio SA		900,100		1,719
Cemex SAB de CV ADR		101,136		829
Coca-Cola Femsa SAB de CV		238,537		1,386
GCC		264,500		2,132
Grupo Aeroportuario del Centro Norte SAB de CV, Cl B *		349,707		2,112
Grupo Aeroportuario del Sureste SAB de CV ADR *		12,614		2,255
Grupo Financiero Banorte SAB de CV, Cl O		880,949		5,828
Grupo Mexico SAB de CV, Ser B		830,601		3,860
Promotora y Operadora de Infraestructura SAB de CV		106,200		795
Wal-Mart de Mexico SAB de CV		1,318,717		4,690
				29,242
Netherlands — 0.6%
BE Semiconductor Industries NV		26,799		2,438
CTP NV		167,014		3,835
VEON Ltd ADR		553,685		1,212
				7,485
Nigeria — 0.3%
Zenith Bank PLC		76,698,031		4,468
Pakistan — 0.2%
United Bank Ltd/Pakistan		3,688,509		2,681
Philippines — 2.2%
AllHome Corp		17,413,000		2,818
Alliance Global Group Inc		16,352,210		3,386
Ayala Corp		349,289		5,564
BDO Unibank Inc		1,448,824		3,201
GT Capital Holdings Inc		308,490		3,348
Monde Nissin Corp *		17,622,300		5,965
Robinsons Land Corp		4,690,000		1,555

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Wilcon Depot Inc		3,618,200	$	1,818
				27,655
Poland — 0.7%
Bank Polska Kasa Opieki SA		88,742		2,485
Cyfrowy Polsat SA		80,391		768
Dino Polska SA *		23,234		1,970
HUUUGE Inc *		113,373		1,095
KGHM Polska Miedz SA		32,774		1,526
Powszechny Zaklad Ubezpieczen SA		85,987		912
				8,756
Qatar — 0.1%
Industries Qatar QSC		147,591		521
Ooredoo QPSC		279,479		530
				1,051
Russia — 2.7%
Gazprom PJSC ADR		530,853		4,408
LUKOIL PJSC ADR		124,081		10,583
Mobile TeleSystems PJSC ADR		372,567		3,495
Moscow Exchange MICEX-RTS PJSC *		960,510		2,404
Sberbank of Russia PJSC ADR		448,950		8,017
Surgutneftegas PJSC ADR		357,121		1,648
Yandex NV, Cl A *		50,741		3,902
				34,457
Saudi Arabia — 1.3%
Al Rajhi Bank		52,459		1,692
Dr Sulaiman Al Habib Medical Services Group		16,686		817
Riyad Bank		189,136		1,356
Saudi Arabian Oil Co		75,426		707
Saudi Kayan Petrochemical *		220,112		1,093
Saudi National Bank		409,405		6,637
Saudi Telecom Co		48,240		1,736
United Electronics Co		51,238		1,954
				15,992
South Africa — 2.6%
Absa Group Ltd		163,149		1,783
Aspen Pharmacare Holdings Ltd		153,927		2,087
Capitec Bank Holdings Ltd		20,447		2,682
FirstRand Ltd		150,822		645
Gold Fields Ltd		59,742		564
Impala Platinum Holdings Ltd		151,284		2,331
Kumba Iron Ore Ltd		60,751		2,743
Life Healthcare Group Holdings Ltd		886,198		1,517
Mr Price Group Ltd		212,116		3,196
Naspers Ltd, Cl N		40,431		6,932
Old Mutual Ltd		1,548,900		1,645
Royal Bafokeng Platinum Ltd		187,346		1,140
Sibanye Stillwater Ltd		575,438		2,343
SPAR Group Ltd/The		41,600		597
Truworths International Ltd		369,328		1,713

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Vodacom Group Ltd		122,570	$	1,217
				33,135
South Korea — 12.0%
AfreecaTV Co Ltd		19,192		2,538
Cheil Worldwide Inc		80,225		1,598
CJ CheilJedang Corp		8,316		3,253
CJ ENM Co Ltd		34,561		4,564
Coway Co Ltd		41,596		2,805
DB HiTek Co Ltd		28,937		1,492
Dentium Co Ltd		37,026		2,781
DGB Financial Group Inc		338,814		2,659
DL E&C Co Ltd *		8,029		976
Doosan Bobcat Inc		37,895		1,417
Douzone Bizon Co Ltd		27,400		2,016
Duk San Neolux Co Ltd *		61,479		3,818
Ecopro		8,822		2,438
Eugene Technology Co Ltd		40,921		1,555
Fila Holdings Corp		15,375		595
GS Holdings Corp		34,630		1,269
Hana Financial Group Inc		191,638		7,446
Hana Materials Inc		48,441		2,085
Hankook Tire & Technology Co Ltd		41,540		1,670
Hansol Chemical Co Ltd		11,423		2,862
Hanwha Corp		38,795		1,164
Hyosung TNC Corp		1,957		1,311
Hyundai Construction Equipment Co Ltd *		26,268		1,117
Hyundai Marine & Fire Insurance Co Ltd		25,218		557
Hyundai Mipo Dockyard Co Ltd		19,993		1,316
Hyundai Mobis Co Ltd		14,846		3,553
Iljin Materials Co Ltd		28,248		1,844
Innox Advanced Materials *		10,520		807
Kakao Corp		12,057		1,612
KB Financial Group Inc		111,671		5,095
Kia Corp		50,118		3,679
Kolon Industries		10,310		774
KoMiCo Ltd		35,262		2,512
Krafton *		589		250
LG Corp		21,079		1,733
LG Electronics Inc		36,065		4,417
LG Household & Health Care Ltd		1,307		1,647
LX Semicon		18,899		1,883
Mando Corp		29,424		1,540
Meritz Fire & Marine Insurance Co Ltd		78,947		1,808
NAVER Corp		13,698		5,186
NCSoft Corp		7,205		4,101
Pan Ocean Co Ltd		136,205		976
POSCO		11,212		3,259
POSCO ADR		21,311		1,522
PSK Inc		41,009		1,386
Samsung Electro-Mechanics Co Ltd		11,489		1,828
Samsung Electronics Co Ltd		506,803		33,526
Shinsegae Inc		6,227		1,445

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
SK Hynix Inc		60,130	$	5,523
SK Telecom Co Ltd		1,936		498
SKC Co Ltd		17,809		2,450
SL Corp		79,708		1,891
				152,047
Taiwan — 13.6%
Airtac International Group		65,000		1,982
Alchip Technologies Ltd		95,000		2,396
Arcadyan Technology Corp		424,000		1,415
Asia Cement Corp		740,000		1,199
Asustek Computer Inc		81,000		947
AU Optronics Corp		1,814,000		1,152
Bora Pharmaceuticals Co Ltd		176,000		1,867
Chailease Holding Co Ltd		923,670		8,882
CTBC Financial Holding Co Ltd		4,462,000		3,703
Delta Electronics Inc		603,000		5,886
E Ink Holdings Inc		463,000		1,308
Formosa Plastics Corp		454,000		1,679
Fubon Financial Holding Co Ltd		2,647,000		8,119
FuSheng Precision Co Ltd *		161,000		1,054
Hon Hai Precision Industry Co Ltd		1,080,912		4,329
Innodisk		180,000		1,510
King Yuan Electronics Co Ltd		752,000		1,237
Lite-On Technology Corp		623,862		1,378
Makalot Industrial Co Ltd		239,000		2,057
MediaTek Inc		170,357		5,539
Merida Industry Co Ltd		148,000		1,704
Micro-Star International Co Ltd		677,000		3,188
momo.com Inc		23,800		1,473
Nien Made Enterprise Co Ltd		90,000		1,344
Parade Technologies Ltd		30,000		1,894
Powertech Technology Inc		348,000		1,413
Realtek Semiconductor Corp		166,000		3,318
Silergy Corp		48,447		6,958
Sino-American Silicon Products Inc		265,000		1,845
Taishin Financial Holding Co Ltd		1,702,000		1,188
Taiwan Cement Corp		2,814,000		4,920
Taiwan Paiho Ltd		590,000		1,786
Taiwan Semiconductor Manufacturing Co Ltd		2,107,000		46,681
Taiwan Semiconductor Manufacturing Co Ltd ADR		169,024		20,116
Unimicron Technology Corp		239,000		1,272
United Microelectronics Corp		2,292,000		5,219
Voltronic Power Technology Corp		41,950		1,877
Winbond Electronics Corp		1,659,000		1,766
Wiwynn Corp *		94,000		3,290
Yang Ming Marine Transport Corp *		165,000		795
Yuanta Financial Holding Co Ltd		2,843,400		2,565
				172,251

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Thailand — 2.4%
Advanced Info Service PCL		423,500	$	2,470
Airports of Thailand PCL		578,100		1,143
Bangkok Chain Hospital		953,800		666
Charoen Pokphand Foods PCL		674,000		565
Com7 PCL		512,300		1,109
Home Product Center PCL		13,904,145		6,169
JMT Network Services PCL		1,498,500		2,127
Mega Lifesciences		626,400		952
PTT PCL		1,555,900		1,846
PTT PCL NVDR		2,741,100		3,253
Siam Cement PCL/The		128,000		1,708
Siam City Cement PCL		224,300		1,179
Sri Trang Agro-Industry PCL		3,197,800		3,770
Thai Union Group PCL, Cl F		4,169,900		2,574
Tisco Financial Group PCL		313,100		913
				30,444
Turkey — 1.0%
Akbank TAS		2,663,873		1,887
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Cl D *		1,518,164		1,420
KOC Holding AS		495,007		1,372
Migros Ticaret AS *		720,620		3,020
Tofas Turk Otomobil Fabrikasi AS		209,726		1,060
Turkcell Iletisim Hizmetleri AS		922,896		1,819
Turkiye Garanti Bankasi AS		2,191,211		2,604
				13,182
United Arab Emirates — 1.5%
Abu Dhabi Commercial Bank PJSC		117,613		241
AL Yah Satellite Communications -PJSC-Yah Sat *		5,554,662		3,962
Aldar Properties PJSC		921,798		1,041
Emaar Development PJSC *		4,444,042		4,791
Emaar Properties PJSC		6,420,434		7,341
First Abu Dhabi Bank PJSC		327,512		1,516
				18,892
United Kingdom — 3.7%
Energean PLC *		464,819		4,334
Halyk Savings Bank of Kazakhstan JSC GDR		284,493		4,836
Hochschild Mining PLC		1,947,335		4,047
Ignitis Grupe GDR		90,914		2,640
NAC Kazatomprom JSC GDR		260,479		7,346
Nova Ljubljanska Banka dd GDR		293,450		4,832
Polymetal International PLC		93,851		1,870
Polyus PJSC GDR		7,777		701
SEPLAT Energy		2,116,519		2,662
SolGold PLC *		6,774,749		2,751
TCS Group Holding GDR		17,718		1,565
Tullow Oil PLC *		1,788,621		1,097
Vivo Energy PLC		3,738,900		5,588
Wizz Air Holdings Plc *		49,953		3,341
				47,610

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Equity Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
United States — 2.2%
Credicorp Ltd		48,970	$	5,222
EPAM Systems Inc *		10,474		6,628
Globant SA *		16,542		5,331
Intercorp Financial Services Inc		42,017		950
MercadoLibre Inc *		1,354		2,529
Southern Copper Corp		18,563		1,162
Tecnoglass		40,345		922
XP Inc, Cl A *		49,812		2,423
Yum China Holdings Inc		26,736		1,646
Zenvia, Cl A *		61,807		1,173
				27,986
Vietnam — 1.5%
Ho Chi Minh City Development Joint Stock
Commercial Bank *		2,602,470		2,964
Hoa Phat Group JSC		1,990,913		4,308
Military Commercial Joint Stock Bank *		4,649,081		5,694
Vietnam Dairy Products JSC		70		–
Vietnam Technological & Commercial Joint
Stock Bank *		1,612,520		3,433
Vincom Retail JSC *		2,196,659		2,632
				19,031
Total Common Stock (Cost $920,272) ($ Thousands)				1,197,464
PREFERRED STOCK (A) — 1.9%
Brazil — 0.6%
Banco ABC Brasil SA		365,500		1,201
Bradespar		37,300		458
Cia Energetica de Minas Gerais		798,300		2,089
Itausa SA		1,019,317		2,292
Petroleo Brasileiro SA		178,900		953
				6,993
Colombia — 0.1%
Banco Davivienda SA		215,784		1,869
South Korea — 1.2%
Hyundai Motor Co		53,070		4,651
LG Chem Ltd		10,860		3,241
LG Electronics *		12,631		761
Samsung Electronics Co Ltd		109,769		6,703
				15,356
Total Preferred Stock (Cost $22,500) ($ Thousands)				24,218

Description	Number of Participation Notes		Market Value       ($ Thousands)
PARTICIPATION NOTES — 0.2%
United States — 0.2%
Beijing Huafeng Test & Control Technology Co Ltd, Expires 02/18/2022		32,600	$	2,961
Total Participation Notes (Cost $1,554) ($ Thousands)				2,961
	Number of Warrants
WARRANTS — 0.2%
India — 0.2%
Voltas, Expires 05/28/2021 *		134,600		1,822
Thailand — 0.0%
Minor International PCL, Expires 12/31/2024 *		1		1
Total Warrants (Cost $693) ($ Thousands)				1,823
	Number of Rights
RIGHTS — 0.0%
Brazil — 0.0%
Ultrapar Participacoes SA *‡‡		162,949		–
Total Rights (Cost $—) ($ Thousands)				–
	Shares
CASH EQUIVALENT — 2.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		34,909,632		34,910
Total Cash Equivalent (Cost $34,910) ($ Thousands)				34,910
Total Investments in Securities — 99.3% (Cost $979,929) ($ Thousands)			$	1,261,376

A list of the open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
MSCI Emerging Markets		448		Sep-2021	$	28,761	$	29,102	$	341

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Equity Fund (Concluded)

Percentages are based on Net Assets of $1,270,814 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

^‡‡  Expiration date not available.

(A) There is currently no interest rate available.

ADR — American Depositary Receipt

Cl — Class

GDR — Global Depositary Receipt

JSC — Joint-Stock Company

Ltd — Limited

MSCI — Morgan Stanley Capital International

NVDR — Non-Voting Depositary Receipt

PCL — Public Company Limited

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

Ser — Series

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,191,304		6,160		–		1,197,464
Preferred Stock		24,218		–		–		24,218
Participation Notes		2,961		–		–		2,961
Warrants		–		1,823		–		1,823
Rights		–^		–		–		–
Cash Equivalent		34,910		–		–		34,910
Total Investments in Securities		1,253,393		7,983		–		1,261,376
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		341		–		–		341
Total Other Financial Instruments		341		–		–		341

^ Securities market value less than $500.

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

For the period ended August 31, 2021, there were transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$ 63,747	$ 90,254	$ (119,091)	$ –	$ –	$ 34,910	34,909,632	$ 1	$ –

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS — 32.8%
Aerospace & Defense — 0.6%
Bleriot US Bidco Inc., 2021 Term Loan, 1st Lien
4.147%, VAR LIBOR+4.000%, 10/30/2026	$	1,738	$	1,735
Peraton Corp., Term B Loan, 2nd Lien
4.500%, VAR LIBOR+3.750%, 02/01/2028		2,768		2,768
				4,503
Air Transport — 0.8%
AAdvantage Loyality IP Ltd., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.750%, 04/20/2028		1,519		1,563
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028		1,074		1,072
American Airlines Inc., 2020 Term Loan, 1st Lien
1.835%, VAR LIBOR+1.750%, 01/29/2027		1,114		1,045
Atlantic Aviation, Term Loan, 2nd Lien
0.000%, 07/13/2029 (A)		621		629
Mileage Plus Holdings LLC, Initial Term Loan, 1st Lien
6.250%, VAR LIBOR+5.250%, 06/21/2027		905		959
SkyMiles IP Ltd., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 10/20/2027		1,175		1,245
United AirLines Inc., Class B Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 04/21/2028 (A)		178		178
				6,691
Automotive — 0.6%
American Airlines Inc., 218 Replacement Term Loan, 1st Lien
1.838%, 06/27/2025 (B)		253		237
Autokiniton US Holdings Inc., Closing Date Term B Loan, 1st Lien
5.000%, 04/06/2028 (B)		1,166		1,168
Eastman Tire Supplies, Term B Loan, 1st Lien
0.000%, 08/12/2028 (A)		1,395		1,378
Truck Hero Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.750%, 01/31/2028		2,005		1,995
				4,778

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Building & Development — 1.9%
Artera Services LLC, Tranche B Term Loan, 1st Lien
0.205%, 03/06/2025	$	1,186	$	1,172
Brookfield Property REIT Inc., Initial Term A-2 Loan, 1st Lien
3.085%, VAR LIBOR+2.250%, 08/28/2023		1,239		1,235
Brookfield Property REIT Inc., Initial Term B Loan, 1st Lien
2.585%, VAR LIBOR+2.500%, 08/27/2025 (A)		119		116
Brookfield Property REIT Inc., Intial Term A-2 Loan, 1st Lien
3.085%, VAR LIBOR+2.250%, 08/28/2023		487		486
CP Atlas Buyer Inc., Term B Loan, 1st Lien
4.250%, VAR LIBOR+3.750%, 11/23/2027 (A)		1,320		1,314
Crown Subsea Communications Holding Inc., Initial Term Loan, 1st Lien
5.750%, 04/27/2027		1,498		1,507
Kodiak BP LLC, Initial Term Loan, 1st Lien
4.000%, 03/12/2028		2,478		2,468
KREF Holdings X LLC, Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 09/01/2027 (C)		1,240		1,237
MI Windows and Doors, LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 12/18/2027 (A)		1,676		1,679
RE/MAX LLC, Term Loan, 1st Lien
3.000%, 07/21/2028		422		419
SRS Distribution Inc., 2021 Refinancing Term Loan, 1st Lien
4.250%, 06/02/2028 (A)		2,456		2,446
Titan Acquisition Limited, Initial Term Loan, 1st Lien
3.167%, VAR LIBOR+3.000%, 03/28/2025		1,373		1,342
US LBM Holdings LLC, Delayed Term Loan, 1st Lien
0.000%, 12/17/2027 (A)		97		95
				15,516

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Business Equipment & Services — 2.7%
Ahead DB Borrower LLC, Term B Loan, 1st Lien
4.500%, 10/18/2027	$	287	$	287
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 03/03/2025		2,449		2,120
AVSC Holding Corp., Initial Loan, 2nd Lien
8.250%, VAR LIBOR+7.250%, 09/01/2025 (C)		1,132		847
Casmar Holdings (Australia) Pty Limited, Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 12/20/2023		1,947		1,919
Ensono Inc, Term Loan, 1st Lien
4.750%, 05/26/2028 (A)		1,687		1,688
Guidehouse LLP, Initial Term Loan, 1st Lien
4.085%, VAR LIBOR+4.000%, 05/01/2025		780		780
IG Investments Holdings LLC, Refinancing Term Loan, 1st Lien
4.750%, 05/23/2025		858		858
Mermaid Bidco Inc., Additional Term Facility (USD), 1st Lien
4.500%, 12/22/2027 (A)		1,678		1,676
Packers Holdings LLC, Initial Term Loan, 1st Lien
4.000%, 03/09/2028 (A)		1,711		1,694
Pug LLC, Term B-2 Loan, 1st Lien
4.750%, 02/12/2027		765		761
Pug LLC, USD Term B Loan, 1st Lien
3.585%, VAR LIBOR+3.500%, 02/12/2027		1,691		1,638
Sedgwick Claims Management Services Inc., 2019 Term Loan, 1st Lien
3.842%, VAR LIBOR+4.000%, 09/03/2026		118		117
Sedgwick Claims Management Services Inc., Initial Term Loan, 1st Lien
3.335%, VAR LIBOR+3.250%, 12/31/2025		1,380		1,363
Service Logic Acquisition Inc., Closing Date Initial Term Loan, 1st Lien
4.750%, 10/29/2027		2,289		2,293
TGG TS Acquisition Company, Term B Loan, 1st Lien
6.586%, VAR LIBOR+6.500%, 12/14/2025		1,220		1,220
Vertical Midco GmbH, Facility B (USD), 1st Lien
4.404%, VAR LIBOR+4.250%, 07/30/2027 (A)		1,729		1,726
VT Topco Inc., 2021 Term Loan, 1st Lien
4.500%, 08/01/2025		214		213

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
William Morris Endeavor Entertainment LLC, Term Loan B-1, 1st Lien
2.840%, VAR LIBOR+2.750%, 05/18/2025	$	1,190	$	1,157
				22,357
Cable & Satellite Television — 0.1%
Diamond Sports Group LLC, Term Loan, 1st Lien
3.340%, VAR LIBOR+3.250%, 08/24/2026		999		622
Chemicals & Plastics — 1.0%
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 12/04/2026 (A)		3,040		3,034
DCG Acquisition Corp., Term Loan B, 1st Lien
4.589%, VAR LIBOR+4.500%, 09/30/2026 (C)		2,777		2,774
LSF11 Skyscraper Holdco S.a.r.l., Facility B3 (USD), 1st Lien
3.500%, 09/29/2027 (A)(C)		695		694
PQ Performance Chemicals, Term Loan, 1st Lien
4.250%, 08/02/2028 (A)		880		879
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien
4.750%, 03/16/2027		542		543
Tekni-Plex Inc., Term Loan, 1st Lien
0.000%, 07/29/2028 (A)		396		395
				8,319
Conglomerates — 0.1%
Conair Holdings LLC, Initial Term Loan, 1st Lien
4.250%, 05/17/2028 (A)		720		719
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
4.500%, VAR LIBOR+3.750%, 10/01/2026		324		324
				1,043
Containers & Glass Products — 2.3%
Anchor Packaging LLC, Initial Term Loan, 1st Lien
4.085%, 07/18/2026 (B)		3,389		3,372
Berlin Packaging LLC, Tranche B-5 Term Loan, 1st Lien
4.250%, 03/11/2028 (A)		2,294		2,277
BWay Holding Company, Initial Term Loan, 1st Lien
3.443%, VAR LIBOR+3.250%, 04/03/2024		36		35
3.354%, VAR LIBOR+3.250%, 04/03/2024 (A)		562		547

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Charter Next Generation Inc., Initial Term Loan (2021), 1st Lien
4.500%, 12/01/2027 (A)	$	2,847	$	2,846
Pregis TopCo LLC, Initial Term Loan, 1st Lien
4.085%, VAR LIBOR+3.750%, 07/31/2026 (A)		1,614		1,611
Pregis TopCo LLC, Third Amendment Refinancing Term Loan, 1st Lien
4.500%, 07/31/2026 (A)		1,091		1,090
Pretium PKG Holdings Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 11/05/2027		1,962		1,961
Pretium PKG Holdings Inc., Initial Term Loan, 2nd Lien
9.000%, 11/06/2028 (B)(C)		221		224
Tank Holding Corp., 2020 Incremental Term Loan, 1st Lien
5.750%, VAR LIBOR+5.000%, 03/26/2026 (A)		1,813		1,811
Tank Holding Corp., 2020 Refinancing Term Loan, 1st Lien
3.586%, VAR LIBOR+3.250%, 03/26/2026		1,247		1,234
Trident TPI Holdings Inc., Tranche B-1 Term Loan, 1st Lien
4.000%, VAR LIBOR+3.000%, 10/17/2024		1,902		1,897
				18,905
Ecological Services & Equipment — 0.3%
Cast & Crew Payroll LLC, Initial Term Loan, 1st Lien
3.835%, VAR LIBOR+3.750%, 02/09/2026		1,496		1,487
Dispatch Acquisition Holdings LLC, Closing Date Term Loan, 1st Lien
5.000%, 03/27/2028		434		433
Esdec Solar Group B.V., Initial Term Loan, 1st Lien
5.750%, 08/30/2028 (A)		329		324
				2,244
Education Services — 0.0%
St. George’s/Medforth, Term B Loan, 1st Lien
0.000%, 06/29/2028 (A)		345		343
Electronics/Electrical — 5.0%
Acuris Finance US Inc., Initial Dollar Term Loan, 1st Lien
4.500%, 02/16/2028		416		416

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Applied Systems Inc., 2021 Term Loan, 2nd Lien
6.250%, 09/19/2025	$	1,799	$	1,818
Apttus Corporation, Initial Term Loan, 1st Lien
5.000%, 05/08/2028		1,340		1,343
CommerceHub Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 12/29/2027 (C)		677		677
Delta Topco Inc., Initial Term Loan, 1st Lien
8.000%, VAR LIBOR+7.250%, 12/01/2028		1,675		1,686
ECi Macola/MAX Holding LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 11/09/2027 (A)		1,984		1,980
Epicor Software Corporation, Initial Term Loan, 2nd Lien
8.750%, VAR LIBOR+7.750%, 07/31/2028		436		448
Evercommerce Solutions Inc., Term Loan, 1st Lien
3.750%, 07/06/2028		905		905
Hyland Software Inc., 2018 Refinancing Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 07/01/2024		866		866
Hyland Software Inc., 2021 Refinancing Term Loan, 2nd Lien
7.000%, 07/07/2025		1,981		1,995
Idera Inc., Term Loan, 1st Lien
4.500%, 03/02/2028		2,409		2,399
Idera Inc., Term Loan, 2nd Lien
7.500%, 03/02/2029 (B)		1,060		1,055
Imprivata Inc., Initial Term Loan, 1st Lien
4.000%, 12/01/2027		649		648
Insurity Holdings, Term Loan, 1st Lien
4.085%, VAR LIBOR+4.000%, 07/31/2026 (A)		813		810
ION Trading Finance Limited, Initial Dollar Term Loan (2021), 1st Lien
4.917%, 04/01/2028 (A)		1,845		1,845
Ivanti Software Inc., First Amendment Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 12/01/2027		836		836
Ivanti Software Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 12/01/2027		1,412		1,413
LANDesk Software, Term Loan, 2nd Lien
9.500%, 12/01/2028 (B)		1,130		1,124

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
MA Financeco LLC, Tranche B-4 Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 06/05/2025	$	1,545	$	1,549
McAfee LLC, Term B USD Loan, 1st Lien
5.750%, 07/27/2028 (A)		2,320		2,313
MH Sub I LLC, 2020 June New Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 09/13/2024		1,402		1,404
MH Sub I LLC, 2021 February New Term Loan, 2nd Lien
6.338%, 02/23/2029		550		558
MH Sub I LLC, Amendment No. 2 Initial Term Loan, 1st Lien
3.585%, VAR LIBOR+3.500%, 09/13/2024		762		757
Misys Limited, Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/13/2024		668		659
Mitchell International Inc., Amendment No. 2 New Term Loan Facility, 1st Lien
4.750%, VAR LIBOR+4.250%, 11/29/2024		744		744
Mitchell International Inc., Initial Term Loan, 1st Lien
3.335%, VAR LIBOR+3.250%, 11/29/2024		330		326
Netsmart Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 10/01/2027		1,793		1,795
Particle Luxembourg S.a.r.l., Initial Term Loan, 1st Lien
5.750%, 02/18/2027 (B)		1,329		1,328
Redstone HoldCo 2 LP, Initial Term Loan, 1st Lien
5.500%, 04/27/2028		1,200		1,195
Renaissance Holding Corp., Initial Term Loan, 2nd Lien
7.085%, VAR LIBOR+7.000%, 05/29/2026		1,003		1,003
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien
4.000%, 12/17/2027 (A)		1		1
Sophia L.P., Closing Date Loan, 2nd Lien
9.000%, VAR LIBOR+8.000%, 10/09/2028 (C)		1,000		1,023
Sophia L.P., Closing Date Term Loan, 1st Lien
3.897%, VAR LIBOR+3.750%, 10/07/2027		2,535		2,541

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
ThoughtWorks Inc., Incremental Term Loan, 1st Lien
3.500%, 03/24/2028	$	802	$	799
TIBCO Software Inc., Term B-3 Loan, 1st Lien
3.840%, VAR LIBOR+3.750%, 06/30/2026		723		717
				40,976
Financial Intermediaries — 2.4%
Alchemy Copyrights, LLC, 2020 Term Loan, 1st Lien
3.500%, VAR LIBOR+3.250%, 03/10/2028 (C)		1,324		1,320
Apex Group Treasury Limited, USD Term Loan, 1st Lien
4.250%, 07/23/2028		1,341		1,337
Aruba Investments, Term Loan, 1st Lien
4.750%, 11/24/2027 (B)		508		508
Aruba Investments, Term Loan, 2nd Lien
8.500%, 11/24/2028 (B)		1,467		1,470
AssuredPartners Inc., 2021 Term Loan, 1st Lien
4.000%, 02/12/2027		978		975
Deerfield Dakota Holdings LLC , Initial Dollar Term Loan, 1st Lien
5.250%, VAR LIBOR+3.750%, 04/09/2027		619		619
Edelman Financial Engines Center LLC, Initial Term Loan (2021), 1st Lien
4.500%, 04/07/2028		1,249		1,242
4.250%, 04/07/2028		486		483
HighTower Holding LLC, Delayed Draw Term Loan, 1st Lien
4.000%, 04/21/2028 (A)		45		45
HighTower Holding LLC, Initial Term Loan, 1st Lien
4.750%, 04/21/2028 (A)		936		936
LS Group Opco Acquisition LLC, Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 11/02/2027		1,219		1,217
Madison IAQ LLC, Initial Term Loan, 1st Lien
3.750%, 06/21/2028 (A)		557		554
Mariner Wealth Advisors LLC, Delayed Term Loan, 1st Lien
0.000%, 08/12/2028 (A)		329		327
Mariner Wealth Advisors LLC, Initial Term Loan, 1st Lien
3.750%, 08/12/2028 (A)		987		981
Osmosis Buyer Limited, Initial Term B Loan, 1st Lien
4.500%, 07/31/2028 (A)		2,796		2,794

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Osmosis Buyer Limited, Term Loan, 1st Lien
0.000%, 07/30/2028 (A)	$	349	$	349
Quirch Foods Holdings LLC, Initial Term Loan, 1st Lien
5.750%, VAR LIBOR+5.250%, 10/27/2027		2,152		2,157
Summer (BC) Bidco B LLC, Additional Facility B2 (USD) Term Loan, 1st Lien
5.250%, 12/04/2026 (A)		1,456		1,452
Valkyr Purchaser LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 11/05/2027		1,070		1,067
				19,833
Food Service — 0.8%
Chobani LLC, 2020 New Term Loan, 1st Lien
4.500%, 10/25/2027 (A)		500		500
IRB Holding Corp., Fourth Amendment Incremental Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 12/15/2027		1,538		1,536
Simply Good Foods USA Inc., 2019 Incremental Term Loan, 1st Lien
4.750%, VAR LIBOR+3.750%, 07/07/2024		2,199		2,204
Sovos Brands Intermediate Inc., Initial Term Loan, 1st Lien
5.000%, 06/08/2028		760		761
Whatabrands LLC, Initial Term B Loan, 1st Lien
3.750%, 08/03/2028 (A)		1,193		1,188
Woof Holdings, Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 12/21/2027 (A)		88		88
				6,277
Food/Drug Retailers — 0.0%
EG Group Limited, Additional Term Facility (USD), 1st Lien
4.750%, 03/31/2026 (A)		334		333
Health Care — 4.6%
AHP Health Partners Inc., Initial Term Loan, 1st Lien
4.000%, 08/24/2028 (A)		928		929
Air Methods Corporation, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 04/22/2024		2,575		2,529

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Auris Luxembourg III S.a r.l., Facility B2, 1st Lien
3.835%, VAR LIBOR+3.750%, 02/27/2026	$	748	$	736
Aveanna Healthcare LLC, 2021 Extended Term Loan, 1st Lien
4.250%, 07/17/2028 (A)		614		613
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.835%, VAR LIBOR+3.750%, 10/10/2025		2,357		2,067
0.000%, 10/10/2025 (A)		308		257
Epic Health, Delayed Term Loan, 1st Lien
0.000%, 06/30/2028 (A)		143		143
eResearchTechnology Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR+4.500%, 02/04/2027		2,635		2,642
FC Compassus LLC, Term B-1 Loan, 1st Lien
5.000%, 12/31/2026		886		885
Global Medical Response Inc., 2020 Refinancing Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 10/02/2025		1,233		1,237
Hanger Inc., Term B Loan , 1st Lien
3.585%, VAR LIBOR+3.500%, 03/06/2025		297		295
Jaxx Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.000%, 05/05/2028 (A)		945		945
Kindred Healthcare LLC, Closing Date Term Loan, 1st Lien
4.625%, 07/02/2025		725		724
Maravai Intermediate Holdings LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR+4.250%, 10/19/2027		1,608		1,611
MED ParentCo LP, Initial Term Loan, 1st Lien
4.335%, VAR LIBOR+4.250%, 08/31/2026		2,997		2,984
Medline Industries, Bridge Loan, 1st Lien
0.000%, 07/21/2028 (A)		1,038		1,038
Medline Industries, Unsecured Bridge Loan, 1st Lien
0.000%, 07/21/2028 (A)		1,092		1,092
Milano Acquisition Corp., Term B Loan, 1st Lien
4.750%, VAR LIBOR+4.000%, 10/01/2027		3,107		3,115
National Mentor Holdings Inc., Initial Term C Loan, 1st Lien
4.500%, 03/02/2028 (A)		12		12

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
National Mentor Holdings Inc., Initial Term Loan, 1st Lien
4.500%, 03/02/2028 (A)	$	373	$	372
Navicure Inc., Initial Term Loan, 1st Lien
4.085%, VAR LIBOR+4.000%, 10/22/2026 (A)		1,197		1,193
Option Care Health Inc., Term B Loan, 1st Lien
3.835%, VAR LIBOR+3.750%, 08/06/2026		3,483		3,476
Organon & Co., Dollar Term Commitment Loan, 1st Lien
3.500%, 06/02/2028 (A)		1,500		1,504
Parexal International Corporation, Term Loan, 1st Lien
0.000%, 08/11/2028 (A)		2,280		2,279
PetVet Care Centers LLC, 2021 First Lien Replacement Term Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 02/14/2025		1,964		1,961
Pluto Acquisition I Inc., 2021 Term Loan, 1st Lien
4.121%, 06/22/2026		702		699
Precision Medicine Group LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
3.750%, 11/18/2027 (A)		3		3
Radnet Management Inc., Initial Term Loan, 1st Lien
3.750%, 04/23/2028		650		647
WCG Purchaser Corp., Initial Term Loan, 1st Lien
5.000%, VAR LIBOR+4.000%, 01/08/2027		1,885		1,888
				37,876
Home Furnishings — 0.2%
Generation Brands LLC, Term Loan, 2nd Lien
0.124%, 07/23/2029		1,570		1,575
TGP Holdings III LLC, Closing Date Term Loan, 1st Lien
4.250%, 06/29/2028 (A)		400		400
				1,975
Industrial Equipment — 2.1%
Alliance Laundry Systems LLC, Initial Term B Loan, 1st Lien
4.250%, VAR LIBOR+3.500%, 10/08/2027 (A)		2,426		2,425
CPI Holdco LLC, Term B-1 Loan, 1st Lien
3.835%, 11/04/2026 (B)		1,501		1,497
Groupe Solmax Inc., Initial Term Loan, 1st Lien
5.500%, 05/29/2028 (A)		838		837

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Pro Mach Group Inc., Closing Date Initial Term Loan, 1st Lien
5.000%, 08/31/2028 (A)	$	1,415	$	1,416
Pro Mach Group Inc., Delayed Term Loan, 1st Lien
0.000%, 08/13/2028 (A)		230		230
Pro Mach Group Inc., Third Amendment Incremental Term Loan, 1st Lien
4.500%, 03/07/2025		1,527		1,528
Restaurant Technologies Inc., Initial Loan, 2nd Lien
6.585%, VAR LIBOR+6.500%, 10/01/2026 (C)		974		968
Standard Industries, Term Loan, 1st Lien
0.000%, 08/06/2028 (A)		1,148		1,144
Star US Bidco LLC, Initial Term Loan, 1st Lien
5.250%, VAR LIBOR+4.250%, 03/17/2027		2,521		2,521
TMK Hawk Parent Corp., Initial Tranche A Loan (Super Senior Priority), 1st Lien
10.500%, 05/30/2024 (B)		721		706
TMK Hawk Parent Corp., Initial Tranche B Loan (Super Senior Priority), 1st Lien
4.500%, VAR LIBOR+3.500%, 08/28/2024		951		836
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR+3.500%, 03/31/2028		2,945		2,923
				17,031
Insurance — 1.8%
Acrisure LLC, 2020 Term Loan, 1st Lien
3.607%, VAR LIBOR+3.500%, 02/15/2027		2,891		2,846
Alliant Holdings Intermediate LLC, 2020 New Term Loan, 1st Lien
4.250%, 11/05/2027 (A)		754		754
AqGen Ascensus Inc., Term Loan, 1st Lien
4.000%, 08/02/2028 (A)		188		187
AqGen Island Holdings Inc., Term Loan, 2nd Lien
0.000%, 08/02/2029 (A)(C)		1,127		1,116
Asurion LLC, New B-3 Term Loan, 2nd Lien
5.335%, VAR LIBOR+5.250%, 01/31/2028 (A)		940		935
Asurion LLC, New B-4 Term Loan, 2nd Lien
5.335%, 01/20/2029		540		537
Asurion LLC, New B-7 Term Loan, 1st Lien
3.085%, VAR LIBOR+3.000%, 11/03/2024		41		40

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Asurion LLC, New B-8 Term Loan, 1st Lien
3.335%, VAR LIBOR+3.250%, 12/23/2026	$	706	$	693
Asurion LLC, New B-9 Term Loan, 1st Lien
3.335%, VAR LIBOR+3.250%, 07/31/2027		1,032		1,012
Cross Financial Corp., Term B-1 Loan, 1st Lien
4.750%, 09/15/2027		1,430		1,431
Hyperion Insurance Group, Term Loan B, 1st Lien
4.000%, 11/12/2027 (A)		1,003		999
NFP Corp., Closing Date Term Loan, 1st Lien
3.335%, 02/15/2027 (A)		776		763
OneDigital Borrower LLC, Initial Term Loan, 1st Lien
5.250%, 11/16/2027		2,039		2,041
USI Inc., 2021 New Term Loan, 1st Lien
3.397%, VAR LIBOR+3.250%, 12/02/2026		1,724		1,705
				15,059
Leisure Goods/Activities/Movies — 1.6%
Alterra Mountain Company, Series B-2 Term Loan, 1st Lien
4.000%, 08/17/2028 (A)		1,587		1,578
Enterprise Development Authority, Term B Loan, 1st Lien
5.000%, 02/28/2028 (B)(C)		2,110		2,112
Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien
4.000%, 03/08/2024 (B)		2,517		2,301
Equinox Holdings Inc., Term B-2 Loan, 1st Lien
10.000%, VAR LIBOR+9.000%, 03/08/2024		757		756
Great Canadian Gaming, Term Loan B, 1st Lien
0.000%, 11/01/2026 (A)		718		720
Hoya Midco LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.500%, 06/30/2024		1,901		1,889
Life Time Inc., 2021 Refinancing Term Loan, 1st Lien
5.750%, VAR LIBOR+4.750%, 12/16/2024		1,720		1,710
MSG National Properties LLC, Term Loan, 1st Lien
7.000%, 12/31/2049 (C)		567		581
Traeger Grills, Delayed Term Loan, 1st Lien
0.000%, 06/29/2028 (A)		12		12

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
UFC Holdings LLC, Term B-3 Loan, 1st Lien
3.500%, VAR LIBOR+3.000%, 04/29/2026	$	1	$	1
United PF Holdings LLC, Initial Term Loan, 1st Lien
4.147%, VAR LIBOR+4.000%, 12/30/2026		1,249		1,195
				12,855
Oil & Gas — 0.4%
CQP Holdco LP, Initial Term Loan, 1st Lien
4.250%, 06/05/2028 (A)(C)		1,786		1,772
Woodford Express LLC, Term Loan B, 1st Lien
6.000%, VAR LIBOR+5.000%, 01/27/2025 (A)		1,446		1,398
				3,170
Publishing — 0.1%
Clear Channel Outdoor Holdings Inc., Term B Loan, 1st Lien
3.629%, VAR LIBOR+3.500%, 08/21/2026		818		798
3.607%, VAR LIBOR+3.500%, 08/21/2026		2		2
Thomson Learning, Term B Loan, 1st Lien
5.750%, 07/14/2026		3		3
				803
Retailers (Except Food & Drug) — 0.8%
Bass Pro Group LLC, Term Loan B, 1st Lien
5.000%, 03/06/2028		2,011		2,018
LBM Acquisition LLC, Amendment No. 1 Term Loan, 1st Lien
4.500%, 12/17/2027 (A)		193		190
LBM Acquisition LLC, Delayed Term Loan, 1st Lien
3.750%, 12/17/2027 (A)		253		249
LBM Acquisition LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR+3.750%, 12/17/2027		1,134		1,117
Learning Care Group (US) No. 2 Inc., 2020 Incremental Term Loan, 1st Lien
9.500%, VAR LIBOR+8.500%, 03/13/2025		520		520
Learning Care Group (US) No. 2 Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR+3.250%, 03/13/2025		254		248
Mister Car Wash Holdings Inc., Initial Term Loan, 1st Lien
3.088%, 05/14/2026 (B)		530		526

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
New Trojan Parent Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR+3.750%, 01/06/2028	$	709	$	704
Sweetwater Borrower LLC, Initial Term Loan, 1st Lien
5.500%, 08/07/2028 (A)		861		855
				6,427
Software & Service — 0.4%
Proofpoint Inc., Term Loan, 1st Lien
0.000%, 06/09/2028 (A)		727		722
Proofpoint Inc., Term Loan, 2nd Lien
0.000%, 06/08/2029 (A)		659		668
Realpage Inc, Term Loan, 1st Lien
3.750%, 04/24/2028 (A)		530		527
Shutterfly, Delayed Term Loan, 1st Lien
0.000%, 09/25/2026 (A)		336		335
Shutterfly, Term Loan, 1st Lien
5.750%, 09/25/2026 (A)		1,389		1,385
				3,637
Surface Transport — 0.5%
FCG Acquisitions Inc., Delayed Draw Term Loan, 1st Lien
4.250%, 03/31/2028 (A)		168		167
FCG Acquisitions Inc., Initial Term Loan, 1st Lien
4.250%, 03/31/2028 (A)		1,360		1,351
FCG Acquisitions Inc., Initial Term Loan, 2nd Lien
4.250%, 03/30/2029 (C)		780		778
First Student Bidco Inc., Initial Term B Loan, 1st Lien
3.500%, 07/21/2028 (A)		1,449		1,437
				3,733
Telecommunicatiions — 0.1%
Verizon/Yahoo, Term Loan, 1st Lien
0.000%, 07/21/2027 (A)		685		678
Telecommunications — 1.5%
Castle US Holding Corporation, Incremental Term B Loan, 1st Lien
4.750%, 01/29/2027 (A)		913		905
Consolidated Communications Inc., Term B-1 Loan, 1st Lien
4.250%, 10/02/2027 (A)		1,064		1,064
DEI Sales Inc., Initial Term Loan, 1st Lien
6.250%, 04/28/2028 (C)		1,080		1,069
Greeneden U.S. Holdings I LLC, Initial Dollar Term Loan (2020), 1st Lien
4.750%, VAR LIBOR+4.000%, 12/01/2027		2,835		2,840

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
LOAN PARTICIPATIONS (continued)
Intelsat Jackson Holdings S.A., DIP Facility, 1st Lien
6.500%, VAR LIBOR+5.500%, 07/13/2022	$	235	$	236
Intelsat Jackson Holdings S.A., Tranche B-3 Term Loan, 1st Lien
8.000%, VAR Prime Rate by Country+4.750%, 11/27/2023		1,953		1,981
Intelsat Jackson Holdings S.A., Tranche B-4 Term Loan, 1st Lien
8.750%, VAR Prime Rate by Country+5.500%, 01/02/2024		355		361
Lumos Networks, Term Loan B, 1st Lien
5.000%, VAR LIBOR+4.000%, 11/17/2024		369		369
Lumos Networks, Term Loan, 1st Lien
0.000%, 08/23/2028 (A)		675		641
Sorenson Communications LLC, 2021 Term Loan, 1st Lien
6.250%, 03/17/2026 (A)(B)		1,913		1,924
VC GB Holdings I Corp, Initial Term Loan, 1st Lien
4.000%, 07/21/2028		940		937
				12,327
Utilities — 0.1%
Astoria Energy LLC, Term B Advance (2020), 1st Lien
4.500%, VAR LIBOR+3.500%, 12/10/2027		897		895
Centuri Group Inc., Term B Loan, 1st Lien
0.000%, 08/19/2028 (A)		76		76
				971
Total Loan Participations (Cost $268,271) ($ Thousands)				269,282
MORTGAGE-BACKED SECURITIES — 31.6%
Agency Mortgage-Backed Obligations — 2.1%
FHLMC ARM
2.887%, VAR ICE LIBOR USD 12 Month+2.470%, 03/01/2036		686		734
2.303%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.250%, 06/01/2035		469		502
FHLMC CMO, Ser 2007-3311, Cl FN
0.396%, VAR ICE LIBOR USD 1 Month+0.300%, 05/15/2037		290		290
FHLMC CMO, Ser 2017-4734, IO
4.000%, 12/15/2047		14		2

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2020-5008, Cl IE, IO
2.000%, 09/25/2050	$	10	$	1
FHLMC CMO, Ser 2020-5052, IO
3.500%, 12/25/2050		48		7
FHLMC CMO, Ser 2020-5052, Cl KI, IO
4.000%, 12/25/2050		80		12
FHLMC CMO, Ser 2021-5072, Cl QI, IO
3.500%, 10/25/2050		24		4
FHLMC CMO, Ser 2021-5072, Cl IQ, IO
3.500%, 10/25/2050		16		3
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K018, Cl X1, IO 1.367%, 01/25/2022 (B)		11,028		3
FHLMC Multifamily Structured Pass-Through
Certificates, Ser K028, Cl X1, IO 0.353%, 02/25/2023 (B)		138,210		403
FHLMC REMIC, Ser 2010-83, Cl BA
5.000%, 08/25/2040		137		153
FNMA
6.000%, 09/01/2039 to 04/01/2040		314		371
3.000%, 05/01/2022 to 12/01/2030		520		551
FNMA ARM
2.485%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.332%, 04/01/2034		294		312
2.313%, VAR ICE LIBOR USD 12 Month+1.873%, 10/01/2033		145		153
2.306%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.184%, 07/01/2036		525		558
2.301%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.205%, 05/01/2035		162		173
2.274%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.193%, 10/01/2024		12		13
2.270%, VAR ICE LIBOR USD 12 Month+1.770%, 10/01/2033		173		174
2.262%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.247%, 08/01/2034		647		693
2.255%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.141%, 10/01/2033		342		355
2.182%, VAR ICE LIBOR USD 12 Month+1.777%, 09/01/2034		427		430
2.175%, VAR ICE LIBOR USD 12 Month+1.800%, 05/01/2034		179		187
2.080%, VAR ICE LIBOR USD 12 Month+1.557%, 06/01/2035		44		45
2.033%, VAR ICE LIBOR USD 12 Month+1.490%, 10/01/2035		368		386

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
1.915%, VAR ICE LIBOR USD 12 Month+1.665%, 04/01/2033	$	109	$	110
1.889%, VAR ICE LIBOR USD 12 Month+1.565%, 05/01/2037		373		392
1.803%, VAR ICE LIBOR USD 12 Month+1.601%, 06/01/2035		109		109
1.744%, VAR ICE LIBOR USD 6 Month+1.580%, 07/01/2034		120		125
1.668%, VAR ICE LIBOR USD 6 Month+1.433%, 03/01/2035		284		294
FNMA CMO, Ser 2011-63, Cl FG
0.534%, VAR ICE LIBOR USD 1 Month+0.450%, 07/25/2041		540		550
FNMA CMO, Ser 2012-112, Cl BI, IO
3.000%, 09/25/2031		378		10
FNMA CMO, Ser 2012-136, Cl DC
1.750%, 09/25/2041		149		151
FNMA CMO, Ser 2012-137, Cl UE
1.750%, 09/25/2041		186		190
FNMA CMO, Ser 2015-46, Cl BA
3.000%, 05/25/2041		71		71
FNMA CMO, Ser 2020-75, Cl LI, IO
2.500%, 11/25/2050		14		2
FNMA CMO, Ser 2020-97, Cl EI, IO
2.000%, 01/25/2051		14		2
FNMA CMO, Ser 2021-1, Cl IM, IO
2.000%, 02/25/2051		19		2
FNMA CMO, Ser 2021-3, Cl NI, IO
2.500%, 02/25/2051		18		2
FNMA CMO, Ser 2021-3, Cl KI, IO
2.500%, 02/25/2051		24		3
FNMA CMO, Ser 2021-8, Cl EI, IO
3.500%, 03/25/2051		13		2
FNMA CMO, Ser 2021-8, Cl GI, IO
3.000%, 03/25/2051		11		2
FNMA STRIPS CMO, Ser 2011-406, Cl 6, IO
4.000%, 01/25/2041 (B)		19		2
FNMA, Ser 2017-M13, Cl FA
0.484%, VAR ICE LIBOR USD 1 Month+0.400%, 10/25/2024		82		82
FREMF Mortgage Trust, Ser 2013-K28, Cl C
3.609%, 06/25/2046 (B)(D)		1,460		1,515
FREMF Mortgage Trust, Ser 2015-K718, Cl B
3.653%, 02/25/2048 (B)(D)		1,500		1,514
GNMA ARM
1.792%, VAR ICE LIBOR USD 1 Month+1.693%, 12/20/2060		1,072		1,113
1.450%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.410%, 09/20/2060 to 11/20/2060		993		1,020

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
1.136%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.125%, 11/20/2060	$	1,193	$	1,223
1.096%, VAR ICE LIBOR USD 1 Month+1.040%, 12/20/2060		1,502		1,541
GNMA CMO, Ser 2020-134, Cl IL, IO
2.500%, 09/20/2050		21		2
GNMA CMO, Ser 2020-146, Cl EI, IO
2.500%, 10/20/2050		17		2
GNMA CMO, Ser 2020-167, Cl IW, IO
2.000%, 11/20/2050		3		–
GNMA CMO, Ser 2020-167, Cl IA, IO
2.500%, 11/20/2050		13		1
GNMA CMO, Ser 2020-173, Cl MI, IO
2.500%, 11/20/2050		23		3
GNMA CMO, Ser 2021-1, Cl AI, IO
2.000%, 01/20/2051		1		–
GNMA CMO, Ser 2021-1, Cl PI, IO
2.500%, 12/20/2050		1		–
GNMA CMO, Ser 2021-23, Cl IA, IO
2.500%, 02/20/2051		6		1
GNMA CMO, Ser 2021-23, Cl KI, IO
3.000%, 02/20/2051		16		2
GNMA CMO, Ser 2021-9, Cl MI, IO
2.500%, 01/20/2051		10		1
GNMA, Ser 2015-171, IO
0.825%, 11/16/2055 (B)		12,111		487
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10
2.060%, 01/15/2022		391		393
				17,434
Non-Agency Mortgage-Backed Obligations — 29.5%
280 Park Avenue Mortgage Trust, Ser 2017- 280P, Cl D
1.632%, VAR ICE LIBOR USD 1 Month+1.537%, 09/15/2034 (D)		3,000		2,996
Adjustable Rate Mortgage Trust, Ser 2005- 1, Cl 5M1
1.134%, VAR ICE LIBOR USD 1 Month+1.050%, 05/25/2035		2,381		2,361
American Home Mortgage Investment Trust, Ser 2005-2, Cl 4A1
1.654%, VAR ICE LIBOR USD 6 Month+1.500%, 09/25/2045		122		122
Angel Oak Mortgage Trust I LLC, Ser 2018- 3, Cl A1
3.649%, 09/25/2048 (B)(D)		41		41
Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048 (B)(D)		216		218

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049 (B)(D)	$	77	$	78
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (B)(D)		116		117
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1
2.466%, 12/25/2059 (B)(D)		36		36
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065 (B)(D)		171		174
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1
1.691%, 04/25/2065 (B)(D)		228		230
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1
1.469%, 06/25/2065 (B)(D)		103		104
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1
0.990%, 04/25/2053 (B)(D)		170		170
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1
0.909%, 01/25/2066 (B)(D)		395		393
Angel Oak Mortgage Trust, Ser 2021-2, Cl A1
0.985%, 04/25/2066 (B)(D)		1,725		1,731
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1
1.068%, 05/25/2066 (B)(D)		275		276
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1
0.951%, 07/25/2066 (B)(D)		495		495
Arroyo Mortgage Trust, Ser 2019-1, Cl A1
3.805%, 01/25/2049 (B)(D)		1,023		1,041
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048 (B)(D)		69		70
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1
1.175%, 10/25/2048 (B)(D)		1,809		1,810
Banc of America Funding, Ser 2005-F, Cl 4A1
2.607%, 09/20/2035 (B)		39		37
Banc of America Funding, Ser 2006-D, Cl 3A1
2.922%, 05/20/2036 (B)		36		38
Banc of America Funding, Ser 2006-I, Cl 1A1
2.237%, 12/20/2036 (B)		1,584		1,642
Banc of America Mortgage Trust, Ser 2003- K, Cl 2A1
2.762%, 12/25/2033 (B)		638		644
Banc of America Mortgage Trust, Ser 2004- A, Cl 2A2
2.459%, 02/25/2034 (B)		677		691

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Banc of America Mortgage Trust, Ser 2004- D, Cl 2A1
2.539%, 05/25/2034 (B)	$	282	$	291
Banc of America Mortgage Trust, Ser 2005- A, Cl 2A1
2.621%, 02/25/2035 (B)		15		16
BANK, Ser 2018-BN12, Cl A2
4.074%, 05/15/2061		600		629
Bayview Commercial Asset Trust, Ser 2003- 2, Cl A
0.954%, VAR ICE LIBOR USD 1 Month+0.870%, 12/25/2033 (D)		555		551
Bayview Commercial Asset Trust, Ser 2004- 1, Cl A
0.624%, VAR ICE LIBOR USD 1 Month+0.540%, 04/25/2034 (D)		2,066		2,066
Bayview Commercial Asset Trust, Ser 2004- 3, Cl M2
1.584%, VAR ICE LIBOR USD 1 Month+1.500%, 01/25/2035 (D)		135		136
Bayview Commercial Asset Trust, Ser 2004- 3, Cl A1
0.639%, VAR ICE LIBOR USD 1 Month+0.555%, 01/25/2035 (D)		1,732		1,719
Bayview Commercial Asset Trust, Ser 2005- 3A, Cl M5
1.044%, VAR ICE LIBOR USD 1 Month+0.960%, 11/25/2035 (D)		633		601
Bayview Commercial Asset Trust, Ser 2006- 2A, Cl A1
0.429%, VAR ICE LIBOR USD 1 Month+0.345%, 07/25/2036 (D)		639		614
Bayview Commercial Asset Trust, Ser 2006- 4A, Cl A1
0.429%, VAR ICE LIBOR USD 1 Month+0.345%, 12/25/2036 (D)		425		411
BBCMS Mortgage Trust, Ser 2017-DELC, Cl B
1.126%, VAR ICE LIBOR USD 1 Month+1.030%, 08/15/2036 (D)		5,000		4,994
BBCMS Mortgage Trust, Ser 2018-TALL, Cl C
1.217%, VAR ICE LIBOR USD 1 Month+1.121%, 03/15/2037 (D)		3,000		2,932
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1
2.598%, 12/25/2033 (B)		828		856
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1
2.504%, 08/25/2034 (B)		1,265		1,320
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1
2.574%, 01/25/2034 (B)		1,775		1,834
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1
2.106%, 04/25/2034 (B)		231		233
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2
2.545%, 05/25/2034 (B)		911		876

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A
2.650%, 07/25/2034 (B)	$	825	$	844
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A
2.898%, 07/25/2034 (B)		851		879
Bear Stearns Commercial Mortgage Securities Trust, Ser 2007-T26, Cl AM
5.513%, 01/12/2045 (B)		555		551
Bellemeade Re, Ser 2018-3A, Cl M1B
1.934%, VAR ICE LIBOR USD 1 Month+1.850%, 10/25/2028 (D)		1,637		1,639
Bellemeade Re, Ser 2019-2A, Cl M1B
1.534%, VAR ICE LIBOR USD 1 Month+1.450%, 04/25/2029 (D)		490		490
Bellemeade Re, Ser 2019-3A, Cl M1A
1.184%, VAR ICE LIBOR USD 1 Month+1.100%, 07/25/2029 (D)		606		606
Bellemeade Re, Ser 2019-3A, Cl M1B
1.684%, VAR ICE LIBOR USD 1 Month+1.600%, 07/25/2029 (D)		3,000		3,008
Bellemeade Re, Ser 2021-1A, Cl M1A
1.800%, VAR SOFR30A+1.750%, 03/25/2031 (D)		500		503
Bellemeade Re, Ser 2021-2A, Cl M1A
1.250%, VAR SOFR30A+1.200%, 06/25/2031 (D)		800		801
BFLD Trust, Ser 2020-OBRK, Cl A
2.146%, VAR ICE LIBOR USD 1 Month+2.050%, 11/15/2028 (D)		240		243
BRAVO Residential Funding Trust, Ser 2019- 1, Cl A1C
3.500%, 03/25/2058 (D)		996		1,017
BRAVO Residential Funding Trust, Ser 2019- NQM2, Cl A1
2.748%, 11/25/2059 (B)(D)		807		813
BRAVO Residential Funding Trust, Ser 2020- NQM1, Cl A1
1.449%, 05/25/2060 (B)(D)		143		144
BRAVO Residential Funding Trust, Ser 2021- HE1, Cl A1
0.800%, VAR SOFR30A+0.750%, 01/25/2070 (D)		3,190		3,190
BRAVO Residential Funding Trust, Ser 2021- HE2, Cl A3
1.100%, VAR SOFR30A+1.050%, 11/25/2069 (D)		1,803		1,803
BRAVO Residential Funding Trust, Ser 2021- NQM1, Cl A1
0.941%, 02/25/2049 (B)(D)		144		144
BRAVO Residential Funding Trust, Ser 2021- NQM2, Cl A1
0.970%, 03/25/2060 (B)(D)		231		231

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055 (B)(D)	$	94	$	95
BWay Mortgage Trust, Ser 2013-1515, Cl A1
2.809%, 03/10/2033 (D)		139		144
BX Commercial Mortgage Trust, Ser 2018- BIOA, Cl A
0.767%, VAR ICE LIBOR USD 1 Month+0.671%, 03/15/2037 (D)		1,000		1,000
BX Commercial Mortgage Trust, Ser 2018- BIOA, Cl D
1.417%, VAR ICE LIBOR USD 1 Month+1.321%, 03/15/2037 (D)		2,000		2,002
BX Commercial Mortgage Trust, Ser 2018- IND, Cl D
1.396%, VAR ICE LIBOR USD 1 Month+1.300%, 11/15/2035 (D)		700		701
BX Commercial Mortgage Trust, Ser 2018- IND, Cl A
0.846%, VAR ICE LIBOR USD 1 Month+0.750%, 11/15/2035 (D)		357		357
BX Commercial Mortgage Trust, Ser 2019- XL, Cl A
1.016%, VAR ICE LIBOR USD 1 Month+0.920%, 10/15/2036 (D)		268		268
BX Commercial Mortgage Trust, Ser 2019- XL, Cl E
1.896%, VAR ICE LIBOR USD 1 Month+1.800%, 10/15/2036 (D)		1,117		1,119
BX Commercial Mortgage Trust, Ser 2020- BXLP, Cl A
0.896%, VAR ICE LIBOR USD 1 Month+0.800%, 12/15/2036 (D)		943		944
BX Commercial Mortgage Trust, Ser 2020- BXLP, Cl E
1.696%, VAR ICE LIBOR USD 1 Month+1.600%, 12/15/2036 (D)		1,886		1,888
BX Commercial Mortgage Trust, Ser 2020- VKNG, Cl C
1.496%, VAR ICE LIBOR USD 1 Month+1.400%, 10/15/2037 (D)		1,000		1,000
BX Commercial Mortgage Trust, Ser 2021- SOAR, Cl D
1.496%, VAR ICE LIBOR USD 1 Month+1.400%, 06/15/2038 (D)		1,500		1,502
BX Commercial Mortgage Trust, Ser 2021- VINO, Cl A
0.748%, VAR ICE LIBOR USD 1 Month+0.652%, 05/15/2038 (D)		240		240
BX, Ser 2021-MFM1, Cl C
1.296%, VAR ICE LIBOR USD 1 Month+1.200%, 01/15/2034 (D)		1,000		1,001

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BXHPP Trust, Ser 2021-FILM, Cl C
1.196%, VAR ICE LIBOR USD 1 Month+1.100%, 08/15/2036 (D)	$	2,530	$	2,534
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl B
1.346%, VAR ICE LIBOR USD 1 Month+1.250%, 12/15/2037 (D)		3,000		3,006
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl E
2.246%, VAR ICE LIBOR USD 1 Month+2.150%, 12/15/2037 (D)		2,000		2,004
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
1.166%, VAR ICE LIBOR USD 1 Month+1.070%, 12/15/2037 (D)		2,795		2,800
Chase Mortgage Finance Trust, Ser 2007- A1, Cl 7A1
2.795%, 02/25/2037 (B)		306		314
Chase Mortgage Finance Trust, Ser 2007- A2, Cl 2A3
2.517%, 06/25/2035 (B)		419		426
CHL Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1
4.500%, 06/25/2019		6		1
CHT Mortgage Trust, Ser 2017-CSMO, Cl B
1.496%, VAR ICE LIBOR USD 1 Month+1.400%, 11/15/2036 (D)		2,000		2,002
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057 (B)(D)		286		290
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl C
6.517%, 03/15/2049 (B)		130		129
Citigroup Commercial Mortgage Trust, Ser 2018-TBR, Cl A
0.926%, VAR ICE LIBOR USD 1 Month+0.830%, 12/15/2036 (D)		4,000		3,998
Citigroup Mortgage Loan Trust, Ser 2007- AR5, Cl 1A2A
3.077%, 04/25/2037 (B)		10		10
Citigroup Mortgage Loan Trust, Ser 2019- IMC1, Cl A1
2.720%, 07/25/2049 (B)(D)		32		32
Cold Storage Trust, Ser 2020-ICE5, Cl D
2.196%, VAR ICE LIBOR USD 1 Month+2.100%, 11/15/2037 (D)		1,474		1,487
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064 (B)(D)		230		230
COLT Mortgage Loan Trust, Ser 2019-4, Cl A1
2.579%, 11/25/2049 (B)(D)		33		33
COLT Mortgage Loan Trust, Ser 2020-1R, Cl A1
1.255%, 09/25/2065 (B)(D)		163		164

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1
1.853%, 03/25/2065 (B)(D)	$	487	$	489
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065 (B)(D)		107		107
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065 (B)(D)		79		79
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066 (B)(D)		192		192
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066 (B)(D)		3,245		3,241
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054 (D)		145		145
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1
0.857%, 05/25/2065 (B)(D)		250		250
COMM Mortgage Trust, Ser 2013-300P, Cl E
4.540%, 08/10/2030 (B)(D)		800		809
COMM Mortgage Trust, Ser 2013-CR10, Cl XA, IO
0.875%, 08/10/2046 (B)		30,670		375
COMM Mortgage Trust, Ser 2014-CR14, Cl XA, IO
0.706%, 02/10/2047 (B)		25,519		301
COMM Mortgage Trust, Ser 2014-CR15, Cl D
4.863%, 02/10/2047 (B)(D)		700		728
COMM Mortgage Trust, Ser 2019-WCM, Cl A
0.996%, VAR ICE LIBOR USD 1 Month+0.900%, 10/15/2034 (D)		1,373		1,374
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR15, Cl A2
2.928%, 02/10/2047		32		32
Credit Suisse First Boston Mortgage Securities, Ser 2005-5, Cl 3A2
0.384%, VAR ICE LIBOR USD 1 Month+0.300%, 07/25/2035		800		788
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066 (B)(D)		307		307
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1
2.366%, 06/25/2034 (B)		1,590		1,670
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056 (B)(D)		210		209
CSMC, Ser 2021-NQM1, Cl A1
0.809%, 05/25/2065 (B)(D)		267		267
CSMC, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066 (B)(D)		410		410

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
DBCG Mortgage Trust, Ser 2017-BBG, Cl C
1.100%, VAR ICE LIBOR USD 1 Month+1.000%, 06/15/2034 (D)	$	1,100	$	1,093
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A
0.899%, VAR ICE LIBOR USD 1 Month+0.803%, 05/15/2035 (D)		2,784		2,788
DBWF Mortgage Trust, Ser 2018-AMXP, Cl D
3.917%, 05/05/2035 (B)(D)		500		504
Deephaven Residential Mortgage Trust, Ser 2019-4A, Cl A1
2.791%, 10/25/2059 (B)(D)		80		80
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1
1.692%, 05/25/2065 (D)		91		91
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065 (B)(D)		108		108
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3
1.260%, 04/25/2066 (B)(D)		949		948
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066 (B)(D)		95		95
Eagle Re, Ser 2020-1, Cl M1A
0.984%, VAR ICE LIBOR USD 1 Month+0.900%, 01/25/2030 (D)		1,500		1,494
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2
2.892%, 11/25/2059 (B)(D)		968		983
Ellington Financial Mortgage Trust, Ser 2020-1, Cl A1
2.006%, 05/25/2065 (B)(D)		610		614
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065 (B)(D)		1,265		1,267
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066 (B)(D)		1,601		1,598
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066 (B)(D)		139		139
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M1
1.350%, VAR SOFR30A+1.300%, 10/25/2050 (D)		57		57
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl M1
0.950%, VAR SOFR30A+0.900%, 12/25/2050 (D)		603		603
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M1
0.700%, VAR SOFR30A+0.650%, 01/25/2051 (D)		1,438		1,438

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl M1
0.800%, VAR SOFR30A+0.750%, 10/25/2033 (D)	$	1,500	$	1,502
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
1.700%, VAR SOFR30A+1.650%, 01/25/2034 (D)		250		252
FHLMC STACR REMIC Trust, Ser 2021-HQA2, Cl M1
0.750%, VAR SOFR30A+0.700%, 12/25/2033 (D)		1,000		1,000
FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS
1.034%, VAR ICE LIBOR USD 1 Month+0.950%, 12/25/2030 (D)		3,000		2,994
FHLMC STACR Trust, Ser 2019-FTR2, Cl M1
1.034%, VAR ICE LIBOR USD 1 Month+0.950%, 11/25/2048 (D)		1,266		1,266
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3
4.784%, VAR ICE LIBOR USD 1 Month+4.700%, 04/25/2028		415		427
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2018-HQA1, Cl M2
2.384%, VAR ICE LIBOR USD 1 Month+2.300%, 09/25/2030		1,158		1,173
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2020-HQA5, Cl M1
1.150%, VAR SOFR30A+1.100%, 11/25/2050 (D)		778		778
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M1
0.850%, VAR SOFR30A+0.800%, 08/25/2033 (D)		700		701
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
5.984%, VAR ICE LIBOR USD 1 Month+5.900%, 10/25/2028		242		254
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2
0.934%, VAR ICE LIBOR USD 1 Month+0.850%, 10/25/2030		65		65
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065 (D)		117		118
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065 (B)(D)		421		420
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066 (B)(D)		1,788		1,786
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066 (B)(D)		246		246

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2011- GC3, Cl X, IO
0.291%, 03/10/2044 (D)	$	4,002	$	–
GS Mortgage Securities Trust, Ser 2012-ALOHA, Cl D
4.267%, 04/10/2034 (B)(D)		1,000		1,003
GS Mortgage Securities Trust, Ser 2020- DUNE, Cl B
1.446%, VAR ICE LIBOR USD 1 Month+1.350%, 12/15/2036 (D)		500		501
GS Mortgage Securities Trust, Ser 2020- DUNE, Cl E
2.596%, VAR ICE LIBOR USD 1 Month+2.500%, 12/15/2036 (D)		400		389
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2
1.275%, 07/25/2061 (B)(D)		1,628		1,629
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1
2.707%, 01/25/2035 (B)		49		49
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2
2.930%, 04/25/2035 (B)		256		257
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A
2.545%, 08/19/2034 (B)		1,074		1,155
Hilton Orlando Trust, Ser 2018-ORL, Cl B
1.296%, VAR ICE LIBOR USD 1 Month+1.200%, 12/15/2034 (D)		2,900		2,900
Home RE, Ser 2021-2, Cl M1A
1.300%, VAR SOFR30A+1.250%, 01/25/2034 (D)		3,000		3,003
Impac CMB Trust, Ser 2004-6, Cl 1A2
0.864%, VAR ICE LIBOR USD 1 Month+0.780%, 10/25/2034		980		995
Imperial Fund Mortgage Trust, Ser 2021- NQM1, Cl A1
1.071%, 06/25/2056 (B)(D)		326		326
Imperial Fund Mortgage Trust, Ser 2021- NQM2, Cl A1
1.073%, 09/25/2056 (B)(D)		210		210
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CIBC15, Cl AM
5.855%, 06/12/2043 (B)		49		50
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-MFP, Cl B
1.256%, VAR ICE LIBOR USD 1 Month+1.160%, 07/15/2036 (D)		2,000		1,999
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO
1.876%, 01/16/2037 (B)(D)		12,500		669

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2
2.694%, 06/25/2035 (B)	$	307	$	315
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2
2.387%, 07/25/2035 (B)		649		661
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.426%, 11/25/2033 (B)		131		133
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1
2.747%, 07/25/2035 (B)		762		792
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2
2.535%, 07/25/2035 (B)		485		496
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 4A2
2.306%, 07/25/2035 (B)		1		1
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1
3.224%, 06/25/2037 (B)		35		31
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
0.834%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2046 (D)		129		129
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
0.896%, VAR ICE LIBOR USD 1 Month+0.800%, 05/15/2036 (D)		150		150
Life Mortgage Trust, Ser 2021-BMR, Cl D
1.496%, VAR ICE LIBOR USD 1 Month+1.400%, 03/15/2038 (D)		1,000		1,001
Life Mortgage Trust, Ser 2021-BMR, Cl E
1.846%, VAR ICE LIBOR USD 1 Month+1.750%, 03/15/2038 (D)		1,250		1,251
LSTAR Securities Investment, Ser 2019-4, Cl A1
2.586%, VAR ICE LIBOR USD 1 Month+2.500%, 05/01/2024 (D)		253		249
MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1
2.626%, 07/25/2035 (B)		24		23
MASTR Alternative Loan Trust, Ser 2003-5, Cl 4A1
5.500%, 07/25/2033		977		1,014
Mellon Residential Funding, Ser 1999-TBC3, Cl A2
2.610%, 10/20/2029 (B)		147		150
Merit, Ser 2020-HILL, Cl A
1.246%, VAR ICE LIBOR USD 1 Month+1.150%, 08/15/2037 (D)		503		504

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust, Ser 2003-E, Cl A1
0.704%, VAR ICE LIBOR USD 1 Month+0.620%, 10/25/2028	$	511	$	518
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1
2.080%, 12/25/2034 (B)		753		766
Merrill Lynch Mortgage Investors Trust, Ser 2005-A, Cl A1
0.544%, VAR ICE LIBOR USD 1 Month+0.460%, 03/25/2030		941		940
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5
2.819%, 02/25/2035 (B)		380		385
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3
2.819%, 02/25/2035 (B)		512		518
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A2
2.819%, 02/25/2035 (B)		1,851		1,877
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A
2.577%, 07/25/2035 (B)		289		192
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1
2.469%, 01/25/2037 (B)		1,636		1,611
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065		1,282		1,290
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065 (B)(D)		103		103
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056 (B)(D)		189		189
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065 (B)(D)		1,758		1,761
MFRA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (B)(D)		2,193		2,191
MHC Commercial Mortgage Trust, Ser 2021- MHC, Cl D
1.697%, VAR ICE LIBOR USD 1 Month+1.601%, 04/15/2038 (D)		1,500		1,505
MHP, Ser 2021-STOR, Cl A
0.796%, VAR ICE LIBOR USD 1 Month+0.700%, 07/15/2038 (D)		105		105
Mill City Mortgage Loan Trust, Ser 2021- NMR1, Cl A1
1.125%, 11/25/2060 (B)(D)		149		150
Morgan Stanley Capital I Trust, Ser 2007- T27, Cl AJ
6.215%, 06/11/2042 (B)		1,500		1,530
Morgan Stanley Capital I Trust, Ser 2017- CLS, Cl D
1.493%, VAR ICE LIBOR USD 1 Month+1.400%, 11/15/2034 (D)		3,400		3,403

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2018- SUN, Cl A
0.996%, VAR ICE LIBOR USD 1 Month+0.900%, 07/15/2035 (D)	$	3,000	$	2,999
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A
3.541%, 11/25/2034 (B)		683		705
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1
2.282%, 07/25/2034 (B)		385		397
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2
2.425%, 10/25/2034 (B)		1,012		1,041
MortgageIT Trust, Ser 2005-1, Cl 2A
1.346%, VAR ICE LIBOR USD 1 Month+1.250%, 02/25/2035		407		402
MSCG Trust, Ser 2018-SELF, Cl A
0.996%, VAR ICE LIBOR USD 1 Month+0.900%, 10/15/2037 (D)		1,455		1,456
MTRO Commercial Mortgage Trust, Ser 2019-TECH, Cl A
0.996%, VAR ICE LIBOR USD 1 Month+0.900%, 12/15/2033 (D)		455		454
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057 (B)(D)		189		203
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1
1.584%, VAR ICE LIBOR USD 1 Month+1.500%, 06/25/2057 (D)		1,737		1,748
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057 (B)(D)		488		521
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A
4.000%, 12/25/2057 (B)(D)		709		758
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S
0.834%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2048 (D)		3,049		3,054
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1
1.134%, VAR ICE LIBOR USD 1 Month+1.050%, 01/25/2048 (D)		2,125		2,129
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M
0.984%, VAR ICE LIBOR USD 1 Month+0.900%, 01/25/2048 (D)		1,886		1,889
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1
2.464%, 01/26/2060 (B)(D)		158		159

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060 (B)(D)	$	87	$	88
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 09/25/2058 (B)(D)		127		128
Nomura Asset Acceptance Alternative Loan Trust, Ser 2004-AR3, Cl M1
1.224%, VAR ICE LIBOR USD 1 Month+1.140%, 11/25/2034		882		893
OBX Trust, Ser 2018-1, Cl A2
0.734%, VAR ICE LIBOR USD 1 Month+0.650%, 06/25/2057 (D)		1,212		1,212
OBX Trust, Ser 2018-EXP1, Cl 2A1
0.934%, VAR ICE LIBOR USD 1 Month+0.850%, 04/25/2048 (D)		977		982
OBX Trust, Ser 2018-EXP2, Cl 1A1
4.000%, 07/25/2058 (B)(D)		160		161
OBX Trust, Ser 2020-INV1, Cl A11
0.989%, VAR ICE LIBOR USD 1 Month+0.900%, 12/25/2049 (D)		665		664
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061 (B)(D)		2,220		2,229
PHH Mortgage Trust, Ser 2008-CIM2, Cl 1A1
2.346%, VAR ICE LIBOR USD 1 Month+2.250%, 07/25/2038		353		347
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051 (B)(D)		126		127
Radnor Re, Ser 2019-2, Cl M1B
1.834%, VAR ICE LIBOR USD 1 Month+1.750%, 06/25/2029 (D)		1,000		1,002
Radnor Re, Ser 2020-1, Cl M1A
1.034%, VAR ICE LIBOR USD 1 Month+0.950%, 01/25/2030 (D)		2,978		2,976
Radnor Re, Ser 2021-1, Cl M1B
1.750%, VAR SOFR30A+1.700%, 12/27/2033 (D)		2,000		2,001
Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1
6.215%, 08/25/2022 (B)		434		310
Residential Mortgage Loan Trust, Ser 2020- 1, Cl A1
2.376%, 02/25/2024 (B)(D)		65		66
RMF Buyout Issuance Trust, Ser 2020-1, Cl A
2.158%, 02/25/2030 (B)(D)		94		94
Sequoia Mortgage Trust, Ser 2002-10, Cl 1A
0.888%, VAR ICE LIBOR USD 1 Month+0.800%, 10/20/2027		1,447		1,465
Sequoia Mortgage Trust, Ser 2002-9, Cl 1A
0.788%, VAR ICE LIBOR USD 1 Month+0.700%, 09/20/2032		484		475

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
0.628%, VAR ICE LIBOR USD 1 Month+0.540%, 01/20/2035	$	2,005	$	2,006
Sequoia Mortgage Trust, Ser 2004-3, Cl A
0.724%, VAR ICE LIBOR USD 6 Month+0.500%, 05/20/2034		700		701
Sequoia Mortgage Trust, Ser 2004-5, Cl A1
1.620%, 06/20/2034 (B)		1,048		1,051
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061 (B)(D)		387		387
Spruce Hill Mortgage Loan Trust, Ser 2019- SH1, Cl A1
3.395%, 04/29/2049 (B)(D)		60		61
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065 (B)(D)		216		217
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (B)(D)		112		113
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065 (B)(D)		1,155		1,161
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065 (B)(D)		114		114
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056 (B)(D)		278		278
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-9XS, Cl A
0.454%, VAR ICE LIBOR USD 1 Month+0.370%, 07/25/2034		1,878		1,923
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3
3.004%, 04/25/2035 (B)		783		802
Thornburg Mortgage Securities Trust, Ser 2004-3, Cl A
0.824%, VAR ICE LIBOR USD 1 Month+0.740%, 09/25/2034		2,381		2,422
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3
2.148%, 04/25/2045 (B)		962		981
Toorak Mortgage, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056 (B)(D)		2,221		2,225
Towd Point HE Trust, Ser 2021-HE1, Cl A1
0.918%, 02/25/2063 (B)(D)		1,435		1,435
UBS Commercial Mortgage Trust, Ser 2012- C1, Cl XA, IO
2.200%, 05/10/2045 (B)(D)		9,035		30
VASA Trust, Ser VASA, Cl B
1.346%, VAR ICE LIBOR USD 1 Month+1.250%, 07/15/2039 (D)		2,000		2,001

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX
2.610%, 02/25/2050 (B)(D)	$	1,092	$	1,120
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A
1.400%, 05/25/2051 (B)(D)		978		976
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (D)		74		75
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059 (B)(D)		82		83
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060 (D)		50		51
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065 (D)		63		64
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065 (D)		1,338		1,342
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066 (B)(D)		347		347
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066 (B)(D)		1,697		1,696
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066 (B)(D)		193		193
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066 (B)(D)		2,852		2,856
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066 (B)(D)		190		190
Verus Securitization Trust, Ser 2021-4, Cl A2
1.247%, 07/25/2066 (B)(D)		977		977
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063 (B)(D)		288		288
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064 (B)(D)		1,766		1,763
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064 (B)(D)		216		215
Visio Trust, Ser 2021-1R, Cl A1
1.280%, 05/25/2056 (D)		2,010		2,021
WaMu Commercial Mortgage Securities Trust, Ser 2007-SL2, Cl D
2.196%, 12/27/2049 (B)(D)		807		804
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.559%, 10/25/2033 (B)		730		738
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.380%, 08/25/2033 (B)		701		719
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.630%, 09/25/2033 (B)		773		775

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR1, Cl A
2.428%, 03/25/2034 (B)	$	1,583	$	1,632
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR10, Cl A1B
0.924%, VAR ICE LIBOR USD 1 Month+0.840%, 07/25/2044		196		197
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A
2.552%, 10/25/2034 (B)		546		544
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1
2.789%, 01/25/2035 (B)		1,196		1,213
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A
1.498%, VAR 12 Month Treas Avg+1.400%, 04/25/2044		2,157		2,214
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7
2.695%, 08/25/2034 (B)		2,055		2,118
WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 1A
5.000%, 07/25/2034		191		198
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS
3.539%, 10/15/2045		275		282
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2
2.615%, 07/25/2034 (B)		213		215
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1
2.868%, 10/25/2034 (B)		991		985
				241,879
Total Mortgage-Backed Securities (Cost $258,705) ($ Thousands)				259,313
ASSET-BACKED SECURITIES — 24.4%
Automotive — 4.4%
Ally Auto Receivables Trust, Ser 2019-4, Cl A3
1.840%, 06/17/2024		816		823
American Credit Acceptance Receivables Trust, Ser 2018-2, Cl D
4.070%, 07/10/2024 (D)		162		165
American Credit Acceptance Receivables Trust, Ser 2020-3, Cl A
0.620%, 10/13/2023 (D)		51		51

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
American Credit Acceptance Receivables Trust, Ser 2020-4, Cl A
0.530%, 03/13/2024 (D)	$	124	$	124
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl A
0.350%, 05/13/2024 (D)		188		188
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B
0.610%, 03/13/2025 (D)		890		890
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl A
0.370%, 10/15/2024 (D)		164		164
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B
0.680%, 05/13/2025 (D)		120		120
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A
0.330%, 06/13/2025 (D)		175		175
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B
0.660%, 02/13/2026 (D)		185		185
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C
1.590%, 10/20/2025		475		484
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C
1.480%, 02/18/2026		550		558
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C
1.060%, 08/18/2026		300		303
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/2028 (D)		78		78
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/2030 (D)		100		100
Arivo Acceptance Auto Loan Receivables Trust, Ser 2021-1A, Cl A
1.190%, 01/15/2027 (D)		882		883
Avid Automobile Receivables Trust, Ser 2019-1, Cl A
2.620%, 02/15/2024 (D)		223		224
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-1A, Cl A
3.450%, 03/20/2023 (D)		2,000		2,021
Canadian Pacer Auto Receivables Trust, Ser 2020-1A, Cl A2A
1.770%, 11/21/2022 (D)		47		47
CarMax Auto Owner Trust, Ser 2018-2, Cl A3
2.980%, 01/17/2023		329		330
CarMax Auto Owner Trust, Ser 2020-4, Cl A3
0.500%, 08/15/2025		1,000		1,003

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CarMax Auto Owner Trust, Ser 2021-3, Cl A2A
0.290%, 09/16/2024	$	275	$	275
Carvana Auto Receivables Trust, Ser 2021- N1, Cl A
0.700%, 01/10/2028		266		266
Carvana Auto Receivables Trust, Ser 2021- N2, Cl B
0.750%, 03/10/2028		135		135
Carvana Auto Receivables Trust, Ser 2021- N3, Cl B
0.660%, 06/12/2028		600		600
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (D)		245		248
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1
1.950%, 09/15/2031 (D)		297		301
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
0.326%, VAR ICE LIBOR USD 1 Month+0.230%, 04/15/2033 (D)		180		180
CPS Auto Receivables Trust, Ser 2020-C, Cl A
0.630%, 03/15/2024 (D)		67		67
CPS Auto Receivables Trust, Ser 2021-A, Cl A
0.350%, 01/16/2024 (D)		98		98
CPS Auto Receivables Trust, Ser 2021-A, Cl B
0.610%, 02/18/2025 (D)		255		255
CPS Auto Receivables Trust, Ser 2021-B, Cl A
0.370%, 03/17/2025 (D)		163		164
CPS Auto Receivables Trust, Ser 2021-B, Cl B
0.810%, 12/15/2025 (D)		330		330
CPS Auto Receivables Trust, Ser 2021-C, Cl B
0.840%, 07/15/2025 (D)		650		650
Credit Acceptance Auto Loan Trust, Ser 2019-1A, Cl A
3.330%, 02/15/2028 (D)		68		68
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/2028 (D)		450		457
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/2029 (D)		600		609
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (D)		250		251
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (D)		295		296

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/2024	$	122	$	124
Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.020%, 11/15/2023		6		6
Drive Auto Receivables Trust, Ser 2020-1, Cl B
2.080%, 07/15/2024		300		301
Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.650%, 07/15/2025		110		110
DT Auto Owner Trust, Ser 2019-4A, Cl B
2.360%, 01/16/2024 (D)		151		152
DT Auto Owner Trust, Ser 2020-1A, Cl A
1.940%, 09/15/2023 (D)		16		16
DT Auto Owner Trust, Ser 2020-3A, Cl A
0.540%, 04/15/2024 (D)		242		242
DT Auto Owner Trust, Ser 2021-1A, Cl A
0.350%, 01/15/2025 (D)		198		199
DT Auto Owner Trust, Ser 2021-1A, Cl B
0.620%, 09/15/2025 (D)		160		160
DT Auto Owner Trust, Ser 2021-2A, Cl A
0.410%, 03/17/2025 (D)		179		179
DT Auto Owner Trust, Ser 2021-2A, Cl B
0.810%, 01/15/2027 (D)		155		156
DT Auto Owner Trust, Ser 2021-3A, Cl A
0.330%, 04/15/2025 (D)		495		495
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (D)		139		140
Enterprise Fleet Financing LLC, Ser 2019-3, Cl A2
2.060%, 05/20/2025 (D)		252		255
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2
1.780%, 12/22/2025 (D)		173		175
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (D)		150		150
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A1
0.168%, 03/21/2022 (D)		56		56
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (D)		216		220
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl B
0.500%, 02/18/2025		450		451
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B
0.570%, 09/15/2025		275		275

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (D)	$	175	$	175
First Investors Auto Owner Trust, Ser 2021- 1A, Cl A
0.450%, 03/16/2026 (D)		189		189
First Investors Auto Owner Trust, Ser 2021- 1A, Cl C
1.170%, 03/15/2027 (D)		610		612
Flagship Credit Auto Trust, Ser 2019-1, Cl A
3.110%, 08/15/2023 (D)		10		10
Flagship Credit Auto Trust, Ser 2019-2, Cl A
2.830%, 10/16/2023 (D)		58		58
Flagship Credit Auto Trust, Ser 2019-3, Cl A
2.330%, 02/15/2024 (D)		81		81
Flagship Credit Auto Trust, Ser 2020-1, Cl A
1.900%, 08/15/2024 (D)		103		104
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (D)		50		51
Flagship Credit Auto Trust, Ser 2020-4, Cl A
0.530%, 04/15/2025 (D)		320		321
Flagship Credit Auto Trust, Ser 2021-1, Cl A
0.310%, 06/16/2025 (D)		273		273
Flagship Credit Auto Trust, Ser 2021-2, Cl A
0.370%, 12/15/2026 (D)		396		396
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (D)		215		216
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (D)		250		250
Ford Credit Auto Lease Trust, Ser 2020-A, Cl B
2.050%, 06/15/2023		895		907
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A
2.360%, 03/15/2029 (D)		450		460
Foursight Capital Automobile Receivables Trust, Ser 2020-1, Cl A2
1.970%, 09/15/2023 (D)		8		8
Foursight Capital Automobile Receivables Trust, Ser 2021-1, Cl A2
0.400%, 08/15/2024 (D)		330		330
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2
0.400%, 04/15/2025 (D)		170		170
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3
0.810%, 05/15/2026 (D)		100		100
GLS Auto Receivables Issuer Trust, Ser 2019-3A, Cl A
2.580%, 07/17/2023 (D)		10		10
GLS Auto Receivables Issuer Trust, Ser 2019-4A, Cl A
2.470%, 11/15/2023 (D)		36		36

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GLS Auto Receivables Issuer Trust, Ser 2020-1A, Cl A
2.170%, 02/15/2024 (D)	$	61	$	62
GLS Auto Receivables Issuer Trust, Ser 2020-3A, Cl A
0.690%, 10/16/2023 (D)		36		36
GLS Auto Receivables Issuer Trust, Ser 2020-4A, Cl A
0.520%, 02/15/2024 (D)		134		134
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B
0.820%, 04/15/2025 (D)		365		365
GLS Auto Receivables Trust, Ser 2021-2A, Cl A
0.310%, 11/15/2024 (D)		146		146
GLS Auto Receivables Trust, Ser 2021-2A, Cl B
0.770%, 09/15/2025 (D)		250		251
GM Financial Automobile Leasing Trust, Ser 2020-2, Cl A2A
0.710%, 10/20/2022		49		49
Honda Auto Receivables Owner Trust, Ser 2020-2, Cl A3
0.820%, 07/15/2024		2,000		2,012
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl C
0.969%, 12/26/2028 (D)		1,000		1,001
Nissan Auto Receivables Owner Trust, Ser 2019-C, Cl A3
1.930%, 07/15/2024		286		289
Prestige Auto Receivables Trust, Ser 2020- 1A, Cl A2
0.520%, 02/15/2024 (D)		187		187
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A
1.370%, 10/15/2024 (D)		131		132
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/2025		1,075		1,087
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A2
0.460%, 09/15/2023		17		17
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/2026		215		217
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.500%, 04/15/2025		600		601
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		130		130

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl A3
0.330%, 03/17/2025	$	160	$	160
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B
0.600%, 12/15/2025		130		130
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A2
0.310%, 01/22/2024 (D)		275		275
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3
2.986%, 02/27/2023 (D)		163		164
Securitized Term Auto Receivables Trust, Ser 2019-CRTA, Cl D
4.572%, 03/25/2026 (D)		486		498
Tesla Auto Lease Trust, Ser 2020-A, Cl A2
0.550%, 05/22/2023 (D)		66		66
Tesla Auto Lease Trust, Ser 2020-A, Cl B
1.180%, 01/22/2024 (D)		1,000		1,010
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl C
1.910%, 09/15/2026 (D)		2,000		2,031
Toyota Lease Owner Trust, Ser 2021-B, Cl A2
0.250%, 03/20/2024 (D)		345		345
Tricolor Auto Securitization Trust, Ser 2021- 1A, Cl A
0.740%, 04/15/2024 (D)		311		311
United Auto Credit Securitization Trust, Ser 2021-1, Cl B
0.680%, 03/11/2024 (D)		550		551
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl C
2.840%, 07/15/2024 (D)		390		394
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/2026 (D)		230		230
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A
0.320%, 04/15/2025 (D)		185		185
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B
0.620%, 07/15/2026 (D)		140		140
Wheels SPV 2 LLC, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (D)		174		174
				36,165
Credit Cards — 0.9%
Capital One Multi-Asset Execution Trust, Ser 2017-A5, Cl A5
0.676%, VAR ICE LIBOR USD 1 Month+0.580%, 07/15/2027		4,785		4,845

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Discover Card Execution Note Trust, Ser 2017-A5, Cl A5
0.696%, VAR ICE LIBOR USD 1 Month+0.600%, 12/15/2026	$	2,645	$	2,679
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A
1.540%, 03/20/2026 (D)		355		356
				7,880
Mortgage Related Securities — 0.6%
ABFC Trust, Ser 2005-OPT1, Cl M1
0.774%, VAR ICE LIBOR USD 1 Month+0.690%, 07/25/2035		330		330
Accredited Mortgage Loan Trust, Ser 2004- 4, Cl A1A
0.764%, VAR ICE LIBOR USD 1 Month+0.680%, 01/25/2035		24		24
ACE Securities Home Equity Loan Trust, Ser 2005-SD1, Cl M2
1.959%, VAR ICE LIBOR USD 1 Month+1.875%, 11/25/2050		1,192		1,203
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-3, Cl M1
0.984%, VAR ICE LIBOR USD 1 Month+0.900%, 09/25/2034		1,249		1,250
Bravo Mortgage Asset Trust, Ser 2006-1A, Cl A2
0.324%, VAR ICE LIBOR USD 1 Month+0.240%, 07/25/2036 (D)		75		75
Irwin Home Equity Loan Trust, Ser 2006-1, Cl 2A3
6.270%, 09/25/2035 (D)		39		40
Morgan Stanley Dean Witter Capital I Trust, Ser 2002-HE2, Cl A1
0.944%, VAR ICE LIBOR USD 1 Month+0.860%, 08/25/2032 (D)		1,041		1,040
NovaStar Mortgage Funding Trust, Ser 2004-4, Cl M5
1.809%, VAR ICE LIBOR USD 1 Month+1.725%, 03/25/2035		213		213
Structured Asset Securities Mortgage Loan Trust, Ser 2005-NC2, Cl M4
0.789%, VAR ICE LIBOR USD 1 Month+0.705%, 05/25/2035		555		556
				4,731
Other Asset-Backed Securities — 18.5%
321 Henderson Receivables I LLC, Ser 2007- 1A, Cl A1
0.296%, VAR ICE LIBOR USD 1 Month+0.200%, 03/15/2042 (D)		1,706		1,649

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Affirm Asset Securitization Trust, Ser 2020- Z1, Cl A
3.460%, 10/15/2024 (D)	$	60	$	61
Affirm Asset Securitization Trust, Ser 2020- Z2, Cl A
1.900%, 01/15/2025 (D)		155		157
Affirm Asset Securitization Trust, Ser 2021- A, Cl A
0.880%, 08/15/2025 (D)		100		100
Affirm Asset Securitization Trust, Ser 2021- B, Cl A
1.030%, 08/17/2026 (D)		260		260
Affirm Asset Securitization Trust, Ser 2021- Z1, Cl A
1.070%, 08/15/2025 (D)		283		283
Allegro CLO II-S, Ser 2018-1RA, Cl A1
1.214%, VAR ICE LIBOR USD 3 Month+1.080%, 10/21/2028 (D)		2,085		2,087
Ameriquest Mortgage Securities Pass- Through Certificates, Ser 2004-R2, Cl A1A
0.774%, VAR ICE LIBOR USD 1 Month+0.690%, 04/25/2034		1		1
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (D)		315		315
Amur Equipment Finance Receivables VII LLC, Ser 2019-1A, Cl B
2.800%, 03/20/2025 (D)		1,500		1,539
Anchorage Capital CLO, Ser 2018-5RA, Cl A
1.116%, VAR ICE LIBOR USD 3 Month+0.990%, 01/15/2030 (D)		1,730		1,731
Apidos CLO XII, Ser 2018-12A, Cl AR
1.206%, VAR ICE LIBOR USD 3 Month+1.080%, 04/15/2031 (D)		725		725
Apidos CLO XV, Ser 2018-15A, Cl A1RR
1.144%, VAR ICE LIBOR USD 3 Month+1.010%, 04/20/2031 (D)		410		410
Arm Master Trust, Ser 2021-T2, Cl A
1.420%, 01/15/2024 (D)		1,000		1,000
ASSURANT CLO I, Ser 2017-1A, Cl A
1.384%, VAR ICE LIBOR USD 3 Month+1.250%, 10/20/2029 (D)		2,000		2,000
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (D)		195		195
Avery Point IV CLO, Ser 2014-1A, Cl D
3.625%, VAR ICE LIBOR USD 3 Month+3.500%, 04/25/2026 (D)		800		803
Avery Point IV CLO, Ser 2017-1A, Cl CR
2.475%, VAR ICE LIBOR USD 3 Month+2.350%, 04/25/2026 (D)		2,000		2,003

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Avery Point VII CLO, Ser 2019-7A, Cl DR
3.726%, VAR ICE LIBOR USD 3 Month+3.600%, 01/15/2028 (D)	$	500	$	504
Bain Capital Credit CLO, Ser 2018-1A, Cl A1
1.098%, VAR ICE LIBOR USD 3 Month+0.960%, 04/23/2031 (D)		450		450
Barings CLO, Ser 2017-IA, Cl AR
0.934%, VAR ICE LIBOR USD 3 Month+0.800%, 01/20/2028 (D)		3,432		3,434
Bayview Opportunity Master Fund IVa Trust, Ser 2017-RT1, Cl A1
3.000%, 03/28/2057 (B)(D)		1,021		1,034
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (B)(D)		386		390
Bear Stearns Asset Backed Securities Trust, Ser 2005-SD2, Cl 2M2
1.584%, VAR ICE LIBOR USD 1 Month+1.500%, 12/25/2044		1,154		1,152
BlueMountain CLO, Ser 2018-2A, Cl A1R
1.064%, VAR ICE LIBOR USD 3 Month+0.930%, 07/18/2027 (D)		2,401		2,403
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A
3.280%, 09/26/2033 (D)		1,114		1,168
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
1.104%, VAR ICE LIBOR USD 3 Month+0.970%, 04/17/2031 (D)		648		648
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
1.000%, VAR ICE LIBOR USD 3 Month+0.980%, 07/20/2031 (D)		310		310
Carlyle US CLO, Ser 2021-2A, Cl A1R
1.184%, VAR ICE LIBOR USD 3 Month+1.050%, 07/20/2031 (D)		1,450		1,450
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (D)		100		100
CIFC Funding, Ser 2018-5A, Cl A1R
0.985%, VAR ICE LIBOR USD 3 Month+0.860%, 10/25/2027 (D)		3,263		3,253
CIFC Funding, Ser 2020-2A, Cl A1
1.784%, VAR ICE LIBOR USD 3
Month+1.650%, 08/24/2032 (D)		375		375
CIFC Funding, Ser 2018-3A, Cl AR
1.004%, VAR ICE LIBOR USD 3 Month+0.870%, 04/19/2029 (D)		860		860
Citigroup Mortgage Loan Trust, Ser 2007- WFH4, Cl A2C
1.384%, VAR ICE LIBOR USD 1 Month+1.300%, 07/25/2037		208		208
CNH Equipment Trust, Ser 2020-A, Cl A2
1.080%, 07/17/2023		22		22

22 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CNH Equipment Trust, Ser 2021-A, Cl A2
0.230%, 03/15/2024	$	209	$	209
Columbia Cent CLO, Ser 2018-27A, Cl A1
1.275%, VAR ICE LIBOR USD 3 Month+1.150%, 10/25/2028 (D)		586		586
Conn’s Receivables Funding LLC, Ser 2020- A, Cl A
1.710%, 06/16/2025 (D)		52		52
Consumer Loan Underlying Bond CLUB Credit Trust, Ser 2020-P1, Cl A
2.260%, 03/15/2028 (D)		57		57
CoreVest American Finance Trust, Ser 2018- 1, Cl A
3.804%, 06/15/2051 (D)		1,376		1,408
Countrywide Asset-Backed Certificates, Ser 2006-4, Cl 2A3
0.664%, VAR ICE LIBOR USD 1 Month+0.580%, 07/25/2036		986		986
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB7, Cl M1
0.699%, VAR ICE LIBOR USD 1 Month+0.615%, 11/25/2035		975		974
Crossroads Asset Trust, Ser 2021-A, Cl A1
0.374%, 12/20/2021 (D)		70		70
Crossroads Asset Trust, Ser 2021-A, Cl A2
0.820%, 03/20/2024 (D)		230		230
CWABS Revolving Home Equity Loan Trust, Ser 2004-I, Cl A
0.386%, VAR ICE LIBOR USD 1 Month+0.290%, 02/15/2034		1,022		1,017
CWHEQ Revolving Home Equity Loan Resecuritization Trust, Ser 2006-RES, Cl 4L1A
0.376%, VAR ICE LIBOR USD 1 Month+0.280%, 02/15/2034 (D)		297		295
DB Master Finance LLC, Ser 2019-1A, Cl A2I
3.787%, 05/20/2049 (D)		118		118
Dell Equipment Finance Trust, Ser 2021-1, Cl A2
0.330%, 05/22/2026 (D)		395		395
Denali Capital CLO XI, Ser 2018-1A, Cl A2RR
1.784%, VAR ICE LIBOR USD 3 Month+1.650%, 10/20/2028 (D)		1,000		1,000
DLLAD LLC, Ser 2021-1A, Cl A2
0.350%, 09/20/2024 (D)		270		270
ECMC Group Student Loan Trust, Ser 2020- 3A, Cl A1B
1.084%, VAR ICE LIBOR USD 1 Month+1.000%, 01/27/2070 (D)		932		945
Educational Funding of the South, Ser 2011- 1, Cl A2
0.775%, VAR ICE LIBOR USD 3 Month+0.650%, 04/25/2035		190		192

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Elara HGV Timeshare Issuer LLC, Ser 2017- A, Cl A
2.690%, 03/25/2030 (D)	$	592	$	609
Elara HGV Timeshare Issuer LLC, Ser 2019- A, Cl A
2.610%, 01/25/2034 (D)		1,569		1,604
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (D)		116		116
Gallatin CLO IX, Ser 2018-1A, Cl D1
3.234%, VAR ICE LIBOR USD 3 Month+3.100%, 01/21/2028 (D)		700		701
Gallatin CLO VIII, Ser 2017-1A, Cl B
1.776%, VAR ICE LIBOR USD 3 Month+1.650%, 07/15/2027 (D)		1,500		1,500
GreatAmerica Leasing Receivables Funding LLC, Ser 2020-1, Cl A2
1.760%, 06/15/2022 (D)		100		101
GreatAmerica Leasing Receivables Funding LLC, Ser 2021-1, Cl A2
0.270%, 06/15/2023 (D)		515		515
GSAMP Trust, Ser 2005-SEA2, Cl B1
1.959%, VAR ICE LIBOR USD 1 Month+1.875%, 01/25/2045 (D)		1,237		1,240
Home Partners of America Trust, Ser 2017- 1, Cl A
0.910%, VAR ICE LIBOR USD 1 Month+0.817%, 07/17/2034 (D)		3,441		3,443
Home Partners of America Trust, Ser 2017- 1, Cl B
1.443%, VAR ICE LIBOR USD 1 Month+1.350%, 07/17/2034 (D)		2,250		2,256
Home Partners of America Trust, Ser 2018- 1, Cl A
0.993%, VAR ICE LIBOR USD 1 Month+0.900%, 07/17/2037 (D)		1,256		1,258
HPEFS Equipment Trust, Ser 2020-1A, Cl A2
1.730%, 02/20/2030 (D)		48		48
HPEFS Equipment Trust, Ser 2021-1A, Cl A2
0.270%, 03/20/2031 (D)		185		185
HPEFS Equipment Trust, Ser 2021-2A, Cl B
0.610%, 09/20/2028 (D)		155		155
Invitation Homes Trust, Ser 2017-SFR2, Cl B
1.243%, VAR ICE LIBOR USD 1 Month+1.150%, 12/17/2036 (D)		587		587
Invitation Homes Trust, Ser 2018-SFR1, Cl A
0.793%, VAR ICE LIBOR USD 1 Month+0.700%, 03/17/2037 (D)		1,712		1,714
Invitation Homes Trust, Ser 2018-SFR1, Cl B
1.043%, VAR ICE LIBOR USD 1 Month+0.950%, 03/17/2037 (D)		1,500		1,502
Invitation Homes Trust, Ser 2018-SFR1, Cl C
1.343%, VAR ICE LIBOR USD 1 Month+1.250%, 03/17/2037 (D)		2,200		2,203

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Invitation Homes Trust, Ser 2018-SFR3, Cl A
1.093%, VAR ICE LIBOR USD 1 Month+1.000%, 07/17/2037 (D)	$	2,973	$	2,979
Invitation Homes Trust, Ser 2018-SFR3, Cl C
1.393%, VAR ICE LIBOR USD 1 Month+1.300%, 07/17/2037 (D)		2,000		2,003
Invitation Homes Trust, Ser 2018-SFR4, Cl C
1.493%, VAR ICE LIBOR USD 1 Month+1.400%, 01/17/2038 (D)		2,000		2,003
John Deere Owner Trust, Ser 2021-A, Cl A2
0.200%, 12/15/2023		200		200
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B
1.139%, VAR ICE LIBOR USD 1 Month+1.050%, 11/25/2050		1,876		1,891
Kentucky Higher Education Student Loan, Ser 2021-1, Cl A1B
0.869%, VAR ICE LIBOR USD 1 Month+0.780%, 03/25/2051		3,537		3,543
Keycorp Student Loan Trust, Ser 2000-B, Cl A2
0.435%, VAR ICE LIBOR USD 3 Month+0.310%, 07/25/2029		831		829
KKR CLO 12, Ser 2018-12, Cl AR2A
1.261%, VAR ICE LIBOR USD 3 Month+1.135%, 10/15/2030 (D)		500		–
KKR CLO 21, Ser 2018-21, Cl A
1.126%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (D)		580		580
Kubota Credit Owner Trust, Ser 2020-2A, Cl A2
0.410%, 06/15/2023 (D)		101		101
LCM XXIV, Ser 2021-24A, Cl AR
1.114%, VAR ICE LIBOR USD 3 Month+0.980%, 03/20/2030 (D)		280		280
Long Beach Mortgage Loan Trust, Ser 2004- 1, Cl M2
0.909%, VAR ICE LIBOR USD 1 Month+0.825%, 02/25/2034		772		771
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
1.134%, VAR ICE LIBOR USD 3 Month+1.000%, 07/21/2030 (D)		250		250
Madison Park Funding XXX, Ser 2018-30A, Cl A
0.876%, VAR ICE LIBOR USD 3 Month+0.750%, 04/15/2029 (D)		997		997
Magnetite VIII, Ser 2018-8A, Cl AR2
1.106%, VAR ICE LIBOR USD 3 Month+0.980%, 04/15/2031 (D)		780		780
Magnetite XVIII, Ser 2018-18A, Cl BR
1.625%, VAR ICE LIBOR USD 3 Month+1.500%, 11/15/2028 (D)		1,000		1,001

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Marlette Funding Trust, Ser 2019-2A, Cl A
3.130%, 07/16/2029 (D)	$	14	$	14
Marlette Funding Trust, Ser 2020-1A, Cl A
2.240%, 03/15/2030 (D)		18		18
Marlette Funding Trust, Ser 2020-2A, Cl A
1.020%, 09/16/2030 (D)		20		20
Marlette Funding Trust, Ser 2021-1A, Cl A
0.600%, 06/16/2031 (D)		85		85
Marlette Funding Trust, Ser 2021-2A, Cl A
0.510%, 09/15/2031 (D)		135		135
MetLife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (B)(D)		189		194
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061 (B)(D)		235		239
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B
0.834%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2061		956		958
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B
0.784%, VAR ICE LIBOR USD 1 Month+0.700%, 03/25/2061		3,439		3,448
MMAF Equipment Finance LLC, Ser 2018-A, Cl A4
3.390%, 01/10/2025 (D)		1,500		1,526
MMAF Equipment Finance LLC, Ser 2019-B, Cl A2
2.070%, 10/12/2022 (D)		34		34
MMAF Equipment Finance LLC, Ser 2020- BA, Cl A2
0.380%, 08/14/2023 (D)		106		106
Mountain View CLO 2017-1 LLC, Ser 2020- 1A, Cl AR
1.216%, VAR ICE LIBOR USD 3 Month+1.090%, 10/16/2029 (D)		1,100		1,100
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2B
1.146%, VAR ICE LIBOR USD 1 Month+1.050%, 12/15/2059 (D)		3,483		3,524
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (D)		1,348		1,359
Navient Student Loan Trust, Ser 2021-1A, Cl A1B
0.684%, VAR ICE LIBOR USD 1 Month+0.600%, 12/26/2069 (D)		1,428		1,437
Navient Student Loan Trust, Ser 2021-2A, Cl A1B
0.634%, VAR ICE LIBOR USD 1 Month+0.550%, 02/25/2070 (D)		1,955		1,955

24 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR
1.064%, VAR ICE LIBOR USD 3 Month+0.930%, 10/18/2029 (D)	$	590	$	590
New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B
1.284%, VAR ICE LIBOR USD 1 Month+1.200%, 09/25/2060		1,063		1,097
New Residential Mortgage LLC, Ser 2018- FNT1, Cl B
3.910%, 05/25/2023 (D)		638		638
New Residential Mortgage LLC, Ser 2018- FNT2, Cl A
3.790%, 07/25/2054 (D)		912		912
OCP CLO, Ser 2017-10A, Cl BR
1.975%, VAR ICE LIBOR USD 3 Month+1.850%, 10/26/2027 (D)		2,000		1,994
Oxford Finance Funding LLC, Ser 2020-1A, Cl A2
3.101%, 02/15/2028 (D)		1,500		1,541
OZLM XII, Ser 2018-12A, Cl A1R
1.179%, VAR ICE LIBOR USD 3 Month+1.050%, 04/30/2027 (D)		152		152
Palmer Square Loan Funding, Ser 2018-4A, Cl A1
1.025%, VAR ICE LIBOR USD 3 Month+0.900%, 11/15/2026 (D)		499		498
Palmer Square Loan Funding, Ser 2019-3A, Cl A2
1.731%, VAR ICE LIBOR USD 3 Month+1.600%, 08/20/2027 (D)		1,000		1,001
Palmer Square Loan Funding, Ser 2021-3A, Cl A1
0.971%, VAR ICE LIBOR USD 3 Month+0.800%, 07/20/2029 (D)		240		240
PFS Financing, Ser 2020-B, Cl A
1.210%, 06/15/2024 (D)		190		191
Prodigy Finance DAC, Ser 2021-1A, Cl A
1.334%, VAR ICE LIBOR USD 1 Month+1.250%, 07/25/2051 (D)		1,443		1,448
SACO I Trust, Ser 2006-6, Cl A
0.344%, VAR ICE LIBOR USD 1 Month+0.260%, 06/25/2036		246		243
SCF Equipment Leasing LLC, Ser 2020-1A, Cl A2
0.680%, 10/20/2025 (D)		229		229
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2
0.420%, 08/20/2026 (D)		509		510
Signal Peak CLO 4, Ser 2017-4A, Cl A
1.335%, VAR ICE LIBOR USD 3 Month+1.210%, 10/26/2029 (D)		2,000		2,003

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Silver Creek CLO, Ser 2017-1A, Cl E2R
6.534%, VAR ICE LIBOR USD 3 Month+6.400%, 07/20/2030 (D)	$	500	$	498
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B
1.096%, VAR ICE LIBOR USD 1 Month+1.000%, 06/15/2037 (D)		1,236		1,248
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2B
0.934%, VAR ICE LIBOR USD 1 Month+0.850%, 09/15/2054 (D)		2,500		2,524
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B
0.934%, VAR ICE LIBOR USD 1 Month+0.850%, 09/15/2054 (D)		2,485		2,511
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2
0.826%, VAR ICE LIBOR USD 1 Month+0.730%, 01/15/2053 (D)		2,500		2,513
SoFi Consumer Loan Program Trust, Ser 2019-3, Cl A
2.900%, 05/25/2028 (D)		30		30
SoFi Consumer Loan Program Trust, Ser 2019-4, Cl A
2.450%, 08/25/2028 (D)		57		58
SoFi Consumer Loan Program Trust, Ser 2020-1, Cl A
2.020%, 01/25/2029 (D)		67		67
Sonic Capital LLC, Ser 2018-1A, Cl A2
4.026%, 02/20/2048 (D)		413		424
STAR Trust, Ser 2021-SFR1, Cl C
1.143%, VAR ICE LIBOR USD 1 Month+1.050%, 04/17/2038 (D)		1,000		1,000
Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A
0.804%, VAR ICE LIBOR USD 1 Month+0.720%, 11/25/2033		2,195		2,160
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8
1.084%, VAR ICE LIBOR USD 1 Month+1.000%, 09/25/2034		2,912		2,940
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4
1.024%, VAR ICE LIBOR USD 1 Month+0.940%, 09/25/2034		852		848
TAL Advantage VII LLC, Ser 2020-1A, Cl A
2.050%, 09/20/2045 (D)		904		914
TCI-Flatiron CLO, Ser 2017-1A, Cl B
1.684%, VAR ICE LIBOR USD 3 Month+1.560%, 11/18/2030 (D)		500		500
Telos CLO, Ser 2017-3A, Cl AR
1.434%, VAR ICE LIBOR USD 3 Month+1.300%, 07/17/2026 (D)		92		92

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Telos CLO, Ser 2018-5A, Cl A1R
1.084%, VAR ICE LIBOR USD 3 Month+0.950%, 04/17/2028 (D)	$	239	$	239
Towd Point Mortgage Trust, Ser 2016-1, Cl A1B
2.750%, 02/25/2055 (B)(D)		3		3
Towd Point Mortgage Trust, Ser 2016-3, Cl A1
2.250%, 04/25/2056 (B)(D)		35		35
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (B)(D)		119		120
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056 (B)(D)		242		246
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057 (B)(D)		199		201
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(D)		1,220		1,247
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.684%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (D)		1,235		1,236
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (B)(D)		275		280
Towd Point Mortgage Trust, Ser 2018-3, Cl A1
3.750%, 05/25/2058 (B)(D)		1,049		1,094
Towd Point Mortgage Trust, Ser 2019-HY1, Cl A1
1.084%, VAR ICE LIBOR USD 1 Month+1.000%, 10/25/2048 (D)		814		819
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2
1.984%, VAR ICE LIBOR USD 1 Month+1.900%, 05/25/2058 (D)		3,000		3,106
Towd Point Mortgage Trust, Ser 2019-SJ3, Cl M2
3.500%, 11/25/2059 (B)(D)		2,000		2,011
Treman Park CLO, Ser 2018-1A, Cl ARR
1.204%, VAR ICE LIBOR USD 3 Month+1.070%, 10/20/2028 (D)		371		371
Tryon Park CLO, Ser 2018-1A, Cl A1SR
1.016%, VAR ICE LIBOR USD 3 Month+0.890%, 04/15/2029 (D)		5,573		5,578
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (D)		267		268

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Upstart Securitization Trust, Ser 2021-2, Cl A
0.910%, 06/20/2031 (D)	$	354	$	355
Venture XX CLO, Ser 2017-20A, Cl CR
2.026%, VAR ICE LIBOR USD 3 Month+1.900%, 04/15/2027 (D)		750		750
VERDE CLO, Ser 2021-1A, Cl XR
0.876%, VAR ICE LIBOR USD 3 Month+0.750%, 04/15/2032 (D)		569		569
Verizon Owner Trust, Ser 2020-B, Cl A
0.470%, 02/20/2025		225		226
Vibrant CLO VI, Ser 2021-6A, Cl AR
1.085%, VAR ICE LIBOR USD 3 Month+0.950%, 06/20/2029 (D)		325		325
Volvo Financial Equipment LLC, Ser 2020- 1A, Cl A2
0.370%, 04/17/2023 (D)		93		93
Voya CLO, Ser 2018-3A, Cl A2R
1.534%, VAR ICE LIBOR USD 3 Month+1.400%, 10/18/2031 (D)		818		819
Voya CLO, Ser 2020-2A, Cl A1RR
1.154%, VAR ICE LIBOR USD 3 Month+1.020%, 04/17/2030 (D)		298		298
VSE 2016-A VOI Mortgage LLC, Ser 2016-A, Cl A
2.540%, 07/20/2033 (D)		1,167		1,166
VSE 2016-A VOI Mortgage LLC, Ser 2016-A, Cl B
2.740%, 07/20/2033 (D)		527		526
VSE VOI Mortgage, Ser 2017-A, Cl A
2.330%, 03/20/2035 (D)		817		835
Westgate Resorts LLC, Ser 2020-1A, Cl A
2.713%, 03/20/2034 (D)		1,391		1,419
				151,830
Total Asset-Backed Securities (Cost $200,449) ($ Thousands)				200,606
CORPORATE OBLIGATIONS — 9.0%
Communication Services — 0.2%
AT&T
0.690%, VAR United States Secured Overnight Financing Rate+0.640%, 03/25/2024		475		476
Diamond Sports Group LLC
5.375%, 08/15/2026 (D)		853		566
NTT Finance
0.373%, 03/03/2023 (D)		250		250

26 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Verizon Communications
0.840%, VAR United States Secured Overnight Financing Rate+0.790%, 03/20/2026	$	350	$	356
0.550%, VAR United States Secured Overnight Financing Rate+0.500%, 03/22/2024		350		352
				2,000
Consumer Discretionary — 1.5%
7-Eleven
0.625%, 02/10/2023 (D)		225		225
American Honda Finance MTN
0.254%, VAR ICE LIBOR USD 3 Month+0.120%, 01/21/2022		325		325
BCPE Ulysses Intermediate
7.750%cash/0% PIK, 04/01/2027 (D)		1,684		1,668
Daimler Finance North America LLC
3.750%, 11/05/2021 (D)		225		226
2.200%, 10/30/2021 (D)		975		978
Ford Motor Credit LLC
1.416%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		500		500
General Motors Financial
4.250%, 05/15/2023		300		318
0.810%, VAR United States Secured Overnight Financing Rate+0.760%, 03/08/2024		400		404
Howard University
2.801%, 10/01/2023		240		249
2.638%, 10/01/2021		100		100
Hyundai Capital America MTN
0.800%, 04/03/2023 (D)		360		360
LBM Acquisition LLC
6.250%, 01/15/2029 (D)		1,304		1,312
Lennar
4.750%, 11/15/2022		400		415
Mohegan Gaming & Entertainment
8.000%, 02/01/2026 (D)		845		885
Nissan Motor Acceptance MTN
1.019%, VAR ICE LIBOR USD 3 Month+0.890%, 01/13/2022 (D)		800		801
Nordstrom
2.300%, 04/08/2024		160		161
Specialty Building Products Holdings LLC
6.375%, 09/30/2026 (D)		1,144		1,204
Toyota Motor Credit MTN
2.600%, 01/11/2022		450		454
0.380%, VAR United States Secured Overnight Financing Rate+0.330%, 01/11/2024		300		301
Volkswagen Group of America Finance LLC
2.700%, 09/26/2022 (D)		725		743

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.500%, 09/24/2021 (D)	$	200	$	200
1.063%, VAR ICE LIBOR USD 3 Month+0.940%, 11/12/2021 (D)		300		301
				12,130
Consumer Staples — 0.3%
Campbell Soup
2.500%, 08/02/2022		400		408
Coca-Cola Europacific Partners
0.500%, 05/05/2023 (D)		725		725
Conagra Brands
3.250%, 09/15/2022		349		359
0.500%, 08/11/2023		225		225
GEMS MENASA Cayman
7.125%, 07/31/2026 (D)		587		607
Mondelez International Holdings Netherlands BV
2.000%, 10/28/2021 (D)		500		501
				2,825
Energy — 0.1%
Diamondback Energy
0.900%, 03/24/2023		500		500
Pioneer Natural Resources
0.550%, 05/15/2023		175		175
Southern Natural Gas LLC
0.625%, 04/28/2023 (D)		205		205
				880
Financials — 3.3%
AIG Global Funding
2.300%, 07/01/2022 (D)		575		585
American Express
2.500%, 08/01/2022		475		484
AmWINS Group
4.875%, 06/30/2029 (D)		115		117
Athene Global Funding
3.000%, 07/01/2022 (D)		600		613
0.750%, VAR United States Secured Overnight Financing Rate+0.700%, 05/24/2024 (D)		450		452
Bank of America
0.740%, VAR United States Secured Overnight Financing Rate+0.690%, 04/22/2025		475		479
Bank of Montreal
0.400%, VAR United States Secured Overnight Financing Rate+0.350%, 12/08/2023		350		351

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of Montreal MTN
0.726%, VAR United States Secured Overnight Financing Rate+0.680%, 03/10/2023	$	350	$	353
Bank of New York Mellon MTN
0.310%, VAR United States Secured Overnight Financing Rate+0.260%, 04/26/2024		225		226
Bank of Nova Scotia
0.430%, VAR United States Secured Overnight Financing Rate+0.380%, 07/31/2024		700		701
0.330%, VAR United States Secured Overnight Financing Rate+0.280%, 06/23/2023		300		300
BPCE MTN
3.000%, 05/22/2022 (D)		450		459
Brighthouse Financial Global Funding MTN
0.810%, VAR United States Secured Overnight Financing Rate+0.760%, 04/12/2024 (D)		315		317
Canadian Imperial Bank of Commerce
0.850%, VAR United States Secured Overnight Financing Rate+0.800%, 03/17/2023		300		303
0.447%, VAR United States Secured Overnight Financing Rate+0.400%, 12/14/2023		425		427
Capital One Bank USA
2.014%, VAR United States Secured Overnight Financing Rate+0.616%, 01/27/2023		300		302
Charles Schwab
0.550%, VAR United States Secured Overnight Financing Rate+0.500%, 03/18/2024		300		302
Citigroup
2.750%, 04/25/2022		600		609
2.312%, VAR United States Secured Overnight Financing Rate+0.867%, 11/04/2022		625		627
0.719%, VAR United States Secured Overnight Financing Rate+0.669%, 05/01/2025		300		301
Citizens Bank
3.250%, 02/14/2022		1,000		1,011
CNA Financial
7.250%, 11/15/2023		100		114
Cooperatieve Rabobank UA
0.350%, VAR United States Secured Overnight Financing Rate+0.300%, 01/12/2024		250		250

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Suisse NY
0.520%, 08/09/2023	$	475	$	476
0.440%, VAR United States Secured Overnight Financing Rate+0.390%, 02/02/2024		375		375
Danske Bank
5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.730%, 01/12/2023 (D)		450		457
3.001%, VAR ICE LIBOR USD 3 Month+1.249%, 09/20/2022 (D)		250		250
2.000%, 09/08/2021 (D)		200		200
Deutsche Bank NY
4.250%, 10/14/2021		425		427
Equitable Financial Life Global Funding
0.440%, VAR United States Secured Overnight Financing Rate+0.390%, 04/06/2023 (D)		400		401
Goldman Sachs Group
0.547%, VAR United States Secured Overnight Financing Rate+0.500%, 09/10/2024		150		150
0.480%, VAR United States Secured Overnight Financing Rate+0.430%, 03/08/2023		275		275
0.460%, VAR United States Secured Overnight Financing Rate+0.410%, 01/27/2023		375		375
ING Groep
1.296%, VAR ICE LIBOR USD 3 Month+1.150%, 03/29/2022		700		704
Intercontinental Exchange
0.769%, VAR ICE LIBOR USD 3 Month+0.650%, 06/15/2023		325		325
JPMorgan Chase
0.935%, VAR United States Secured Overnight Financing Rate+0.885%, 04/22/2027		475		482
0.630%, VAR United States Secured Overnight Financing Rate+0.580%, 06/23/2025		200		201
0.629%, VAR United States Secured Overnight Financing Rate+0.580%, 03/16/2024		350		352
KeyBank
0.390%, VAR United States Secured Overnight Financing Rate+0.340%, 01/03/2024		475		476
0.370%, VAR United States Secured Overnight Financing Rate+0.320%, 06/14/2024		250		250
Macquarie Bank MTN
0.441%, 12/16/2022 (D)		200		200

28 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MassMutual Global Funding II
0.410%, VAR United States Secured Overnight Financing Rate+0.360%, 04/12/2024 (D)	$	600	$	601
Metropolitan Life Global Funding I MTN
0.620%, VAR United States Secured Overnight Financing Rate+0.570%, 01/13/2023 (D)		350		352
Midcap Financial Issuer Trust
5.625%, 01/15/2030 (D)		350		348
Mizuho Financial Group
0.759%, VAR ICE LIBOR USD 3 Month+0.630%, 05/25/2024		525		528
Morgan Stanley
0.731%, VAR United States Secured Overnight Financing Rate+0.616%, 04/05/2024		175		176
Morgan Stanley MTN
4.875%, 11/01/2022		400		421
2.750%, 05/19/2022		600		611
NASDAQ Inc
0.445%, 12/21/2022		155		155
National Bank of Canada
0.900%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.770%, 08/15/2023		250		251
0.750%, 08/06/2024		350		350
0.540%, VAR United States Secured Overnight Financing Rate+0.490%, 08/06/2024		350		351
Nationwide Building Society
2.000%, 01/27/2023 (D)		200		205
NatWest Markets
0.580%, VAR United States Secured Overnight Financing Rate+0.530%, 08/12/2024 (D)		340		341
Pacific Life Global Funding II
0.500%, 09/23/2023 (D)		185		186
Principal Life Global Funding II
0.500%, VAR United States Secured Overnight Financing Rate+0.450%, 04/12/2024 (D)		130		130
Royal Bank of Canada MTN
0.500%, VAR United States Secured Overnight Financing Rate+0.450%, 10/26/2023		225		226
0.350%, VAR United States Secured Overnight Financing Rate+0.300%, 01/19/2024		300		300
Skandinaviska Enskilda Banken
0.550%, 09/01/2023 (D)		200		201

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Standard Chartered PLC
2.744%, VAR ICE LIBOR USD 3 Month+1.200%, 09/10/2022 (D)	$	345	$	345
Toronto-Dominion Bank MTN
0.530%, VAR United States Secured Overnight Financing Rate+0.480%, 01/27/2023		250		252
0.500%, VAR United States Secured Overnight Financing Rate+0.450%, 09/28/2023		250		252
0.405%, VAR United States Secured Overnight Financing Rate+0.355%, 03/04/2024		225		226
0.290%, VAR United States Secured Overnight Financing Rate+0.240%, 01/06/2023		350		351
Truist Financial MTN
0.444%, VAR United States Secured Overnight Financing Rate+0.400%, 06/09/2025		250		251
UBS
0.700%, 08/09/2024 (D)		300		300
0.500%, VAR United States Secured Overnight Financing Rate+0.450%, 08/09/2024 (D)		400		402
UBS MTN
0.410%, VAR United States Secured Overnight Financing Rate+0.360%, 02/09/2024 (D)		250		252
UniCredit MTN
6.572%, 01/14/2022 (D)		350		357
Zions Bancorp
3.350%, 03/04/2022		2,000		2,026
				26,806
Health Care — 0.5%
AbbVie
3.375%, 11/14/2021		250		252
AmerisourceBergen
0.737%, 03/15/2023		340		341
AstraZeneca
0.300%, 05/26/2023		225		225
Baxalta
3.600%, 06/23/2022		675		689
Bristol-Myers Squibb
0.537%, 11/13/2023		250		250
Global Medical Response
6.500%, 10/01/2025 (D)		890		918
Humana
0.650%, 08/03/2023		315		315
Illumina
0.550%, 03/23/2023		225		225

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 29

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Royalty Pharma
0.750%, 09/02/2023	$	450	$	452
Stryker
0.600%, 12/01/2023		160		160
Viatris
1.125%, 06/22/2022 (D)		250		251
				4,078
Industrials — 1.2%
AerCap Ireland Capital DAC
4.450%, 12/16/2021		2,000		2,016
Artera Services LLC
9.033%, 12/04/2025 (D)		700		765
Boeing
2.700%, 05/01/2022		300		305
1.167%, 02/04/2023		325		325
Builders FirstSource
4.250%, 02/01/2032 (D)		493		507
DAE Funding LLC
5.250%, 11/15/2021 (D)		325		326
DAE Funding LLC MTN
1.550%, 08/01/2024 (D)		205		205
First Student Bidco
4.000%, 07/31/2029 (D)		340		337
Intelligent Packaging Finco
6.000%, 09/15/2028 (D)		1,109		1,159
L3Harris Technologies
0.878%, VAR ICE LIBOR USD 3 Month+0.750%, 03/10/2023		350		352
Madison IAQ LLC
4.125%, 06/30/2028 (D)		189		190
Otis Worldwide
0.595%, VAR ICE LIBOR USD 3 Month+0.450%, 04/05/2023		360		360
Raytheon Technologies
3.100%, 11/15/2021		393		393
Roper Technologies
0.450%, 08/15/2022		90		90
Siemens Financieringsmaatschappij
0.480%, VAR United States Secured Overnight Financing Rate+0.430%, 03/11/2024 (D)		400		403
TK Elevator US Newco
5.250%, 07/15/2027 (D)		492		520
Vertical Holdco GmbH
7.625%, 07/15/2028 (D)		460		498
WASH Multifamily Acquisition
5.750%, 04/15/2026 (D)		695		727
				9,478

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 0.5%
Ahead DB Holdings LLC
6.625%, 05/01/2028 (D)	$	288	$	293
Clarivate Science Holdings
3.875%, 07/01/2028 (D)		228		232
Diebold Nixdorf
9.375%, 07/15/2025 (D)		1,083		1,190
Fidelity National Information Services
0.375%, 03/01/2023		275		275
Hewlett Packard Enterprise
0.858%, VAR ICE LIBOR USD 3 Month+0.720%, 10/05/2021		300		300
Microchip Technology
0.972%, 02/15/2024 (D)		205		205
Paysafe Finance
4.000%, 06/15/2029 (D)		720		694
Skyworks Solutions
0.900%, 06/01/2023		80		80
SYNNEX
1.250%, 08/09/2024 (D)		475		476
VMware
0.600%, 08/15/2023		275		275
				4,020
Materials — 0.4%
Chemours
4.625%, 11/15/2029 (D)		640		636
International Flavors & Fragrances
0.697%, 09/15/2022 (D)		105		105
LYB International Finance III LLC
1.145%, VAR ICE LIBOR USD 3 Month+1.000%, 10/01/2023		275		275
Martin Marietta Materials
0.650%, 07/15/2023		140		140
SCIH Salt Holdings
6.625%, 05/01/2029 (D)		658		647
4.875%, 05/01/2028 (D)		565		569
Venator Finance Sarl
9.500%, 07/01/2025 (D)		324		360
5.750%, 07/15/2025 (D)		536		506
				3,238
Real Estate — 0.0%
Public Storage
0.520%, VAR United States Secured Overnight Financing Rate+0.470%, 04/23/2024		225		225
Utilities — 1.0%
Atmos Energy
0.625%, 03/09/2023		300		300

30 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Calpine
3.750%, 03/01/2031 (D)	$	730	$	716
CenterPoint Energy
0.700%, VAR United States Secured Overnight Financing Rate+0.650%, 05/13/2024		225		225
CenterPoint Energy Resources
0.620%, VAR ICE LIBOR USD 3 Month+0.500%, 03/02/2023		500		500
Dominion Energy
2.450%, 01/15/2023 (D)		250		257
0.649%, VAR ICE LIBOR USD 3 Month+0.530%, 09/15/2023		275		275
DTE Energy
0.550%, 11/01/2022		275		276
Duke Energy
0.300%, VAR United States Secured Overnight Financing Rate+0.250%, 06/10/2023		250		250
Duke Energy Progress LLC
0.305%, VAR ICE LIBOR USD 3 Month+0.180%, 02/18/2022		450		450
Edison International
3.125%, 11/15/2022		2,000		2,057
Florida Power & Light
0.300%, VAR United States Secured Overnight Financing Rate+0.250%, 05/10/2023		350		350
Mississippi Power
0.350%, VAR United States Secured Overnight Financing Rate+0.300%, 06/28/2024		195		196
NextEra Energy Capital Holdings
0.590%, VAR United States Secured Overnight Financing Rate+0.540%, 03/01/2023		260		261
0.401%, VAR ICE LIBOR USD 3 Month+0.270%, 02/22/2023		400		400
ONE Gas
0.735%, VAR ICE LIBOR USD 3 Month+0.610%, 03/11/2023		400		400
PPL Electric Utilities
0.381%, VAR United States Secured Overnight Financing Rate+0.330%, 06/24/2024		425		425
Puget Energy
6.000%, 09/01/2021		221		221

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Southern California Edison
0.389%, VAR ICE LIBOR USD 3 Month+0.270%, 12/03/2021	$	340	$	340
				7,899
Total Corporate Obligations (Cost $73,287) ($ Thousands)				73,579
MUNICIPAL BONDS — 0.2%
California — 0.1%
California State, GO Callable 10/01/2021 @ 100
0.863%, 04/01/2047 (E)		925		926
University of California, Ser BF, RB
0.455%, 05/15/2022		30		30
				956
Illinois — 0.0%
Chicago, Transit Authority, Ser B, RB
1.838%, 12/01/2023		110		113
Texas — 0.1%
Central Texas, Turnpike System, Ser B, RB
1.980%, 08/15/2042 (E)		190		193
Houston, Texas Airport System Revenue, Ser C, RB
0.883%, 07/01/2022		45		45
				238
Total Municipal Bonds (Cost $1,300) ($ Thousands)				1,307
U.S. TREASURY OBLIGATION — 0.1%
U.S. Treasury Bills
0.140%, 10/07/2021 (F)		1,150		1,150
Total U.S. Treasury Obligation (Cost $1,150) ($ Thousands)				1,150
U.S. GOVERNMENT AGENCY OBLIGATION — 0.1%
FFCB
0.530%, 01/18/2022		500		501
Total U.S. Government Agency Obligation (Cost $500) ($ Thousands)				501

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 31

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CERTIFICATE OF DEPOSIT — 0.0%
Standard Chartered Bank
0.240%, 03/04/2022	$	350	$	350
Total Certificate of Deposit (Cost $350) ($ Thousands)				350
	Shares
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		20,948,289		20,948
Total Cash Equivalent (Cost $20,948) ($ Thousands)				20,948
	Face Amount (Thousands)
REPURCHASE AGREEMENT — 0.3%
BNP Paribas 0.050%, dated 08/31/2021 to be repurchased 09/01/2021, repurchase price $2,700,004 (collateralized by U.S. Government and Treasury obligations, ranging in par value $100 - $28,024,864, 0.000% - 5.500%, 09/09/2021 – 09/01/2050; with total market value $2,754,000) (G)		2,700		2,700
Total Repurchase Agreement (Cost $2,700) ($ Thousands)				2,700
Total Investments in Securities — 101.0% (Cost $827,660) ($ Thousands)			$	829,736

A list of the open future contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of     Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Short Contracts
U.S. 2-Year Treasury Notes		(26)		Jan-2022	$	(5,724	)	$	(5,728	)	$	(4	)
U.S. 5-Year Treasury Notes		(5)		Jan-2022		(617	)		(619	)		(2	)
U.S. 10-Year Treasury Notes		(13)		Dec-2021		(1,734	)		(1,735	)		(1	)
U.S. Long Treasury Bond		(1)		Dec-2021		(164	)		(163	)		1
					$	(8,239	)	$	(8,245	)	$	(6	)

Percentages are based on Net Assets of $821,282 ($ Thousands).

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

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

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

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

(D) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $369,047 ($ Thousands), representing 44.9% of the Net Assets of the Fund.

(E) Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

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

(G) Tri-Party Repurchase Agreement.

32 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FFCB — Federal Farm Credit Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership Ltd — Limited

MTN — Medium Term Note

NASDAQ – National Association of Securities Dealers and Automated Quotations

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

REIT — Real Estate investment Trust

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Loan Participations		–			252,090		17,192		269,282
Mortgage-Backed Securities		–			259,313		–		259,313
Asset-Backed Securities		–			200,606		–		200,606
Corporate Obligations		–			73,579		–		73,579
Municipal Bonds		–			1,307		–		1,307
U.S. Treasury Obligation		–			1,150		–		1,150
U.S. Government Agency Obligation		–			501		–		501
Certificate of Deposit		–			350		–		350
Cash Equivalent		20,948			–		–		20,948
Repurchase Agreement		–			2,700		–		2,700
Total Investments in Securities		20,948			791,596		17,192		829,736
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		1			–		–		1
Unrealized Depreciation		(7	)		–		–		(7	)
Total Other Financial Instruments		(6	)		–		–		(6	)

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

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

	Investments in Loan Participations
Balance as of June 1, 2021	$	21,084
Accrued discounts/premiums		4
Realized gain/(loss)		52
Change in unrealized appreciation/ (depreciation)		(21	)
Purchases		637
Sales		(4,564	)
Net transfer into Level 3		—
Net transfer out of Level 3		—
Ending Balance as of August 31, 2021	$	17,192
Changes in unrealized gains/(losses)included in earnings related to securities still held at reporting date	$	37

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 33

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Opportunistic Income Fund (Continued)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$ 84,979	$210,576	$(274,607)	$ -	$ -	$20,948	20,948,289	$1	$ -

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

34 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 34.3%
U.S. Treasury Bills (A)
0.064%, 08/11/2022	$	5,320	$	5,316
0.052%, 03/03/2022		28,360		28,352
0.047%, 01/20/2022		17,175		17,172
0.046%, 02/24/2022		5,770		5,769
0.045%, 01/27/2022		85,125		85,110
0.045%, 02/03/2022		13,240		13,237
0.045%, 02/10/2022		81,570		81,553
0.043%, 01/06/2022		9,510		9,509
0.041%, 12/21/2021		15,920		15,918
0.037%, 12/09/2021		47,040		47,034
0.036%, 12/14/2021		22,030		22,027
0.025%, 10/05/2021		89,935		89,932
U.S. Treasury Bonds
2.875%, 05/15/2049		1,730		2,089
2.500%, 02/15/2045		4,494		5,006
2.375%, 05/15/2051		94,634		104,511
2.250%, 05/15/2041		50,434		53,964
2.250%, 08/15/2049		2,780		2,976
2.000%, 02/15/2050		7,650		7,773
2.000%, 08/15/2051		132,628		134,990
1.875%, 02/15/2041		10,894		10,977
1.875%, 02/15/2051		27,980		27,622
1.750%, 08/15/2041		144,639		142,356
1.625%, 11/15/2050		26,786		24,922
1.375%, 11/15/2040		54,328		50,287
1.375%, 08/15/2050		75,726		66,237
1.250%, 05/15/2050		73,170		62,029
1.125%, 05/15/2040		29,657		26,420
1.125%, 08/15/2040		36,903		32,760
U.S. Treasury Inflation-Protected Securities
1.375%, 02/15/2044		1,107		1,557
1.000%, 02/15/2046		482		644
0.750%, 02/15/2045		1,950		2,459
0.125%, 02/15/2051		5,609		6,355
U.S. Treasury Notes
2.125%, 05/15/2025		18,779		19,852
2.000%, 02/15/2022		19,293		19,463
1.875%, 02/28/2022		24,424		24,645
1.750%, 11/30/2021		1,768		1,775
1.750%, 02/28/2022		840		847
1.625%, 05/15/2031		22,930		23,643
1.500%, 11/30/2024		14,290		14,772
1.250%, 03/31/2028		13,300		13,488
1.250%, 04/30/2028		36,290		36,782
1.250%, 05/31/2028		50,950		51,619
1.250%, 06/30/2028		7,360		7,451
1.250%, 08/15/2031		115,180		114,586
1.125%, 08/31/2028		187,027		187,524
1.000%, 07/31/2028		18,311		18,219
0.875%, 06/30/2026		128,045		128,755
0.750%, 04/30/2026		20,150		20,166

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.750%, 05/31/2026	$	49,088	$	49,101
0.750%, 08/31/2026		199,979		199,745
0.750%, 01/31/2028		57,096		56,184
0.625%, 07/31/2026		104,924		104,203
0.625%, 12/31/2027		8,840		8,640
0.500%, 02/28/2026		31,325		31,041
0.500%, 08/31/2027		17,957		17,498
0.375%, 04/15/2024		3,046		3,049
0.375%, 07/15/2024		36,929		36,923
0.375%, 08/15/2024		41,938		41,905
0.375%, 11/30/2025		29,953		29,586
0.375%, 12/31/2025		40,884		40,346
0.375%, 01/31/2026		20,675		20,382
0.250%, 11/15/2023		170		170
0.250%, 05/31/2025		40		40
0.250%, 06/30/2025		480		474
0.250%, 08/31/2025		12,255		12,074
0.250%, 09/30/2025		340		335
0.250%, 10/31/2025		24,945		24,529
0.125%, 05/31/2022		6,424		6,427
0.125%, 09/30/2022		11,550		11,555
0.125%, 10/31/2022		23,945		23,949
0.125%, 12/31/2022		32,255		32,251
0.125%, 03/31/2023		34,005		33,988
0.125%, 05/31/2023		18,497		18,481
0.125%, 06/30/2023 (B)		44,345		44,312
0.125%, 07/31/2023		211,470		211,222
0.125%, 08/31/2023		263,662		263,240
0.125%, 09/15/2023		4,946		4,936
0.125%, 01/15/2024		29,194		29,082
Total U.S. Treasury Obligations (Cost $3,227,544) ($ Thousands)				3,226,118
MORTGAGE-BACKED SECURITIES — 31.6%
Agency Mortgage-Backed Obligations — 24.2%
FHLMC
10.000%, 03/17/2026		–		–
7.500%, 08/01/2030 to 12/01/2036		253		289
7.000%, 05/01/2024 to 03/01/2039		80		91
6.500%, 10/01/2031 to 09/01/2039		578		666
6.000%, 01/01/2028 to 08/01/2038		331		377
5.500%, 02/01/2035 to 12/01/2038		1,483		1,723
5.000%, 08/01/2033 to 03/01/2049		10,625		11,800
4.500%, 11/01/2025 to 06/01/2050		14,653		16,160
4.000%, 01/01/2035 to 09/01/2051		39,089		43,102
3.500%, 03/01/2033 to 09/01/2051		105,652		114,172
3.000%, 03/01/2031 to 08/01/2051		79,968		84,816
2.500%, 10/01/2031 to 08/01/2051		26,846		28,211
2.000%, 03/01/2036 to 06/01/2051		39,810		40,700

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC ARM
2.820%, VAR ICE LIBOR USD 12 Month + 1.641%, 05/01/2049	$	1,252	$	1,291
2.613%, VAR ICE LIBOR USD 12 Month + 2.330%, 05/01/2036		39		41
2.313%, VAR ICE LIBOR USD 12 Month + 1.925%, 12/01/2036		51		53
2.147%, VAR ICE LIBOR USD 12 Month + 1.595%, 10/01/2036		11		11
2.090%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.285%, 03/01/2047		767		795
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO
1.666%, 08/27/2028 (C)		2,000		206
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		975		1,015
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1519, Cl X1, IO
0.707%, 12/25/2035 (C)		16,237		1,098
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl X1, IO
1.599%, 10/25/2021 (C)		127		–
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.197%, 05/25/2023 (C)		58,004		94
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025 (C)		605		659
FHLMC Multifamily Structured Pass-Through Certificates, Ser K091, Cl X1, IO
0.704%, 03/25/2029 (C)		3,932		157
FHLMC Multifamily Structured Pass-Through Certificates, Ser K093, Cl X1, IO
1.092%, 05/25/2029 (C)		3,984		260
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.283%, 06/25/2029 (C)		4,850		406
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
1.015%, 06/25/2029 (C)		2,993		186
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.372%, 06/25/2029 (C)		700		64
FHLMC Multifamily Structured Pass-Through Certificates, Ser K101, Cl X1, IO
0.948%, 10/25/2029 (C)		1,296		80
FHLMC Multifamily Structured Pass-Through Certificates, Ser K157, Cl A3
3.990%, 08/25/2033 (C)		4,400		5,365

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K726, Cl X1, IO
1.017%, 04/25/2024 (C)	$	11,133	$	201
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.437%, 07/25/2026 (C)		1,039		55
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.751%, 10/25/2026 (C)		8,454		241
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO
0.658%, 12/25/2027 (C)		2,999		99
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO
0.869%, 03/25/2028 (C)		6,199		254
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.341%, 06/25/2027 (C)		1,574		75
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		1,115		1,227
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		2,210		2,380
FHLMC REMIC CMO, Ser 1999-2174, Cl PN
6.000%, 07/15/2029		9		10
FHLMC REMIC CMO, Ser 2001-2312, Cl Z
6.500%, 05/15/2031		89		100
FHLMC REMIC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		25		29
FHLMC REMIC CMO, Ser 2003-2671, Cl S
14.583%, 09/15/2033 (C)		35		47
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN
4.000%, 10/15/2033		68		74
FHLMC REMIC CMO, Ser 2004-2733, Cl ME
5.000%, 01/15/2034		159		180
FHLMC REMIC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		723		845
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037 (A)		3		3
FHLMC REMIC CMO, Ser 2008-3451, Cl SB, IO
5.935%, 05/15/2038 (C)		102		16
FHLMC REMIC CMO, Ser 2009-3546, Cl A
1.737%, 02/15/2039 (C)		50		52
FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO
6.135%, 01/15/2040 (C)		72		14
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO
5.855%, 05/15/2041 (C)		419		72

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2012-4010, Cl KM
3.000%, 01/15/2042	$	384	$	409
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO
6.515%, 04/15/2042 (C)		40		8
FHLMC REMIC CMO, Ser 2012-4102, Cl TC
2.500%, 09/15/2041		1,657		1,725
FHLMC REMIC CMO, Ser 2012-4119, Cl IN, IO
3.500%, 10/15/2032		337		36
FHLMC REMIC CMO, Ser 2013-4161, Cl BA
2.500%, 12/15/2041		3,834		3,980
FHLMC REMIC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		205		25
FHLMC REMIC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		780		809
FHLMC REMIC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		702		738
FHLMC REMIC CMO, Ser 2013-4227, Cl VA
3.500%, 10/15/2037		1,300		1,319
FHLMC REMIC CMO, Ser 2014-4368, Cl CA
3.750%, 11/15/2036		276		282
FHLMC REMIC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		1,416		1,453
FHLMC REMIC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039		843		860
FHLMC REMIC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		305		309
FHLMC REMIC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		2,317		2,403
FHLMC REMIC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		409		437
FHLMC REMIC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		918		981
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		434		450
FHLMC REMIC CMO, Ser 2018-4846, Cl PF
0.446%, VAR ICE LIBOR USD 1 Month + 0.350%, 12/15/2048		237		237
FHLMC REMIC CMO, Ser 2019-4879, Cl BC
3.000%, 04/15/2049		266		274
FHLMC REMIC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		1,740		1,865
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		2,708		419
FHLMC REMIC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		501		67
FHLMC REMIC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		1,303		192

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050	$	10,459	$	1,479
FHLMC REMIC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		572		87
FHLMC REMIC CMO, Ser 2020-5018, Cl IH, IO
3.500%, 10/25/2050		3,317		528
FHLMC REMIC CMO, Ser 2020-5018, IO
3.500%, 10/25/2050		5,652		897
FHLMC REMIC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		952		122
FHLMC REMIC CMO, Ser 2020-5038, Cl IJ, IO
4.000%, 11/25/2050		8,566		1,224
FHLMC REMIC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		372		47
FHLMC REMIC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		1,560		220
FHLMC REMIC CMO, Ser 2021-5069, Cl MI, IO
2.500%, 02/25/2051		670		91
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		8,532		1,266
FHLMC REMIC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		4,174		4,186
FHLMC REMIC CMO, Ser 2021-5092, Cl DT
1.500%, 11/25/2049		4,431		4,467
FHLMC REMIC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		2,136		2,159
FHLMC STRIPS CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		2,437		2,557
FHLMC STRIPS CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		1,136		1,211
FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO
5.905%, 12/15/2046 (C)		698		150
FHLMC STRIPS CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		3,430		3,674
FNMA
8.000%, 05/01/2023 to 06/01/2031		21		24
7.500%, 02/01/2031 to 11/01/2038		115		131
7.000%, 09/01/2026 to 02/01/2039		742		863
6.500%, 12/01/2022 to 10/01/2037		306		345
6.000%, 02/01/2032 to 07/01/2041		2,251		2,643
5.500%, 12/01/2033 to 06/01/2049		9,481		10,883
5.000%, 07/01/2033 to 03/01/2050		40,551		45,334
4.500%, 08/01/2023 to 01/01/2059		70,825		78,442
4.200%, 01/01/2029		1,665		1,899

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
4.000%, 09/01/2033 to 08/01/2059	$	91,179	$	99,509
3.820%, 07/01/2027		247		280
3.790%, 12/01/2025		3,185		3,424
3.734%, 02/01/2048 (C)		498		567
3.500%, 07/01/2031 to 09/01/2051		103,476		110,889
3.380%, 05/01/2028		115		120
3.310%, 03/01/2028		1,905		2,053
3.160%, 05/01/2029		320		358
3.080%, 01/01/2028		160		177
3.040%, 06/01/2029		1,000		1,117
3.020%, 06/01/2024 to 05/01/2026		3,400		3,490
3.000%, 05/01/2029 to 07/01/2060		173,405		183,737
2.810%, 04/01/2025		250		267
2.790%, 08/01/2029		600		658
2.698%, 04/01/2023 (C)		130		134
2.500%, 03/01/2035 to 08/31/2051		108,495		114,318
2.455%, 04/01/2040		3,020		3,224
2.260%, 04/01/2030		1,071		1,137
2.000%, 05/01/2031 to 07/01/2051		75,786		77,418
1.850%, 09/01/2035		1,230		1,260
1.500%, 12/01/2035 to 03/01/2036		471		479
FNMA ACES, Ser 2014-M3, Cl X2, IO
0.105%, 01/25/2024 (C)		23,080		96
FNMA ACES, Ser 2015-M8, Cl X2, IO
0.181%, 01/25/2025 (C)		68,587		197
FNMA ACES, Ser 2016-M11, Cl AL
2.944%, 07/25/2039		236		249
FNMA ACES, Ser 2017-M7, Cl A2
2.961%, 02/25/2027 (C)		690		750
FNMA ACES, Ser 2017-M8, Cl A2
3.061%, 05/25/2027 (C)		200		220
FNMA ACES, Ser 2018-M15, Cl 1A2
3.700%, 01/25/2036		600		696
FNMA ACES, Ser 2019-M28, Cl AV
2.232%, 02/25/2027		484		511
FNMA ACES, Ser 2019-M4, Cl A2
3.610%, 02/25/2031		330		388
FNMA ACES, Ser 2019-M5, Cl A2
3.273%, 02/25/2029		560		628
FNMA ACES, Ser 2020-M6, Cl A
2.500%, 10/25/2037		187		199
FNMA ARM
2.692%, VAR ICE LIBOR USD 12 Month + 1.586%, 01/01/2046		2,567		2,677
2.688%, VAR ICE LIBOR USD 12 Month + 1.578%, 06/01/2045		805		838
1.994%, VAR ICE LIBOR USD 12 Month + 1.594%, 12/01/2035		24		24
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO
7.000%, 01/25/2032		123		18

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO
6.500%, 02/25/2033	$	163	$	30
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C1, IO
3.000%, 11/25/2026		733		35
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		501		71
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		595		33
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C17, IO
4.000%, 11/25/2041		478		70
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		413		39
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		1,668		1,788
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		2,367		2,580
FNMA Interest STRIPS CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		4,423		695
FNMA REMIC CMO, Ser 1992-143, Cl M
8.000%, 09/25/2022		7		7
FNMA REMIC CMO, Ser 1992-69, Cl Z
8.000%, 05/25/2022		4		4
FNMA REMIC CMO, Ser 1993-149, Cl SH
11.500%, 08/25/2023 (C)		11		12
FNMA REMIC CMO, Ser 1993-99, Cl Z
7.000%, 07/25/2023		48		50
FNMA REMIC CMO, Ser 1994-31, Cl ZC
6.500%, 02/25/2024		41		43
FNMA REMIC CMO, Ser 1994-63, Cl PK
7.000%, 04/25/2024		42		44
FNMA REMIC CMO, Ser 1997-32, Cl PG
6.500%, 04/25/2027		65		72
FNMA REMIC CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		76		80
FNMA REMIC CMO, Ser 2001-52, Cl YZ
6.500%, 10/25/2031		13		15
FNMA REMIC CMO, Ser 2003-124, Cl TS
9.800%, 01/25/2034 (C)		6		7
FNMA REMIC CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		259		297
FNMA REMIC CMO, Ser 2005-74, Cl CS
19.788%, 05/25/2035 (C)		43		53
FNMA REMIC CMO, Ser 2006-104, Cl MI, IO
6.666%, 11/25/2036 (C)		365		45

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO
7.116%, 01/25/2037 (C)	$	275	$	60
FNMA REMIC CMO, Ser 2006-33, Cl LS
29.770%, 05/25/2036 (C)		46		72
FNMA REMIC CMO, Ser 2006-46, Cl SW
23.890%, 06/25/2036 (C)		38		61
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO
6.566%, 03/25/2036 (C)		46		6
FNMA REMIC CMO, Ser 2007-64, Cl FA
0.554%, VAR ICE LIBOR USD 1 Month + 0.470%, 07/25/2037		7		7
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO
6.616%, 07/25/2037 (C)		105		22
FNMA REMIC CMO, Ser 2008-22, Cl SI, IO
6.346%, 03/25/2037 (C)		140		1
FNMA REMIC CMO, Ser 2008-24, Cl NA
6.750%, 06/25/2037		10		12
FNMA REMIC CMO, Ser 2009-103, Cl MB
2.107%, 12/25/2039 (C)		69		72
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037 (A)		655		614
FNMA REMIC CMO, Ser 2010-123, Cl PM
4.000%, 07/25/2040		1,619		1,726
FNMA REMIC CMO, Ser 2010-27, Cl AS, IO
6.396%, 04/25/2040 (C)		465		95
FNMA REMIC CMO, Ser 2011-2, Cl WA
5.849%, 02/25/2051 (C)		64		73
FNMA REMIC CMO, Ser 2011-75, Cl FA
0.634%, VAR ICE LIBOR USD 1 Month + 0.550%, 08/25/2041		52		53
FNMA REMIC CMO, Ser 2011-96, Cl SA, IO
6.466%, 10/25/2041 (C)		992		193
FNMA REMIC CMO, Ser 2012-133, Cl CS, IO
6.066%, 12/25/2042 (C)		537		112
FNMA REMIC CMO, Ser 2012-134, Cl MS, IO
6.066%, 12/25/2042 (C)		225		49
FNMA REMIC CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		971		985
FNMA REMIC CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		10		10
FNMA REMIC CMO, Ser 2012-35, Cl SC, IO
6.416%, 04/25/2042 (C)		254		51
FNMA REMIC CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		342		402
FNMA REMIC CMO, Ser 2012-70, Cl YS, IO
6.566%, 02/25/2041 (C)		33		1
FNMA REMIC CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042 (A)		30		29
FNMA REMIC CMO, Ser 2012-74, Cl SA, IO
6.566%, 03/25/2042 (C)		438		73
FNMA REMIC CMO, Ser 2012-75, Cl NS, IO
6.516%, 07/25/2042 (C)		111		20

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042 (A)	$	60	$	57
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO
0.000%, 10/25/2043 (A)		1,772		1,452
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO
0.000%, 10/25/2043 (A)		778		635
FNMA REMIC CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		3,084		3,136
FNMA REMIC CMO, Ser 2013-124, Cl SB, IO
5.866%, 12/25/2043 (C)		438		85
FNMA REMIC CMO, Ser 2013-26, Cl HI, IO
3.000%, 04/25/2032		253		7
FNMA REMIC CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		1,055		1,092
FNMA REMIC CMO, Ser 2013-54, Cl BS, IO
6.066%, 06/25/2043 (C)		265		57
FNMA REMIC CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		877		1,005
FNMA REMIC CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		819		979
FNMA REMIC CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		657		686
FNMA REMIC CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		3,729		3,854
FNMA REMIC CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		334		344
FNMA REMIC CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		3,729		3,886
FNMA REMIC CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		5,492		5,574
FNMA REMIC CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		1,131		1,188
FNMA REMIC CMO, Ser 2017-42, Cl H
3.000%, 11/25/2043		744		766
FNMA REMIC CMO, Ser 2017-76, Cl SB, IO
6.016%, 10/25/2057 (C)		1,606		326
FNMA REMIC CMO, Ser 2017-85, Cl SC, IO
6.116%, 11/25/2047 (C)		546		99
FNMA REMIC CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		2,160		2,309
FNMA REMIC CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		487		521
FNMA REMIC CMO, Ser 2018-38, Cl PA
3.500%, 06/25/2047		1,467		1,524
FNMA REMIC CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		1,904		1,981
FNMA REMIC CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		1,179		1,233
FNMA REMIC CMO, Ser 2018-86, Cl JA
4.000%, 05/25/2047		287		299
FNMA REMIC CMO, Ser 2019-1, Cl AB
3.500%, 02/25/2049		1,052		1,120

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048	$	2,446	$	2,589
FNMA REMIC CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		950		992
FNMA REMIC CMO, Ser 2019-45, Cl PA
3.000%, 08/25/2049		829		870
FNMA REMIC CMO, Ser 2019-52, Cl PA
3.000%, 09/25/2049		281		292
FNMA REMIC CMO, Ser 2019-79, Cl FA
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 01/25/2050		2,827		2,849
FNMA REMIC CMO, Ser 2020-101, Cl IA, IO
3.500%, 01/25/2051		10,841		1,490
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		2,287		305
FNMA REMIC CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		717		682
FNMA REMIC CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		5,483		5,582
FNMA REMIC CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		1,716		1,753
FNMA REMIC CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		910		140
FNMA REMIC CMO, Ser 2020-57, Cl NI, IO
2.500%, 08/25/2050		843		121
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		3,232		467
FNMA REMIC CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		6,624		1,154
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		5,545		939
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		3,786		605
FNMA REMIC CMO, Ser 2020-74, Cl EI, IO
2.500%, 10/25/2050		458		68
FNMA REMIC CMO, Ser 2020-84, Cl ID, IO
3.500%, 12/25/2050		3,120		466
FNMA REMIC CMO, Ser 2020-89, Cl DI, IO
2.500%, 12/25/2050		2,835		377
FNMA REMIC CMO, Ser 2020-97, Cl AI, IO
2.000%, 01/25/2051		2,635		325
FNMA REMIC CMO, Ser 2020-99, Cl IA, IO
3.500%, 09/25/2049		1,890		312
FNMA REMIC CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		1,841		217
FNMA REMIC CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		6,437		6,496
FNMA REMIC CMO, Ser 2021-3, Cl IB, IO
2.500%, 02/25/2051		2,345		408
FNMA REMIC CMO, Ser 2021-3, Cl QI, IO
2.500%, 02/25/2051		2,498		342

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2021-61, Cl KI, IO
2.500%, 04/25/2049	$	1,700	$	219
FNMA TBA
4.000%, 09/14/2039		1,969		2,109
2.500%, 10/01/2042		179,475		186,051
2.000%, 10/15/2051		209,200		211,660
GNMA
7.000%, 04/15/2026 to 10/15/2032		434		475
6.500%, 01/15/2024 to 07/15/2035		880		993
6.000%, 12/15/2023 to 10/20/2040		2,562		2,989
5.000%, 10/15/2039 to 04/20/2050		18,966		20,606
4.700%, 09/20/2061 (C)		217		233
4.500%, 01/20/2040 to 05/20/2049		21,993		23,835
4.380%, 01/20/2069 (C)		45		47
4.000%, 06/20/2047 to 11/20/2050		32,796		35,073
3.631%, 04/20/2063 (C)		129		133
3.500%, 06/20/2044 to 11/20/2050		31,358		33,442
3.000%, 09/15/2042 to 01/20/2050		20,683		21,957
2.500%, 12/20/2050 to 06/20/2051		51,520		53,529
2.000%, 12/20/2050 to 03/20/2051		5,416		5,534
GNMA ARM
2.250%, VAR US Treas Yield Curve
Rate T Note Const Mat 1 Yr +
1.500%, 07/20/2034		5		5
1.480%, VAR US Treas Yield Curve
Rate T Note Const Mat 1 Yr +
1.440%, 01/20/2060		482		496
GNMA CMO, Ser 2003-60, Cl GS
12.258%, 05/16/2033 (C)		6		7
GNMA CMO, Ser 2005-7, Cl JM
16.510%, 05/18/2034 (C)		1		1
GNMA CMO, Ser 2006-16, Cl GS, IO
6.902%, 04/20/2036 (C)		319		60
GNMA CMO, Ser 2007-78, Cl SA, IO
6.435%, 12/16/2037 (C)		2,072		297
GNMA CMO, Ser 2009-106, Cl KS, IO
6.312%, 11/20/2039 (C)		2,190		352
GNMA CMO, Ser 2009-66, Cl XS, IO
6.705%, 07/16/2039 (C)		14		2
GNMA CMO, Ser 2009-66, Cl LC
6.000%, 08/16/2039		1,341		1,532
GNMA CMO, Ser 2009-8, Cl PS, IO
6.205%, 08/16/2038 (C)		11		1
GNMA CMO, Ser 2010-4, Cl SL, IO
6.305%, 01/16/2040 (C)		65		13
GNMA CMO, Ser 2010-4, Cl NS, IO
6.295%, 01/16/2040 (C)		3,090		588
GNMA CMO, Ser 2010-59, Cl LB
4.500%, 10/20/2039		251		259
GNMA CMO, Ser 2010-85, Cl HS, IO
6.562%, 01/20/2040 (C)		92		5

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2010-H10, Cl FC
1.086%, VAR ICE LIBOR USD 1 Month + 1.000%, 05/20/2060	$	1,525	$	1,546
GNMA CMO, Ser 2010-H26, Cl LF
0.453%, VAR ICE LIBOR USD 1 Month + 0.350%, 08/20/2058		2,320		2,322
GNMA CMO, Ser 2011-146, Cl EI, IO
5.000%, 11/16/2041		35		7
GNMA CMO, Ser 2011-H09, Cl AF
0.603%, VAR ICE LIBOR USD 1 Month + 0.500%, 03/20/2061		590		592
GNMA CMO, Ser 2012-124, Cl AS, IO
6.105%, 10/16/2042 (C)		430		98
GNMA CMO, Ser 2012-141, Cl WA
4.535%, 11/16/2041 (C)		385		430
GNMA CMO, Ser 2012-66, Cl CI, IO
3.500%, 02/20/2038		92		1
GNMA CMO, Ser 2012-98, Cl SA, IO
6.005%, 08/16/2042 (C)		346		74
GNMA CMO, Ser 2012-H07, Cl KI, IO
1.272%, 03/20/2062 (C)		486		16
GNMA CMO, Ser 2013-H01, Cl JA
0.423%, VAR ICE LIBOR USD 1 Month + 0.320%, 01/20/2063		559		559
GNMA CMO, Ser 2013-H01, Cl TA
0.603%, VAR ICE LIBOR USD 1 Month + 0.500%, 01/20/2063		11		11
GNMA CMO, Ser 2014-H04, Cl FB
0.753%, VAR ICE LIBOR USD 1 Month + 0.650%, 02/20/2064		1,505		1,515
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		257		37
GNMA CMO, Ser 2016-135, Cl SB, IO
6.005%, 10/16/2046 (C)		409		102
GNMA CMO, Ser 2016-84, Cl IG, IO
4.500%, 11/16/2045		127		22
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		1,191		1,235
GNMA CMO, Ser 2018-11, Cl PC
2.750%, 12/20/2047		1,698		1,748
GNMA CMO, Ser 2018-H06, Cl PF
0.403%, VAR ICE LIBOR USD 1 Month + 0.300%, 02/20/2068		643		643
GNMA CMO, Ser 2018-H07, Cl FD
0.403%, VAR ICE LIBOR USD 1 Month + 0.300%, 05/20/2068		1,177		1,176
GNMA CMO, Ser 2019-123, Cl A
3.000%, 10/20/2049		27		27
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		1,494		1,584
GNMA CMO, Ser 2019-15, Cl GT
3.500%, 02/20/2049		1,529		1,637

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049	$	910	$	976
GNMA CMO, Ser 2019-71, Cl PT
3.000%, 06/20/2049		194		200
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		493		515
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		387		51
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		1,237		162
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		574		76
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		479		65
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		387		52
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		575		76
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		1,827		250
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		4,027		412
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		1,087		158
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		362		55
GNMA CMO, Ser 2020-H09, Cl FL
1.238%, VAR ICE LIBOR USD 1 Month + 1.150%, 05/20/2070		1,263		1,326
GNMA CMO, Ser 2020-H09, Cl NF
1.338%, VAR ICE LIBOR USD 1 Month + 1.250%, 04/20/2070		320		331
GNMA CMO, Ser 2020-H12, Cl F
0.588%, VAR ICE LIBOR USD 1 Month + 0.500%, 07/20/2070		176		177
GNMA CMO, Ser 2020-H13, Cl FA
0.538%, VAR ICE LIBOR USD 1 Month + 0.450%, 07/20/2070		735		740
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		4,208		4,278
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		988		189
GNMA TBA
3.000%, 09/01/2042		1,800		1,882
2.500%, 02/20/2046 to 11/15/2051		175,520		181,543
2.000%, 09/15/2051 to 10/15/2051		34,700		35,382
GNMA, Ser 2012-112, IO
0.150%, 02/16/2053 (C)		3,430		20
GNMA, Ser 2012-142, IO
0.439%, 04/16/2054 (C)		8,926		75
GNMA, Ser 2012-27, IO
0.770%, 04/16/2053 (C)		6,816		79

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2013-107, Cl AD
2.769%, 11/16/2047 (C)	$	497	$	520
GNMA, Ser 2013-163, IO
1.160%, 02/16/2046 (C)		3,386		97
GNMA, Ser 2014-186, IO
0.550%, 08/16/2054 (C)		4,522		100
GNMA, Ser 2014-47, Cl IA, IO
0.111%, 02/16/2048 (C)		787		10
GNMA, Ser 2014-50, IO
0.705%, 09/16/2055 (C)		2,619		98
GNMA, Ser 2016-128, IO
0.818%, 09/16/2056 (C)		6,763		335
GNMA, Ser 2017-135, Cl AG
2.600%, 08/16/2058		639		665
GNMA, Ser 2017-145, IO
0.585%, 04/16/2057 (C)		2,832		123
GNMA, Ser 2017-157, IO
0.579%, 12/16/2059 (C)		1,347		75
GNMA, Ser 2017-190, IO
0.548%, 03/16/2060 (C)		3,950		180
GNMA, Ser 2017-8, IO
0.522%, 08/16/2058 (C)		2,121		86
GNMA, Ser 2019-28, Cl AB
3.150%, 06/16/2060		570		584
GNMA, Ser 2020-109, Cl AI, IO
0.870%, 05/16/2060 (C)		2,432		183
GNMA, Ser 2020-184, IO
0.914%, 11/16/2060 (C)		2,959		214
GNMA, Ser 2020-41, IO
0.693%, 07/16/2058 (C)		1,255		55
GNMA, Ser 2021-37, IO
0.805%, 01/16/2061 (C)		2,973		222
GNMA, Ser 2021-60, IO
0.836%, 05/16/2063 (C)		2,483		195
GNMA, Ser 2021-68, IO
0.897%, 10/16/2062 (C)		2,983		241
UMBS TBA
5.000%, 09/01/2038		4,830		5,295
4.500%, 09/15/2033		1,862		2,014
2.500%, 09/15/2043		79,543		183,266
				2,272,614
Non-Agency Mortgage-Backed Obligations — 7.4%
Alen Mortgage Trust, Ser 2021-ACEN, Cl A
1.246%, VAR ICE LIBOR USD 1 Month + 1.150%, 04/15/2034 (D)		1,900		1,904
American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2
0.649%, VAR ICE LIBOR USD 1 Month + 0.560%, 06/25/2045		1,368		1,369

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (C)(D)	$	258	$	261
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065 (C)(D)		987		1,002
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065 (C)(D)		494		497
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl B
2.560%, 06/15/2054 (C)(D)		1,205		1,218
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.227%, 08/10/2038 (C)(D)		2,640		3,038
Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1
3.514%, 11/25/2021 (C)		7		6
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1
5.796%, 04/25/2037 (C)		60		60
Banc of America Funding Trust, Ser 2003-2, Cl 1A1
6.500%, 06/25/2032		6		6
Banc of America Funding Trust, Ser 2004-2, Cl 1CB1
5.750%, 09/20/2034		57		61
Banc of America Funding Trust, Ser 2004-C, Cl 1A1
3.234%, 12/20/2034 (C)		24		24
Banc of America Funding Trust, Ser 2005-B, Cl 2A1
2.726%, 04/20/2035 (C)		816		781
Banc of America Funding Trust, Ser 2006-G, Cl 2A4
0.668%, VAR ICE LIBOR USD 1 Month + 0.580%, 07/20/2036		260		260
BANK, Ser 2017-BNK5, Cl A4
3.131%, 06/15/2060		1,130		1,223
BANK, Ser 2017-BNK7, Cl A5
3.435%, 09/15/2060		1,170		1,295
BANK, Ser 2019-BN19, Cl A3
3.183%, 08/15/2061		385		423
BANK, Ser 2019-BN23, Cl A3
2.920%, 12/15/2052		165		179
Barclays Commercial Mortgage Trust, Ser 2019-C3, Cl A3
3.319%, 05/15/2052		263		289
Bayview MSR Opportunity Master Fund Trust, Ser 2021-2, Cl A2
2.500%, 06/25/2051 (C)(D)		2,400		2,461
BBCMS Mortgage Trust, Ser 2020-C6, Cl A2
2.690%, 02/15/2053		1,205		1,261

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035 (D)	$	755	$	803
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
2.740%, 05/25/2034 (C)		17		16
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl X1, IO 0.716%, 06/11/2041 (C)(D)		4		–
Benchmark Mortgage Trust, Ser 2020-B20, Cl A5
2.034%, 10/15/2053		1,735		1,750
Benchmark Mortgage Trust, Ser 2021-B24, Cl A5
2.584%, 03/15/2054		2,350		2,476
Benchmark Mortgage Trust, Ser 2021-B28, Cl A5
2.224%, 08/15/2054 (C)		1,533		1,566
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049 (D)		980		994
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059 (D)		993		1,005
BWAY Mortgage Trust, Ser 2015-1740, Cl A
2.917%, 01/10/2035 (D)		3,025		3,100
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
1.016%, VAR ICE LIBOR USD 1 Month + 0.920%, 10/15/2036 (D)		3,543		3,549
BX Commercial Mortgage Trust, Ser 2020-FOX, Cl A
1.096%, VAR ICE LIBOR USD 1 Month + 1.000%, 11/15/2032 (D)		4,166		4,174
BX Commercial Mortgage Trust, Ser 2021- SOAR, Cl A
0.766%, VAR ICE LIBOR USD 1 Month + 0.670%, 06/15/2038 (D)		1,310		1,312
BX Trust, Ser 2019-MMP, Cl A
1.096%, VAR ICE LIBOR USD 1 Month + 1.000%, 08/15/2036 (D)		517		517
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041 (D)		1,945		2,109
BX Trust, Ser 2021-MFM1, Cl A
0.796%, VAR ICE LIBOR USD 1 Month + 0.700%, 01/15/2034 (D)		2,150		2,152
CALI Mortgage Trust, Ser 2019-101C, Cl A
3.957%, 03/10/2039 (D)		1,905		2,176
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
1.166%, VAR ICE LIBOR USD 1 Month + 1.070%, 12/15/2037 (D)		1,715		1,718

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CD Commercial Mortgage Trust, Ser 2006- CD2, Cl X, IO
0.023%, 01/15/2046 (C)(D)	$	267	$	–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		1,240		1,377
CD Commercial Mortgage Trust, Ser 2019-CD8, Cl A4
2.912%, 08/15/2057		954		1,024
Century Plaza Towers, Ser 2019-CPT, Cl A
2.865%, 11/13/2039 (D)		1,865		1,999
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		718		769
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1
2.706%, 02/25/2037 (C)		19		19
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1
2.400%, 02/25/2037 (C)		22		23
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1
2.280%, 06/25/2035 (C)		33		32
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2
0.864%, VAR ICE LIBOR USD 1 Month + 0.780%, 10/25/2034		980		984
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048 (C)(D)		295		302
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl A5
3.855%, 05/10/2047		465		500
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS
4.017%, 10/10/2047		880		952
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		4,120		4,440
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.587%, 09/25/2033 (C)		29		30
Citigroup Mortgage Loan Trust, Ser 2004-HYB1, Cl A41
1.996%, 02/25/2034 (C)		2		3
Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6
1.953%, 08/25/2034 (C)		10		9
Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1 2.630%, 09/25/2033 (C)(D)		44		44
Citigroup Mortgage Loan Trust, Ser 2021-INV1, Cl A3A
2.500%, 05/25/2051 (C)(D)		4,136		4,240

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Mortgage Loan Trust, Ser 2021-INV2, Cl A3A
2.500%, 05/25/2051 (C)(D)	$	4,830	$	4,946
COLT Mortgage Loan Trust, Ser 2019-4, Cl A1
2.579%, 11/25/2049 (C)(D)		566		567
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066 (C)(D)		2,031		2,028
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl CPZ
4.992%, 08/15/2045 (C)(D)		150		150
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3
2.822%, 10/15/2045		5,976		5,934
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR10, Cl A4
4.210%, 08/10/2046 (C)		37		39
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR11, Cl A4
4.258%, 08/10/2050		4,304		4,599
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		220		231
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl C
5.241%, 10/10/2046 (C)		90		90
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl B
4.762%, 10/10/2046 (C)		190		200
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR6, Cl A4
3.101%, 03/10/2046		2,879		2,947
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR8, Cl A5
3.612%, 06/10/2046 (C)		630		660
Commercial Mortgage Pass-Through Certificates, Ser 2013-LC13, Cl B
5.009%, 08/10/2046 (C)(D)		1,150		1,227
Commercial Mortgage Pass-Through Certificates, Ser 2013-LC6, Cl AM
3.282%, 01/10/2046		2,960		3,047
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B
4.757%, 02/10/2047 (C)		350		375
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR15, Cl A2
2.928%, 02/10/2047		3		3
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl XA, IO
1.288%, 03/10/2047 (C)		10,446		238

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047	$	510	$	548
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS4, Cl A4
3.420%, 08/10/2047		1,530		1,610
Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C
4.685%, 10/10/2048 (C)		1,445		1,562
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3
3.349%, 10/10/2048		7,117		7,571
Commercial Mortgage Pass-Through Certificates, Ser 2015-DC1, Cl A2
2.870%, 02/10/2048		17		17
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO
1.259%, 02/10/2048 (C)		15,894		502
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC21, Cl A4
3.708%, 07/10/2048		614		670
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3
3.521%, 10/10/2048		804		858
Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A
3.244%, 10/10/2029 (D)		1,780		1,853
Commercial Mortgage Pass-Through Certificates, Ser 2020-CBM, Cl A2
2.896%, 02/10/2037 (D)		2,230		2,317
Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A
2.173%, 11/10/2046 (D)		3,290		3,360
Core Mortgage Trust, Ser 2019-CORE, Cl A
0.976%, VAR ICE LIBOR USD 1 Month + 0.880%, 12/15/2031 (D)		475		476
Countrywide Alternative Loan Trust, Ser 2004-27CB, Cl A1
6.000%, 12/25/2034		399		401
Countrywide Alternative Loan Trust, Ser 2004-J6, PO
0.000%, 11/25/2031 (A)		12		12
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1
6.500%, 11/25/2031		124		128
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1
2.443%, 08/25/2034 (C)		81		80
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-20, Cl A7
5.250%, 12/25/2027		105		87

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse Commercial Mortgage Securities, Ser 2019-SKLZ, Cl A
1.346%, VAR ICE LIBOR USD 1 Month + 1.250%, 01/15/2034 (D)	$	3,660	$	3,675
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
1.076%, VAR ICE LIBOR USD 1 Month + 0.980%, 05/15/2036 (D)		7,100		7,121
Credit Suisse Mortgage Trust, Ser 2019-NQM1, Cl A3
3.064%, 10/25/2059 (D)		3,622		3,679
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		922		997
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		918		972
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%, 11/15/2048		695		764
CSAIL Commercial Mortgage Trust, Ser 2021-C20, Cl A3
2.805%, 03/15/2054		573		612
CSAIL Commercial Mortgage Trust, Ser C16, Cl A3
3.329%, 06/15/2052		2,098		2,305
CSAIL Commercial Mortgage Trust, Ser C17, Cl A4
2.763%, 09/15/2052		1,009		1,068
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		35		36
CSMC Trust, Ser 2014-USA, Cl A2
3.953%, 09/15/2037 (D)		3,530		3,807
CSMC Trust, Ser 2014-USA, Cl B
4.185%, 09/15/2037 (D)		3,900		3,966
CSMC Trust, Ser 2015-5R, Cl 1A1
1.028%, 09/27/2046 (C)(D)		974		978
CSMC Trust, Ser 2016-NXSR, Cl A4
3.795%, 12/15/2049 (C)		1,425		1,579
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048 (C)(D)		4,427		4,526
CSMC Trust, Ser 2018-RPL9, Cl A
3.850%, 09/25/2057 (C)(D)		4,430		4,629
CSMC Trust, Ser 2019-AFC1, Cl A1
2.573%, 07/25/2049 (D)		1,577		1,597
CSMC Trust, Ser 2020-FACT, Cl A
1.446%, VAR ICE LIBOR USD 1 Month + 1.350%, 10/15/2037 (D)		4,280		4,296
CSMC Trust, Ser 2021-NQM3, Cl A3
1.632%, 04/25/2066 (C)(D)		2,493		2,505
CSMC TrusT, Ser 2021-NQM5, Cl A1
0.938%, 05/25/2066(C)(D)		3,008		2,995

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC Trust, Ser 2021-RPL2, Cl A1
2.000%, 01/25/2060 (C)(D)	$	1,012	$	1,033
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060 (C)(D)		6,791		6,918
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060 (C)(D)		1,970		2,009
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl C
5.099%, 01/10/2034 (C)(D)		560		587
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034 (D)		2,450		2,594
DBJPM Mortgage Trust, Ser 2016-C1, Cl B
4.195%, 05/10/2049 (C)		1,780		1,913
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045 (D)		1,995		2,145
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.887%, VAR ICE LIBOR USD 1 Month + 0.800%, 11/19/2044		353		340
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066 (C)(D)		949		948
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048 (C)(D)		924		936
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M1
1.350%, VAR SOFR30A + 1.300%, 10/25/2050 (D)		52		52
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl M1
0.950%, VAR SOFR30A + 0.900%, 12/25/2050 (D)		907		908
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M2
2.350%, VAR SOFR30A + 2.300%, 08/25/2033 (D)		980		1,002
First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1
2.266%, 09/25/2034 (C)		35		34
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048 (C)(D)		752		755
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M2
6.084%, VAR ICE LIBOR USD 1 Month + 6.000%, 09/25/2028		2,105		2,204
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1ED1
1.334%, VAR ICE LIBOR USD 1 Month + 1.250%, 07/25/2029		2,121		2,119
FNMA TBA
3.500%, 09/15/2051		6,720		7,109

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.000%, 09/15/2051	$	10,525	$	11,009
2.000%, 09/15/2036 to 09/15/2051		200,401		205,190
1.500%, 09/15/2036 to 09/15/2051		47,400		48,076
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO
0.200%, 05/25/2045 (D)		23,535		21
FWDSecuritization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049 (C)(D)		1,043		1,063
GCAT LLC, Ser 2019-NQM1, Cl A1
2.985%, 02/25/2059 (D)		306		307
GNMA
4.500%, 11/20/2050 to 12/20/2050		1,300		1,387
3.000%, 07/20/2051		239		250
2.500%, 07/20/2051		14,558		15,103
Granite Point Mortgage Trust, Ser 2021-FL3, Cl A
1.339%, VAR ICE LIBOR USD 1 Month + 1.250%, 07/16/2035 (D)		2,010		2,010
GS Mortgage Securities Trust, Ser 2006- GG8, Cl X, IO
1.270%, 11/10/2039 (C)(D)		814		1
GS Mortgage Securities Trust, Ser 2010-C1, Cl A2
4.592%, 08/10/2043 (D)		390		391
GS Mortgage Securities Trust, Ser 2012-GC6, Cl C
6.045%, 01/10/2045 (C)(D)		1,473		1,487
GS Mortgage Securities Trust, Ser 2012-GC6, Cl A3
3.482%, 01/10/2045		308		308
GS Mortgage Securities Trust, Ser 2013-GC14, Cl A5
4.243%, 08/10/2046		993		1,054
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046 (C)		390		413
GS Mortgage Securities Trust, Ser 2015-GC32, Cl XA, IO
0.922%, 07/10/2048 (C)		33,278		812
GS Mortgage Securities Trust, Ser 2017-SLP, Cl C
3.924%, 10/10/2032 (D)		4,610		4,697
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl A
1.646%, VAR ICE LIBOR USD 1 Month + 1.550%, 09/15/2031 (D)		3,770		3,402
GS Mortgage Securities Trust, Ser 2018- SRP5, Cl B
4.481%, 09/15/2031		3,762		3,007

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2021-ROSS, Cl A
1.246%, VAR ICE LIBOR USD 1 Month + 1.150%, 05/15/2026 (D)	$	1,000	$	1,001
GS Mortgage Securities Trust, Ser GC18, Cl A4
4.074%, 01/10/2047		2,005		2,140
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		1,863		1,835
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057 (D)		4,721		4,915
GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2
2.000%, 12/25/2060 (C)(D)		1,111		1,115
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027 (C)(D)		1		1
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO
4.222%, 09/25/2035 (C)(D)		173		21
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		35		36
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		7		9
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C
0.988%, VAR ICE LIBOR USD 1 Month + 0.900%, 06/20/2035		1,258		1,248
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039 (D)		1,900		2,086
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
3.041%, 12/10/2041 (C)(D)		1,995		2,156
Impac CMB Trust, Ser 2005-4, Cl 2A1
0.684%, VAR ICE LIBOR USD 1 Month + 0.300%, 05/25/2035		85		85
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1
5.314%, 01/25/2051 (D)		1,961		2,089
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2
0.944%, VAR ICE LIBOR USD 1 Month + 0.860%, 09/25/2034		11		11
Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A
0.884%, VAR ICE LIBOR USD 1 Month + 0.800%, 11/25/2034		18		18

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C12, Cl ASB
3.157%, 07/15/2045	$	108	$	109
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.705%, 09/15/2047 (C)		750		743
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		609		648
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		3,443		3,569
JPMBB Commercial Mortgage Securities Trust, Ser C12, Cl A5
3.664%, 07/15/2045		1,429		1,493
JPMBB Commercial Mortgage Securities Trust, Ser C17, Cl B
5.049%, 01/15/2047 (C)		230		247
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		2,730		2,930
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl B
4.009%, 03/15/2050 (C)		1,740		1,859
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.381%, 06/12/2043 (C)		1,701		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4
2.822%, 08/15/2049		1,400		1,490
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.881%, 01/05/2031 (C)(D)		2,415		2,485
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039 (D)		2,000		2,223
JPMorgan Chase Commercial Mortgage Securities Trust, Ser C16, Cl A4
4.166%, 12/15/2046		2,143		2,286
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3
3.393%, 12/15/2049		872		949
JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3
1.912%, 06/25/2034 (C)		219		219
JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4
2.646%, 02/25/2035 (C)		55		54
JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2
2.458%, 04/25/2035 (C)		16		17

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.426%, 11/25/2033 (C)	$	83	$	84
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
2.228%, 08/25/2034 (C)		92		97
JPMorgan Mortgage Trust, Ser 2017-5, Cl A2
3.087%, 10/26/2048 (C)(D)		3,276		3,406
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048 (C)(D)		700		703
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048 (C)(D)		551		558
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048 (C)(D)		689		695
JPMorgan Mortgage Trust, Ser 2019-LTV3, Cl B2
4.431%, 03/25/2050 (C)(D)		960		978
JPMorgan Mortgage Trust, Ser 2021-INV2, Cl A2
2.500%, 12/25/2051 (C)(D)		3,813		3,885
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl XCL, IO
0.368%, 02/15/2041 (C)(D)		912		–
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A
2.130%, 09/10/2039 (D)		2,300		2,371
MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A
2.745%, 11/21/2034 (C)		1,051		1,084
MASTR Alternative Loans Trust, Ser 2004-4, Cl 1A1
5.500%, 05/25/2034		267		275
MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3
6.250%, 07/25/2036		191		155
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034 (D)		1,272		981
MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F
0.434%, VAR ICE LIBOR USD 1 Month + 0.350%, 05/25/2035 (D)		222		118
MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO
0.000%, 05/28/2035 (A)(D)		8		7
MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1
2.470%, 10/25/2032 (C)		2		2

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MASTR Seasoned Securitization Trust, Ser 2005-1, Cl 4A1
2.422%, 10/25/2032 (C)	$	23	$	23
Mello Mortgage Capital Acceptance, Ser 2021-INV1, Cl A3
2.500%, 06/25/2051 (C)(D)		3,122		3,190
Mello Warehouse Securitization Trust, Ser 2020-1, Cl A
0.984%, VAR ICE LIBOR USD 1 Month + 0.900%, 10/25/2053 (D)		2,045		2,049
Mello Warehouse Securitization Trust, Ser 2020-2, Cl A
0.884%, VAR ICE LIBOR USD 1 Month + 0.800%, 11/25/2053 (D)		2,174		2,177
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A
0.784%, VAR ICE LIBOR USD 1 Month + 0.700%, 02/25/2055 (D)		663		663
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 04/25/2055 (D)		1,839		1,840
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
2.445%, 07/25/2033 (C)		29		29
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1
2.080%, 12/25/2034 (C)		75		77
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 2A1
2.301%, 02/25/2034 (C)		25		26
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
2.375%, 02/25/2034 (C)		38		39
Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2
2.620%, 08/25/2034 (C)		39		40
Merrill Lynch Mortgage Investors Trust, Ser 2004-D, Cl A2
0.873%, VAR ICE LIBOR USD 6 Month + 0.720%, 09/25/2029		59		58
Merrill Lynch Mortgage Investors Trust, Ser 2006-1, Cl 1A
2.111%, 02/25/2036 (C)		32		32
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060 (C)(D)		1,585		1,582
MFRA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (C)(D)		1,325		1,324
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060 (C)(D)		2,445		2,458
MKT Mortgage Trust, Ser 2020-525M, Cl A
2.694%, 02/12/2040 (D)		3,000		3,171

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
ML-CFC Commercial Mortgage Trust, Ser 2006-4, Cl XC, IO
1.372%, 12/12/2049 (C)(D)	$	6	$	–
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A4
3.176%, 08/15/2045		490		496
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/2048		262		280
Morgan Stanley Capital I Trust, Ser 2007- T27, Cl AJ
6.215%, 06/11/2042 (C)		2,492		2,541
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
1.153%, 11/15/2049 (C)		13,913		578
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
1.496%, VAR ICE LIBOR USD 1 Month + 1.400%, 05/15/2036 (D)		3,030		2,965
Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3
1.790%, 07/15/2053		1,356		1,349
Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB
2.624%, 02/15/2053		3,930		4,190
Morgan Stanley Capital I Trust, Ser 2021-L6, Cl A4
2.444%, 06/15/2054		489		508
Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A
5.647%, 04/25/2034 (C)		92		98
Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85
0.436%, VAR ICE LIBOR USD 1 Month + 0.340%, 04/16/2036 (D)		3,397		3,145
MSBAM Commercial Mortgage Securities Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030 (D)		150		149
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035 (C)(D)		3,115		3,226
MSG III Securitization Trust, Ser 2021-1, Cl A
0.841%, VAR ICE LIBOR USD 1 Month + 0.750%, 06/25/2054 (D)		5,180		5,174
Natixis Commercial Mortgage Securities Trust, Ser 2020-2PAC, Cl A
2.966%, 12/15/2038 (D)		2,085		2,185
New Residential Mortgage Loan Trust, Ser 2015-2A, Cl A1
3.750%, 08/25/2055 (C)(D)		1,556		1,647
New Residential Mortgage Loan Trust, Ser 2017-4A, Cl A1
4.000%, 05/25/2057 (C)(D)		2,861		3,055

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B
3.500%, 12/25/2058 (C)(D)	$	2,324	$	2,445
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl A1B
3.500%, 09/25/2059 (C)(D)		2,831		2,985
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1
4.000%, 09/25/2059 (C)(D)		1,616		1,763
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059 (C)(D)		605		610
New Residential Mortgage Loan Trust, Ser 2019-RPL3, Cl A1
2.750%, 07/25/2059 (C)(D)		836		867
New York Mortgage Trust, Ser 2006-1, Cl 2A2
2.702%, 05/25/2036 (C)		64		59
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 05/25/2055 (D)		4,790		4,801
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059 (C)(D)		188		191
OBX Trust, Ser 2020-EXP1, Cl 2A1A
0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 02/25/2060 (D)		856		856
OBX Trust, Ser 2020-EXP3, Cl 2A1A
0.984%, VAR ICE LIBOR USD 1 Month + 0.900%, 01/25/2060 (D)		806		807
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061 (C)(D)		1,193		1,197
OBX Trust, Ser 2021-NQM3, Cl A1
1.054%, 07/25/2061 (C)(D)		1,520		1,521
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054 (D)		2,490		2,605
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034 (A)		7		6
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		28		29
RALI Trust, Ser 2005-QO2, Cl A1
1.458%, VAR 12 Month Treas Avg + 1.360%, 09/25/2045		260		255
RALI Trust, Ser 2005-QO5, Cl A1
1.098%, VAR 12 Month Treas Avg + 1.000%, 01/25/2046		351		325
RAMP Trust, Ser 2004-SL1, Cl A7
7.000%, 11/25/2031		27		27
RAMP Trust, Ser 2005-SL1, Cl A5
6.500%, 05/25/2032		3		3

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
RBS Commercial Funding Trust, Ser 2013-GSP, Cl A
3.961%, 01/15/2032 (C)(D)	$	670	$	709
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.900%, 12/25/2034 (C)		198		195
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1
1.654%, 05/25/2060 (C)(D)		2,960		2,978
Sequoia Mortgage Trust, Ser 2004-12, Cl A3
0.479%, VAR ICE LIBOR USD 6 Month + 0.320%, 01/20/2035		112		109
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
5.027%, 10/25/2048 (C)(D)		2,385		2,469
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043 (C)(D)		115		127
STACR Trust, Ser 2018-DNA3, Cl M2A
2.184%, VAR ICE LIBOR USD 1 Month + 2.100%, 09/25/2048 (D)		1,400		1,412
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065 (C)(D)		1,269		1,273
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (C)(D)		1,282		1,295
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065 (C)(D)		1,222		1,229
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055 (C)(D)		1,019		1,018
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 1A1
0.404%, VAR ICE LIBOR USD 1 Month + 0.320%, 10/25/2035		950		944
Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1
0.747%, VAR ICE LIBOR USD 1 Month + 0.660%, 10/19/2034		70		69
Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1
0.567%, VAR ICE LIBOR USD 1 Month + 0.480%, 04/19/2035		1,148		1,128
Structured Asset Securities, Ser 2003-31A, Cl 2A7
2.372%, 10/25/2033 (C)		1,214		1,246
Structured Asset Securities, Ser 2003-37A, Cl 2A
2.205%, 12/25/2033 (C)		36		36

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1
0.724%, VAR ICE LIBOR USD 1 Month + 0.640%, 09/25/2043	$	119	$	121
UBS Commercial Mortgage Trust, Ser 2018-C11, Cl B
4.713%, 06/15/2051 (C)		1,750		1,973
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl B
4.365%, 08/10/2049 (C)(D)		435		449
Verus Securitization Trust, Ser 2019-3, Cl A1
2.784%, 07/25/2059 (D)		1,007		1,014
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (D)		1,550		1,574
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059 (C)(D)		679		687
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059 (C)(D)		1,529		1,550
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060 (C)(D)		1,497		1,506
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065 (D)		419		421
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066 (C)(D)		1,491		1,490
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066 (C)(D)		2,736		2,733
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066 (C)(D)		1,906		1,909
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066 (C)(D)		1,994		1,991
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063 (C)(D)		1,730		1,730
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064 (C)(D)		1,765		1,759
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055 (D)		1,153		1,158
VNDO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030 (D)		100		102
VNDO Mortgage Trust, Ser 2016-350P, Cl A
3.805%, 01/10/2035 (D)		1,210		1,341
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.559%, 10/25/2033 (C)		49		49
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1
2.557%, 06/25/2033 (C)		46		47
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.380%, 08/25/2033 (C)		43		44

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.630%, 09/25/2033 (C)	$	100	$	100
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
17.231%, 06/25/2033 (C)		9		11
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		175		180
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
2.590%, 06/25/2034 (C)		32		33
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6
2.618%, 06/25/2034 (C)		3,110		3,156
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6
2.594%, 07/25/2034 (C)		3,345		3,411
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
0.604%, VAR ICE LIBOR USD 1 Month + 0.520%, 11/25/2045		6,929		6,834
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1
0.624%, VAR ICE LIBOR USD 1 Month + 0.540%, 12/25/2045		4,127		4,206
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B
1.168%, VAR 12 Month Treas Avg + 1.070%, 01/25/2046		1,151		905
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4
2.609%, 11/25/2036 (C)		77		77
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B
0.918%, VAR 12 Month Treas Avg + 0.810%, 12/25/2046		111		100
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A
1.806%, VAR Cost of Funds 11th District of San Fran + 1.500%, 12/25/2046		184		178
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO
5.500%, 05/25/2035		156		27
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS2, Cl 1A1
5.750%, 02/25/2033		6		6
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS8, Cl 1P, PO
0.000%, 05/25/2033 (A)		3		2

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO
0.000%, 04/25/2033 (A)	$	28	$	27
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl B
4.142%, 10/15/2045		1,455		1,498
Wells Fargo Commercial Mortgage Trust, Ser 2021-C60, Cl A4
2.342%, 08/15/2054		715		737
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1
2.581%, 08/25/2035 (C)		23		24
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.450%, 06/15/2045 (C)(D)		2,430		8
WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl C
4.448%, 03/15/2048 (C)		490		504
WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl XA, IO
1.250%, 03/15/2048 (C)(D)		6,686		83
WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl A4
4.153%, 08/15/2046 (C)		150		158
WFRBS Commercial Mortgage Trust, Ser 2013-C17, Cl A4
4.023%, 12/15/2046		120		127
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047 (C)		210		223
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl A3
3.660%, 03/15/2047		371		369
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl XA, IO
1.174%, 03/15/2047 (C)		4,171		80
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047 (C)		2,180		2,278
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO
1.174%, 08/15/2047 (C)		11,776		282
WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B
4.371%, 09/15/2057 (C)		970		1,044
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO
0.709%, 10/15/2057(C)		4,357		64

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2014-C24, Cl AS
3.931%, 11/15/2047	$	1,330	$	1,418
				694,053
Total Mortgage-Backed Securities (Cost $2,940,425) ($ Thousands)				2,966,667
CORPORATE OBLIGATIONS — 29.0%
Communication Services — 3.1%
Alphabet
2.050%, 08/15/2050		630		572
1.100%, 08/15/2030		400		380
0.800%, 08/15/2027		350		342
0.450%, 08/15/2025		180		178
AT&T
6.500%, 09/01/2037(B)		2,770		3,807
5.350%, 09/01/2040		80		104
5.250%, 03/01/2037		3,910		4,959
4.850%, 03/01/2039		414		508
4.750%, 05/15/2046		1,335		1,631
4.500%, 05/15/2035		2,740		3,249
4.500%, 03/09/2048		195		231
4.350%, 03/01/2029		515		597
4.350%, 06/15/2045		1,082		1,253
3.850%, 06/01/2060		1,196		1,275
3.800%, 12/01/2057(D)		10,350		11,008
3.650%, 09/15/2059(D)		36		37
3.550%, 09/15/2055(D)		1,062		1,087
3.500%, 06/01/2041		825		869
3.500%, 09/15/2053(D)		11,363		11,672
3.100%, 02/01/2043		1,524		1,510
2.550%, 12/01/2033(D)		5,763		5,792
2.300%, 06/01/2027		1,200		1,252
2.250%, 02/01/2032		1,792		1,781
1.700%, 03/25/2026		3,250		3,293
1.650%, 02/01/2028		4,440		4,437
Charter Communications Operating LLC / Charter Communications Operating Capital
5.375%, 04/01/2038		1,800		2,225
5.050%, 03/30/2029		2,530		2,996
4.908%, 07/23/2025		2,190		2,478
4.464%, 07/23/2022		732		753
4.400%, 12/01/2061		1,115		1,222
4.200%, 03/15/2028		980		1,109
3.750%, 02/15/2028		681		753
Charter Communications Operating LLC/ Charter Communications Operating
6.484%, 10/23/2045		110		153

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.384%, 10/23/2035	$	170	$	227
5.750%, 04/01/2048		570		733
5.375%, 05/01/2047		250		308
4.800%, 03/01/2050		2,011		2,349
3.900%, 06/01/2052		1,634		1,687
3.500%, 06/01/2041		1,532		1,549
Comcast
7.050%, 03/15/2033		50		73
4.700%, 10/15/2048		250		329
4.600%, 10/15/2038		175		219
4.400%, 08/15/2035		3,525		4,284
4.250%, 10/15/2030		1,010		1,192
4.250%, 01/15/2033		360		430
4.200%, 08/15/2034		570		679
4.150%, 10/15/2028		3,480		4,037
4.000%, 03/01/2048		110		129
3.969%, 11/01/2047		120		141
3.950%, 10/15/2025		1,110		1,239
3.750%, 04/01/2040		1,659		1,905
3.700%, 04/15/2024		1,100		1,187
3.450%, 02/01/2050		300		330
3.400%, 04/01/2030		2,505		2,784
3.400%, 07/15/2046		60		65
3.300%, 04/01/2027		310		341
3.250%, 11/01/2039		250		272
3.150%, 03/01/2026		800		869
3.100%, 04/01/2025		50		54
2.800%, 01/15/2051		270		262
1.500%, 02/15/2031		7,945		7,617
Comcast Cable Communications Holdings
9.455%, 11/15/2022		240		267
Comcast Cable Holdings LLC
10.125%, 04/15/2022(B)		190		201
Cox Communications
4.800%, 02/01/2035(D)		1,665		2,022
2.600%, 06/15/2031(D)		1,660		1,699
Discovery Communications LLC
4.650%, 05/15/2050		236		280
4.000%, 09/15/2055		955		1,022
Fox
5.476%, 01/25/2039		270		350
4.709%, 01/25/2029		210		247
3.500%, 04/08/2030		560		616
Level 3 Financing
3.875%, 11/15/2029(D)		3,310		3,554
3.400%, 03/01/2027(D)		895		943
NBCUniversal Media LLC
5.950%, 04/01/2041		375		552
Netflix
5.875%, 11/15/2028		1,480		1,835
3.625%, 06/15/2025(D)		1,378		1,478

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NTT Finance
1.162%, 04/03/2026(D)	$	8,486	$	8,481
Rogers Communications
4.100%, 10/01/2023		133		142
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044(D)		2,000		2,337
Sky
3.750%, 09/16/2024(D)		2,045		2,230
Sprint Capital
8.750%, 03/15/2032		200		306
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
5.152%, 03/20/2028(D)		7,425		8,551
4.738%, 03/20/2025(D)		5,334		5,700
Telefonica Emisiones
5.520%, 03/01/2049		588		776
4.103%, 03/08/2027		150		169
Tencent Holdings MTN
3.840%, 04/22/2051(D)		2,320		2,510
3.595%, 01/19/2028(D)		2,370		2,566
Time Warner Cable LLC
7.300%, 07/01/2038		100		146
6.750%, 06/15/2039		170		237
6.550%, 05/01/2037		40		55
5.875%, 11/15/2040		2,595		3,346
5.500%, 09/01/2041		4,882		6,097
Time Warner Entertainment
8.375%, 07/15/2033		1,380		2,055
T-Mobile USA
4.375%, 04/15/2040		2,770		3,227
3.875%, 04/15/2030		6,120		6,857
3.750%, 04/15/2027		4,608		5,100
3.500%, 04/15/2025		720		777
3.500%, 04/15/2031(D)		3,422		3,644
3.375%, 04/15/2029(D)		4,275		4,517
3.300%, 02/15/2051		210		211
3.000%, 02/15/2041		480		477
2.875%, 02/15/2031		1,358		1,395
2.550%, 02/15/2031		3,410		3,476
2.250%, 02/15/2026(D)		10,780		11,009
2.250%, 11/15/2031		790		786
2.050%, 02/15/2028		150		153
Verizon Communications
5.500%, 03/16/2047		100		142
5.250%, 03/16/2037		1,100		1,458
4.862%, 08/21/2046		270		352
4.522%, 09/15/2048		1,670		2,098
4.500%, 08/10/2033		470		569
4.400%, 11/01/2034		3,975		4,786
4.329%, 09/21/2028		3,602		4,206
4.125%, 03/16/2027		330		377
4.125%, 08/15/2046		430		505

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.016%, 12/03/2029	$	1,337	$	1,538
4.000%, 03/22/2050		1,330		1,544
3.850%, 11/01/2042		1,750		1,999
3.700%, 03/22/2061		2,423		2,664
3.550%, 03/22/2051		3,997		4,343
3.400%, 03/22/2041		1,559		1,670
3.376%, 02/15/2025		967		1,047
3.150%, 03/22/2030		580		629
3.000%, 03/22/2027		220		238
2.875%, 11/20/2050		1,724		1,661
2.650%, 11/20/2040		5,960		5,783
2.625%, 08/15/2026		1,200		1,277
2.550%, 03/21/2031		5,982		6,179
2.100%, 03/22/2028		1,895		1,945
1.750%, 01/20/2031		1,640		1,588
1.450%, 03/20/2026		470		476
0.850%, 11/20/2025		220		218
ViacomCBS
6.875%, 04/30/2036		1,175		1,694
5.900%, 10/15/2040		840		1,127
5.850%, 09/01/2043		279		385
4.950%, 01/15/2031		424		513
4.950%, 05/19/2050		750		953
4.750%, 05/15/2025		2,640		2,976
4.600%, 01/15/2045		148		178
4.200%, 05/19/2032		2,038		2,353
3.875%, 04/01/2024		230		246
3.700%, 08/15/2024		1,505		1,621
Vodafone Group
5.250%, 05/30/2048		2,370		3,157
4.875%, 06/19/2049		3,011		3,869
Vodafone Group PLC
4.375%, 05/30/2028		1,010		1,175
Walt Disney
8.875%, 04/26/2023		150		171
6.650%, 11/15/2037		260		396
6.400%, 12/15/2035		69		102
6.200%, 12/15/2034		265		377
4.700%, 03/23/2050		1,035		1,384
4.625%, 03/23/2040		2,385		3,049
3.600%, 01/13/2051		1,735		2,002
				288,223
Consumer Discretionary — 1.4%
7-Eleven
0.625%, 02/10/2023 (D)		3,555		3,551
Advance Auto Parts
3.900%, 04/15/2030		1,950		2,171
Alimentation Couche-Tard
3.550%, 07/26/2027 (D)		2,200		2,432
Amazon.com
4.950%, 12/05/2044		600		825

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.800%, 12/05/2034	$	187	$	242
4.250%, 08/22/2057		160		208
4.050%, 08/22/2047		570		704
3.875%, 08/22/2037		1,780		2,124
3.250%, 05/12/2061		790		863
3.150%, 08/22/2027		160		177
3.100%, 05/12/2051		2,680		2,887
2.700%, 06/03/2060		353		344
2.500%, 06/03/2050		880		845
2.100%, 05/12/2031		4,192		4,298
1.650%, 05/12/2028		3,166		3,224
1.500%, 06/03/2030(B)		540		531
1.200%, 06/03/2027		1,090		1,095
1.000%, 05/12/2026		5,273		5,301
0.800%, 06/03/2025		880		882
American Honda Finance MTN
2.000%, 03/24/2028		725		746
1.000%, 09/10/2025		2,610		2,615
AutoNation
2.400%, 08/01/2031		1,618		1,599
1.950%, 08/01/2028		1,156		1,149
BMW US Capital LLC
3.800%, 04/06/2023(D)		1,780		1,873
1.850%, 09/15/2021(D)		180		180
Daimler Finance North America LLC
2.700%, 06/14/2024(D)		990		1,041
1.025%, VAR ICE LIBOR USD 3 Month + 0.900%, 02/15/2022(D)		2,000		2,008
0.750%, 03/01/2024(D)		3,010		3,018
Dollar General
3.250%, 04/15/2023		70		73
Ford Motor
4.750%, 01/15/2043		622		671
Ford Motor Credit LLC
4.271%, 01/09/2027		1,985		2,124
4.000%, 11/13/2030		1,129		1,191
3.813%, 10/12/2021		925		925
3.625%, 06/17/2031		3,239		3,336
3.339%, 03/28/2022		3,990		4,031
3.096%, 05/04/2023		200		204
2.700%, 08/10/2026		3,004		3,033
1.416%, VAR ICE LIBOR USD 3 Month + 1.270%, 03/28/2022		2,200		2,201
0.999%, VAR ICE LIBOR USD 3 Month + 0.880%, 10/12/2021		3,020		3,020
General Motors
6.250%, 10/02/2043		940		1,287
5.400%, 04/01/2048		449		569
5.150%, 04/01/2038		150		181
4.875%, 10/02/2023		3,330		3,612
General Motors Financial
4.375%, 09/25/2021		2,985		2,993

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.350%, 01/17/2027	$	180	$	203
4.200%, 11/06/2021		375		378
3.450%, 04/10/2022		515		522
3.150%, 06/30/2022		3,095		3,157
Home Depot
3.900%, 12/06/2028		80		93
3.900%, 06/15/2047		100		120
3.350%, 04/15/2050		800		890
3.300%, 04/15/2040		855		948
3.125%, 12/15/2049		1,505		1,614
2.700%, 04/15/2030		480		515
2.500%, 04/15/2027		430		460
2.375%, 03/15/2051		859		805
Hyundai Capital America
1.800%, 10/15/2025 (D)		1,926		1,950
1.250%, 09/18/2023 (D)		1,204		1,215
Hyundai Capital America MTN
2.000%, 06/15/2028 (D)		1,169		1,164
1.300%, 01/08/2026 (D)		2,404		2,378
0.800%, 01/08/2024 (D)		2,447		2,438
Las Vegas Sands
3.200%, 08/08/2024		1,480		1,538
2.900%, 06/25/2025		140		145
Lowe’s
5.000%, 04/15/2040		2,025		2,621
4.500%, 04/15/2030		320		380
2.500%, 04/15/2026		260		276
Marriott International/MD
5.750%, 05/01/2025		777		893
2.850%, 04/15/2031		3,473		3,543
McDonald’s MTN
4.875%, 12/09/2045		670		881
4.200%, 04/01/2050		1,250		1,534
3.800%, 04/01/2028		1,220		1,380
3.700%, 01/30/2026		1,065		1,179
3.625%, 09/01/2049		355		399
3.600%, 07/01/2030		460		520
3.500%, 03/01/2027		180		199
3.500%, 07/01/2027		510		566
3.300%, 07/01/2025		480		520
2.125%, 03/01/2030		420		427
1.450%, 09/01/2025		850		866
Newell Brands
4.700%, 04/01/2026		560		626
4.350%, 04/01/2023		376		397
NIKE
3.375%, 03/27/2050		20		23
3.250%, 03/27/2040		330		368
2.850%, 03/27/2030		650		711
2.750%, 03/27/2027		640		693
2.400%, 03/27/2025		400		424

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
QVC
4.850%, 04/01/2024	$	735	$	799
Sands China
5.125%, 08/08/2025		810		901
4.600%, 08/08/2023		700		739
Starbucks
3.500%, 11/15/2050		4,428		4,853
3.350%, 03/12/2050		1,458		1,560
1.300%, 05/07/2022		983		989
Target
2.250%, 04/15/2025		710		746
Volkswagen Group of America Finance LLC
2.900%, 05/13/2022 (D)		3,135		3,189
1.250%, 11/24/2025 (D)		2,520		2,521
0.875%, 11/22/2023 (D)		2,420		2,434
				135,074
Consumer Staples — 2.1%
Adani International Container Terminal PVT
3.000%, 02/16/2031 (D)		624		612
Adani Ports and Special Economic Zone
4.200%, 08/04/2027 (D)		1,407		1,493
Advocate Health & Hospitals
2.211%, 06/15/2030		3,565		3,669
Aetna
3.875%, 08/15/2047		962		1,092
2.800%, 06/15/2023		3,648		3,785
Altria Group
5.950%, 02/14/2049		280		364
5.800%, 02/14/2039		1,065		1,333
4.800%, 02/14/2029		221		257
4.400%, 02/14/2026		203		230
4.000%, 02/04/2061		205		201
3.875%, 09/16/2046		1,603		1,619
3.700%, 02/04/2051		807		783
3.400%, 02/04/2041		3,469		3,335
2.450%, 02/04/2032		7,249		7,085
2.350%, 05/06/2025		511		533
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		7,694		9,817
4.700%, 02/01/2036		2,187		2,696
3.650%, 02/01/2026		1,978		2,184
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		1,600		2,224
5.450%, 01/23/2039		2,180		2,880
4.750%, 01/23/2029		1,420		1,688
4.600%, 04/15/2048		5,183		6,374
4.500%, 06/01/2050		1,860		2,312
4.375%, 04/15/2038		2,357		2,813
4.350%, 06/01/2040		970		1,163
4.000%, 04/13/2028		310		353

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.750%, 07/15/2042	$	696	$	766
3.500%, 06/01/2030		300		334
Bacardi
4.700%, 05/15/2028 (D)		775		904
4.450%, 05/15/2025 (D)		3,160		3,509
BAT Capital
4.906%, 04/02/2030		417		484
4.700%, 04/02/2027		500		568
4.540%, 08/15/2047		4,805		5,150
4.390%, 08/15/2037		680		739
3.984%, 09/25/2050		1,035		1,025
3.557%, 08/15/2027		3,860		4,177
3.215%, 09/06/2026		2,435		2,599
2.726%, 03/25/2031		5,115		5,098
2.259%, 03/25/2028		1,202		1,208
Bayer US Finance LLC
3.375%, 10/08/2024 (D)		1,475		1,578
Bayer US Finance II LLC
4.375%, 12/15/2028 (D)		3,750		4,306
4.250%, 12/15/2025 (D)		3,105		3,457
Bon Secours Mercy Health
3.464%, 06/01/2030		1,480		1,642
Bunge Finance
3.750%, 09/25/2027		3,912		4,346
2.750%, 05/14/2031		4,804		4,933
1.630%, 08/17/2025		1,346		1,367
Cargill
1.375%, 07/23/2023 (D)		690		704
Coca-Cola
3.375%, 03/25/2027		330		368
2.600%, 06/01/2050		200		198
2.500%, 06/01/2040		310		311
2.500%, 03/15/2051		1,190		1,154
1.450%, 06/01/2027		630		643
CommonSpirit Health
3.347%, 10/01/2029		1,025		1,113
2.782%, 10/01/2030		1,930		2,019
Constellation Brands
4.400%, 11/15/2025		775		873
Costco Wholesale
1.750%, 04/20/2032		560		558
1.375%, 06/20/2027		1,220		1,234
CVS Pass-Through Trust
6.036%, 12/10/2028		1,349		1,582
5.926%, 01/10/2034 (D)		143		174
5.880%, 01/10/2028		85		98
5.789%, 01/10/2026 (D)		615		673
Danone
2.947%, 11/02/2026 (D)		450		484
2.589%, 11/02/2023 (D)		1,580		1,644
2.077%, 11/02/2021 (D)		1,030		1,032

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Diageo Investment
2.875%, 05/11/2022	$	980	$	998
DP World MTN
5.625%, 09/25/2048 (D)		2,790		3,503
Estee Lauder
1.950%, 03/15/2031		2,325		2,357
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (D)		2,440		2,463
Hershey
0.900%, 06/01/2025		210		211
Imperial Brands Finance PLC
4.250%, 07/21/2025 (D)		3,165		3,475
Keurig Dr Pepper
4.417%, 05/25/2025		380		425
Kimberly-Clark
3.100%, 03/26/2030		200		222
Kraft Heinz Foods
5.000%, 06/04/2042		1,585		2,005
4.875%, 10/01/2049		3,945		4,905
3.000%, 06/01/2026		583		618
Kroger
5.400%, 01/15/2049		1,760		2,446
4.450%, 02/01/2047		275		335
Land O’ Lakes
6.000%, 11/15/2022 (D)		1,890		1,986
Molson Coors Beverage
3.500%, 05/01/2022		220		225
Molson Coors Brewing
4.200%, 07/15/2046		2,687		3,036
Mondelez International
1.500%, 05/04/2025		1,070		1,090
Mondelez International Holdings Netherlands BV
2.125%, 09/19/2022 (D)		450		459
PepsiCo
3.875%, 03/19/2060		200		249
3.625%, 03/19/2050		110		131
2.875%, 10/15/2049		250		262
2.625%, 03/19/2027		80		86
2.250%, 03/19/2025		80		84
1.625%, 05/01/2030		30		30
0.750%, 05/01/2023		820		827
Philip Morris International
2.900%, 11/15/2021		550		553
2.500%, 08/22/2022		1,530		1,564
2.500%, 11/02/2022		1,250		1,279
2.100%, 05/01/2030		460		464
1.125%, 05/01/2023		410		415
Procter & Gamble
3.100%, 08/15/2023		140		148
3.000%, 03/25/2030		380		422
2.800%, 03/25/2027		130		141

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Reckitt Benckiser Treasury Services PLC
2.750%, 06/26/2024 (D)	$	3,675	$	3,869
Reynolds American
8.125%, 05/01/2040		1,060		1,559
7.250%, 06/15/2037		745		1,014
6.150%, 09/15/2043		480		609
5.850%, 08/15/2045		4,055		5,015
Shire Acquisitions Investments Ireland
2.875%, 09/23/2023		4,966		5,185
Smith & Nephew PLC
2.032%, 10/14/2030		1,245		1,226
Sodexo
1.634%, 04/16/2026 (D)		2,147		2,176
Takeda Pharmaceutical
5.000%, 11/26/2028		980		1,183
4.400%, 11/26/2023		4,309		4,654
2.050%, 03/31/2030		2,863		2,855
Trustees of the University of Pennsylvania
3.610%, 02/15/2119		43		50
Walgreens Boots Alliance
3.300%, 11/18/2021		888		889
Walmart
3.950%, 06/28/2038		1,520		1,845
3.700%, 06/26/2028		1,560		1,781
3.550%, 06/26/2025		230		253
3.400%, 06/26/2023		305		322
3.300%, 04/22/2024		175		187
3.050%, 07/08/2026		1,786		1,956
Yale University
1.482%, 04/15/2030		1,184		1,174
0.873%, 04/15/2025		1,381		1,392
				200,555
Energy — 2.9%
Aker BP
4.000%, 01/15/2031 (D)		1,094		1,205
Apache
5.100%, 09/01/2040		110		122
4.750%, 04/15/2043 (B)		420		451
4.375%, 10/15/2028 (B)		990		1,068
4.250%, 01/15/2030		20		22
4.250%, 01/15/2044		1,130		1,148
3.250%, 04/15/2022		45		45
BG Energy Capital PLC
4.000%, 10/15/2021 (D)		2,775		2,787
BP Capital Markets America
3.796%, 09/21/2025		90		99
3.790%, 02/06/2024		150		161
3.633%, 04/06/2030		480		542
3.379%, 02/08/2061		1,808		1,882
3.216%, 11/28/2023		1,630		1,722
3.194%, 04/06/2025		1,990		2,139

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.119%, 05/04/2026	$	400	$	435
3.000%, 02/24/2050		1,890		1,868
BP Capital Markets PLC
3.535%, 11/04/2024		150		163
3.506%, 03/17/2025		340		370
Cameron LNG LLC
3.302%, 01/15/2035 (D)		990		1,075
2.902%, 07/15/2031 (D)		1,530		1,647
Canadian Natural Resources
6.450%, 06/30/2033		200		264
Cheniere Corpus Christi Holdings LLC
3.700%, 11/15/2029		1,846		2,025
Chevron
3.191%, 06/24/2023		95		99
2.978%, 05/11/2040		650		680
2.954%, 05/16/2026		1,100		1,193
2.355%, 12/05/2022		290		296
1.995%, 05/11/2027		1,280		1,328
1.554%, 05/11/2025		830		851
Chevron USA
5.250%, 11/15/2043		150		206
5.050%, 11/15/2044		186		252
4.950%, 08/15/2047		330		453
3.850%, 01/15/2028		990		1,124
3.078%, 05/11/2050		950		1,003
1.018%, 08/12/2027		875		861
Cimarex Energy
4.375%, 06/01/2024		80		86
4.375%, 03/15/2029		1,840		2,092
3.900%, 05/15/2027		1,740		1,921
ConocoPhillips
6.950%, 04/15/2029		995		1,346
4.300%, 08/15/2028 (D)		1,130		1,310
4.150%, 11/15/2034		753		878
3.750%, 10/01/2027 (D)		1,385		1,558
Continental Resources/Oklahoma
4.900%, 06/01/2044		340		383
4.500%, 04/15/2023		480		500
4.375%, 01/15/2028(B)		810		909
3.800%, 06/01/2024		770		822
Devon Energy
7.875%, 09/30/2031		1,580		2,239
5.850%, 12/15/2025		1,000		1,164
5.600%, 07/15/2041		871		1,089
5.250%, 09/15/2024 (D)		583		647
5.250%, 10/15/2027 (D)		98		104
5.000%, 06/15/2045		3,069		3,632
4.750%, 05/15/2042		975		1,120
4.500%, 01/15/2030 (D)		256		280
Diamondback Energy
4.400%, 03/24/2051		660		756
3.500%, 12/01/2029		930		1,001

22 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 12/01/2026	$	380	$	407
3.125%, 03/24/2031		320		333
2.875%, 12/01/2024		280		294
Ecopetrol
5.875%, 05/28/2045		3,400		3,646
4.125%, 01/16/2025		167		175
Enable Midstream Partners
4.950%, 05/15/2028		2,597		2,955
4.400%, 03/15/2027		1,531		1,703
4.150%, 09/15/2029		908		995
3.900%, 05/15/2024		209		222
Energy Transfer
8.250%, 11/15/2029		2,252		3,105
6.250%, 04/15/2049		560		741
6.125%, 12/15/2045		961		1,236
6.100%, 02/15/2042		398		498
6.050%, 06/01/2041		353		444
6.000%, 06/15/2048		311		397
5.500%, 06/01/2027		620		732
5.400%, 10/01/2047		2,050		2,488
5.350%, 05/15/2045		1,849		2,194
5.300%, 04/01/2044		60		70
5.300%, 04/15/2047		237		280
5.250%, 04/15/2029		2,085		2,456
5.150%, 03/15/2045		1,993		2,313
5.000%, 05/15/2050		1,505		1,763
4.950%, 06/15/2028		410		475
4.000%, 10/01/2027		2,095		2,328
3.750%, 05/15/2030		2,560		2,780
2.900%, 05/15/2025		740		777
Eni SpA
4.000%, 09/12/2023 (D)		4,400		4,681
Enterprise Products Operating LLC
7.550%, 04/15/2038		60		93
6.125%, 10/15/2039		145		203
4.850%, 03/15/2044		60		74
4.800%, 02/01/2049		230		287
4.200%, 01/31/2050		2,910		3,364
4.150%, 10/16/2028		1,580		1,815
4.050%, 02/15/2022		14		14
3.950%, 01/31/2060		300		334
3.700%, 01/31/2051		510		553
3.125%, 07/31/2029		350		379
2.800%, 01/31/2030		1,800		1,910
EOG Resources
4.950%, 04/15/2050		1,730		2,327
4.375%, 04/15/2030		860		1,016
4.150%, 01/15/2026		270		303
3.900%, 04/01/2035		590		679
Equinor
3.250%, 11/18/2049		560		606
3.000%, 04/06/2027		2,845		3,088

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.875%, 04/06/2025	$	4,615	$	4,927
Exxon Mobil
4.327%, 03/19/2050		3,500		4,381
4.227%, 03/19/2040		2,115		2,558
4.114%, 03/01/2046		910		1,088
3.482%, 03/19/2030		730		821
3.043%, 03/01/2026		1,140		1,236
2.992%, 03/19/2025		7,105		7,602
1.571%, 04/15/2023		70		71
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (D)		696		707
2.625%, 03/31/2036 (D)		1,164		1,163
2.160%, 03/31/2034 (D)		1,678		1,670
1.750%, 09/30/2027 (D)		4,819		4,895
Halliburton
3.800%, 11/15/2025		66		73
Hess
6.000%, 01/15/2040		2,240		2,876
5.600%, 02/15/2041		2,000		2,496
HollyFrontier
5.875%, 04/01/2026		1,265		1,452
KazMunayGas National JSC
6.375%, 10/24/2048 (D)		470		618
5.750%, 04/19/2047 (D)		1,390		1,723
5.375%, 04/24/2030 (D)		1,720		2,060
Kinder Morgan
5.550%, 06/01/2045		500		649
5.200%, 03/01/2048		1,070		1,348
5.050%, 02/15/2046		260		319
4.300%, 06/01/2025		1,105		1,224
4.300%, 03/01/2028		590		674
Kinder Morgan Energy Partners
5.500%, 03/01/2044		715		909
5.400%, 09/01/2044		40		50
5.000%, 03/01/2043		50		61
Lundin Energy Finance BV
3.100%, 07/15/2031 (D)		2,944		2,987
2.000%, 07/15/2026 (D)		3,913		3,943
Marathon Oil
5.200%, 06/01/2045		498		602
MPLX
5.500%, 02/15/2049		580		749
5.200%, 03/01/2047		320		394
5.200%, 12/01/2047		470		576
4.800%, 02/15/2029		120		140
4.700%, 04/15/2048		1,410		1,648
4.500%, 04/15/2038		810		926
4.000%, 03/15/2028		350		391
Occidental Petroleum
7.875%, 09/15/2031		140		186
7.500%, 05/01/2031		240		314
6.950%, 07/01/2024		3,107		3,500

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.550%, 03/15/2026	$	2,180	$	2,431
4.625%, 06/15/2045		400		414
4.500%, 07/15/2044		1,000		1,020
4.400%, 04/15/2046		200		204
4.200%, 03/15/2048		390		382
4.100%, 02/15/2047		1,040		1,017
3.400%, 04/15/2026		100		103
3.200%, 08/15/2026		1,740		1,795
3.000%, 02/15/2027		510		511
Oleoducto Central
4.000%, 07/14/2027 (D)		884		912
Pertamina Persero
6.000%, 05/03/2042 (D)		1,220		1,530
Petrobras Global Finance
6.850%, 06/05/2115		1,090		1,208
6.250%, 03/17/2024		1,930		2,176
Petroleos del Peru
5.625%, 06/19/2047 (D)		1,095		1,142
4.750%, 06/19/2032 (D)		4,690		4,901
Petroleos Mexicanos
7.690%, 01/23/2050		1,840		1,757
6.950%, 01/28/2060		210		185
6.625%, 06/15/2035		2,202		2,132
6.500%, 03/13/2027		1,640		1,733
5.625%, 01/23/2046		1,650		1,344
2.460%, 12/15/2025		1,409		1,466
2.378%, 04/15/2025		696		719
Petroleos Mexicanos MTN
6.875%, 08/04/2026		90		98
6.750%, 09/21/2047		4,865		4,274
Phillips 66
3.900%, 03/15/2028		58		65
1.300%, 02/15/2026		925		925
Pioneer Natural Resources
2.150%, 01/15/2031		1,590		1,558
1.900%, 08/15/2030		2,792		2,694
1.125%, 01/15/2026		180		178
Plains All American Pipeline/PAA Finance
4.500%, 12/15/2026		2,300		2,584
Qatar Petroleum
3.300%, 07/12/2051 (D)		3,129		3,232
3.125%, 07/12/2041 (D)		2,294		2,361
2.250%, 07/12/2031 (D)		4,583		4,621
Rockies Express Pipeline LLC
6.875%, 04/15/2040 (D)		1,270		1,400
4.950%, 07/15/2029 (D)		3,655		3,803
Ruby Pipeline
8.000%, 04/01/2022(B) (D)		1,727		1,627
Sabine Pass Liquefaction LLC
5.750%, 05/15/2024		1,680		1,873
5.000%, 03/15/2027		3,145		3,638

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Saudi Arabian Oil
1.625%, 11/24/2025 (D)	$	1,810	$	1,828
1.250%, 11/24/2023 (D)		840		848
Schlumberger Finance Canada
1.400%, 09/17/2025		850		863
Schlumberger Holdings
4.000%, 12/21/2025 (D)		660		733
3.900%, 05/17/2028 (D)		857		958
Schlumberger Investment
3.650%, 12/01/2023		100		106
Shell International Finance BV
6.375%, 12/15/2038		660		977
4.550%, 08/12/2043		490		621
4.375%, 05/11/2045		990		1,233
4.125%, 05/11/2035		3,510		4,183
4.000%, 05/10/2046		170		203
3.750%, 09/12/2046		100		115
3.250%, 04/06/2050		930		1,006
2.750%, 04/06/2030		660		706
Sinopec Group Overseas Development 2014
4.375%, 04/10/2024 (D)		1,020		1,112
Spectra Energy Partners
3.375%, 10/15/2026		140		152
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		2,200		3,254
2.900%, 03/01/2030 (D)		3,255		3,389
TransCanada PipeLines
4.625%, 03/01/2034		2,125		2,508
Transcontinental Gas Pipe Line LLC
7.850%, 02/01/2026		1,820		2,290
Valero Energy
1.200%, 03/15/2024		2,045		2,061
Western Midstream Operating
4.350%, 02/01/2025		330		347
2.229%, VAR ICE LIBOR USD 3 Month + 2.100%, 01/13/2023		220		219
Williams
8.750%, 03/15/2032		1,284		1,987
7.875%, 09/01/2021		130		130
7.750%, 06/15/2031		339		476
7.500%, 01/15/2031		9		13
5.100%, 09/15/2045		670		837
4.900%, 01/15/2045		450		549
3.750%, 06/15/2027		410		455
3.600%, 03/15/2022		124		125
				273,260
Financials — 8.9%
Aegon
1.455%, VAR USD ICE Swap 11:00 NY
10 Yr + 0.100%(E)		2,180		2,042

24 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Alleghany
3.250%, 08/15/2051	$	1,170	$	1,197
Ally Financial
1.450%, 10/02/2023		1,235		1,254
American Express
4.050%, 12/03/2042		70		85
3.400%, 02/27/2023		285		297
2.500%, 07/30/2024		3,000		3,159
American International Group
6.250%, VAR ICE LIBOR USD 3 Month + 2.056%, 03/15/2037		2,578		3,045
4.750%, 04/01/2048		195		254
4.375%, 06/30/2050		1,030		1,291
3.900%, 04/01/2026		565		628
3.400%, 06/30/2030		1,741		1,915
2.500%, 06/30/2025		410		431
Andrew W Mellon Foundation
0.947%, 08/01/2027		943		931
Antares Holdings
3.950%, 07/15/2026 (D)		706		754
ANZ New Zealand International
1.250%, 06/22/2026 (D)		2,272		2,281
Apollo Management Holdings
5.000%, 03/15/2048 (D)		1,425		1,857
4.400%, 05/27/2026 (D)		1,015		1,154
Assured Guaranty US Holdings
3.600%, 09/15/2051		779		805
3.150%, 06/15/2031		1,196		1,264
Athene Global Funding
3.000%, 07/01/2022 (D)		400		409
2.950%, 11/12/2026 (D)		3,910		4,191
2.500%, 03/24/2028 (D)		3,114		3,220
1.985%, 08/19/2028 (D)		3,603		3,589
0.750%, VAR United States Secured Overnight Financing Rate + 0.700%, 05/24/2024 (D)		3,675		3,695
Athene Holding
4.125%, 01/12/2028		2,238		2,514
3.500%, 01/15/2031		576		627
Avolon Holdings Funding
5.250%, 05/15/2024 (D)		185		203
5.125%, 10/01/2023 (D)		195		210
3.950%, 07/01/2024 (D)		535		571
2.875%, 02/15/2025 (D)		1,420		1,464
Banco Santander
3.848%, 04/12/2023		1,200		1,263
2.749%, 12/03/2030		2,200		2,211
2.746%, 05/28/2025		2,200		2,320
1.239%, VAR ICE LIBOR USD 3 Month + 1.120%, 04/12/2023		400		405

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America
3.483%, VAR United States Secured Overnight Financing Rate + 1.650%, 03/13/2052	$	766	$	850
3.419%, VAR ICE LIBOR USD 3 Month + 1.040%, 12/20/2028		1,342		1,474
3.366%, VAR ICE LIBOR USD 3 Month + 0.810%, 01/23/2026		1,660		1,783
3.311%, VAR United States Secured Overnight Financing Rate + 1.580%, 04/22/2042		3,670		3,957
3.004%, VAR ICE LIBOR USD 3 Month + 0.790%, 12/20/2023		3,270		3,376
2.687%, VAR United States Secured Overnight Financing Rate + 1.320%, 04/22/2032		7,630		7,930
2.592%, VAR United States Secured Overnight Financing Rate + 2.150%, 04/29/2031		4,229		4,378
1.734%, VAR United States Secured Overnight Financing Rate + 0.960%, 07/22/2027		20,098		20,366
1.658%, VAR United States Secured Overnight Financing Rate + 0.910%, 03/11/2027		17,200		17,389
0.976%, VAR United States Secured Overnight Financing Rate + 0.690%, 04/22/2025		4,196		4,220
Bank of America MTN
5.000%, 01/21/2044		1,800		2,420
4.450%, 03/03/2026		5,035		5,679
4.330%, VAR ICE LIBOR USD 3 Month + 1.520%, 03/15/2050		1,305		1,631
4.271%, VAR ICE LIBOR USD 3 Month + 1.310%, 07/23/2029		625		719
4.250%, 10/22/2026		130		148
4.200%, 08/26/2024		2,720		2,981
4.083%, VAR ICE LIBOR USD 3 Month + 3.150%, 03/20/2051		2,510		3,030
4.000%, 04/01/2024		2,110		2,294
4.000%, 01/22/2025		2,815		3,077
3.974%, VAR ICE LIBOR USD 3 Month + 1.210%, 02/07/2030		2,255		2,561
3.970%, VAR ICE LIBOR USD 3 Month + 1.070%, 03/05/2029		1,780		2,008
3.864%, VAR ICE LIBOR USD 3 Month + 0.940%, 07/23/2024		1,225		1,298
3.593%, VAR ICE LIBOR USD 3 Month + 1.370%, 07/21/2028		710		785
3.559%, VAR ICE LIBOR USD 3 Month + 1.060%, 04/23/2027		1,910		2,095
3.550%, VAR ICE LIBOR USD 3 Month + 0.780%, 03/05/2024		1,310		1,368

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 04/19/2026	$	1,598	$	1,760
3.300%, 01/11/2023		1,181		1,230
3.194%, VAR ICE LIBOR USD 3 Month + 1.180%, 07/23/2030		1,170		1,266
3.093%, VAR ICE LIBOR USD 3 Month + 1.090%, 10/01/2025		670		713
2.884%, VAR ICE LIBOR USD 3 Month + 1.190%, 10/22/2030		480		508
2.496%, VAR ICE LIBOR USD 3 Month + 0.990%, 02/13/2031		2,175		2,236
2.456%, VAR ICE LIBOR USD 3 Month + 0.870%, 10/22/2025		2,143		2,243
2.087%, VAR United States Secured Overnight Financing Rate + 1.060%, 06/14/2029		11,930		12,101
2.015%, VAR ICE LIBOR USD 3 Month + 0.640%, 02/13/2026		388		400
1.922%, VAR United States Secured Overnight Financing Rate + 1.370%, 10/24/2031		1,295		1,269
1.898%, VAR United States Secured Overnight Financing Rate + 1.530%, 07/23/2031		1,535		1,503
1.319%, VAR United States Secured Overnight Financing Rate + 1.150%, 06/19/2026		3,549		3,561
1.314%, VAR ICE LIBOR USD 3 Month + 1.180%, 10/21/2022		165		165
1.197%, VAR United States Secured Overnight Financing Rate + 1.010%, 10/24/2026		6,286		6,260
Bank of Montreal MTN
2.550%, 11/06/2022		200		205
1.850%, 05/01/2025		1,360		1,406
Bank of New York Mellon MTN
3.650%, 02/04/2024		150		161
3.442%, VAR ICE LIBOR USD 3 Month + 1.069%, 02/07/2028		1,920		2,122
3.250%, 09/11/2024		270		291
3.250%, 05/16/2027		270		298
1.600%, 04/24/2025		410		421
Bank of Nova Scotia
4.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(E)		1,385		1,504
1.300%, 06/11/2025		760		769
Barclays Bank
1.700%, 05/12/2022		570		575
Barclays PLC
4.375%, 01/12/2026		4,430		4,982
3.684%, 01/10/2023		1,220		1,234

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.007%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.800%, 12/10/2024	$	3,077	$	3,091
Barclays PLC MTN
4.972%, VAR ICE LIBOR USD 3 Month + 1.902%, 05/16/2029		1,070		1,257
BBVA USA
3.875%, 04/10/2025		910		1,003
Berkshire Hathaway Finance
4.250%, 01/15/2049		1,260		1,583
Blackstone Holdings Finance LLC
2.850%, 08/05/2051 (D)		1,391		1,377
1.625%, 08/05/2028 (D)		1,159		1,147
Blackstone Secured Lending Fund
3.625%, 01/15/2026		1,255		1,334
BNP Paribas
5.198%, VAR ICE LIBOR USD 3 Month + 2.567%, 01/10/2030 (D)		1,220		1,473
4.705%, VAR ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (D)		1,450		1,578
4.400%, 08/14/2028 (D)		1,420		1,637
3.375%, 01/09/2025 (D)		420		451
2.219%, VAR United States Secured Overnight Financing Rate + 2.074%, 06/09/2026 (D)		950		978
BNP Paribas MTN
4.375%, VAR USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (D)		380		422
BPCE
5.150%, 07/21/2024 (D)		1,550		1,723
Brighthouse Financial
4.700%, 06/22/2047		1,189		1,348
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (D)		2,965		2,989
Canadian Imperial Bank of Commerce
0.950%, 06/23/2023		750		757
Chubb INA Holdings
3.350%, 05/03/2026		420		462
CI Financial
4.100%, 06/15/2051		2,015		2,174
3.200%, 12/17/2030		2,610		2,712
Citadel
4.875%, 01/15/2027 (D)		1,240		1,348
Citigroup
8.125%, 07/15/2039		3,046		5,253
5.500%, 09/13/2025		1,370		1,592
5.300%, 05/06/2044		255		346
4.750%, 05/18/2046		150		193
4.650%, 07/30/2045		1,140		1,485
4.650%, 07/23/2048		795		1,055
4.600%, 03/09/2026		2,785		3,173
4.450%, 09/29/2027		1,380		1,580

26 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.412%, VAR United States Secured Overnight Financing Rate +
3.914%, 03/31/2031	$	2,020	$	2,367
4.400%, 06/10/2025		2,040		2,269
4.300%, 11/20/2026		590		670
4.125%, 07/25/2028		260		294
3.887%, VAR ICE LIBOR USD 3 Month + 1.563%, 01/10/2028		545		607
3.700%, 01/12/2026		625		691
3.500%, 05/15/2023		930		976
3.352%, VAR ICE LIBOR USD 3 Month + 0.897%, 04/24/2025		3,600		3,837
3.142%, VAR ICE LIBOR USD 3 Month + 0.722%, 01/24/2023		780		788
3.106%, VAR United States Secured Overnight Financing Rate + 2.842%, 04/08/2026		560		599
2.572%, VAR United States Secured Overnight Financing Rate + 2.107%, 06/03/2031		6,230		6,433
1.678%, VAR United States Secured Overnight Financing Rate + 1.667%, 05/15/2024		800		816
1.462%, VAR United States Secured Overnight Financing Rate + 0.770%, 06/09/2027		6,225		6,243
CME Group
3.000%, 09/15/2022		400		411
Cooperatieve Rabobank UA
4.625%, 12/01/2023		2,060		2,242
4.375%, 08/04/2025		1,580		1,766
Cooperatieve Rabobank UA MTN
3.875%, 02/08/2022		300		305
Credit Agricole SA/London MTN
1.907%, VAR United States Secured Overnight Financing Rate + 1.676%, 06/16/2026 (D)		630		645
Credit Suisse AG/New York NY
2.950%, 04/09/2025		790		844
1.000%, 05/05/2023		4,510		4,556
Credit Suisse AG/New York NY MTN
3.625%, 09/09/2024		1,360		1,474
Credit Suisse Group
4.550%, 04/17/2026		230		261
4.282%, 01/09/2028 (D)		895		1,001
4.194%, VAR United States Secured Overnight Financing Rate + 3.730%, 04/01/2031 (D)		1,490		1,688
3.750%, 03/26/2025		250		271
3.091%, VAR United States Secured Overnight Financing Rate + 1.730%, 05/14/2032 (D)		6,639		6,925

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.193%, VAR United States Secured Overnight Financing Rate + 2.044%, 06/05/2026 (D)	$	2,940	$	3,016
1.305%, VAR United States Secured Overnight Financing Rate + 0.980%, 02/02/2027 (D)		6,030		5,932
Credit Suisse NY
1.250%, 08/07/2026		5,957		5,925
Danske Bank
5.375%, 01/12/2024 (D)		940		1,036
5.000%, 01/12/2022 (D)		1,070		1,087
3.244%, VAR ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (D)		1,320		1,403
3.001%, VAR ICE LIBOR USD 3 Month + 1.249%, 09/20/2022 (D)		680		681
1.226%, 06/22/2024 (D)		550		556
Deutsche Bank NY
3.729%, VAR United States Secured Overnight Financing Rate + 2.757%, 01/14/2032		913		942
3.035%, VAR United States Secured Overnight Financing Rate + 1.718%, 05/28/2032		1,192		1,230
0.898%, 05/28/2024		1,948		1,949
Discover Bank
4.200%, 08/08/2023		1,130		1,210
DNB Bank
1.535%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.720%, 05/25/2027 (D)		2,000		2,011
Enstar Group
3.100%, 09/01/2031		1,948		1,945
Equitable Holdings
3.900%, 04/20/2023		910		958
F&G Global Funding
1.750%, 06/30/2026 (D)		1,580		1,606
Farmers Exchange Capital
7.200%, 07/15/2048 (D)		1,788		2,598
Farmers Exchange Capital II
6.151%, VAR ICE LIBOR USD 3 Month +3.744%, 11/01/2053 (D)		4,120		5,385
Fifth Third Bank
2.875%, 10/01/2021		1,870		1,870
FS KKR Capital
3.400%, 01/15/2026		3,075		3,208
2.625%, 01/15/2027		1,153		1,153
Goldman Sachs Capital II
4.000%, VAR ICE LIBOR USD 3 Month + 0.768%(B)(E)		435		435
Goldman Sachs Group
6.750%, 10/01/2037		1,629		2,373
6.250%, 02/01/2041		1,290		1,915
5.150%, 05/22/2045		1,870		2,509

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 10/21/2045	$	720	$	950
4.250%, 10/21/2025		1,090		1,216
4.223%, VAR ICE LIBOR USD 3 Month + 1.301%, 05/01/2029		500		572
3.800%, 03/15/2030		6,330		7,137
3.750%, 05/22/2025		500		545
3.750%, 02/25/2026		1,445		1,595
3.691%, VAR ICE LIBOR USD 3 Month + 1.510%, 06/05/2028		640		711
3.625%, 01/22/2023		508		531
3.500%, 01/23/2025		150		162
3.500%, 04/01/2025		870		942
3.500%, 11/16/2026		2,420		2,634
3.272%, VAR ICE LIBOR USD 3 Month + 1.201%, 09/29/2025		5,770		6,178
3.210%, VAR United States Secured Overnight Financing Rate + 1.513%, 04/22/2042		60		63
3.200%, 02/23/2023		670		696
2.908%, VAR ICE LIBOR USD 3 Month + 1.053%, 06/05/2023		410		418
1.542%, VAR United States Secured Overnight Financing Rate + 0.818%, 09/10/2027		13,904		13,969
1.431%, VAR United States Secured Overnight Financing Rate + 0.798%, 03/09/2027		9,675		9,712
0.657%, VAR United States Secured Overnight Financing Rate + 0.505%, 09/10/2024		5,767		5,763
Goldman Sachs Group MTN
4.800%, 07/08/2044		260		338
2.905%, VAR ICE LIBOR USD 3 Month + 0.990%, 07/24/2023		1,060		1,083
2.383%, VAR United States Secured Overnight Financing Rate + 1.248%, 07/21/2032		5,017		5,072
Guardian Life Global Funding
1.100%, 06/23/2025 (D)		290		292
HSBC Bank PLC
7.650%, 05/01/2025		796		961
HSBC Bank USA
7.000%, 01/15/2039		510		799
HSBC Holdings PLC
4.950%, 03/31/2030		200		242
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(E)		1,700		1,740
4.583%, VAR ICE LIBOR USD 3 Month + 1.535%, 06/19/2029		2,515		2,906
4.300%, 03/08/2026		5,405		6,094
4.250%, 03/14/2024		1,190		1,283
4.250%, 08/18/2025		960		1,062

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.041%, VAR ICE LIBOR USD 3 Month + 1.546%, 03/13/2028	$	830	$	924
3.973%, VAR ICE LIBOR USD 3 Month + 1.610%, 05/22/2030		970		1,087
3.262%, VAR ICE LIBOR USD 3 Month + 1.055%, 03/13/2023		155		157
2.633%, VAR United States Secured Overnight Financing Rate + 1.402%, 11/07/2025		2,065		2,162
2.206%, VAR United States Secured Overnight Financing Rate + 1.285%, 08/17/2029		3,735		3,767
2.013%, VAR United States Secured Overnight Financing Rate + 1.732%, 09/22/2028		3,325		3,356
1.645%, VAR United States Secured Overnight Financing Rate + 1.538%, 04/18/2026		290		294
1.589%, VAR United States Secured Overnight Financing Rate + 1.290%, 05/24/2027		3,980		3,994
0.976%, VAR United States Secured Overnight Financing Rate + 0.708%, 05/24/2025		4,190		4,192
ING Bank
5.800%, 09/25/2023 (D)		202		223
ING Groep
2.727%, VAR United States Secured Overnight Financing Rate + 1.316%, 04/01/2032		960		998
Intercontinental Exchange
1.850%, 09/15/2032		3,890		3,750
Intesa Sanpaolo
3.375%, 01/12/2023 (D)		490		508
3.125%, 07/14/2022 (D)		1,420		1,452
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (D)		1,260		1,417
5.017%, 06/26/2024 (D)		870		945
JPMorgan Chase
8.750%, 09/01/2030		1,725		2,624
6.400%, 05/15/2038		385		571
4.950%, 06/01/2045		300		400
4.452%, VAR ICE LIBOR USD 3 Month + 1.330%, 12/05/2029		740		864
4.250%, 10/01/2027		2,590		2,970
4.203%, VAR ICE LIBOR USD 3 Month + 1.260%, 07/23/2029		940		1,080
4.125%, 12/15/2026		2,420		2,748
4.032%, VAR ICE LIBOR USD 3 Month + 1.460%, 07/24/2048		725		866
4.023%, VAR ICE LIBOR USD 3 Month + 1.000%, 12/05/2024		4,455		4,784
3.900%, 07/15/2025		1,635		1,801

28 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.897%, VAR ICE LIBOR USD 3 Month + 1.220%, 01/23/2049	$	245	$	287
3.882%, VAR ICE LIBOR USD 3 Month + 1.360%, 07/24/2038		215		250
3.875%, 09/10/2024		440		479
3.797%, VAR ICE LIBOR USD 3 Month + 0.890%, 07/23/2024		2,010		2,133
3.625%, 05/13/2024		1,490		1,612
3.625%, 12/01/2027		1,000		1,100
3.328%, VAR United States Secured Overnight Financing Rate + 1.580%, 04/22/2052		3,113		3,387
3.200%, 06/15/2026		1,670		1,815
3.109%, VAR United States Secured Overnight Financing Rate + 2.440%, 04/22/2051		210		220
2.972%, 01/15/2023		165		167
2.956%, VAR United States Secured Overnight Financing Rate + 2.515%, 05/13/2031		2,570		2,722
2.739%, VAR United States Secured Overnight Financing Rate + 1.510%, 10/15/2030		370		390
2.522%, VAR United States Secured Overnight Financing Rate + 2.040%, 04/22/2031		1,960		2,028
2.301%, VAR United States Secured Overnight Financing Rate + 1.160%, 10/15/2025		3,120		3,247
2.182%, VAR United States Secured Overnight Financing Rate + 1.890%, 06/01/2028		2,372		2,446
2.083%, VAR United States Secured Overnight Financing Rate + 1.850%, 04/22/2026		6,987		7,216
2.069%, VAR United States Secured Overnight Financing Rate + 1.015%, 06/01/2029		6,385		6,474
2.005%, VAR United States Secured Overnight Financing Rate + 1.585%, 03/13/2026		75		77
1.578%, VAR United States Secured Overnight Financing Rate + 0.885%, 04/22/2027		8,370		8,448
1.514%, VAR United States Secured Overnight Financing Rate + 1.455%, 06/01/2024		2,130		2,168
1.045%, VAR United States Secured Overnight Financing Rate + 0.800%, 11/19/2026		4,318		4,280
1.040%, VAR United States Secured Overnight Financing Rate + 0.695%, 02/04/2027		7,744		7,646

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.969%, VAR United States Secured Overnight Financing Rate + 0.580%, 06/23/2025	$	8,540	$	8,565
0.824%, VAR United States Secured Overnight Financing Rate + 0.540%, 06/01/2025		3,548		3,554
0.680%, VAR ICE LIBOR USD 3 Month + 0.550%, 02/01/2027		2,740		2,647
KKR Group Finance II LLC
5.500%, 02/01/2043 (D)		120		162
KKR Group Finance III LLC
5.125%, 06/01/2044 (D)		1,005		1,327
Lehman Brothers Holdings
6.500%, 12/31/2049 (F)		4,040		–
Lehman Brothers Holdings MTN
6.750%, 12/31/2049 (F)		10,370		–
Lehman Brothers Holdings Capital Trust VII MTN
5.857%, VAR ICE LIBOR USD 3 Month + 0.840%(E)(F)		20,630		–
Lloyds Bank PLC
3.500%, 05/14/2025		100		108
Lloyds Banking Group PLC
4.375%, 03/22/2028		1,180		1,358
3.870%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025		530		574
2.907%, VAR ICE LIBOR USD 3 Month + 0.810%, 11/07/2023		2,545		2,615
2.858%, VAR ICE LIBOR USD 3 Month + 1.249%, 03/17/2023		2,705		2,741
1.627%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027		3,000		3,011
Macquarie Bank
3.624%, 06/03/2030 (D)		765		815
Macquarie Group
1.340%, VAR United States Secured Overnight Financing Rate + 1.069%, 01/12/2027 (D)		2,395		2,387
Macquarie Group MTN
1.629%, VAR United States Secured Overnight Financing Rate + 0.910%, 09/23/2027 (D)		4,757		4,777
MassMutual Global Funding II
2.500%, 10/17/2022 (D)		261		268
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (D)		2,220		2,242
Mercury General
4.400%, 03/15/2027		1,720		1,950
MetLife
6.400%, 12/15/2036		1,400		1,799

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 29

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (D)	$	2,865	$	3,177
0.900%, 06/08/2023 (D)		1,540		1,555
Mitsubishi UFJ Financial Group
2.309%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.950%, 07/20/2032		2,374		2,395
1.538%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027		4,540		4,569
0.953%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.550%, 07/19/2025		4,595		4,612
Morgan Stanley
3.737%, VAR ICE LIBOR USD 3 Month + 0.847%, 04/24/2024		1,810		1,905
1.593%, VAR United States Secured Overnight Financing Rate + 0.879%, 05/04/2027		4,680		4,724
0.985%, VAR United States Secured Overnight Financing Rate + 0.720%, 12/10/2026		3,939		3,891
0.790%, VAR United States Secured Overnight Financing Rate + 0.525%, 05/30/2025		12,112		12,085
Morgan Stanley MTN
4.431%, VAR ICE LIBOR USD 3 Month + 1.628%, 01/23/2030		725		845
4.350%, 09/08/2026		235		267
4.100%, 05/22/2023		110		117
4.000%, 07/23/2025		580		644
3.875%, 04/29/2024		2,045		2,215
3.772%, VAR ICE LIBOR USD 3 Month + 1.140%, 01/24/2029		280		313
3.700%, 10/23/2024		370		403
3.622%, VAR United States Secured Overnight Financing Rate + 3.120%, 04/01/2031		5,705		6,390
3.591%, VAR ICE LIBOR USD 3 Month + 1.340%, 07/22/2028		270		300
3.125%, 07/27/2026		525		570
2.720%, VAR United States Secured Overnight Financing Rate + 1.152%, 07/22/2025		2,085		2,192
2.699%, VAR United States Secured Overnight Financing Rate + 1.143%, 01/22/2031		10		10
2.239%, VAR United States Secured Overnight Financing Rate + 1.178%, 07/21/2032		2,300		2,306
2.188%, VAR United States Secured Overnight Financing Rate + 1.990%, 04/28/2026		2,020		2,099

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.512%, VAR United States Secured Overnight Financing Rate + 0.858%, 07/20/2027	$	13,224	$	13,277
0.864%, VAR United States Secured Overnight Financing Rate + 0.745%, 10/21/2025		2,791		2,791
0.791%, VAR United States Secured Overnight Financing Rate + 0.509%, 01/22/2025		9,581		9,599
National Securities Clearing
1.500%, 04/23/2025 (D)		6,290		6,423
1.200%, 04/23/2023 (D)		620		629
Nationwide Building Society
4.363%, VAR ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (D)		5,240		5,590
3.766%, VAR ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (D)		1,735		1,814
Nationwide Mutual Insurance
2.409%, VAR ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (D)		4,407		4,412
Natwest Group PLC
4.519%, VAR ICE LIBOR USD 3 Month + 1.550%, 06/25/2024		820		876
1.642%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027		1,640		1,650
New York Life Global Funding
0.950%, 06/24/2025 (D)		550		551
New York Life Insurance
6.750%, 11/15/2039 (D)		765		1,173
3.750%, 05/15/2050 (D)		1,870		2,159
Nomura Holdings
2.648%, 01/16/2025		1,430		1,498
2.608%, 07/14/2031		1,751		1,769
2.172%, 07/14/2028		3,052		3,052
1.653%, 07/14/2026		3,800		3,804
Nordea Bank ABP
1.000%, 06/09/2023 (D)		1,370		1,387
Northern Trust
2.375%, 08/02/2022		300		306
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (D)		2,550		2,868
Oaktree Specialty Lending
2.700%, 01/15/2027		1,212		1,224
Ohio National Financial Services
5.800%, 01/24/2030 (D)		1,775		2,033
Owl Rock Capital
3.400%, 07/15/2026		3,359		3,515
2.875%, 06/11/2028		809		814
Park Aerospace Holdings
5.500%, 02/15/2024 (D)		850		933
4.500%, 03/15/2023 (D)		4,470		4,691

30 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PNC Financial Services Group
3.500%, 01/23/2024	$	255	$	273
Pricoa Global Funding I MTN
1.200%, 09/01/2026 (D)		3,536		3,534
Principal Life Global Funding II
1.250%, 06/23/2025 (D)		270		272
Private Export Funding
0.550%, 07/30/2024 (D)		2,055		2,053
Prospect Capital
3.706%, 01/22/2026		1,005		1,038
Raymond James Financial
4.950%, 07/15/2046		1,525		2,000
Royal Bank of Canada
0.375%, 06/29/2085 (C)		860		740
Royal Bank of Canada MTN
2.250%, 11/01/2024		170		178
1.600%, 04/17/2023		1,170		1,195
1.150%, 06/10/2025		730		735
Royal Bank of Scotland Group
4.269%, VAR ICE LIBOR USD 3 Month + 1.762%, 03/22/2025		3,925		4,254
Santander Holdings USA
3.450%, 06/02/2025		1,150		1,235
Santander UK Group Holdings PLC
4.796%, VAR ICE LIBOR USD 3 Month + 1.570%, 11/15/2024		4,580		4,977
3.823%, VAR ICE LIBOR USD 3 Month + 1.400%, 11/03/2028		350		387
1.673%, VAR United States Secured Overnight Financing Rate + 0.989%, 06/14/2027		1,235		1,239
1.532%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026		1,140		1,145
1.089%, VAR United States Secured Overnight Financing Rate + 0.787%, 03/15/2025		4,785		4,799
SBL Holdings
5.000%, 02/18/2031 (D)		2,680		2,882
Scentre Group Trust I/ Scentre Group Trust II
4.375%, 05/28/2030 (B)(D)		1,135		1,332
3.625%, 01/28/2026 (D)		2,895		3,163
Societe Generale
3.625%, 03/01/2041 (D)		1,370		1,403
2.889%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 06/09/2032 (D)		1,787		1,822
Societe Generale MTN
3.653%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/08/2035 (D)		1,401		1,466
2.625%, 01/22/2025 (D)		1,345		1,403

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Standard Chartered PLC
5.700%, 03/26/2044 (D)	$	427	$	563
5.200%, 01/26/2024 (D)		410		447
State Street
3.300%, 12/16/2024		310		337
3.152%, VAR United States Secured Overnight Financing Rate + 2.650%, 03/30/2031		1,500		1,659
Swedbank
1.300%, 06/02/2023 (D)		930		944
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (D)		148		227
4.900%, 09/15/2044 (D)		600		790
4.270%, 05/15/2047 (D)		175		216
3.300%, 05/15/2050 (D)		4,055		4,365
Toronto-Dominion Bank MTN
1.150%, 06/12/2025		730		737
0.750%, 06/12/2023		1,430		1,441
Travelers
4.600%, 08/01/2043		50		66
Truist Bank
3.800%, 10/30/2026		250		281
Trust Fibra Uno
6.390%, 01/15/2050 (D)		956		1,162
5.250%, 01/30/2026 (D)		1,164		1,304
UBS AG/London
1.750%, 04/21/2022 (D)		1,310		1,322
0.700%, 08/09/2024 (D)		3,820		3,823
UBS Group
4.253%, 03/23/2028 (D)		1,490		1,693
4.125%, 09/24/2025 (D)		1,010		1,125
3.491%, 05/23/2023 (D)		1,710		1,748
2.859%, VAR ICE LIBOR USD 3 Month + 0.954%, 08/15/2023 (D)		240		245
US Bancorp
1.450%, 05/12/2025		1,610		1,647
US Bancorp MTN
3.600%, 09/11/2024		160		174
2.950%, 07/15/2022		497		508
Validus Holdings
8.875%, 01/26/2040		1,460		2,434
WEA Finance LLC / Westfield UK & Europe
Finance PLC
3.750%, 09/17/2024 (D)		1,370		1,462
Wells Fargo
7.950%, 11/15/2029		925		1,287
5.606%, 01/15/2044		700		969
5.375%, 11/02/2043		220		296
4.480%, 01/16/2024		392		427
3.000%, 10/23/2026		1,640		1,773

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 31

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.188%, VAR United States Secured Overnight Financing Rate + 2.000%, 04/30/2026	$	9,725	$	10,101
Wells Fargo MTN
5.013%, VAR United States Secured Overnight Financing Rate + 4.502%, 04/04/2051		6,490		9,037
4.900%, 11/17/2045		1,310		1,699
4.750%, 12/07/2046		2,365		3,012
4.650%, 11/04/2044		560		698
4.478%, VAR United States Secured Overnight Financing Rate + 4.032%, 04/04/2031		6,635		7,860
4.400%, 06/14/2046		220		268
4.300%, 07/22/2027		1,180		1,352
4.150%, 01/24/2029		1,450		1,669
3.750%, 01/24/2024		360		386
3.584%, VAR ICE LIBOR USD 3 Month + 1.310%, 05/22/2028		2,075		2,302
3.500%, 03/08/2022		42		43
3.450%, 02/13/2023		685		715
3.196%, VAR ICE LIBOR USD 3 Month + 1.170%, 06/17/2027		3,675		3,980
2.879%, VAR United States Secured Overnight Financing Rate + 1.432%, 10/30/2030		2,530		2,690
2.572%, VAR United States Secured Overnight Financing Rate + 1.262%, 02/11/2031		415		431
2.406%, VAR United States Secured Overnight Financing Rate + 1.087%, 10/30/2025		2,570		2,686
2.393%, VAR United States Secured Overnight Financing Rate + 2.100%, 06/02/2028		2,410		2,514
Westpac Banking
2.668%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035		840		834
				836,757
Health Care — 2.7%
Abbott Laboratories
4.900%, 11/30/2046		840		1,168
4.750%, 11/30/2036		440		570
3.750%, 11/30/2026		406		459
AbbVie
5.000%, 12/15/2021		173		173
4.550%, 03/15/2035		1,800		2,190
4.500%, 05/14/2035		1,399		1,701
4.450%, 05/14/2046		559		685
4.400%, 11/06/2042		2,540		3,090
4.300%, 05/14/2036		551		657

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 11/14/2028	$	795	$	922
4.250%, 11/21/2049		5,908		7,167
4.050%, 11/21/2039		1,811		2,128
3.800%, 03/15/2025		700		763
3.750%, 11/14/2023		370		395
3.600%, 05/14/2025		1,605		1,745
3.450%, 03/15/2022		470		476
3.200%, 05/14/2026		145		157
3.200%, 11/21/2029		2,635		2,880
2.950%, 11/21/2026		610		657
2.900%, 11/06/2022		350		360
2.600%, 11/21/2024		2,760		2,908
2.300%, 11/21/2022		5,322		5,443
Amgen
6.375%, 06/01/2037		1,785		2,559
5.150%, 11/15/2041		316		415
4.663%, 06/15/2051		104		135
4.400%, 05/01/2045		900		1,108
3.625%, 05/22/2024		220		236
3.150%, 02/21/2040		880		930
3.000%, 01/15/2052		2,521		2,523
2.000%, 01/15/2032		3,445		3,387
1.650%, 08/15/2028		3,118		3,109
Anthem
4.625%, 05/15/2042		219		274
3.650%, 12/01/2027		330		369
3.500%, 08/15/2024		1,950		2,094
3.350%, 12/01/2024		1,190		1,285
3.300%, 01/15/2023		133		138
3.125%, 05/15/2022		740		755
2.950%, 12/01/2022		560		577
Astrazeneca Finance LLC
1.750%, 05/28/2028		2,730		2,773
1.200%, 05/28/2026		1,583		1,591
AstraZeneca PLC
3.000%, 05/28/2051		780		830
Baxalta
3.600%, 06/23/2022		870		889
Baxter International
3.950%, 04/01/2030		890		1,026
BayCare Health System
3.831%, 11/15/2050		2,765		3,417
Bayer US Finance II LLC
4.875%, 06/25/2048 (D)		2,228		2,822
4.700%, 07/15/2064 (D)		400		479
4.625%, 06/25/2038 (D)		2,097		2,513
4.400%, 07/15/2044 (D)		2,750		3,214
Becton Dickinson
4.685%, 12/15/2044		469		597
3.734%, 12/15/2024		446		484
3.363%, 06/06/2024		531		567
2.823%, 05/20/2030		1,000		1,059

32 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Biogen
3.625%, 09/15/2022	$	815	$	843
3.250%, 02/15/2051 (D)		280		282
3.150%, 05/01/2050		771		762
Bristol-Myers Squibb
5.000%, 08/15/2045		99		136
3.875%, 08/15/2025		566		627
3.550%, 08/15/2022		550		568
3.400%, 07/26/2029		815		917
3.200%, 06/15/2026		1,170		1,285
2.900%, 07/26/2024		1,352		1,441
2.600%, 05/16/2022		830		844
2.550%, 11/13/2050		2,396		2,329
Centene
3.000%, 10/15/2030		5,616		5,821
2.450%, 07/15/2028		3,257		3,304
Cigna
4.375%, 10/15/2028		1,120		1,307
4.125%, 11/15/2025		585		654
3.875%, 10/15/2047		770		874
3.750%, 07/15/2023		715		757
3.400%, 03/15/2050		250		266
3.400%, 03/15/2051		1,050		1,121
3.250%, 04/15/2025		1,000		1,079
2.400%, 03/15/2030		300		309
CommonSpirit Health
4.350%, 11/01/2042		1,385		1,635
4.187%, 10/01/2049		2,025		2,368
CVS Health
5.125%, 07/20/2045		170		224
5.050%, 03/25/2048		10,987		14,543
4.780%, 03/25/2038		1,216		1,513
4.300%, 03/25/2028		2,402		2,766
4.250%, 04/01/2050		630		767
4.125%, 04/01/2040		240		279
3.875%, 07/20/2025		929		1,023
3.750%, 04/01/2030		1,835		2,069
3.700%, 03/09/2023		297		311
3.625%, 04/01/2027		1,470		1,631
3.375%, 08/12/2024		95		102
3.000%, 08/15/2026		833		899
2.750%, 12/01/2022		230		236
2.700%, 08/21/2040		1,220		1,198
2.125%, 09/15/2031		660		658
DH Europe Finance II Sarl
2.600%, 11/15/2029		1,571		1,654
2.200%, 11/15/2024		2,120		2,213
2.050%, 11/15/2022		1,232		1,258
Gilead Sciences
4.750%, 03/01/2046		40		52
4.600%, 09/01/2035		2,000		2,462
4.000%, 09/01/2036		681		797

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 04/01/2024	$	1,540	$	1,651
3.650%, 03/01/2026		890		981
2.800%, 10/01/2050		1,725		1,676
2.600%, 10/01/2040		1,338		1,304
GlaxoSmithKline Capital PLC
2.850%, 05/08/2022		50		51
HCA
5.875%, 02/01/2029		539		654
5.375%, 02/01/2025		4,972		5,600
5.250%, 04/15/2025		750		856
5.250%, 06/15/2049		2,905		3,791
5.000%, 03/15/2024		4,830		5,313
4.125%, 06/15/2029		2,500		2,828
2.375%, 07/15/2031		1,015		1,014
Health Care Service, A Mutual Legal Reserve
2.200%, 06/01/2030 (D)		2,235		2,267
Humana
4.950%, 10/01/2044		200		262
4.800%, 03/15/2047		50		64
4.500%, 04/01/2025		120		134
3.950%, 03/15/2027		860		966
3.850%, 10/01/2024		2,530		2,742
3.150%, 12/01/2022		190		195
1.350%, 02/03/2027		2,667		2,657
Johnson & Johnson
3.700%, 03/01/2046		970		1,170
2.450%, 09/01/2060		2,085		2,027
0.950%, 09/01/2027		990		981
0.550%, 09/01/2025		490		486
Mass General Brigham
3.192%, 07/01/2049		245		264
Medtronic
4.625%, 03/15/2045		123		164
Merck
1.450%, 06/24/2030		480		472
0.750%, 02/24/2026		840		836
Pfizer
4.000%, 12/15/2036		1,050		1,276
2.800%, 03/11/2022		730		740
2.700%, 05/28/2050		1,941		1,967
2.625%, 04/01/2030		720		774
2.550%, 05/28/2040		2,688		2,737
1.700%, 05/28/2030		680		681
0.800%, 05/28/2025		1,050		1,051
Regeneron Pharmaceuticals
2.800%, 09/15/2050		955		904
1.750%, 09/15/2030		2,566		2,468
Royalty Pharma PLC
3.350%, 09/02/2051		1,077		1,045
2.200%, 09/02/2030		2,370		2,349
1.750%, 09/02/2027		1,350		1,353

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 33

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.200%, 09/02/2025	$	980	$	978
0.750%, 09/02/2023		1,650		1,657
RWJ Barnabas Health
3.949%, 07/01/2046		2,445		2,937
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		2,108		2,309
Takeda Pharmaceutical
3.175%, 07/09/2050		3,595		3,723
Teva Pharmaceutical Finance
3.650%, 11/10/2021		184		184
Thermo Fisher Scientific
4.497%, 03/25/2030		1,569		1,872
2.800%, 10/15/2041		618		632
2.000%, 10/15/2031		2,497		2,493
1.750%, 10/15/2028		2,647		2,671
UnitedHealth Group
6.625%, 11/15/2037		200		306
5.800%, 03/15/2036		560		791
4.625%, 07/15/2035		940		1,195
4.450%, 12/15/2048		140		182
4.250%, 06/15/2048		180		227
3.875%, 12/15/2028		250		289
3.875%, 08/15/2059		570		689
3.750%, 07/15/2025		330		366
3.700%, 08/15/2049		140		163
3.500%, 06/15/2023		230		243
3.375%, 11/15/2021		400		401
3.250%, 05/15/2051		1,939		2,124
3.125%, 05/15/2060		90		95
3.050%, 05/15/2041		2,848		3,021
2.900%, 05/15/2050		1,236		1,279
2.875%, 12/15/2021		450		453
2.875%, 03/15/2023		150		156
2.750%, 05/15/2040		1,864		1,916
2.375%, 10/15/2022		100		102
2.300%, 05/15/2031		3,640		3,769
2.000%, 05/15/2030		220		223
1.250%, 01/15/2026		260		263
Universal Health Services
1.650%, 09/01/2026 (D)		1,260		1,261
Utah Acquisition Sub
3.950%, 06/15/2026		3,180		3,525
Viatris
4.000%, 06/22/2050 (D)		1,455		1,584
2.700%, 06/22/2030 (D)		305		312
Wyeth LLC
6.450%, 02/01/2024		365		418
5.950%, 04/01/2037		320		458
Zimmer Biomet Holdings
3.550%, 04/01/2025		225		243
				249,294

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 2.0%
3M
3.700%, 04/15/2050	$	300	$	357
2.375%, 08/26/2029		2,320		2,444
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.125%, 07/03/2023		262		277
3.650%, 07/21/2027		1,120		1,193
3.500%, 05/26/2022		2,750		2,802
3.500%, 01/15/2025		1,673		1,773
Air Lease
3.500%, 01/15/2022		1,000		1,011
3.375%, 07/01/2025		490		525
3.250%, 03/01/2025		525		558
Air Lease MTN
2.300%, 02/01/2025		605		625
American Airlines Pass-Through Trust, Ser 2015-1, Cl A
3.375%, 05/01/2027		95		94
BAE Systems PLC
4.750%, 10/11/2021 (D)		2,455		2,467
Boeing
7.250%, 06/15/2025		107		129
5.930%, 05/01/2060		550		764
5.805%, 05/01/2050		2,651		3,601
5.705%, 05/01/2040		1,374		1,779
5.150%, 05/01/2030		2,016		2,385
5.040%, 05/01/2027		355		409
4.875%, 05/01/2025		2,290		2,560
4.508%, 05/01/2023		2,225		2,357
3.750%, 02/01/2050		2,073		2,146
3.625%, 02/01/2031		1,666		1,807
3.250%, 02/01/2028		1,658		1,778
3.250%, 02/01/2035		3,177		3,250
3.200%, 03/01/2029		720		758
3.100%, 05/01/2026		230		244
2.800%, 03/01/2027		280		292
2.700%, 02/01/2027		1,165		1,209
2.196%, 02/04/2026		4,859		4,877
1.433%, 02/04/2024		5,034		5,045
Burlington Northern Santa Fe LLC
7.290%, 06/01/2036		200		309
4.550%, 09/01/2044		1,220		1,560
3.650%, 09/01/2025		140		155
3.050%, 09/01/2022		300		306
Canadian Pacific Railway
6.125%, 09/15/2115		34		54
Carrier Global
3.577%, 04/05/2050		70		76
Caterpillar
4.300%, 05/15/2044		50		65

34 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cintas No. 2
3.700%, 04/01/2027	$	590	$	662
2.900%, 04/01/2022		610		618
Continental Airlines Pass-Through Trust,
Ser 2007-1, Cl A 5.983%, 04/19/2022		2,844		2,892
Continental Airlines Pass-Through Trust,
Ser 2007-1, Cl B 6.903%, 04/19/2022		6		6
Continental Airlines Pass-Through Trust,
Ser 2012-2, Cl A 4.000%, 10/29/2024		47		50
CoStar Group
2.800%, 07/15/2030 (D)		1,485		1,526
Crowley Conro LLC
4.181%, 08/15/2043		810		958
DAE Funding LLC
2.625%, 03/20/2025 (D)		1,253		1,278
DAE Funding LLC MTN
1.550%, 08/01/2024 (D)		3,755		3,747
Deere
3.750%, 04/15/2050		920		1,127
3.100%, 04/15/2030		160		177
Delta Air Lines Pass-Through Trust,
Ser 2020-1, Cl AA 2.000%, 06/10/2028		2,821		2,824
Delta Air Lines/Skymiles LP
4.750%, 10/20/2028(D)		5,825		6,495
4.500%, 10/20/2025(D)		4,468		4,792
Eaton
7.625%, 04/01/2024		325		378
4.150%, 11/02/2042		530		640
4.000%, 11/02/2032		99		117
2.750%, 11/02/2022		1,740		1,789
Equifax
3.950%, 06/15/2023		3,015		3,188
2.600%, 12/15/2025		445		471
GE Capital Funding LLC
4.400%, 05/15/2030		2,260		2,647
3.450%, 05/15/2025		805		873
GE Capital International Funding Unlimited
4.418%, 11/15/2035		15,433		18,733
General Dynamics
4.250%, 04/01/2040		1,915		2,382
4.250%, 04/01/2050		230		298
General Electric
3.625%, 05/01/2030		1,825		2,052
3.450%, 05/01/2027		150		165
General Electric MTN
6.875%, 01/10/2039		202		306
6.750%, 03/15/2032		190		264
3.450%, 05/15/2024		140		150

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.605%, VAR ICE LIBOR USD 3 Month + 0.480%, 08/15/2036	$	3,035	$	2,636
GXO Logistics
2.650%, 07/15/2031 (D)		318		323
1.650%, 07/15/2026 (D)		1,981		1,983
Honeywell International
1.950%, 06/01/2030		2,035		2,077
1.350%, 06/01/2025		510		520
Howmet Aerospace
3.000%, 01/15/2029		2,286		2,332
IHS Markit
5.000%, 11/01/2022 (D)		3,000		3,116
4.750%, 02/15/2025 (D)		1,000		1,110
4.750%, 08/01/2028		1,000		1,183
3.625%, 05/01/2024		1,550		1,652
ILFC E-Capital Trust II
3.910%, VAR ICE LIBOR USD 3 Month + 1.800%, 12/21/2065 (D)		1,200		1,014
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA
2.750%, 05/15/2032		155		157
John Deere Capital MTN
2.150%, 09/08/2022		145		148
1.200%, 04/06/2023		1,824		1,850
0.550%, 07/05/2022		2,368		2,375
L3Harris Technologies
5.054%, 04/27/2045		480		642
4.854%, 04/27/2035		210		266
Lockheed Martin
3.550%, 01/15/2026		1,440		1,592
3.100%, 01/15/2023		110		114
Northrop Grumman
5.250%, 05/01/2050		3,940		5,599
4.030%, 10/15/2047		795		953
3.850%, 04/15/2045		350		407
3.250%, 08/01/2023		2,258		2,378
3.250%, 01/15/2028		1,873		2,047
2.930%, 01/15/2025		2,020		2,148
Otis Worldwide
3.112%, 02/15/2040		1,185		1,239
2.056%, 04/05/2025		340		352
Parker-Hannifin
2.700%, 06/14/2024		830		872
Penske Truck Leasing LP / PTL Finance
3.950%, 03/10/2025 (D)		225		246
Raytheon Technologies
5.400%, 05/01/2035		640		848
4.500%, 06/01/2042		560		701
4.125%, 11/16/2028		480		552
3.950%, 08/16/2025		800		887
3.150%, 12/15/2024		320		341
3.125%, 07/01/2050		1,290		1,342

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 35

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.250%, 07/01/2030	$	680	$	695
Republic Services
4.750%, 05/15/2023		119		126
2.500%, 08/15/2024		2,035		2,136
1.450%, 02/15/2031		4,370		4,163
Rockwell Automation
0.350%, 08/15/2023		1,163		1,163
Roper Technologies
1.000%, 09/15/2025		940		938
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (D)		2,830		2,841
Southwest Airlines
5.125%, 06/15/2027		1,850		2,163
Triton Container International
2.050%, 04/15/2026 (D)		1,490		1,503
Union Pacific
3.839%, 03/20/2060		970		1,129
3.750%, 07/15/2025		530		585
3.750%, 02/05/2070		700		797
3.250%, 02/05/2050		2,535		2,701
3.150%, 03/01/2024		646		687
2.950%, 03/01/2022		1,374		1,393
2.891%, 04/06/2036 (D)		835		877
2.400%, 02/05/2030		1,516		1,572
2.150%, 02/05/2027		1,494		1,556
United Parcel Service
5.300%, 04/01/2050		345		512
5.200%, 04/01/2040		525		717
2.350%, 05/16/2022		235		238
US Airways Pass-Through Trust, Ser 2012-1, Cl A
5.900%, 10/01/2024		24		26
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		2,618		2,643
				190,809
Information Technology — 2.0%
Adobe
2.300%, 02/01/2030		1,300		1,357
Apple
4.650%, 02/23/2046		2,460		3,273
4.375%, 05/13/2045		1,275		1,635
3.850%, 05/04/2043		375		447
3.450%, 05/06/2024		350		378
2.850%, 08/05/2061		773		772
2.800%, 02/08/2061		774		774
2.700%, 08/05/2051		1,393		1,387
2.650%, 05/11/2050		1,906		1,889
2.650%, 02/08/2051		1,934		1,915
2.550%, 08/20/2060		1,812		1,705
2.450%, 08/04/2026		2,560		2,729

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.400%, 05/03/2023	$	95	$	98
2.375%, 02/08/2041		774		760
2.150%, 02/09/2022		90		91
1.700%, 08/05/2031		2,319		2,295
1.400%, 08/05/2028		5,672		5,656
1.125%, 05/11/2025		1,720		1,740
Applied Materials
1.750%, 06/01/2030		1,070		1,062
Avnet
4.875%, 12/01/2022		1,570		1,648
Broadcom
4.750%, 04/15/2029		1,065		1,237
4.700%, 04/15/2025		1,670		1,868
4.150%, 11/15/2030		4,014		4,515
3.469%, 04/15/2034 (D)		1,993		2,110
3.419%, 04/15/2033 (D)		4,881		5,179
3.150%, 11/15/2025		2,320		2,484
2.450%, 02/15/2031 (D)		1,350		1,338
Broadcom/Broadcom Cayman Finance Ltd
3.875%, 01/15/2027		576		636
Corning
5.450%, 11/15/2079		1,685		2,390
Dell International LLC/EMC Corp
8.350%, 07/15/2046		829		1,361
6.100%, 07/15/2027		785		968
4.900%, 10/01/2026		388		449
Hewlett Packard Enterprise
4.650%, 10/01/2024		4,725		5,239
HP
2.200%, 06/17/2025		2,487		2,579
Intel
4.750%, 03/25/2050		2,480		3,320
3.734%, 12/08/2047		119		136
3.300%, 10/01/2021		75		75
3.250%, 11/15/2049		660		705
3.200%, 08/12/2061		1,092		1,132
3.100%, 07/29/2022		75		77
3.050%, 08/12/2051		4,528		4,668
2.800%, 08/12/2041		1,248		1,266
2.000%, 08/12/2031		3,043		3,061
1.600%, 08/12/2028		2,600		2,615
International Business Machines
3.000%, 05/15/2024		2,340		2,491
KLA
3.300%, 03/01/2050		1,050		1,147
Lam Research
3.800%, 03/15/2025		150		165
Marvell Technology
1.650%, 04/15/2026 (D)		2,010		2,023
Mastercard
3.850%, 03/26/2050		2,850		3,479
3.375%, 04/01/2024		240		258

36 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Micron Technology
2.497%, 04/24/2023	$	660	$	680
Microsoft
4.100%, 02/06/2037		245		306
3.500%, 02/12/2035		460		541
3.450%, 08/08/2036		1,622		1,897
3.300%, 02/06/2027		1,570		1,751
3.041%, 03/17/2062		281		305
2.921%, 03/17/2052		1,416		1,523
2.875%, 02/06/2024		970		1,023
2.700%, 02/12/2025		360		384
2.675%, 06/01/2060		309		312
2.525%, 06/01/2050		240		239
2.400%, 08/08/2026		2,510		2,682
2.375%, 02/12/2022		50		50
2.375%, 05/01/2023		50		52
NVIDIA
3.700%, 04/01/2060		680		811
3.500%, 04/01/2040		990		1,126
3.500%, 04/01/2050		2,010		2,306
2.850%, 04/01/2030		2,800		3,032
NXP BV/ NXP Funding LLC/ NXP USA
3.875%, 06/18/2026 (D)		3,089		3,423
3.250%, 05/11/2041 (D)		845		907
3.150%, 05/01/2027 (D)		770		827
2.700%, 05/01/2025 (D)		430		452
Oracle
4.375%, 05/15/2055		810		954
4.300%, 07/08/2034		285		331
4.100%, 03/25/2061		311		353
3.950%, 03/25/2051		4,664		5,151
3.900%, 05/15/2035		3,620		4,068
3.800%, 11/15/2037		4,295		4,704
3.650%, 03/25/2041		1,587		1,696
3.600%, 04/01/2040		2,424		2,573
3.600%, 04/01/2050		621		648
2.950%, 11/15/2024		675		719
2.950%, 05/15/2025		695		740
2.950%, 04/01/2030		1,285		1,362
2.875%, 03/25/2031		4,956		5,220
2.800%, 04/01/2027		2,360		2,518
2.300%, 03/25/2028		841		869
1.650%, 03/25/2026		1,950		1,981
PayPal Holdings
2.300%, 06/01/2030		5,500		5,719
1.650%, 06/01/2025		640		659
1.350%, 06/01/2023		620		631
QUALCOMM
1.650%, 05/20/2032		119		115
salesforce.com
3.250%, 04/11/2023		740		773
3.050%, 07/15/2061		529		551

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.700%, 07/15/2041	$	680	$	694
0.625%, 07/15/2024		1,535		1,538
Skyworks Solutions
1.800%, 06/01/2026		2,825		2,871
Texas Instruments
4.150%, 05/15/2048		1,250		1,584
1.750%, 05/04/2030		440		440
TSMC Global
1.375%, 09/28/2030 (D)		4,320		4,096
Visa
4.300%, 12/14/2045		810		1,038
3.150%, 12/14/2025		660		720
VMware
4.700%, 05/15/2030		1,551		1,853
3.900%, 08/21/2027		304		341
1.800%, 08/15/2028		1,689		1,672
1.400%, 08/15/2026		3,072		3,068
1.000%, 08/15/2024		2,688		2,699
0.600%, 08/15/2023		3,839		3,843
Vontier
2.950%, 04/01/2031 (D)		925		934
1.800%, 04/01/2026 (D)		1,170		1,171
				186,108
Materials — 0.8%
Amcor Finance USA
3.625%, 04/28/2026		2,000		2,193
Anglo American Capital PLC
4.000%, 09/11/2027 (D)		280		313
3.625%, 09/11/2024 (D)		1,810		1,952
Barrick Gold
5.250%, 04/01/2042		740		977
Barrick North America Finance LLC
5.700%, 05/30/2041		470		650
Berry Global
4.875%, 07/15/2026 (D)		700		738
1.570%, 01/15/2026 (D)		1,010		1,019
BHP Billiton Finance USA
5.000%, 09/30/2043		40		55
2.875%, 02/24/2022		79		80
Dow Chemical
4.800%, 05/15/2049		925		1,201
DuPont de Nemours
4.493%, 11/15/2025		3,605		4,071
Equate Petrochemical MTN
4.250%, 11/03/2026 (D)		1,640		1,822
2.625%, 04/28/2028 (D)		2,250		2,288
Glencore Funding LLC
4.125%, 05/30/2023 (D)		50		53
4.000%, 03/27/2027 (D)		1,570		1,737
Industrias Penoles
4.150%, 09/12/2029 (D)		2,290		2,527

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 37

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
International Flavors and Fragrances
5.000%, 09/26/2048	$	2,365	$	3,150
2.300%, 11/01/2030 (D)		4,800		4,862
1.230%, 10/01/2025 (D)		4,110		4,098
LYB International Finance III LLC
3.625%, 04/01/2051		1,519		1,649
3.375%, 10/01/2040		2,313		2,445
Nacional del Cobre de Chile
4.250%, 07/17/2042 (D)		1,790		2,060
3.625%, 08/01/2027 (D)		2,770		3,020
Newcrest Finance Pty
3.250%, 05/13/2030 (D)		1,140		1,233
OCP
4.500%, 10/22/2025 (D)		1,860		2,010
Orbia Advance
2.875%, 05/11/2031 (D)		1,340		1,362
1.875%, 05/11/2026 (D)		1,410		1,421
Southern Copper
5.250%, 11/08/2042		4,540		5,835
Suzano Austria GmbH
6.000%, 01/15/2029		2,540		3,032
Teck Resources
6.250%, 07/15/2041		888		1,182
6.125%, 10/01/2035		789		1,018
5.200%, 03/01/2042		912		1,095
3.900%, 07/15/2030		685		747
Vale Overseas
6.875%, 11/21/2036		1,595		2,237
6.250%, 08/10/2026		2,290		2,762
Westlake Chemical
4.375%, 11/15/2047		805		939
3.600%, 08/15/2026		845		933
3.125%, 08/15/2051		2,215		2,146
WestRock RKT LLC
4.000%, 03/01/2023		330		344
				71,256
Real Estate — 0.9%
Agree
2.600%, 06/15/2033		384		389
2.000%, 06/15/2028		1,685		1,690
American Campus Communities Operating Partnership
3.750%, 04/15/2023		2,255		2,352
American Tower
2.700%, 04/15/2031		552		573
1.875%, 10/15/2030		3,215		3,119
1.600%, 04/15/2026		1,559		1,575
AvalonBay Communities MTN
4.350%, 04/15/2048		235		302
2.450%, 01/15/2031		2,490		2,593

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Boston Properties
3.800%, 02/01/2024	$	2,000	$	2,130
3.400%, 06/21/2029		1,510		1,657
2.900%, 03/15/2030		125		131
Brixmor Operating Partnership
2.500%, 08/16/2031		936		941
2.250%, 04/01/2028		532		543
Camden Property Trust
2.800%, 05/15/2030		925		987
CC Holdings GS V LLC / Crown Castle GS III Corp
3.849%, 04/15/2023		580		611
Crown Castle International
4.000%, 03/01/2027		381		428
2.900%, 04/01/2041		1,082		1,063
2.500%, 07/15/2031		1,693		1,718
2.100%, 04/01/2031		4,283		4,194
1.050%, 07/15/2026		2,317		2,283
CyrusOne/CyrusOne Finance
2.900%, 11/15/2024		2,682		2,811
Equinix
2.950%, 09/15/2051		1,895		1,830
ERP Operating
4.625%, 12/15/2021		200		200
Essential Properties
2.950%, 07/15/2031		2,595		2,616
Essex Portfolio
2.550%, 06/15/2031		797		819
1.700%, 03/01/2028		3,680		3,665
Federal Realty Investment Trust
3.950%, 01/15/2024		1,070		1,145
GLP Capital LP / GLP Financing II
5.750%, 06/01/2028		1,250		1,489
5.375%, 11/01/2023		839		909
5.375%, 04/15/2026		1,555		1,783
5.300%, 01/15/2029		2,545		2,988
5.250%, 06/01/2025		2,330		2,612
4.000%, 01/15/2030		990		1,069
Healthcare Realty Trust
3.875%, 05/01/2025		1,455		1,574
Healthcare Trust of America Holdings
3.500%, 08/01/2026		1,010		1,104
Life Storage
3.875%, 12/15/2027		935		1,053
Mid-America Apartments
4.300%, 10/15/2023		793		848
4.000%, 11/15/2025		947		1,050
3.950%, 03/15/2029		766		873
Piedmont Operating Partnership
4.450%, 03/15/2024		125		134
Regency Centers
2.950%, 09/15/2029		1,681		1,786

38 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rexford Industrial Realty
2.150%, 09/01/2031	$	858	$	843
Sabra Health Care
3.900%, 10/15/2029		1,335		1,429
Simon Property Group LP
2.450%, 09/13/2029		1,915		1,978
SL Green Operating Partnership
3.250%, 10/15/2022		3,000		3,082
SL Green Realty
4.500%, 12/01/2022 (B)		500		519
Spirit Realty
4.450%, 09/15/2026		97		109
4.000%, 07/15/2029		439		493
3.400%, 01/15/2030		932		1,000
3.200%, 02/15/2031		1,075		1,141
2.700%, 02/15/2032		849		855
2.100%, 03/15/2028		1,539		1,546
STORE Capital
4.625%, 03/15/2029		987		1,132
4.500%, 03/15/2028		2,921		3,320
2.750%, 11/18/2030		1,370		1,395
Ventas Realty
3.000%, 01/15/2030		1,500		1,582
VEREIT Operating Partnership
3.400%, 01/15/2028		821		896
2.850%, 12/15/2032		1,121		1,186
2.200%, 06/15/2028		829		849
Vornado Realty
3.400%, 06/01/2031		554		579
Welltower
4.500%, 01/15/2024		183		198
				85,769
Utilities — 2.2%
Abu Dhabi National Energy PJSC MTN
3.400%, 04/29/2051 (D)		1,850		1,959
2.000%, 04/29/2028 (D)		2,830		2,858
AES
1.375%, 01/15/2026		1,666		1,657
Alabama Power
3.700%, 12/01/2047		2,745		3,149
Appalachian Power
4.500%, 03/01/2049		60		75
4.450%, 06/01/2045		1,600		1,967
Baltimore Gas and Electric
2.250%, 06/15/2031		1,153		1,177
Berkshire Hathaway Energy
2.850%, 05/15/2051		3,035		2,960
Black Hills
3.875%, 10/15/2049		685		742
Boston Gas
4.487%, 02/15/2042 (D)		140		165

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Comision Federal de Electricidad
4.875%, 01/15/2024 (D)	$	300	$	324
4.750%, 02/23/2027 (D)		1,410		1,590
3.875%, 07/26/2033 (D)		2,574		2,580
Commonwealth Edison
3.400%, 09/01/2021		140		140
Consolidated Edison of New York
4.650%, 12/01/2048		2,000		2,513
4.450%, 03/15/2044		2,375		2,896
3.950%, 04/01/2050		210		244
3.350%, 04/01/2030		260		288
Consumers Energy
2.650%, 08/15/2052		850		833
2.500%, 05/01/2060		646		593
Dominion Energy
3.300%, 04/15/2041		615		656
3.071%, 08/15/2024		1,800		1,909
2.250%, 08/15/2031		1,560		1,575
1.450%, 04/15/2026		980		988
DTE Electric
2.950%, 03/01/2050		1,709		1,779
DTE Energy
2.950%, 03/01/2030		1,034		1,095
2.529%, 10/01/2024		1,775		1,860
1.050%, 06/01/2025		4,039		4,030
Duke Energy
3.500%, 06/15/2051		455		480
3.150%, 08/15/2027		850		922
2.550%, 06/15/2031		7,110		7,311
2.400%, 08/15/2022		1,380		1,406
0.900%, 09/15/2025		1,955		1,943
Duke Energy Carolinas LLC
4.250%, 12/15/2041		1,000		1,212
4.000%, 09/30/2042		1,512		1,789
2.550%, 04/15/2031		770		808
Duke Energy Florida LLC
3.850%, 11/15/2042		720		841
3.200%, 01/15/2027		1,600		1,756
Duke Energy Indiana LLC
2.750%, 04/01/2050		1,205		1,180
Duke Energy Progress LLC
4.150%, 12/01/2044		250		304
2.800%, 05/15/2022		215		217
2.500%, 08/15/2050		1,160		1,090
Enel Finance International
1.375%, 07/12/2026 (D)		1,141		1,144
Entergy Arkansas LLC
2.650%, 06/15/2051		2,819		2,722
Entergy Texas
3.450%, 12/01/2027		1,625		1,769
Evergy
5.292%, 06/15/2022		1,216		1,247

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 39

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.900%, 09/15/2029	$	1,026	$	1,096
2.450%, 09/15/2024		1,445		1,510
Evergy Kansas Central
3.450%, 04/15/2050		1,031		1,134
Evergy Metro
5.300%, 10/01/2041		250		338
Evergy Missouri West
8.270%, 11/15/2021		2,894		2,938
Eversource Energy
2.900%, 10/01/2024		3,730		3,957
1.400%, 08/15/2026		1,170		1,173
Exelon
5.625%, 06/15/2035		1,720		2,280
3.950%, 06/15/2025		1,395		1,532
FirstEnergy
7.375%, 11/15/2031		4,905		6,851
4.750%, 03/15/2023		2,040		2,124
4.400%, 07/15/2027		1,310		1,470
1.600%, 01/15/2026		300		297
Florida Power and Light
3.250%, 06/01/2024		455		483
Interstate Power and Light
3.500%, 09/30/2049		584		648
ITC Holdings
4.050%, 07/01/2023		2,075		2,185
2.700%, 11/15/2022		1,563		1,603
Jersey Central Power & Light
2.750%, 03/01/2032 (D)		1,811		1,883
KeySpan Gas East
2.742%, 08/15/2026 (D)		1,175		1,238
Metropolitan Edison
4.300%, 01/15/2029 (D)		1,729		1,948
4.000%, 04/15/2025 (D)		1,000		1,063
3.500%, 03/15/2023 (D)		5,050		5,232
MidAmerican Energy
4.800%, 09/15/2043		1,500		1,966
3.650%, 04/15/2029		1,330		1,510
2.700%, 08/01/2052		998		981
Mid-Atlantic Interstate Transmission LLC
4.100%, 05/15/2028 (D)		220		250
Mississippi Power
4.250%, 03/15/2042		521		626
3.950%, 03/30/2028		1,906		2,156
3.100%, 07/30/2051		1,381		1,427
NextEra Energy Capital Holdings
2.403%, 09/01/2021		70		70
1.900%, 06/15/2028		1,539		1,561
0.650%, 03/01/2023		1,095		1,099
0.401%, VAR ICE LIBOR USD 3 Month + 0.270%, 02/22/2023		5,000		5,001
NiSource
5.800%, 02/01/2042		471		646

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northern States Power
3.200%, 04/01/2052	$	766	$	840
NSTAR Electric
3.100%, 06/01/2051		700		753
Oncor Electric Delivery LLC
2.750%, 05/15/2030		1,950		2,099
Pacific Gas and Electric
4.950%, 07/01/2050		1,159		1,227
4.750%, 02/15/2044		381		388
4.500%, 07/01/2040		389		393
4.200%, 06/01/2041		656		642
3.950%, 12/01/2047		1,732		1,642
3.500%, 08/01/2050		492		443
3.300%, 08/01/2040		90		83
2.500%, 02/01/2031		2,795		2,633
2.100%, 08/01/2027		5,317		5,143
1.750%, 06/16/2022		4,600		4,598
PacifiCorp
2.900%, 06/15/2052		3,587		3,582
PECO Energy
4.150%, 10/01/2044		1,985		2,434
Pennsylvania Electric
3.250%, 03/15/2028 (D)		655		698
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (D)		2,090		2,658
5.450%, 05/21/2028 (D)		1,030		1,210
4.125%, 05/15/2027 (D)		1,990		2,183
Piedmont Natural Gas
2.500%, 03/15/2031		3,160		3,237
Progress Energy
6.000%, 12/01/2039		200		281
Public Service Electric and Gas MTN
3.700%, 05/01/2028		3,090		3,517
2.700%, 05/01/2050		1,717		1,715
2.050%, 08/01/2050		315		279
1.900%, 08/15/2031		1,545		1,545
Public Service Enterprise Group
1.600%, 08/15/2030		501		479
Public Service of Colorado
1.875%, 06/15/2031		1,772		1,775
Public Service of Oklahoma
3.150%, 08/15/2051		780		799
2.200%, 08/15/2031		1,170		1,176
Sempra Energy
2.900%, 02/01/2023		1,240		1,279
Southern California Edison
4.125%, 03/01/2048		864		934
Southern California Gas
2.550%, 02/01/2030		1,840		1,921
Southern Gas Capital
3.250%, 06/15/2026		1,550		1,680

40 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.750%, 01/15/2031	$	1,216	$	1,175
Southwestern Electric Power
2.750%, 10/01/2026		1,000		1,063
1.650%, 03/15/2026		3,990		4,051
Southwestern Public Service
3.750%, 06/15/2049		2,000		2,331
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (D)		545		591
Virginia Electric & Power
2.450%, 12/15/2050		1,129		1,052
Virginia Electric and Power
4.650%, 08/15/2043		1,205		1,534
3.450%, 02/15/2024		150		159
2.950%, 01/15/2022		1,720		1,726
Vistra Operations LLC
4.300%, 07/15/2029 (D)		2,725		2,944
WEC Energy Group
1.375%, 10/15/2027		1,121		1,108
0.800%, 03/15/2024		3,434		3,451
Wisconsin Electric Power
1.700%, 06/15/2028		1,376		1,379
				207,849
Total Corporate Obligations (Cost $2,567,493) ($ Thousands)				2,724,954
ASSET-BACKED SECURITIES — 7.7%
Automotive — 0.8%
Ally Auto Receivables Trust, Ser 2019-4,
Cl A3
1.840%, 06/17/2024		320		323
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl A2A
0.600%, 12/18/2023		1,121		1,122
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2
0.420%, 03/18/2024		1,076		1,077
Avis Budget Rental Car Funding AESOP LLC, Ser 2017-1A, Cl A
3.070%, 09/20/2023 (D)		610		624
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (D)		1,574		1,644
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (D)		3,290		3,444
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (D)		3,620		3,733

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chesapeake Funding II LLC, Ser 2018-2A, Cl A1
3.230%, 08/15/2030 (D)	$	596	$	598
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (D)		1,707		1,731
Chesapeake Funding II LLC, Ser 2020-1A, Cl A1
0.870%, 08/16/2032 (D)		3,929		3,951
Chesapeake Funding II LLC, Ser 2020-1A, Cl B
1.240%, 08/16/2032 (D)		1,830		1,852
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (D)		2,780		2,784
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B
0.980%, 12/11/2034 (D)		1,140		1,142
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl C
1.200%, 12/11/2034 (D)		1,990		1,992
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (D)		301		302
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (D)		905		906
Exeter Automobile Receivables Trust, Ser 2020-2A, Cl A
1.130%, 08/15/2023 (D)		131		131
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl A2
0.270%, 01/16/2024		1,627		1,628
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (D)		1,344		1,449
Ford Credit Auto Owner Trust, Ser 2018-A, Cl A3
3.030%, 11/15/2022		13		13
Ford Credit Auto Owner Trust, Ser 2019- REV1, Cl A
3.520%, 07/15/2030 (D)		3,354		3,585
Ford Credit Auto Owner Trust, Ser 2021-1, Cl A
1.370%, 10/17/2033 (D)		1,593		1,614
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		2,740		3,146
Hertz Vehicle Financing III, Ser 2021-2A, Cl A
1.680%, 12/27/2027 (D)		3,767		3,805

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 41

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Vehicle Financing III, Ser 2021-2A, Cl C
2.520%, 12/27/2027 (D)	$	2,030	$	2,066
Hertz Vehicle Financing LLC, Ser 2021-1A, Cl A
1.210%, 12/26/2025 (D)		1,281		1,288
Hyundai Auto Receivables Trust, Ser 2020- B, Cl A2
0.380%, 03/15/2023		1,010		1,011
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (D)		739		741
JPMorgan Chase Bank - CACLN, Ser 2020- 2, Cl B
0.840%, 02/25/2028 (D)		1,462		1,464
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (D)		2,050		2,051
Prestige Auto Receivables Trust, Ser 2020- 1A, Cl A2
0.520%, 02/15/2024 (D)		630		631
Santander Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.030%, 02/15/2024		505		507
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A2
0.460%, 09/15/2023		227		227
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3
0.520%, 07/15/2024		2,414		2,416
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A2
0.420%, 09/15/2023		395		395
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A3
0.480%, 07/15/2024		1,232		1,233
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl A2
0.280%, 04/15/2024		1,992		1,993
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		1,830		1,834
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A3
0.510%, 08/20/2024 (D)		1,166		1,168
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A
2.510%, 01/26/2032 (D)		1,307		1,378
Tesla Auto Lease Trust, Ser 2021-A, Cl A3
0.560%, 03/20/2025 (D)		881		883
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (D)		320		321

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (D)	$	1,644	$	1,677
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (D)		4,293		4,311
Toyota Auto Receivables Owner Trust, Ser 2019-D, Cl A3
1.920%, 01/16/2024		504		509
Toyota Auto Receivables Owner Trust, Ser 2020-A, Cl A2
1.670%, 11/15/2022		46		46
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/2024 (D)		2,178		2,180
Wheels SPV 2 LLC, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (D)		2,649		2,654
				75,580
Credit Cards — 0.2%
Capital One Multi-Asset Execution Trust, Ser 2021-A2, Cl A2
1.390%, 07/15/2030		6,663		6,692
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
0.866%, VAR ICE LIBOR USD 1 Month + 0.770%, 05/14/2029		6,475		6,589
				13,281
Mortgage Related Securities — 0.2%
Aames Mortgage Trust, Ser 2002-1, Cl A3
7.396%, 06/25/2032		20		20
Accredited Mortgage Loan Trust, Ser 2005- 3, Cl M3
0.564%, VAR ICE LIBOR USD 1 Month + 0.480%, 09/25/2035		7,006		6,984
Centex Home Equity Loan Trust, Ser 2005- A, Cl M1
0.804%, VAR ICE LIBOR USD 1 Month + 0.720%, 01/25/2035		3,758		3,764
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A
0.916%, VAR ICE LIBOR USD 1 Month + 0.820%, 09/15/2029		197		193
Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4
0.244%, VAR ICE LIBOR USD 1 Month + 0.160%, 08/25/2036		738		336
Morgan Stanley Asset-Backed Securities Capital I Trust, Ser 2005-WMC3, Cl M4
1.014%, VAR ICE LIBOR USD 1 Month + 0.930%, 03/25/2035		148		154

42 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S
5.858%, 01/25/2047	$	14	$	7
RASC Trust, Ser 2005-KS9, Cl M5
1.029%, VAR ICE LIBOR USD 1 Month + 0.630%, 10/25/2035		8,000		7,977
Soundview Home Loan Trust, Ser 2006-OPT3, Cl 2A3
0.254%, VAR ICE LIBOR USD 1 Month + 0.170%, 06/25/2036		301		301
Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		31		29
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33
1.084%, VAR ICE LIBOR USD 1 Month + 1.000%, 10/25/2034		2,176		2,158
				21,923
Other Asset-Backed Securities — 6.5%
ABPCI Direct Lending Fund CLO X, Ser 2020- 10A, Cl A1A
2.084%, VAR ICE LIBOR USD 3 Month + 1.950%, 01/20/2032 (D)		2,420		2,424
AccessLex Institute, Ser 2007-A, Cl A3
0.429%, VAR ICE LIBOR USD 3 Month + 0.300%, 05/25/2036		2,439		2,395
ACRES Commercial Realty, Ser 2021-FL1, Cl AS
1.696%, VAR ICE LIBOR USD 1 Month + 1.600%, 06/15/2036 (D)		6,000		6,002
AGL CLO VI, Ser 2021-6A, Cl AR
1.334%, VAR ICE LIBOR USD 3 Month + 1.200%, 07/20/2034 (D)		1,360		1,360
AGL Core CLO VIII, Ser 2020-8A, Cl A1
1.634%, VAR ICE LIBOR USD 3 Month + 1.500%, 10/20/2031 (D)		1,110		1,113
Aimco CLO XI, Ser 2020-11A, Cl A1
1.506%, VAR ICE LIBOR USD 3 Month + 1.380%, 10/15/2031 (D)		5,500		5,508
American Tower Trust I, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (D)		700		703
AMMC CLO IX, Ser 2019-19A, Cl AR
1.266%, VAR ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (D)		1,630		1,631
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
1.175%, VAR ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (D)		6,000		5,999
AMMC CLO XXIII, Ser 2020-23A, Cl A1L
1.534%, VAR ICE LIBOR USD 3 Month + 1.400%, 10/17/2031 (D)		640		642

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Antares CLO, Ser 2020-1A, Cl A1
2.038%, VAR ICE LIBOR USD 3 Month + 1.900%, 10/23/2031 (D)	$	2,500	$	2,511
Apidos CLO XXI, Ser 2018-21A, Cl A1R
1.064%, VAR ICE LIBOR USD 3 Month + 0.930%, 07/18/2027 (D)		636		636
Apidos CLO XXXV, Ser 2021-35A, Cl A
1.249%, VAR ICE LIBOR USD 3 Month + 1.050%, 04/20/2034 (D)		1,320		1,321
Applebee’s Funding LLC / IHOP Funding LLC, Ser 2019-1A, Cl A2I
4.194%, 06/07/2049 (D)		1,985		2,018
ARES XLVII CLO, Ser 2018-47A, Cl A1
1.046%, VAR ICE LIBOR USD 3 Month + 0.920%, 04/15/2030 (D)		1,040		1,040
Balboa Bay Loan Funding, Ser 2020-1A, Cl A
1.484%, VAR ICE LIBOR USD 3 Month + 1.350%, 01/20/2032 (D)		2,610		2,618
Barings CLO, Ser 2017-IA, Cl AR
0.934%, VAR ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (D)		3,321		3,322
BCC Funding XVI LLC, Ser 2019-1A, Cl A2
2.460%, 08/20/2024 (D)		1,688		1,707
Blackbird Capital Aircraft, Ser 2021-1A, Cl A
2.443%, 07/15/2046 (D)		1,025		1,033
BlueMountain CLO, Ser 2018-2A, Cl AR2
1.181%, VAR ICE LIBOR USD 3 Month + 1.050%, 11/20/2028 (D)		570		571
Brazos Education Loan Authority, Ser 2012- 1, Cl A1
0.784%, VAR ICE LIBOR USD 1 Month + 0.700%, 12/26/2035		1,278		1,270
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.329%, VAR ICE LIBOR USD 3 Month + 1.200%, 02/25/2035		4,835		4,897
Brazos Higher Education Authority, Ser 2011-1, Cl A2
0.929%, VAR ICE LIBOR USD 3 Month + 0.800%, 02/25/2030		379		381
Brazos Higher Education Authority, Ser 2011-2, Cl A3
1.125%, VAR ICE LIBOR USD 3 Month + 1.000%, 10/27/2036		3,520		3,560
BSPRT Issuer, Ser 2018-FL3, Cl AS
1.446%, VAR ICE LIBOR USD 1 Month + 1.350%, 03/15/2028 (D)		6,242		6,242
BSPRT Issuer, Ser 2019-FL5, Cl A
1.246%, VAR ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (D)		4,335		4,333
BVRT Financing, Ser 2021-1F, Cl M1
1.610%, 02/10/2022		894		894

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 43

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Canyon CLO, Ser 2020-2A, Cl A
1.576%, VAR ICE LIBOR USD 3 Month + 1.450%, 10/15/2031 (D)	$	1,500	$	1,506
Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A
1.179%, VAR ICE LIBOR USD 3 Month + 1.050%, 07/27/2031 (D)		863		863
Carlyle US CLO, Ser 2021-1A, Cl A1
1.331%, VAR ICE LIBOR USD 3 Month + 1.140%, 04/15/2034 (D)		2,400		2,399
Carlyle US CLO, Ser 2021-1A, Cl A2R
1.784%, VAR ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (D)		3,030		3,028
Catskill Park CLO, Ser 2017-1A, Cl A2
1.834%, VAR ICE LIBOR USD 3 Month + 1.700%, 04/20/2029 (D)		1,500		1,499
Cayuga Park CLO, Ser 2021-1A, Cl AR
1.230%, VAR ICE LIBOR USD 3 Month + 1.120%, 07/17/2034 (D)		2,360		2,359
CBAM, Ser 2017-1A, Cl A1
1.384%, VAR ICE LIBOR USD 3 Month + 1.250%, 07/20/2030 (D)		750		751
Cedar Funding V CLO, Ser 2020-5A, Cl AFRR
1.937%, 07/17/2031 (D)		1,580		1,579
Cedar Funding XI CLO, Ser 2021-11A, Cl B2R
1.721%, VAR ICE LIBOR USD 3 Month + 1.600%, 05/29/2032 (D)		3,320		3,320
Cerberus Loan Funding XXVIII, Ser 2020- 1A, Cl A
1.976%, VAR ICE LIBOR USD 3 Month + 1.850%, 10/15/2031 (D)		700		702
Chase Funding Trust, Ser 2003-6, Cl 1A5
4.951%, 11/25/2034		124		131
Chase Funding Trust, Ser 2003-6, Cl 1A7
4.951%, 11/25/2034		123		130
CIT Education Loan Trust, Ser 2007-1, Cl A
0.237%, VAR ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (D)		1,507		1,477
Citicorp Residential Mortgage Trust, Ser 2006-2, Cl A5
5.250%, 09/25/2036		1,934		1,967
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.151%, 03/25/2037		626		641
College Ave Student Loans LLC, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (D)		563		595
College Ave Student Loans LLC, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (D)		1,119		1,159
College Ave Student Loans LLC, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (D)		1,850		1,855

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
College Avenue Student Loans LLC, Ser 2017-A, Cl A1
1.734%, VAR ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (D)	$	788	$	796
College Avenue Student Loans LLC, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (D)		909		916
Columbia Cent CLO XXIX, Ser 2020-29A, Cl A1N
1.834%, VAR ICE LIBOR USD 3 Month + 1.700%, 07/20/2031 (D)		1,030		1,035
COOF Securitization Trust, Ser 2014-1, Cl A, IO
2.860%, 06/25/2040 (C)(D)		191		17
Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1
0.624%, VAR ICE LIBOR USD 1 Month + 0.540%, 12/25/2034		2,226		2,171
Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1
0.984%, VAR ICE LIBOR USD 1 Month + 0.900%, 10/25/2047		268		267
Countrywide Asset-Backed Certificates, Ser 2006-15, Cl A3
4.458%, 10/25/2046 (C)		6		6
Countrywide Asset-Backed Certificates, Ser 2006-SD3, Cl A1
0.744%, VAR ICE LIBOR USD 1 Month + 0.660%, 07/25/2036 (D)		46		44
Countrywide Home Equity Loan Revolving Home Equity Loan Trust, Ser 2007-A, Cl A
0.216%, VAR ICE LIBOR USD 1 Month + 0.120%, 04/15/2037		1,737		1,673
Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1
3.379%, 12/25/2032		28		28
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2
3.101%, 12/25/2036		364		362
CSMC Trust, Ser 2017-RPL1, Cl A1
2.750%, 07/25/2057 (C)(D)		5,756		5,954
Denali Capital CLO X LLC, Ser 2017-1A, Cl A1LR
1.175%, VAR ICE LIBOR USD 3 Month + 1.050%, 10/26/2027 (D)		463		463
Dryden LXXV CLO, Ser 2021-75A, Cl AR2
1.166%, VAR ICE LIBOR USD 3 Month + 1.040%, 04/15/2034 (D)		1,260		1,258
Dryden LXXVII CLO, Ser 2021-77A, Cl BR
1.784%, VAR ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (D)		2,910		2,909

44 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Dryden XXV Senior Loan Fund, Ser 2017-25A, Cl ARR
1.026%, VAR ICE LIBOR USD 3 Month + 0.900%, 10/15/2027 (D)	$	716	$	716
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
1.026%, VAR ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (D)		4,054		4,053
Educational Funding of the South, Ser 2011-1, Cl A2
0.775%, VAR ICE LIBOR USD 3 Month + 0.650%, 04/25/2035		1,623		1,636
EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3
1.084%, VAR ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (D)		2,845		2,860
Elmwood CLO II, Ser 2021-2A, Cl AR
1.284%, VAR ICE LIBOR USD 3 Month + 1.150%, 04/20/2034 (D)		3,100		3,099
FirstKey Homes Trust, Ser 2020-SFR1, Cl A
1.339%, 08/17/2037 (D)		1,888		1,891
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (D)		8,646		8,657
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (D)		2,500		2,508
FirstKey Homes Trust, Ser 2021-SFR2, Cl A
1.376%, 09/17/2038 (D)		2,475		2,478
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		179		196
Galaxy XV CLO, Ser 2021-15A, Cl ARR
1.096%, VAR ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (D)		3,350		3,352
Global SC Finance II SRL, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (D)		804		814
GMF Floorplan Owner Revolving Trust, Ser 2019-2, Cl A
2.900%, 04/15/2026 (D)		1,906		2,020
Golub Capital Partners CLO, Ser 2019-45A, Cl A
1.854%, VAR ICE LIBOR USD 3 Month + 1.720%, 10/20/2031 (D)		1,500		1,506
Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A
2.035%, VAR ICE LIBOR USD 3 Month + 1.900%, 12/20/2029 (D)		4,070		4,069
Halcyon Loan Advisors Funding, Ser 2018- 2A, Cl AR
1.205%, VAR ICE LIBOR USD 3 Month + 1.080%, 07/25/2027 (D)		100		100
Halsey Point CLO I, Ser 2019-1A, Cl A1A1
1.484%, VAR ICE LIBOR USD 3 Month + 1.350%, 01/20/2033 (D)		590		591

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
HalseyPoint CLO III, Ser 2020-3A, Cl A1A
1.579%, VAR ICE LIBOR USD 3 Month + 1.450%, 11/30/2032 (D)	$	700	$	703
Hardee’s Funding LLC, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (D)		3,760		3,824
HGI CRE CLO, Ser 2021-FL1, Cl A
1.146%, VAR ICE LIBOR USD 1 Month + 1.050%, 06/16/2036 (D)		3,020		3,021
Higher Education Funding I, Ser 2014-1, Cl A
1.179%, VAR ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (D)		1,906		1,914
Hildene Community Funding CDO, Ser 2020-1A, Cl AR
3.250%, 11/01/2035 (D)		910		899
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (D)		1,175		1,227
Home Partners of America Trust, Ser 2019- 2, Cl A
2.703%, 10/19/2039 (D)		3,431		3,526
HSI Asset Securitization Trust, Ser 2006- OPT3, Cl 3A3
0.444%, VAR ICE LIBOR USD 1 Month + 0.360%, 02/25/2036		89		89
Invitation Homes Trust, Ser 2018-SFR2, Cl A
0.996%, VAR ICE LIBOR USD 1 Month + 0.900%, 06/17/2037 (D)		5,546		5,554
JGWPT XXX LLC, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (D)		1,362		1,541
JGWPT XXXII LLC, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (D)		1,845		2,034
KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO
0.925%, 08/25/2038 (C)(D)		854		18
KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO
3.736%, 04/25/2040 (C)(D)		163		13
KKR CLO XVI, Ser 2019-16, Cl A1R
1.384%, VAR ICE LIBOR USD 3 Month + 1.250%, 01/20/2029 (D)		1,234		1,235
KKR CLO XVI, Ser 2019-16, Cl A2R
1.934%, VAR ICE LIBOR USD 3 Month + 1.800%, 01/20/2029 (D)		730		735
KKR CLO XXXII, Ser 2020-32A, Cl A1
1.446%, VAR ICE LIBOR USD 3 Month + 1.320%, 01/15/2032 (D)		900		903
Lakeview Loan Servicing, Ser 2020-CRT1, Cl M1
1.900%, 07/10/2032		51		51
LCM Loan Income Fund I Income Note Issuer, Ser 2018-27A, Cl A1
1.206%, VAR ICE LIBOR USD 3 Month + 1.080%, 07/16/2031 (D)		925		925

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 45

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
LCM XIII, Ser 2019-13A, Cl ARR
1.274%, VAR ICE LIBOR USD 3 Month + 1.140%, 07/19/2027 (D)	$	2,485	$	2,486
LCM XVIII, Ser 2019-19A, Cl AR
1.366%, VAR ICE LIBOR USD 3 Month + 1.240%, 07/15/2027 (D)		218		218
LCM XXI, Ser 2018-21A, Cl AR
1.014%, VAR ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (D)		1,005		1,004
LCM XXIV, Ser 2021-24A, Cl AR
1.114%, VAR ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (D)		5,900		5,900
LCM XXXII, Ser 2021-32A, Cl B
1.810%, VAR ICE LIBOR USD 3 Month + 1.700%, 07/20/2034 (D)		2,850		2,849
LoanCore Issuer, Ser 2019-CRE2, Cl A
1.226%, VAR ICE LIBOR USD 1 Month + 1.130%, 05/15/2036 (D)		4,622		4,622
Madison Park Funding X, Ser 2021-10A, Cl AR3
1.144%, VAR ICE LIBOR USD 3 Month + 1.010%, 01/20/2029 (D)		3,578		3,579
Madison Park Funding XXXV, Ser 2021-35A, Cl A1R
1.124%, VAR ICE LIBOR USD 3 Month + 0.990%, 04/20/2032 (D)		4,010		4,009
Magnetite XIV-R, Ser 2018-14RA, Cl A2
1.254%, VAR ICE LIBOR USD 3 Month + 1.120%, 10/18/2031 (D)		2,910		2,890
Magnetite XXVIII, Ser 2020-28A, Cl A
1.395%, VAR ICE LIBOR USD 3 Month + 1.270%, 10/25/2031 (D)		3,300		3,300
Marathon CLO XIII, Ser 2019-1A, Cl A1BL
2.126%, VAR ICE LIBOR USD 3 Month + 2.000%, 04/15/2032 (D)		1,000		1,000
MF1, Ser 2020-FL4, Cl A
1.865%, VAR SOFR30A + 1.814%, 11/15/2035 (D)		1,830		1,849
Mid-State Capital Trust, Ser 2004-1, Cl A
6.005%, 08/15/2037		131		138
Mid-State Capital Trust, Ser 2006-1, Cl A
5.787%, 10/15/2040 (D)		2,765		2,943
Mid-State Trust XI, Ser 2003-11, Cl A1
4.864%, 07/15/2038		1,257		1,322
MKS CLO, Ser 2018-2A, Cl A
1.324%, VAR ICE LIBOR USD 3 Month + 1.190%, 01/20/2031 (D)		1,500		1,505
MVW LLC, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (D)		1,739		1,742
MVW LLC, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (D)		874		876

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Myers Park CLO, Ser 2018-1A, Cl B1
1.734%, VAR ICE LIBOR USD 3 Month + 1.600%, 10/20/2030 (D)	$	890	$	890
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
1.696%, VAR ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (D)		1,086		1,103
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
2.246%, VAR ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (D)		550		565
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (D)		1,027		1,071
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A
1.330%, 04/15/2069 (D)		5,356		5,354
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (D)		255		258
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (D)		448		457
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (D)		2,819		2,968
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (D)		2,229		2,284
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (D)		3,467		3,543
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (D)		2,978		3,116
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (D)		4,488		4,588
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (D)		1,159		1,183
Navient Private Education Refi Loan Trust, Ser 2020-A, Cl A2A
2.460%, 11/15/2068 (D)		2,606		2,687
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (D)		1,307		1,327
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (D)		1,557		1,574
Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A
1.690%, 05/15/2069 (D)		2,214		2,249

46 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A
1.220%, 07/15/2069 (D)	$	3,081	$	3,102
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (D)		6,742		6,789
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (D)		2,802		2,824
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (D)		1,132		1,131
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (D)		5,511		5,516
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (D)		8,277		8,300
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (D)		7,220		7,224
Navient Student Loan Trust, Ser 2014-1, Cl A3
0.594%, VAR ICE LIBOR USD 1 Month + 0.510%, 06/25/2031		3,255		3,181
Navient Student Loan Trust, Ser 2014-3, Cl A
0.704%, VAR ICE LIBOR USD 1 Month + 0.620%, 03/25/2083		3,793		3,802
Navient Student Loan Trust, Ser 2014-4, Cl A
0.704%, VAR ICE LIBOR USD 1 Month + 0.620%, 03/25/2083		2,593		2,599
Navient Student Loan Trust, Ser 2016-3A, Cl A3
1.434%, VAR ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (D)		1,780		1,820
Navient Student Loan Trust, Ser 2017-3A, Cl A3
1.134%, VAR ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (D)		6,630		6,736
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (D)		3,498		3,673
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (D)		1,328		1,315
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.305%, VAR ICE LIBOR USD 3 Month + 0.180%, 10/27/2036		937		924
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
0.285%, VAR ICE LIBOR USD 3 Month + 0.160%, 01/25/2037		1,791		1,771

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
0.235%, VAR ICE LIBOR USD 3 Month + 0.110%, 10/25/2033	$	5,940	$	5,854
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
0.235%, VAR ICE LIBOR USD 3 Month + 0.100%, 03/23/2037		5,304		5,225
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
0.255%, VAR ICE LIBOR USD 3 Month + 0.120%, 12/24/2035		4,643		4,578
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
0.315%, VAR ICE LIBOR USD 3 Month + 0.180%, 03/22/2032		713		692
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
1.034%, VAR ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (D)		3,735		3,812
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (D)		3,655		3,658
Neuberger Berman Loan Advisers CLO XL, Ser 2021-40A, Cl A
1.186%, VAR ICE LIBOR USD 3 Month + 1.060%, 04/16/2033 (D)		3,800		3,799
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1
0.274%, VAR ICE LIBOR USD 1 Month + 0.190%, 04/25/2037		8,844		8,629
NP SPE X, Ser 2021-1A, Cl A1
2.230%, 03/19/2051 (D)		2,570		2,588
Ocean Trails CLO IX, Ser 2020-9A, Cl A1
1.996%, VAR ICE LIBOR USD 3 Month + 1.870%, 10/15/2029 (D)		3,000		3,010
Octagon Investment Partners L, Ser 2020- 4A, Cl A1
1.426%, VAR ICE LIBOR USD 3 Month + 1.300%, 10/15/2033 (D)		3,235		3,240
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
1.076%, VAR ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (D)		6,000		5,990
Octagon Investment Partners XLV, Ser 2019-1A, Cl A
1.456%, VAR ICE LIBOR USD 3 Month + 1.330%, 10/15/2032 (D)		1,500		1,501
Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3
1.125%, VAR ICE LIBOR USD 3 Month + 1.000%, 02/14/2031 (D)		1,300		1,297

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 47

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OHA Credit Funding VII, Ser 2020-7A, Cl A
1.384%, VAR ICE LIBOR USD 3 Month + 1.250%, 10/19/2032 (D)	$	760	$	760
Orange Lake Timeshare Trust, Ser 2018-A, Cl A
3.100%, 11/08/2030 (D)		219		225
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (D)		1,284		1,329
Owl Rock CLO III, Ser 2020-3A, Cl A1L
1.934%, VAR ICE LIBOR USD 3 Month + 1.800%, 04/20/2032 (D)		1,620		1,622
Parliament Funding II, Ser 2020-1A, Cl A
2.584%, VAR ICE LIBOR USD 3 Month + 2.450%, 08/12/2030 (D)		1,525		1,529
PFS Financing, Ser 2018-F, Cl A
3.520%, 10/15/2023 (D)		1,380		1,382
Point Au Roche Park CLO, Ser 2021-1A, Cl A
1.256%, VAR ICE LIBOR USD 3 Month + 1.080%, 07/20/2034 (D)		3,130		3,129
Progress Residential Trust, Ser 2019-SFR2, Cl A
3.147%, 05/17/2036 (D)		253		257
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (D)		2,666		2,708
Progress Residential Trust, Ser 2019-SFR4, Cl A
2.687%, 10/17/2036 (D)		2,235		2,280
Progress Residential Trust, Ser 2021-SFR8, Cl A
1.510%, 09/17/2038 (D)		5,570		5,570
RAMP Trust, Ser 2007-RZ1, Cl A3
0.334%, VAR ICE LIBOR USD 1 Month + 0.250%, 02/25/2037		8,478		8,431
RASC Trust, Ser 2006-KS2, Cl M2
0.669%, VAR ICE LIBOR USD 1 Month + 0.585%, 03/25/2036		3,159		3,147
Recette CLO, Ser 2021-1A, Cl ARR
1.214%, VAR ICE LIBOR USD 3 Month + 1.080%, 04/20/2034 (D)		760		760
Rockford Tower CLO, Ser 2021-2A, Cl AR
1.231%, VAR ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (D)		5,000		4,999
RR III, Ser 2018-3A, Cl A1R2
1.216%, VAR ICE LIBOR USD 3 Month + 1.090%, 01/15/2030 (D)		1,100		1,101
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		2,032		2,207
SBA Small Business Investment, Ser 2019-10A, Cl 1
3.113%, 03/10/2029		1,016		1,091

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Sequoia Infrastructure Funding I, Ser 2021- 1A, Cl A
1.595%, VAR ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (D)	$	1,990	$	1,989
Seven Sticks CLO, Ser 2018-1A, Cl A1R
1.176%, VAR ICE LIBOR USD 3 Month + 1.050%, 07/15/2028 (D)		355		356
Silver Rock CLO I, Ser 2020-1A, Cl A
1.784%, VAR ICE LIBOR USD 3 Month + 1.650%, 10/20/2031 (D)		2,350		2,357
SLM Student Loan Trust, Ser 2003-1, Cl A5C
0.869%, VAR ICE LIBOR USD 3 Month + 0.750%, 12/15/2032 (D)		988		920
SLM Student Loan Trust, Ser 2003-4, Cl A5D
0.869%, VAR ICE LIBOR USD 3 Month + 0.750%, 03/15/2033 (D)		883		839
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
1.319%, VAR ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (D)		3,228		3,230
SLM Student Loan Trust, Ser 2006-8, Cl A6
0.285%, VAR ICE LIBOR USD 3 Month + 0.160%, 01/25/2041		4,242		4,159
SLM Student Loan Trust, Ser 2007-2, Cl A4
0.185%, VAR ICE LIBOR USD 3 Month + 0.060%, 07/25/2022		5,037		4,940
SLM Student Loan Trust, Ser 2007-3, Cl A4
0.185%, VAR ICE LIBOR USD 3 Month + 0.060%, 01/25/2022		1,780		1,736
SLM Student Loan Trust, Ser 2008-2, Cl B
1.325%, VAR ICE LIBOR USD 3 Month + 1.200%, 01/25/2083		1,155		1,032
SLM Student Loan Trust, Ser 2008-3, Cl B
1.325%, VAR ICE LIBOR USD 3 Month + 1.200%, 04/26/2083		1,155		1,080
SLM Student Loan Trust, Ser 2008-4, Cl B
1.975%, VAR ICE LIBOR USD 3 Month + 1.850%, 04/25/2073		1,155		1,141
SLM Student Loan Trust, Ser 2008-5, Cl B
1.975%, VAR ICE LIBOR USD 3 Month + 1.850%, 07/25/2073		1,155		1,140
SLM Student Loan Trust, Ser 2008-6, Cl A4
1.225%, VAR ICE LIBOR USD 3 Month + 1.100%, 07/25/2023		4,434		4,446
SLM Student Loan Trust, Ser 2008-6, Cl B
1.975%, VAR ICE LIBOR USD 3 Month + 1.850%, 07/26/2083		1,155		1,155
SLM Student Loan Trust, Ser 2008-7, Cl B
1.975%, VAR ICE LIBOR USD 3 Month + 1.850%, 07/26/2083		1,155		1,158
SLM Student Loan Trust, Ser 2008-8, Cl B
2.375%, VAR ICE LIBOR USD 3 Month + 2.250%, 10/25/2075		1,155		1,169

48 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-9, Cl A
1.625%, VAR ICE LIBOR USD 3 Month + 1.500%, 04/25/2023	$	3,012	$	3,033
SLM Student Loan Trust, Ser 2008-9, Cl B
2.375%, VAR ICE LIBOR USD 3 Month + 2.250%, 10/25/2083		1,155		1,163
SLM Student Loan Trust, Ser 2010-1, Cl A
0.484%, VAR ICE LIBOR USD 1 Month + 0.400%, 03/25/2025		120		118
SLM Student Loan Trust, Ser 2011-2, Cl A2
1.284%, VAR ICE LIBOR USD 1 Month + 1.200%, 10/25/2034		495		506
SLM Student Loan Trust, Ser 2012-1, Cl A3
1.034%, VAR ICE LIBOR USD 1 Month + 0.950%, 09/25/2028		3,290		3,257
SLM Student Loan Trust, Ser 2012-2, Cl A
0.784%, VAR ICE LIBOR USD 1 Month + 0.700%, 01/25/2029		2,863		2,813
SLM Student Loan Trust, Ser 2012-6, Cl A3
0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 05/26/2026		595		589
SLM Student Loan Trust, Ser 2014-3A, Cl A6A
0.675%, VAR ICE LIBOR USD 3 Month + 0.550%, 10/25/2064 (D)		7,081		7,135
SLM Student Loan Trust, Ser 2021-10A, Cl A4
0.789%, VAR ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (D)		3,912		3,925
SMB Private Education Loan Trust, Ser 2016-A, Cl A2A
2.700%, 05/15/2031 (D)		1,504		1,542
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (D)		749		767
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
1.546%, VAR ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (D)		972		985
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
1.193%, VAR ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (D)		878		883
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (D)		996		1,048
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (D)		4,674		4,896
SMB Private Education Loan Trust, Ser 2020-BA, Cl A1A
1.290%, 07/15/2053 (D)		3,606		3,619

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (D)	$	4,346	$	4,407
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (D)		9,919		10,039
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (D)		9,069		8,998
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (D)		5,689		5,705
SMB Private Education Loan Trust, Ser 2021-C, Cl A1
0.493%, VAR ICE LIBOR USD 1 Month + 0.400%, 01/15/2053 (D)		1,622		1,622
SMB Private Education Loan Trust, Ser 2021-C, Cl A2
0.893%, VAR ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (D)		3,005		3,013
SMB Private Education Loan Trust, Ser 2021-C, Cl APT1
1.390%, 01/15/2053 (D)		3,788		3,791
SMB Private Education Loan Trust, Ser 2021-C, Cl B
2.300%, 01/15/2053 (D)		1,010		1,022
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (D)		8,171		8,186
SoFi Consumer Loan Program Trust, Ser 2019-4, Cl A
2.450%, 08/25/2028 (D)		509		511
SoFi Professional Loan Program LLC, Ser 2016-A, Cl A2
2.760%, 12/26/2036 (D)		349		353
SoFi Professional Loan Program LLC, Ser 2016-D, Cl A1
1.034%, VAR ICE LIBOR USD 1 Month + 0.950%, 01/25/2039 (D)		61		62
SoFi Professional Loan Program LLC, Ser 2016-E, Cl A1
0.934%, VAR ICE LIBOR USD 1 Month + 0.850%, 07/25/2039 (D)		79		79
SoFi Professional Loan Program LLC, Ser 2017-A, Cl A1
0.784%, VAR ICE LIBOR USD 1 Month + 0.700%, 03/26/2040 (D)		120		120
SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX
2.650%, 09/25/2040 (D)		91		93

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 49

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SoFi Professional Loan Program LLC, Ser 2017-E, Cl A1
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 11/26/2040 (D)	$	45	$	45
SoFi Professional Loan Program LLC, Ser 2017-E, Cl A2B
2.720%, 11/26/2040 (D)		494		501
SoFi Professional Loan Program LLC, Ser 2018-A, Cl A2B
2.950%, 02/25/2042 (D)		574		585
SoFi Professional Loan Program LLC, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (D)		2,514		2,518
SoFi Professional Loan Program Trust, Ser 2018-B, Cl A2FX
3.340%, 08/25/2047 (D)		1,810		1,858
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (D)		1,922		1,956
South Carolina Student Loan, Ser 2015-A, Cl A
1.584%, VAR ICE LIBOR USD 1 Month + 1.500%, 01/25/2036		1,530		1,542
Stack Infrastructure Issuer LLC, Ser 2020- 1A, Cl A2
1.893%, 08/25/2045 (D)		2,480		2,507
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
0.634%, VAR ICE LIBOR USD 1 Month + 0.550%, 09/25/2034		2,895		2,835
Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4
0.424%, VAR ICE LIBOR USD 1 Month + 0.170%, 12/25/2036		3,740		3,691
STWD, Ser 2019-FL1, Cl A
1.245%, VAR SOFR30A + 1.194%, 07/15/2038 (D)		600		600
Symphony CLO XXVI, Ser 2021-26A, Cl AR
1.214%, VAR ICE LIBOR USD 3 Month + 1.080%, 04/20/2033 (D)		2,405		2,404
TCI-Flatiron CLO, Ser 2021-1A, Cl AR2
1.284%, VAR ICE LIBOR USD 3 Month + 1.150%, 01/17/2032 (D)		540		540
TCI-Symphony CLO, Ser 2018-1A, Cl BR
1.779%, VAR ICE LIBOR USD 3 Month + 1.650%, 10/13/2029 (D)		1,500		1,504
Towd Point Mortgage Trust, Ser 2017-4, Cl B2
3.459%, 06/25/2057 (C)(D)		1,860		1,986
Towd Point Mortgage Trust, Ser 2018-2, Cl A1
3.250%, 03/25/2058 (C)(D)		913		940

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059 (C)(D)	$	1,964	$	2,037
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
1.084%, VAR ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (D)		2,041		2,056
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (C)(D)		2,298		2,333
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063 (C)(D)		2,609		2,689
Tralee CLO V, Ser 2018-5A, Cl B
1.834%, VAR ICE LIBOR USD 3 Month + 1.700%, 10/20/2028 (D)		990		993
Tralee CLO VI, Ser 2019-6A, Cl AS
1.425%, VAR ICE LIBOR USD 3 Month + 1.300%, 10/25/2032 (D)		1,760		1,767
Trestles CLO IV, Ser 2021-4A, Cl B1
0.000%, 07/21/2034 (D)(G)		6,300		6,297
Triton Container Finance VIII LLC, Ser 2020- 1A, Cl A
2.110%, 09/20/2045 (D)		893		903
TRP - TRIP Rail Master Funding LLC, Ser 2021-2, Cl A
2.150%, 06/19/2051 (D)		2,396		2,410
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		294		320
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		536		581
Venture XXXII CLO, Ser 2018-32A, Cl A2A
1.204%, VAR ICE LIBOR USD 3 Month + 1.070%, 07/18/2031 (D)		900		900
Verizon Master Trust, Ser 2021-1, Cl A
0.500%, 05/20/2027		3,786		3,792
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		585		594
Voya CLO, Ser 2018-3A, Cl A1A
1.276%, VAR ICE LIBOR USD 3 Month + 1.150%, 10/15/2031 (D)		2,810		2,811
Voya CLO, Ser 2018-3A, Cl A1R
1.324%, VAR ICE LIBOR USD 3 Month + 1.190%, 10/18/2031 (D)		750		750
Voya CLO, Ser 2021-3A, Cl A1R
1.174%, VAR ICE LIBOR USD 3 Month + 1.040%, 04/20/2034 (D)		1,110		1,110
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
0.374%, VAR ICE LIBOR USD 1 Month + 0.290%, 07/25/2036		10,500		10,293

50 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Wendy’s Funding LLC, Ser 2021-1A, Cl A2I
2.370%, 06/15/2051 (D)	$	4,040	$	4,094
Whitebox CLO II, Ser 2020-2A, Cl A1
1.875%, VAR ICE LIBOR USD 3 Month + 1.750%, 10/24/2031 (D)		1,710		1,715
Zais CLO XIII, Ser 2019-13A, Cl A1A
1.616%, VAR ICE LIBOR USD 3 Month + 1.490%, 07/15/2032 (D)		1,302		1,308
Zais CLO XVI, Ser 2020-16A, Cl A2
2.434%, VAR ICE LIBOR USD 3 Month + 2.300%, 10/20/2031 (D)		2,775		2,775
				608,972
Total Asset-Backed Securities (Cost $712,843) ($ Thousands)				719,756
SOVEREIGN DEBT — 1.4%
Abu Dhabi Government International Bond
3.875%, 04/16/2050 (D)		1,010		1,180
2.500%, 10/11/2022 (D)		4,220		4,319
1.700%, 03/02/2031 (D)		440		432
Chile Government International Bond
3.100%, 05/07/2041		2,600		2,640
2.550%, 07/27/2033		1,054		1,073
China Government Bond
3.310%, 11/30/2025	CNY	5,000		799
Colombia Government International Bond
5.625%, 02/26/2044	$	2,570		2,869
5.200%, 05/15/2049 (B)		3,500		3,763
5.000%, 06/15/2045		3,310		3,466
3.875%, 02/15/2061		608		532
3.250%, 04/22/2032		846		825
3.125%, 04/15/2031		1,010		987
Export-Import Bank of India
3.375%, 08/05/2026 (D)		1,410		1,507
Indonesia Government International Bond
5.875%, 01/15/2024 (D)		1,264		1,419
5.250%, 01/08/2047 (D)		1,210		1,569
5.125%, 01/15/2045 (D)		2,240		2,819
4.750%, 07/18/2047 (D)		400		486
3.850%, 07/18/2027 (D)		1,610		1,801
3.750%, 04/25/2022		500		510
Israel Government AID Bond
5.500%, 09/18/2033		1,000		1,425
4.287%, 11/01/2024 (A)		1,000		974
3.619%, 02/15/2025 (A)		1,000		964
3.564%, 08/15/2025 (A)		1,000		959
Israel Government International Bond
3.375%, 01/15/2050		430		468
2.750%, 07/03/2030		720		775

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Japan Bank for International Cooperation
1.750%, 10/17/2024	$	2,094	$	2,167
Kazakhstan Government International Bond
4.875%, 10/14/2044 (D)		2,480		3,145
Kuwait International Government Bond
3.500%, 03/20/2027 (D)		1,810		2,023
Mexico Government International Bond
6.050%, 01/11/2040		4,408		5,620
4.750%, 03/08/2044		4,862		5,472
4.500%, 04/22/2029		3,202		3,664
4.280%, 08/14/2041		3,007		3,217
4.000%, 10/02/2023		158		170
3.771%, 05/24/2061		425		405
2.659%, 05/24/2031 (B)		5,705		5,670
Panama Government International Bond
6.700%, 01/26/2036		1,830		2,509
4.500%, 05/15/2047		2,430		2,792
4.500%, 04/01/2056		830		949
4.300%, 04/29/2053		950		1,064
3.160%, 01/23/2030		310		329
2.252%, 09/29/2032		870		849
Paraguay Government International Bond
5.400%, 03/30/2050 (D)		1,321		1,577
2.739%, 01/29/2033 (D)		704		696
Peruvian Government International Bond
6.550%, 03/14/2037		1,070		1,477
5.625%, 11/18/2050		2,520		3,498
3.300%, 03/11/2041		2,303		2,332
2.783%, 01/23/2031		5,255		5,368
2.392%, 01/23/2026		1,614		1,669
Poland Government International Bond
4.000%, 01/22/2024		7,800		8,453
Qatar Government International Bond
4.817%, 03/14/2049 (D)		3,170		4,140
4.000%, 03/14/2029 (D)		1,380		1,589
3.875%, 04/23/2023		2,870		3,031
Republic of Italy Government International Bond
3.875%, 05/06/2051		1,081		1,214
Russian Foreign Bond - Eurobond
5.625%, 04/04/2042		7,200		9,548
Saudi Government International Bond MTN
2.875%, 03/04/2023 (D)		530		548
Svensk Exportkredit MTN
0.750%, 04/06/2023		3,180		3,206
Uruguay Government International Bond
5.100%, 06/18/2050		2,630		3,503
4.375%, 01/23/2031		3,280		3,848
Total Sovereign Debt (Cost $122,437) ($ Thousands)				134,303

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 51

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State University, Ser B, RB Callable 11/01/2031 @ 100
2.374%, 11/01/2035	$	1,260	$	1,247
University of California Regents, Ser N, RB Callable 11/15/2059 @ 100
3.256%, 05/15/2060		4,750		5,079
				6,326
Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		160		241
6.637%, 04/01/2057		2,328		3,561
				3,802
Nevada — 0.0%
Clark County, Airport System Revenue, Build America Project, Ser C, RB
6.820%, 07/01/2045		1,170		1,857
New York — 0.1%
New York & New Jersey, Port Authority, RB
4.458%, 10/01/2062		1,600		2,199
New York City, GO Callable 08/01/2029 @ 100
3.000%, 08/01/2034		870		930
New York City, Ser D, GO
1.823%, 08/01/2030		2,205		2,211
New York City, Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB Callable 11/01/2030 @ 100
2.400%, 11/01/2032		1,085		1,125
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.508%, 08/01/2037		1,670		2,264
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039		2,795		3,108
New York State, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049		480		661
				12,498
Ohio — 0.0%
Ohio State University, Build America Project, Ser A, RB
4.800%, 06/01/2111		689		1,027

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Oregon — 0.0%
Oregon State, GO
5.762%, 06/01/2023	$	944	$	1,012
Texas — 0.0%
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049		1,154		1,953
University of Texas, Ser B, RB Callable 02/15/2049 @ 100
2.439%, 08/15/2049		585		574
				2,527
Virginia — 0.0%
University of Virginia, RB Callable 03/01/2050 @ 100
2.256%, 09/01/2050		1,595		1,513
Virginia State, Housing Development Authority, Ser 2006-C, Cl CTFS, RB
6.000%, 06/25/2034		87		91
				1,604
Total Municipal Bonds (Cost $26,977) ($ Thousands)				30,653
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.3%
FHLB DN (A)
0.048%, 09/24/2021		3,960		3,960
0.045%, 10/01/2021		3,740		3,740
0.045%, 10/15/2021		230		230
FHLMC
2.375%, 01/13/2022		565		570
1.459%, 07/15/2031 (A)		600		514
0.828%, 03/15/2031 (A)		2,900		2,491
FHLMC REMIC, IO
0.472%, 02/25/2036		4,998		271
FNMA
2.625%, 09/06/2024		510		544
2.000%, 01/05/2022		70		71
0.500%, 06/17/2025		7,405		7,386
Resolution Funding Interest STRIP
1.334%, 01/15/2030 (A)		1,930		1,702
Resolution Funding Principal STRIP
1.313%, 04/15/2030 (A)		2,570		2,252
Tennessee Valley Authority
0.750%, 05/15/2025		1,895		1,913

52 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Tennessee Valley Authority Principal STRIP, PO
0.000%, 11/01/2025 (A)	$	1,000	$	970
Total U.S. Government Agency Obligations (Cost $26,453) ($ Thousands)				26,614
	Shares
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, L.P.
0.010% **†(H)		51,940,868		51,952
Total Affiliated Partnership (Cost $51,951) ($ Thousands)				51,952

Description	Shares			Market Value ($ Thousands)
CASH EQUIVALENT — 7.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		695,786,471		$	695,786
Total Cash Equivalent (Cost $695,786) ($ Thousands)					695,786
Total Investments in Securities — 112.5% (Cost $10,371,909) ($ Thousands)				$	10,576,803
	Contracts
PURCHASED OPTIONS* — 0.0%
Total Purchased Options (I) (Cost $1,162) ($ Thousands)		3,625		$	848
PURCHASED SWAPTION** — 0.0%
Total Purchased Swaption (J) (Cost $279) ($ Thousands)		9,470,000		$	118
WRITTEN OPTIONS* — (0.0)%
Total Written Options (I) (Premiums Received $1,374) ($ Thousands)		(5,554	)	$	(858	)

A list of exchange traded option contracts held by the Fund at August 31, 2021, is as follows:

Description	Number of Contracts			Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
December 2021, 2 Year Mid-Curve Options on EURIBOR Futures*		1,520		$	668		$	99.13		12/18/2021	$	731
March 2022, Euro FX Future Option*		1,396			135			99.63		3/19/2022		35
					803							766
Call Options
October 2021, U.S. Bond Future Option*		403			344			168.00		9/18/2021		63
October 2021, U.S. 5 Year Future Option*		306			15			124.50		9/18/2021		19
					359							82
Total Purchased Options				$	1,162						$	848
WRITTEN OPTIONS — (0.0)%
Put Options
October 2021, U.S. 5 Year Future Option *		(629	)	$	(73	)		122.75		09/18/21	$	(40	)

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 53

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Description	Number of Contracts			Notional Amount (Thousands) ††			Exercise Price		Expiration Date		Value (Thousands)
WRITTEN OPTIONS (continued)
December 2021, 2 Year Mid-Curve Options on EURIBOR Futures*		(3,040	)	$	(430	)	$	98.75		12/18/21	$	(418	)
March 2022, Euro FX Future Option *		(1,176	)		(58	)		99.38		03/19/22		(22	)
					(561	)						(480	)
Call Options
October 2021, U.S. 5 Year Future Option*		(306	)		(66	)		123.75		09/18/21		(126	)
October 2021, U.S. Bond Future Option*		(403	)		(747	)		165.00		09/18/21		(252	)
					(813	)						(378	)
Total Written Options				$	(1,374	)					$	(858	)

^†† Represents Cost.

A list of the open OTC swaption contracts held by the Fund at August 31, 2021, is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTION — 0.0%
Put Swaptions
3Y30Y Put*		Bank of America Merill Lynch		9,470,000	$	2.75		01/20/2024	$	118

A list of the open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
90-Day Euro$		411			Jun-2023	$	101,971		$	102,092		$	121
90-Day Euro$		1,070			Dec-2023		264,668			264,919			251
U.S. 2-Year Treasury Note		68			Jan-2022		14,973			14,982			9
U.S. 10-Year Treasury Note		1,819			Dec-2021		242,047			242,751			704
U.S. 10-Year Treasury Note		976			Dec-2021		130,441			130,250			(191	)
U.S. Long Treasury Bond		1,660			Dec-2021		271,312			270,528			(784	)
U.S. Ultra Long Treasury Bond		968			Dec-2021		191,644			190,968			(676	)
U.S. Ultra Long Treasury Bond		9			Dec-2021		1,771			1,776			5
							1,218,827			1,218,266			(561	)
Short Contracts
90-Day Euro$		(2,245	)		Sep-2021	$	(560,586	)	$	(560,577	)	$	9
90-Day Euro$		(1,607	)		Dec-2021		(400,840	)		(401,047	)		(207	)
Euro-Bund		(4	)		Sep-2021		(829	)		(828	)		7
Euro-Bund		(441	)		Dec-2021		(89,954	)		(89,821	)		295
U.S. 2-Year Treasury Note		(374	)		Jan-2022		(82,347	)		(82,403	)		(56	)
U.S. 5-Year Treasury Note		(1,393	)		Jan-2022		(171,972	)		(172,340	)		(368	)
U.S. Long Treasury Bond		(692	)		Dec-2021		(113,670	)		(112,774	)		896
Ultra 10-Year U.S. Treasury Note		(747	)		Dec-2021		(110,713	)		(110,567	)		146
							(1,530,911	)		(1,530,357	)		722
						$	(312,084	)	$	(312,091	)	$	161

54 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
BNP Paribas		10/19/21	EUR		2,058	USD		2,444	$	13
Citigroup		10/19/21	EUR		300	USD		357		3
Citigroup		10/19/21	EUR		300	USD		354		—
Citigroup		10/19/21	USD		3,854	AUD		5,148		(91	)
Citigroup		10/19/21	USD		9,825	CAD		12,340		(59	)
Goldman Sachs		10/19/21	GBP		1,568	USD		2,171		12
Goldman Sachs		10/19/21	USD		5,849	CAD		7,260		(103	)
Goldman Sachs		10/19/21	CNH		9,709	USD		1,486		(12	)
Morgan Stanley		10/19/21	EUR		6,980	USD		8,301		54
Morgan Stanley		10/19/21	EUR		700	USD		823		(4	)
Morgan Stanley		10/19/21	USD		7,829	BRL		41,156		153
									$	(34	)

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2021, is as follows:

			Credit Default Swap
Reference Entity/ Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDX-CDS.NA.IG.36	Sell	1.00%	Quarterly	06/20/2026	$	(271,962	)	$	6,857	$	5,252	$	1,605

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
USD-LIBOR-BBA		FIXED 0.19		Semi-Annually		06/15/2022		USD		64,527	$	22		$	–		$	22
1.8075%		3M USD LIBOR		Semi-Annually		07/24/2053		USD		2,390		(11	)		–			(11	)
1.67125% FIXED		CMENA IR 7/9/2051 LIBOR		Quarterly		07/09/2051		USD		7,784		20			(35	)		55
2.05%		USD LIBOR BBA		Quarterly		06/07/2051		USD		2,650		(240	)		(1	)		(239	)
2.00%		USD LIBOR BBA		Quarterly		06/03/2051		USD		881		(69	)		9			(78	)
1.2%		US LIBOR BBA		Quarterly		10/07/2050		USD		8,946		1,042			44			998
0.9%		3-MONTH USD - LIBOR		Quarterly		03/17/2050		USD		6,235		1,159			7			1,152
2.00%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		14,031		(984	)		90			(1,074	)
1.00%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		11,120		1,632			130			1,502
USD-LIBOR-BBA		1.6%		Quarterly		02/15/2047		USD		4,754		79			25			54
1.63% FIXED		CMENA IR 2/15/47 LIBOR		Quarterly		02/15/2047		USD		19,506		221			152			69
1.52% FIXED		USD SOFR COMPOUND		Annually		02/15/2047		USD		4,691		(116	)		(157	)		41
1.72875%		USD LIBOR BBA (12M)		Annually		02/15/2047		USD		6,060		(435	)		–			(435	)
1.225		USD - LIBOR - BBA		Quarterly		02/15/2047		USD		1,991		195			2			193
1.2		USD - LIBOR - BBA		Quarterly		02/15/2047		USD		4,144		428			22			406
FIXED 0.8		USD-LIBOR-BBA		Quarterly		11/15/2045		USD		21,290		3,863			431			3,432
USD-SOFRRATE		0.74%		Annually		08/19/2045		USD		4,960		680			–			680
FIXED 0.56		USD-SOFTRATE		Annually		07/20/2045		USD		7,490		1,304			93			1,211
1.25%		USD LIBOR BBA		Quarterly		02/15/2028		USD		47,440		(577	)		57			(634	)
1.35%		USD LIBOR BBA		Quarterly		02/15/2028		USD		115,014		(2,128	)		49			(2,177	)
0.78%		USD LIBOR BBA		Quarterly		11/15/2027		USD		24,834		376			56			320
3 MONTH USD - LIBOR		.0355%		Semi-Annually		07/24/2025		USD		42,325		(56	)		–			(56	)
3 MONTH USD - LIBOR		.0255		Semi-Annually		07/24/2025		USD		57,220		(85	)		–			(85	)
3 MONTH USD - LIBOR		.0725		Semi-Annually		07/24/2025		USD		28,610		(16	)		–			(16	)
3M USD LIBOR		1.7725%		Quarterly		07/24/2053		USD		4,780		17			–			17
3 MONTH USD - LIBOR		1.785%		Quarterly		07/24/2053		USD		3,535		2			–			2
											$	6,323		$	974		$	5,349

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 55

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Continued)

Percentages are based on Net Assets of $9,397,443 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

† Investment in Affiliated Security.

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

(B) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $50,818 ($ Thousands).

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

(D) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $1,357,872 ($ Thousands), representing 14.4% of the Net Assets of the Fund.

(E) Perpetual security with no stated maturity date.

(F) Security is in default on interest payment.

(G) No interest rate available.

(H) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $51,952 ($ Thousands).

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

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

ACES — Alternative Credit Enhancement Securities

AID — Agency for International Development

ARM — Adjustable Rate Mortgage

AUD — Australian Dollar

BBA — British Bankers’ Association

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Renminbi

DAC — Designated Activity Company

DN— Discount Note

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

UMBS — Uniform Mortgage Backed Securities

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		3,226,118		–		3,226,118
Mortgage-Backed Securities		–		2,966,667		–		2,966,667
Corporate Obligations		–		2,724,954		–		2,724,954
Asset-Backed Securities		–		719,756		–		719,756
Sovereign Debt		–		134,303		–		134,303
Municipal Bonds		–		30,653		–		30,653
U.S. Government Agency Obligations		–		26,614		–		26,614
Affiliated Partnership		–		51,952		–		51,952
Cash Equivalent		695,786		–		–		695,786
Total Investments in Securities		695,786		9,881,017		–		10,576,803

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		848			–			–		848
Purchased Swaptions		–			118			–		118
Written Options		(858	)		–			–		(858	)
Futures Contracts*
Unrealized Appreciation		2,443			–			–		2,443
Unrealized Depreciation		(2,282	)		–			–		(2,282	)
Forwards Contracts*
Unrealized Appreciation		–			235			–		235
Unrealized Depreciation		–			(269	)		–		(269	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			1,605			–		1,605
Interest Rate Swaps*
Unrealized Appreciation		–			10,154			–		10,154
Unrealized Depreciation		–			(4,805	)		–		(4,805	)
Total Other Financial Instruments		151			7,038			–		7,189

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

56 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Core Fixed Income Fund (Concluded)

Credit Default Swaps

The Fund enters into credit default swaps to simulate long and short bond positions that are either unavailable or considered to be less attractively priced in the bond market. The Fund uses these swaps to reduce risk where the Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. If a credit event occurs, the seller typically must pay the contingent payment to the buyer, which is typically the par value (full notional value) of the reference obligation, though the actual payment may be mitigated by terms of the International Swaps and Derivative Agreement (“ISDA”), allowing for netting arrangements and collateral. After a credit event occurs, this amount may be reduced by anticipated recovery rates, segregated collateral and netting arrangements that may incorporate multiple transactions with a given counterparty.

The contingent payment may be a cash settlement or a physical delivery of the reference obligation in return for payment of the face amount of the obligation. If the Fund is a buyer and no credit event occurs, the Fund may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, the

Buyer receives a fixed rate of income throughout the term of the contract, which typically is between one month and five years, provided that no credit event occurs. If a credit event occurs, the seller may pay the buyer the full notional value of the reference obligation. As of August 31, 2021, the Fund is the seller (“providing protection”) on a total notional amount of $289.7 million. The notional amounts of the swaps are not recorded in the financial statements; however the notional amount does approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event were to occur. Those credit default swaps for which the Fund is providing protection at balance sheet date are summarized as follows:

CORE FIXED INCOME FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS				CDS ON AN INDEX
REFERENCE ASSET	CORP US$		SOVERIGN US$		ABS US$		CORP US$		Total
Fair value of written credit derivatives	$	—	$	—	$	—	$	5,591,622	$	5,591,622
Maximum potential amount of future payments		—		—		—		289,675,000		289,675,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)1		—		—		—		—		—
Collateral held by the Fund can obtain upon occurrence of triggering event		—		—		—		—		—

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
CORE FIXED INCOME FUND	0-6 MONTHS	6-12 MONTHS	1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)
0-100	$—	$—		$289,675,000		$—		$—		$289,675,000
101-200	—	—		—		—		—		—
> than 200	—	—		—		—		—		—
Total	$—	$—		$289,675,000		$—		$—		$289,675,000

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 8/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.		$10,772		$117,351		$(76,170)			$—		$(1)			$51,952		51,940,868		$16		$—
SEI Daily Income Trust, Government Fund, Cl F		1,419,466		3,190,198		(3,913,878	)		—		—			695,786		695,786,471		19		—
Totals	$	1,430,238	$	3,307,549	$	(3,990,048	)	$	—	$	(1	)	$	747,738			$	35	$	—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 57

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 71.8%
Communication Services — 12.2%
Altice Financing
5.750%, 08/15/2029 (A)	$	1,409	$	1,447
5.000%, 01/15/2028 (A)		6,791		6,786
Altice France
8.125%, 02/01/2027 (A)		1,461		1,587
7.375%, 05/01/2026 (A)		2,421		2,513
5.125%, 07/15/2029 (A)		1,818		1,838
Altice France Holding
10.500%, 05/15/2027 (A)		2,245		2,467
6.000%, 02/15/2028 (A)		2,612		2,589
AMC Entertainment Holdings
12.000%cash/0% PIK, 06/15/2026 (A)		2,013		1,814
10.500%, 04/24/2026 (A)		61		65
6.125%, 05/15/2027		680		445
5.750%, 06/15/2025		115		81
ANGI Group LLC
3.875%, 08/15/2028 (A)		3,539		3,477
Arches Buyer
6.125%, 12/01/2028 (A)		2,962		3,057
4.250%, 06/01/2028 (A)		378		384
Audacy Capital
6.750%, 03/31/2029 (A)		5,451		5,502
6.500%, 05/01/2027 (A)		375		377
Belo
7.250%, 09/15/2027		442		518
CCO Holdings LLC
5.750%, 02/15/2026 (A)		1,317		1,355
5.500%, 05/01/2026 (A)		1,013		1,044
5.375%, 06/01/2029 (A)		230		251
5.125%, 05/01/2027 (A)		6,372		6,658
5.000%, 02/01/2028 (A)		3,210		3,363
4.750%, 03/01/2030 (A)		600		635
4.500%, 08/15/2030 (A)		7,794		8,144
4.250%, 02/01/2031 (A)		6,044		6,203
4.250%, 01/15/2034 (A)		565		570
Cincinnati Bell
8.000%, 10/15/2025 (A)		160		167
7.000%, 07/15/2024 (A)		455		464
Cinemark USA
8.750%, 05/01/2025 (A)		191		207
5.250%, 07/15/2028 (A)		240		228
Clear Channel International BV
6.625%, 08/01/2025 (A)		887		922
Clear Channel Outdoor Holdings
7.750%, 04/15/2028 (A)		5,740		5,984
7.500%, 06/01/2029 (A)		817		846
Clear Channel Worldwide Holdings
5.125%, 08/15/2027 (A)		3,180		3,273
Connect Finco SARL
6.750%, 10/01/2026 (A)		2,163		2,244

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consolidated Communications
6.500%, 10/01/2028 (A)	$	6,388	$	6,987
5.000%, 10/01/2028 (A)		539		553
CSC Holdings LLC
7.500%, 04/01/2028 (A)		2,140		2,343
6.500%, 02/01/2029 (A)		2,325		2,566
5.750%, 01/15/2030 (A)		3,769		3,983
4.625%, 12/01/2030 (A)		2,981		2,933
4.500%, 11/15/2031 (A)		1,631		1,642
4.125%, 12/01/2030 (A)		3,210		3,214
3.375%, 02/15/2031 (A)		1,954		1,859
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		4,021		4,176
Diamond Sports Group LLC
6.625%, 08/15/2027 (A)		5,552		2,387
5.375%, 08/15/2026 (A)		12,293		8,158
Digicel
6.750%, 03/01/2023 (A)		650		616
DIRECTV Holdings LLC
5.875%, 08/15/2027 (A)		3,670		3,835
DISH DBS
7.750%, 07/01/2026		4,030		4,616
7.375%, 07/01/2028		3,797		4,086
5.875%, 07/15/2022		82		85
5.875%, 11/15/2024		4,621		4,968
5.125%, 06/01/2029 (A)		630		627
5.000%, 03/15/2023		2,935		3,063
DKT Finance ApS
9.375%, 06/17/2023 (A)		2,964		3,023
Frontier Communications
6.750%, 05/01/2029 (A)		475		508
5.875%, 10/15/2027 (A)		367		392
5.000%, 05/01/2028 (A)		2,104		2,199
Frontier Communications Holdings LLC
5.875%, 11/01/2029		1,408		1,431
GCI LLC
4.750%, 10/15/2028 (A)		555		582
Getty Images
9.750%, 03/01/2027 (A)		2,175		2,327
Gray Television
7.000%, 05/15/2027 (A)		424		455
4.750%, 10/15/2030 (A)		1,034		1,022
iHeartCommunications
8.375%, 05/01/2027		5,310		5,641
6.375%, 05/01/2026		154		163
5.250%, 08/15/2027 (A)		1,772		1,857
4.750%, 01/15/2028 (A)		1,347		1,391
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		3,562		1,888
8.500%, 10/15/2024 (A)(B)		3,082		1,664
5.500%, 08/01/2023 (B)		210		109

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Intelsat Luxembourg
8.125%, 06/01/2023 (B)	$	1,010	$	10
ION Trading Technologies Sarl
5.750%, 05/15/2028 (A)		3,125		3,226
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		3,416		3,651
Level 3 Financing
5.375%, 05/01/2025		1,260		1,289
4.625%, 09/15/2027 (A)		2,269		2,340
4.250%, 07/01/2028 (A)		555		562
3.625%, 01/15/2029 (A)		3,751		3,638
Live Nation Entertainment
6.500%, 05/15/2027 (A)		723		797
5.625%, 03/15/2026 (A)		466		486
4.875%, 11/01/2024 (A)		2,285		2,316
4.750%, 10/15/2027 (A)		1,959		1,990
3.750%, 01/15/2028 (A)		96		96
Lumen Technologies
6.875%, 01/15/2028		638		717
5.625%, 04/01/2025		796		861
5.375%, 06/15/2029 (A)		1,391		1,428
5.125%, 12/15/2026 (A)		4,717		4,877
4.500%, 01/15/2029 (A)		190		186
4.000%, 02/15/2027 (A)		1,815		1,863
Mav Acquisition
5.750%, 08/01/2028 (A)		4,530		4,513
Meredith
6.875%, 02/01/2026		798		827
6.500%, 07/01/2025 (A)		275		296
Midas OpCo Holdings LLC
5.625%, 08/15/2029 (A)		300		307
Midcontinent Communications
5.375%, 08/15/2027 (A)		772		805
Millennium Escrow
6.625%, 08/01/2026 (A)		2,185		2,244
National CineMedia LLC
5.750%, 08/15/2026		1,381		1,036
Netflix
5.875%, 11/15/2028		713		884
5.375%, 11/15/2029 (A)		275		338
4.875%, 04/15/2028		1,022		1,194
4.875%, 06/15/2030 (A)		4,023		4,815
News
3.875%, 05/15/2029 (A)		318		327
Nexstar Broadcasting
5.625%, 07/15/2027 (A)		7,829		8,312
4.750%, 11/01/2028 (A)		3,553		3,694
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		905		982
Radiate Holdco LLC
6.500%, 09/15/2028 (A)		882		900
4.500%, 09/15/2026 (A)		882		918

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sable International Finance
5.750%, 09/07/2027 (A)	$	1,558	$	1,635
Salem Media Group
6.750%, 06/01/2024 (A)		5,855		5,694
Scripps Escrow
5.875%, 07/15/2027 (A)		1,114		1,144
Scripps Escrow II
5.375%, 01/15/2031 (A)		142		141
3.875%, 01/15/2029 (A)		2,667		2,681
Sinclair Television Group
5.125%, 02/15/2027 (A)		2,406		2,337
4.125%, 12/01/2030 (A)		6,280		6,139
Sirius XM Radio
5.500%, 07/01/2029 (A)		671		735
5.375%, 07/15/2026 (A)		720		739
5.000%, 08/01/2027 (A)		3,081		3,231
4.125%, 07/01/2030 (A)		4,132		4,230
4.000%, 07/15/2028 (A)		1,137		1,161
3.125%, 09/01/2026 (A)		130		132
SoftBank Group
6.000%, VAR USD ICE Swap 11:00 NY 5 Yr + 4.226% (C)		950		952
5.125%, 09/19/2027		799		821
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		2,985		3,045
Sprint
7.875%, 09/15/2023		1,340		1,518
7.625%, 02/15/2025		7,075		8,375
7.625%, 03/01/2026		2,559		3,155
7.125%, 06/15/2024		1,605		1,846
Sprint Capital
8.750%, 03/15/2032		2,903		4,446
TEGNA
4.625%, 03/15/2028		2,684		2,785
Telecom Italia Capital
6.000%, 09/30/2034		2,199		2,501
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		3,800		3,996
Telesat Canada
6.500%, 10/15/2027 (A)		8,570		7,239
5.625%, 12/06/2026 (A)		599		575
4.875%, 06/01/2027 (A)		1,793		1,655
Terrier Media Buyer
8.875%, 12/15/2027 (A)		6,963		7,416
T-Mobile USA
4.750%, 02/01/2028		1,480		1,580
3.500%, 04/15/2031		1,725		1,837
3.375%, 04/15/2029		1,675		1,770
Trilogy International South Pacific LLC
8.875%, 05/15/2023 (A)		1,777		1,761
U.S. Cellular
6.700%, 12/15/2033		2,575		3,134

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Univision Communications
6.625%, 06/01/2027 (A)	$	1,395	$	1,511
4.500%, 05/01/2029 (A)		692		702
Urban One
7.375%, 02/01/2028 (A)		9,901		10,668
Virgin Media Finance
5.000%, 07/15/2030 (A)		1,879		1,946
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,983		2,124
4.500%, 08/15/2030 (A)		757		768
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		2,543		2,635
Windstream Escrow LLC
7.750%, 08/15/2028 (A)		2,163		2,235
WMG Acquisition
3.000%, 02/15/2031 (A)		749		738
Zayo Group Holdings
6.125%, 03/01/2028 (A)		865		880
4.000%, 03/01/2027 (A)		400		395
				342,587
Consumer Discretionary — 11.5%
1011778 BC ULC / New Red Finance
4.375%, 01/15/2028 (A)		1,977		2,007
4.000%, 10/15/2030 (A)		3,630		3,610
3.875%, 01/15/2028 (A)		222		225
3.500%, 02/15/2029 (A)		163		162
Academy
6.000%, 11/15/2027 (A)		1,858		1,990
Adient Global Holdings, Ltd.
4.875%, 08/15/2026 (A)		690		709
Adient US LLC
9.000%, 04/15/2025 (A)		227		247
Adtalem Global Education
5.500%, 03/01/2028 (A)		3,240		3,317
American Axle & Manufacturing
6.875%, 07/01/2028		247		267
6.500%, 04/01/2027		785		824
6.250%, 04/01/2025		618		639
6.250%, 03/15/2026		660		680
5.000%, 10/01/2029		360		360
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		4,000		4,132
3.875%, 11/15/2029 (A)		208		207
American Greetings
8.750%, 04/15/2025 (A)		5,700		5,914
Aramark Services
5.000%, 02/01/2028 (A)		695		723
Asbury Automotive Group
4.500%, 03/01/2028		3,253		3,382
Ashton Woods USA LLC
6.625%, 01/15/2028 (A)		5,147		5,469

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 08/01/2029 (A)	$	1,553	$	1,553
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		4,970		5,542
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(D)(E)		2,600		–
Avianca Holdings
9.000%, 03/31/2022		2,646		2,635
Bally’s
6.750%, 06/01/2027 (A)		1,320		1,427
Bath & Body Works
9.375%, 07/01/2025 (A)		50		65
7.600%, 07/15/2037		60		77
7.500%, 06/15/2029		542		629
6.875%, 11/01/2035		75		96
6.750%, 07/01/2036		2,607		3,321
6.694%, 01/15/2027		149		175
6.625%, 10/01/2030 (A)		2,383		2,746
BCPE Ulysses Intermediate
7.750%cash/0% PIK, 04/01/2027 (A)		1,973		1,954
Boyne USA
4.750%, 05/15/2029 (A)		304		314
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		1,081		1,091
Caesars Entertainment
6.250%, 07/01/2025 (A)		1,114		1,177
Caesars Resort Collection LLC
5.250%, 10/15/2025 (A)		3,280		3,327
Carnival
11.500%, 04/01/2023 (A)		134		150
10.500%, 02/01/2026 (A)		1,254		1,447
9.875%, 08/01/2027 (A)		585		674
5.750%, 03/01/2027 (A)		8,417		8,605
4.000%, 08/01/2028 (A)		1,721		1,730
Carrols Restaurant Group
5.875%, 07/01/2029 (A)		1,995		1,925
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		517		550
Cedar Fair
5.500%, 05/01/2025 (A)		285		297
5.375%, 06/01/2024		2,145		2,161
5.250%, 07/15/2029		110		113
Cengage Learning
9.500%, 06/15/2024 (A)		4,545		4,670
Century Communities
6.750%, 06/01/2027		624		667
5.875%, 07/15/2025		1,771		1,823
3.875%, 08/15/2029 (A)		1,696		1,722
Cirsa Finance International Sarl
7.875%, 12/20/2023 (A)		2,124		2,158
Clarios Global
8.500%, 05/15/2027 (A)		1,415		1,511
6.750%, 05/15/2025 (A)		896		949

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.250%, 05/15/2026 (A)	$	2,042	$	2,152
Constellation Merger Sub
8.500%, 09/15/2025 (A)		443		429
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		533		589
5.625%, 11/15/2026 (A)		1,485		1,249
CSC Holdings LLC
5.875%, 09/15/2022		152		158
Dana
5.625%, 06/15/2028		1,933		2,078
5.375%, 11/15/2027		958		1,011
4.250%, 09/01/2030		705		733
eG Global Finance
8.500%, 10/30/2025 (A)		842		882
6.750%, 02/07/2025 (A)		4,640		4,767
Fontainebleau Las Vegas
11.000%, 06/15/2015 (A)(B)(D)		3,481		9
Ford Motor
9.625%, 04/22/2030		392		559
9.000%, 04/22/2025		763		932
8.500%, 04/21/2023		657		726
4.750%, 01/15/2043		5,384		5,808
Ford Motor Credit LLC
5.125%, 06/16/2025		1,285		1,410
5.113%, 05/03/2029		1,790		2,023
4.687%, 06/09/2025		1,245		1,350
4.542%, 08/01/2026		1,481		1,609
4.271%, 01/09/2027		485		519
4.134%, 08/04/2025		1,600		1,708
4.125%, 08/17/2027		2,815		3,012
4.063%, 11/01/2024		1,287		1,360
4.000%, 11/13/2030		2,753		2,904
3.815%, 11/02/2027		1,425		1,500
3.813%, 10/12/2021		930		930
3.810%, 01/09/2024		90		93
3.625%, 06/17/2031		5,430		5,593
3.375%, 11/13/2025		207		214
3.096%, 05/04/2023		448		458
2.700%, 08/10/2026		200		202
0.999%, VAR ICE LIBOR USD 3 Month + 0.880%, 10/12/2021		1,380		1,380
Ford Motor Credit LLC MTN
4.389%, 01/08/2026		650		697
Goodyear Tire & Rubber
5.250%, 04/30/2031		514		549
5.250%, 07/15/2031 (A)		149		159
5.000%, 07/15/2029 (A)		227		240
GPS Hospitality Holding LLC
7.000%, 08/15/2028 (A)		1,195		1,182
Hanesbrands
4.625%, 05/15/2024 (A)		3,861		4,098

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hertz
0.000%, 10/15/2024		1,573	$	39
0.000%, 08/01/2026		715		48
0.000%, 01/15/2028		420		28
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		326		352
5.375%, 05/01/2025 (A)		114		120
3.750%, 05/01/2029 (A)		171		174
Hilton Worldwide Finance LLC
4.875%, 04/01/2027		318		330
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (A)		3,890		4,133
IHO Verwaltungs GmbH
6.375%cash/0% PIK, 05/15/2029 (A)		835		909
6.000%cash/0% PIK, 05/15/2027 (A)		850		890
Inn of the Mountain Gods Resort & Casino
9.250%, 11/30/2023		3,884		3,767
International Game Technology
6.500%, 02/15/2025 (A)		635		708
6.250%, 01/15/2027 (A)		2,805		3,198
5.250%, 01/15/2029 (A)		200		214
4.125%, 04/15/2026 (A)		200		208
IRB Holding
7.000%, 06/15/2025 (A)		205		219
6.750%, 02/15/2026 (A)		3,540		3,642
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		3,750		3,710
KB Home
4.000%, 06/15/2031		920		957
Ken Garff Automotive LLC
4.875%, 09/15/2028 (A)		442		456
LBM Acquisition LLC
6.250%, 01/15/2029 (A)		3,425		3,445
LCM Investments Holdings II LLC
4.875%, 05/01/2029 (A)		2,012		2,067
Liberty Interactive LLC
8.250%, 02/01/2030		5,829		6,558
Lions Gate Capital Holdings LLC
5.500%, 04/15/2029 (A)		1,846		1,885
Lithia Motors
4.375%, 01/15/2031 (A)		2,455		2,664
3.875%, 06/01/2029 (A)		1,513		1,586
LSF9 Atlantis Holdings LLC
7.750%, 02/15/2026 (A)		3,570		3,722
Macy’s Retail Holdings
5.125%, 01/15/2042		2,288		2,176
MajorDrive Holdings IV LLC
6.375%, 06/01/2029 (A)		6,005		5,838
Marriott Ownership Resorts
6.500%, 09/15/2026		302		312
6.125%, 09/15/2025 (A)		381		401
4.500%, 06/15/2029 (A)		72		73

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mattamy Group
4.625%, 03/01/2030 (A)	$	2,872	$	2,944
Mattel
5.875%, 12/15/2027 (A)		300		327
3.750%, 04/01/2029 (A)		183		192
3.375%, 04/01/2026 (A)		144		150
Meritage Homes
3.875%, 04/15/2029 (A)		2,304		2,454
MGM Resorts International
6.750%, 05/01/2025		1,984		2,103
6.000%, 03/15/2023		1,615		1,710
5.750%, 06/15/2025		261		286
Michaels
7.875%, 05/01/2029 (A)		4,837		4,984
5.250%, 05/01/2028 (A)		2,430		2,494
Midwest Gaming Borrower LLC
4.875%, 05/01/2029 (A)		2,219		2,236
Millennium (Escrow Security)
7.625%, 11/15/2026 (B)(D)		200		–
NCL
12.250%, 05/15/2024 (A)		1,835		2,165
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2021 (D)(F)		1,475		491
0.000%, 10/15/2021 (D)(F)		1,360		453
Newell Brands
5.875%, 04/01/2036		1,478		1,851
4.875%, 06/01/2025		75		83
4.700%, 04/01/2026		690		771
Peninsula Pacific Entertainment LLC
8.500%, 11/15/2027 (A)		9,104		9,730
Penn National Gaming
5.625%, 01/15/2027 (A)		2,043		2,115
PetSmart
7.750%, 02/15/2029 (A)		1,001		1,100
4.750%, 02/15/2028 (A)		929		967
PM General Purchaser LLC
9.500%, 10/01/2028 (A)		543		590
QVC
4.750%, 02/15/2027		867		929
4.375%, 09/01/2028		442		453
Royal Caribbean Cruises
9.125%, 06/15/2023 (A)		1,222		1,332
5.500%, 08/31/2026 (A)		1,366		1,385
5.500%, 04/01/2028 (A)		2,246		2,262
Royal Caribbean Cruises Ltd
11.500%, 06/01/2025 (A)		437		503
10.875%, 06/01/2023 (A)		253		285
Service International
7.500%, 04/01/2027		867		1,058
5.125%, 06/01/2029		82		89
4.625%, 12/15/2027		970		1,025
4.000%, 05/15/2031		132		137

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 08/15/2030	$	278	$	280
Shea Homes
4.750%, 02/15/2028 (A)		1,081		1,130
4.750%, 04/01/2029 (A)		1,323		1,364
Six Flags Entertainment
5.500%, 04/15/2027 (A)		110		114
4.875%, 07/31/2024 (A)		3,778		3,819
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		1,287		1,375
Specialty Building Products Holdings LLC
6.375%, 09/30/2026 (A)		3,062		3,223
Speedway Motorsports LLC
4.875%, 11/01/2027 (A)		1,360		1,394
SRS Distribution
6.125%, 07/01/2029 (A)		2,616		2,714
4.625%, 07/01/2028 (A)		1,517		1,563
Staples
10.750%, 04/15/2027 (A)		5,105		4,977
7.500%, 04/15/2026 (A)		2,659		2,692
Station Casinos LLC
5.000%, 10/01/2025 (A)		275		278
4.500%, 02/15/2028 (A)		775		787
StoneMor
8.500%, 05/15/2029 (A)		1,905		1,948
Studio City Finance
5.000%, 01/15/2029 (A)		3,530		3,480
Sugarhouse HSP Gaming Prop Mezz LP
5.875%, 05/15/2025 (A)		5,505		5,502
Superior Plus
4.500%, 03/15/2029 (A)		368		381
Tempur Sealy International
4.000%, 04/15/2029 (A)		714		732
Tenneco
7.875%, 01/15/2029 (A)		242		272
5.375%, 12/15/2024		300		302
5.125%, 04/15/2029 (A)		4,237		4,395
5.000%, 07/15/2026		5,527		5,523
Vail Resorts
6.250%, 05/15/2025 (A)		981		1,045
Victoria’s Secret
4.625%, 07/15/2029 (A)		1,238		1,240
Vista Outdoor
4.500%, 03/15/2029 (A)		2,092		2,116
Wheel Pros
6.500%, 05/15/2029 (A)		3,825		3,820
White Capital Buyer LLC
6.875%, 10/15/2028 (A)		188		200
White Capital Parent LLC
8.250%cash/0% PIK, 03/15/2026 (A)		3,675		3,804
Wolverine Escrow LLC
13.125%, 11/15/2027 (A)		180		144
9.000%, 11/15/2026 (A)		960		922

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.500%, 11/15/2024(A)	$	145	$	138
Wynn Las Vegas LLC
5.500%, 03/01/2025(A)		1,746		1,851
5.250%, 05/15/2027(A)		60		63
4.250%, 05/30/2023(A)		245		251
Wynn Resorts Finance LLC
7.750%, 04/15/2025(A)		1,825		1,939
5.125%, 10/01/2029(A)		514		535
Yum! Brands
7.750%, 04/01/2025 (A)		180		194
6.875%, 11/15/2037		1,840		2,387
5.350%, 11/01/2043		180		200
4.625%, 01/31/2032		396		430
3.625%, 03/15/2031		1,266		1,301
				322,725
Consumer Staples — 6.1%
AHP Health Partners
5.750%, 07/15/2029 (A)		276		279
Akumin
7.000%, 11/01/2025 (A)		2,895		2,731
Akumin Escrow
7.500%, 08/01/2028 (A)		3,080		2,957
Albertsons
5.875%, 02/15/2028 (A)		161		173
5.750%, 03/15/2025		97		99
4.875%, 02/15/2030 (A)		285		311
4.625%, 01/15/2027 (A)		3,427		3,628
3.500%, 03/15/2029 (A)		676		683
3.250%, 03/15/2026 (A)		350		359
Allied Universal Holdco LLC
6.625%, 07/15/2026 (A)		1,684		1,800
4.625%, 06/01/2028 (A)		684		686
Bausch Health
9.000%, 12/15/2025 (A)		3,430		3,649
7.250%, 05/30/2029 (A)		295		304
7.000%, 01/15/2028 (A)		1,460		1,513
6.250%, 02/15/2029 (A)		6,429		6,381
6.125%, 04/15/2025 (A)		3,617		3,698
5.500%, 11/01/2025 (A)		1,360		1,391
5.250%, 01/30/2030 (A)		6,887		6,474
5.250%, 02/15/2031 (A)		3,081		2,874
5.000%, 01/30/2028 (A)		1,566		1,494
5.000%, 02/15/2029 (A)		914		853
4.875%, 06/01/2028 (A)		2,253		2,315
Bausch Health Americas
9.250%, 04/01/2026 (A)		365		393
8.500%, 01/31/2027 (A)		1,291		1,388
Central Garden & Pet
5.125%, 02/01/2028		1,515		1,607
4.125%, 10/15/2030		332		341

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chobani LLC
7.500%, 04/15/2025 (A)	$	1,270	$	1,327
4.625%, 11/15/2028 (A)		3,912		4,065
Coty
6.500%, 04/15/2026 (A)		7,480		7,714
5.000%, 04/15/2026 (A)		306		316
Edgewell Personal Care
5.500%, 06/01/2028 (A)		565		598
4.125%, 04/01/2029 (A)		217		218
Energizer Holdings
4.750%, 06/15/2028 (A)		536		551
4.375%, 03/31/2029 (A)		1,831		1,836
Envision Healthcare
8.750%, 10/15/2026 (A)		5,163		4,363
Garda World Security
9.500%, 11/01/2027 (A)		565		615
6.000%, 06/01/2029 (A)		429		414
High Ridge Brands (Escrow Security)
0.821%, 03/15/2025		800		–
JBS USA LUX
5.500%, 01/15/2030 (A)		2,347		2,649
Kraft Heinz Foods
5.000%, 06/04/2042		5,858		7,411
Kronos Acquisition Holdings
7.000%, 12/31/2027 (A)		1,061		1,032
Lamb Weston Holdings
4.875%, 11/01/2026 (A)		575		591
4.875%, 05/15/2028 (A)		218		242
Legacy LifePoint Health LLC
6.750%, 04/15/2025 (A)		612		644
4.375%, 02/15/2027 (A)		9,158		9,135
LifePoint Health
5.375%, 01/15/2029 (A)		2,405		2,363
MPH Acquisition Holdings LLC
5.750%, 11/01/2028 (A)		2,801		2,675
NESCO Holdings II
5.500%, 04/15/2029 (A)		322		334
New Albertsons
8.700%, 05/01/2030		2,229		2,793
8.000%, 05/01/2031		805		981
Organon Finance 1 LLC
5.125%, 04/30/2031 (A)		1,126		1,181
4.125%, 04/30/2028 (A)		2,190		2,259
Ortho-Clinical Diagnostics
7.250%, 02/01/2028 (A)		1,351		1,449
Performance Food Group
6.875%, 05/01/2025 (A)		80		85
5.500%, 10/15/2027 (A)		565		588
4.250%, 08/01/2029 (A)		450		451
Post Holdings
5.750%, 03/01/2027 (A)		2,707		2,833
5.625%, 01/15/2028 (A)		1,800		1,894

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 12/15/2029 (A)	$	857	$	918
4.625%, 04/15/2030 (A)		234		239
Prime Security Services Borrower LLC
5.750%, 04/15/2026 (A)		1,928		2,086
3.375%, 08/31/2027 (A)		1,060		1,023
Radiology Partners
9.250%, 02/01/2028 (A)		1,514		1,624
Rite Aid
8.000%, 11/15/2026 (A)		2,564		2,644
7.700%, 02/15/2027		1,710		1,652
7.500%, 07/01/2025 (A)		6,499		6,684
RP Escrow Issuer LLC
5.250%, 12/15/2025 (A)		205		210
Sabre Global
9.250%, 04/15/2025 (A)		278		320
7.375%, 09/01/2025 (A)		570		603
Sigma Holdco BV
7.875%, 05/15/2026 (A)		6,999		7,017
Simmons Foods
4.625%, 03/01/2029 (A)		4,580		4,661
Sotheby’s
5.875%, 06/01/2029 (A)		842		869
Spectrum Brands
5.750%, 07/15/2025		45		46
5.500%, 07/15/2030 (A)		416		447
5.000%, 10/01/2029 (A)		630		661
3.875%, 03/15/2031 (A)		172		170
Team Health Holdings
6.375%, 02/01/2025 (A)		7,187		6,864
Triton Water Holdings
6.250%, 04/01/2029 (A)		4,422		4,377
Turning Point Brands
5.625%, 02/15/2026 (A)		2,040		2,143
US Acute Care Solutions LLC
6.375%, 03/01/2026 (A)		1,073		1,116
US Renal Care
10.625%, 07/15/2027 (A)		3,590		3,769
Vector Group
10.500%, 11/01/2026 (A)		5,290		5,581
5.750%, 02/01/2029 (A)		1,715		1,745
				169,457
Energy — 11.4%
Aethon United BR
8.250%, 02/15/2026 (A)		1,750		1,899
Antero Midstream Partners
7.875%, 05/15/2026 (A)		1,048		1,154
5.750%, 03/01/2027 (A)		2,996		3,086
5.750%, 01/15/2028 (A)		502		523
5.375%, 06/15/2029 (A)		360		369
Antero Resources
8.375%, 07/15/2026 (A)		1,778		2,014

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.625%, 02/01/2029 (A)	$	3,506	$	3,857
5.375%, 03/01/2030 (A)		158		161
Apache
5.100%, 09/01/2040		4,123		4,587
4.875%, 11/15/2027		959		1,048
4.625%, 11/15/2025		72		78
4.375%, 10/15/2028		451		487
Archrock Partners
6.250%, 04/01/2028 (A)		3,533		3,599
Ascent Resources Utica Holdings LLC
9.000%, 11/01/2027 (A)		1,106		1,471
8.250%, 12/31/2028 (A)		4,373		4,624
7.000%, 11/01/2026 (A)		2,186		2,227
5.875%, 06/30/2029 (A)		2,535		2,430
Baytex Energy
8.750%, 04/01/2027 (A)		600		588
Blue Racer Midstream LLC
7.625%, 12/15/2025 (A)		2,861		3,093
Buckeye Partners
4.500%, 03/01/2028 (A)		590		612
4.125%, 03/01/2025 (A)		350		362
4.125%, 12/01/2027		240		247
California Resources
7.125%, 02/01/2026 (A)		530		556
Cheniere Energy
4.625%, 10/15/2028		1,682		1,774
Cheniere Energy Partners
5.625%, 10/01/2026		2,624		2,716
4.500%, 10/01/2029		9,881		10,647
4.000%, 03/01/2031 (A)		1,034		1,088
Chesapeake Energy
5.875%, 02/01/2029 (A)		150		160
5.500%, 02/01/2026 (A)		899		939
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (D)		6,045		4
Citgo Holding
9.250%, 08/01/2024 (A)		8,614		8,631
CITGO Petroleum
6.375%, 06/15/2026 (A)		263		267
CNX Midstream Partners
6.500%, 03/15/2026 (A)		2,190		2,250
CNX Resources
7.250%, 03/14/2027 (A)		4,535		4,807
6.000%, 01/15/2029 (A)		2,022		2,106
Colgate Energy Partners III LLC
5.875%, 07/01/2029 (A)		162		164
Comstock Resources
7.500%, 05/15/2025 (A)		314		325
6.750%, 03/01/2029 (A)		4,326		4,540
5.875%, 01/15/2030 (A)		242		243
Continental Resources
5.750%, 01/15/2031 (A)		2,529		3,082

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CQP Holdco
5.500%, 06/15/2031 (A)	$	3,450	$	3,558
Crestwood Midstream Partners
6.000%, 02/01/2029 (A)		190		194
5.750%, 04/01/2025		2,405		2,456
CrownRock
5.625%, 10/15/2025 (A)		2,716		2,797
DCP Midstream Operating
8.125%, 08/16/2030		1,990		2,652
5.625%, 07/15/2027		750		852
5.375%, 07/15/2025		268		295
5.125%, 05/15/2029		896		995
Delek Logistics Partners
6.750%, 05/15/2025		1,462		1,499
Devon Energy
7.950%, 04/15/2032		1,327		1,908
DT Midstream
4.375%, 06/15/2031 (A)		2,445		2,524
4.125%, 06/15/2029 (A)		6,501		6,664
Encino Acquisition Partners Holdings LLC
8.500%, 05/01/2028 (A)		708		711
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		412		437
Energy Transfer
5.500%, 06/01/2027		2,863		3,181
EnLink Midstream LLC
5.625%, 01/15/2028 (A)		770		805
5.375%, 06/01/2029		6,061		6,223
EnLink Midstream Partners
4.850%, 07/15/2026		140		145
4.400%, 04/01/2024		620		645
4.150%, 06/01/2025		445		458
Enviva Partners
6.500%, 01/15/2026 (A)		3,562		3,705
EQM Midstream Partners
6.500%, 07/01/2027 (A)		1,116		1,244
6.500%, 07/15/2048		2,286		2,582
6.000%, 07/01/2025 (A)		1,221		1,319
5.500%, 07/15/2028		105		115
4.750%, 01/15/2031 (A)		357		363
4.500%, 01/15/2029 (A)		857		870
EQT
7.500%, 02/01/2030		845		1,098
6.625%, 02/01/2025		2,565		2,940
3.900%, 10/01/2027		230		248
Equities
5.000%, 01/15/2029		162		184
3.625%, 05/15/2031 (A)		1,367		1,445
3.125%, 05/15/2026 (A)		198		203
Exterran Energy Solutions
8.125%, 05/01/2025		3,672		3,305

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Genesis Energy
8.000%, 01/15/2027	$	1,727	$	1,715
7.750%, 02/01/2028		1,418		1,390
6.500%, 10/01/2025		1,476		1,446
6.250%, 05/15/2026		70		67
Great Western Petroleum LLC
12.000%, 09/01/2025 (A)		1,954		1,915
Gulfport Energy
8.000%, 05/17/2026		457		486
Gulfport Energy (Escrow Securities)
0.000%, 10/15/2024		470		19
0.000%, 05/15/2025 (D)		311		12
0.000%, 01/15/2026		780		31
Gulfport Energy Operating
8.000%, 05/17/2026 (A)		3,470		3,690
Harvest Midstream I
7.500%, 09/01/2028 (A)		3,350		3,534
Hess Midstream Operations
5.625%, 02/15/2026 (A)		600		623
4.250%, 02/15/2030 (A)		315		319
Hilcorp Energy I
6.000%, 02/01/2031 (A)		415		426
5.750%, 02/01/2029 (A)		235		239
ITT Holdings LLC
6.500%, 08/01/2029 (A)		3,299		3,365
Laredo Petroleum
10.125%, 01/15/2028		2,303		2,424
9.500%, 01/15/2025		4,957		5,110
7.750%, 07/31/2029 (A)		1,349		1,306
Marathon Oil
6.600%, 10/01/2037		2,560		3,397
MEG Energy
7.125%, 02/01/2027 (A)		1,440		1,515
6.500%, 01/15/2025 (A)		745		769
5.875%, 02/01/2029 (A)		149		153
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		3,328		3,024
7.500%, 01/15/2026 (A)		3,719		3,177
Motiva Enterprises
6.850%, 01/15/2040 (A)		1,713		2,196
Nabors Industries
7.250%, 01/15/2026 (A)		147		137
5.750%, 02/01/2025		510		430
New Fortress Energy
6.750%, 09/15/2025 (A)		983		998
6.500%, 09/30/2026 (A)		2,899		2,914
NGL Energy Operating LLC
7.500%, 02/01/2026 (A)		5,759		5,845
NGL Energy Partners
7.500%, 11/01/2023		4,566		4,269
7.500%, 04/15/2026		550		461
6.125%, 03/01/2025		4,876		4,042

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northern Oil and Gas
8.125%, 03/01/2028 (A)	$	3,664	$	3,806
NuStar Logistics
6.375%, 10/01/2030		1,092		1,207
6.000%, 06/01/2026		485		525
5.750%, 10/01/2025		1,092		1,174
5.625%, 04/28/2027		80		85
Oasis Midstream Partners
8.000%, 04/01/2029 (A)		459		475
Oasis Petroleum
6.375%, 06/01/2026 (A)		184		192
Occidental Petroleum
8.875%, 07/15/2030		3,431		4,708
8.500%, 07/15/2027		1,900		2,397
8.000%, 07/15/2025		1,262		1,521
6.625%, 09/01/2030		1,631		2,035
6.450%, 09/15/2036		775		969
6.375%, 09/01/2028		2,896		3,435
6.125%, 01/01/2031		5,328		6,443
5.875%, 09/01/2025		291		327
5.550%, 03/15/2026		700		780
5.500%, 12/01/2025		3,921		4,372
4.625%, 06/15/2045		1,445		1,496
4.500%, 07/15/2044		155		158
3.400%, 04/15/2026		1,387		1,425
3.200%, 08/15/2026		4,728		4,877
3.125%, 02/15/2022		1		–
PBF Holding LLC
9.250%, 05/15/2025 (A)		2,380		2,297
7.250%, 06/15/2025		1,645		1,151
6.000%, 02/15/2028		325		213
PDC Energy
5.750%, 05/15/2026		1,450		1,506
Peabody Energy
6.375%, 03/31/2025 (A)		1,094		870
Precision Drilling
7.125%, 01/15/2026 (A)		325		332
6.875%, 01/15/2029 (A)		57		57
Range Resources
8.250%, 01/15/2029 (A)		189		210
4.875%, 05/15/2025		1,142		1,182
Seventy Seven Energy (Escrow Security)
6.500%, 07/15/2022 (B)(D)		395		–
Seventy Seven Operating LLC (Escrow Security)
6.625%, 11/15/2019 (B)(D)		2,787		–
Shelf Drilling Holdings
8.875%, 11/15/2024 (A)		625		638
8.250%, 02/15/2025 (A)		3,000		2,219
SM Energy
6.625%, 01/15/2027		1,895		1,904
6.500%, 07/15/2028		110		111

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.625%, 06/01/2025	$	2,235	$	2,242
5.000%, 01/15/2024		2,328		2,316
Southwestern Energy
8.375%, 09/15/2028		50		56
7.750%, 10/01/2027		1,225		1,328
7.500%, 04/01/2026		94		100
6.450%, 01/23/2025		165		180
5.375%, 03/15/2030		490		510
Strathcona Resources
6.875%, 08/01/2026 (A)		2,510		2,460
Summit Midstream Holdings LLC
5.750%, 04/15/2025		2,488		2,264
5.500%, 08/15/2022		1,166		1,158
Sunoco
5.875%, 03/15/2028		2,791		2,948
4.500%, 05/15/2029		427		432
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		875		943
6.000%, 03/01/2027 (A)		3,175		3,286
6.000%, 12/31/2030 (A)		6,643		6,757
6.000%, 09/01/2031 (A)		1,386		1,388
5.500%, 09/15/2024 (A)		123		125
5.500%, 01/15/2028 (A)		115		116
Targa Resources Partners
6.875%, 01/15/2029		516		580
6.500%, 07/15/2027		2,944		3,188
5.875%, 04/15/2026		760		795
5.500%, 03/01/2030		540		595
5.375%, 02/01/2027		65		67
5.000%, 01/15/2028		3,156		3,314
4.875%, 02/01/2031		647		704
4.000%, 01/15/2032 (A)		303		317
TerraForm Power Operating LLC
4.750%, 01/15/2030 (A)		225		237
Transocean
11.500%, 01/30/2027 (A)		2,381		2,399
8.000%, 02/01/2027 (A)		2,645		1,944
7.500%, 04/15/2031		1,580		987
Transocean Guardian
5.875%, 01/15/2024 (A)		2,108		2,003
Transocean Pontus
6.125%, 08/01/2025 (A)		2,559		2,534
Transocean Proteus
6.250%, 12/01/2024 (A)		1,612		1,587
USA Compression Partners
6.875%, 04/01/2026		1,580		1,642
6.875%, 09/01/2027		2,600		2,723
Venture Global Calcasieu Pass LLC
4.125%, 08/15/2031 (A)		435		456
3.875%, 08/15/2029 (A)		435		448
Vine Energy Holdings LLC
6.750%, 04/15/2029 (A)		2,113		2,282

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Western Midstream Operating
6.500%, 02/01/2050	$	3,489	$	4,113
4.750%, 08/15/2028		850		935
4.650%, 07/01/2026		403		434
				320,869
Financials — 6.3%
Acrisure LLC
7.000%, 11/15/2025 (A)		2,788		2,840
4.250%, 02/15/2029 (A)		2,601		2,575
Advisor Group Holdings
10.750%, 08/01/2027 (A)		2,666		2,946
Air Methods
8.000%, 05/15/2025 (A)		10,947		10,565
AssuredPartners
7.000%, 08/15/2025 (A)		2,945		2,993
5.625%, 01/15/2029 (A)		1,859		1,871
Bank of America
5.875%, VAR ICE LIBOR USD 3 Month + 2.931% (C)		1,301		1,483
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.842% (C)		2,760		3,019
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.867% (C)		1,250		1,393
Brookfield Property
5.750%, 05/15/2026 (A)		6,291		6,503
Citigroup
5.000%, VAR United States Secured Overnight Financing Rate + 3.813% (C)		5,285		5,562
Finance of America Funding LLC
7.875%, 11/15/2025 (A)		6,011		5,831
Freedom Mortgage
8.250%, 04/15/2025 (A)		5,175		5,278
8.125%, 11/15/2024 (A)		3,492		3,536
7.625%, 05/01/2026 (A)		360		361
6.625%, 01/15/2027 (A)		1,250		1,197
Genworth Holdings
4.800%, 02/15/2024		1,810		1,783
HAT Holdings I LLC
6.000%, 04/15/2025 (A)		1,969		2,075
3.750%, 09/15/2030 (A)		3,392		3,463
Home Point Capital
5.000%, 02/01/2026 (A)		2,521		2,181
HSBC Holdings PLC
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649% (C)		1,377		1,410
Hunt
5.250%, 04/15/2029 (A)		2,819		2,763

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)	$	1,415	$	1,591
Issuer LLC
6.250%, 03/01/2028 (A)		1,299		1,328
Jefferies Finance LLC
5.000%, 08/15/2028 (A)		3,042		3,118
JPMorgan Chase
5.000%, VAR United States Secured Overnight Financing Rate + 3.380% (C)		1,299		1,373
4.000%, VAR United States Secured Overnight Financing Rate + 2.745% (C)		2,633		2,676
Ladder Capital Finance Holdings LLLP
5.250%, 03/15/2022 (A)		95		95
5.250%, 10/01/2025 (A)		1,046		1,059
4.750%, 06/15/2029 (A)		2,462		2,517
4.250%, 02/01/2027 (A)		1,864		1,873
LD Holdings Group LLC
6.500%, 11/01/2025 (A)		4,283		4,369
6.125%, 04/01/2028 (A)		2,032		1,997
Lloyds Banking Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.760% (C)		3,250		3,636
LPL Holdings
4.625%, 11/15/2027 (A)		4,428		4,588
4.375%, 05/15/2031 (A)		149		154
MGM Growth Properties Operating Partnership
5.750%, 02/01/2027		357		411
5.625%, 05/01/2024		1,335		1,455
4.625%, 06/15/2025 (A)		411		442
4.500%, 09/01/2026		2,214		2,412
4.500%, 01/15/2028		175		192
3.875%, 02/15/2029 (A)		396		420
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		4,198		4,393
5.625%, 01/15/2030 (A)		1,503		1,495
Morgan Stanley
5.300%, VAR ICE LIBOR USD 3 Month + 3.160% (C)		872		916
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		2,312		2,436
5.500%, 08/15/2028 (A)		4,420		4,591
5.125%, 12/15/2030 (A)		1,582		1,622
New Residential Investment
6.250%, 10/15/2025 (A)		5,937		5,952
NFP
6.875%, 08/15/2028 (A)		2,186		2,243
OneMain Finance
7.125%, 03/15/2026		3,300		3,857
6.625%, 01/15/2028		500		577

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.375%, 11/15/2029	$	1,858	$	2,030
4.000%, 09/15/2030		4,793		4,803
3.500%, 01/15/2027		137		139
PennyMac Financial Services
5.375%, 10/15/2025 (A)		1,265		1,309
4.250%, 02/15/2029 (A)		295		284
PRA Group
7.375%, 09/01/2025 (A)		1,345		1,436
Quicken Loans LLC
5.250%, 01/15/2028 (A)		1,346		1,420
3.875%, 03/01/2031 (A)		1,025		1,048
3.625%, 03/01/2029 (A)		1,025		1,047
Saracen Development LLC
14.000%cash/0% PIK, 10/15/2025 (A)(D)(F)		3,762		4,157
Sitka Holdings LLC
5.250%, VAR ICE LIBOR USD 3 Month + 4.500%, 07/06/2026 (A)		4,994		5,039
Starwood Property Trust
5.500%, 11/01/2023 (A)		2,170		2,276
3.625%, 07/15/2026 (A)		190		191
StoneX Group
8.625%, 06/15/2025 (A)		1,380		1,493
Trilogy
10.000%, 05/15/2023 (D)(F)		60		60
VistaJet Malta Finance
10.500%, 06/01/2024 (A)		6,588		7,148
Voya Financial
4.700%, VAR ICE LIBOR USD 3 Month + 2.084%, 01/23/2048		1,183		1,252
WeWork
7.875%, 05/01/2025 (A)		7,188		7,080
				177,628
Health Care — 3.7%
Acadia Healthcare
5.500%, 07/01/2028 (A)		1,201		1,267
5.000%, 04/15/2029 (A)		232		242
Avantor Funding
4.625%, 07/15/2028 (A)		828		875
Centene
4.625%, 12/15/2029		2,403		2,636
4.250%, 12/15/2027		3,643		3,848
3.375%, 02/15/2030		300		313
2.500%, 03/01/2031		2,695		2,688
CHS
8.000%, 03/15/2026 (A)		170		182
6.875%, 04/01/2028 (A)		2,836		2,813
6.875%, 04/15/2029 (A)		2,498		2,595
6.125%, 04/01/2030 (A)		1,006		1,014
6.000%, 01/15/2029 (A)		440		469
5.625%, 03/15/2027 (A)		420		443

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 02/15/2031 (A)	$	1,971	$	2,011
DaVita
4.625%, 06/01/2030 (A)		310		324
3.750%, 02/15/2031 (A)		5,969		5,899
Emergent BioSolutions
3.875%, 08/15/2028 (A)		1,813		1,768
Encompass Health
4.750%, 02/01/2030		2,499		2,664
4.500%, 02/01/2028		1,190		1,246
Endo DAC
9.500%, 07/31/2027 (A)		1,968		1,934
6.000%, 06/30/2028 (A)		2,402		1,501
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)		1,905		1,886
Global Medical Response
6.500%, 10/01/2025 (A)		3,159		3,258
HCA
5.875%, 02/15/2026		6,955		8,066
5.875%, 02/01/2029		720		873
5.625%, 09/01/2028		445		531
5.375%, 02/01/2025		5,094		5,737
5.375%, 09/01/2026		460		531
3.500%, 09/01/2030		2,710		2,908
Hill-Rom Holdings
4.375%, 09/15/2027 (A)		190		199
Hologic
3.250%, 02/15/2029 (A)		1,012		1,037
IQVIA
5.000%, 10/15/2026 (A)		1,440		1,483
Jaguar Holding II
5.000%, 06/15/2028 (A)		150		162
4.625%, 06/15/2025 (A)		152		160
Jazz Securities DAC
4.375%, 01/15/2029 (A)		2,084		2,159
Lannett
7.750%, 04/15/2026 (A)		2,545		2,386
Mallinckrodt International Finance
5.625%, 10/15/2023 (A)(B)		850		572
5.500%, 04/15/2025 (A)(B)		595		399
MEDNAX
6.250%, 01/15/2027 (A)		1,570		1,654
ModivCare Escrow Issuer
5.000%, 10/01/2029 (A)		1,315		1,350
Molina Healthcare
4.375%, 06/15/2028 (A)		1,960		2,056
Owens & Minor
4.500%, 03/31/2029 (A)		398		407
Par Pharmaceutical
7.500%, 04/01/2027 (A)		5,365		5,432
Prestige Brands
5.125%, 01/15/2028 (A)		370		388

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Syneos Health
3.625%, 01/15/2029 (A)	$	2,622	$	2,608
Tenet Healthcare
7.500%, 04/01/2025 (A)		879		940
6.875%, 11/15/2031		1,110		1,260
6.250%, 02/01/2027 (A)		2,873		2,995
6.125%, 10/01/2028 (A)		3,040		3,209
5.125%, 11/01/2027 (A)		870		916
4.875%, 01/01/2026 (A)		2,983		3,094
4.625%, 07/15/2024		660		669
4.625%, 09/01/2024 (A)		45		46
4.625%, 06/15/2028 (A)		3,543		3,667
4.250%, 06/01/2029 (A)		2,668		2,726
Varex Imaging
7.875%, 10/15/2027 (A)		2,134		2,404
				104,900
Industrials — 8.0%
ACCO Brands
4.250%, 03/15/2029 (A)		545		548
ADT Security
4.875%, 07/15/2032 (A)		2,573		2,611
4.125%, 08/01/2029 (A)		495		494
Allison Transmission
5.875%, 06/01/2029 (A)		855		940
4.750%, 10/01/2027 (A)		3,684		3,862
3.750%, 01/30/2031 (A)		332		332
American Airlines
11.750%, 07/15/2025 (A)		2,032		2,523
5.750%, 04/20/2029 (A)		5,822		6,287
5.500%, 04/20/2026 (A)		4,095		4,316
American Airlines Group
3.750%, 03/01/2025 (A)		2,248		2,012
APi Group DE
4.125%cash/0% PIK, 07/15/2029 (A)		280		274
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (A)		2,810		2,959
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		2,581		2,700
5.250%, 08/15/2027 (A)		830		859
4.125%, 08/15/2026 (A)		1,285		1,336
Artera Services LLC
9.033%, 12/04/2025 (A)		3,611		3,945
ATS Automation Tooling Systems
4.125%, 12/15/2028 (A)		493		508
Avis Budget Car Rental LLC
5.750%, 07/15/2027 (A)		840		876
5.375%, 03/01/2029 (A)		301		316
5.250%, 03/15/2025 (A)		296		301
Boeing
5.805%, 05/01/2050		1,769		2,403
5.150%, 05/01/2030		3,538		4,186

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bombardier
7.875%, 04/15/2027 (A)	$	1,950	$	2,045
7.500%, 12/01/2024 (A)		3,264		3,402
7.500%, 03/15/2025 (A)		1,475		1,515
7.125%, 06/15/2026 (A)		1,067		1,126
Brand Industrial Services
8.500%, 07/15/2025 (A)		2,651		2,671
Builders FirstSource
5.000%, 03/01/2030 (A)		1,297		1,388
4.250%, 02/01/2032 (A)		353		363
BWAY Holding Co
7.250%, 04/15/2025 (A)		7,630		7,543
5.500%, 04/15/2024 (A)		135		136
BWX Technologies
4.125%, 06/30/2028 (A)		607		624
4.125%, 04/15/2029 (A)		2,865		2,947
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		3,777		3,906
CEMEX Materials LLC
7.700%, 07/21/2025 (A)		1,705		1,934
Clark Equipment
5.875%, 06/01/2025 (A)		1,127		1,186
Clean Harbors
4.875%, 07/15/2027 (A)		2,794		2,925
CoreCivic
8.250%, 04/15/2026		482		509
CP Atlas Buyer
7.000%, 12/01/2028 (A)		3,470		3,539
Delta Air Lines
7.375%, 01/15/2026		446		525
7.000%, 05/01/2025 (A)		1,616		1,890
Delta Air Lines/Skymiles LP
4.750%, 10/20/2028 (A)		2,702		3,013
4.500%, 10/20/2025 (A)		355		381
Deluxe
8.000%, 06/01/2029 (A)		3,515		3,764
EnerSys
4.375%, 12/15/2027 (A)		892		937
EnPro Industries
5.750%, 10/15/2026		569		598
Fortress Transportation & Infrastructure Investors LLC
9.750%, 08/01/2027 (A)		2,055		2,320
6.500%, 10/01/2025 (A)		2,025		2,086
Fortress Transportation and Infrastructure Investors LLC
5.500%, 05/01/2028 (A)		1,780		1,808
GFL Environmental
5.125%, 12/15/2026 (A)		2,919		3,080
4.750%, 06/15/2029 (A)		318		327
4.375%, 08/15/2029 (A)		1,321		1,328
4.000%, 08/01/2028 (A)		452		449

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.750%, 08/01/2025 (A)	$	824	$	849
3.500%, 09/01/2028 (A)		1,160		1,157
Global Infrastructure Solutions
5.625%, 06/01/2029 (A)		370		378
GrafTech Finance
4.625%, 12/15/2028 (A)		3,535		3,606
Graham Packaging
7.125%, 08/15/2028 (A)		312		333
Granite US Holdings
11.000%, 10/01/2027 (A)		3,575		3,973
Griffon
5.750%, 03/01/2028		690		732
H&E Equipment Services
3.875%, 12/15/2028 (A)		2,815		2,827
Harsco
5.750%, 07/31/2027 (A)		766		795
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,235		1,301
Herc Holdings
5.500%, 07/15/2027 (A)		835		880
Howmet Aerospace
5.900%, 02/01/2027		1,185		1,396
Icahn Enterprises
4.750%, 09/15/2024		1,670		1,731
4.375%, 02/01/2029		435		437
IEA Energy Services LLC
6.625%, 08/15/2029 (A)		2,115		2,097
Imola Merger
4.750%, 05/15/2029 (A)		1,269		1,313
JELD-WEN
6.250%, 05/15/2025 (A)		235		249
4.875%, 12/15/2027 (A)		170		177
4.625%, 12/15/2025 (A)		560		571
Korn Ferry
4.625%, 12/15/2027 (A)		3,041		3,149
LABL
10.500%, 07/15/2027 (A)		480		523
6.750%, 07/15/2026 (A)		640		672
Madison IAQ LLC
5.875%, 06/30/2029 (A)		470		481
Masonite International
5.375%, 02/01/2028 (A)		508		540
MasTec
4.500%, 08/15/2028 (A)		825		868
Mileage Plus Holdings LLC
6.500%, 06/20/2027 (A)		3,612		3,923
Moog
4.250%, 12/15/2027 (A)		2,212		2,273
New Enterprise Stone & Lime
6.250%, 03/15/2026 (A)		1,915		1,968
Nielsen Finance LLC
5.875%, 10/01/2030 (A)		661		710

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.625%, 10/01/2028 (A)	$	961	$	1,010
PGT Innovations
6.750%, 08/01/2026 (A)		510		535
RBS Global
4.875%, 12/15/2025 (A)		4,728		4,823
Remington Arms
0.000%, 12/31/2049 (D)		1,885		–
Reynolds Group Issuer
4.000%, 10/15/2027 (A)		2,044		2,043
Rolls-Royce
5.750%, 10/15/2027 (A)		3,495		3,833
Science Applications International
4.875%, 04/01/2028 (A)		4,064		4,244
Sensata Technologies
5.625%, 11/01/2024 (A)		200		223
4.375%, 02/15/2030 (A)		1,766		1,894
3.750%, 02/15/2031 (A)		2,203		2,214
Sensata Technologies BV
4.000%, 04/15/2029 (A)		1,025		1,061
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,806		1,815
Spirit AeroSystems
7.500%, 04/15/2025 (A)		440		466
5.500%, 01/15/2025 (A)		240		251
4.600%, 06/15/2028		4,995		4,882
SPX FLOW
5.875%, 08/15/2026 (A)		470		484
Standard Industries
4.750%, 01/15/2028 (A)		1,295		1,345
3.375%, 01/15/2031 (A)		208		200
Stericycle
3.875%, 01/15/2029 (A)		418		425
Stevens Holding
6.125%, 10/01/2026 (A)		370		399
Summit Materials LLC
5.250%, 01/15/2029 (A)		366		387
Terex
5.000%, 05/15/2029 (A)		220		231
Tervita
11.000%, 12/01/2025 (A)		3,113		3,590
TransDigm
8.000%, 12/15/2025 (A)		827		885
6.250%, 03/15/2026 (A)		5,519		5,795
5.500%, 11/15/2027		3,161		3,233
4.625%, 01/15/2029 (A)		860		849
Trident TPI Holdings
9.250%, 08/01/2024 (A)		2,099		2,204
TriMas
4.125%, 04/15/2029 (A)		437		445
Triumph Group
8.875%, 06/01/2024 (A)		520		573
7.750%, 08/15/2025		2,250		2,251

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.250%, 09/15/2024 (A)	$	115	$	116
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		250		269
5.500%, 08/15/2026 (A)		976		1,028
Tutor Perini
6.875%, 05/01/2025 (A)		9,799		10,093
Uber Technologies
4.500%, 08/15/2029 (A)		424		417
United Airlines
4.625%, 04/15/2029 (A)		2,031		2,107
4.375%, 04/15/2026 (A)		4,530		4,699
United Rentals North America
5.500%, 05/15/2027		1,230		1,297
4.875%, 01/15/2028		725		768
3.875%, 02/15/2031		399		413
Univar Solutions USA
5.125%, 12/01/2027 (A)		449		469
Wabash National
5.500%, 10/01/2025 (A)		595		602
Welbilt
9.500%, 02/15/2024		300		310
WESCO Distribution
7.250%, 06/15/2028 (A)		611		680
7.125%, 06/15/2025 (A)		556		598
Western Global Airlines LLC
10.375%, 08/15/2025 (A)		1,990		2,244
				223,462
Information Technology — 3.1%
ACI Worldwide
5.750%, 08/15/2026 (A)		667		698
Ahead DB Holdings LLC
6.625%, 05/01/2028 (A)		2,066		2,102
Alliance Data Systems
4.750%, 12/15/2024 (A)		1,341		1,376
ams
7.000%, 07/31/2025 (A)		2,573		2,760
Ascend Learning LLC
6.875%, 08/01/2025 (A)		928		943
Austin BidCo
7.125%, 12/15/2028 (A)		1,726		1,750
Avaya
6.125%, 09/15/2028 (A)		5,437		5,736
Black Knight InfoServ LLC
3.625%, 09/01/2028 (A)		372		377
BY Crown Parent LLC
4.250%, 01/31/2026 (A)		1,682		1,770
Castle US Holding
9.500%, 02/15/2028 (A)		2,110		2,205
CDK Global
5.250%, 05/15/2029 (A)		553		601

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CDW LLC
4.250%, 04/01/2028	$	420	$	440
3.250%, 02/15/2029		270		277
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		326		336
3.875%, 07/01/2028 (A)		1,195		1,216
CommScope
7.125%, 07/01/2028 (A)		705		739
4.750%, 09/01/2029 (A)		529		536
CommScope Finance LLC
8.250%, 03/01/2027 (A)		880		928
6.000%, 03/01/2026 (A)		970		1,018
CommScope Technologies LLC
6.000%, 06/15/2025 (A)		4,498		4,574
CPI CG
8.625%, 03/15/2026 (A)		1,470		1,603
Diebold Nixdorf
9.375%, 07/15/2025 (A)		1,469		1,614
Elastic
4.125%, 07/15/2029 (A)		3,387		3,439
Entegris
4.375%, 04/15/2028 (A)		1,322		1,398
3.625%, 05/01/2029 (A)		266		275
Flexential Intermediate
11.250%, 08/01/2024 (A)		1,399		1,518
Gartner
4.500%, 07/01/2028 (A)		335		355
3.750%, 10/01/2030 (A)		188		197
3.625%, 06/15/2029 (A)		105		108
Go Daddy Operating LLC
5.250%, 12/01/2027 (A)		2,784		2,935
3.500%, 03/01/2029 (A)		2,263		2,235
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(D)		10,706		–
NCR
6.125%, 09/01/2029 (A)		735		801
5.750%, 09/01/2027 (A)		1,815		1,919
5.125%, 04/15/2029 (A)		1,563		1,621
5.000%, 10/01/2028 (A)		1,448		1,499
Nuance Communications
5.625%, 12/15/2026		173		180
ON Semiconductor
3.875%, 09/01/2028 (A)		853		896
Open Text Holdings
4.125%, 02/15/2030 (A)		4,029		4,242
Paysafe Finance
4.000%, 06/15/2029 (A)		4,090		3,940
Plantronics
4.750%, 03/01/2029 (A)		304		291
Presidio Holdings
4.875%, 02/01/2027 (A)		425		440

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PTC
4.000%, 02/15/2028 (A)	$	3,416	$	3,531
3.625%, 02/15/2025 (A)		262		268
Seagate HDD Cayman
5.750%, 12/01/2034		1,300		1,534
3.375%, 07/15/2031 (A)		2,523		2,498
SS&C Technologies
5.500%, 09/30/2027 (A)		906		959
Switch
4.125%, 06/15/2029 (A)		159		164
3.750%, 09/15/2028 (A)		94		96
Synaptics
4.000%, 06/15/2029 (A)		2,264		2,306
Veritas US
7.500%, 09/01/2025 (A)		5,580		5,802
ViaSat
6.500%, 07/15/2028 (A)		3,250		3,428
5.625%, 09/15/2025 (A)		1,881		1,913
5.625%, 04/15/2027 (A)		1,250		1,297
Xerox Holdings
5.500%, 08/15/2028 (A)		442		462
5.000%, 08/15/2025 (A)		442		466
				86,612
Materials — 6.3%
Alcoa Nederland Holding BV
6.125%, 05/15/2028 (A)		200		218
5.500%, 12/15/2027 (A)		200		215
Allegheny Technologies
7.875%, 08/15/2023		2,508		2,702
5.875%, 12/01/2027		1,481		1,553
Arconic
6.125%, 02/15/2028 (A)		1,132		1,210
6.000%, 05/15/2025 (A)		445		471
Ashland LLC
6.875%, 05/15/2043		1,384		1,799
Axalta Coating Systems LLC
4.750%, 06/15/2027 (A)		699		734
3.375%, 02/15/2029 (A)		358		351
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		4,590		4,877
Big River Steel LLC
6.625%, 01/31/2029 (A)		384		418
Carpenter Technology
6.375%, 07/15/2028		281		304
CF Industries
4.950%, 06/01/2043		1,058		1,305
Chemours
5.750%, 11/15/2028 (A)		2,430		2,576
4.625%, 11/15/2029 (A)		2,965		2,944
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		250		269

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 03/01/2029 (A)	$	350	$	368
Constellium
5.875%, 02/15/2026 (A)		2,744		2,816
5.625%, 06/15/2028 (A)		775		820
3.750%, 04/15/2029 (A)		2,058		2,047
Cornerstone Chemical
6.750%, 08/15/2024 (A)		10,825		9,702
Crown Americas LLC
4.750%, 02/01/2026		1,324		1,374
4.250%, 09/30/2026		2,602		2,804
CVR Partners
6.125%, 06/15/2028 (A)		4,110		4,202
Eldorado
6.250%, 09/01/2029 (A)		1,366		1,388
Element Solutions
3.875%, 09/01/2028 (A)		593		605
First Quantum Minerals
7.500%, 04/01/2025 (A)		1,995		2,067
6.875%, 03/01/2026 (A)		2,561		2,676
6.500%, 03/01/2024 (A)		2,962		3,012
Forterra Finance LLC
6.500%, 07/15/2025 (A)		285		305
Freeport-McMoRan
5.450%, 03/15/2043		4,756		6,081
5.400%, 11/14/2034		999		1,253
4.625%, 08/01/2030		825		910
4.375%, 08/01/2028		1,090		1,155
4.125%, 03/01/2028		507		531
GCP Applied Technologies
5.500%, 04/15/2026 (A)		920		941
Greif
6.500%, 03/01/2027 (A)		580		609
Hecla Mining
7.250%, 02/15/2028		1,160		1,256
Hexion
7.875%, 07/15/2027 (A)		2,188		2,325
IAMGOLD
5.750%, 10/15/2028 (A)		3,375		3,362
INEOS Group Holdings
5.625%, 08/01/2024 (A)		1,805		1,807
Innophos Holdings
9.375%, 02/15/2028 (A)		2,800		3,024
Kraton Polymers LLC
4.250%, 12/15/2025 (A)		3,946		4,053
LSB Industries
9.625%, 05/01/2023 (A)		8,535		8,852
Mineral Resources
8.125%, 05/01/2027 (A)		3,845		4,191
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		4,565		4,017
New Gold
7.500%, 07/15/2027 (A)		970		1,019

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.375%, 05/15/2025 (A)	$	579	$	597
NMG Holding
7.125%, 04/01/2026 (A)		9,236		9,779
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)		3,290		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		1,020		1,090
5.000%, 05/01/2025 (A)		1,451		1,542
4.875%, 06/01/2024 (A)		535		566
4.250%, 05/15/2029 (A)		385		387
Novelis
4.750%, 01/30/2030 (A)		1,470		1,566
3.875%, 08/15/2031 (A)		144		145
3.250%, 11/15/2026 (A)		288		295
OCI
5.250%, 11/01/2024 (A)		3,332		3,436
4.625%, 10/15/2025 (A)		988		1,034
OI European Group BV
4.000%, 03/15/2023 (A)		2,951		3,054
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		594		641
6.375%, 08/15/2025 (A)		815		910
5.875%, 08/15/2023 (A)		1,135		1,206
Polar US Borrower LLC
6.750%, 05/15/2026 (A)		5,325		5,378
Rain CII Carbon LLC
7.250%, 04/01/2025 (A)		6,065		6,271
Reichhold Industries
9.000%, 05/01/2018 (A)(B)(D)		1,056		–
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		10,102		9,935
4.875%, 05/01/2028 (A)		2,510		2,528
Scotts Miracle-Gro
5.250%, 12/15/2026		121		125
4.500%, 10/15/2029		134		140
4.375%, 02/01/2032 (A)		366		371
4.000%, 04/01/2031 (A)		391		392
SunCoke Energy
4.875%, 06/30/2029 (A)		–		–
Tacora Resources
8.250%, 05/15/2026 (A)		1,775		1,851
Taseko Mines
7.000%, 02/15/2026 (A)		3,973		4,086
Teck Resources
6.125%, 10/01/2035		1,358		1,752
Trinseo Materials Operating SCA
5.375%, 09/01/2025 (A)		975		994
5.125%, 04/01/2029 (A)		284		287
Tronox
6.500%, 05/01/2025 (A)		797		841
4.625%, 03/15/2029 (A)		2,875		2,915

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
U.S. Steel
6.875%, 03/01/2029	$	1,617	$	1,767
Venator Finance Sarl
9.500%, 07/01/2025 (A)		1,716		1,905
5.750%, 07/15/2025 (A)		4,178		3,943
Warrior Met Coal
8.000%, 11/01/2024 (A)		2,070		2,084
WR Grace & -Conn
4.875%, 06/15/2027 (A)		325		337
WR Grace Holdings LLC
5.625%, 08/15/2029 (A)		177		184
				175,852
Real Estate — 1.4%
Diversified Healthcare Trust
9.750%, 06/15/2025		3,190		3,509
4.375%, 03/01/2031		1,760		1,727
EPR Properties
3.750%, 08/15/2029		899		903
Iron Mountain
5.250%, 03/15/2028 (A)		281		296
5.250%, 07/15/2030 (A)		830		884
5.000%, 07/15/2028 (A)		400		418
4.875%, 09/15/2027 (A)		2,933		3,054
4.875%, 09/15/2029 (A)		4,318		4,555
4.500%, 02/15/2031 (A)		424		436
Kennedy-Wilson
5.000%, 03/01/2031		170		177
4.750%, 03/01/2029		172		178
Lamar Media
4.000%, 02/15/2030		877		905
Outfront Media Capital LLC
5.000%, 08/15/2027 (A)		766		790
4.250%, 01/15/2029 (A)		3,800		3,809
Realogy Group LLC
5.750%, 01/15/2029 (A)		2,162		2,263
RHP Hotel Properties
4.750%, 10/15/2027		857		893
4.500%, 02/15/2029 (A)		292		296
SBA Communications
3.125%, 02/01/2029 (A)		2,279		2,239
Service Properties Trust
4.950%, 02/15/2027		3,973		3,973
3.950%, 01/15/2028		3,484		3,348
Uniti Group
7.875%, 02/15/2025 (A)		1,313		1,403
6.500%, 02/15/2029 (A)		286		298
VICI Properties
4.625%, 12/01/2029 (A)		855		930
4.250%, 12/01/2026 (A)		687		722
4.125%, 08/15/2030 (A)		1,251		1,335
3.750%, 02/15/2027 (A)		885		920

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 02/15/2025 (A)	$	39	$	40
				40,301
Utilities — 1.8%
AmeriGas Partners
5.875%, 08/20/2026		235		264
5.500%, 05/20/2025		500		549
Calpine
5.000%, 02/01/2031 (A)		275		280
4.625%, 02/01/2029 (A)		605		607
4.500%, 02/15/2028 (A)		4,738		4,880
3.750%, 03/01/2031 (A)		2,153		2,112
FirstEnergy
4.400%, 07/15/2027		2,742		3,078
NextEra Energy Operating Partners
4.250%, 07/15/2024 (A)		2,746		2,899
NRG Energy
6.625%, 01/15/2027		3,074		3,188
5.250%, 06/15/2029 (A)		610		662
3.875%, 02/15/2032 (A)		1,418		1,438
3.625%, 02/15/2031 (A)		5,168		5,259
3.375%, 02/15/2029 (A)		200		201
Pacific Gas & Electric
4.300%, 03/15/2045		607		595
Pacific Gas and Electric
4.750%, 02/15/2044		520		529
Pattern Energy Operations
4.500%, 08/15/2028 (A)		1,644		1,718
PG&E
5.250%, 07/01/2030		1,841		1,813
5.000%, 07/01/2028		412		409
Pike
5.500%, 09/01/2028 (A)		2,561		2,603
Rockpoint Gas Storage Canada
7.000%, 03/31/2023 (A)		3,642		3,695
Solaris Midstream Holdings LLC
7.625%, 04/01/2026 (A)		1,370		1,452
Suburban Propane Partners
5.000%, 06/01/2031 (A)		208		214
Talen Energy Supply LLC
10.500%, 01/15/2026 (A)		1,700		793
7.625%, 06/01/2028 (A)		5		4
7.250%, 05/15/2027 (A)		520		450
6.625%, 01/15/2028 (A)		2,215		1,901
Vistra Operations LLC
5.625%, 02/15/2027 (A)		635		661
5.000%, 07/31/2027 (A)		4,395		4,560
4.375%, 05/01/2029 (A)		2,520		2,558

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 07/15/2029 (A)	$	1,401	$	1,514
				50,886
Total Corporate Obligations (Cost $1,959,291) ($ Thousands)				2,015,279
LOAN PARTICIPATIONS — 11.3%
AAdvantage Loyality IP Ltd., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.750%, 04/20/2028		5,672		5,837
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
4.417%, VAR LIBOR + 4.250%, 05/17/2028		600		599
Adient US LLC, Term B-1 Loan, 1st Lien
3.585%, VAR LIBOR + 3.500%, 04/10/2028		520		519
AgroFresh, 1st Lien
7.250%, 12/31/2024 (H)		2,566		2,566
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028		1,497		1,495
Alvogen Pharma US, Inc., January 2020 Loan, 1st Lien
6.250%, VAR LIBOR + 5.250%, 12/31/2023		3,389		3,344
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.089%, VAR LIBOR + 3.000%, 04/22/2026 (I)		5		4
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (D)(H)		1,327		1,366
American Tire Distributors, Inc., Initial Term Loan, 1st Lien
8.500%, VAR LIBOR + 6.000%, 09/02/2024		3,579		3,574
American Tire Distributors, Initial Term Loan
8.500%, 09/02/2024 (H)		506		505
American Trailer World Corp., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 03/03/2028		698		690
AP Gaming I, LLC, Incremental Term B Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 02/15/2024		1,300		1,285

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/11/2028	$	1,398	$	1,388
Aptos, 1st Lien
5.599%, 03/04/2027 (H)		4,067		3,993
Arctic Canadian Diamond Company, 1st Lien
6.000%, 12/31/2024 (D)(H)		254		253
Arctic Canadian Diamond Company, 2nd Lien
17.500%, 12/31/2027 (D)(H)		1,588		1,588
Aruba Investments, Term Loan, 2nd Lien
8.500%, 11/24/2028 (H)		1,853		1,857
Ascend Learning, LLC, Amendment No. 2 Incremental Term Loan, 1st Lien
4.750%, VAR LIBOR + 3.750%, 07/12/2024		162		162
Ascend Learning, Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 07/12/2024		250		250
Asurion LLC, New B-8 Term Loan, 1st Lien
3.335%, VAR LIBOR + 3.250%, 12/23/2026		591		579
Autokiniton US Holdings Inc., Closing Date Term B Loan, 1st Lien
5.000%, 04/06/2028 (H)		1,212		1,214
Avianca, Tranche A, 1st Lien
12.500%, 11/10/2021 (H)		2,716		2,743
Bausch Health Companies Inc., Initial Term Loan, 2nd Lien
3.085%, VAR LIBOR + 3.000%, 06/02/2025		645		642
BoardRiders Inc., Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (H)		608		593
BoardRiders Inc., Tranche B-2 Loan, 1st Lien
9.000%, 04/23/2024 (H)		2,915		2,845
Bright Bidco B.V., 2018 Refinancing Term B Loan
4.500%, 06/30/2024 (I)		2,269		1,821
BWay Holding Company, Initial Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 04/03/2024 (I)		2,045		1,990
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.585%, VAR LIBOR + 4.500%, 07/21/2025		3,763		3,768
Carecentrix, Term Loan, 1st Lien
4.500%, 04/03/2025 (H)		1,372		1,247

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Carestream Health, Extended Loan, 2nd Lien
13.500%, 08/08/2023 (D)(H)	$	4,296	$	4,178
Carestream, Extended Loan, 1st Lien
7.750%, 05/08/2023 (H)		2,037		2,045
CBAC Borrower LLC, Term B Loan, 1st Lien
4.085%, 07/08/2024 (H)		2,616		2,525
CCI Buyer, Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.000%, 12/17/2027		295		296
Cenveo Corporation, Exit Term Loan, 1st Lien
8.500%, 06/23/2026 (I)		3,928		3,869
CityCenter Holdings, LLC , Term B Loan, 1st Lien
3.000%, VAR LIBOR + 2.250%, 04/18/2024		949		947
Claire’s Stores, Inc., Initial Term Loan, 1st Lien
6.585%, VAR LIBOR + 6.500%, 12/18/2026		2,021		1,944
Clarios Global, Term Loan, 1st Lien
3.335%, 04/30/2026		1,045		1,033
CNT Holdings I Corp, Initial Term Loan, 2nd Lien
4.500%, VAR LIBOR + 3.750%, 11/08/2027		1,391		1,389
ConvergeOne Holdings, Corp., Initial Term Loan, 2nd Lien
5.085%, VAR LIBOR + 5.000%, 01/04/2026		4,795		4,754
Delta Topco Inc., Initial Term Loan, 1st Lien
8.000%, VAR LIBOR + 7.250%, 12/01/2028		1,589		1,600
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien
5.750%, 08/02/2027		7,160		7,156
E.W. Scripps Company, The, Tranche B-3 Term Loan, 2nd Lien
3.750%, VAR LIBOR + 3.000%, 01/07/2028		986		985
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.000%, VAR LIBOR + 8.000%, 03/07/2022 (D)		3,927		3,868
Endo Luxembourg, Term Loan, 1st Lien
5.750%, 03/27/2028 (H)		1,398		1,356
Enterprise Development Authority, Term B Loan, 1st Lien
5.000%, 02/28/2028 (D)(H)		4,959		4,965

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.835%, VAR LIBOR + 3.750%, 10/10/2025	$	11,016	$	9,660
Epic Crude Services, LP, Term Loan, 2nd Lien
5.121%, VAR LIBOR + 5.000%, 03/02/2026		2,960		2,241
Epic Y-Grade Services, 1st Lien
7.000%, 06/30/2027 (I)		8,485		7,241
eResearchTechnology Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.500%, 02/04/2027		4,027		4,039
First Student Bidco Inc., Initial Term B Loan, 1st Lien
3.500%, 07/21/2028 (I)		1,571		1,558
First Student Bidco Inc., Initial Term C Loan, 1st Lien
3.500%, 07/21/2028		342		339
Foresight Energy Operating LLC, Tranche A Term Loan, 1st Lien
9.500%, VAR LIBOR + 8.000%, 06/30/2027 (D)		421		421
Gannett, 1st Lien
7.750%, 02/09/2026 (H)		2,188		2,202
Gates Global, Term Loan, 1st Lien
3.250%, 03/31/2027 (H)		700		696
Geon Performance, Term Loan, 1st Lien
5.500%, 08/10/2028		800		801
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.250%, 03/14/2025 (I)		1,117		1,118
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.500%, 01/29/2026		6,332		6,374
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
3.750%, VAR LIBOR + 3.000%, 08/04/2027		541		539
Green Energy Partners/Stonewall LLC, Term B-1 Conversion Advances, 1st Lien
6.500%, VAR LIBOR + 5.500%, 11/13/2021 (D)		711		639
Greeneden U.S. Holdings I LLC, Initial Dollar Term Loan (2020), 1st Lien
4.750%, VAR LIBOR + 4.000%, 12/01/2027		507		507

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Gulf Finance, LLC, Tranche B Term Loan, 1st Lien
6.250%, VAR LIBOR + 5.250%, 08/25/2023	$	4,144	$	3,486
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 12/16/2024		479		468
Hoffmaster Group Inc, Tranche B-1 Term Loan, 1st Lien
5.000%, 11/21/2023 (D)(H)		929		891
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.084%, VAR LIBOR + 3.000%, 05/01/2026		643		637
Informatica LLC , Dollar 2020 Term Loan, 2nd Lien
3.335%, VAR LIBOR + 3.250%, 02/25/2027		147		146
IRB Holding Corp., Fourth Amendment Incremental Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.250%, 12/15/2027		400		400
Ivanti Software Inc., First Amendment Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.000%, 12/01/2027		532		532
Ivanti Software Inc., Initial Term Loan, 1st Lien
5.750%, VAR LIBOR + 4.750%, 12/01/2027		2,688		2,690
JC Penney, 1st Lien
5.250%, VAR LIBOR + 4.250%, 06/23/2023 (B)(D)		3,751		19
Journey Personal Care, 1st Lien
5.000%, 03/01/2028 (H)		3,770		3,777
Jump Financial, LLC, Term Loan, 1st Lien
4.000%, 08/03/2028		4,241		4,167
Knight Energy Services
8.500%, 02/09/2024 (D)(H)		81		—
KNS Acquisition Corp., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR + 6.250%, 04/21/2027 (I)		3,880		3,838
Lifescan Global Corporation, Initial Term Loan, 2nd Lien
6.146%, 10/01/2024 (H)		10,160		10,055

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Liftoff Mobile, Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.500%, 03/17/2028	$	1,387	$	1,382
Madison IAQ LLC, Initial Term Loan, 1st Lien
3.750%, 06/21/2028 (I)		1,013		1,006
Magnite, Term Loan, 1st Lien
5.750%, 04/28/2028 (H)		1,156		1,147
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien
8.375%, VAR Euribor + 3.250%, 02/16/2022 (D)		9,749		9,392
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
5.250%, 08/13/2028		1,885		1,879
MED ParentCo LP, Initial Term Loan, 1st Lien
4.335%, VAR LIBOR + 4.250%, 08/31/2026		1,119		1,114
Medline Industries, Bridge Loan, 1st Lien
0.000%, 07/21/2028 (I)		2,589		2,589
Medline Industries, Unsecured Bridge Loan, 1st Lien
0.000%, 07/21/2028 (I)		2,725		2,725
Meredith Corporation, Tranche B-3 Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.250%, 01/31/2025		490		500
Mileage Plus Holdings LLC, Initial Term Loan, 1st Lien
6.250%, VAR LIBOR + 5.250%, 06/21/2027		1,460		1,547
Misys Limited, Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 06/13/2024		1,993		1,968
MLN US HoldCo LLC, Term B Loan, 2nd Lien
4.589%, VAR LIBOR + 4.500%, 11/30/2025		1,430		1,296
Monitronics International Inc., Term Loan, 1st Lien
7.750%, 03/29/2024 (D)		384		372
MultiPlan, Term Loan, 1st Lien
4.750%, 08/17/2028		1,381		1,370
Navitas Midstream Midland Basin, LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.500%, 12/13/2024		1,910		1,901
Nine West Holdings Inc., Term Loan
8.147%, 03/19/2024 (H)		624		443
8.135%, 03/19/2024 (I)		778		553

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
2.838%, VAR LIBOR + 2.750%, 10/01/2025	$	782	$	773
Optiv Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.250%, 02/01/2024		2,752		2,702
Osmosis Buyer Limited, Initial Term B Loan, 1st Lien
4.500%, 07/31/2028 (I)		3,167		3,165
Osmosis Buyer Limited, Term Loan, 1st Lien
0.000%, 07/30/2028 (I)		396		396
Padagis LLC, Term B Loan, 1st Lien
5.250%, 07/06/2028 (I)		1,359		1,357
Parexal International Corporation, Term Loan, 1st Lien
0.000%, 08/11/2028 (I)		442		442
Park River Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 12/28/2027		231		230
Peak 10 Holding Corporation, Initial Term Loan, 2nd Lien
3.647%, VAR LIBOR + 3.500%, 08/01/2024		8,106		7,462
Penney Borrower LLC, Initial Loan, 1st Lien
9.500%, VAR LIBOR + 8.500%, 12/07/2026		2,736		2,671
Peraton Corp., Term B Loan, 2nd Lien
4.500%, VAR LIBOR + 3.750%, 02/01/2028		1,802		1,802
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 03/03/2028		643		642
PetSmart LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 02/11/2028		3,760		3,763
Plantronics, Inc., Initial Term B Loan, 1st Lien
2.585%, VAR LIBOR + 2.500%, 07/02/2025		362		353
Polymer Additives, Inc., 1st Lien
6.110%, 07/31/2025 (H)		7,821		7,548
Rent-A-Center, Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.000%, 02/17/2028		4,919		4,936
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.500%, 09/07/2023 (B)(D)		7,980		4,868

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
S&S Holdings LLC, Initial Term Loan, 1st Lien
5.500%, 03/11/2028 (H)	$	1,398	$	1,381
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien
4.000%, 12/17/2027 (I)		125		124
Sabre GLBL Inc., 2021 Term B-1 Loan, 1st Lien
4.000%, 12/17/2027		200		198
Schweitzer-Mauduit International, Inc., Term B Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 02/09/2028		1,684		1,680
Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority)
8.500%, 08/10/2023 (H)		132		125
Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority), 1st Lien
8.500%, VAR LIBOR + 7.500%, 08/10/2023		555		527
Shutterfly, Delayed Term Loan, 1st Lien
0.000%, 09/25/2026 (I)		64		64
Shutterfly, Term Loan, 1st Lien
5.750%, 09/25/2026 (I)		266		265
SIJ LLC, 1st Lien
10.000%, 07/15/2026 (D)(H)		3,434		3,391
Skillsoft Finance II, Inc., Initial Term Loan, 1st Lien
5.500%, 07/14/2028		329		330
Sotera Health Holdings, LLC, 1st Lien
3.250%, 12/11/2026 (H)		2,936		2,913
SP PF Buyer LLC, Closing Date Term Loan, 1st Lien
4.585%, VAR LIBOR + 4.500%, 12/22/2025		2,766		2,719
Spirit Aerosystems, Inc. (fka Mid-Western Aircraft Systems, Inc and Onex Wind Finance LP.), Initial Term Loan, 1st Lien
6.000%, VAR LIBOR + 5.250%, 01/15/2025		222		223
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
5.126%, VAR LIBOR + 5.000%, 04/16/2026 (I)		6,350		5,992
Steinway Musical Instruments, Term Loan B, 1st Lien
4.750%, VAR LIBOR + 3.750%, 02/14/2025		544		537
Summer (BC) Bidco B LLC, Additional Facility B2 (USD) Term Loan, 1st Lien
5.250%, 12/04/2026 (I)		159		158

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
4.500%, VAR LIBOR + 3.750%, 10/01/2026	$	1,532	$	1,533
Syniverse Holdings, Inc., Initial Term Loan, 1st Lien
10.000%, VAR LIBOR + 9.000%, 03/11/2024		1,998		1,994
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien
6.000%, VAR LIBOR + 5.000%, 03/09/2023		12,143		12,128
Team Health Holdings Inc., Initial Term Loan, 2nd Lien
3.750%, VAR LIBOR + 2.750%, 02/06/2024		7,284		7,073
Tecta America Corp., Term Loan, 1st Lien
4.250%, VAR LIBOR + 4.250%, 04/10/2028		1,523		1,523
Thryv, Inc., Term Loan
9.500%, 03/01/2026 (H)		869		882
Thryv, Inc., Term Loan, 1st Lien
9.500%, 03/01/2026 (H)		1,103		1,120
Titan Acquisition Limited, Initial Term Loan, 1st Lien
3.167%, VAR LIBOR + 3.000%, 03/28/2025		1,940		1,896
TK Elevator Midco GmbH, Faciliaty B1 (USD), 1st Lien
4.000%, 07/30/2027		428		427
Tortoise Borrower LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 01/31/2025		1,848		1,435
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.000%, VAR LIBOR + 8.000%, 02/28/2025 (I)		759		773
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan, 1st Lien
5.147%, VAR LIBOR + 5.000%, 05/29/2026 (I)		1,747		1,454
Traverse Midstream Partners LLC, Advance, 1st Lien
6.500%, VAR LIBOR + 5.500%, 09/27/2024		2,441		2,441
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/31/2028		2,419		2,401
Tutor Perini, Term Loan B, 1st Lien
5.750%, 08/18/2027 (H)		3,698		3,698

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Twin River Worldwide Holdings, Inc., Term B-1 Facility Loan, 1st Lien
9.000%, VAR LIBOR + 8.000%, 05/11/2026 (D)	$	1,080	$	1,129
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.125%, VAR LIBOR + 5.000%, 06/26/2026		732		732
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
4.129%, VAR LIBOR + 4.000%, 08/20/2025		2,708		2,608
Verizon/Yahoo, Term Loan, 1st Lien
6.250%, 07/21/2027		2,694		2,668
Vertiv Group Corporation, Term Loan, 1st Lien
2.846%, 03/02/2027 (H)		227		226
Whatabrands LLC, Initial Term B Loan, 1st Lien
3.750%, 08/03/2028 (I)		1,809		1,803
White Cap Buyer, LLC, Initial Closing Date Term Loan, 1st Lien
4.500%, VAR LIBOR + 4.000%, 10/19/2027		792		792
Wilsonart LLC, Tranche E Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 12/31/2026		4,260		4,248
Wok Holdings Inc., Initial Term Loan, 1st Lien
6.335%, VAR LIBOR + 6.250%, 03/01/2026		1,139		1,121
Woodford Express LLC, Term Loan B, 1st Lien
6.000%, VAR LIBOR + 5.000%, 01/27/2025 (I)		3,839		3,711
Zayo Group Holdings Inc., Initial Dollar Term Loan, 1st Lien
3.085%, VAR LIBOR + 3.000%, 03/09/2027		472		466
Total Loan Participations (Cost $312,254) ($ Thousands)				316,311

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 9.5%
Other Asset-Backed Securities — 9.5%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9
0.735%, VAR ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(D)(J)	$	835	$	30
Ares XXXIV CLO, Ser 2020-2A, Cl FR
8.734%, VAR ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(D)		2,304		2,166
B&M CLO, Ser 2014-1A, Cl E
5.876%, VAR ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(D)		2,548		1,764
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(D)(K)		4,614		1,615
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(D)(F)(K)		4,378		2,977
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035 (A)(D)(K)		6,380		5,870
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 04/24/2034 (A)(D)(K)		10,431		8,971
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(D)(K)		8,633		6,389
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (D)(K)		6,147		4,764
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(D)(K)		3,572		3,161
Battalion CLO XX, Ser 2021-20A, Cl SUB
0.000%, 07/15/2034 (D)(K)		8,543		7,860
Benefit Street Partners CLO III, Ser 2013- IIIA, Cl SUB
0.000%, 07/20/2029 (A)(D)(F)(K)		2,640		792
Benefit Street Partners CLO IV
0.000%, 07/20/2026 *(A)(D)(K)		7		3,395
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(D)(K)		3,363		2,220
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(D)(K)		6,413		–
Benefit Street Partners CLO V, Ser 2018-5BA
0.000%, 04/20/2031 (D)(K)		10,301		5,779
Benefit Street Partners CLO VI, Ser 2015- VIA, Cl SUB
0.000%, 10/18/2029 (A)(D)(K)		9,535		5,348
Benefit Street Partners CLO VII, Ser 2015- VIII, Cl SUB
0.000%, 07/18/2027 (D)(K)		9,035		199
Benefit Street Partners CLO VIII
0.000%, 01/20/2031 (A)(D)(F)(K)		9,000		4,860
Benefit Street Partners CLO X, Ser 2016- 10A, Cl SUB
0.000%, 04/20/2034 (A)(D)(K)		10,939		6,345

22 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO XII, Ser 2017-12A, Cl C
3.176%, VAR ICE LIBOR USD 3 Month + 3.050%, 10/15/2030 (A)(D)	$	1,950	$	1,891
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB
0.000%, 10/15/2030 (A)(D)(K)		10,091		4,642
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(D)(K)		6,857		4,858
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2032 (A)(D)(K)		6,048		4,436
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2034 (A)(D)(K)		3,469		3,608
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB
0.000%, 04/25/2034 (D)(K)		7,870		6,611
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(D)(K)		3,653		1,571
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(D)(K)		5,673		2,723
CVP Cascade CLO, Ser 2014-2A, Cl D
4.934%, VAR ICE LIBOR USD 3 Month + 4.800%, 07/18/2026 (A)(B)(D)		2,357		1,864
CVP Cascade CLO, Ser 2014-2A, Cl E
5.934%, VAR ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(B)(D)		2,788		239
Great Lakes CLO, Ser 2014-1A, Cl SUB
0.000%, 10/15/2029 (A)(D)(K)		4,940		1,927
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(D)(K)		6,015		3,790
Great Lakes CLO, Ser 2017-1A, Cl ER
7.626%, VAR ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(D)		3,376		3,298
Great Lakes CLO, Ser 2017-1A, Cl FR
10.126%, VAR ICE LIBOR USD 3 Month + 10.000%, 10/15/2029 (A)(D)		1,972		1,832
Great Lakes CLO, Ser 2018-1A, Cl ER
8.000%, VAR ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(D)		4,328		4,145
Great Lakes CLO, Ser 2018-1A, Cl FR
11.000%, VAR ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(B)(D)		1,595		1,455
IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2029 (A)(D)(K)		1,149		1,172
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
7.204%, VAR ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(D)		2,886		2,791

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(D)(K)	$	2,164	$	1,363
LCM Ltd
0.000%, 01/20/2032 (D)(K)		1,998		1,666
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(D)(K)		4,865		3,260
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
5.975%, VAR ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(D)		3,201		3,113
Neuberger Berman CLO XXII, Ser 2016-22A, Cl F
0.000%, 10/17/2030 (A)(D)(K)		161		22
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2030 (A)(D)(K)		5,235		3,141
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(D)(K)		1,780		1,435
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(D)(H)		23		19
Neuberger Berman Loan Advisers CLO 38
0.000%, 10/20/2032 (D)(K)		5,458		4,727
Neuberger Berman Loan Advisers CLO 39(F)
0.000%, 10/20/2032 (D)(K)		5,795		5,115
Neuberger Berman Loan Advisers CLO 41
0.000%, 10/20/2032 (D)(K)		4,711		3,840
NewStar Berkeley Fund CLO LLC, Ser 2016- 1A, Cl E
7.875%, VAR ICE LIBOR USD 3 Month + 7.750%, 10/25/2028 (A)(D)		15,428		15,437
NewStar Berkeley Fund CLO LLC, Ser 2016- 1A, Cl SUB(F)
0.000%, 10/25/2028 (A)(D)(K)		21,812		9,815
NewStar Clarendon Fund CLO LLC, Ser 2015-1A, Cl E(F)
6.175%, VAR ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(D)		3,057		3,006
NewStar Exeter Fund CLO, Ser 2015-1RA, Cl E
7.334%, VAR ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(D)		5,110		4,854
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(D)(K)		9,028		5,129
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN
7.514%, VAR ICE LIBOR USD 3 Month + 7.380%, 04/20/2030 (A)(D)		4,200		3,614
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(D)(K)		3,012		1,988

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 07/20/2031 (A)(D)(K)	$	1,876	$	1,876
OCP CLO, Ser 2021-21A, Cl SUB
0.000%, 07/20/2034 (D)(K)		7,945		7,174
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (D)(K)		6,412		2,693
Shackleton CLO, Ser 2019-14A, Cl SUB
0.000%, 07/20/2034 (A)(D)(K)		3,251		2,373
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (D)(K)		13,119		10,954
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 07/29/2029 (A)(D)(K)		7,377		4,647
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(D)(K)		5,509		3,691
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(D)(K)		5,959		4,529
TCW CLO, Warehouse Note, Ser 2020-1
0.000%, (D)(K)(N)		8,523		6,392
Venture 35 CLO, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(D)(K)		15,819		8,226
Venture XXV CLO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(D)(K)		2,950		1,475
Venture XXVI CLO, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(D)(K)		2,865		1,232
Venture XXVIII CLO, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(D)(K)		5,750		2,932
VOYA CLO, Ser 2020-2A
0.000%, 07/20/2031 (D)(K)		7,797		8,265
Total Asset-Backed Securities (Cost $184,011) ($ Thousands)				265,361
		Shares
COMMON STOCK — 2.0%
21st Century Oncology *(D)(F)		22,017		247
Actua Corp *(F)		–		–
Aquity Equity *		89,545		974
Aquity Equity (Escrow Security) *(D)		69,580		9
Arctic Canadian Diamond Co *(D)		1,633		—
Aspect Software CR1 Inc *(D)		40,500		–
Aspect Software CR2 Inc *(D)		16,397		–
Battalion Oil *		645		7
Berry Corp		445,831		2,675
Cenveo Corp *		146,717		880
CHC Group LLC *		28,873		1
Chesapeake Energy		6,697		374
Claire’s Stores Inc *(D)(F)		858		182
Clear Channel Outdoor Holdings Inc, Cl A *		345,144		908
EP Energy *		25,685		2,312
Extraction Oil & Gas *		132,606		6,037
Foresight *		60,593		545
Frontier Communications Parent *		38,791		1,142

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
FTS International, Cl A *		86,417	$	1,919
Global Aviation Holdings Inc, Cl A *(D)		101,199		–
Guitar Center *(D)(F)		24,502		4,039
Gulfport Energy *		17,167		1,148
Gymboree Corp *(D)		18,542		5
Gymboree Holding Corp *(D)		52,848		13
Hexion Holdings Corp *		172,879		3,717
iHeartMedia Inc, Cl A *		63,646		1,584
Knight Energy Services LLC *(D)(L)		2,205		–
Magnachip Semiconductor *		38,119		696
Medical Card Systems Inc *(D)(F)		395,653		2,028
Monitronics International Inc *(D)(F)		381,412		4,127
MYT Holding LLC *(D)(F)		461,765		2,609
Neiman Marcus Group *(D)		10,950		1,368
Nine West *(D)		163,718		150
Noble Corp *		40,916		914
Oasis Petroleum Inc		15,389		1,333
Parker Drilling *(D)		143,734		657
Penney Borrower LLC *(D)		31,845		330
Propco Certificates *(D)		238,837		4,319
Reichhold Industries *(D)(F)		1,755		2,480
Rue 21 *		2,551		651
SandRidge Energy Inc *		11,510		102
Titan Energy LLC *		22,243		–
Tourmaline Oil Corp		47,215		1,261
Valaris *		42,781		1,270
VICI Properties Inc ‡		104,293		3,224
Whiting Petroleum Corp *		11,379		534
Windstream Services *		46,229		666
Total Common Stock (Cost $51,624) ($ Thousands)				57,437
PREFERRED STOCK — 0.7%
BoardRiders, 0.000% *(D)(F)		336,591		411
Claire’s Stores Inc, 0.000% *(D)(F)		610		1,449
Crestwood Equity Partners, 9.250% (C)(M)		230,727		2,166
FHLMC, 0.000% *(C)		29,819		68
FNMA, 0.000% *(C)		43,993		88
Guitar Center Inc, 0.000% *(D)(F)		782		77
Gulfport Energy, 0.000% *(D)		42		201
Ladenburg Thalmann Financial Services, 6.500% *		99,400		1,899
MPLX, 8.462% *(C)(D)(F)		41,696		1,366
MYT Holding LLC, 0.000% *		516,164		539
Qurate Retail Inc, 8.000%		13,106		1,415
ViacomCBS, 5.750% *		20,807		1,403

24 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
Wind River, 0.000%		11,611,000	$	9,869
Total Preferred Stock (Cost $19,755) ($ Thousands)				20,951
		Face Amount (Thousands)
CONVERTIBLE BONDS — 0.6%
Air Canada CV to 65.1337
4.000%, 07/01/2025	$	400		598
CNX Resources CV to 77.8816
2.250%, 05/01/2026		270		316
DISH Network CV to 15.3429
3.375%, 08/15/2026		804		839
Golar LNG CV to 26.9925
2.750%, 02/15/2022		885		873
Liberty Media CV to 16.7764
3.750%, 02/15/2030		3,728		2,875
Liberty Media CV to 22.9469
4.000%, 11/15/2029		2,174		1,685
MGIC Investment CV to 74.0741
9.000%, 04/01/2063 (A)		4,794		6,294
Pebblebrook Hotel Trust CV to 39.2549
1.750%, 12/15/2026		1,275		1,410
Twitter CV to 7.6905
0.894%, 03/15/2026 (A)(G)		1,394		1,317
Total Convertible Bonds (Cost $15,189) ($ Thousands)				16,207

Description	Number of Warrants		Market Value ($ Thousands)
WARRANTS — 0.1%
Carestream Strike Price $0.00 *‡‡(D)		84	$	–
Chesapeake Energy, Expires 02/12/2026 Strike Price $36.18 *		8,510		201
Chesapeake Energy, Expires 02/12/2026 Strike Price $27.63 *		6,547		198
Chesapeake Energy, Expires 02/12/2026 Strike Price $32.13 *		7,274		192
Guitar Center Tranche I, Expires 12/22/2070 Strike Price $100.00 *(D)(F)		5,960		446
Guitar Center Tranche II, Expires 12/22/2070 Strike Price $160.00 *(D)(F)		6,486		284
Guitar Center Tranche III, Expires 12/22/2070 Strike Price $100.00 *(D)(F)		526		23
Neiman Marcus Group, Expires 09/24/2027 Strike Price $213.16 *(D)(F)		6,679		126
Noble Corp, Expires 02/05/2028 Strike Price $0.01 *		36,606		268
SandRidge Energy, Expires 10/07/2022 Strike Price $41.34 *		9,764		–
SandRidge Energy, Expires 10/07/2022 Strike Price $42.03 *		4,110		–
Windstream Services Strike Price $0.00 *‡‡(D)		50,968		735
Total Warrants (Cost $1,634) ($ Thousands)				2,473
		Shares
CASH EQUIVALENT — 2.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		79,587,462		79,587
Total Cash Equivalent (Cost $79,587) ($ Thousands)				79,587
Total Investments in Securities — 98.8% (Cost $2,623,345) ($ Thousands)			$	2,773,606

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund (Continued)

A list of the open forward foreign currency contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Thousands)
Barclays PLC		11/12/21	CAD		1,570	USD		1,248	$	6

Percentages are based on Net Assets of $2,806,041 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^‡ Real Estate Investment Trust.

^†  Investment in Affiliated Security.

^‡‡ Expiration date not available.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $1,725,456 ($ Thousands), representing 61.5% of the Net Assets of the Fund.

(B) Security is in default on interest payment.

(C) Perpetual security with no stated maturity date.

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

(E) Securities considered restricted. The total market value of such securities as of August 31, 2021 was $— ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

(F) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of August 31, 2021 was $51,620 ($ Thousands) and represented 1.8% of the Net Assets of the Fund.

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

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

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

(J) Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC.

(K) No interest rate available.

(L) Security, or a portion thereof, is owned through a holding entity, Knights Energy Topco, LLC.

(M) Security is a Master Limited Partnership. At August 31, 2021, such securities amounted to $2,166 ($ Thousands), or 0.1% of the Net Assets of the Fund.

(N) No interest rate or maturity date available.

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)(1)		Total ($)
Corporate Obligations		–		2,010,092		5,187		2,015,279
Loan Participations		–		278,971		37,340		316,311
Asset-Backed Securities		–		–		265,361		265,361
Common Stock		26,526		8,347		22,564		57,437
Preferred Stock		4,208		13,239		3,504		20,951
Convertible Bonds		–		16,207		–		16,207
Warrants		–		859		1,614		2,473
Cash Equivalent		79,587		–		–		79,587
Total Investments in Securities		110,321		2,327,715		335,570		2,773,606
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Forwards Contracts*
Unrealized Appreciation		–		6		–		6
Total Other Financial Instruments		–		6		–		6

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

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CV — Conversion Ratio

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

PIK — Payment in-Kind

Ser — Series

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

26 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

High Yield Bond Fund(Concluded)

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

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock		Investments in Preferred Stock		Investments in Warrants
Balance as of May 31, 2021	$	5,245		$	38,894		$	302,772			21,934	$	3,344	$	1,578
Accrued discounts/premiums		185			142			(83	)		—		—		—
Realized gain/(loss)		17			7			629			—		—		—
Change in unrealized appreciation/ (depreciation)		(216	)		724			305			630		160		36
Purchases		60			136			10,227			—		—		—
Sales		(73	)		(2,563	)		(48,489	)		—		—		—
Net transfer into Level 3		—			—			—			—		—		—
Net transfer out of Level 3		(31	)		—			—			—		—		—
Ending Balance as of August 31, 2021	$	5,187		$	37,340		$	265,361		$	22,564	$	3,504	$	1,614
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(223	)	$	721		$	10,963		$	1,232	$	148	$	36

For the period ended August 31, 2021, there were transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$74,591	$302,892	$(297,896)	$—	$—	$79,587	79,587,462	$2	$—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 27

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 64.5%
Communication Services — 9.5%
Alphabet
2.250%, 08/15/2060	$	630	$	573
America Movil
6.375%, 03/01/2035		305		436
6.125%, 03/30/2040		585		839
AT&T
5.150%, 02/15/2050		1,140		1,478
4.500%, 05/15/2035		4,200		4,980
3.800%, 12/01/2057 (A)		9,340		9,934
3.650%, 09/15/2059 (A)		2,551		2,624
3.550%, 09/15/2055 (A)		3,585		3,668
3.500%, 09/15/2053 (A)		5,521		5,671
Bell Canada
4.464%, 04/01/2048		550		682
Charter Communications Operating LLC/ Charter Communications Operating
6.484%, 10/23/2045		2,218		3,093
6.384%, 10/23/2035		2,240		2,994
5.750%, 04/01/2048		1,180		1,518
5.375%, 05/01/2047		2,361		2,905
4.800%, 03/01/2050		620		724
3.900%, 06/01/2052		765		790
3.850%, 04/01/2061		640		637
3.700%, 04/01/2051		530		534
3.500%, 06/01/2041		250		253
Comcast
4.250%, 01/15/2033		420		502
4.049%, 11/01/2052		845		1,018
4.000%, 03/01/2048		465		547
3.999%, 11/01/2049		363		432
3.969%, 11/01/2047		3,103		3,648
3.900%, 03/01/2038		1,345		1,566
3.750%, 04/01/2040		1,244		1,428
2.987%, 11/01/2063 (A)		2,333		2,296
2.937%, 11/01/2056 (A)		5,808		5,753
2.887%, 11/01/2051 (A)		1,586		1,578
2.650%, 08/15/2062		140		130
Discovery Communications LLC
5.300%, 05/15/2049		175		223
5.200%, 09/20/2047		549		690
4.650%, 05/15/2050		540		641
4.000%, 09/15/2055		1,215		1,301
Fox
5.576%, 01/25/2049		370		509
5.476%, 01/25/2039		415		539
Level 3 Financing
3.875%, 11/15/2029 (A)		940		1,009
Rogers Communications
5.000%, 03/15/2044		767		959
4.500%, 03/15/2043		257		301

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (A)	$	1,200	$	1,402
Tencent Holdings MTN
3.840%, 04/22/2051 (A)		935		1,012
Time Warner Cable LLC
7.300%, 07/01/2038		465		677
6.750%, 06/15/2039		465		649
6.550%, 05/01/2037		1,000		1,365
5.875%, 11/15/2040		485		625
5.500%, 09/01/2041		1,185		1,480
4.500%, 09/15/2042		530		593
T-Mobile USA
4.375%, 04/15/2040		315		367
3.600%, 11/15/2060 (A)		665		680
3.300%, 02/15/2051		580		582
3.000%, 02/15/2041		1,930		1,917
Verizon Communications
5.012%, 04/15/2049		33		44
5.012%, 08/21/2054		2,579		3,551
4.750%, 11/01/2041		480		601
4.522%, 09/15/2048		705		886
4.500%, 08/10/2033		3,300		3,994
4.400%, 11/01/2034		900		1,084
4.272%, 01/15/2036		1,240		1,483
3.850%, 11/01/2042		160		183
3.700%, 03/22/2061		1,312		1,443
3.550%, 03/22/2051		2,405		2,613
3.400%, 03/22/2041		3,535		3,787
2.987%, 10/30/2056		2,927		2,824
2.650%, 11/20/2040		170		165
ViacomCBS
5.850%, 09/01/2043		1,875		2,589
4.950%, 05/19/2050		378		480
4.850%, 12/15/2034		1,000		1,168
4.375%, 03/15/2043		20		23
Vodafone Group
5.250%, 05/30/2048		1,226		1,633
5.000%, 05/30/2038		285		363
4.875%, 06/19/2049		541		695
4.375%, 02/19/2043		540		639
4.250%, 09/17/2050		1,040		1,224
Walt Disney
7.625%, 11/30/2028		1		1
6.550%, 03/15/2033		1,175		1,682
3.600%, 01/13/2051		5,135		5,925
3.500%, 05/13/2040		540		607
2.750%, 09/01/2049		447		445
				120,884
Consumer Discretionary — 2.2%
Alimentation Couche-Tard
4.500%, 07/26/2047 (A)		875		1,052

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Amazon.com
4.950%, 12/05/2044	$	1,874	$	2,577
4.050%, 08/22/2047		491		607
3.100%, 05/12/2051		2,630		2,833
2.875%, 05/12/2041		1,067		1,119
2.700%, 06/03/2060		790		769
Aptiv PLC
5.400%, 03/15/2049		544		757
eBay
3.650%, 05/10/2051		564		618
General Motors
6.600%, 04/01/2036		360		492
6.250%, 10/02/2043		195		267
5.950%, 04/01/2049		890		1,212
5.150%, 04/01/2038		220		265
5.000%, 04/01/2035		100		121
Home Depot
4.250%, 04/01/2046		1,105		1,399
4.200%, 04/01/2043		460		568
3.900%, 06/15/2047		607		730
3.350%, 04/15/2050		695		773
Lowe’s
4.050%, 05/03/2047		735		860
3.700%, 04/15/2046		915		1,022
3.000%, 10/15/2050		710		714
Massachusetts Institute of Technology
5.600%, 07/01/2111		535		957
McDonald’s MTN
4.600%, 05/26/2045		650		823
4.450%, 03/01/2047		1,645		2,053
3.625%, 09/01/2049		610		685
3.600%, 07/01/2030		155		175
NIKE
3.250%, 03/27/2040		180		201
Starbucks
4.450%, 08/15/2049		305		384
3.500%, 11/15/2050		130		143
3.350%, 03/12/2050		710		759
XLIT
5.250%, 12/15/2043		587		832
				25,767
Consumer Staples — 4.7%
Altria Group
5.950%, 02/14/2049		960		1,247
5.800%, 02/14/2039		185		232
5.375%, 01/31/2044		1,205		1,449
4.450%, 05/06/2050		310		338
4.000%, 02/04/2061		1,010		992
3.875%, 09/16/2046		100		101
3.700%, 02/04/2051		1,110		1,078
3.400%, 02/04/2041		1,000		961

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.450%, 02/04/2032	$	395	$	386
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		5,515		7,037
4.700%, 02/01/2036		5,425		6,688
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		1,721		2,392
4.750%, 04/15/2058		175		223
4.600%, 04/15/2048		1,075		1,322
4.500%, 06/01/2050		1,550		1,927
4.439%, 10/06/2048		1,772		2,140
4.375%, 04/15/2038		550		656
4.350%, 06/01/2040		591		709
Bacardi
5.300%, 05/15/2048 (A)		480		640
BAT Capital
5.282%, 04/02/2050		245		288
4.758%, 09/06/2049		615		676
4.540%, 08/15/2047		1,775		1,903
4.390%, 08/15/2037		2,060		2,240
3.734%, 09/25/2040		740		734
Baylor Scott & White Holdings
2.839%, 11/15/2050		40		41
Bimbo Bakeries USA
4.000%, 05/17/2051 (A)		565		625
City of Hope
4.378%, 08/15/2048		650		828
Coca-Cola
2.875%, 05/05/2041		600		630
2.500%, 03/15/2051		220		213
Constellation Brands
4.100%, 02/15/2048		565		652
Fomento Economico Mexicano
3.500%, 01/16/2050		630		672
Health Care Service, A Mutual Legal Reserve
3.200%, 06/01/2050 (A)		912		969
Hershey
3.125%, 11/15/2049		444		481
Indiana University Health Obligated Group
2.852%, 11/01/2051		350		366
Kraft Heinz Foods
6.875%, 01/26/2039		540		807
4.875%, 10/01/2049		80		99
Kroger
4.450%, 02/01/2047		1,885		2,295
3.950%, 01/15/2050		500		582
MedStar Health
3.626%, 08/15/2049		530		596
Molson Coors Brewing
4.200%, 07/15/2046		240		271

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nestle Holdings
4.000%, 09/24/2048 (A)	$	180	$	227
3.900%, 09/24/2038 (A)		815		975
PepsiCo
3.450%, 10/06/2046		705		799
Philip Morris International
4.500%, 03/20/2042		920		1,096
4.250%, 11/10/2044		230		270
4.125%, 03/04/2043		85		97
3.875%, 08/21/2042		795		878
Procter & Gamble
3.550%, 03/25/2040		175		207
Reynolds American
5.850%, 08/15/2045		810		1,002
Stanford Health Care
3.027%, 08/15/2051		380		404
University of Southern California
5.250%, 10/01/2111		1,310		2,116
Walmart
4.050%, 06/29/2048		2,060		2,608
3.950%, 06/28/2038		675		819
2.950%, 09/24/2049		302		326
				58,310
Energy — 7.5%
BG Energy Capital
5.125%, 10/15/2041 (A)		405		538
BP Capital Markets America
3.379%, 02/08/2061		690		718
3.060%, 06/17/2041		910		936
3.000%, 02/24/2050		5		5
2.939%, 06/04/2051		1,058		1,037
2.772%, 11/10/2050		1,620		1,540
Burlington Resources LLC
7.200%, 08/15/2031		20		29
Canadian Natural Resources MTN
4.950%, 06/01/2047		350		438
Chevron USA
6.000%, 03/01/2041		30		44
5.250%, 11/15/2043		860		1,184
5.050%, 11/15/2044		300		406
4.950%, 08/15/2047		355		488
4.200%, 10/15/2049		110		137
3.078%, 05/11/2050		1,084		1,144
Columbia Pipeline Group
5.800%, 06/01/2045		440		616
Conoco Funding
7.250%, 10/15/2031		360		526
ConocoPhillips
5.900%, 05/15/2038		1,628		2,274
4.875%, 10/01/2047 (A)		230		304
4.850%, 08/15/2048 (A)		335		443

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 11/15/2044	$	1,145	$	1,388
Devon Energy
7.950%, 04/15/2032		10		14
5.600%, 07/15/2041		895		1,119
5.000%, 06/15/2045		120		142
4.750%, 05/15/2042		515		592
El Paso Natural Gas
8.375%, 06/15/2032		280		415
Enbridge Energy Partners
5.500%, 09/15/2040		400		523
Energy Transfer
6.500%, 02/01/2042		70		92
6.250%, 04/15/2049		315		417
6.125%, 12/15/2045		1,443		1,855
6.000%, 06/15/2048		35		45
5.950%, 10/01/2043		1,625		2,024
5.800%, 06/15/2038		55		68
5.400%, 10/01/2047		2,755		3,344
5.350%, 05/15/2045		520		617
5.300%, 04/15/2047		715		846
5.150%, 02/01/2043		110		125
5.150%, 03/15/2045		200		232
5.000%, 05/15/2050		317		371
4.900%, 03/15/2035		1,000		1,153
Eni SpA
5.700%, 10/01/2040 (A)		340		436
Enterprise Products Operating LLC
6.650%, 10/15/2034		1,300		1,838
6.125%, 10/15/2039		395		553
5.700%, 02/15/2042		540		733
5.100%, 02/15/2045		600		761
4.950%, 10/15/2054		545		705
4.900%, 05/15/2046		1,780		2,223
4.850%, 03/15/2044		575		713
4.250%, 02/15/2048		230		267
4.200%, 01/31/2050		365		422
3.700%, 01/31/2051		145		157
EOG Resources
4.950%, 04/15/2050		674		907
EQM Midstream Partners
6.500%, 07/15/2048		500		565
Equinor
6.800%, 01/15/2028		110		140
3.950%, 05/15/2043		650		766
3.625%, 04/06/2040		2,055		2,346
Exxon Mobil
4.227%, 03/19/2040		420		508
3.452%, 04/15/2051		4,614		5,102
Hess
6.000%, 01/15/2040		45		58
5.800%, 04/01/2047		155		202
5.600%, 02/15/2041		925		1,154

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kinder Morgan
5.550%, 06/01/2045	$	820	$	1,064
5.300%, 12/01/2034		3,131		3,875
5.050%, 02/15/2046		50		61
Kinder Morgan Energy Partners
6.375%, 03/01/2041		636		886
5.800%, 03/15/2035		450		578
5.000%, 08/15/2042		700		851
Lundin Energy Finance BV
3.100%, 07/15/2031 (A)		345		350
Marathon Petroleum
4.750%, 09/15/2044		80		94
Marathon Petroleum Corp
6.500%, 03/01/2041		193		269
Motiva Enterprises
6.850%, 01/15/2040 (A)		1,030		1,321
MPLX
5.500%, 02/15/2049		120		155
4.500%, 04/15/2038		590		675
Northern Natural Gas
4.300%, 01/15/2049 (A)		275		330
Occidental Petroleum
6.499%, 10/10/2036 (B)		3,581		1,943
4.400%, 08/15/2049		195		197
4.300%, 08/15/2039		811		825
Petroleos Mexicanos
7.690%, 01/23/2050		160		153
6.950%, 01/28/2060		382		337
6.350%, 02/12/2048		745		632
Petroleos Mexicanos MTN
6.750%, 09/21/2047		1,555		1,366
Phillips 66
5.875%, 05/01/2042		490		672
4.875%, 11/15/2044		960		1,203
Phillips 66 Partners
4.900%, 10/01/2046		1,354		1,615
Plains All American Pipeline/PAA Finance
4.900%, 02/15/2045		800		866
Rockies Express Pipeline LLC
6.875%, 04/15/2040 (A)		1,135		1,251
Sabal Trail Transmission LLC
4.832%, 05/01/2048 (A)		680		848
4.682%, 05/01/2038 (A)		450		545
Shell International Finance BV
6.375%, 12/15/2038		1,577		2,334
5.500%, 03/25/2040		435		607
4.550%, 08/12/2043		1,485		1,883
4.375%, 05/11/2045		1,365		1,700
3.750%, 09/12/2046		545		629
Suncor Energy
6.800%, 05/15/2038		520		746
3.750%, 03/04/2051		460		502

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Texas Eastern Transmission
7.000%, 07/15/2032	$	710	$	999
4.150%, 01/15/2048 (A)		695		792
TotalEnergies Capital International
3.386%, 06/29/2060		65		70
3.127%, 05/29/2050		1,695		1,754
TransCanada PipeLines
7.250%, 08/15/2038		1,070		1,617
4.875%, 05/15/2048		195		251
4.750%, 05/15/2038		470		570
4.625%, 03/01/2034		1,265		1,493
Transcanada Trust
5.875%, VAR ICE LIBOR USD 3 Month + 4.640%, 08/15/2076		1,494		1,675
Transcontinental Gas Pipe Line LLC
5.400%, 08/15/2041		1,085		1,428
4.600%, 03/15/2048		536		655
4.450%, 08/01/2042		690		834
Valero Energy
10.500%, 03/15/2039		1,397		2,528
Williams
7.500%, 01/15/2031		380		530
2.600%, 03/15/2031		470		479
				95,783
Financials — 10.8%
AIA Group
3.200%, 09/16/2040 (A)		255		264
AIG SunAmerica Global Financing X
6.900%, 03/15/2032 (A)		1,992		2,851
American International Group
6.250%, 05/01/2036		30		42
4.800%, 07/10/2045		70		90
4.750%, 04/01/2048		330		430
4.700%, 07/10/2035		40		49
4.500%, 07/16/2044		2,015		2,497
4.375%, 06/30/2050		360		451
4.375%, 01/15/2055		65		81
3.875%, 01/15/2035		60		69
3.400%, 06/30/2030		125		137
Arthur J Gallagher
3.500%, 05/20/2051		835		904
Bank of America
6.110%, 01/29/2037		660		908
6.000%, 10/15/2036		2,770		3,870
3.311%, VAR United States Secured Overnight Financing Rate + 1.580%, 04/22/2042		2,045		2,205
2.972%, VAR United States Secured Overnight Financing Rate + 1.560%, 07/21/2052		1,970		1,990

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America MTN
5.875%, 02/07/2042	$	2,445	$	3,575
4.330%, VAR ICE LIBOR USD 3 Month + 1.520%, 03/15/2050		1,240		1,550
4.083%, VAR ICE LIBOR USD 3 Month + 3.150%, 03/20/2051		2,210		2,668
4.078%, VAR ICE LIBOR USD 3 Month + 1.320%, 04/23/2040		1,000		1,178
3.974%, VAR ICE LIBOR USD 3 Month + 1.210%, 02/07/2030		440		500
2.676%, VAR United States Secured Overnight Financing Rate + 1.930%, 06/19/2041		270		266
Berkshire Hathaway
4.500%, 02/11/2043		218		280
Berkshire Hathaway Finance
4.400%, 05/15/2042		1,300		1,640
4.200%, 08/15/2048		1,385		1,722
Blackstone Holdings Finance LLC
6.250%, 08/15/2042 (A)		1,249		1,867
2.000%, 01/30/2032 (A)		365		358
Carlyle Holdings II Finance LLC
5.625%, 03/30/2043 (A)		1,263		1,704
Chubb INA Holdings
6.700%, 05/15/2036		627		959
CI Financial
4.100%, 06/15/2051		645		696
Cincinnati Financial
6.920%, 05/15/2028		1,984		2,613
Citigroup
6.625%, 06/15/2032		1,055		1,441
4.750%, 05/18/2046		1,760		2,267
4.650%, 07/23/2048		1,680		2,230
4.281%, VAR ICE LIBOR USD 3 Month + 1.839%, 04/24/2048		1,848		2,324
4.125%, 07/25/2028		530		599
2.561%, VAR United States Secured Overnight Financing Rate + 1.167%, 05/01/2032		660		679
Commonwealth Bank of Australia MTN
3.743%, 09/12/2039 (A)		320		355
Cooperatieve Rabobank UA
5.250%, 08/04/2045		150		203
Credit Suisse Group
3.091%, VAR United States Secured Overnight Financing Rate + 1.730%, 05/14/2032 (A)		955		996
Deutsche Bank NY
3.035%, VAR United States Secured Overnight Financing Rate + 1.718%, 05/28/2032		395		407

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Farmers Exchange Capital
7.200%, 07/15/2048 (A)	$	225	$	327
Farmers Exchange Capital II
6.151%, VAR ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)		375		490
Farmers Exchange Capital III
5.454%, VAR ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)		700		882
Fifth Third Bancorp
8.250%, 03/01/2038		286		481
First Republic Bank
4.625%, 02/13/2047		292		377
Global Atlantic Finance
3.125%, 06/15/2031 (A)		470		478
Goldman Sachs Group
6.750%, 10/01/2037		1,570		2,288
6.250%, 02/01/2041		1,986		2,948
4.750%, 10/21/2045		50		66
4.411%, VAR ICE LIBOR USD 3 Month + 1.430%, 04/23/2039		605		742
4.017%, VAR ICE LIBOR USD 3 Month + 1.373%, 10/31/2038		4,025		4,710
3.210%, VAR United States Secured Overnight Financing Rate + 1.513%, 04/22/2042		990		1,046
2.908%, VAR United States Secured Overnight Financing Rate + 1.472%, 07/21/2042		270		273
1.992%, VAR United States Secured Overnight Financing Rate + 1.090%, 01/27/2032		370		363
Goldman Sachs Group MTN
4.800%, 07/08/2044		499		649
Guardian Life Insurance of America
4.875%, 06/19/2064 (A)		1,090		1,442
Hartford Financial Services Group
6.625%, 03/30/2040		435		643
HSBC Bank USA
7.000%, 01/15/2039		475		744
HSBC Holdings
6.800%, 06/01/2038		1,067		1,539
6.500%, 09/15/2037		1,615		2,261
5.250%, 03/14/2044		240		318
Intercontinental Exchange
3.000%, 09/15/2060		680		674
2.650%, 09/15/2040		405		395
Jefferies Group
6.250%, 01/15/2036		338		458
JPMorgan Chase
6.400%, 05/15/2038		150		223
5.600%, 07/15/2041		1,461		2,057

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.032%, VAR ICE LIBOR USD 3 Month + 1.460%, 07/24/2048	$	760	$	908
3.964%, VAR ICE LIBOR USD 3 Month + 1.380%, 11/15/2048		1,465		1,732
3.897%, VAR ICE LIBOR USD 3 Month + 1.220%, 01/23/2049		1,235		1,447
3.328%, VAR United States Secured Overnight Financing Rate + 1.580%, 04/22/2052		2,456		2,672
3.109%, VAR United States Secured Overnight Financing Rate + 2.440%, 04/22/2051		1,235		1,292
3.109%, VAR United States Secured Overnight Financing Rate + 2.460%, 04/22/2041		695		732
2.739%, VAR United States Secured Overnight Financing Rate + 1.510%, 10/15/2030		2,330		2,455
1.953%, VAR United States Secured Overnight Financing Rate + 1.065%, 02/04/2032		585		575
KKR Group Finance II LLC
5.500%, 02/01/2043 (A)		588		795
Liberty Mutual Group
3.951%, 10/15/2050 (A)		1,490		1,692
3.950%, 05/15/2060 (A)		55		62
Lloyds Banking Group
4.344%, 01/09/2048		391		469
Macquarie Group MTN
2.691%, VAR United States Secured Overnight Financing Rate + 1.440%, 06/23/2032 (A)		905		917
Marsh & McLennan
4.750%, 03/15/2039		709		918
4.200%, 03/01/2048		720		902
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (A)		528		576
3.375%, 04/15/2050 (A)		1,092		1,175
MetLife
5.875%, 02/06/2041		280		405
4.875%, 11/13/2043		795		1,065
4.721%, 12/15/2044		255		336
4.050%, 03/01/2045		1,481		1,800
Mitsubishi UFJ Financial Group
4.153%, 03/07/2039		335		404
Moody’s
4.875%, 12/17/2048		835		1,124
2.750%, 08/19/2041		455		451
Morgan Stanley
4.375%, 01/22/2047		105		133

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.217%, VAR United States Secured Overnight Financing Rate + 1.485%, 04/22/2042	$	1,000	$	1,072
Morgan Stanley MTN
6.375%, 07/24/2042		794		1,229
5.597%, VAR United States Secured Overnight Financing Rate + 4.840%, 03/24/2051		735		1,107
4.300%, 01/27/2045		735		915
3.971%, VAR ICE LIBOR USD 3 Month + 1.455%, 07/22/2038		545		638
2.802%, VAR United States Secured Overnight Financing Rate + 1.430%, 01/25/2052		1,746		1,739
2.239%, VAR United States Secured Overnight Financing Rate + 1.178%, 07/21/2032		515		516
National Rural Utilities Cooperative Finance
4.300%, 03/15/2049		955		1,220
Nationwide Mutual Insurance
4.350%, 04/30/2050 (A)		320		368
New York Life Insurance
6.750%, 11/15/2039 (A)		845		1,296
5.875%, 05/15/2033 (A)		852		1,141
4.450%, 05/15/2069 (A)		750		959
3.750%, 05/15/2050 (A)		751		867
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (A)		1,142		1,285
Prudential Financial
3.935%, 12/07/2049		135		161
3.905%, 12/07/2047		150		178
Prudential Financial MTN
5.700%, 12/14/2036		1,357		1,881
3.700%, 03/13/2051		115		134
Raymond James Financial
4.950%, 07/15/2046		565		741
3.750%, 04/01/2051		600		679
S&P Global
3.250%, 12/01/2049		250		273
Teachers Insurance & Annuity Association of America
4.270%, 05/15/2047 (A)		680		838
3.300%, 05/15/2050 (A)		400		431
Travelers
3.050%, 06/08/2051		465		498
Wells Fargo
5.850%, 02/01/2037		3,075		4,206
5.606%, 01/15/2044		225		312
3.900%, 05/01/2045		548		654

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wells Fargo MTN
5.013%, VAR United States Secured Overnight Financing Rate + 4.502%, 04/04/2051	$	4,984	$	6,940
4.900%, 11/17/2045		505		655
4.650%, 11/04/2044		1,340		1,669
4.400%, 06/14/2046		115		140
Westpac Banking
2.668%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035		95		94
2.150%, 06/03/2031		400		410
Willis North America
3.875%, 09/15/2049		510		576
				137,648
Health Care — 8.2%
Abbott Laboratories
4.900%, 11/30/2046		1,034		1,437
AbbVie
4.875%, 11/14/2048		905		1,185
4.850%, 06/15/2044		640		818
4.700%, 05/14/2045		1,155		1,457
4.550%, 03/15/2035		1,570		1,910
4.500%, 05/14/2035		1,775		2,159
4.450%, 05/14/2046		200		245
4.400%, 11/06/2042		2,039		2,480
4.250%, 11/21/2049		2,901		3,519
4.050%, 11/21/2039		555		652
Advocate Health & Hospitals
4.272%, 08/15/2048		391		505
Aetna
4.125%, 11/15/2042		550		640
Alcon Finance
3.800%, 09/23/2049 (A)		550		625
Amgen
4.950%, 10/01/2041		825		1,075
4.563%, 06/15/2048		620		788
4.400%, 05/01/2045		3,430		4,223
3.000%, 01/15/2052		1,505		1,506
Anthem
4.650%, 01/15/2043		270		340
4.375%, 12/01/2047		2,613		3,235
3.700%, 09/15/2049		1,000		1,128
3.600%, 03/15/2051		315		355
AstraZeneca
6.450%, 09/15/2037		1,451		2,184
AstraZeneca PLC
3.000%, 05/28/2051		213		227
BayCare Health System
3.831%, 11/15/2050		365		451

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bayer US Finance II LLC
4.400%, 07/15/2044 (A)	$	1,580	$	1,847
3.950%, 04/15/2045 (A)		500		538
Baylor Scott & White Holdings
4.185%, 11/15/2045		1,040		1,280
Becton Dickinson
3.794%, 05/20/2050		660		748
Biogen
3.250%, 02/15/2051 (A)		100		101
Boston Scientific
4.550%, 03/01/2039		480		592
Bristol-Myers Squibb
4.550%, 02/20/2048		524		689
4.250%, 10/26/2049		1,818		2,314
2.550%, 11/13/2050		360		350
Centene
3.000%, 10/15/2030		883		915
Children’s Hospital Medical Center
2.820%, 11/15/2050		450		453
Cigna
4.900%, 12/15/2048		225		294
4.800%, 08/15/2038		605		757
4.800%, 07/15/2046		1,203		1,539
3.875%, 10/15/2047		1,350		1,532
3.400%, 03/15/2051		545		582
3.200%, 03/15/2040		210		221
Cleveland Clinic Foundation
4.858%, 01/01/2114		322		478
CommonSpirit Health
4.187%, 10/01/2049		1,381		1,615
3.910%, 10/01/2050		290		325
CVS Health
5.125%, 07/20/2045		500		660
5.050%, 03/25/2048		5,440		7,201
4.780%, 03/25/2038		2,785		3,466
4.250%, 04/01/2050		283		344
4.125%, 04/01/2040		595		692
2.700%, 08/21/2040		420		412
Gilead Sciences
4.800%, 04/01/2044		729		936
4.600%, 09/01/2035		965		1,188
4.500%, 02/01/2045		1,255		1,552
GlaxoSmithKline Capital
6.375%, 05/15/2038		415		625
Hackensack Meridian Health
2.875%, 09/01/2050		370		378
Hartford HealthCare
5.746%, 04/01/2044		1,200		1,724
HCA
5.250%, 06/15/2049		1,690		2,206
3.500%, 07/15/2051		955		975

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Humana
4.950%, 10/01/2044	$	890	$	1,165
3.950%, 08/15/2049		640		750
2.150%, 02/03/2032		350		349
Johnson & Johnson
3.400%, 01/15/2038		790		909
Kaiser Foundation Hospitals
4.150%, 05/01/2047		580		731
3.266%, 11/01/2049		580		638
3.002%, 06/01/2051		2,590		2,717
2.810%, 06/01/2041		595		614
Mass General Brigham
3.192%, 07/01/2049		85		92
Memorial Health Services
3.447%, 11/01/2049		375		420
Merck
4.150%, 05/18/2043		605		750
2.450%, 06/24/2050		150		144
New York and Presbyterian Hospital
4.763%, 08/01/2116		179		251
Northwell Healthcare
4.260%, 11/01/2047		375		453
NYU Langone Hospitals
4.428%, 07/01/2042		745		915
Pfizer
4.000%, 12/15/2036		1,470		1,786
Providence St. Joseph Health Obligated Group
3.744%, 10/01/2047		525		610
Stanford Health Care
3.795%, 11/15/2048		431		517
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		800		876
Stryker
4.100%, 04/01/2043		805		950
Takeda Pharmaceutical
3.175%, 07/09/2050		1,257		1,302
Thermo Fisher Scientific
4.100%, 08/15/2047		360		444
2.800%, 10/15/2041		1,165		1,190
2.000%, 10/15/2031		210		210
UnitedHealth Group
6.875%, 02/15/2038		885		1,376
6.625%, 11/15/2037		555		849
4.625%, 07/15/2035		715		909
4.250%, 04/15/2047		725		908
4.200%, 01/15/2047		925		1,145
3.875%, 08/15/2059		345		417
3.700%, 08/15/2049		495		576
3.250%, 05/15/2051		1,610		1,764
3.050%, 05/15/2041		540		573
2.900%, 05/15/2050		245		254

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.750%, 05/15/2040	$	140	$	144
Utah Acquisition Sub
5.250%, 06/15/2046		315		388
Viatris
4.000%, 06/22/2050 (A)		630		686
3.850%, 06/22/2040 (A)		455		493
Wyeth LLC
6.000%, 02/15/2036		1,170		1,686
5.950%, 04/01/2037		536		768
Zoetis
4.450%, 08/20/2048		205		265
				104,657
Industrials — 6.6%
3M
3.250%, 08/26/2049		410		451
AerCap Ireland Capital DAC
3.875%, 01/23/2028		695		745
Air Lease
3.250%, 10/01/2029		255		267
Air Lease MTN
3.000%, 02/01/2030		180		184
BAE Systems Holdings
4.750%, 10/07/2044 (A)		828		1,050
BAE Systems PLC
5.800%, 10/11/2041 (A)		290		403
3.000%, 09/15/2050 (A)		650		646
Boeing
5.930%, 05/01/2060		770		1,070
5.805%, 05/01/2050		3,526		4,789
5.705%, 05/01/2040		3,920		5,077
3.625%, 02/01/2031		74		80
Burlington Northern Santa Fe LLC
6.200%, 08/15/2036		1,230		1,789
6.150%, 05/01/2037		670		974
5.750%, 05/01/2040		185		262
5.050%, 03/01/2041		205		273
4.900%, 04/01/2044		130		174
4.400%, 03/15/2042		2,190		2,732
4.150%, 04/01/2045		190		233
3.300%, 09/15/2051		1,015		1,113
3.050%, 02/15/2051		1,485		1,565
Canadian National Railway
6.200%, 06/01/2036		511		731
3.650%, 02/03/2048		575		651
Canadian Pacific Railway
6.125%, 09/15/2115		1,555		2,454
Carrier Global
3.577%, 04/05/2050		365		397
3.377%, 04/05/2040		380		406
Caterpillar
3.250%, 09/19/2049		355		395

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022	$	2,121	$	2,157
Crane
4.200%, 03/15/2048		450		502
CSX
4.750%, 05/30/2042		1,245		1,591
4.750%, 11/15/2048		202		266
Deere
3.750%, 04/15/2050		706		865
FedEx
5.100%, 01/15/2044		125		164
4.550%, 04/01/2046		1,673		2,052
4.400%, 01/15/2047		405		491
3.900%, 02/01/2035		410		471
3.250%, 05/15/2041		355		370
GE Capital International Funding Unlimited
4.418%, 11/15/2035		9,541		11,581
General Dynamics
4.250%, 04/01/2040		580		722
General Electric
4.250%, 05/01/2040		870		1,036
General Electric MTN
0.605%, VAR ICE LIBOR USD 3 Month + 0.480%, 08/15/2036		1,250		1,086
Kansas City Southern
4.200%, 11/15/2069		453		533
Lockheed Martin
4.700%, 05/15/2046		1,561		2,093
4.070%, 12/15/2042		439		539
3.600%, 03/01/2035		1,085		1,253
Norfolk Southern
5.100%, 08/01/2118		910		1,216
4.800%, 08/15/2043		528		655
4.100%, 05/15/2121		172		198
4.050%, 08/15/2052		664		793
3.942%, 11/01/2047		486		566
3.155%, 05/15/2055		729		752
Northrop Grumman
4.750%, 06/01/2043		1,115		1,444
4.030%, 10/15/2047		645		773
3.850%, 04/15/2045		770		895
Northwest Airlines, Pass-Through Trust, Ser 2001-1, Cl A1
7.041%, 04/01/2022		67		68
Parker-Hannifin
4.000%, 06/14/2049		305		358
Parker-Hannifin MTN
4.450%, 11/21/2044		405		501
Raytheon Technologies
5.700%, 04/15/2040		1,595		2,228
4.500%, 06/01/2042		1,730		2,164

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.350%, 04/15/2047	$	900	$	1,107
3.750%, 11/01/2046		49		56
Snap-on
3.100%, 05/01/2050		571		613
Trane Technologies Global Holding
4.300%, 02/21/2048		140		172
TTX
4.600%, 02/01/2049 (A)		564		749
Union Pacific
3.839%, 03/20/2060		2,195		2,556
3.799%, 10/01/2051		230		268
3.799%, 04/06/2071 (A)		652		747
3.750%, 02/05/2070		110		125
3.250%, 02/05/2050		1,460		1,556
2.973%, 09/16/2062		308		304
Union Pacific MTN
3.550%, 08/15/2039		620		699
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		356		389
United Parcel Service
3.750%, 11/15/2047		595		714
US Airways, Pass-Through Trust, Ser 2010-1, Cl A
6.250%, 04/22/2023		709		720
Verisk Analytics
3.625%, 05/15/2050		980		1,066
Waste Management
3.900%, 03/01/2035		360		424
2.950%, 06/01/2041		760		789
WW Grainger
4.600%, 06/15/2045		340		446
4.200%, 05/15/2047		797		1,001
				83,795
Information Technology — 3.8%
Activision Blizzard
4.500%, 06/15/2047		295		366
Apple
4.650%, 02/23/2046		1,479		1,968
4.500%, 02/23/2036		640		813
4.450%, 05/06/2044		560		728
4.375%, 05/13/2045		2,345		3,007
3.850%, 05/04/2043		230		274
3.750%, 09/12/2047		250		295
3.450%, 02/09/2045		975		1,099
2.950%, 09/11/2049		345		359
2.700%, 08/05/2051		1,825		1,817
2.650%, 02/08/2051		695		688
2.550%, 08/20/2060		925		870
2.375%, 02/08/2041		1,145		1,124

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Applied Materials
4.350%, 04/01/2047	$	461	$	591
Broadcom
3.750%, 02/15/2051 (A)		760		791
3.500%, 02/15/2041 (A)		590		608
Cisco Systems
5.900%, 02/15/2039		751		1,093
Corning
5.850%, 11/15/2068		159		239
5.450%, 11/15/2079		700		993
Fiserv
4.400%, 07/01/2049		400		489
Intel
3.734%, 12/08/2047		1,615		1,849
3.250%, 11/15/2049		675		721
3.200%, 08/12/2061		310		321
3.050%, 08/12/2051		865		892
Juniper Networks
5.950%, 03/15/2041		339		458
KLA
5.000%, 03/15/2049		527		723
Lam Research
2.875%, 06/15/2050		557		574
Mastercard
3.850%, 03/26/2050		310		378
3.650%, 06/01/2049		285		338
Microsoft
3.450%, 08/08/2036		178		208
3.041%, 03/17/2062		1,472		1,597
2.921%, 03/17/2052		3,583		3,853
2.675%, 06/01/2060		720		727
NVIDIA
3.500%, 04/01/2040		230		262
3.500%, 04/01/2050		742		851
Oracle
4.375%, 05/15/2055		1,075		1,266
4.300%, 07/08/2034		925		1,075
4.125%, 05/15/2045		1,180		1,323
4.000%, 07/15/2046		1,480		1,630
4.000%, 11/15/2047		590		651
3.950%, 03/25/2051		2,080		2,297
3.800%, 11/15/2037		2,170		2,376
3.600%, 04/01/2050		1,210		1,262
PayPal Holdings
3.250%, 06/01/2050		250		276
salesforce.com
3.050%, 07/15/2061		385		401
2.900%, 07/15/2051		1,345		1,383
2.700%, 07/15/2041		635		648
Texas Instruments
4.150%, 05/15/2048		367		465

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Visa
4.300%, 12/14/2045	$	700	$	897
4.150%, 12/14/2035		270		333
2.700%, 04/15/2040		230		239
				48,486
Materials — 0.9%
Barrick Gold
5.250%, 04/01/2042		120		158
BHP Billiton Finance USA
5.000%, 09/30/2043		655		902
Dow Chemical
4.375%, 11/15/2042		130		157
3.600%, 11/15/2050		925		1,015
DuPont de Nemours
5.419%, 11/15/2048		390		552
5.319%, 11/15/2038		985		1,302
FMC
4.500%, 10/01/2049		455		545
Glencore Finance Canada
6.000%, 11/15/2041 (A)		661		885
International Flavors and Fragrances
5.000%, 09/26/2048		885		1,179
3.468%, 12/01/2050 (A)		1,910		2,077
3.268%, 11/15/2040 (A)		425		449
International Paper
5.150%, 05/15/2046		390		523
LYB International Finance III LLC
4.200%, 10/15/2049		855		1,003
4.200%, 05/01/2050		225		264
3.625%, 04/01/2051		265		288
3.375%, 10/01/2040		115		122
Martin Marietta Materials
3.200%, 07/15/2051		250		256
Newmont Goldcorp
5.875%, 04/01/2035		185		250
Westlake Chemical
3.375%, 08/15/2061		60		58
				11,985
Real Estate — 1.5%
Agree
2.900%, 10/01/2030		505		531
2.600%, 06/15/2033		275		278
American Homes 4 Rent
3.375%, 07/15/2051		255		263
American Tower
3.100%, 06/15/2050		190		189
AvalonBay Communities MTN
4.350%, 04/15/2048		80		103
Boston Properties
2.900%, 03/15/2030		325		341

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CyrusOne
3.450%, 11/15/2029	$	1,920	$	2,017
Equinix
2.950%, 09/15/2051		740		715
GLP Capital LP / GLP Financing II
5.300%, 01/15/2029		965		1,133
Hudson Pacific Properties
4.650%, 04/01/2029		390		454
3.250%, 01/15/2030		355		377
National Retail Properties
4.800%, 10/15/2048		335		429
Regency Centers
4.650%, 03/15/2049		620		777
4.400%, 02/01/2047		290		348
Rexford Industrial Realty
2.150%, 09/01/2031		155		152
Simon Property Group LP
6.750%, 02/01/2040		634		957
4.750%, 03/15/2042		45		56
4.250%, 11/30/2046		85		101
3.800%, 07/15/2050		570		638
3.250%, 09/13/2049		280		288
2.200%, 02/01/2031		220		219
Spirit Realty
3.400%, 01/15/2030		540		579
3.200%, 02/15/2031		1,100		1,168
2.700%, 02/15/2032		345		347
Ventas Realty
5.700%, 09/30/2043		2,345		3,153
Welltower
5.125%, 03/15/2043		2,499		3,155
4.950%, 09/01/2048		274		354
WP Carey
2.250%, 04/01/2033		185		181
				19,303
Utilities — 9.1%
AEP Transmission LLC
3.800%, 06/15/2049		395		463
3.650%, 04/01/2050		600		689
AES
2.450%, 01/15/2031		230		232
Alabama Power
4.300%, 07/15/2048		745		943
4.150%, 08/15/2044		795		963
3.700%, 12/01/2047		1,061		1,217
American Water Capital
4.150%, 06/01/2049		475		580
3.750%, 09/01/2047		175		201
3.450%, 05/01/2050		1,530		1,679
Appalachian Power
4.500%, 03/01/2049		485		608

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.450%, 06/01/2045	$	650	$	799
Arizona Public Service
4.250%, 03/01/2049		170		208
3.350%, 05/15/2050		400		430
Baltimore Gas & Electric
5.200%, 06/15/2033		1,163		1,455
2.900%, 06/15/2050		410		417
Berkshire Hathaway Energy
6.125%, 04/01/2036		5,241		7,374
Black Hills
4.350%, 05/01/2033		480		565
4.200%, 09/15/2046		500		571
Brooklyn Union Gas
4.273%, 03/15/2048 (A)		710		823
CenterPoint Energy Resources
6.250%, 02/01/2037		791		1,054
Cleco Power
6.000%, 12/01/2040		310		433
CMS Energy
4.875%, 03/01/2044		917		1,205
Commonwealth Edison
4.350%, 11/15/2045		1,530		1,922
4.000%, 03/01/2048		305		366
3.700%, 03/01/2045		600		691
3.200%, 11/15/2049		440		473
3.125%, 03/15/2051		1,705		1,806
Connecticut Light & Power
4.000%, 04/01/2048		485		591
Consolidated Edison of New York
6.750%, 04/01/2038		525		789
6.300%, 08/15/2037		865		1,228
4.500%, 05/15/2058		450		559
4.450%, 03/15/2044		245		299
3.950%, 04/01/2050		280		325
3.850%, 06/15/2046		500		564
3.700%, 11/15/2059		600		654
Consumers Energy
3.100%, 08/15/2050		460		492
2.500%, 05/01/2060		210		193
Dominion Energy
5.250%, 08/01/2033		2,830		3,579
4.900%, 08/01/2041		1,785		2,281
3.300%, 04/15/2041		620		662
DTE Electric
4.050%, 05/15/2048		480		591
Duke Energy Carolinas LLC
6.100%, 06/01/2037		1,210		1,683
6.000%, 01/15/2038		614		877
5.300%, 02/15/2040		1,880		2,573
4.250%, 12/15/2041		850		1,030
3.200%, 08/15/2049		210		224

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Duke Energy Florida LLC
6.350%, 09/15/2037	$	445	$	664
Duke Energy Indiana LLC
6.350%, 08/15/2038		305		450
4.900%, 07/15/2043		735		958
3.750%, 05/15/2046		445		508
Duke Energy Ohio
2.125%, 06/01/2030		310		314
Duke Energy Progress LLC
4.375%, 03/30/2044		2,345		2,943
Electricite de France
6.000%, 01/22/2114 (A)		486		710
5.000%, 09/21/2048 (A)		335		449
Elm Road Generating Station Supercritical
5.848%, 01/19/2041 (A)		2,007		2,571
Entergy
3.750%, 06/15/2050		794		874
Entergy Louisiana LLC
4.200%, 04/01/2050		775		967
Entergy Texas
3.550%, 09/30/2049		465		512
Evergy Missouri West
8.270%, 11/15/2021		2,600		2,640
Exelon
4.950%, 06/15/2035		1,250		1,553
Exelon Generation LLC
6.250%, 10/01/2039		546		678
5.600%, 06/15/2042		1,140		1,359
Florida Power & Light
5.960%, 04/01/2039		980		1,440
5.690%, 03/01/2040		1,201		1,715
5.400%, 09/01/2035		2,315		3,111
3.990%, 03/01/2049		360		447
Georgia Power
4.300%, 03/15/2042		615		729
3.700%, 01/30/2050		1,565		1,742
Indianapolis Power & Light
6.050%, 10/01/2036 (A)		1,061		1,486
Jersey Central Power & Light
6.400%, 05/15/2036		1,425		1,948
KeySpan Gas East
5.819%, 04/01/2041 (A)		1,185		1,623
MidAmerican Energy
4.800%, 09/15/2043		325		426
4.400%, 10/15/2044		1,350		1,695
4.250%, 05/01/2046		165		205
MidAmerican Energy MTN
5.800%, 10/15/2036		420		591
Narragansett Electric
4.170%, 12/10/2042 (A)		1,320		1,527
Northern States Power
5.350%, 11/01/2039		1,470		2,045

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.600%, 09/15/2047	$	400	$	461
3.400%, 08/15/2042		475		534
3.200%, 04/01/2052		195		214
NSTAR Electric
4.400%, 03/01/2044		755		956
Oglethorpe Power
5.250%, 09/01/2050		1,031		1,335
5.050%, 10/01/2048		950		1,204
Oncor Electric Delivery LLC
5.350%, 10/01/2052		665		995
5.300%, 06/01/2042		355		497
5.250%, 09/30/2040		1,200		1,651
Pacific Gas and Electric
4.200%, 06/01/2041		265		259
3.500%, 08/01/2050		95		86
3.300%, 08/01/2040		205		189
2.500%, 02/01/2031		330		311
PacifiCorp
6.000%, 01/15/2039		545		776
PECO Energy
3.900%, 03/01/2048		1,305		1,577
Piedmont Natural Gas
4.650%, 08/01/2043		330		411
PPL Electric Utilities
4.150%, 06/15/2048		455		576
4.125%, 06/15/2044		870		1,058
Public Service Electric & Gas MTN
4.050%, 05/01/2048		255		313
Public Service of Colorado
6.500%, 08/01/2038		550		834
6.250%, 09/01/2037		700		1,042
4.050%, 09/15/2049		138		172
Puget Sound Energy
4.223%, 06/15/2048		880		1,089
San Diego Gas & Electric
3.320%, 04/15/2050		582		627
Sempra Energy
6.000%, 10/15/2039		865		1,216
3.800%, 02/01/2038		785		880
Southern California Edison
6.050%, 03/15/2039		665		887
3.900%, 03/15/2043		245		259
3.650%, 02/01/2050		120		122
Southern California Gas
3.750%, 09/15/2042		640		717
Southern Gas Capital
5.875%, 03/15/2041		1,008		1,423
4.400%, 06/01/2043		395		476
Southwestern Electric Power
6.200%, 03/15/2040		1,610		2,282
Southwestern Public Service
4.400%, 11/15/2048		550		703

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tampa Electric
4.300%, 06/15/2048	$	1,005	$	1,251
Tucson Electric Power
3.250%, 05/01/2051		960		1,008
Virginia Electric & Power
4.600%, 12/01/2048		600		793
4.450%, 02/15/2044		750		938
2.450%, 12/15/2050		275		256
Wisconsin Public Service
3.300%, 09/01/2049		175		189
				116,808
Total Corporate Obligations
(Cost $705,397) ($ Thousands)				823,426
U.S. TREASURY OBLIGATIONS — 26.8%
U.S. Treasury Bills (B)
0.045%, 01/13/2022		1,005		1,005
0.043%, 01/06/2022		4,730		4,729
0.041%, 12/21/2021		1,045		1,045
0.025%, 10/05/2021		7,175		7,175
U.S. Treasury Bonds
3.750%, 08/15/2041		1,985		2,643
3.750%, 11/15/2043		2,520		3,391
3.625%, 08/15/2043		2,197		2,900
3.625%, 02/15/2044		7,901		10,469
3.125%, 11/15/2041		2,605		3,186
3.125%, 02/15/2043		3,145		3,854
3.125%, 08/15/2044		4,310		5,312
3.000%, 11/15/2044		9,635		11,654
3.000%, 05/15/2045		6,585		7,987
3.000%, 05/15/2047		3,625		4,440
2.875%, 11/15/2046		3,990		4,772
2.750%, 08/15/2042		3,700		4,281
2.750%, 11/15/2047		5,000		5,867
2.500%, 05/15/2046		6,590		7,364
2.375%, 05/15/2051		27,603		30,484
2.250%, 05/15/2041		7,384		7,901
2.000%, 08/15/2051		55,880		56,875
1.875%, 02/15/2041		23,117		23,294
1.875%, 02/15/2051		36,388		35,922
1.750%, 08/15/2041		29,960		29,487
1.375%, 11/15/2040		145		134
1.375%, 08/15/2050		22,284		19,492
1.125%, 05/15/2040		1,485		1,323
1.125%, 08/15/2040		10,673		9,475
U.S. Treasury Inflation-Protected Securities
1.000%, 02/15/2049		1,599		2,205
0.125%, 02/15/2051		783		887

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
U.S. Treasury Notes
1.250%, 08/15/2031	$	10,610	$	10,555
1.125%, 08/31/2028		11,855		11,886
1.125%, 02/15/2031		3,569		3,521
U.S. Treasury STRIPS
3.257%, 08/15/2043 (B)		9,912		6,478
Total U.S. Treasury Obligations
(Cost $325,510) ($ Thousands)				341,993
MUNICIPAL BONDS — 3.2%
California — 1.4%
Bay Area, Toll Authority, Build America Project, RB
6.263%, 04/01/2049		600		984
California State, Build America Project, GO
7.500%, 04/01/2034		2,565		4,048
7.350%, 11/01/2039		1,645		2,679
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		590		1,030
Los Angeles, Department of Airports, RB
6.582%, 05/15/2039		275		373
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		1,360		1,961
Riverside County, Pension Obligation, RB
3.818%, 02/15/2038		345		392
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB
6.000%, 11/01/2040		1,235		1,745
University of California Regents, Ser H, RB
6.548%, 05/15/2048		1,430		2,231
University of California Regents, Ser N, RB Callable 11/15/2059 @ 100
3.256%, 05/15/2060		795		850
University of California, Ser AD, RB
4.858%, 05/15/2112		825		1,231
University of California, Ser AP, RB
3.931%, 05/15/2045		475		548
				18,072
District of Columbia — 0.1%
District of Columbia, Water & Sewer Authority, RB
4.814%, 10/01/2114		1,000		1,499

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Florida — 0.1%
Gainesville, Build America Project, RB
6.024%, 10/01/2040	$	650	$	958
Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
6.637%, 04/01/2057		612		936
Illinois — 0.2%
Greater Chicago, Metropolitan Water Reclamation District, GO
5.720%, 12/01/2038		1,480		2,114
Maryland — 0.0%
Baltimore, Revenue Authority, Water Project, Ser B, RB Callable 07/01/2030 @ 100
2.814%, 07/01/2040		370		377
Michigan — 0.2%
Michigan State University, Build America Project, RB Callable 02/15/2030 @ 100
6.173%, 02/15/2050		2,000		2,610
Missouri — 0.1%
Missouri State, Joint Municipal Electric Utility Commission, Build America Project, Ser A, RB
6.890%, 01/01/2042		600		898
New Jersey — 0.0%
New Jersey State, Turnpike Authority, Build America Project, RB
7.414%, 01/01/2040		60		100
New York — 0.6%
New York & New Jersey, Port Authority, RB
4.458%, 10/01/2062		950		1,306
New York City, Municipal Water Finance Authority, Build America Project, RB
5.440%, 06/15/2043		570		850
New York City, Transitional Finance Authority, Build America Project, RB
5.572%, 11/01/2038		885		1,187
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB
5.508%, 08/01/2037		1,000		1,356
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039		1,215		1,351

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York State, Urban Development, RB
5.770%, 03/15/2039	$	1,470	$	1,845
				7,895
Ohio — 0.0%
JobsOhio Beverage System, Ser A, RB
2.833%, 01/01/2038		325		344
Texas — 0.4%
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		930		1,277
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049		490		829
North Texas, Tollway Authority, RB Callable 01/01/2029 @ 100
3.029%, 01/01/2040		735		766
Texas State, Private Activity Bond Surface Transportation, RB
3.922%, 12/31/2049		355		407
Texas State, Transportation Commission State Highway Fund, Ser B, RB
5.178%, 04/01/2030		645		799
University of Texas, Build America Bonds, RB
5.262%, 07/01/2039		575		819
				4,897
Total Municipal Bonds
(Cost $32,556) ($ Thousands)				40,700
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.3%
FNMA, PO MTN
0.000%, 05/15/2030 (B)		8,380		7,372
Resolution Funding Principal STRIP
1.313%, 04/15/2030 (B)		17,770		15,573
Tennessee Valley Authority
5.250%, 09/15/2039		2,290		3,304
Tennessee Valley Authority, PO
0.000%, 01/15/2038 (B)		3,700		2,514
Total U.S. Government Agency Obligations
(Cost $22,846) ($ Thousands)				28,763
SOVEREIGN DEBT — 1.1%
Chile Government International Bond
3.500%, 01/25/2050		240		256

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Indonesia Government International Bond
4.350%, 01/11/2048	$	55	$	64
3.700%, 10/30/2049		1,035		1,103
Israel Government AID Bond
5.500%, 09/18/2033		1,400		1,996
Israel Government International Bond
3.875%, 07/03/2050		254		299
3.375%, 01/15/2050		1,003		1,093
Mexico Government International Bond
5.750%, 10/12/2110		329		401
5.000%, 04/27/2051		910		1,058
4.750%, 04/27/2032		345		399
4.500%, 01/31/2050		1,700		1,848
4.280%, 08/14/2041		334		357
3.250%, 04/16/2030		405		425
Minera Mexico
4.500%, 01/26/2050 (A)		380		433
Panama Government International Bond
4.500%, 04/16/2050		680		780
4.500%, 04/01/2056		158		181
4.300%, 04/29/2053		80		90
3.870%, 07/23/2060		365		377
Perusahaan Penerbit SBSN Indonesia III
3.550%, 06/09/2051 (A)		175		179
Peruvian Government International Bond
3.550%, 03/10/2051		335		347
Philippine Government International Bond
3.200%, 07/06/2046		795		822
2.950%, 05/05/2045		220		221
Republic of Italy Government International Bond
3.875%, 05/06/2051		380		427
Uruguay Government International Bond
5.100%, 06/18/2050		360		479
Total Sovereign Debt
(Cost $12,251) ($ Thousands)				13,635
MORTGAGE-BACKED SECURITIES — 0.7%
Agency Mortgage-Backed Obligations — 0.7%
FHLMC REMIC CMO, Ser 2004-2733, Cl ME
5.000%, 01/15/2034		64		72
FHLMC REMIC CMO, Ser 2004-2748, Cl ZT
5.500%, 02/15/2024		234		243
FHLMC REMIC CMO, Ser 2010-3756, Cl PZ
4.000%, 11/15/2040		4,451		4,871
FNMA CMO, Ser 2004-12, Cl ZX
6.000%, 03/25/2034		1,025		1,197
FNMA CMO, Ser 2004-80, Cl XZ
5.000%, 11/25/2034		717		821

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO
6.616%, VAR LIBOR USD 1 Month 0.000%, 07/25/2037	$	14	$	3
GNMA ARM
1.875%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 06/20/2032		30		31
GNMA CMO, Ser 2009-8, Cl PS, IO
6.205%, VAR ICE LIBOR USD 1 Month 0.000%, 08/16/2038		25		2
GNMA CMO, Ser 2010-4, Cl NS, IO
6.295%, VAR LIBOR USD 1 Month 0.000%, 01/16/2040		52		10
GNMA CMO, Ser 2011-70, Cl BO, PO
0.000%, 05/20/2041 (B)		2,132		1,850
				9,100
Non-Agency Mortgage-Backed Obligations — 0.0%
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.151%, 03/25/2037		114		117
DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A
2.056%, VAR ICE LIBOR USD 1 Month + 0.420%, 03/19/2045		38		38
Harborview Mortgage Loan Trust, Ser 2004-8, Cl 2A4A
0.887%, VAR ICE LIBOR USD 1 Month + 0.800%, 11/19/2034		78		76
Indymac Index Mortgage Loan Trust, Ser 2004-AR12, Cl A1
0.864%, VAR ICE LIBOR USD 1 Month + 0.780%, 12/25/2034		61		52
Indymac Index Mortgage Loan Trust, Ser 2004-AR5, Cl 2A1B
0.884%, VAR ICE LIBOR USD 1 Month + 0.800%, 08/25/2034		29		28
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2
0.944%, VAR ICE LIBOR USD 1 Month + 0.860%, 09/25/2034		10		10
RAMP Trust, Ser 2004-SL1, Cl A7
7.000%, 11/25/2031		8		8
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.900%, 12/25/2034 (C)		14		13

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21
2.153%, VAR ICE LIBOR USD 1 Month + 0.660%, 01/25/2045	$	42	$	42
				384
Total Mortgage-Backed Securities
(Cost $6,657) ($ Thousands)				9,484
	Shares
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		15,954,813		15,955
Total Cash Equivalent
(Cost $15,955) ($ Thousands)				15,955
Total Investments in Securities — 99.8%
(Cost $1,121,172) ($ Thousands)			$	1,273,956
	Contracts
PURCHASED SWAPTION* — 0.0%
Total Purchased Swaption (D)
(Cost $47) ($ Thousands)		1,500,000	$	41

A list of the open OTC swaption contracts held by the Fund at August 31, 2021 is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTION — 0.0%
Put Swaptions
Swaption 3Y30Y*		Bank of America Merill Lynch		1,500,000		$2.75		01/20/2024	$	41

A list of open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
U.S. 10-Year Treasury Note		288			Dec-2021	$	38,491		$	38,435		$	(56	)
U.S. Ultra Long Treasury Bond		310			Dec-2021		61,157			61,157			–
							99,648			99,592			(56	)
Short Contracts
U.S. Long Treasury Bond		(155	)		Dec-2021	$	(25,461	)	$	(25,260	)	$	201
Ultra 10-Year U.S. Treasury Note		(256	)		Dec-2021		(37,908	)		(37,892	)		16
							(63,369	)		(63,152	)		217
						$	36,279		$	36,440		$	161

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Continued)

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2021, 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)
3 MONTH USD LIBOR	1.0335% FIXED		Semi-Annually		07/24/2025		USD		5,980	$	(8	)	$	–	$	(8	)
3 MONTH USD-LIBOR	1.0725% FIXED		Semi-Annually		07/24/2025		USD		4,035		(2	)		–		(2	)
3 MONTH USD LIBOR	1.0255% FIXED		Semi-Annually		07/24/2025		USD		8,070		(12	)		–		(12	)
3 MONTH USD LIBOR	1.7725% FIXED		Semi-Annually		07/24/2053		USD		670		3			–		3
3 MONTH USD LIBOR	1.785% FIXED		Quarterly		07/24/2053		USD		505		–			–		0
3 MONTH USD-LIBOR	1.8075% FIXED		Quarterly		07/24/2053		USD		335		(2	)		–		(2	)
										$	(21	)	$	–	$	(21	)

Percentages are based on Net Assets of $1,277,067 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $93,909 ($ Thousands), representing 7.4% of the Net Assets of the Fund.

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

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

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

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–		823,426		–		823,426
U.S. Treasury Obligations		–		341,993		–		341,993
Municipal Bonds		–		40,700		–		40,700
U.S. Government Agency Obligations		–		28,763		–		28,763
Sovereign Debt		–		13,635		–		13,635
Mortgage-Backed Securities		–		9,484		–		9,484
Cash Equivalent		15,955		–		–		15,955
Total Investments in Securities		15,955		1,258,001		–		1,273,956

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Swaptions		41			–			–		41
Futures Contracts*
Unrealized Appreciation		217			–			–		217
Unrealized Depreciation		(56	)		–			–		(56	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			3			–		3
Unrealized Depreciation		–			(24	)		–		(24	)
Total Other Financial Instruments		202			(21	)		–		181

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$72,879	$185,521	$(242,445)	$—	$—	$15,955	15,954,813	$1	$—

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

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS — 86.9%
Communication Services — 7.0%
Alphabet 2.250%, 08/15/2060	$	7,508	$	6,823
1.900%, 08/15/2040		1,455		1,350
America Movil 6.125%, 03/30/2040		5,305		7,611
AT&T 6.350%, 03/15/2040		50		69
5.350%, 09/01/2040		2,340		3,035
4.650%, 06/01/2044		375		450
4.300%, 12/15/2042		500		578
3.800%, 12/01/2057 (A)		2,239		2,381
3.500%, 06/01/2041		2,120		2,234
3.500%, 09/15/2053 (A)		9,202		9,452
Charter Communications Operating LLC 6.834%, 10/23/2055		580		866
6.484%, 10/23/2045		535		746
4.800%, 03/01/2050		700		818
Comcast 6.500%, 11/15/2035		420		615
5.650%, 06/15/2035		4,075		5,534
4.600%, 08/15/2045		1,150		1,477
4.250%, 01/15/2033		4,530		5,411
4.200%, 08/15/2034		3,845		4,579
4.049%, 11/01/2052		8,470		10,199
4.000%, 03/01/2048		1,330		1,564
3.969%, 11/01/2047		5,425		6,377
3.900%, 03/01/2038		5,770		6,719
3.400%, 04/01/2030		880		978
3.400%, 07/15/2046		9,314		10,155
3.250%, 11/01/2039		295		321
2.987%, 11/01/2063 (A)		34,274		33,728
2.937%, 11/01/2056 (A)		30,515		30,226
2.887%, 11/01/2051 (A)		12,587		12,527
2.800%, 01/15/2051		2,055		1,996
2.650%, 08/15/2062		2,145		1,995
Cox Communications 4.800%, 02/01/2035 (A)		1,400		1,700
4.700%, 12/15/2042 (A)		294		363
Level 3 Financing 3.875%, 11/15/2029 (A)		535		574
NBCUniversal Media LLC 4.450%, 01/15/2043		1,765		2,192
NTT Finance 1.591%, 04/03/2028 (A)		2,360		2,358
SES GLOBAL Americas Holdings GP 5.300%, 03/25/2044 (A)		1,550		1,811
Tencent Holdings MTN 3.840%, 04/22/2051 (A)		1,520		1,645
3.595%, 01/19/2028 (A)		1,455		1,575
Time Warner Cable LLC 7.300%, 07/01/2038		791		1,152

Description	Face Amount (Thousands)		Market Value       ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 09/01/2041	$	725	$	905
4.500%, 09/15/2042		500		559
Time Warner Entertainment 8.375%, 07/15/2033		1,709		2,545
T-Mobile USA 3.300%, 02/15/2051		1,885		1,891
3.000%, 02/15/2041		925		919
TWDC Enterprises 18 4.125%, 12/01/2041		1,770		2,142
TWDC Enterprises 18 MTN 4.125%, 06/01/2044		2,104		2,565
Verizon Communications 5.250%, 03/16/2037		2,350		3,114
5.012%, 04/15/2049		62		83
4.862%, 08/21/2046		1,100		1,432
4.272%, 01/15/2036		2,200		2,630
3.850%, 11/01/2042		455		520
3.700%, 03/22/2061		1,045		1,149
3.550%, 03/22/2051		5,525		6,003
3.400%, 03/22/2041		2,530		2,711
2.987%, 10/30/2056		2,849		2,748
2.650%, 11/20/2040		1,995		1,936
ViacomCBS 5.900%, 10/15/2040		40		54
5.850%, 09/01/2043		1,090		1,505
4.850%, 12/15/2034		300		350
4.600%, 01/15/2045		110		133
4.375%, 03/15/2043		2,084		2,437
Vodafone Group 4.875%, 06/19/2049		1,060		1,362
Walt Disney 6.650%, 11/15/2037		990		1,509
6.400%, 12/15/2035		1,573		2,321
4.750%, 09/15/2044		175		230
4.700%, 03/23/2050		6,398		8,553
4.625%, 03/23/2040		295		377
3.800%, 05/13/2060		700		837
3.600%, 01/13/2051		16,244		18,743
3.500%, 05/13/2040		2,010		2,261
2.750%, 09/01/2049		26,736		26,630
				285,338
Consumer Discretionary — 4.7%
7-Eleven 2.500%, 02/10/2041 (A)		945		888
Alibaba Group Holding 4.400%, 12/06/2057		1,780		2,127
4.200%, 12/06/2047		1,370		1,592
Alimentation Couche-Tard 4.500%, 07/26/2047 (A)		900		1,082
3.800%, 01/25/2050 (A)		395		432

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Amazon.com 4.050%, 08/22/2047	$	10,795	$	13,341
3.875%, 08/22/2037		4,914		5,862
3.250%, 05/12/2061		9,826		10,728
3.100%, 05/12/2051		11,465		12,352
2.875%, 05/12/2041		1,060		1,111
2.700%, 06/03/2060		4,255		4,140
2.500%, 06/03/2050		7,049		6,767
BMW US Capital LLC 4.150%, 04/09/2030 (A)		540		631
2.550%, 04/01/2031 (A)		1,565		1,639
Boston University 4.061%, 10/01/2048		1,800		2,266
Brown University 2.924%, 09/01/2050		1,298		1,419
California Institute of Technology 4.321%, 08/01/2045		650		858
Emory University 2.969%, 09/01/2050		1,660		1,782
Georgetown University 5.215%, 10/01/2118		1,921		2,840
4.315%, 04/01/2049		2,030		2,590
2.943%, 04/01/2050		540		554
Home Depot 5.950%, 04/01/2041		1,980		2,901
4.500%, 12/06/2048		6,375		8,372
4.400%, 03/15/2045		7,210		9,226
4.250%, 04/01/2046		10,312		13,051
4.200%, 04/01/2043		3,270		4,041
3.900%, 06/15/2047		12,693		15,265
3.350%, 04/15/2050		2,020		2,248
3.300%, 04/15/2040		1,270		1,408
3.125%, 12/15/2049		785		842
2.375%, 03/15/2051		5,979		5,600
Johns Hopkins University 4.083%, 07/01/2053		2,000		2,610
2.813%, 01/01/2060		2,290		2,368
Lowe’s 3.700%, 04/15/2046		2,016		2,252
Massachusetts Institute of Technology 5.600%, 07/01/2111		3,185		5,695
2.294%, 07/01/2051		21		20
NIKE 3.625%, 05/01/2043		1,455		1,723
3.375%, 03/27/2050		4,065		4,674
3.250%, 03/27/2040		1,215		1,356
Northwestern University 3.688%, 12/01/2038		2,070		2,388
Pomona College 2.888%, 01/01/2051		1,240		1,307
President & Fellows of Harvard College 3.619%, 10/01/2037		400		471

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.517%, 10/15/2050	$	1,580	$	1,609
Princeton University 5.700%, 03/01/2039		1,299		1,935
TJX 1.600%, 05/15/2031		2,985		2,917
Trustees of Boston College 3.042%, 07/01/2057		1,230		1,315
Trustees of Tufts College 3.099%, 08/15/2051		2,667		2,895
University of Chicago 4.411%, 10/01/2044		715		768
4.003%, 10/01/2053		2,475		3,168
2.761%, 04/01/2045		4,620		4,809
University of Southern California 3.841%, 10/01/2047		1,485		1,842
3.028%, 10/01/2039		2,300		2,512
2.805%, 10/01/2050		925		975
XLIT 5.250%, 12/15/2043		2,405		3,407
				190,971
Consumer Staples — 4.8%
Altria Group 10.200%, 02/06/2039		2,501		4,375
9.950%, 11/10/2038		1,555		2,641
5.375%, 01/31/2044		2,480		2,983
4.500%, 05/02/2043		100		110
4.450%, 05/06/2050		945		1,030
4.250%, 08/09/2042		575		610
3.875%, 09/16/2046		4,040		4,079
3.400%, 02/04/2041		1,885		1,812
Anheuser-Busch InBev Worldwide 8.200%, 01/15/2039		1,815		3,053
8.000%, 11/15/2039		2,786		4,603
4.900%, 02/01/2046		3,641		4,646
4.750%, 04/15/2058		525		667
4.600%, 04/15/2048		220		271
4.600%, 06/01/2060		295		368
3.750%, 07/15/2042		320		352
BAT Capital 4.540%, 08/15/2047		1,093		1,171
4.390%, 08/15/2037		7,580		8,241
Coca-Cola 3.000%, 03/05/2051		5,105		5,455
2.875%, 05/05/2041		1,725		1,812
2.600%, 06/01/2050		2,945		2,917
2.500%, 03/15/2051		5,220		5,063
2.000%, 03/05/2031		675		686
Coca-Cola Femsa 5.250%, 11/26/2043		3,070		4,168
Diageo Capital 2.125%, 04/29/2032		590		597

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Estee Lauder 3.125%, 12/01/2049	$	2,895	$	3,210
Fomento Economico Mexicano 3.500%, 01/16/2050		3,150		3,359
Hershey 3.125%, 11/15/2049		1,372		1,487
Hormel Foods 3.050%, 06/03/2051		8,015		8,497
Kimberly-Clark 5.300%, 03/01/2041		555		772
3.900%, 05/04/2047		3,275		4,043
2.875%, 02/07/2050		1,305		1,368
Kraft Heinz Foods 7.125%, 08/01/2039 (A)		1,160		1,761
6.750%, 03/15/2032		575		778
5.200%, 07/15/2045		400		513
4.875%, 10/01/2049		470		584
Kroger 5.400%, 01/15/2049		1,371		1,905
Mars 4.200%, 04/01/2059 (A)		1,385		1,773
4.125%, 04/01/2054 (A)		1,385		1,763
3.950%, 04/01/2049 (A)		3,860		4,731
3.875%, 04/01/2039 (A)		1,650		1,960
2.375%, 07/16/2040 (A)		1,680		1,637
Nestle Holdings 4.000%, 09/24/2048 (A)		1,560		1,966
3.900%, 09/24/2038 (A)		2,685		3,213
PepsiCo 4.250%, 10/22/2044		1,000		1,254
4.000%, 05/02/2047		4,823		5,954
3.625%, 03/19/2050		7,473		8,881
3.500%, 03/19/2040		1,120		1,282
3.450%, 10/06/2046		9,689		10,974
3.375%, 07/29/2049		1,510		1,714
Philip Morris International 4.875%, 11/15/2043		2,830		3,546
4.500%, 03/20/2042		5,945		7,085
4.125%, 03/04/2043		2,286		2,602
3.875%, 08/21/2042		1,950		2,155
Reynolds American 8.125%, 05/01/2040		2,390		3,516
5.850%, 08/15/2045		1,995		2,467
Walmart 4.050%, 06/29/2048		18,845		23,857
3.950%, 06/28/2038		3,920		4,758
3.625%, 12/15/2047		4,030		4,768
2.950%, 09/24/2049		4,594		4,959
				196,802

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Energy — 5.5%
Baker Hughes LLC 4.080%, 12/15/2047	$	1,175	$	1,348
BG Energy Capital 5.125%, 10/15/2041 (A)		4,820		6,396
BP Capital Markets America 3.379%, 02/08/2061		12,896		13,421
3.060%, 06/17/2041		1,490		1,532
3.000%, 02/24/2050		2,460		2,432
2.939%, 06/04/2051		9,100		8,922
2.772%, 11/10/2050		1,575		1,498
Burlington Resources LLC 5.950%, 10/15/2036		350		490
Chevron USA 6.000%, 03/01/2041		275		406
5.250%, 11/15/2043		360		496
5.050%, 11/15/2044		3,990		5,398
4.950%, 08/15/2047		440		604
4.200%, 10/15/2049		635		790
3.078%, 05/11/2050		1,590		1,678
2.343%, 08/12/2050		1,685		1,554
Colonial Enterprises 3.250%, 05/15/2030 (A)		2,630		2,877
ConocoPhillips 6.950%, 04/15/2029		1,478		2,000
6.500%, 02/01/2039		7,798		11,505
5.900%, 05/15/2038		3,700		5,168
4.300%, 11/15/2044		4,260		5,164
Devon Energy 7.875%, 09/30/2031		1,315		1,864
Energy Transfer 6.500%, 02/01/2042		150		196
6.250%, 04/15/2049		705		933
6.050%, 06/01/2041		2,225		2,798
5.400%, 10/01/2047		1,902		2,309
5.300%, 04/15/2047		205		243
5.150%, 03/15/2045		290		337
Eni SpA 5.700%, 10/01/2040 (A)		2,285		2,933
Enterprise Products Operating LLC 5.950%, 02/01/2041		1,092		1,520
EOG Resources 4.375%, 04/15/2030		1,255		1,482
3.900%, 04/01/2035		2,522		2,904
Equinor 5.100%, 08/17/2040		1,415		1,904
4.800%, 11/08/2043		2,284		2,992
3.700%, 04/06/2050		2,200		2,572
3.625%, 04/06/2040		3,005		3,431
2.375%, 05/22/2030		1,580		1,642
Exxon Mobil 4.327%, 03/19/2050		2,198		2,751

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.227%, 03/19/2040	$	3,005	$	3,634
3.567%, 03/06/2045		5,455		6,066
3.452%, 04/15/2051		14,563		16,104
2.995%, 08/16/2039		2,346		2,458
Hess 6.000%, 01/15/2040		3,470		4,455
Lundin Energy Finance BV 3.100%, 07/15/2031 (A)		930		944
Marathon Petroleum 5.000%, 09/15/2054		1,030		1,252
Motiva Enterprises 6.850%, 01/15/2040 (A)		4,340		5,564
MPLX 4.500%, 04/15/2038		765		875
Northern Natural Gas 4.300%, 01/15/2049 (A)		1,530		1,835
Occidental Petroleum 4.300%, 08/15/2039		462		470
Petroleos Mexicanos 7.690%, 01/23/2050		2,785		2,659
6.950%, 01/28/2060		260		230
Saudi Arabian Oil 3.500%, 11/24/2070 (A)		1,130		1,105
3.250%, 11/24/2050 (A)		1,065		1,043
Saudi Arabian Oil MTN 4.375%, 04/16/2049 (A)		285		333
Shell International Finance BV 6.375%, 12/15/2038		3,481		5,153
4.375%, 05/11/2045		7,720		9,613
4.000%, 05/10/2046		5,153		6,158
3.750%, 09/12/2046		11,251		12,981
3.625%, 08/21/2042		2,225		2,509
3.250%, 04/06/2050		3,002		3,248
Suncor Energy 5.950%, 12/01/2034		3,570		4,749
Suncor Energy Ventures 6.000%, 04/01/2042 (A)		2,375		2,740
Tennessee Gas Pipeline LLC 8.375%, 06/15/2032		2,020		2,988
TotalEnergies Capital International 3.386%, 06/29/2060		495		530
3.127%, 05/29/2050		10,720		11,096
2.986%, 06/29/2041		1,245		1,291
TransCanada PipeLines 7.250%, 08/15/2038		1,765		2,668
4.625%, 03/01/2034		1,965		2,319
Williams 5.400%, 03/04/2044		1,000		1,274
				224,834

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financials — 20.3%
AIA Group 3.200%, 09/16/2040 (A)	$	3,570	$	3,695
AIA Group MTN 4.875%, 03/11/2044 (A)		3,372		4,499
AIG SunAmerica Global Financing X 6.900%, 03/15/2032 (A)		4,760		6,812
Allstate 4.200%, 12/15/2046		515		647
American International Group 4.800%, 07/10/2045		225		290
4.750%, 04/01/2048		105		137
4.500%, 07/16/2044		1,955		2,423
4.375%, 06/30/2050		320		401
Apollo Management Holdings 5.000%, 03/15/2048 (A)		2,125		2,769
4.872%, 02/15/2029 (A)		1,485		1,736
Arthur J Gallagher 3.500%, 05/20/2051		1,500		1,624
Athene Global Funding 2.673%, 06/07/2031 (A)		6,935		7,106
Bank of America 7.750%, 05/14/2038		1,275		2,020
6.110%, 01/29/2037		1,395		1,920
6.000%, 10/15/2036		3,800		5,310
3.311%, VAR United States Secured Overnight Financing Rate+1.580%, 04/22/2042		6,212		6,698
2.972%, VAR United States Secured Overnight Financing Rate+1.560%, 07/21/2052		12,364		12,490
2.687%, VAR United States Secured Overnight Financing Rate+1.320%, 04/22/2032		1,625		1,689
2.299%, VAR United States Secured Overnight Financing Rate+1.220%, 07/21/2032		1,075		1,081
Bank of America MTN 5.875%, 02/07/2042		12,247		17,909
5.000%, 01/21/2044		1,750		2,353
4.330%, VAR ICE LIBOR USD 3 Month+1.520%, 03/15/2050		11,330		14,163
4.244%, VAR ICE LIBOR USD 3 Month+1.814%, 04/24/2038		2,028		2,407
4.083%, VAR ICE LIBOR USD 3 Month+3.150%, 03/20/2051		14,995		18,101
4.078%, VAR ICE LIBOR USD 3 Month+1.320%, 04/23/2040		10,095		11,889
3.970%, VAR ICE LIBOR USD 3 Month+1.070%, 03/05/2029		30		34
2.884%, VAR ICE LIBOR USD 3 Month+1.190%, 10/22/2030		585		620

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.676%, VAR United States Secured Overnight Financing Rate+1.930%, 06/19/2041	$	15,575	$	15,345
Berkshire Hathaway 4.500%, 02/11/2043		1,100		1,413
Berkshire Hathaway Finance 4.400%, 05/15/2042		2,250		2,838
4.300%, 05/15/2043		1,725		2,157
4.250%, 01/15/2049		3,410		4,284
4.200%, 08/15/2048		2,500		3,109
2.850%, 10/15/2050		6,471		6,520
2.500%, 01/15/2051		3,350		3,163
Blackstone Holdings Finance LLC 6.250%, 08/15/2042 (A)		1,313		1,963
5.000%, 06/15/2044 (A)		3,050		4,147
2.000%, 01/30/2032 (A)		1,170		1,148
Carlyle Holdings II Finance LLC 5.625%, 03/30/2043 (A)		3,818		5,150
Chubb INA Holdings 6.700%, 05/15/2036		4,870		7,447
4.350%, 11/03/2045		3,410		4,388
CI Financial 4.100%, 06/15/2051		2,060		2,223
Cincinnati Financial 6.125%, 11/01/2034		3,553		4,942
Citigroup 8.125%, 07/15/2039		3,920		6,760
6.125%, 08/25/2036		690		967
5.316%, VAR United States Secured Overnight Financing Rate+4.548%, 03/26/2041		5,495		7,422
4.650%, 07/30/2045		1,539		2,004
4.650%, 07/23/2048		9,858		13,083
4.281%, VAR ICE LIBOR USD 3 Month+1.839%, 04/24/2048		1,494		1,879
3.878%, VAR ICE LIBOR USD 3 Month+1.168%, 01/24/2039		700		813
2.976%, VAR United States Secured Overnight Financing Rate+1.422%, 11/05/2030		1,295		1,378
2.561%, VAR United States Secured Overnight Financing Rate+1.167%, 05/01/2032		3,520		3,620
Citigroup Capital III 7.625%, 12/01/2036		890		1,326
CME Group 4.150%, 06/15/2048		1,634		2,127
Commonwealth Bank of Australia 4.316%, 01/10/2048 (A)		2,536		3,082

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Suisse Group 3.091%, VAR United States Secured Overnight Financing Rate+1.730%, 05/14/2032 (A)	$	1,495	$	1,559
Deutsche Bank NY 3.035%, VAR United States Secured Overnight Financing Rate+1.718%, 05/28/2032		1,240		1,279
Farmers Exchange Capital 7.200%, 07/15/2048 (A)		800		1,162
Farmers Exchange Capital II 6.151%, VAR ICE LIBOR USD 3 Month+3.744%, 11/01/2053 (A)		3,890		5,084
Farmers Exchange Capital III 5.454%, VAR ICE LIBOR USD 3 Month+3.454%, 10/15/2054 (A)		830		1,046
Fifth Third Bancorp 8.250%, 03/01/2038		1,885		3,173
Goldman Sachs Capital I 6.345%, 02/15/2034		4,455		6,325
Goldman Sachs Group 6.750%, 10/01/2037		2,668		3,887
6.450%, 05/01/2036		890		1,261
6.250%, 02/01/2041		8,168		12,123
4.750%, 10/21/2045		140		185
4.411%, VAR ICE LIBOR USD 3 Month+1.430%, 04/23/2039		8,060		9,879
4.017%, VAR ICE LIBOR USD 3 Month+1.373%, 10/31/2038		8,590		10,052
3.210%, VAR United States Secured Overnight Financing Rate+1.513%, 04/22/2042		5,315		5,617
2.908%, VAR United States Secured Overnight Financing Rate+1.472%, 07/21/2042		1,715		1,733
1.992%, VAR United States Secured Overnight Financing Rate+1.090%, 01/27/2032		1,160		1,137
Goldman Sachs Group MTN 4.800%, 07/08/2044		7,023		9,137
2.383%, VAR United States Secured Overnight Financing Rate+1.248%, 07/21/2032		320		324
Guardian Life Insurance of America 4.875%, 06/19/2064 (A)		3,345		4,425
3.700%, 01/22/2070 (A)		1,523		1,655
HSBC Bank PLC 7.650%, 05/01/2025		1,915		2,312
HSBC Bank USA 7.000%, 01/15/2039		7,600		11,908
HSBC Holdings 6.800%, 06/01/2038		3,469		5,004

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.500%, 09/15/2037	$	7,255	$	10,155
5.250%, 03/14/2044		3,955		5,242
2.804%, VAR United States Secured Overnight Financing Rate+1.187%, 05/24/2032		1,660		1,714
Intercontinental Exchange 4.250%, 09/21/2048		3,935		4,816
3.000%, 06/15/2050		775		783
JPMorgan Chase 8.750%, 09/01/2030		1,005		1,529
6.400%, 05/15/2038		11,502		17,063
5.600%, 07/15/2041		6,115		8,608
5.500%, 10/15/2040		7,365		10,257
5.400%, 01/06/2042		7,700		10,751
4.260%, VAR ICE LIBOR USD 3 Month+1.580%, 02/22/2048		1,180		1,454
4.032%, VAR ICE LIBOR USD 3 Month+1.460%, 07/24/2048		4,030		4,813
3.964%, VAR ICE LIBOR USD 3 Month+1.380%, 11/15/2048		9,984		11,806
3.897%, VAR ICE LIBOR USD 3 Month+1.220%, 01/23/2049		11,225		13,152
3.882%, VAR ICE LIBOR USD 3 Month+1.360%, 07/24/2038		10,745		12,492
3.328%, VAR United States Secured Overnight Financing Rate+1.580%, 04/22/2052		10,173		11,068
3.157%, VAR United States Secured Overnight Financing Rate+1.460%, 04/22/2042		2,985		3,165
3.109%, VAR United States Secured Overnight Financing Rate+2.440%, 04/22/2051		7,595		7,948
2.739%, VAR United States Secured Overnight Financing Rate+1.510%, 10/15/2030		35		37
1.953%, VAR United States Secured Overnight Financing Rate+1.065%, 02/04/2032		1,855		1,822
1.764%, VAR United States Secured Overnight Financing Rate+1.105%, 11/19/2031		4,080		3,951
KKR Group Finance II LLC 5.500%, 02/01/2043 (A)		1,073		1,451
KKR Group Finance III LLC 5.125%, 06/01/2044 (A)		3,507		4,629
LSEGA Financing 3.200%, 04/06/2041 (A)		4,414		4,671
Macquarie Group MTN 2.691%, VAR United States Secured Overnight Financing Rate+1.440%, 06/23/2032 (A)		1,540		1,561

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Marsh & McLennan 4.900%, 03/15/2049	$	3,692	$	5,084
4.200%, 03/01/2048		3,155		3,954
2.250%, 11/15/2030		3,640		3,727
Massachusetts Mutual Life Insurance 4.900%, 04/01/2077 (A)		3,380		4,517
3.729%, 10/15/2070 (A)		1,975		2,156
3.375%, 04/15/2050 (A)		1,225		1,318
MassMutual Global Funding II 1.550%, 10/09/2030 (A)		1,490		1,448
MetLife 5.875%, 02/06/2041		1,675		2,420
5.700%, 06/15/2035		9,789		13,618
4.875%, 11/13/2043		4,940		6,616
4.721%, 12/15/2044		3,400		4,487
Mitsubishi UFJ Financial Group 3.751%, 07/18/2039		2,456		2,824
Moody’s 4.875%, 12/17/2048		1,891		2,545
2.750%, 08/19/2041		250		248
Morgan Stanley 4.457%, VAR ICE LIBOR USD 3 Month+1.431%, 04/22/2039		3,743		4,628
4.375%, 01/22/2047		700		886
3.217%, VAR United States Secured Overnight Financing Rate+1.485%, 04/22/2042		4,054		4,346
Morgan Stanley MTN 6.375%, 07/24/2042		6,255		9,678
5.597%, VAR United States Secured Overnight Financing Rate+4.840%, 03/24/2051		2,235		3,366
4.300%, 01/27/2045		14,285		17,784
3.971%, VAR ICE LIBOR USD 3 Month+1.455%, 07/22/2038		6,870		8,046
2.802%, VAR United States Secured Overnight Financing Rate+1.430%, 01/25/2052		5,205		5,185
2.239%, VAR United States Secured Overnight Financing Rate+1.178%, 07/21/2032		1,595		1,599
Mutual of Omaha Insurance 4.297%, VAR ICE LIBOR USD 3 Month+2.640%, 07/15/2054 (A)		555		580
National Rural Utilities Cooperative Finance 4.400%, 11/01/2048		2,405		3,163
4.300%, 03/15/2049		4,493		5,739
4.023%, 11/01/2032		447		532
Nationwide Mutual Insurance 9.375%, 08/15/2039 (A)		1,170		2,083
4.350%, 04/30/2050 (A)		790		907

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
New York Life Global Funding 1.850%, 08/01/2031 (A)	$	4,355	$	4,327
New York Life Insurance 6.750%, 11/15/2039 (A)		2,215		3,397
5.875%, 05/15/2033 (A)		2,224		2,977
3.750%, 05/15/2050 (A)		2,934		3,387
Northwestern Mutual Life Insurance 3.850%, 09/30/2047 (A)		1,738		2,008
3.625%, 09/30/2059 (A)		2,940		3,307
3.450%, 03/30/2051 (A)		800		884
Pacific Life Insurance 4.300%, VAR ICE LIBOR USD 3 Month+2.796%, 10/24/2067 (A)		1,350		1,576
Pacific LifeCorp 3.350%, 09/15/2050 (A)		2,235		2,430
Prudential Financial 3.905%, 12/07/2047		2,445		2,898
Prudential Financial MTN 5.700%, 12/14/2036		6,384		8,850
3.700%, 03/13/2051		395		460
Raymond James Financial 4.950%, 07/15/2046		915		1,200
3.750%, 04/01/2051		1,740		1,969
S&P Global 3.250%, 12/01/2049		1,816		1,986
Scentre Group Trust 2 5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.685%, 09/24/2080 (A)		2,120		2,284
4.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.379%, 09/24/2080 (A)		1,370		1,458
Securian Financial Group 4.800%, 04/15/2048 (A)		2,921		3,620
Societe Generale 3.625%, 03/01/2041 (A)		1,525		1,562
State Street 3.031%, VAR United States Secured Overnight Financing Rate+1.490%, 11/01/2034		4,000		4,289
Swiss Re Treasury US 4.250%, 12/06/2042 (A)		4,581		5,760
Teachers Insurance & Annuity Association of America 4.900%, 09/15/2044 (A)		2,355		3,101
4.270%, 05/15/2047 (A)		3,893		4,798
3.300%, 05/15/2050 (A)		1,285		1,383
Travelers 5.350%, 11/01/2040		1,565		2,211
4.100%, 03/04/2049		4,853		6,170
4.050%, 03/07/2048		1,800		2,240
3.050%, 06/08/2051		255		273

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Travelers MTN 6.250%, 06/15/2037	$	1,205	$	1,778
UBS MTN 4.500%, 06/26/2048 (A)		2,515		3,366
Validus Holdings 8.875%, 01/26/2040		2,035		3,393
Wachovia 7.500%, 04/15/2035		440		662
WEA Finance LLC 4.625%, 09/20/2048 (A)		2,000		2,186
Wells Fargo 7.950%, 11/15/2029		695		967
6.600%, 01/15/2038		8,715		12,797
5.950%, 08/26/2036		4,720		6,514
5.950%, 12/15/2036		1,002		1,395
5.850%, 02/01/2037		10,043		13,736
5.606%, 01/15/2044		2,956		4,093
3.900%, 05/01/2045		5,874		7,015
3.068%, VAR United States Secured Overnight Financing Rate+2.530%, 04/30/2041		3,155		3,307
Wells Fargo MTN 5.013%, VAR United States Secured Overnight Financing Rate+4.502%, 04/04/2051		18,363		25,570
4.900%, 11/17/2045		2,335		3,029
4.750%, 12/07/2046		6,316		8,043
4.650%, 11/04/2044		3,750		4,672
4.400%, 06/14/2046		5,510		6,723
4.150%, 01/24/2029		1,205		1,387
2.879%, VAR United States Secured Overnight Financing Rate+1.432%, 10/30/2030		3,225		3,429
Western & Southern Life Insurance 3.750%, 04/28/2061 (A)		2,490		2,778
Westpac Banking 2.150%, 06/03/2031		1,245		1,275
Willis North America 3.875%, 09/15/2049		1,025		1,158
				824,288
Health Care — 11.7%
Abbott Laboratories 4.900%, 11/30/2046		5,568		7,739
AbbVie 4.875%, 11/14/2048		1,285		1,683
4.850%, 06/15/2044		625		799
4.450%, 05/14/2046		40		49
4.050%, 11/21/2039		485		570
Advocate Health & Hospitals 4.272%, 08/15/2048		2,717		3,510

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Aetna 4.125%, 11/15/2042	$	1,480	$	1,722
Allina Health System 4.805%, 11/15/2045		1,666		2,172
3.887%, 04/15/2049		2,554		3,044
Amgen 4.663%, 06/15/2051		129		167
3.375%, 02/21/2050		800		855
3.150%, 02/21/2040		410		433
2.770%, 09/01/2053		946		907
Ascension Health 4.847%, 11/15/2053		520		754
3.945%, 11/15/2046		2,276		2,839
3.106%, 11/15/2039		3,515		3,838
AstraZeneca 4.375%, 11/16/2045		2,084		2,688
3.000%, 05/28/2051		2,148		2,284
Astrazeneca Finance LLC 2.250%, 05/28/2031		5,450		5,627
Banner Health 2.913%, 01/01/2051		520		540
Baptist Health South Florida 4.342%, 11/15/2041		610		752
BayCare Health System 3.831%, 11/15/2050		1,000		1,236
Bayer US Finance II LLC 4.700%, 07/15/2064 (A)		2,180		2,613
4.625%, 06/25/2038 (A)		645		773
4.400%, 07/15/2044 (A)		1,085		1,268
3.950%, 04/15/2045 (A)		2,680		2,886
Baylor Scott & White Holdings 4.185%, 11/15/2045		2,636		3,244
3.967%, 11/15/2046		120		146
2.650%, 11/15/2026		1,235		1,310
Becton Dickinson 3.794%, 05/20/2050		1,055		1,196
Bon Secours Mercy Health 3.205%, 06/01/2050		1,100		1,170
Bristol-Myers Squibb 5.000%, 08/15/2045		2,450		3,374
4.550%, 02/20/2048		2,103		2,766
4.500%, 03/01/2044		400		524
4.250%, 10/26/2049		16,669		21,221
2.550%, 11/13/2050		1,940		1,886
2.350%, 11/13/2040		460		446
Children’s Health Care 3.448%, 08/15/2049		815		895
Children’s Hospital Medical Center 2.820%, 11/15/2050		1,180		1,187
Cigna 4.900%, 12/15/2048		1,385		1,812
4.800%, 08/15/2038		3,105		3,884

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 10/15/2047	$	1,300	$	1,475
City of Hope 5.623%, 11/15/2043		920		1,337
Cleveland Clinic Foundation 4.858%, 01/01/2114		1,223		1,814
CommonSpirit Health 4.187%, 10/01/2049		805		941
3.910%, 10/01/2050		570		639
3.817%, 10/01/2049		2,895		3,318
CVS Health 5.050%, 03/25/2048		5,359		7,094
4.780%, 03/25/2038		1,015		1,263
Dartmouth-Hitchcock Health 4.178%, 08/01/2048		4,410		5,351
Duke University Health System 3.920%, 06/01/2047		2,420		2,938
Eli Lilly 4.150%, 03/15/2059		263		342
3.950%, 03/15/2049		6,880		8,480
Gilead Sciences 4.800%, 04/01/2044		4,465		5,733
4.750%, 03/01/2046		2,370		3,049
4.500%, 02/01/2045		1,050		1,298
GlaxoSmithKline Capital 6.375%, 05/15/2038		9,549		14,384
3.875%, 05/15/2028		1,430		1,644
Hackensack Meridian Health 2.875%, 09/01/2050		1,160		1,184
Hartford HealthCare 5.746%, 04/01/2044		1,075		1,544
HCA 5.250%, 06/15/2049		1,980		2,584
Health Care Service, A Mutual Legal Reserve 2.200%, 06/01/2030 (A)		1,715		1,740
Humana 8.150%, 06/15/2038		1,510		2,449
4.625%, 12/01/2042		405		504
Indiana University Health Obligated Group 3.970%, 11/01/2048		2,145		2,656
Johnson & Johnson 4.850%, 05/15/2041		5,652		7,610
3.700%, 03/01/2046		305		368
3.625%, 03/03/2037		3,305		3,890
3.550%, 03/01/2036		610		718
3.400%, 01/15/2038		2,550		2,933
2.900%, 01/15/2028		1,535		1,676
2.450%, 09/01/2060		4,550		4,424
2.250%, 09/01/2050		985		946
2.100%, 09/01/2040		1,335		1,290
Kaiser Foundation Hospitals 4.150%, 05/01/2047		3,860		4,865

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.266%, 11/01/2049	$	1,910	$	2,102
3.002%, 06/01/2051		4,955		5,197
2.810%, 06/01/2041		4,521		4,669
Mass General Brigham 3.765%, 07/01/2048		1,000		1,188
3.342%, 07/01/2060		2,015		2,255
3.192%, 07/01/2049		2,260		2,434
Medtronic 4.625%, 03/15/2045		2,854		3,811
Memorial Health Services 3.447%, 11/01/2049		3,260		3,653
Memorial Sloan-Kettering Cancer Center 5.000%, 07/01/2042		235		325
4.125%, 07/01/2052		2,765		3,516
2.955%, 01/01/2050		489		512
Merck 4.150%, 05/18/2043		3,025		3,750
4.000%, 03/07/2049		550		681
3.900%, 03/07/2039		3,835		4,574
3.700%, 02/10/2045		9,265		10,841
3.600%, 09/15/2042		1,100		1,277
2.450%, 06/24/2050		405		389
2.350%, 06/24/2040		1,005		985
Merck Sharp & Dohme Corp 5.750%, 11/15/2036		1,200		1,705
MidMichigan Health 3.409%, 06/01/2050		3,520		3,932
Mount Sinai Hospitals Group 3.737%, 07/01/2049		2,700		3,040
MultiCare Health System 2.803%, 08/15/2050		725		740
New York and Presbyterian Hospital 4.763%, 08/01/2116		1,705		2,395
4.063%, 08/01/2056		2,300		2,980
Northwell Healthcare 4.260%, 11/01/2047		715		864
Novant Health 3.168%, 11/01/2051		2,330		2,522
Novartis Capital 4.000%, 11/20/2045		4,325		5,356
2.750%, 08/14/2050		5,944		6,154
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery 2.667%, 10/01/2050		930		901
NYU Langone Hospitals 5.750%, 07/01/2043		1,905		2,742
4.428%, 07/01/2042		2,150		2,640
4.368%, 07/01/2047		1,820		2,197
3.380%, 07/01/2055		1,785		1,922
OhioHealth 3.042%, 11/15/2050		2,462		2,619

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Orlando Health Obligated Group 3.327%, 10/01/2050	$	815	$	884
PeaceHealth Obligated Group 3.218%, 11/15/2050		5,390		5,801
PerkinElmer 3.625%, 03/15/2051		875		955
Pfizer 5.600%, 09/15/2040		808		1,168
4.400%, 05/15/2044		3,295		4,238
4.300%, 06/15/2043		3,825		4,814
4.200%, 09/15/2048		1,345		1,707
4.100%, 09/15/2038		2,580		3,164
4.000%, 12/15/2036		3,546		4,308
4.000%, 03/15/2049		6,056		7,484
2.700%, 05/28/2050		1,700		1,723
2.550%, 05/28/2040		540		550
Pharmacia 6.600%, 12/01/2028		1,045		1,411
Providence St. Joseph Health Obligated Group 3.744%, 10/01/2047		1,520		1,765
Rady Children’s Hospital-San Diego 3.154%, 08/15/2051		865		936
Royalty Pharma 3.550%, 09/02/2050		645		646
RWJ Barnabas Health 3.949%, 07/01/2046		50		60
3.477%, 07/01/2049		485		546
Shands Teaching Hospital and Clinics 4.741%, 12/01/2042		1,750		2,208
Sharp HealthCare 2.680%, 08/01/2050		1,500		1,491
Stanford Health Care 3.795%, 11/15/2048		7,087		8,507
Takeda Pharmaceutical 3.175%, 07/09/2050		625		647
3.025%, 07/09/2040		1,350		1,395
Thermo Fisher Scientific 2.800%, 10/15/2041		1,110		1,134
2.000%, 10/15/2031		1,345		1,343
Trinity Health 4.125%, 12/01/2045		2,392		3,002
UnitedHealth Group 6.875%, 02/15/2038		1,115		1,734
6.625%, 11/15/2037		1,080		1,652
6.500%, 06/15/2037		1,265		1,911
5.950%, 02/15/2041		1,130		1,665
5.800%, 03/15/2036		620		876
5.700%, 10/15/2040		415		589
4.750%, 07/15/2045		7,030		9,371
4.625%, 07/15/2035		1,050		1,335
4.450%, 12/15/2048		13,404		17,431

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 03/15/2042	$	30	$	37
4.250%, 03/15/2043		841		1,045
4.250%, 04/15/2047		4,835		6,055
4.250%, 06/15/2048		2,850		3,595
4.200%, 01/15/2047		4,617		5,713
3.950%, 10/15/2042		1,020		1,217
3.875%, 08/15/2059		1,105		1,336
3.750%, 10/15/2047		825		965
3.700%, 08/15/2049		1,565		1,820
3.500%, 08/15/2039		4,635		5,231
3.250%, 05/15/2051		8,530		9,345
3.125%, 05/15/2060		35		37
3.050%, 05/15/2041		3,925		4,163
2.900%, 05/15/2050		2,015		2,086
2.300%, 05/15/2031		4,580		4,743
West Virginia United Health System Obligated Group 3.129%, 06/01/2050		900		934
Willis-Knighton Medical Center 4.813%, 09/01/2048		2,005		2,635
Wyeth LLC 6.500%, 02/01/2034		2,210		3,227
5.950%, 04/01/2037		19,379		27,751
Yale-New Haven Health Services 2.496%, 07/01/2050		1,000		953
				475,497
Industrials — 5.7%
3M 3.700%, 04/15/2050		1,701		2,025
3.250%, 08/26/2049		2,187		2,404
Air Canada Pass-Through Trust, Ser 2013-1, Cl A 4.125%, 05/15/2025 (A)		347		355
Airbus 3.950%, 04/10/2047 (A)		2,500		2,863
American Airlines Pass-Through Trust, Ser 2016-2, Cl AA 3.200%, 06/15/2028		3,161		3,213
BAE Systems PLC 3.000%, 09/15/2050 (A)		1,200		1,193
Boeing 5.930%, 05/01/2060		2,420		3,364
5.805%, 05/01/2050		4,580		6,221
5.705%, 05/01/2040		390		505
5.150%, 05/01/2030		1,190		1,408
Burlington Northern Santa Fe LLC 5.150%, 09/01/2043		1,495		2,055
4.900%, 04/01/2044		10,061		13,486
4.550%, 09/01/2044		4,960		6,343
4.450%, 03/15/2043		560		717
4.400%, 03/15/2042		2,825		3,524

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 09/01/2042	$	290	$	361
4.150%, 04/01/2045		6,480		7,930
4.125%, 06/15/2047		3,815		4,655
4.050%, 06/15/2048		4,650		5,662
3.550%, 02/15/2050		700		795
3.300%, 09/15/2051		2,175		2,384
Canadian National Railway 6.200%, 06/01/2036		6,610		9,453
4.500%, 11/07/2043		3,800		4,617
3.650%, 02/03/2048		1,335		1,511
3.200%, 08/02/2046		3,270		3,451
Canadian Pacific Railway 6.125%, 09/15/2115		1,405		2,217
Caterpillar 5.200%, 05/27/2041		395		549
4.750%, 05/15/2064		510		743
3.803%, 08/15/2042		3,765		4,494
Crane 4.200%, 03/15/2048		775		865
Cummins 2.600%, 09/01/2050		3,535		3,421
Deere 3.900%, 06/09/2042		2,365		2,875
3.750%, 04/15/2050		2,080		2,548
2.875%, 09/07/2049		1,795		1,908
Emerson Electric 2.750%, 10/15/2050		820		832
FedEx 5.250%, 05/15/2050		1,960		2,701
GE Capital International Funding Unlimited 4.418%, 11/15/2035		8,467		10,277
General Dynamics 4.250%, 04/01/2040		1,215		1,511
4.250%, 04/01/2050		1,665		2,157
2.250%, 06/01/2031		4,165		4,318
General Electric 4.350%, 05/01/2050		1,350		1,661
4.250%, 05/01/2040		1,955		2,328
General Electric MTN 6.750%, 03/15/2032		1,365		1,896
Georgia-Pacific LLC 8.875%, 05/15/2031		475		755
7.250%, 06/01/2028		330		439
Lockheed Martin 4.700%, 05/15/2046		1,000		1,341
4.090%, 09/15/2052		5,007		6,341
4.070%, 12/15/2042		4,350		5,338
2.800%, 06/15/2050		6,609		6,766
Norfolk Southern 5.100%, 08/01/2118		1,900		2,539
4.050%, 08/15/2052		876		1,046

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Parker-Hannifin
4.100%, 03/01/2047	$	2,404	$	2,839
4.000%, 06/14/2049		1,045		1,226
Parker-Hannifin MTN
4.450%, 11/21/2044		1,015		1,256
Raytheon Technologies
6.125%, 07/15/2038		845		1,206
4.700%, 12/15/2041		560		711
4.625%, 11/16/2048		785		1,013
4.500%, 06/01/2042		5,085		6,362
3.750%, 11/01/2046		1,089		1,239
Rockefeller Foundation
2.492%, 10/01/2050		3,465		3,460
Rockwell Automation
4.200%, 03/01/2049		2,500		3,189
Siemens Financieringsmaatschappij
2.875%, 03/11/2041 (A)		6,300		6,588
Snap-on
4.100%, 03/01/2048		3,896		4,826
Stanley Black & Decker
5.200%, 09/01/2040		280		374
TTX
4.600%, 02/01/2049 (A)		1,642		2,180
Union Pacific
3.875%, 02/01/2055		730		844
3.839%, 03/20/2060		2,279		2,654
3.750%, 02/05/2070		500		570
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		1,138		1,242
United Parcel Service
7.620%, 04/01/2030		710		1,006
6.200%, 01/15/2038		5,177		7,702
5.300%, 04/01/2050		1,490		2,211
5.200%, 04/01/2040		725		990
3.625%, 10/01/2042		1,380		1,613
3.400%, 11/15/2046		3,925		4,443
3.400%, 09/01/2049		2,935		3,331
US Airways Pass-Through Trust, Ser 2012-1, Cl A
5.900%, 10/01/2024		613		644
Waste Connections
3.050%, 04/01/2050		618		638
WW Grainger
4.600%, 06/15/2045		1,328		1,742
4.200%, 05/15/2047		3,838		4,821
				233,281
Information Technology — 9.0%
Apple 4.650%, 02/23/2046		12,736		16,944
4.450%, 05/06/2044		780		1,015

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 05/13/2045	$	14,823	$	19,005
3.850%, 05/04/2043		4,330		5,165
3.850%, 08/04/2046		15,327		18,327
3.750%, 09/12/2047		7,010		8,286
3.750%, 11/13/2047		175		207
3.450%, 02/09/2045		7,670		8,649
2.950%, 09/11/2049		30		31
2.900%, 09/12/2027		670		732
2.850%, 08/05/2061		2,770		2,765
2.800%, 02/08/2061		1,885		1,884
2.700%, 08/05/2051		6,780		6,750
2.650%, 05/11/2050		1,225		1,214
2.650%, 02/08/2051		12,610		12,485
2.550%, 08/20/2060		1,350		1,270
2.375%, 02/08/2041		1,640		1,610
Applied Materials
4.350%, 04/01/2047		2,244		2,875
2.750%, 06/01/2050		1,050		1,053
Broadcom
3.500%, 02/15/2041 (A)		540		556
Cisco Systems
5.900%, 02/15/2039		3,985		5,798
5.500%, 01/15/2040		5,439		7,681
Deutsche Telekom International Finance
9.250%, 06/01/2032		2,192		3,591
Intel
4.950%, 03/25/2060		425		599
4.750%, 03/25/2050		1,475		1,975
4.100%, 05/19/2046		3,219		3,893
4.100%, 05/11/2047		4,555		5,493
4.000%, 12/15/2032		150		181
3.734%, 12/08/2047		13,600		15,569
3.250%, 11/15/2049		3,825		4,085
3.050%, 08/12/2051		2,000		2,062
International Business Machines
4.250%, 05/15/2049		3,725		4,658
4.000%, 06/20/2042		2,240		2,654
Lam Research
2.875%, 06/15/2050		390		402
Mastercard
3.950%, 02/26/2048		1,380		1,699
3.850%, 03/26/2050		8,036		9,809
3.650%, 06/01/2049		2,040		2,417
Microsoft
3.700%, 08/08/2046		5,093		6,195
3.500%, 02/12/2035		1,725		2,030
3.450%, 08/08/2036		2,385		2,790
3.041%, 03/17/2062		10,938		11,871
2.921%, 03/17/2052		28,139		30,259
2.675%, 06/01/2060		4,465		4,506
2.525%, 06/01/2050		29,992		29,920
2.400%, 08/08/2026		1,165		1,245

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NVIDIA
3.500%, 04/01/2040	$	3,590	$	4,085
3.500%, 04/01/2050		5,595		6,420
Oracle
4.375%, 05/15/2055		2,065		2,432
4.125%, 05/15/2045		4,060		4,551
4.000%, 07/15/2046		10,544		11,612
3.800%, 11/15/2037		5,495		6,018
3.600%, 04/01/2040		9,678		10,274
PayPal Holdings
3.250%, 06/01/2050		1,890		2,086
QUALCOMM
4.300%, 05/20/2047		4,475		5,693
salesforce.com
3.050%, 07/15/2061		1,635		1,703
2.900%, 07/15/2051		7,140		7,339
2.700%, 07/15/2041		1,940		1,979
Texas Instruments
4.150%, 05/15/2048		7,487		9,490
Visa
4.300%, 12/14/2045		10,630		13,628
4.150%, 12/14/2035		1,165		1,435
2.700%, 04/15/2040		1,025		1,066
2.000%, 08/15/2050		3,610		3,214
				365,230
Materials — 0.7%
Air Liquide Finance
3.500%, 09/27/2046 (A)		1,855		2,124
Barrick Gold
5.250%, 04/01/2042		280		370
Barrick North America Finance LLC
5.750%, 05/01/2043		1,320		1,854
Barrick PD Australia Finance Pty
5.950%, 10/15/2039		1,245		1,743
BHP Billiton Finance USA
6.420%, 03/01/2026		1,320		1,625
5.000%, 09/30/2043		5,220		7,192
Ecolab
5.500%, 12/08/2041		2,757		3,905
International Flavors and Fragrances
5.000%, 09/26/2048		760		1,012
3.468%, 12/01/2050 (A)		370		402
International Paper
8.700%, 06/15/2038		1,000		1,655
Rio Tinto Finance USA
5.200%, 11/02/2040		2,502		3,431
Vale Canada
7.200%, 09/15/2032		310		406
Vale Overseas
6.875%, 11/21/2036		1,150		1,613
6.875%, 11/10/2039		723		1,035

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vale SA
5.625%, 09/11/2042	$	840	$	1,081
				29,448
Real Estate — 1.4%
American Homes 4 Rent
3.375%, 07/15/2051		300		309
AvalonBay Communities MTN
4.350%, 04/15/2048		220		283
4.150%, 07/01/2047		1,200		1,498
Crown Castle Towers LLC
3.663%, 05/15/2025 (A)		2,585		2,734
CyrusOne
3.450%, 11/15/2029		2,800		2,942
ERP Operating
4.500%, 06/01/2045		1,450		1,844
4.000%, 08/01/2047		1,525		1,827
GLP Capital LP / GLP Financing II
5.750%, 06/01/2028		5		6
5.300%, 01/15/2029		1,070		1,256
Mid-America Apartments
2.875%, 09/15/2051		5,377		5,284
Nationwide Health Properties MTN
6.900%, 10/01/2037		1,600		2,078
Prologis
3.000%, 04/15/2050		1,080		1,132
Realty Income
4.650%, 03/15/2047		1,355		1,784
1.800%, 03/15/2033		1,785		1,727
Regency Centers
4.650%, 03/15/2049		1,486		1,862
4.400%, 02/01/2047		530		637
Simon Property Group LP
6.750%, 02/01/2040		3,865		5,832
4.250%, 11/30/2046		2,585		3,075
3.800%, 07/15/2050		2,615		2,928
3.250%, 09/13/2049		2,330		2,394
2.650%, 07/15/2030		2,140		2,232
2.200%, 02/01/2031		1,365		1,361
Spirit Realty
4.000%, 07/15/2029		4,890		5,488
3.200%, 02/15/2031		130		138
2.700%, 02/15/2032		545		549
Ventas Realty
5.700%, 09/30/2043		1,208		1,624
4.875%, 04/15/2049		245		309
Welltower
5.125%, 03/15/2043		1,085		1,370
4.950%, 09/01/2048		100		129
				54,632

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Utilities — 16.1%
AEP Texas
4.150%, 05/01/2049	$	2,465	$	2,903
AEP Transmission LLC
4.000%, 12/01/2046		5,703		6,875
3.800%, 06/15/2049		2,290		2,687
3.750%, 12/01/2047		400		462
3.650%, 04/01/2050		1,385		1,590
2.750%, 08/15/2051		1,425		1,400
Alabama Power
5.500%, 03/15/2041		648		880
5.200%, 06/01/2041		155		204
4.300%, 07/15/2048		2,300		2,910
4.150%, 08/15/2044		135		163
3.850%, 12/01/2042		6,767		7,915
3.700%, 12/01/2047		1,500		1,721
Ameren Illinois
3.700%, 12/01/2047		5,345		6,233
3.250%, 03/15/2050		55		60
2.900%, 06/15/2051		4,489		4,649
American Water Capital
4.150%, 06/01/2049		690		843
3.750%, 09/01/2047		1,950		2,238
Appalachian Power
6.700%, 08/15/2037		50		71
5.800%, 10/01/2035		125		165
4.500%, 03/01/2049		500		627
Arizona Public Service
5.050%, 09/01/2041		50		65
4.500%, 04/01/2042		12		15
4.350%, 11/15/2045		1,735		2,099
4.250%, 03/01/2049		450		551
4.200%, 08/15/2048		1,200		1,452
Atmos Energy
4.125%, 10/15/2044		2,805		3,345
4.125%, 03/15/2049		2,725		3,362
Avista
4.350%, 06/01/2048		1,600		2,037
Baltimore Gas & Electric
5.200%, 06/15/2033		1,375		1,721
3.500%, 08/15/2046		4,995		5,576
2.900%, 06/15/2050		1,215		1,236
2.250%, 06/15/2031		3,185		3,252
Berkshire Hathaway Energy
4.450%, 01/15/2049		2,850		3,592
4.250%, 10/15/2050		5,590		6,922
3.800%, 07/15/2048		10,705		12,215
Black Hills
4.200%, 09/15/2046		1,135		1,297
Brooklyn Union Gas
4.273%, 03/15/2048 (A)		2,050		2,376

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CenterPoint Energy Houston Electric LLC
4.500%, 04/01/2044	$	500	$	649
4.250%, 02/01/2049		1,760		2,269
3.950%, 03/01/2048		500		600
3.350%, 04/01/2051		945		1,055
2.900%, 07/01/2050		1,000		1,038
CenterPoint Energy Resources
6.250%, 02/01/2037		1,095		1,459
Commonwealth Edison
4.700%, 01/15/2044		6,023		7,847
4.600%, 08/15/2043		2,070		2,656
4.000%, 03/01/2048		2,130		2,557
4.000%, 03/01/2049		1,325		1,603
3.750%, 08/15/2047		4,200		4,885
3.700%, 03/01/2045		9,255		10,662
3.125%, 03/15/2051		5,230		5,539
Connecticut Light & Power
4.150%, 06/01/2045		3,460		4,247
4.000%, 04/01/2048		4,817		5,869
Consolidated Edison of New York
6.750%, 04/01/2038		1,915		2,879
6.200%, 06/15/2036		65		92
5.700%, 06/15/2040		40		55
4.650%, 12/01/2048		380		478
4.625%, 12/01/2054		2,685		3,437
4.500%, 05/15/2058		930		1,156
4.450%, 03/15/2044		650		793
3.950%, 03/01/2043		6,685		7,644
3.875%, 06/15/2047		4,023		4,578
3.850%, 06/15/2046		3,427		3,862
3.700%, 11/15/2059		850		927
3.000%, 12/01/2060		1,700		1,620
Consumers Energy
4.350%, 04/15/2049		4,028		5,183
3.500%, 08/01/2051		1,400		1,614
3.100%, 08/15/2050		830		888
2.650%, 08/15/2052		1,735		1,701
2.500%, 05/01/2060		650		596
Dayton Power & Light
3.950%, 06/15/2049		250		288
Dominion Energy
5.250%, 08/01/2033		20		25
4.600%, 03/15/2049		850		1,092
Dominion Energy South Carolina
5.100%, 06/01/2065		1,665		2,463
DTE Electric
3.950%, 06/15/2042		80		92
3.700%, 03/15/2045		5,280		6,070
Duke Energy Carolinas LLC
6.450%, 10/15/2032		110		153
6.100%, 06/01/2037		1,910		2,657
6.050%, 04/15/2038		2,285		3,272

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.000%, 01/15/2038	$	3,366	$	4,808
5.300%, 02/15/2040		6,675		9,136
4.250%, 12/15/2041		1,715		2,079
4.000%, 09/30/2042		12,030		14,234
3.875%, 03/15/2046		2,170		2,550
3.750%, 06/01/2045		200		231
Duke Energy Florida LLC
6.400%, 06/15/2038		2,695		3,975
4.200%, 07/15/2048		1,030		1,273
3.400%, 10/01/2046		2,980		3,299
Duke Energy Florida Project Finance LLC
3.112%, 09/01/2036		4,330		4,650
Duke Energy Indiana LLC
6.450%, 04/01/2039		4,275		6,303
6.350%, 08/15/2038		1,735		2,562
4.900%, 07/15/2043		880		1,147
3.750%, 05/15/2046		1,750		1,998
3.250%, 10/01/2049		2,170		2,317
2.750%, 04/01/2050		1,352		1,324
Duke Energy Ohio
4.300%, 02/01/2049		715		900
2.125%, 06/01/2030		935		948
Duke Energy Progress LLC
4.375%, 03/30/2044		2,880		3,615
4.200%, 08/15/2045		3,970		4,862
4.150%, 12/01/2044		1,250		1,521
4.100%, 05/15/2042		530		633
4.100%, 03/15/2043		860		1,048
3.600%, 09/15/2047		1,850		2,094
East Ohio Gas
3.000%, 06/15/2050 (A)		1,540		1,564
Electricite de France
6.000%, 01/22/2114 (A)		858		1,255
5.000%, 09/21/2048 (A)		2,415		3,234
Elm Road Generating Station Supercritical
5.848%, 01/19/2041 (A)		1,000		1,281
Entergy Arkansas LLC
3.350%, 06/15/2052		3,185		3,518
Entergy Louisiana LLC
4.200%, 09/01/2048		2,290		2,820
4.200%, 04/01/2050		1,445		1,803
4.000%, 03/15/2033		1,415		1,663
2.900%, 03/15/2051		2,940		2,965
Essential Utilities
4.276%, 05/01/2049		1,045		1,259
Evergy Kansas Central
3.450%, 04/15/2050		1,430		1,573
Evergy Metro
5.300%, 10/01/2041		150		203
4.200%, 06/15/2047		500		614
4.200%, 03/15/2048		1,000		1,229

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Exelon
4.950%, 06/15/2035	$	1,580	$	1,963
4.700%, 04/15/2050		700		896
Florida Power & Light
5.960%, 04/01/2039		2,390		3,511
5.690%, 03/01/2040		4,978		7,108
5.650%, 02/01/2037		1,000		1,387
4.050%, 06/01/2042		2,770		3,377
4.050%, 10/01/2044		2,715		3,325
3.950%, 03/01/2048		3,325		4,084
3.800%, 12/15/2042		3,935		4,671
3.700%, 12/01/2047		600		719
Georgia Power
4.300%, 03/15/2042		6,235		7,390
4.300%, 03/15/2043		2,865		3,444
3.700%, 01/30/2050		2,260		2,515
Gulf Power
4.550%, 10/01/2044		700		817
Idaho Power
4.200%, 03/01/2048		1,805		2,251
Indiana Michigan Power
4.550%, 03/15/2046		780		998
4.250%, 08/15/2048		1,205		1,509
Indianapolis Power & Light
4.650%, 06/01/2043 (A)		1,750		2,192
International Transmission
4.625%, 08/15/2043		2,525		3,217
Jersey Central Power & Light
6.150%, 06/01/2037		775		1,053
John Sevier Combined Cycle Generation
4.626%, 01/15/2042		4,234		5,266
KeySpan Gas East
5.819%, 04/01/2041 (A)		2,117		2,899
MidAmerican Energy
4.800%, 09/15/2043		5,260		6,893
4.400%, 10/15/2044		7,545		9,471
4.250%, 05/01/2046		2,775		3,448
3.950%, 08/01/2047		635		763
3.650%, 08/01/2048		3,525		4,050
3.150%, 04/15/2050		2,880		3,066
MidAmerican Energy MTN
5.800%, 10/15/2036		635		894
5.750%, 11/01/2035		640		886
Narragansett Electric
4.170%, 12/10/2042 (A)		1,000		1,157
Niagara Mohawk Power
4.278%, 10/01/2034 (A)		4,503		5,285
4.119%, 11/28/2042 (A)		2,000		2,299
NiSource
5.800%, 02/01/2042		900		1,233
3.600%, 05/01/2030		1,626		1,811

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northern States Power
6.250%, 06/01/2036	$	3,755	$	5,495
6.200%, 07/01/2037		6,850		10,122
3.600%, 05/15/2046		500		571
3.400%, 08/15/2042		464		521
3.200%, 04/01/2052		875		959
2.250%, 04/01/2031		915		946
NSTAR Electric
3.100%, 06/01/2051		2,625		2,824
Oglethorpe Power
5.375%, 11/01/2040		2,115		2,729
5.250%, 09/01/2050		850		1,100
4.250%, 04/01/2046		1,520		1,733
4.200%, 12/01/2042		3,315		3,763
Ohio Edison
8.250%, 10/15/2038		655		1,071
Oklahoma Gas & Electric
4.550%, 03/15/2044		1,395		1,712
Oncor Electric Delivery LLC
5.350%, 10/01/2052		861		1,289
5.300%, 06/01/2042		464		650
5.250%, 09/30/2040		4,606		6,336
4.550%, 12/01/2041		4,215		5,357
4.100%, 11/15/2048		750		924
3.800%, 06/01/2049		4,925		5,860
3.700%, 05/15/2050		1,970		2,334
3.100%, 09/15/2049		85		91
Pacific Gas and Electric
4.450%, 04/15/2042		1,465		1,453
4.200%, 06/01/2041		1,355		1,326
3.750%, 08/15/2042		95		85
PacifiCorp
6.250%, 10/15/2037		3,180		4,553
6.000%, 01/15/2039		4,575		6,512
4.100%, 02/01/2042		2,275		2,643
3.300%, 03/15/2051		820		875
2.900%, 06/15/2052		2,210		2,207
PECO Energy
4.800%, 10/15/2043		1,505		1,956
3.700%, 09/15/2047		800		926
3.050%, 03/15/2051		1,919		2,030
Pennsylvania Electric
6.150%, 10/01/2038		100		136
Piedmont Natural Gas
4.650%, 08/01/2043		1,330		1,656
3.640%, 11/01/2046		1,300		1,417
Potomac Electric Power
4.950%, 11/15/2043		950		1,253
PPL Electric Utilities
4.750%, 07/15/2043		3,600		4,725
4.125%, 06/15/2044		1,925		2,342
3.950%, 06/01/2047		3,925		4,716

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Public Service Electric & Gas MTN
4.150%, 11/01/2045	$	2,106	$	2,519
4.050%, 05/01/2048		2,176		2,669
4.000%, 06/01/2044		695		815
3.800%, 01/01/2043		500		585
3.800%, 03/01/2046		2,200		2,575
3.650%, 09/01/2042		1,435		1,643
3.600%, 12/01/2047		4,280		4,893
3.200%, 08/01/2049		3,975		4,306
Public Service of Colorado
6.500%, 08/01/2038		45		68
6.250%, 09/01/2037		1,385		2,061
4.750%, 08/15/2041		45		58
4.300%, 03/15/2044		1,775		2,186
4.050%, 09/15/2049		1,685		2,105
3.950%, 03/15/2043		4,970		5,823
3.200%, 03/01/2050		1,325		1,434
Public Service of New Hampshire
3.600%, 07/01/2049		1,970		2,279
Puget Sound Energy
5.795%, 03/15/2040		130		185
4.223%, 06/15/2048		2,470		3,056
San Diego Gas & Electric
6.000%, 06/01/2026		340		415
4.100%, 06/15/2049		1,540		1,865
3.750%, 06/01/2047		2,380		2,702
3.320%, 04/15/2050		5,639		6,072
Sempra Energy
4.000%, 02/01/2048		1,117		1,263
Southern
4.400%, 07/01/2046		700		841
Southern California Edison
5.950%, 02/01/2038		280		365
4.650%, 10/01/2043		2,480		2,850
4.125%, 03/01/2048		4,665		5,044
4.050%, 03/15/2042		5,355		5,711
4.000%, 04/01/2047		3,055		3,220
3.650%, 03/01/2028		2,075		2,276
3.650%, 02/01/2050		400		408
Southern California Gas
4.300%, 01/15/2049		1,385		1,753
4.125%, 06/01/2048		4,025		4,872
3.750%, 09/15/2042		2,635		2,953
2.550%, 02/01/2030		1,190		1,243
Southern Gas Capital
4.400%, 06/01/2043		825		995
4.400%, 05/30/2047		50		60
3.950%, 10/01/2046		490		558
Southwest Gas
3.800%, 09/29/2046		1,065		1,181
Southwestern Electric Power
6.200%, 03/15/2040		1,204		1,707

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.850%, 02/01/2048	$	3,505	$	3,939
Southwestern Public Service
4.500%, 08/15/2041		10,725		13,364
3.700%, 08/15/2047		2,620		2,981
Tampa Electric
4.350%, 05/15/2044		1,225		1,518
3.625%, 06/15/2050		1,889		2,128
3.450%, 03/15/2051		600		662
Tucson Electric Power
4.850%, 12/01/2048		2,110		2,785
4.000%, 06/15/2050		265		321
3.250%, 05/01/2051		1,500		1,574
Virginia Electric & Power
8.875%, 11/15/2038		1,982		3,558
6.350%, 11/30/2037		920		1,349
4.650%, 08/15/2043		4,770		6,070
4.600%, 12/01/2048		3,310		4,375
4.450%, 02/15/2044		6,250		7,814
4.000%, 01/15/2043		300		354
Wisconsin Electric Power
3.650%, 12/15/2042		2,310		2,593
Wisconsin Power & Light
4.100%, 10/15/2044		325		386
3.650%, 04/01/2050		640		740
Wisconsin Public Service
4.752%, 11/01/2044		1,725		2,262
Xcel Energy
4.800%, 09/15/2041		1,707		2,146
				656,326
Total Corporate Obligations
(Cost $3,129,574) ($ Thousands)				3,536,647
U.S. TREASURY OBLIGATIONS — 6.2%
U.S. Treasury Bills
0.071%, 10/07/2021 (B)		11,260		11,260
U.S. Treasury Bonds
2.375%, 05/15/2051		71,045		78,460
2.250%, 05/15/2041		41,190		44,073
2.000%, 08/15/2051		33,367		33,961
1.875%, 02/15/2041		4,187		4,219
1.875%, 02/15/2051		27,211		26,862
1.750%, 08/15/2041		17,385		17,111
U.S. Treasury Inflation-Protected Securities
1.000%, 02/15/2049		2,233		3,079
U.S. Treasury Notes
1.250%, 08/15/2031		25,615		25,483
0.625%, 07/31/2026		85		84
0.125%, 06/30/2023		4,795		4,791
0.125%, 07/31/2023		340		340

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 08/31/2023	$	1,330	$	1,328
Total U.S. Treasury Obligations
(Cost $246,504) ($ Thousands)				251,051
MUNICIPAL BONDS — 5.6%
California — 2.6%
Bay Area, Toll Authority, Build America Project, RB
6.263%, 04/01/2049		2,545		4,176
California State University, Ser B, RB
2.719%, 11/01/2052		890		883
California State University, Ser B, RB Callable 05/01/2047 @ 100
3.899%, 11/01/2047		2,375		2,818
California State, Build America Project, GO
7.625%, 03/01/2040		870		1,485
7.600%, 11/01/2040		385		683
7.550%, 04/01/2039		1,535		2,640
7.500%, 04/01/2034		17,795		28,085
7.300%, 10/01/2039		12,750		20,639
East Bay, Municipal Utility District Water System Revenue, RB
5.874%, 06/01/2040		1,255		1,855
Los Angeles County, Metropolitan Transportation Authority, RB
5.735%, 06/01/2039		960		1,292
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		1,025		1,789
Los Angeles, Community College District, Ser D, GO
6.680%, 08/01/2036		500		773
Los Angeles, Department of Airports, RB
3.887%, 05/15/2038		1,430		1,698
Los Angeles, Department of Water & Power, RB
5.716%, 07/01/2039		1,510		2,169
Los Angeles, Department of Water & Power, Ser C, RB
5.516%, 07/01/2027		955		1,186
Los Angeles, Unified School District, Build America Project, GO
5.750%, 07/01/2034		1,785		2,407
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		4,950		7,137
San Diego County, Water Authority, Build America Project, RB
6.138%, 05/01/2049		1,000		1,532

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB
6.000%, 11/01/2040	$	1,000	$	1,413
San Francisco, Public Utilities Commission, Water Revenue, Ser E, RB Callable 11/01/2030 @ 100
2.825%, 11/01/2041		855		880
San Jose, Redevelopment Agency, Ser A-T, TA Callable 08/01/2027 @ 100
3.375%, 08/01/2034		1,250		1,379
University of California Regents, Ser N, RB Callable 11/15/2049 @ 100
3.006%, 05/15/2050		2,005		2,050
University of California Regents, Ser N, RB Callable 11/15/2059 @ 100
3.256%, 05/15/2060		1,995		2,133
University of California, RB
5.946%, 05/15/2045		3,000		4,292
5.770%, 05/15/2043		2,980		4,227
University of California, Ser AP, RB
3.931%, 05/15/2045		950		1,096
University of California, Ser AQ, RB
4.767%, 05/15/2115		1,701		2,468
University of California, Ser J, RB
4.131%, 05/15/2045		1,000		1,197
				104,382
District of Columbia — 0.0%
District of Columbia, Water & Sewer Authority, RB
4.814%, 10/01/2114		530		794
Florida — 0.1%
Florida State, Board of Administration Finance, Ser A, RB
2.154%, 07/01/2030		3,812		3,911
Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		2,038		3,062
6.637%, 04/01/2057		912		1,395
				4,457
Illinois — 0.1%
Greater Chicago, Metropolitan Water Reclamation District, GO
5.720%, 12/01/2038		3,205		4,578

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Kansas — 0.1%
Kansas State, Development Finance Authority, Ser H, RB
4.727%, 04/15/2037	$	2,890	$	3,678
Maryland — 0.0%
Baltimore, Revenue Authority, Water Project, Ser B, RB Callable 07/01/2030 @ 100
2.814%, 07/01/2040		890		906
Massachusetts — 0.2%
Massachusetts State, Build America Project, GO
5.456%, 12/01/2039		4,085		5,734
Massachusetts State, Educational Financing Authority, Ser A, RB
3.105%, 07/01/2030		1,695		1,806
				7,540
Michigan — 0.0%
Michigan State University, Build America Project, RB Callable 02/15/2030 @ 100
6.173%, 02/15/2050		850		1,109
Missouri — 0.0%
Missouri State, Health & Educational Facilities Authority, Ser A, RB
3.685%, 02/15/2047		675		808
New Jersey — 0.2%
New Jersey State, Turnpike Authority, Build America Project, RB
7.414%, 01/01/2040		985		1,643
7.102%, 01/01/2041		2,460		3,982
New Jersey State, Turnpike Authority, Ser F, RB
3.729%, 01/01/2036		1,000		1,182
				6,807
New York — 1.1%
New York & New Jersey, Port Authority, RB
4.926%, 10/01/2051		245		348
4.458%, 10/01/2062		4,715		6,480
New York & New Jersey, Port Authority, Ser 181, RB
4.960%, 08/01/2046		465		643
New York City, Build America Project, GO
5.985%, 12/01/2036		1,340		1,827

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Municipal Water Finance Authority, Build America Project, RB
6.011%, 06/15/2042	$	750	$	1,170
5.882%, 06/15/2044		500		784
5.724%, 06/15/2042		3,720		5,670
5.440%, 06/15/2043		3,000		4,472
New York City, Transitional Finance Authority, Build America Project, RB
5.572%, 11/01/2038		2,475		3,320
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.767%, 08/01/2036		7,140		9,216
5.508%, 08/01/2037		1,890		2,563
5.267%, 05/01/2027		1,000		1,207
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039		4,220		4,693
New York State, Urban Development, RB
5.770%, 03/15/2039		1,970		2,472
				44,865
Ohio — 0.2%
JobsOhio Beverage System, Ser A, RB
2.833%, 01/01/2038		460		487
Ohio State University, Build America Project, GO
4.910%, 06/01/2040		2,265		3,070
Ohio State University, Ser A, RB
4.048%, 12/01/2056		1,650		2,130
Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB
3.700%, 01/01/2043		970		1,122
				6,809
Pennsylvania — 0.1%
Pennsylvania State, Financing Authority, Ser A, RB
4.144%, 06/01/2038		2,865		3,436
Texas — 0.7%
Dallas County, Hospital District, Build America Project, Ser C, GO
5.621%, 08/15/2044		2,250		3,211
Dallas Fort Worth International Airport, Ser A, RB
2.994%, 11/01/2038		4,095		4,443
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		1,325		1,819
Houston, GO
3.961%, 03/01/2047		1,500		1,809

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049	$	1,165	$	1,972
North Texas, Tollway Authority, RB Callable 01/01/2029 @ 100
3.079%, 01/01/2042		1,170		1,210
San Antonio, Electric & Gas Systems Revenue, RB
5.808%, 02/01/2041		2,800		4,140
Texas State, Build America Project, GO
5.517%, 04/01/2039		3,825		5,606
University of Texas, Build America Bonds, RB
5.262%, 07/01/2039		4,540		6,463
				30,673
Virginia — 0.0%
Virginia Commonwealth University, Health System Authority, Ser A, RB
4.956%, 01/01/2044		475		663
Washington — 0.1%
Washington State, Build America Project, GO
5.140%, 08/01/2040		2,495		3,523
Total Municipal Bonds
(Cost $198,864) ($ Thousands)				228,939
SOVEREIGN DEBT — 0.6%
Chile Government International Bond
3.500%, 01/25/2050		7,300		7,797
3.500%, 04/15/2053		765		820
3.100%, 05/07/2041		4,930		5,005
Indonesia Government International Bond
3.700%, 10/30/2049		1,530		1,630
Israel Government International Bond
4.125%, 01/17/2048		1,370		1,688
3.875%, 07/03/2050		3,620		4,263
3.375%, 01/15/2050		1,525		1,661
Mexico Government International Bond MTN
5.750%, 10/12/2110		285		348
4.750%, 03/08/2044		490		551
Total Sovereign Debt
(Cost $22,611) ($ Thousands)				23,763

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITY — 0.0%
Other Asset-Backed Securities — 0.0%
American Tower Trust I, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (A)	$	2,774	$	2,785
Total Asset-Backed Security (Cost $2,706) ($ Thousands)				2,785
		Shares
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		47,799,404		47,799
Total Cash Equivalent (Cost $47,799) ($ Thousands)				47,799
Total Investments in Securities — 100.5%
(Cost $3,648,058) ($ Thousands)			$	4,090,984
		Contracts
PURCHASED SWAPTION (C)* — 0.0%
Total Purchased Swaption (Cost $78) ($ Thousands)		2,500,000	$	68

A list of the OTC swaption contracts held by the Fund at August 31, 2021, is as follows:

Description	Counterparty	Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTION — 0.0%
Put Swaption
3Y30Y Put*	Bank of America Merill Lynch		2,500,000		$2.75		01/23/2024	$	68

A list of the open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
U.S. 10-Year Treasury Notes		1,176		Dec-2021	$	157,172		$	156,941		$	(231	)
U.S. Long Treasury Bond		83		Dec-2021		13,501			13,526			25
U.S. Ultra Long Treasury Bond		86		Dec-2021		16,961			16,966			5
Ultra 10-Year U.S. Treasury Notes		246		Dec-2021		36,463			36,412			(51	)
						224,097			223,845			(252	)
Short Contracts
U.S. Long Treasury Bond		(294)		Dec-2021	$	(48,285	)	$	(47,913	)	$	372
U.S. Ultra Long Treasury Bond		(193)		Dec-2021		(37,915	)		(38,075	)		(160	)
Ultra 10-Year U.S. Treasury Notes		(457)		Dec-2021		(67,715	)		(67,643	)		72
						(153,915	)		(153,631	)		284
					$	70,182		$	70,214		$	32

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Continued)

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2021, 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)
3 MONTH USD – LIBOR	.0725	Semi-Annually		07/24/2025		USD		6,330	$	(3	)	$	–	$	(3	)
3 MONTH USD – LIBOR	.0255	Semi-Annually		07/24/2025		USD		12,660		(19	)		–		(19	)
3 MONTH USD – LIBOR	.0355%	Semi-Annually		07/24/2025		USD		9,375		(12	)		–		(12	)
1.8075	3 MONTH USD - LIBOR	Quarterly		07/24/2053		USD		530		(29	)		–		(29	)
1.7725%	3M USD LIBOR	Quarterly		07/24/2053		USD		1,060		4			–		4
1.785%	3 MONTH USD – LIBOR	Quarterly		07/24/2053		USD		780		–			–		–
									$	(59	)	$	–	$	(59	)

Percentages are based on Net Assets of $4,069,572 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $341,136 ($ Thousands), representing 8.4% of the Net Assets of the Fund.

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

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

Cl — Class

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LP — Limited Partnership

MTN — Medium Term Note

OTC — Over The Counter

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

TA — Tax Allocation

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–		3,536,647		–		3,536,647
U.S. Treasury Obligations		–		251,051		–		251,051
Municipal Bonds		–		228,939		–		228,939
Sovereign Debt		–		23,763		–		23,763
Asset-Backed Security		–		2,785		–		2,785
Cash Equivalent		47,799		–		–		47,799
Total Investments in Securities		47,799		4,043,185		–		4,090,984

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Swaption		68			—			—		68
Futures Contracts *
Unrealized Appreciation		474			—			—		474
Unrealized Depreciation		(442	)		—			—		(442	)
Centrally Cleared Swaps
Interest Rate Swaps *
Unrealized Appreciation		—			4			—		4
Unrealized Depreciation		—			(63	)		—		(63	)
Total Other Financial Instruments		100			(59	)		—		41

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Long Duration Credit Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain/ (Loss)	Change in Unrealized Appreciation/ (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$60,077	$385,332	$(397,610)	$—	$—	$47,799	47,799,404	$1	$—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 41.0%
Communication Services — 2.0%
AT&T 0.690%, VAR United States Secured Overnight Financing Rate + 0.640%, 03/25/2024	$	3,400	$	3,407
Fox 3.666%, 01/25/2022		120		122
NTT Finance 0.373%, 03/03/2023 (A)		4,275		4,275
Verizon Communications 0.840%, VAR United States Secured Overnight Financing Rate + 0.790%, 03/20/2026		1,200		1,221
0.550%, VAR United States Secured Overnight Financing Rate + 0.500%, 03/22/2024		4,465		4,495
				13,520
Consumer Discretionary — 4.2%
7-Eleven 0.625%, 02/10/2023 (A)		5,690		5,684
American Honda Finance MTN 0.875%, 07/07/2023		550		555
BMW US Capital LLC 0.580%, VAR United States Secured Overnight Financing Rate + 0.530%, 04/01/2024 (A)		2,085		2,109
Daimler Finance North America LLC 2.550%, 08/15/2022 (A)		3,650		3,728
2.200%, 10/30/2021 (A)		400		401
Ford Motor Credit LLC 1.416%, VAR ICE LIBOR USD 3 Month + 1.270%, 03/28/2022		750		750
General Motors Financial 4.250%, 05/15/2023		800		848
3.450%, 04/10/2022		1,450		1,469
0.810%, VAR United States Secured Overnight Financing Rate + 0.760%, 03/08/2024		1,000		1,009
Howard University 2.801%, 10/01/2023		575		597
2.638%, 10/01/2021		240		240
Hyundai Capital America MTN 0.800%, 04/03/2023 (A)		1,445		1,446
Lennar 4.750%, 11/15/2022		1,245		1,292
4.125%, 01/15/2022		555		557
Nissan Motor Acceptance MTN 1.900%, 09/14/2021 (A)		700		700
Nordstrom 2.300%, 04/08/2024		530		534

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Starbucks 3.100%, 03/01/2023	$	1,150	$	1,195
Toyota Motor Credit MTN 0.380%, VAR United States Secured Overnight Financing Rate + 0.330%, 01/11/2024		1,300		1,304
VF 2.050%, 04/23/2022		2,056		2,079
Volkswagen Group of America Finance LLC 2.900%, 05/13/2022 (A)		850		865
2.700%, 09/26/2022 (A)		1,125		1,153
				28,515
Consumer Staples — 1.4%
Cargill 1.375%, 07/23/2023 (A)		475		484
Coca-Cola Europacific Partners 0.500%, 05/05/2023 (A)		2,400		2,398
Conagra Brands 3.250%, 09/15/2022		996		1,025
0.500%, 08/11/2023		675		675
Keurig Dr Pepper 0.750%, 03/15/2024		3,570		3,574
Mondelez International 0.625%, 07/01/2022		700		702
OhioHealth 1.119%, 11/15/2021		455		455
				9,313
Energy — 2.8%
Diamondback Energy 0.900%, 03/24/2023		1,850		1,850
Enbridge
0.450%, VAR United States Secured Overnight Financing Rate + 0.400%, 02/17/2023		1,885		1,889
MPLX
1.223%, VAR ICE LIBOR USD 3 Month + 1.100%, 09/09/2022		1,980		1,980
Phillips 66 3.700%, 04/06/2023		455		478
Pioneer Natural Resources 0.750%, 01/15/2024		3,415		3,391
0.550%, 05/15/2023		1,635		1,634
Regency Energy Partners 5.000%, 10/01/2022		1,315		1,361
Saudi Arabian Oil 1.250%, 11/24/2023 (A)		200		202
Saudi Arabian Oil MTN 2.750%, 04/16/2022 (A)		3,525		3,573
Southern Natural Gas LLC 0.625%, 04/28/2023 (A)		695		696

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sunoco Logistics Partners Operations 4.650%, 02/15/2022	$	1,150	$	1,172
Valero Energy 2.700%, 04/15/2023		375		387
				18,613
Financials — 18.3%
AIG Global Funding 0.800%, 07/07/2023 (A)		570		575
Aon 2.200%, 11/15/2022		55		56
Athene Global Funding
0.750%, VAR United States Secured Overnight Financing Rate + 0.700%, 05/24/2024 (A)		1,820		1,830
Bank of America 0.740%, VAR United States Secured Overnight Financing Rate + 0.690%, 04/22/2025		1,600		1,614
Bank of America MTN 1.486%, VAR United States Secured Overnight Financing Rate + 1.460%, 05/19/2024		475		483
0.529%, VAR BSBY3M + 0.430%, 05/28/2024		1,350		1,351
Bank of Montreal 0.400%, VAR United States Secured Overnight Financing Rate + 0.350%, 12/08/2023		1,050		1,053
Bank of Montreal MTN 0.726%, VAR United States Secured Overnight Financing Rate + 0.680%, 03/10/2023		2,765		2,788
0.370%, VAR United States Secured Overnight Financing Rate + 0.320%, 07/09/2024		675		676
Bank of New York Mellon MTN 0.310%, VAR United States Secured Overnight Financing Rate + 0.260%, 04/26/2024		800		804
Bank of Nova Scotia 0.598%, VAR United States Secured Overnight Financing Rate + 0.550%, 09/15/2023		3,325		3,347
0.430%, VAR United States Secured Overnight Financing Rate + 0.380%, 07/31/2024		1,375		1,377
0.330%, VAR United States Secured Overnight Financing Rate + 0.280%, 06/23/2023		725		725
Barclays Bank 1.700%, 05/12/2022		350		353

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BPCE MTN 3.000%, 05/22/2022 (A)	$	2,469	$	2,517
Brighthouse Financial Global Funding MTN 0.810%, VAR United States Secured Overnight Financing Rate + 0.760%, 04/12/2024 (A)		1,080		1,088
Canadian Imperial Bank of Commerce 0.850%, VAR United States Secured Overnight Financing Rate + 0.800%, 03/17/2023		700		707
0.447%, VAR United States Secured Overnight Financing Rate + 0.400%, 12/14/2023		4,215		4,235
Capital One Bank USA 2.014%, VAR United States Secured Overnight Financing Rate + 0.616%, 01/27/2023		575		579
Charles Schwab 0.550%, VAR United States Secured Overnight Financing Rate + 0.500%, 03/18/2024		1,000		1,007
Citigroup 2.312%, VAR United States Secured Overnight Financing Rate + 0.867%, 11/04/2022		1,975		1,982
0.920%, VAR United States Secured Overnight Financing Rate + 0.870%, 11/04/2022		3,730		3,735
0.719%, VAR United States Secured Overnight Financing Rate + 0.669%, 05/01/2025		800		804
Citizens Bank 0.845%, VAR ICE LIBOR USD 3 Month + 0.720%, 02/14/2022		515		516
CNA Financial 7.250%, 11/15/2023		500		571
Credit Suisse NY 0.520%, 08/09/2023		1,375		1,378
0.440%, VAR United States Secured Overnight Financing Rate + 0.390%, 02/02/2024		5,105		5,106
Danske Bank 5.000%, 01/12/2022 (A)		850		863
3.001%, VAR ICE LIBOR USD 3 Month + 1.249%, 09/20/2022 (A)		800		801
Deutsche Bank NY 4.250%, 10/14/2021		1,450		1,456
Equitable Financial Life Global Funding 0.440%, VAR United States Secured Overnight Financing Rate + 0.390%, 04/06/2023 (A)		1,400		1,403

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fifth Third Bank MTN 1.800%, 01/30/2023	$	250	$	255
Goldman Sachs Group 5.750%, 01/24/2022		5,000		5,109
0.627%, VAR United States Secured Overnight Financing Rate + 0.538%, 11/17/2023		895		896
0.547%, VAR United States Secured Overnight Financing Rate + 0.500%, 09/10/2024		550		551
0.480%, VAR United States Secured Overnight Financing Rate + 0.430%, 03/08/2023		950		950
0.460%, VAR United States Secured Overnight Financing Rate + 0.410%, 01/27/2023		950		950
HSBC Bank Canada 0.950%, 05/14/2023 (A)		3,000		3,030
Intercontinental Exchange 2.350%, 09/15/2022		1,100		1,121
0.769%, VAR ICE LIBOR USD 3 Month + 0.650%, 06/15/2023		5,285		5,286
JPMorgan Chase 0.935%, VAR United States Secured Overnight Financing Rate + 0.885%, 04/22/2027		1,600		1,624
0.629%, VAR United States Secured Overnight Financing Rate + 0.580%, 03/16/2024		4,455		4,481
0.585%, VAR United States Secured Overnight Financing Rate + 0.535%, 06/01/2025		925		928
KeyBank 0.786%, VAR ICE LIBOR USD 3 Month + 0.660%, 02/01/2022		1,450		1,454
0.390%, VAR United States Secured Overnight Financing Rate + 0.340%, 01/03/2024		725		726
0.370%, VAR United States Secured Overnight Financing Rate + 0.320%, 06/14/2024		1,075		1,076
Macquarie Bank MTN 0.441%, 12/16/2022 (A)		675		676
MassMutual Global Funding II 0.410%, VAR United States Secured Overnight Financing Rate + 0.360%, 04/12/2024 (A)		1,000		1,002
MassMutual Global Funding II MTN 0.850%, 06/09/2023 (A)		874		883
Metropolitan Life Global Funding I 0.900%, 06/08/2023 (A)		575		581

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Metropolitan Life Global Funding I MTN 0.620%, VAR United States Secured Overnight Financing Rate + 0.570%, 01/13/2023 (A)	$	825	$	830
Mizuho Financial Group 0.759%, VAR ICE LIBOR USD 3 Month + 0.630%, 05/25/2024		1,200		1,207
Morgan Stanley 0.731%, VAR United States Secured Overnight Financing Rate + 0.616%, 04/05/2024		600		602
Morgan Stanley MTN 4.875%, 11/01/2022		1,450		1,524
2.750%, 05/19/2022		2,530		2,576
MUFG Union Bank 0.716%, VAR ICE LIBOR USD 3 Month + 0.600%, 03/07/2022		1,375		1,378
NASDAQ 0.445%, 12/21/2022		430		430
National Bank of Canada 0.900%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.770%, 08/15/2023		850		854
0.750%, 08/06/2024		675		675
Nationwide Building Society 2.000%, 01/27/2023 (A)		600		615
0.550%, 01/22/2024 (A)		750		749
Natwest Group 6.000%, 12/19/2023		925		1,031
NatWest Markets 0.580%, VAR United States Secured Overnight Financing Rate + 0.530%, 08/12/2024 (A)		1,265		1,270
Nordea Bank ABP 1.000%, 06/09/2023 (A)		875		886
Pacific Life Global Funding II 0.500%, 09/23/2023 (A)		735		737
PNC Bank 1.743%, VAR ICE LIBOR USD 3 Month + 0.323%, 02/24/2023		850		856
0.453%, VAR ICE LIBOR USD 3 Month + 0.325%, 02/24/2023		3,130		3,133
Principal Life Global Funding II 0.500%, VAR United States Secured Overnight Financing Rate + 0.450%, 04/12/2024 (A)		430		431
0.430%, VAR United States Secured Overnight Financing Rate + 0.380%, 08/23/2024 (A)		1,300		1,307
Protective Life Global Funding 1.082%, 06/09/2023 (A)		610		618

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Royal Bank of Canada MTN 0.600%, VAR ICE LIBOR USD 3 Month + 0.470%, 04/29/2022	$	2,595	$	2,602
0.500%, VAR United States Secured Overnight Financing Rate + 0.450%, 10/26/2023		725		729
0.350%, VAR United States Secured Overnight Financing Rate + 0.300%, 01/19/2024		1,225		1,226
Santander Holdings USA 4.450%, 12/03/2021		279		281
3.400%, 01/18/2023		675		700
Skandinaviska Enskilda Banken 0.550%, 09/01/2023 (A)		425		426
Standard Chartered PLC 2.744%, VAR ICE LIBOR USD 3 Month + 1.200%, 09/10/2022 (A)		780		780
State Street 2.825%, VAR United States Secured Overnight Financing Rate + 2.690%, 03/30/2023		1,365		1,385
Toronto-Dominion Bank 2.100%, 07/15/2022 (A)		1,870		1,901
Toronto-Dominion Bank MTN 0.530%, VAR United States Secured Overnight Financing Rate + 0.480%, 01/27/2023		1,544		1,553
0.405%, VAR United States Secured Overnight Financing Rate + 0.355%, 03/04/2024		750		753
0.250%, 01/06/2023		2,790		2,791
Truist Financial MTN 0.444%, VAR United States Secured Overnight Financing Rate + 0.400%, 06/09/2025		900		902
UBS 0.370%, VAR United States Secured Overnight Financing Rate + 0.320%, 06/01/2023 (A)		3,650		3,658
UBS MTN 0.410%, VAR United States Secured Overnight Financing Rate + 0.360%, 02/09/2024 (A)		850		856
UBS AG/London 0.700%, 08/09/2024 (A)		850		851
UniCredit MTN 6.572%, 01/14/2022 (A)		515		526
USAA Capital 1.500%, 05/01/2023 (A)		890		908
Wells Fargo MTN 3.500%, 03/08/2022		334		340

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.450%, 02/13/2023	$	850	$	887
				123,123
Health Care — 2.2%
AmerisourceBergen 0.737%, 03/15/2023		1,100		1,102
Anthem 2.950%, 12/01/2022		925		953
AstraZeneca 0.300%, 05/26/2023		1,475		1,473
Cigna 3.050%, 11/30/2022		350		361
0.613%, 03/15/2024		570		570
Gilead Sciences 0.275%, VAR ICE LIBOR USD 3 Month + 0.150%, 09/17/2021		1,383		1,383
Humana 0.650%, 08/03/2023		3,540		3,543
Illumina 0.550%, 03/23/2023		1,000		1,001
Royalty Pharma PLC 0.750%, 09/02/2023		1,450		1,456
Stryker 0.600%, 12/01/2023		410		410
Viatris 1.125%, 06/22/2022 (A)		2,275		2,287
				14,539
Industrials — 1.6%
Air Lease MTN 0.484%, VAR ICE LIBOR USD 3 Month + 0.350%, 12/15/2022		1,200		1,201
Boeing 2.700%, 05/01/2022		725		736
1.167%, 02/04/2023		1,100		1,101
DAE Funding LLC 5.250%, 11/15/2021 (A)		850		852
DAE Funding LLC MTN 1.550%, 08/01/2024 (A)		965		963
Honeywell International 0.483%, 08/19/2022		372		372
Otis Worldwide 0.595%, VAR ICE LIBOR USD 3 Month + 0.450%, 04/05/2023		4,065		4,066
PACCAR Financial MTN 0.800%, 06/08/2023		320		323
Roper Technologies 0.450%, 08/15/2022		280		280
TTX MTN 3.050%, 11/15/2022 (A)		700		721
				10,615

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 1.7%
Fidelity National Information Services 0.375%, 03/01/2023	$	950	$	949
Hewlett Packard Enterprise 4.450%, 10/02/2023		675		729
0.858%, VAR ICE LIBOR USD 3 Month + 0.720%, 10/05/2021		600		600
Microchip Technology 0.972%, 02/15/2024 (A)		610		611
Micron Technology 2.497%, 04/24/2023		650		670
NXP BV 4.625%, 06/01/2023 (A)		650		694
salesforce.com 0.625%, 07/15/2024		2,740		2,746
Skyworks Solutions 0.900%, 06/01/2023		210		211
SYNNEX 1.250%, 08/09/2024 (A)		1,375		1,376
VMware 1.000%, 08/15/2024		2,210		2,219
0.600%, 08/15/2023		830		831
				11,636
Materials — 0.3%
International Flavors & Fragrances 0.697%, 09/15/2022 (A)		380		381
LYB International Finance III LLC 1.145%, VAR ICE LIBOR USD 3 Month + 1.000%, 10/01/2023		875		876
Martin Marietta Materials 0.650%, 07/15/2023		495		496
				1,753
Real Estate — 0.1%
Public Storage 0.520%, VAR United States Secured Overnight Financing Rate + 0.470%, 04/23/2024		750		751
Sovereign — 1.4%
European Investment Bank 0.334%, VAR United States Secured Overnight Financing Rate + 0.290%, 06/10/2022 (A)		4,895		4,903
Inter-American Development Bank 0.307%, VAR United States Secured Overnight Financing Rate + 0.260%, 09/16/2022		3,645		3,652

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
International Bank for Reconstruction & Development MTN
0.180%, VAR United States Secured Overnight Financing Rate + 0.130%, 01/13/2023	$	1,015	$	1,016
				9,571
Utilities — 5.0%
American Electric Power 0.606%, VAR ICE LIBOR USD 3 Month + 0.480%, 11/01/2023		1,430		1,431
Atmos Energy 0.625%, 03/09/2023		1,000		1,000
CenterPoint Energy 0.700%, VAR United States Secured Overnight Financing Rate + 0.650%, 05/13/2024		625		626
CenterPoint Energy Resources 0.700%, 03/02/2023		2,710		2,710
0.620%, VAR ICE LIBOR USD 3 Month + 0.500%, 03/02/2023		1,550		1,551
Dominion Energy 2.450%, 01/15/2023 (A)		800		821
0.649%, VAR ICE LIBOR USD 3 Month + 0.530%, 09/15/2023		3,316		3,317
DTE Energy 0.550%, 11/01/2022		875		877
Duke Energy 0.300%, VAR United States Secured Overnight Financing Rate + 0.250%, 06/10/2023		900		901
Duke Energy Progress LLC 0.305%, VAR ICE LIBOR USD 3 Month + 0.180%, 02/18/2022		1,450		1,450
Mississippi Power
0.350%, VAR United States Secured Overnight Financing Rate + 0.300%, 06/28/2024		740		742
NextEra Energy Capital Holdings 0.590%, VAR United States Secured Overnight Financing Rate + 0.540%, 03/01/2023		3,235		3,246
0.401%, VAR ICE LIBOR USD 3 Month + 0.270%, 02/22/2023		1,325		1,325
OGE Energy 0.703%, 05/26/2023		540		540
ONE Gas 0.735%, VAR ICE LIBOR USD 3 Month + 0.610%, 03/11/2023		1,400		1,400
PPL Electric Utilities 0.396%, VAR ICE LIBOR USD 3 Month + 0.250%, 09/28/2023		1,235		1,235

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.381%, VAR United States Secured Overnight Financing Rate + 0.330%, 06/24/2024	$	1,015	$	1,016
Puget Energy 6.000%, 09/01/2021		810		810
Southern California Edison 0.880%, VAR United States Secured Overnight Financing Rate + 0.830%, 04/01/2024		2,320		2,331
0.389%, VAR ICE LIBOR USD 3 Month + 0.270%, 12/03/2021		2,740		2,741
Southern California Gas 0.469%, VAR ICE LIBOR USD 3 Month + 0.350%, 09/14/2023		1,795		1,795
Virginia Electric and Power 3.450%, 09/01/2022		1,600		1,637
				33,502
Total Corporate Obligations
(Cost $274,628) ($ Thousands)				275,451
ASSET-BACKED SECURITIES — 29.3%
Automotive — 14.7%
American Credit Acceptance Receivables Trust, Ser 2018-2, Cl D 4.070%, 07/10/2024 (A)		466		473
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B 0.610%, 03/13/2025 (A)		3,195		3,197
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B 0.680%, 05/13/2025 (A)		400		400
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A 0.330%, 06/13/2025 (A)		370		370
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B 0.660%, 02/13/2026 (A)		590		590
Americredit Automobile Receivables Trust, Ser 2018-1, Cl C 3.500%, 01/18/2024		535		544
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C 1.480%, 02/18/2026		2,145		2,177
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2 0.420%, 03/18/2024		1,511		1,512
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C 1.060%, 08/18/2026		1,225		1,236

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
ARI Fleet Lease Trust, Ser 2020-A, Cl A2 1.770%, 08/15/2028 (A)	$	609	$	612
ARI Fleet Lease Trust, Ser 2020-A, Cl A3 1.800%, 08/15/2028 (A)		250		254
ARI Fleet Lease Trust, Ser 2021-A, Cl A2 0.370%, 03/15/2030 (A)		300		300
Canadian Pacer Auto Receivables Trust, Ser 2020-1A, Cl A2A 1.770%, 11/21/2022 (A)		108		109
CarMax Auto Owner Trust, Ser 2019-4, Cl A2A 2.010%, 03/15/2023		60		60
CarMax Auto Owner Trust, Ser 2020-1, Cl A2 1.870%, 04/17/2023		121		121
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A 0.700%, 01/10/2028		909		911
Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1 0.320%, 03/10/2028		220		220
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B 0.750%, 03/10/2028		495		494
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		1,725		1,725
Chesapeake Funding II LLC, Ser 2018-2A, Cl A2
0.466%, VAR ICE LIBOR USD 1 Month + 0.370%, 08/15/2030 (A)		203		203
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1 3.390%, 01/15/2031 (A)		276		280
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1 1.950%, 09/15/2031 (A)		736		745
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 0.326%, VAR ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)		603		604
CPS Auto Receivables Trust, Ser 2021-A, Cl A 0.350%, 01/16/2024 (A)		1,185		1,185
CPS Auto Receivables Trust, Ser 2021-A, Cl B 0.610%, 02/18/2025 (A)		895		897
CPS Auto Receivables Trust, Ser 2021-B, Cl A 0.370%, 03/17/2025 (A)		549		549
CPS Auto Receivables Trust, Ser 2021-B, Cl B 0.810%, 12/15/2025 (A)		1,100		1,101
CPS Auto Receivables Trust, Ser 2021-C, Cl B 0.840%, 07/15/2025 (A)		1,900		1,901

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/2028 (A)	$	3,505	$	3,558
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/2029 (A)		885		899
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (A)		570		572
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A1
0.425%, VAR ICE LIBOR USD 1 Month + 0.330%, 12/11/2034 (A)		1,315		1,317
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2 0.560%, 12/11/2034 (A)		1,010		1,012
Drive Auto Receivables Trust, Ser 2017-3, Cl D
3.530%, 12/15/2023 (A)		191		192
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/2024		425		432
Drive Auto Receivables Trust, Ser 2019-4, Cl B
2.230%, 01/16/2024		273		273
Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.020%, 11/15/2023		15		15
Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.650%, 07/15/2025		385		386
DT Auto Owner Trust, Ser 2019-2A, Cl C 3.180%, 02/18/2025 (A)		1,032		1,042
DT Auto Owner Trust, Ser 2019-4A, Cl B 2.360%, 01/16/2024 (A)		966		970
DT Auto Owner Trust, Ser 2020-1A, Cl A 1.940%, 09/15/2023 (A)		38		38
DT Auto Owner Trust, Ser 2020-2A, Cl A 1.140%, 01/16/2024 (A)		283		284
DT Auto Owner Trust, Ser 2020-2A, Cl B 2.080%, 03/16/2026 (A)		1,026		1,040
DT Auto Owner Trust, Ser 2020-3A, Cl A 0.540%, 04/15/2024 (A)		1,009		1,010
DT Auto Owner Trust, Ser 2020-3A, Cl B 0.910%, 12/16/2024 (A)		1,615		1,623
DT Auto Owner Trust, Ser 2021-1A, Cl A 0.350%, 01/15/2025 (A)		1,364		1,365
DT Auto Owner Trust, Ser 2021-1A, Cl B 0.620%, 09/15/2025 (A)		580		581
DT Auto Owner Trust, Ser 2021-2A, Cl A 0.410%, 03/17/2025 (A)		635		635

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
DT Auto Owner Trust, Ser 2021-2A, Cl B 0.810%, 01/15/2027 (A)	$	530	$	532
DT Auto Owner Trust, Ser 2021-3A, Cl A 0.330%, 04/15/2025 (A)		1,410		1,410
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (A)		321		323
Enterprise Fleet Financing LLC, Ser 2019-2, Cl A2
2.290%, 02/20/2025 (A)		369		373
Enterprise Fleet Financing LLC, Ser 2019-3, Cl A2
2.060%, 05/20/2025 (A)		809		819
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2
1.780%, 12/22/2025 (A)		1,321		1,338
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (A)		515		515
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (A)		2,235		2,238
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (A)		618		632
Exeter Automobile Receivables Trust, Ser 2019-4A, Cl B
2.300%, 12/15/2023 (A)		240		241
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl B
0.500%, 02/18/2025		1,585		1,587
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B
0.570%, 09/15/2025		1,275		1,277
FHF Trust, Ser 2021-2A, Cl A 0.830%, 12/15/2026 (A)		515		515
First Investors Auto Owner Trust, Ser 2019- 1A, Cl A 2.890%, 03/15/2024 (A)		14		14
First Investors Auto Owner Trust, Ser 2019- 2A, Cl A 2.210%, 09/16/2024 (A)		144		145
First Investors Auto Owner Trust, Ser 2021- 1A, Cl A 0.450%, 03/16/2026 (A)		2,121		2,123
Flagship Credit Auto Trust, Ser 2019-1, Cl A 3.110%, 08/15/2023 (A)		12		12
Flagship Credit Auto Trust, Ser 2019-2, Cl A 2.830%, 10/16/2023 (A)		201		202
Flagship Credit Auto Trust, Ser 2019-3, Cl C 2.740%, 10/15/2025 (A)		1,000		1,030

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Flagship Credit Auto Trust, Ser 2019-4, Cl A 2.170%, 06/17/2024 (A)	$	880	$	886
Flagship Credit Auto Trust, Ser 2020-1, Cl A 1.900%, 08/15/2024 (A)		256		258
Flagship Credit Auto Trust, Ser 2020-3, Cl A 0.700%, 04/15/2025 (A)		164		164
Flagship Credit Auto Trust, Ser 2020-4, Cl A 0.530%, 04/15/2025 (A)		961		963
Flagship Credit Auto Trust, Ser 2021-1, Cl A 0.310%, 06/16/2025 (A)		971		971
Flagship Credit Auto Trust, Ser 2021-2, Cl B 0.930%, 06/15/2027 (A)		755		757
Flagship Credit Auto Trust, Ser 2021-3, Cl A 0.360%, 07/15/2027 (A)		750		750
Foursight Capital Automobile Receivables Trust, Ser 2020-1, Cl A2
1.970%, 09/15/2023 (A)		21		21
Foursight Capital Automobile Receivables Trust, Ser 2021-1, Cl A2 0.400%, 08/15/2024 (A)		1,170		1,170
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2 0.400%, 04/15/2025 (A)		535		535
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3 0.810%, 05/15/2026 (A)		265		265
GLS Auto Receivables Issuer Trust, Ser 2019-4A, Cl A 2.470%, 11/15/2023 (A)		86		86
GLS Auto Receivables Issuer Trust, Ser 2020-1A, Cl A 2.170%, 02/15/2024 (A)		148		149
GLS Auto Receivables Issuer Trust, Ser 2020-4A, Cl A 0.520%, 02/15/2024 (A)		415		416
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B 0.820%, 04/15/2025 (A)		1,235		1,237
GLS Auto Receivables Trust, Ser 2021-2A, Cl A 0.310%, 11/15/2024 (A)		485		485
GLS Auto Receivables Trust, Ser 2021-2A, Cl B 0.770%, 09/15/2025 (A)		865		867
GM Financial Consumer Automobile Receivables Trust, Ser 2018-4, Cl A3 3.210%, 10/16/2023		271		273
JPMorgan Chase Bank- CACLN, Ser 2020-1, Cl B 0.991%, 01/25/2028 (A)		965		968

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
JPMorgan Chase Bank-CACLN, Ser 2020-2, Cl B 0.840%, 02/25/2028 (A)	$	1,949	$	1,952
Mercedes-Benz Auto Lease Trust, Ser 2020-B, Cl A3 0.400%, 11/15/2023		1,515		1,518
Nissan Auto Receivables Owner Trust, Ser 2019-C, Cl A3 1.930%, 07/15/2024		515		520
Prestige Auto Receivables Trust, Ser 2020-1A, Cl A2 0.520%, 02/15/2024 (A)		603		603
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A 1.370%, 10/15/2024 (A)		1,212		1,219
Santander Drive Auto Receivables Trust, Ser 2019-3, Cl C 2.490%, 10/15/2025		729		734
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl B 0.960%, 11/15/2024		1,450		1,455
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C 1.460%, 09/15/2025		300		303
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3 0.520%, 07/15/2024		1,500		1,501
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C 1.010%, 01/15/2026		860		867
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl A2 0.290%, 11/15/2023		275		275
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B 0.590%, 09/15/2025		410		411
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B 0.600%, 12/15/2025		495		496
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A2 0.310%, 01/22/2024 (A)		930		930
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3 2.986%, 02/27/2023 (A)		188		189
Tesla Auto Lease Trust, Ser 2019-A, Cl A2 2.130%, 04/20/2022 (A)		543		545
Tesla Auto Lease Trust, Ser 2020-A, Cl A2 0.550%, 05/22/2023 (A)		638		638
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2 1.390%, 08/15/2024 (A)		508		510

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B
1.610%, 03/17/2025 (A)	$	1,405	$	1,418
Toyota Auto Receivables Owner Trust, Ser 2018-B, Cl A3
2.960%, 09/15/2022		23		23
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A 0.740%, 04/15/2024 (A)		919		919
UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A2 0.390%, 02/15/2024 (A)		1,271		1,271
United Auto Credit Securitization Trust, Ser 2021-1, Cl B 0.680%, 03/11/2024 (A)		2,025		2,028
Volkswagen Auto Loan Enhanced Trust, Ser 2020-1, Cl A2A 0.930%, 12/20/2022		71		71
Westlake Automobile Receivables Trust, Ser 2018-3A, Cl D 4.000%, 10/16/2023 (A)		1,652		1,671
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl C 2.840%, 07/15/2024 (A)		1,290		1,303
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl A2 2.150%, 02/15/2023 (A)		22		22
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl B 2.410%, 10/15/2024 (A)		2,130		2,139
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2 0.560%, 05/15/2024 (A)		677		678
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B 0.780%, 11/17/2025 (A)		330		332
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B 0.640%, 03/16/2026 (A)		950		952
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A 0.320%, 04/15/2025 (A)		615		615
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B 0.620%, 07/15/2026 (A)		485		485
Wheels SPV 2 LLC, Ser 2020-1A, Cl A2 0.510%, 08/20/2029 (A)		439		440
Wheels SPV 2 LLC, Ser 2021-1A, Cl A 0.368%, VAR ICE LIBOR USD 1 Month + 0.280%, 08/20/2029 (A)		2,367		2,369

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
World Omni Auto Receivables Trust, Ser 2020-B, Cl A2A 0.550%, 07/17/2023	$	410	$	411
				98,374
Credit Cards — 0.6%
Capital One Multi-Asset Execution Trust, Ser 2019-A2, Cl A2 1.720%, 08/15/2024		310		315
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A 1.540%, 03/20/2026 (A)		1,225		1,229
Synchrony Card Funding LLC, Ser 2019-A1, Cl A 2.950%, 03/15/2025		2,675		2,714
				4,258
Mortgage Related Securities — 0.2%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A 0.764%, VAR ICE LIBOR USD 1 Month + 0.680%, 01/25/2035		87		87
Asset Backed Securities Home Equity Loan Trust, Ser 2006-HE1, Cl A4 0.684%, VAR ICE LIBOR USD 1 Month + 0.600%, 01/25/2036		1,191		1,192
				1,279
Other Asset-Backed Securities — 13.8%
Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A 3.460%, 10/15/2024 (A)		199		202
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A 1.900%, 01/15/2025 (A)		509		513
Affirm Asset Securitization Trust, Ser 2021-A, Cl A 0.880%, 08/15/2025 (A)		290		291
Affirm Asset Securitization Trust, Ser 2021-B, Cl A 1.030%, 08/17/2026 (A)		740		741
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A 1.070%, 08/15/2025 (A)		939		940
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 0.750%, 11/20/2026 (A)		1,070		1,071
Apidos CLO XII, Ser 2018-12A, Cl AR 1.206%, VAR ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)		925		925

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Atlas Senior Loan Fund IX LLC, Ser 2018-9A, Cl A 1.004%, VAR ICE LIBOR USD 3 Month + 0.870%, 04/20/2028 (A)	$	759	$	758
Avant Loans Funding Trust, Ser 2021-REV1, Cl A 1.210%, 07/15/2030 (A)		610		611
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A 3.500%, 10/28/2057 (A)(B)		307		309
Benefit Street Partners CLO X, Ser 2021-10A, Cl X 0.734%, VAR ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)		563		562
Carbone CLO, Ser 2017-1A, Cl A1 1.274%, VAR ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)		350		350
Carlyle Global Market Strategies CLO, Ser 2017-2A, Cl AR 1.024%, VAR ICE LIBOR USD 3 Month + 0.890%, 01/18/2029 (A)		247		247
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 1.104%, VAR ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)		997		998
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 1.000%, VAR ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)		1,940		1,940
CCG Receivables Trust, Ser 2021-1, Cl A2 0.300%, 06/14/2027 (A)		345		345
CIFC Funding, Ser 2017-1A, Cl ARR 1.248%, VAR ICE LIBOR USD 3 Month + 1.110%, 01/22/2031 (A)		750		750
CIFC Funding, Ser 2018-3A, Cl AR 1.004%, VAR ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)		850		850
CIFC Funding, Ser 2020-2A, Cl A1 1.784%, VAR ICE LIBOR USD 3 Month + 1.650%, 08/24/2032 (A)		1,200		1,200
CIFC Funding, Ser 2020-2A, Cl AR2 1.136%, VAR ICE LIBOR USD 3 Month + 1.010%, 04/15/2030 (A)		1,550		1,551
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU 3.554%, 12/05/2022 (A)(B)		116		116
CNH Equipment Trust, Ser 2020-A, Cl A2 1.080%, 07/17/2023		171		171
Columbia Cent CLO, Ser 2018-27A, Cl A1 1.275%, VAR ICE LIBOR USD 3 Month + 1.150%, 10/25/2028 (A)		703		703

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Conn’s Receivables Funding LLC, Ser 2020-A, Cl A 1.710%, 06/16/2025 (A)	$	165	$	166
Consumer Loan Underlying Bond CLUB Credit Trust, Ser 2020-P1, Cl A 2.260%, 03/15/2028 (A)		140		141
Crossroads Asset Trust, Ser 2021-A, Cl A1 0.374%, 12/20/2021 (A)		254		254
Crossroads Asset Trust, Ser 2021-A, Cl A2 0.820%, 03/20/2024 (A)		805		806
FCI Funding LLC, Ser 2021-1A, Cl A 1.130%, 04/15/2033 (A)		401		401
Ford Credit Floorplan Master Owner Trust A, Ser 2018-3, Cl A1 3.520%, 10/15/2023		850		854
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B 3.250%, 04/15/2026		1,290		1,376
Galaxy XV CLO, Ser 2021-15A, Cl ARR 1.096%, VAR ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (A)		1,000		1,001
Galaxy XXIII CLO, Ser 2021-23A, Cl AR 0.995%, VAR ICE LIBOR USD 3 Month + 0.870%, 04/24/2029 (A)		1,432		1,432
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A 2.740%, 02/25/2039 (A)		1,907		1,990
Home Partners of America Trust, Ser 2017-1, Cl B 1.443%, VAR ICE LIBOR USD 1 Month + 1.350%, 07/17/2034 (A)		1,000		1,003
Home Partners of America Trust, Ser 2018-1, Cl A 0.993%, VAR ICE LIBOR USD 1 Month + 0.900%, 07/17/2037 (A)		1,076		1,078
HPEFS Equipment Trust, Ser 2021-2A, Cl B 0.610%, 09/20/2028 (A)		535		535
HPS Loan Management, Ser 2021-19, Cl XR 0.725%, VAR ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)		870		870
John Deere Owner Trust, Ser 2021-A, Cl A2 0.200%, 12/15/2023		690		690
KKR CLO 21, Ser 2018-21, Cl A 1.126%, VAR ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)		775		775
KKR CLO, Ser 2017-11, Cl AR 1.306%, VAR ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)		750		750
LCM XXIII, Ser 2020-23A, Cl A1R 1.204%, VAR ICE LIBOR USD 3 Month + 1.070%, 10/20/2029 (A)		940		940

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
LCM XXIV, Ser 2021-24A, Cl AR 1.114%, VAR ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)	$	1,000	$	1,000
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 1.134%, VAR ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)		1,685		1,684
Madison Park Funding XXX, Ser 2018-30A, Cl A 0.876%, VAR ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (A)		1,346		1,346
Magnetite VII, Ser 2018-7A, Cl A1R2 0.926%, VAR ICE LIBOR USD 3 Month + 0.800%, 01/15/2028 (A)		1,235		1,236
Magnetite VIII, Ser 2018-8A, Cl AR2 1.106%, VAR ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)		685		685
Marlette Funding Trust, Ser 2019-2A, Cl A 3.130%, 07/16/2029 (A)		28		28
Marlette Funding Trust, Ser 2019-3A, Cl A 2.690%, 09/17/2029 (A)		32		32
Marlette Funding Trust, Ser 2019-4A, Cl A 2.390%, 12/17/2029 (A)		143		143
Marlette Funding Trust, Ser 2020-1A, Cl A 2.240%, 03/15/2030 (A)		65		65
Marlette Funding Trust, Ser 2020-2A, Cl A 1.020%, 09/16/2030 (A)		61		61
Marlette Funding Trust, Ser 2021-1A, Cl A 0.600%, 06/16/2031 (A)		284		284
Marlette Funding Trust, Ser 2021-2A, Cl A 0.510%, 09/15/2031 (A)		525		525
MetLife Securitization Trust, Ser 2017-1A, Cl A 3.000%, 04/25/2055 (A)(B)		146		149
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 2.750%, 01/25/2061 (A)(B)		262		266
MMAF Equipment Finance LLC, Ser 2018-A, Cl A3 3.200%, 09/12/2022 (A)		333		333
MMAF Equipment Finance LLC, Ser 2019-B, Cl A2 2.070%, 10/12/2022 (A)		77		78
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2 0.380%, 08/14/2023 (A)		985		986
Morgan Stanley Capital 1 Trust, Ser 2012-STAR, Cl A1 2.084%, 08/05/2034 (A)		45		45
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A 2.400%, 10/15/2068 (A)		597		610

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2020-CA, Cl A1 0.846%, VAR ICE LIBOR USD 1 Month + 0.750%, 11/15/2068 (A)	$	1,377	$	1,379
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A 1.690%, 05/15/2069 (A)		1,432		1,448
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A 0.840%, 05/15/2069 (A)		685		685
Navient Student Loan Trust, Ser 2018-1A, Cl A2 0.434%, VAR ICE LIBOR USD 1 Month + 0.350%, 03/25/2067 (A)		374		374
Navient Student Loan Trust, Ser 2019-2A, Cl A1 0.354%, VAR ICE LIBOR USD 1 Month + 0.270%, 02/27/2068 (A)		34		34
Navistar Financial Dealer Note Master Trust, Ser 2020-1, Cl A 1.034%, VAR ICE LIBOR USD 1 Month + 0.950%, 07/25/2025 (A)		435		437
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR 1.064%, VAR ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)		2,065		2,064
New Residential Mortgage LLC, Ser 2018-FNT2, Cl A 3.790%, 07/25/2054 (A)		252		252
NextGear Floorplan Master Owner Trust, Ser 2019-1A, Cl A1 0.746%, VAR ICE LIBOR USD 1 Month + 0.650%, 02/15/2024 (A)		1,140		1,143
NextGear Floorplan Master Owner Trust, Ser 2020-1A, Cl A1 0.896%, VAR ICE LIBOR USD 1 Month + 0.800%, 02/15/2025 (A)		2,250		2,270
Nissan Master Owner Trust Receivables, Ser 2019-A, Cl A 0.656%, VAR ICE LIBOR USD 1 Month + 0.560%, 02/15/2024		5,105		5,117
Nissan Master Owner Trust Receivables, Ser 2019-B, Cl A 0.526%, VAR ICE LIBOR USD 1 Month + 0.430%, 11/15/2023		500		500
NYCTL Trust, Ser 2019-A, Cl A 2.190%, 11/10/2032 (A)		203		203
OCP CLO, Ser 2018-5A, Cl A1R 1.205%, VAR ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)		300		300

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Octagon Investment Partners 30, Ser 2021-1A, Cl A1R 1.134%, VAR ICE LIBOR USD 3 Month + 1.000%, 03/17/2030 (A)	$	670	$	670
Octagon Investment Partners XVI, Ser 2018-1A, Cl A1R 1.154%, VAR ICE LIBOR USD 3 Month + 1.020%, 07/17/2030 (A)		350		350
Octagon Investment Partners XXI, Ser 2021-1A, Cl XR3 0.775%, VAR ICE LIBOR USD 3 Month + 0.650%, 02/14/2031 (A)		150		150
OHA Credit Funding 3, Ser 2021-3A, Cl XR 0.748%, VAR ICE LIBOR USD 3 Month + 0.600%, 07/02/2035 (A)		750		750
Onemain Financial Issuance Trust, Ser 2018-1A, Cl A 3.300%, 03/14/2029 (A)		296		297
OneMain Financial Issuance Trust, Ser 2019-1A, Cl A 3.480%, 02/14/2031 (A)		378		378
OZLM VII, Ser 2018-7RA, Cl A1R 1.144%, VAR ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)		921		922
OZLM XII, Ser 2018-12A, Cl A1R 1.179%, VAR ICE LIBOR USD 3 Month + 1.050%, 04/30/2027 (A)		198		198
Palmer Square CLO, Ser 2018-3A, Cl A2 1.475%, VAR ICE LIBOR USD 3 Month + 1.350%, 08/15/2026 (A)		820		820
Palmer Square Loan Funding, Ser 2021-3A, Cl A1 0.971%, VAR ICE LIBOR USD 3 Month + 0.800%, 07/20/2029 (A)		1,300		1,300
PFS Financing, Ser 2018-F, Cl A 3.520%, 10/15/2023 (A)		1,420		1,422
PFS Financing, Ser 2020-B, Cl A 1.210%, 06/15/2024 (A)		695		700
PFS Financing, Ser 2020-F, Cl A 0.930%, 08/15/2024 (A)		2,015		2,025
Regional Management Issuance Trust, Ser 2019-1, Cl A 3.050%, 11/15/2028 (A)		175		177
SCF Equipment Leasing LLC, Ser 2020-1A, Cl A2 0.680%, 10/20/2025 (A)		709		710
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2 0.420%, 08/20/2026 (A)		1,711		1,712

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A 1.595%, VAR ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)	$	2,070	$	2,069
Shackleton CLO, Ser 2018-6RA, Cl A 1.154%, VAR ICE LIBOR USD 3 Month + 1.020%, 07/17/2028 (A)		548		548
SMB Private Education Loan Trust, Ser 2020-A, Cl A1 0.393%, VAR ICE LIBOR USD 1 Month + 0.300%, 03/15/2027 (A)		170		170
SMB Private Education Loan Trust, Ser 2021-A, Cl A1 0.596%, VAR ICE LIBOR USD 1 Month + 0.500%, 01/15/2053 (A)		840		841
SoFi Consumer Loan Program Trust, Ser 2019-1, Cl B 3.450%, 02/25/2028 (A)		691		693
SoFi Consumer Loan Program Trust, Ser 2019-2, Cl A 3.010%, 04/25/2028 (A)		8		8
SoFi Consumer Loan Program Trust, Ser 2019-3, Cl A 2.900%, 05/25/2028 (A)		119		120
SoFi Consumer Loan Program Trust, Ser 2019-4, Cl A 2.450%, 08/25/2028 (A)		359		361
SoFi Consumer Loan Program Trust, Ser 2020-1, Cl A 2.020%, 01/25/2029 (A)		370		372
SoFi Professional Loan Program Trust, Ser 2020-A, Cl A1FX 2.060%, 05/15/2046 (A)		308		309
SOUND POINT CLO XVII, Ser 2021-3A, Cl A1R 1.114%, VAR ICE LIBOR USD 3 Month + 0.980%, 10/20/2030 (A)		750		750
Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2 0.864%, VAR ICE LIBOR USD 1 Month + 0.780%, 07/25/2035		923		923
Symphony CLO XIV, Ser 2019-14A, Cl AR 1.083%, VAR ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)		535		535
Symphony CLO XVIII, Ser 2021-18A, Cl X 0.000%, 07/23/2033 (A)(C)		1,000		1,000
Towd Point Mortgage Trust, Ser 2016-1, Cl A1B 2.750%, 02/25/2055 (A)(B)		39		39
Towd Point Mortgage Trust, Ser 2016-3, Cl A1 2.250%, 04/25/2056 (A)(B)		51		51

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2016-4, Cl A1 2.250%, 07/25/2056 (A)(B)	$	152	$	153
Towd Point Mortgage Trust, Ser 2017-1, Cl A1 2.750%, 10/25/2056 (A)(B)		649		658
Towd Point Mortgage Trust, Ser 2017-2, Cl A1 2.750%, 04/25/2057 (A)(B)		819		829
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 2.750%, 06/25/2057 (A)(B)		530		542
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 0.684%, VAR ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (A)		388		388
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 2.750%, 10/25/2057 (A)(B)		153		155
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 1.084%, VAR ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (A)		420		423
Tryon Park CLO, Ser 2018-1A, Cl A1SR 1.016%, VAR ICE LIBOR USD 3 Month + 0.890%, 04/15/2029 (A)		1,757		1,759
Upstart Securitization Trust, Ser 2020-3, Cl A 1.702%, 11/20/2030 (A)		904		909
Upstart Securitization Trust, Ser 2021-2, Cl A 0.910%, 06/20/2031 (A)		1,247		1,248
VERDE CLO, Ser 2021-1A, Cl XR 0.876%, VAR ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)		613		612
Vibrant CLO VI, Ser 2021-6A, Cl AR 1.085%, VAR ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)		1,250		1,250
Voya CLO, Ser 2017-1A, Cl A1R 1.034%, VAR ICE LIBOR USD 3 Month + 0.900%, 01/18/2029 (A)		380		381
Voya CLO, Ser 2018-2A, Cl AR 1.108%, VAR ICE LIBOR USD 3 Month + 0.970%, 07/23/2027 (A)		1,241		1,241
Voya CLO, Ser 2020-1A, Cl AR 1.186%, VAR ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (A)		650		651
Voya CLO, Ser 2021-1A, Cl A1R 1.084%, VAR ICE LIBOR USD 3 Month + 0.950%, 04/17/2030 (A)		1,000		1,000

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2021-2A, Cl A1R 1.106%, VAR ICE LIBOR USD 3 Month + 0.980%, 06/07/2030 (A)	$	2,275	$	2,274
				92,811
Total Asset-Backed Securities (Cost $196,631) ($ Thousands)				196,722
MORTGAGE-BACKED SECURITIES — 17.0%
Agency Mortgage-Backed Obligations — 2.5%
FHLMC 3.500%, 12/01/2034		1,264		1,362
0.200%, 12/30/2022		3,400		3,400
FHLMC ARM 2.088%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.028%, 02/01/2030		11		11
1.495%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.370%, 02/01/2022		–		–
FHLMC CMO, Ser 2011-3896, Cl PA 4.000%, 03/15/2040		7		7
FHLMC CMO, Ser 2012-4030, Cl AN 1.750%, 04/15/2027		532		542
FHLMC CMO, Ser 2013-4159, Cl LA 3.500%, 02/15/2040		263		265
FHLMC CMO, Ser 2013-4272, Cl YG 2.000%, 11/15/2026		504		512
FHLMC CMO, Ser 2014-4297, Cl CA 3.000%, 12/15/2030		218		221
FHLMC CMO, Ser 2014-4379, Cl CB 2.250%, 04/15/2033		181		185
FHLMC CMO, Ser 2014-4385, Cl Q 3.000%, 07/15/2039		155		156
FHLMC CMO, Ser 2014-4387, Cl DA 3.000%, 01/15/2032		324		332
FHLMC CMO, Ser 2014-4390, Cl NC 3.000%, 05/15/2039		31		31
FHLMC CMO, Ser 2018-4818, Cl BD 3.500%, 03/15/2045		1,052		1,074
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1 2.592%, 04/25/2023		885		901
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A 2.770%, 05/25/2025		700		751
FNMA 6.000%, 01/01/2027 to 04/01/2040		116		137
5.500%, 12/01/2023 to 12/01/2024		89		91
5.000%, 02/01/2023 to 03/01/2025		9		10
3.000%, 10/01/2030		394		420

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA ARM 2.340%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.215%, 01/01/2029	$	5	$	5
2.295%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.045%, 05/01/2028		–		–
2.253%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.120%, 11/01/2025		1		1
2.171%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.113%, 11/01/2023		–		–
2.073%, VAR ICE LIBOR USD 6 Month + 1.823%, 09/01/2024		9		9
2.020%, VAR ICE LIBOR USD 6 Month + 1.770%, 09/01/2024		4		4
FNMA CMO, Ser 1993-58, Cl H 5.500%, 04/25/2023		1		1
FNMA CMO, Ser 2001-33, Cl FA 0.534%, VAR ICE LIBOR USD 1 Month + 0.450%, 07/25/2031		4		4
FNMA CMO, Ser 2002-64, Cl FG 0.339%, VAR ICE LIBOR USD 1 Month + 0.250%, 10/18/2032		1		1
FNMA CMO, Ser 2011-87, Cl JA 3.000%, 06/25/2040		95		96
FNMA CMO, Ser 2012-137, Cl UE 1.750%, 09/25/2041		322		330
FNMA CMO, Ser 2013-97, Cl KA 3.000%, 11/25/2031		68		71
FNMA CMO, Ser 2015-46, Cl BA 3.000%, 05/25/2041		166		168
FNMA CMO, Ser 2016-99, Cl H 3.000%, 08/25/2043		1,352		1,385
FNMA, Ser 2012-M4, Cl 1A2 2.976%, 04/25/2022 (B)		52		52
FNMA, Ser 2012-M9, Cl A2 2.482%, 04/25/2022		112		113
FNMA, Ser 2017-M13, Cl FA 0.484%, VAR LIBOR USD 1 Month + 0.400%, 10/25/2024		99		99
FREMF Mortgage Trust, Ser 2013-K32, Cl B 3.652%, 10/25/2046 (A)(B)		1,450		1,523
FREMF Mortgage Trust, Ser K33, Cl B 3.612%, 08/25/2046 (A)(B)		1,000		1,052
GNMA CMO, Ser 2010-151, Cl KA 3.000%, 09/16/2039		44		44
GNMA CMO, Ser 2011-158, Cl CA 3.000%, 10/20/2026		386		395
GNMA CMO, Ser 2013-190, Cl GA 2.500%, 11/20/2038		128		129

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2015-119, Cl TG 1.800%, 05/20/2041	$	471	$	473
GNMA CMO, Ser 2015-56, Cl LB 1.500%, 04/16/2040		667		672
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10 2.060%, 01/15/2022		187		188
				17,223
Non-Agency Mortgage-Backed Obligations — 14.5%
Angel Oak Mortgage Trust I LLC, Ser 2018-3, Cl A1 3.649%, 09/25/2048 (A)(B)		91		91
Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1 3.920%, 11/25/2048 (A)(B)		215		217
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1 2.993%, 07/26/2049 (A)(B)		233		235
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1 3.628%, 03/25/2049 (A)(B)		312		315
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 2.466%, 12/25/2059 (A)(B)		86		86
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A 2.531%, 01/26/2065 (A)(B)		514		522
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 1.691%, 04/25/2065 (A)(B)		779		784
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 1.469%, 06/25/2065 (A)(B)		483		486
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 0.990%, 04/25/2053 (A)(B)		622		622
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 0.909%, 01/25/2066 (A)(B)		1,348		1,340
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 1.068%, 05/25/2066 (A)(B)		896		897
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1 0.951%, 07/25/2066 (A)(B)		1,435		1,435
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 2.962%, 10/25/2048 (A)(B)		297		301
Banc of America Commercial Mortgage Securities Trust, Ser 2016-UB10, Cl A2 2.723%, 07/15/2049		102		102

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2 2.706%, 07/25/2035 (B)	$	46	$	46
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 2.568%, 11/25/2035 (B)		7		7
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 0.601%, 10/15/2053		852		852
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1 3.033%, 06/25/2035 (B)		29		29
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1 2.334%, 08/25/2035 (B)		58		58
BFLD Trust, Ser 2020-OBRK, Cl A 2.146%, VAR ICE LIBOR USD 1 Month + 2.050%, 11/15/2028 (A)		840		849
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 1.449%, 05/25/2060 (A)(B)		445		446
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 0.941%, 02/25/2049 (A)(B)		498		498
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 0.970%, 03/25/2060 (A)(B)		681		682
BSREP Commercial Mortgage Trust, Ser DC, Cl A 1.050%, VAR ICE LIBOR USD 1 Month + 0.950%, 08/15/2038 (A)		1,840		1,841
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 1.724%, 02/25/2055 (A)(B)		315		319
BWay Mortgage Trust, Ser 2013-1515, Cl A1 2.809%, 03/10/2033 (A)		356		368
BX Commercial Mortgage Trust, Ser 2018-IND, Cl A 0.846%, VAR LIBOR USD 1 Month + 0.750%, 11/15/2035 (A)		137		137
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B 1.176%, VAR ICE LIBOR USD 1 Month + 1.080%, 10/15/2036 (A)		1,028		1,029
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A 1.016%, VAR ICE LIBOR USD 1 Month + 0.920%, 10/15/2036 (A)		2,717		2,721
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A 0.748%, VAR ICE LIBOR USD 1 Month + 0.652%, 05/15/2038 (A)		1,025		1,026

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B 1.046%, VAR ICE LIBOR USD 1 Month + 0.950%, 01/15/2034 (A)	$	1,370	$	1,371
BX Trust, Ser 2021-MFM1, Cl A 0.796%, VAR ICE LIBOR USD 1 Month + 0.700%, 01/15/2034 (A)		1,265		1,266
CHC Commercial Mortgage Trust, Ser 2019-CHC, Cl A 1.216%, VAR ICE LIBOR USD 1 Month + 1.120%, 06/15/2034 (A)		1,271		1,271
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 0.624%, VAR ICE LIBOR USD 1 Month + 0.540%, 02/25/2035		12		12
CIM Trust, Ser 2017-7, Cl A 3.000%, 04/25/2057 (A)(B)		298		302
Citigroup Commercial Mortgage Trust, Ser SMRT, Cl A 4.149%, 01/10/2036 (A)		625		670
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A 2.658%, 09/25/2034 (B)		10		10
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 2.800%, 03/25/2036 (B)		63		55
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 3.044%, 02/25/2058 (A)(B)		323		331
Citigroup Mortgage Loan Trust, Ser 2019-IMC1, Cl A1 2.720%, 07/25/2049 (A)(B)		101		102
Cold Storage Trust, Ser 2020-ICE5, Cl A 0.996%, VAR ICE LIBOR USD 1 Month + 0.900%, 11/15/2037 (A)		1,617		1,620
COLT Funding LLC, Ser 2021-3R, Cl A1 1.051%, 12/25/2064 (A)(B)		775		775
COLT Mortgage Loan Trust, Ser 2020-1, Cl A1 2.488%, 02/25/2050 (A)(B)		188		189
COLT Mortgage Loan Trust, Ser 2020-1R, Cl A1 1.255%, 09/25/2065 (A)(B)		505		506
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1 1.853%, 03/25/2065 (A)(B)		550		552
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 1.325%, 10/26/2065 (A)(B)		449		450
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 1.506%, 04/27/2065 (A)(B)		248		249

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 0.910%, 06/25/2066 (A)(B)	$	640	$	637
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 0.924%, 08/25/2066 (A)(B)		707		706
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 0.798%, 07/27/2054 (A)		495		495
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 0.857%, 05/25/2065 (A)(B)		979		980
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2 3.031%, 09/10/2047		32		33
COMM Mortgage Trust, Ser 2021-LBA, Cl B 1.046%, VAR ICE LIBOR USD 1 Month + 0.950%, 03/15/2038 (A)		2,470		2,472
COMM Mortgage Trust, Ser CR22, Cl A2 2.856%, 03/10/2048		260		260
COMM Mortgage Trust, Ser CR23, Cl A2 2.852%, 05/10/2048		445		448
Core Mortgage Trust, Ser 2019-CORE, Cl A 0.976%, VAR ICE LIBOR USD 1 Month + 0.880%, 12/15/2031 (A)		343		343
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B 1.326%, VAR LIBOR USD 1 Month + 1.230%, 05/15/2036 (A)		2,180		2,189
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A 1.076%, VAR ICE LIBOR USD 1 Month + 0.980%, 05/15/2036 (A)		745		747
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1 1.101%, 05/25/2066 (A)(B)		1,438		1,438
CSMC Trust, Ser 2021-AFC1, Cl A1 0.830%, 03/25/2056 (A)(B)		710		708
CSMC, Ser 2021-NQM1, Cl A1 0.809%, 05/25/2065 (A)(B)		967		966
CSMC, Ser 2021-NQM3, Cl A1 1.015%, 04/25/2066 (A)(B)		1,288		1,287
DBCG Mortgage Trust, Ser 2017-BBG, Cl A 0.796%, VAR ICE LIBOR USD 1 Month + 0.700%, 06/15/2034 (A)		650		650
Deephaven Residential Mortgage Trust, Ser 2019-4A, Cl A1 2.791%, 10/25/2059 (A)(B)		509		511
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1 1.692%, 05/25/2065 (A)		329		331

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 0.715%, 05/25/2065 (A)(B)	$	377	$	376
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 0.899%, 04/25/2066 (A)(B)		318		318
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 1.178%, 10/25/2065 (A)(B)		161		161
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 0.797%, 02/25/2066 (A)(B)		238		237
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 0.931%, 06/25/2066 (A)(B)		472		472
Extended Stay America Trust, Ser ESH, Cl B 1.476%, VAR ICE LIBOR USD 1 Month + 1.380%, 07/15/2038 (A)		500		502
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3 4.784%, VAR ICE LIBOR USD 1 Month + 4.700%, 04/25/2028		1,473		1,512
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M3 3.334%, VAR ICE LIBOR USD 1 Month + 3.250%, 05/25/2025		508		514
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 5.984%, VAR ICE LIBOR USD 1 Month + 5.900%, 10/25/2028		698		732
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2 0.934%, VAR ICE LIBOR USD 1 Month + 0.850%, 10/25/2030		164		163
GCAT Trust, Ser 2020-NQM2, Cl A1 1.555%, 04/25/2065 (A)		285		286
GCAT Trust, Ser 2021-CM1, Cl A 1.469%, 04/25/2065 (A)(B)		1,403		1,399
GCAT Trust, Ser 2021-NQM1, Cl A1 0.874%, 01/25/2066 (A)(B)		852		851
GCAT Trust, Ser 2021-NQM3, Cl A1 1.091%, 05/25/2066 (A)(B)		818		818
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 3.241%, 11/19/2035 (B)		97		96
GS Mortgage Securities Trust, Ser 2016-GS4, Cl A2 2.905%, 11/10/2049		44		45
GS Mortgage Securities Trust, Ser 2021-RENT, Cl A 0.788%, VAR ICE LIBOR USD 1 Month + 0.700%, 11/21/2035 (A)		1,050		1,051

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 2.687%, 07/25/2035 (B)	$	126	$	91
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 2.820%, 05/25/2037 (B)		97		71
Impac CMB Trust, Ser 2004-9, Cl 1A1 0.844%, VAR ICE LIBOR USD 1 Month + 0.760%, 01/25/2035		25		25
Impac CMB Trust, Ser 2005-2, Cl 1A1 0.604%, VAR ICE LIBOR USD 1 Month + 0.520%, 04/25/2035		30		30
Impac CMB Trust, Ser 2005-3, Cl A1 0.564%, VAR ICE LIBOR USD 1 Month + 0.480%, 08/25/2035		32		31
Impac CMB Trust, Ser 2005-5, Cl A1 0.724%, VAR ICE LIBOR USD 1 Month + 0.320%, 08/25/2035		24		24
Impac CMB Trust, Ser 2005-8, Cl 1A 0.604%, VAR ICE LIBOR USD 1 Month + 0.520%, 02/25/2036		76		73
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 1.071%, 06/25/2056 (A)(B)		1,093		1,093
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 1.073%, 09/25/2056 (A)(B)		595		595
JPMorgan Chase Commercial Mortgage Securities, Ser 2021-MHC, Cl A 0.896%, VAR ICE LIBOR USD 1 Month + 0.800%, 04/15/2038 (A)		1,167		1,168
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 2.944%, 08/25/2035 (B)		31		29
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 3.048%, 05/25/2037 (B)		59		55
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 04/25/2046 (A)		274		274
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 1.350%, VAR SOFR30A + 1.300%, 03/25/2051 (A)		1,222		1,223
KKR Industrial Portfolio Trust, Ser 2021-KDIP, Cl A 0.646%, VAR ICE LIBOR USD 1 Month + 0.550%, 12/15/2037 (A)		2,000		2,001
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A 0.896%, VAR LIBOR USD 1 Month + 0.800%, 05/15/2036 (A)		290		290

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 2.579%, 03/10/2049 (A)	$	2,444	$	2,477
LSTAR Securities Investment, Ser 2019-4, Cl A1 2.586%, VAR ICE LIBOR USD 1 Month + 2.500%, 05/01/2024 (A)		476		469
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A 0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 04/25/2055 (A)		2,045		2,047
Merit, Ser 2020-HILL, Cl A 1.246%, VAR ICE LIBOR USD 1 Month + 1.150%, 08/15/2037 (A)		1,809		1,813
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1 2.979%, 06/25/2037 (B)		63		52
MFA Trust, Ser 2020-NQM1, Cl A1 1.479%, 03/25/2065		236		237
MFA Trust, Ser 2020-NQM3, Cl A1 1.014%, 01/26/2065 (A)(B)		310		310
MFA Trust, Ser 2021-INV1, Cl A1 0.852%, 01/25/2056 (A)(B)		670		669
MFRA Trust, Ser 2021-NQM2, Cl A1 1.029%, 11/25/2064 (A)(B)		695		694
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B 1.197%, VAR ICE LIBOR USD 1 Month + 1.101%, 04/15/2038 (A)		4,075		4,080
MHP, Ser 2021-STOR, Cl A 0.796%, VAR ICE LIBOR USD 1 Month + 0.700%, 07/15/2038 (A)		325		325
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 3.250%, 05/25/2062 (A)(B)		154		157
Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1 3.500%, 05/25/2058 (A)(B)		456		466
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 1.125%, 11/25/2060 (A)(B)		524		526
Mortgage Repurchase Agreement Financing Trust, Ser 2021-1, Cl A1 0.595%, VAR ICE LIBOR USD 1 Month + 0.500%, 03/10/2022 (A)		2,275		2,275
MortgageIT Trust, Ser 2005-5, Cl A1 0.604%, VAR ICE LIBOR USD 1 Month + 0.520%, 12/25/2035		69		70
MTRO Commercial Mortgage Trust, Ser 2019-TECH, Cl A 0.996%, VAR LIBOR USD 1 Month + 0.900%, 12/15/2033 (A)		775		774

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage LLC, Ser 2018-FNT1, Cl A 3.610%, 05/25/2023 (A)	$	290	$	291
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 4.000%, 04/25/2057 (A)(B)		222		238
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 4.000%, 08/27/2057 (A)(B)		530		566
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 4.000%, 09/25/2057 (A)(B)		243		256
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 2.492%, 09/25/2059 (A)(B)		143		144
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 2.464%, 01/26/2060 (A)(B)		619		625
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 1.650%, 05/24/2060 (A)(B)		314		316
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 0.941%, 09/25/2058 (A)(B)		336		337
OBX Trust, Ser 2018-1, Cl A2 0.734%, VAR ICE LIBOR USD 1 Month + 0.650%, 06/25/2057 (A)		42		42
OBX Trust, Ser 2018-EXP2, Cl 2A1A 0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 07/25/2058 (A)		10		10
OBX Trust, Ser 2021-NQM2, Cl A1 1.101%, 05/25/2061 (A)(B)		989		993
Paragon Mortgages, Ser 2006-12A, Cl A2C 0.345%, VAR ICE LIBOR USD 3 Month + 0.220%, 11/15/2038 (A)		91		88
PRPM LLC, Ser 2021-RPL1, Cl A1 1.319%, 07/25/2051 (A)(B)		354		355
Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1 4.247%, 07/27/2037 (B)		74		64
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 2.376%, 02/25/2024 (A)(B)		163		165
RMF Buyout Issuance Trust, Ser 2020-1, Cl A 2.158%, 02/25/2030 (A)(B)		231		231
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 0.628%, VAR ICE LIBOR USD 1 Month + 0.540%, 01/20/2035		11		11
Sequoia Mortgage Trust, Ser 2017-CH2, Cl A10 4.000%, 12/25/2047 (A)(B)		–		–

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A11 4.000%, 08/25/2048 (A)(B)	$	–	$	–
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 4.500%, 08/25/2048 (A)(B)		109		111
SG Residential Mortgage Trust, Ser 2021-1, Cl A1 1.160%, 07/25/2061 (A)(B)		1,374		1,374
STAR Trust, Ser 2021-1, Cl A1 1.219%, 05/25/2065 (A)(B)		720		722
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 2.275%, 02/25/2050 (A)(B)		278		281
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 1.486%, 04/25/2065 (A)(B)		176		177
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 0.943%, 05/25/2065 (A)(B)		389		390
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 1.127%, 06/25/2056 (A)(B)		992		993
Toorak Mortgage, Ser 2021-INV1, Cl A1 1.153%, 07/25/2056 (A)(B)		638		640
TTAN, Ser 2021-MHC, Cl B 1.196%, VAR ICE LIBOR USD 1 Month + 1.100%, 03/15/2038 (A)		700		701
TTAN, Ser 2021-MHC, Cl A 0.946%, VAR ICE LIBOR USD 1 Month + 0.850%, 03/15/2038 (A)		1,085		1,086
UBS-Citigroup Commercial Mortgage Trust, Ser 2011-C1, Cl A3 3.595%, 01/10/2045		56		56
Verus Securitization Trust, Ser 2019-4, Cl A1 2.642%, 11/25/2059 (A)		225		228
Verus Securitization Trust, Ser 2019-INV3, Cl A1 2.692%, 11/25/2059 (A)(B)		250		254
Verus Securitization Trust, Ser 2020-1, Cl A1 2.417%, 01/25/2060 (A)		117		119
Verus Securitization Trust, Ser 2020-4, Cl A1 1.502%, 05/25/2065 (A)		358		360
Verus Securitization Trust, Ser 2021-1, Cl A2 1.052%, 01/25/2066 (A)(B)		694		694
Verus Securitization Trust, Ser 2021-1, Cl A1 0.815%, 01/25/2066 (A)(B)		532		532
Verus Securitization Trust, Ser 2021-2, Cl A1 1.031%, 02/25/2066 (A)(B)		654		654
Verus Securitization Trust, Ser 2021-R1, Cl A1 0.820%, 10/25/2063 (A)(B)		1,126		1,126

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-R2, Cl A1 0.918%, 02/25/2064 (A)(B)	$	1,051	$	1,049
Verus Securitization Trust, Ser 2021-R3, Cl A1 1.020%, 04/25/2064 (A)(B)		797		794
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 2.906%, 03/25/2036 (B)		106		107
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS 3.539%, 10/15/2045		620		636
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2 3.020%, 07/15/2058		738		753
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB 3.324%, 01/15/2059		532		559
Wells Fargo Commercial Mortgage Trust, Ser 2017-RC1, Cl A2 3.118%, 01/15/2060		791		794
				97,242
Total Mortgage-Backed Securities (Cost $114,293) ($ Thousands)				114,465
U.S. TREASURY OBLIGATIONS — 6.5%
U.S. Treasury Bills 0.110%, 12/30/2021 (D)		1,025		1,025
U.S. Treasury Notes 1.750%, 02/28/2022		5,000		5,042
1.750%, 09/30/2022		25,330		25,778
0.500%, 03/15/2023		11,745		11,810
Total U.S. Treasury Obligations (Cost $43,571) ($ Thousands)				43,655
COMMERCIAL PAPER (D) — 2.0%
Arabella Fin Ltd 0.245%, 09/07/2021		3,500		3,500
HSBC USA Inc 0.402%, 02/04/2022		4,900		4,894
Nationalwest Markets PLC 0.351%, 02/22/2022		4,800		4,796
Total Commercial Paper (Cost $13,183) ($ Thousands)				13,190

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 1.7%
California — 0.4%
California State, Community College Districts, GO 0.250%, 12/30/2021	$	1,585	$	1,585
California State, GO Callable 10/01/2021 @ 100 0.863%, 04/01/2047 (E)		1,150		1,151
University of California, Ser BF, RB 0.455%, 05/15/2022		230		231
				2,967
Illinois — 0.0%
Chicago, Transit Authority, Ser B, RB 1.838%, 12/01/2023		145		149
New York — 0.6%
Long Island, Power Authority, Ser C, RB Callable 10/04/2021 @ 100 0.659%, 03/01/2022		790		790
New York, Transportation Development, RB 1.360%, 12/01/2021		535		536
Port Authority of New York & New Jersey, Ser 208, RB 2.667%, 09/15/2021		2,380		2,382
				3,708
Oklahoma — 0.2%
Oklahoma State, Turnpike Authority, RB 0.491%, 01/01/2022		1,575		1,577
South Carolina — 0.4%
South Carolina State, Public Service Authority, Ser E, RB 3.722%, 12/01/2023		2,470		2,634
Texas — 0.1%
Central Texas, Turnpike System, Ser B, RB 1.980%, 08/15/2042 (E)		375		380
Houston, Texas Airport System Revenue, Ser C, RB 0.883%, 07/01/2022		180		181
				561
Total Municipal Bonds (Cost $11,589) ($ Thousands)				11,596

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATION — 0.5%
FFCB 0.530%, 01/18/2022	$	3,650	$	3,656
Total U.S. Government Agency Obligation
(Cost $3,650) ($ Thousands)				3,656
SOVEREIGN DEBT — 0.3%
Province of Quebec Canada 2.375%, 01/31/2022		2,100		2,119
Total Sovereign Debt
(Cost $2,103) ($ Thousands)				2,119
	Shares
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		2,358,952		2,359
Total Cash Equivalent
(Cost $2,359) ($ Thousands)				2,359

Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 1.0%
BNP Paribas 0.050%, dated 08/31/2021, to be repurchased on 09/01/2021, repurchase price $6,800,009 (collateralized by various U.S. Government Agency, 1.500% - 4.500%, 01/31/2022 – 09/01/2050, ranging in par value from $100 - $7,549,564; with total market value of $6,936,000) (F)	$	6,800	$	6,800
Total Repurchase Agreement
(Cost $6,800) ($ Thousands)				6,800
Total Investments in Securities — 99.7%
(Cost $668,807) ($ Thousands)			$	670,013

A list of the open futures contracts held by the Fund at August 31, 2021, 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		89		Jan-2022	$	19,596		$	19,609		$	13
U.S. 5-Year Treasury Note		15		Jan-2022		1,852			1,856			4
						21,448			21,465			17
Short Contracts
U.S. 10-Year Treasury Note		(39)		Dec-2021	$	(5,200	)	$	(5,205	)	$	(4	)
U.S. Long Treasury Bond		(1)		Dec-2021		(163	)		(163	)		–
						(5,363	)		(5,368	)		(4	)
					$	16,085		$	16,097		$	13

Percentages are based on Net Assets of $671,989 ($ Thousands).

** The rate reported is the 7-day effective yield as of August 31, 2021.

^†  Investment in Affiliated Security.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions.

On August 31, 2021, the value of these securities amounted to $325,951 ($ Thousands), representing 48.5% of the Net Assets of the Fund.

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

(C) No interest rate available.

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

(E) Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

(F) Tri-Party Repurchase Agreement.

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

FFCB — Federal Farm Credit Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GMAC — General Motors Acceptance Corporation

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

Ltd. — Limited

MTN — Medium Term Note

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Ultra Short Duration Bond Fund (Concluded)

NASDAQ — National Association of Securities Dealers and Automated Quotations

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–		275,451		–		275,451
Asset-Backed Securities		–		196,722		–		196,722
Mortgage-Backed Securities		–		114,465		–		114,465
U.S. Treasury Obligations		–		43,655		–		43,655
Commercial Paper		–		13,190		–		13,190
Municipal Bonds		–		11,596		–		11,596
U.S. Government Agency Obligation		–		3,656		–		3,656
Sovereign Debt		–		2,119		–		2,119
Cash Equivalent		2,359		–		–		2,359
Repurchase Agreement		–		6,800		–		6,800
Total Investments in Securities		2,359		667,654		–		670,013

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		17			–		–		17
Unrealized Depreciation		(4	)		–		–		(4	)
Total Other Financial Instruments		13			–		–		13

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the transactions with affiliates for the period ended August 31, 2021:

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$3,695	$41,917	$(43,253)	$—	$—	$2,359	2,358,952	$—	$—

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS — 94.8%
Angola — 0.9%
Angola Via Avenir II BV MTN
7.661%, VAR ICE LIBOR USD 6 Month +7.500%, 07/01/2023	$	3,595	$	3,541
Angola Via Avenir Issuer II Ireland DAC
6.927%, 02/19/2027		3,159		2,937
Angolan Government International Bond
9.375%, 05/08/2048		4,475		4,754
9.375%, 05/08/2048 (A)		590		627
8.250%, 05/09/2028		2,096		2,231
Angolan Government International Bond MTN
9.125%, 11/26/2049 (A)		1,550		1,617
9.125%, 11/26/2049		572		597
8.000%, 11/26/2029		4,806		5,057
				21,361
Argentina — 1.2%
Argentine Republic Government International Bond
3.875%, 07/09/2022		5,633		2,313
3.500%, 07/09/2022		8,230		3,208
1.500%, 07/09/2022		2,237		781
1.500%, 07/09/2022		1,765		621
1.000%, 07/09/2029		9,054		3,707
0.750%, 07/09/2023		38,500		15,023
0.500%, 07/09/2029	EUR	13		6
0.125%, 07/09/2030		407		184
MercadoLibre
3.125%, 01/14/2031		1,079		1,065
Provincia de Buenos Aires
7.875%, 06/15/2027	$	454		245
5.375%, 01/20/2023	EUR	910		548
Provincia de Cordoba
5.000%, 12/10/2025 (A)	$	721		554
Rio Energy
6.875%, 02/01/2025 (A)		372		290
				28,545
Armenia — 0.1%
Armenia Government International Bond
3.600%, 02/02/2031		1,447		1,374
3.600%, 02/02/2031 (A)		663		630
				2,004
Azerbaijan — 0.8%
Azerbaijan Government International Bond
5.125%, 09/01/2029		2,772		3,115
Southern Gas Corridor CJSC
6.875%, 03/24/2026 (A)		2,102		2,490
6.875%, 03/24/2026		5,977		7,081
State Oil of the Azerbaijan Republic
6.950%, 03/18/2030		3,691		4,577

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
State Oil of the Azerbaijan Republic MTN
4.750%, 03/13/2023	$	1,100	$	1,155
4.750%, 03/13/2023		229		241
				18,659
Bahamas — 0.0%
Bahamas Government International Bond
8.950%, 10/15/2032 (A)		771		838
6.000%, 11/21/2028		299		292
				1,130
Bahrain — 0.9%
Bahrain Government International Bond
7.000%, 10/12/2028 (A)		756		833
6.750%, 09/20/2029 (A)		672		728
6.125%, 08/01/2023		849		905
6.000%, 09/19/2044		402		377
5.625%, 09/30/2031 (A)		1,867		1,867
5.625%, 09/30/2031		980		980
5.450%, 09/16/2032		4,714		4,624
5.450%, 09/16/2032 (A)		3,733		3,662
Bahrain Government International Bond MTN
6.250%, 01/25/2051		1,319		1,236
5.250%, 01/25/2033 (A)		2,874		2,767
4.250%, 01/25/2028		1,254		1,250
CBB International Sukuk Programme WLL
3.950%, 09/16/2027		1,071		1,090
Oil and Gas Holding BSCC (A)
8.375%, 11/07/2028		810		936
7.625%, 11/07/2024		858		948
				22,203
Belarus — 0.4%
Belarus Government International Bond
7.625%, 06/29/2027		596		580
6.200%, 02/28/2030		2,391		2,084
6.200%, 02/28/2030 (A)		134		117
5.875%, 02/24/2026		2,925		2,708
Belarus Ministry of Finance
6.378%, 02/24/2031		1,400		1,217
6.378%, 02/24/2031 (A)		1,061		923
Development Bank of the Republic of Belarus JSC
6.750%, 05/02/2024		1,681		1,565
				9,194
Belize — 0.0%
Belize Government International Bond
4.938%, 02/20/2038		1,613		633
Benin — 0.0%
Benin Government International Bond
6.875%, 01/19/2052	EUR	115		143

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.950%, 01/22/2035	EUR	581	$	681
4.875%, 01/19/2032		156		186
				1,010
Bermuda — 0.2%
Bermuda Government International Bond
4.750%, 02/15/2029	$	1,764		2,069
3.717%, 01/25/2027		1,093		1,195
2.375%, 08/20/2030		306		307
				3,571
Brazil — 5.6%
Brazil Letras do Tesouro Nacional (B)
7.296%, 07/01/2023	BRL	23,000		3,838
7.125%, 01/01/2024		79,000		12,547
4.710%, 01/01/2022		44,000		8,409
Brazil Loan Trust 1
5.477%, 07/24/2023 (A)	$	1,037		1,073
Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/2028		1,343		1,452
5.333%, 02/15/2028		1,329		1,437
Brazil Notas do Tesouro Nacional, Ser B
6.000%, 05/15/2045	BRL	1,442		1,191
6.000%, 08/15/2050		2,437		2,041
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2023		122,357		24,307
10.000%, 01/01/2025		59,632		11,799
10.000%, 01/01/2027		83,133		16,245
10.000%, 01/01/2029		39,168		7,587
10.000%, 01/01/2031		9,046		1,716
Brazil Notas do Tesouro Nacional Serie B
6.000%, 08/15/2026		1,000		758
Brazilian Government International Bond
5.625%, 01/07/2041	$	663		705
5.625%, 02/21/2047		928		988
5.000%, 01/27/2045		3,810		3,759
4.750%, 01/14/2050		1,865		1,765
4.500%, 05/30/2029		965		1,021
3.875%, 06/12/2030		3,808		3,817
3.750%, 09/12/2031		6,543		6,445
Centrais Eletricas Brasileiras
4.625%, 02/04/2030 (A)		232		236
CSN Inova Ventures
6.750%, 01/28/2028 (A)		800		880
6.750%, 01/28/2028		430		473
CSN Resources
4.625%, 06/10/2031 (A)		1,065		1,106
Gol Finance
7.000%, 01/31/2025 (A)(C)		1,322		1,256
Iochpe-Maxion Austria GmbH
5.000%, 05/07/2028 (A)		866		882
Klabin Austria GmbH
3.200%, 01/12/2031 (A)		1,338		1,316

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
MC Brazil Downstream Trading SARL
7.250%, 06/30/2031 (A)	$	4,853	$	5,051
Minerva Luxembourg
4.375%, 03/18/2031 (A)		1,989		1,954
MV24 Capital BV
6.748%, 06/01/2034 (A)		962		1,047
Petrobras Global Finance BV
5.500%, 06/10/2051		698		697
StoneCo
3.950%, 06/16/2028		2,190		2,113
Suzano Austria GmbH (A)
7.000%, 03/16/2047		572		772
6.000%, 01/15/2029		406		485
5.000%, 01/15/2030		687		782
Votorantim Cimentos International
7.250%, 04/05/2041		225		313
				132,263
Cameroon — 0.1%
Cameroon International Bond
5.950%, 07/07/2032	EUR	823		968
5.950%, 07/07/2032 (A)		361		425
				1,393
Cayman Islands — 0.2%
Bioceanico Sovereign Certificate Ltd
2.501%, 06/05/2034 (B)	$	2,561		1,927
Neon Capital MTN
2.216%, 01/06/2028 (D)	JPY	371,867		2,779
				4,706
Chile — 1.6%
ATP Tower Holdings LLC
4.050%, 04/27/2026 (A)	$	381		389
Banco de Credito e Inversiones
3.500%, 10/12/2027 (A)		1,691		1,831
Bonos de la Tesoreria de la Republica
2.000%, 03/01/2035	CLP	2,134,622		2,801
1.900%, 09/01/2030		2,702,705		3,654
1.500%, 03/01/2026		977,615		1,327
Bonos de la Tesoreria de la Republica en pesos
4.500%, 03/01/2026		935,000		1,264
2.800%, 10/01/2033 (A)		1,970,000		2,063
Cencosud
4.375%, 07/17/2027 (A)	$	2,283		2,498
Chile Government International Bond
3.860%, 06/21/2047		845		957
3.500%, 01/25/2050		1,950		2,083
3.100%, 05/07/2041		1,719		1,745
3.100%, 01/22/2061		1,379		1,341
2.550%, 07/27/2033		10,351		10,534
Empresa de Transporte de Pasajeros Metro
3.650%, 05/07/2030 (A)		217		237

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Nacional del Cobre de Chile
5.625%, 10/18/2043	$	629	$	847
3.750%, 01/15/2031 (A)		234		256
3.150%, 01/14/2030		1,000		1,055
3.000%, 09/30/2029		1,050		1,094
3.000%, 09/30/2029 (A)		390		406
				36,382
China — 4.7%
Alibaba Group Holding Ltd
3.250%, 02/09/2061		208		202
Blossom Joy
3.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.799% (E)		243		250
China Government Bond
3.810%, 09/14/2050	CNY	16,950		2,779
3.720%, 04/12/2051		24,400		3,990
3.390%, 03/16/2050		12,060		1,829
3.280%, 12/03/2027		80,630		12,831
3.270%, 11/19/2030		55,500		8,835
3.130%, 11/21/2029		8,560		1,339
3.120%, 12/05/2026		12,100		1,905
3.020%, 10/22/2025		65,100		10,204
2.880%, 11/05/2023		37,000		5,765
2.850%, 06/04/2027		63,890		9,888
2.680%, 05/21/2030		73,820		11,179
1.990%, 04/09/2025		85,700		12,936
China Government International Bond
3.250%, 10/19/2023	$	2,175		2,308
0.550%, 10/21/2025		1,700		1,673
0.400%, 10/21/2023		3,830		3,831
China Minmetals Corp
3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.717% (E)		3,389		3,465
Chinalco Capital Holdings Ltd
4.250%, 04/21/2022		900		914
4.100%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.788% (E)		307		321
2.125%, 06/03/2026		632		631
CNAC HK Finbridge
4.125%, 07/19/2027		200		218
3.875%, 06/19/2029		889		961
3.000%, 09/22/2030		200		203
CNRC Capitale
3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.075% (E)		200		203
Country Garden Holdings
4.800%, 08/06/2030		573		598

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Dianjian Haiyu Ltd
4.300% (E)	$	205	$	214
Dianjian International Finance Ltd
4.600% (D)(E)		448		465
ENN Clean Energy International Investment
3.375%, 05/12/2026 (A)		965		980
Huarong Finance 2017 Co Ltd
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 7.773% (E)		770		744
Huarong Finance II MTN
5.500%, 01/16/2025		930		939
3.625%, 11/22/2021		400		399
Leader Goal International MTN
4.250% (D)(E)		263		271
Meituan
3.050%, 10/28/2030		238		225
Minmetals Bounteous Finance BVI
3.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.209% (E)		1,080		1,118
Powerchina Roadbridge Group British Virgin Islands
3.080%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.256% (E)		423		426
Shimao Group Holdings
5.600%, 07/15/2026 (C)		955		995
Sinopec Group Overseas Development 2018
2.300%, 01/08/2031 (A)		708		713
Tencent Holdings MTN
3.240%, 06/03/2050 (A)		620		607
Wanda Properties International
7.250%, 01/29/2024		1,217		1,227
Wanda Properties Overseas
6.950%, 12/05/2022		200		202
6.875%, 07/23/2023		244		243
				109,026
Colombia — 5.7%
AI Candelaria Spain SLU
7.500%, 12/15/2028 (A)		1,453		1,609
Colombia Government International Bond
9.850%, 06/28/2027	COP	7,914,000		2,497
9.850%, 06/28/2027		994,000		314
8.125%, 05/21/2024	$	288		337
7.375%, 09/18/2037		1,116		1,447
6.125%, 01/18/2041		3,264		3,810
5.625%, 02/26/2044		1,555		1,736
5.200%, 05/15/2049		1,630		1,752
5.000%, 06/15/2045		6,488		6,794
4.500%, 03/15/2029		1,639		1,780
4.375%, 03/21/2023	COP	4,586,000		1,222

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.125%, 02/22/2042	$	12,061	$	11,570
3.875%, 02/15/2061		3,318		2,903
3.250%, 04/22/2032		463		452
3.125%, 04/15/2031		3,304		3,228
3.000%, 01/30/2030		1,625		1,593
Colombian TES
10.000%, 07/24/2024	COP	29,021,200		8,760
7.750%, 09/18/2030		18,174,500		5,084
7.500%, 08/26/2026		47,868,100		13,509
7.250%, 10/18/2034		27,703,100		7,234
7.000%, 03/26/2031		17,709,300		4,626
7.000%, 06/30/2032		11,329,600		2,944
6.250%, 11/26/2025		29,828,400		8,102
6.250%, 07/09/2036		4,946,100		1,150
6.000%, 04/28/2028		60,688,200		15,604
5.750%, 11/03/2027		50,847,200		13,072
3.000%, 03/25/2033		1,969,400		1,416
2.250%, 04/18/2029		274,400		198
Ecopetrol
6.875%, 04/29/2030	$	686		827
Empresas Publicas de Medellin ESP (A)
8.375%, 11/08/2027	COP	4,600,000		1,155
7.625%, 09/10/2024		2,224,000		595
7.625%, 09/10/2024		1,827,000		489
Financiera de Desarrollo Territorial Findeter
7.875%, 08/12/2024 (A)		1,408,000		389
7.875%, 08/12/2024		1,095,000		303
Geopark Ltd
5.500%, 01/17/2027 (A)	$	1,438		1,437
Gran Tierra Energy
7.750%, 05/23/2027 (A)(C)		390		339
Grupo Aval
4.375%, 02/04/2030 (A)		1,083		1,080
SierraCol Energy Andina LLC
6.000%, 06/15/2028 (A)		1,003		1,000
				132,357
Costa Rica — 0.5%
Costa Rica Government International Bond
7.158%, 03/12/2045		4,902		5,110
7.158%, 03/12/2045 (A)		698		728
7.158%, 03/12/2045		600		626
7.000%, 04/04/2044 (A)		1,062		1,097
7.000%, 04/04/2044		780		805
7.000%, 04/04/2044		1,288		1,330
6.125%, 02/19/2031		1,541		1,637
4.375%, 04/30/2025		578		600
Instituto Costarricense de Electricidad
6.375%, 05/15/2043		290		257
				12,190

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Croatia — 0.1%
Croatia Government International Bond
1.500%, 06/17/2031	EUR	700	$	885
1.125%, 03/04/2033		686		830
				1,715
Czech Republic — 1.7%
Czech Republic Government Bond
2.750%, 07/23/2029	CZK	78,020		3,871
2.500%, 08/25/2028		104,490		5,070
2.400%, 09/17/2025		197,330		9,387
2.000%, 10/13/2033		71,520		3,357
1.250%, 02/14/2025		137,070		6,271
1.200%, 03/13/2031		38,160		1,669
1.000%, 06/26/2026		110,820		4,961
0.950%, 05/15/2030		47,310		2,043
0.250%, 02/10/2027		15,200		650
0.050%, 11/29/2029		47,130		1,891
				39,170
Dominican Republic — 1.3%
Dominican Republic Government Bond
11.250%, 02/05/2027	DOP	20,700		462
7.450%, 04/30/2044 (A)	$	587		721
Dominican Republic International Bond
8.900%, 02/15/2023 (A)	DOP	8,850		166
7.450%, 04/30/2044	$	506		621
6.850%, 01/27/2045		2,518		2,889
6.500%, 02/15/2048		6,850		7,586
6.400%, 06/05/2049		1,551		1,700
5.875%, 01/30/2060		2,538		2,582
5.875%, 01/30/2060 (A)		509		518
5.300%, 01/21/2041		5,565		5,676
4.875%, 09/23/2032		1,434		1,506
4.500%, 01/30/2030		5,345		5,559
4.500%, 01/30/2030 (A)		273		284
				30,270
Ecuador — 0.9%
Ecuador Government International Bond
9.007%, 07/31/2030 (B)		485		274
6.889%, 07/31/2030 (A)(B)		2,261		1,277
5.500%, 07/31/2022 (A)		4,132		3,678
2.500%, 07/31/2022		6,900		4,968
2.500%, 07/31/2022 (A)		8,954		6,447
1.500%, 07/31/2022 (A)		4,448		2,847
1.500%, 07/31/2022		2,179		1,395
				20,886
Egypt — 3.2%
Egypt Government Bond
18.000%, 11/06/2028	EGP	44,214		3,225
17.700%, 08/07/2025		42,975		2,993
16.300%, 04/09/2024		21,507		1,423

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
16.100%, 05/07/2029	EGP	21,345	$	1,446
15.900%, 07/02/2024		29,572		1,943
14.664%, 10/06/2030		7,247		458
14.556%, 10/13/2027		17,572		1,118
14.483%, 04/06/2026		47,139		3,000
14.406%, 07/07/2027		24,826		1,571
14.382%, 01/12/2031		14,496		903
14.292%, 01/05/2028		28,937		1,820
14.196%, 07/07/2023		30,301		1,923
14.060%, 01/12/2026		67,382		4,231
Egypt Government International Bond
8.875%, 05/29/2050 (A)	$	4,115		4,429
8.875%, 05/29/2050		300		323
8.700%, 03/01/2049 (A)		921		973
8.700%, 03/01/2049		820		866
7.903%, 02/21/2048		2,249		2,234
7.903%, 02/21/2048 (A)		2,175		2,160
7.625%, 05/29/2032 (A)		4,304		4,618
7.625%, 05/29/2032		6,851		7,350
6.588%, 02/21/2028 (A)		936		993
5.250%, 10/06/2025 (A)		788		829
Egypt Government International Bond MTN
8.500%, 01/31/2047		5,575		5,852
8.150%, 11/20/2059		378		378
7.600%, 03/01/2029		1,133		1,244
7.500%, 02/16/2061		1,712		1,623
6.375%, 04/11/2031 (A)	EUR	514		629
6.375%, 04/11/2031		350		428
5.625%, 04/16/2030		1,081		1,278
4.750%, 04/11/2025 (A)		999		1,225
4.750%, 04/11/2025		633		776
4.750%, 04/16/2026		900		1,097
Egypt Treasury Bills (B)
13.412%, 01/11/2022	EGP	40,850		2,489
13.346%, 10/05/2021		126,400		7,974
				75,822
El Salvador — 0.6%
El Salvador Government International Bond
9.500%, 07/15/2052	$	4,135		3,887
8.250%, 04/10/2032 (A)		1,460		1,321
8.250%, 04/10/2032		1,121		1,015
7.750%, 01/24/2023		2,360		2,248
7.650%, 06/15/2035 (A)		196		170
7.625%, 02/01/2041		1,285		1,088
7.625%, 02/01/2041 (A)		755		639
7.125%, 01/20/2050		328		270
6.375%, 01/18/2027 (A)		138		120
5.875%, 01/30/2025		2,620		2,332
5.875%, 01/30/2025 (A)		138		123
				13,213

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Ethiopia — 0.0%
Federal Democratic Republic of Ethiopia
6.625%, 12/11/2024 (A)	$	432	$	382
Gabon — 0.1%
Gabon Government International Bond
6.950%, 06/16/2025 (A)		1,502		1,657
6.375%, 12/12/2024		1,082		1,161
				2,818
Georgia — 0.1%
Georgia Government International Bond
2.750%, 04/22/2026		780		794
2.750%, 04/22/2026 (A)		750		764
				1,558
Ghana — 1.4%
Ghana Government Bonds
20.750%, 03/06/2023	GHS	2,770		486
19.750%, 03/25/2024		7,745		1,350
19.250%, 12/18/2023		7,850		1,353
19.000%, 11/02/2026		16,120		2,710
Ghana Government International Bond
10.750%, 10/14/2030	$	3,493		4,374
8.950%, 03/26/2051 (A)		867		849
8.950%, 03/26/2051		200		196
8.875%, 05/07/2042 (A)		1,486		1,478
8.875%, 05/07/2042		1,946		1,936
8.750%, 03/11/2061		1,439		1,380
8.750%, 03/11/2061 (A)		1,817		1,742
8.627%, 06/16/2049 (A)		731		701
8.625%, 04/07/2034		4,363		4,414
8.125%, 01/18/2026 (A)		509		530
7.875%, 03/26/2027 (A)		984		1,010
7.875%, 02/11/2035		1,744		1,677
7.750%, 04/07/2029		1,321		1,334
7.750%, 04/07/2029 (A)		450		454
7.625%, 05/16/2029 (A)		403		403
7.625%, 05/16/2029		1,727		1,728
6.375%, 02/11/2027		1,542		1,507
Tullow Oil (A)
10.250%, 05/15/2026		1,231		1,274
7.000%, 03/01/2025		1,051		901
				33,787
Guatemala — 0.2%
Guatemala Government Bond
6.125%, 06/01/2050		188		225
5.375%, 04/24/2032		783		904
4.900%, 06/01/2030		1,506		1,685
4.500%, 05/03/2026		941		1,023
				3,837

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Honduras — 0.1%
Honduras Government International Bond
6.250%, 01/19/2027	$	479	$	532
5.625%, 06/24/2030 (A)		1,005		1,067
5.625%, 06/24/2030		411		436
				2,035
Hong Kong — 0.0%
NWD
4.125%, 07/18/2029		1,026		1,072
Hungary — 1.1%
Hungary Government Bond
6.750%, 10/22/2028	HUF	762,430		3,283
5.750%, 11/22/2023	$	106		118
5.500%, 06/24/2025	HUF	1,431,510		5,417
4.000%, 04/28/2051		190,210		705
3.250%, 10/22/2031		1,228,880		4,326
3.000%, 06/26/2024		101,050		351
3.000%, 10/27/2027		404,310		1,410
3.000%, 08/21/2030		794,020		2,756
3.000%, 10/27/2038		155,240		498
2.750%, 12/22/2026		1,148,290		3,941
2.250%, 04/20/2033		172,760		540
1.500%, 04/22/2026		123,360		401
Hungary Government International Bond
5.375%, 02/21/2023	$	1,248		1,338
1.500%, 11/17/2050	EUR	363		415
				25,499
India — 0.2%
Adani Electricity Mumbai
3.949%, 02/12/2030 (A)	$	720		729
Export-Import Bank of India MTN
3.250%, 01/15/2030		1,430		1,473
2.250%, 01/13/2031		1,052		996
Network i2i
5.650%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.277% (A)(E)		307		327
Power Finance MTN
3.950%, 04/23/2030 (A)		786		818
Vedanta Resources
7.125%, 05/31/2023		300		297
6.375%, 07/30/2022		550		549
Vedanta Resources Finance II
13.875%, 01/21/2024 (A)		403		442
				5,631
Indonesia — 7.2%
Indonesia Asahan Aluminium Persero
6.757%, 11/15/2048		345		451
6.530%, 11/15/2028 (A)		593		728
5.800%, 05/15/2050 (A)		1,683		2,003

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.710%, 11/15/2023 (A)	$	866	$	951
4.750%, 05/15/2025 (A)		359		391
Indonesia Government International Bond
8.500%, 10/12/2035		1,900		3,039
8.500%, 10/12/2035		400		640
7.750%, 01/17/2038		2,250		3,446
5.250%, 01/08/2047 (A)		240		311
3.500%, 01/11/2028		2,420		2,664
3.050%, 03/12/2051		3,151		3,134
2.850%, 02/14/2030		5,217		5,479
2.150%, 07/28/2031		560		556
1.400%, 10/30/2031	EUR	442		536
1.100%, 03/12/2033		1,000		1,165
Indonesia Government International Bond MTN
5.250%, 01/17/2042	$	3,640		4,587
5.125%, 01/15/2045		280		352
4.625%, 04/15/2043		1,474		1,744
3.750%, 06/14/2028	EUR	372		527
Indonesia Treasury Bond
9.000%, 03/15/2029	IDR	89,762,000		7,426
8.750%, 05/15/2031		77,901,000		6,456
8.375%, 03/15/2024		58,925,000		4,528
8.375%, 03/15/2034		92,180,000		7,400
8.375%, 04/15/2039		111,042,000		8,953
8.250%, 05/15/2029		150,430,000		12,008
8.250%, 06/15/2032		8,258,000		654
8.250%, 05/15/2036		106,475,000		8,384
8.125%, 05/15/2024		132,026,000		10,146
7.500%, 08/15/2032		45,947,000		3,486
7.500%, 06/15/2035		39,500,000		2,977
7.500%, 05/15/2038		80,596,000		5,967
7.500%, 04/15/2040		117,602,000		8,768
7.125%, 06/15/2042		1,783,000		130
7.000%, 05/15/2022		18,417,000		1,326
7.000%, 05/15/2027		82,879,000		6,261
7.000%, 09/15/2030		30,854,000		2,291
6.625%, 05/15/2033		36,763,000		2,607
6.500%, 06/15/2025		60,705,000		4,499
6.500%, 02/15/2031		44,660,000		3,222
6.125%, 05/15/2028		19,675,000		1,413
5.500%, 04/15/2026		154,800,000		11,054
Medco Bell Pte
6.375%, 01/30/2027 (A)	$	626		637
Minejesa Capital BV (A)
5.625%, 08/10/2037		447		484
4.625%, 08/10/2030		582		607
Pertamina Persero
2.300%, 02/09/2031 (A)		3,000		2,922
1.400%, 02/09/2026		1,490		1,471
Pertamina Persero MTN
6.450%, 05/30/2044		1,233		1,637

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.625%, 05/20/2043	$	208	$	251
3.650%, 07/30/2029 (A)		985		1,073
Perusahaan Listrik Negara
1.875%, 11/05/2031 (A)	EUR	943		1,091
Perusahaan Listrik Negara MTN
6.150%, 05/21/2048	$	350		445
5.250%, 10/24/2042		1,097		1,253
4.375%, 02/05/2050 (A)		355		369
Perusahaan Penerbit SBSN Indonesia III
4.325%, 05/28/2025		2,451		2,726
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (A)		1,015		1,291
				168,917
Iraq — 0.1%
Iraq Government International Bond
5.800%, 01/15/2028		2,550		2,442
Ireland — 0.0%
C&W Senior Financing DAC
7.500%, 10/15/2026 (A)		1,010		1,053
Israel — 0.4%
Bank Leumi Le-Israel
3.275%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.631%, 01/29/2031 (A)		592		606
Israel Government International Bond
4.500%, 04/03/2120		4,665		6,026
Leviathan Bond (A)
6.750%, 06/30/2030		550		615
6.500%, 06/30/2027		1,359		1,497
State of Israel
2.500%, 01/15/2030		309		326
				9,070
Ivory Coast — 0.5%
Ivory Coast Government International Bond
6.875%, 10/17/2040	EUR	1,804		2,379
6.625%, 03/22/2048		3,244		4,111
6.625%, 03/22/2048		563		714
6.625%, 03/22/2048 (A)		308		390
5.875%, 10/17/2031		1,008		1,298
5.875%, 10/17/2031 (A)		198		255
5.750%, 12/31/2032	$	1,182		1,199
5.750%, 12/31/2032		211		215
4.875%, 01/30/2032	EUR	827		995
				11,556
Jordan — 0.2%
Jordan Government International Bond
7.375%, 10/10/2047	$	756		813
7.375%, 10/10/2047 (A)		62		67

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.850%, 07/07/2030 (A)	$	1,823	$	1,923
4.950%, 07/07/2025		1,945		2,042
				4,845
Kazakhstan — 1.2%
Development Bank of Kazakhstan
4.125%, 12/10/2022		880		915
2.950%, 05/06/2031 (A)		723		736
Kazakhstan Government International Bond
4.875%, 10/14/2044		1,157		1,467
4.875%, 10/14/2044 (A)		906		1,149
Kazakhstan Government International Bond MTN
6.500%, 07/21/2045		230		340
KazMunayGas National JSC
6.375%, 10/24/2048 (A)		1,057		1,390
5.750%, 04/19/2047 (A)		2,560		3,174
5.375%, 04/24/2030		1,605		1,922
5.375%, 04/24/2030 (A)		1,295		1,551
5.375%, 04/24/2030		4,542		5,439
4.750%, 04/24/2025 (A)		1,737		1,931
3.500%, 04/14/2033		1,847		1,932
KazTransGas JSC
4.375%, 09/26/2027		1,640		1,808
4.375%, 09/26/2027 (A)		1,219		1,344
National Bank of Kazakhstan Notes
8.811%, 10/15/2021(B)	KZT	627,057		1,455
Tengizchevroil Finance International
3.250%, 08/15/2030 (A)	$	630		646
2.625%, 08/15/2025		1,794		1,839
				29,038
Kenya — 0.3%
Kenya Government International Bond
8.250%, 02/28/2048		1,745		1,975
8.250%, 02/28/2048 (A)		982		1,112
8.000%, 05/22/2032		756		864
7.000%, 05/22/2027		1,521		1,670
6.300%, 01/23/2034 (A)		1,861		1,917
6.300%, 01/23/2034		513		528
				8,066
Kuwait — 0.0%
Meglobal Canada ULC MTN MTN
5.875%, 05/18/2030 (A)		250		311
NBK Tier 1 Financing 2
4.500%, VAR USD Swap Semi 30/360 6 Yr Curr + 2.832% (A)(E)		693		719
				1,030
Lebanon — 0.2%
Lebanon Government International Bond
8.250%, 05/17/2034(F)		7,532		917
8.200%, 05/17/2033(F)		3,557		431

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.750%, 11/29/2027 (F)	$	1,500	$	187
6.650%, 04/22/2024 (F)		2,000		248
6.000%, 01/27/2023 (F)		738		92
Lebanon Government International Bond MTN
8.250%, 04/12/2021 (F)		1,415		181
7.000%, 03/20/2028 (F)		2,543		314
6.850%, 05/25/2029 (F)		522		65
6.600%, 11/27/2026 (F)		2,890		356
6.400%, 05/26/2023 (F)		1,000		125
6.100%, 10/04/2022 (F)		3,082		384
6.100%, 10/04/2022 (F)		1,822		227
				3,527
Macau — 0.0%
Studio City Finance (A)
6.500%, 01/15/2028		507		531
6.000%, 07/15/2025		194		202
				733
Macedonia — 0.0%
North Macedonia Government International Bond
1.625%, 03/10/2028	EUR	445		525
Malaysia — 5.7%
1MDB Energy
5.990%, 05/11/2022	$	2,000		2,046
1MDB Global Investments Ltd
4.400%, 03/09/2023		6,000		6,061
4.400%, 03/09/2023		9,700		9,798
Malaysia Government Bond
5.248%, 09/15/2028 MYR	MYR	1,050		287
4.935%, 09/30/2043		1,200		313
4.921%, 07/06/2048		3,873		1,014
4.736%, 03/15/2046		1,052		268
4.392%, 04/15/2026		5,125		1,326
4.254%, 05/31/2035		5,170		1,313
4.232%, 06/30/2031		2,000		517
4.181%, 07/15/2024		23,425		5,921
4.065%, 06/15/2050		3,800		894
4.059%, 09/30/2024		17,428		4,400
4.048%, 09/30/2021		900		217
3.955%, 09/15/2025		51,641		13,064
3.906%, 07/15/2026		22,578		5,736
3.900%, 11/30/2026		3,094		787
3.899%, 11/16/2027		4,810		1,219
3.885%, 08/15/2029		31,074		7,837
3.828%, 07/05/2034		40,256		9,711
3.800%, 08/17/2023		42,002		10,466
3.795%, 09/30/2022		4,800		1,179
3.757%, 04/20/2023		30,150		7,470
3.757%, 05/22/2040		17,249		4,004

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
3.733%, 06/15/2028	MYR	27,174	$	6,803
3.502%, 05/31/2027		7,247		1,798
3.480%, 03/15/2023		10,635		2,620
3.478%, 06/14/2024		9,387		2,325
3.418%, 08/15/2022		13,665		3,340
2.632%, 04/15/2031		27,567		6,311
Malaysia Government Investment Issue
4.369%, 10/31/2028		2,000		518
4.119%, 11/30/2034		6,809		1,680
4.070%, 09/30/2026		14,000		3,570
Malaysia Wakala Sukuk
2.070%, 04/28/2031	$	1,970		1,995
Petronas Capital MTN
4.550%, 04/21/2050		2,131		2,690
3.500%, 04/21/2030		1,790		1,973
2.480%, 01/28/2032		1,760		1,790
				133,261
Mexico — 7.1%
America Movil
7.125%, 12/09/2024	MXN	23,310		1,167
Banco Mercantil del Norte (A)(E)
7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470%	$	623		705
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967%		1,569		1,694
Banco Nacional de Comercio Exterior SNC
2.720%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 08/11/2031 (A)		2,739		2,774
Cemex (A)
5.450%, 11/19/2029		622		682
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (E)		277		291
3.875%, 07/11/2031		782		804
Cometa Energia
6.375%, 04/24/2035 (A)		306		360
Comision Federal de Electricidad
7.350%, 11/25/2025	MXN	52,305		2,514
5.750%, 02/14/2042 (A)	$	570		636
4.750%, 02/23/2027 (A)		684		771
3.348%, 02/09/2031 (A)		605		602
FEL Energy VI Sarl
5.750%, 12/01/2040 (A)		284		302
Industrias Penoles
5.650%, 09/12/2049 (A)		491		626
Mexican Bonos
10.000%, 12/05/2024	MXN	242,295		13,450
8.500%, 05/31/2029		199,500		10,893
8.500%, 11/18/2038		194,836		10,622

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
8.000%, 11/07/2047	MXN	91,207	$	4,737
7.750%, 11/13/2042		123,924		6,296
7.500%, 06/03/2027		287,025		14,855
6.500%, 06/09/2022		186,400		9,380
5.750%, 03/05/2026		75,293		3,644
5.750%, 03/05/2026		10,982		532
Mexican Bonos, Ser M20
8.000%, 12/07/2023		132,620		6,926
Mexican Udibonos
4.500%, 12/04/2025		47,069		2,598
3.500%, 11/16/2023		99,484		5,167
2.000%, 06/09/2022		51,590		2,580
Mexichem
6.750%, 09/19/2042 (A)	$	804		1,078
Mexico City Airport Trust
5.500%, 07/31/2047 (A)		1,068		1,111
Mexico Government International Bond
5.000%, 04/27/2051		796		925
4.500%, 04/22/2029		886		1,014
4.280%, 08/14/2041		2,104		2,251
3.771%, 05/24/2061		966		921
2.659%, 05/24/2031		2,443		2,428
2.250%, 08/12/2036	EUR	608		716
Mexico Government International Bond MTN
6.050%, 01/11/2040	$	1,188		1,515
5.750%, 10/12/2110		3,350		4,086
Minera Mexico
4.500%, 01/26/2050 (A)		870		992
Petroleos Mexicanos
9.500%, 09/15/2027		215		249
9.500%, 09/15/2027		427		494
7.690%, 01/23/2050 (A)		2,359		2,252
7.690%, 01/23/2050		200		191
6.950%, 01/28/2060		812		716
6.950%, 01/28/2060 (A)		1,229		1,084
6.840%, 01/23/2030 (A)		534		556
6.840%, 01/23/2030		4,598		4,787
6.625%, 06/15/2035		7,197		6,969
6.625%, 06/15/2038		205		190
6.500%, 01/23/2029 (A)		1,111		1,153
6.500%, 01/23/2029		620		643
6.500%, 06/02/2041		317		285
6.350%, 02/12/2048		1,447		1,228
5.950%, 01/28/2031		4,010		3,931
5.950%, 01/28/2031 (A)		727		713
5.950%, 01/28/2031		1,757		1,722
5.625%, 01/23/2046		577		470
5.350%, 02/12/2028		1,454		1,447
5.350%, 02/12/2028 (A)		826		822
Petroleos Mexicanos MTN
6.875%, 08/04/2026		966		1,055

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.750%, 09/21/2047	$	6,868	$	6,033
6.750%, 09/21/2047		440		387
Poinsettia Finance
6.625%, 06/17/2031		6,204		6,142
				166,164
Mongolia — 0.3%
Development Bank of Mongolia LLC
7.250%, 10/23/2023 (A)		1,149		1,229
Mongolia Government International Bond
5.125%, 04/07/2026		546		576
4.450%, 07/07/2031		635		624
3.500%, 07/07/2027		1,383		1,358
Mongolia Government International Bond MTN
8.750%, 03/09/2024		2,896		3,305
				7,092
Morocco — 0.3%
Morocco Government International Bond
4.000%, 12/15/2050		1,682		1,563
3.000%, 12/15/2032		3,219		3,114
2.375%, 12/15/2027		1,168		1,154
OCP
3.750%, 06/23/2031 (A)		203		205
				6,036
Mozambique — 0.1%
Mozambique International Bond
9.000%, 09/15/2023 (A)		2,611		2,249
9.000%, 09/15/2023		400		345
				2,594
Netherlands — 0.1%
IHS Netherlands Holdco BV
8.000%, 09/18/2027 (A)		399		429
VEON Holdings BV
3.375%, 11/25/2027 (A)		783		797
				1,226
Nigeria — 0.7%
Nigeria Government International Bond
9.248%, 01/21/2049		524		601
8.747%, 01/21/2031		2,306		2,611
8.747%, 01/21/2031 (A)		423		479
7.875%, 02/16/2032 (A)		2,134		2,296
7.875%, 02/16/2032		4,619		4,969
7.696%, 02/23/2038		2,008		2,057
7.696%, 02/23/2038 (A)		852		873
Nigeria Government International Bond MTN
7.625%, 11/28/2047 (A)		895		902
6.500%, 11/28/2027 (A)		610		644

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.500%, 11/28/2027	$	70	$	74
				15,506
Oman — 1.1%
Oman Government International Bond
7.375%, 10/28/2032 (A)		1,009		1,171
7.000%, 01/25/2051 (A)		642		669
7.000%, 01/25/2051		200		208
6.750%, 10/28/2027		5,564		6,280
6.750%, 01/17/2048		5,195		5,305
6.750%, 01/17/2048 (A)		2,188		2,235
6.500%, 03/08/2047		300		301
6.250%, 01/25/2031 (A)		1,758		1,916
6.250%, 01/25/2031		1,635		1,782
4.750%, 06/15/2026		1,402		1,453
Oman Government International Bond MTN
6.000%, 08/01/2029		805		861
6.000%, 08/01/2029 (A)		784		839
4.875%, 02/01/2025 (A)		1,027		1,076
Oman Sovereign Sukuk
4.875%, 06/15/2030 (A)		519		544
OQ SAOC MTN
5.125%, 05/06/2028 (A)		400		406
Oryx Funding Ltd
5.800%, 02/03/2031 (A)		204		216
				25,262
Pakistan — 0.4%
Pakistan Government International Bond
8.250%, 09/30/2025 (A)		335		364
7.875%, 03/31/2036		285		285
6.875%, 12/05/2027 (A)		1,073		1,097
6.875%, 12/05/2027		1,044		1,067
Pakistan Government International Bond MTN
8.875%, 04/08/2051		1,412		1,458
7.375%, 04/08/2031		1,777		1,804
6.000%, 04/08/2026		1,858		1,867
6.000%, 04/08/2026 (A)		1,413		1,420
				9,362
Panama — 1.2%
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		469		496
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (A)		639		664
Banco Nacional de Panama
2.500%, 08/11/2030 (A)		1,160		1,114
Cable Onda
4.500%, 01/30/2030 (A)		227		241
Empresa de Transmision Electrica
5.125%, 05/02/2049 (A)		873		1,002
Panama Bonos del Tesoro
3.362%, 06/30/2031		4,948		5,035

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Panama Government International Bond
9.375%, 04/01/2029	$	1,120	$	1,660
8.125%, 04/28/2034		699		1,015
6.700%, 01/26/2036		400		548
4.500%, 04/16/2050		1,236		1,418
4.500%, 04/01/2056		1,102		1,260
3.870%, 07/23/2060		1,799		1,860
3.750%, 03/16/2025		1,743		1,888
3.160%, 01/23/2030		591		626
2.252%, 09/29/2032		8,701		8,487
				27,314
Papua New Guinea — 0.0%
Papua New Guinea Government International Bond
8.375%, 10/04/2028		850		855
Paraguay — 0.2%
Paraguay Government International Bond
6.100%, 08/11/2044		1,450		1,831
5.400%, 03/30/2050		946		1,129
4.950%, 04/28/2031		1,486		1,727
2.739%, 01/29/2033		896		886
				5,573
Peru — 2.4%
ABY Transmission Sur
6.875%, 04/30/2043 (A)		315		408
Fondo MIVIVIENDA
7.000%, 02/14/2024 (A)	PEN	5,422		1,373
Inkia Energy
5.875%, 11/09/2027 (A)	$	487		495
Kallpa Generacion SA (A)
4.875%, 05/24/2026		398		424
4.125%, 08/16/2027		1,197		1,219
Nexa Resources
5.375%, 05/04/2027 (A)		4,041		4,262
Peru Government Bond
8.750%, 11/21/2033		790		1,243
6.950%, 08/12/2031	PEN	2,214		575
6.350%, 08/12/2028		2,246		573
6.150%, 08/12/2032		11,131		2,687
5.940%, 02/12/2029		3,956		982
5.400%, 08/12/2034		8,867		1,929
5.350%, 08/12/2040		959		195
5.200%, 09/12/2023		1,204		308
Peru Government International Bond
8.200%, 08/12/2026		6,280		1,782
8.200%, 08/12/2026		18		5
6.950%, 08/12/2031		31,106		8,077
6.950%, 08/12/2031		724		188
6.900%, 08/12/2037		2,925		713
6.850%, 02/12/2042		882		210

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.350%, 08/12/2028	PEN	4,735	$	1,208
5.700%, 08/12/2024 (A)		6,317		1,638
5.400%, 08/12/2034		1,738		378
3.750%, 03/01/2030	EUR	350		497
3.230%, 07/28/2121	$	3,001		2,629
2.844%, 06/20/2030		255		263
2.783%, 01/23/2031		3,337		3,409
1.862%, 12/01/2032		982		922
1.250%, 03/11/2033	EUR	3,208		3,724
Petroleos del Peru
5.625%, 06/19/2047 (A)	$	1,432		1,494
5.625%, 06/19/2047		7,312		7,626
4.750%, 06/19/2032		1,799		1,880
4.750%, 06/19/2032 (A)		1,695		1,771
				55,087
Philippines — 0.7%
Philippine Government International Bond
5.000%, 01/13/2037		779		997
3.900%, 11/26/2022	PHP	52,000		1,052
3.700%, 03/01/2041	$	1,087		1,200
3.200%, 07/06/2046		2,809		2,903
3.000%, 02/01/2028		393		427
2.950%, 05/05/2045		548		551
2.650%, 12/10/2045		1,073		1,036
1.950%, 01/06/2032		5,515		5,507
1.750%, 04/28/2041	EUR	606		727
1.648%, 06/10/2031	$	2,848		2,800
				17,200
Poland — 1.6%
Poland Government Bond
5.750%, 04/25/2029	PLN	1,539		525
3.250%, 07/25/2025		12,833		3,649
2.750%, 04/25/2028		5,737		1,629
2.750%, 10/25/2029		15,973		4,548
2.500%, 01/25/2023		3,782		1,018
2.500%, 04/25/2024		12,273		3,367
2.500%, 07/25/2026		15,445		4,288
2.500%, 07/25/2027		16,505		4,592
1.250%, 10/25/2030		23,453		5,903
0.750%, 04/25/2025		4,961		1,294
0.250%, 10/25/2026		15,300		3,787
Poland Government International Bond
5.000%, 03/23/2022	$	2,898		2,974
				37,574
Qatar — 1.2%
Qatar Government International Bond
5.103%, 04/23/2048		1,783		2,401
5.103%, 04/23/2048 (A)		1,279		1,722
4.817%, 03/14/2049		4,678		6,109
4.500%, 04/23/2028 (A)		701		827
4.400%, 04/16/2050 (A)		1,612		1,996

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.000%, 03/14/2029	$	1,496	$	1,723
3.750%, 04/16/2030		2,371		2,701
3.750%, 04/16/2030 (A)		490		558
Qatar Petroleum (A)
3.300%, 07/12/2051		3,438		3,551
3.125%, 07/12/2041		1,413		1,454
2.250%, 07/12/2031		5,088		5,131
State of Qatar
6.400%, 01/20/2040 (A)		674		998
				29,171
Romania — 1.6%
Romania Government Bond
5.850%, 04/26/2023	RON	2,330		585
5.000%, 02/12/2029		11,435		2,957
4.850%, 04/22/2026		2,725		693
4.750%, 10/11/2034		1,205		303
4.400%, 09/25/2023		970		239
4.250%, 06/28/2023		3,930		963
4.150%, 01/26/2028		13,770		3,403
4.000%, 10/25/2023		4,865		1,190
3.650%, 07/28/2025		21,105		5,119
3.650%, 09/24/2031		7,895		1,851
3.250%, 06/24/2026		3,370		802
Romania Government Bond MTN
6.125%, 01/22/2044 (A)	$	616		844
6.125%, 01/22/2044		312		428
Romania Government International Bond
3.624%, 05/26/2030 (A)	EUR	1,113		1,520
3.000%, 02/14/2031	$	2,024		2,111
2.750%, 04/14/2041 (A)	EUR	500		583
Romania Government International Bond MTN
6.750%, 02/07/2022	$	1,666		1,711
4.625%, 04/03/2049	EUR	2,036		3,024
4.125%, 03/11/2039		45		62
3.875%, 10/29/2035		620		857
3.375%, 02/08/2038 (A)		916		1,185
3.375%, 01/28/2050		3,177		3,975
2.875%, 03/11/2029		321		420
2.500%, 02/08/2030 (A)		935		1,180
2.124%, 07/16/2031		166		202
2.000%, 01/28/2032		206		245
2.000%, 04/14/2033		800		940
Romanian Government International Bond MTN
2.875%, 04/13/2042		746		873
				38,265
Russia — 5.4%
Gazprom OAO Via Gaz Capital
5.150%, 02/11/2026 (A)	$	3,647		4,098

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Gazprom PJSC Via Gaz Capital
4.950%, 02/06/2028 (A)	$	901	$	1,007
Gazprom PJSC Via Gaz Finance
4.599%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.264% (A)(C)(E)		1,233		1,286
GTLK Europe Capital DAC
4.949%, 02/18/2026		1,336		1,432
4.650%, 03/10/2027		797		842
Rusal Capital DAC
5.125%, 02/02/2022		1,280		1,290
Russian Federal Bond – OFZ
8.500%, 09/17/2031	RUB	176,075		2,685
8.150%, 02/03/2027		1,081,564		15,698
7.950%, 10/07/2026		289,831		4,163
7.700%, 03/23/2033		194,832		2,807
7.700%, 03/16/2039		71,598		1,033
7.650%, 04/10/2030		12,078		173
7.250%, 05/10/2034		273,665		3,792
7.100%, 10/16/2024		113,604		1,567
7.050%, 01/19/2028		1,104,606		15,312
7.000%, 08/16/2023		284,643		3,911
7.000%, 07/30/2036		127,961		1,712
6.900%, 05/23/2029		623,043		8,536
6.900%, 07/23/2031		256,424		3,473
6.000%, 10/06/2027		95,220		1,252
4.500%, 07/16/2025		1,493,968		18,862
Russian Federal Inflation-Linked Bond
2.500%, 07/17/2030		755,733		10,118
Russian Foreign Bond – Eurobond
7.500%, 03/31/2030	$	2		2
5.250%, 06/23/2047		600		776
5.100%, 03/28/2035		3,600		4,387
4.375%, 03/21/2029		11,800		13,483
4.250%, 06/23/2027		800		898
Vnesheconombank Via VEB Finance
6.800%, 11/22/2025 (A)		600		709
6.800%, 11/22/2025		240		284
				125,588
Saudi Arabia — 1.0%
Global Sukuk
1.602%, 06/17/2026		2,600		2,605
Saudi Arabian Oil MTN
4.250%, 04/16/2039		1,620		1,860
Saudi Government International Bond (A)
5.250%, 01/16/2050		540		711
4.375%, 04/16/2029		1,481		1,722
Saudi Government International Bond MTN
4.625%, 10/04/2047 (A)		580		693
4.500%, 10/26/2046		3,310		3,889
4.500%, 10/26/2046 (A)		352		414

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.000%, 04/17/2025	$	2,670	$	2,937
3.250%, 10/26/2026 (A)		2,158		2,344
3.250%, 10/22/2030		2,612		2,834
3.250%, 10/22/2030 (A)		1,525		1,655
2.500%, 02/03/2027		1,400		1,463
2.250%, 02/02/2033 (A)		1,318		1,298
				24,425
Senegal — 0.2%
Senegal Government International Bond
6.750%, 03/13/2048		1,057		1,099
5.375%, 06/08/2037 (A)	EUR	538		650
5.375%, 06/08/2037		406		490
4.750%, 03/13/2028		1,030		1,289
4.750%, 03/13/2028 (A)		170		213
				3,741
Serbia — 0.2%
Serbia International Bond
3.125%, 05/15/2027		451		593
2.125%, 12/01/2030	$	1,080		1,042
1.650%, 03/03/2033	EUR	406		475
1.500%, 06/26/2029		1,788		2,142
Serbia Treasury Bonds
5.875%, 02/08/2028	RSD	53,240		643
4.500%, 01/11/2026		44,900		492
				5,387
South Africa — 6.1%
Eskom Holdings SOC MTN
6.350%, 08/10/2028	$	650		718
Eskom Holdings SOC Ltd
7.125%, 02/11/2025 (A)		4,243		4,476
Eskom Holdings SOC Ltd MTN
8.450%, 08/10/2028 (A)		836		950
7.500%, 09/15/2033	ZAR	52,500		2,793
6.750%, 08/06/2023	$	1,456		1,518
6.750%, 08/06/2023 (A)		1,100		1,147
Sasol Financing USA LLC
6.500%, 09/27/2028		540		611
5.875%, 03/27/2024		661		705
4.375%, 09/18/2026		532		549
South Africa Government International Bond
10.500%, 12/21/2026	ZAR	213,821		16,828
9.000%, 01/31/2040		105,289		6,481
8.875%, 02/28/2035		262,224		16,679
8.750%, 01/31/2044		181,711		10,785
8.750%, 02/28/2048		247,918		14,695
8.500%, 01/31/2037		291,777		17,497
8.250%, 03/31/2032		206,162		13,152
8.000%, 01/31/2030		103,290		6,819
7.000%, 02/28/2031		101,087		6,063
6.500%, 02/28/2041		27,919		1,312

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.300%, 06/22/2048 (C)	$	2,526	$	2,723
6.250%, 03/31/2036	ZAR	102,139		5,066
5.875%, 09/16/2025	$	326		368
5.875%, 06/22/2030		199		226
5.750%, 09/30/2049		5,935		5,971
5.650%, 09/27/2047		284		285
5.000%, 10/12/2046		475		444
4.850%, 09/27/2027		690		740
4.850%, 09/30/2029		3,476		3,677
				143,278
South Korea — 0.2%
Export-Import Bank of Korea MTN
8.400%, 11/30/2021	IDR	35,600,000		2,517
Korea International Bond
1.000%, 09/16/2030	$	1,328		1,275
				3,792
Sri Lanka — 0.8%
Sri Lanka Government International Bond
7.850%, 03/14/2029		2,519		1,606
7.550%, 03/28/2030		3,420		2,176
6.850%, 03/14/2024		1,445		968
6.825%, 07/18/2026 (A)		1,612		1,044
6.825%, 07/18/2026		800		518
6.750%, 04/18/2028 (A)		7,750		4,941
6.750%, 04/18/2028		5,766		3,676
6.350%, 06/28/2024		1,368		916
6.200%, 05/11/2027		2,234		1,435
5.875%, 07/25/2022 (A)(C)		628		476
5.750%, 04/18/2023		243		169
				17,925
St. Lucia — 0.1%
Digicel Holdings Bermuda
8.750%, 05/25/2024 (A)		790		821
Digicel International Finance
8.750%, 05/25/2024 (A)		650		675
				1,496
Supranational — 0.6%
Africa Finance
2.875%, 04/28/2028 (A)		2,555		2,588
African Export-Import Bank (A)
3.798%, 05/17/2031		301		314
2.634%, 05/17/2026		237		243
African Export-Import Bank MTN
3.994%, 09/21/2029 (A)		543		577
Banque Ouest Africaine de Developpement
5.000%, 07/27/2027 (A)		1,274		1,427
4.700%, 10/22/2031 (A)		934		1,026
4.700%, 10/22/2031		200		220
2.750%, 01/22/2033 (A)	EUR	186		233

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
European Investment Bank MTN
8.500%, 09/17/2024	ZAR	11,350	$	840
Inter-American Development Bank MTN
7.875%, 03/14/2023	IDR	73,150,000		5,394
				12,862
Tanzania — 0.0%
AngloGold Ashanti Holdings
3.750%, 10/01/2030	$	323		338
Thailand — 2.5%
Thailand Government Bond
5.670%, 03/13/2028	THB	3,000		120
4.875%, 06/22/2029		15,000		588
3.775%, 06/25/2032		300,593		11,222
3.650%, 06/20/2031		85,000		3,125
3.625%, 06/16/2023		34,000		1,114
3.400%, 06/17/2036		276,587		10,036
3.300%, 06/17/2038		140,713		5,084
2.875%, 12/17/2028		134,998		4,674
2.875%, 06/17/2046		4,865		165
2.400%, 12/17/2023		167,000		5,406
2.125%, 12/17/2026		25,000		829
2.000%, 12/17/2031		79,000		2,531
2.000%, 06/17/2042		75,563		2,240
1.600%, 12/17/2029		15,000		472
1.600%, 06/17/2035		51,336		1,528
1.585%, 12/17/2035		3,763		111
1.450%, 12/17/2024		124,000		3,962
1.250%, 03/12/2028		44,639		1,376
0.950%, 06/17/2025		102,000		3,209
				57,792
Trinidad & Tobago — 0.1%
Trinidad & Tobago Government International Bond
4.500%, 08/04/2026	$	148		158
4.500%, 06/26/2030		819		874
4.375%, 01/16/2024		481		510
				1,542
Tunisia — 0.2%
Banque Centrale de Tunisie
5.750%, 01/30/2025 (A)		645		567
Banque Centrale de Tunisie International Bond
6.375%, 07/15/2026 (A)	EUR	1,487		1,544
6.375%, 07/15/2026		962		999
5.750%, 01/30/2025	$	400		352
5.625%, 02/17/2024	EUR	1,687		1,777
				5,239

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

/Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Turkey — 2.0%
Aydem Yenilenebilir Enerji
7.750%, 02/02/2027 (A)	$	972	$	970
Export Credit Bank of Turkey (A)
8.250%, 01/24/2024		327		357
6.125%, 05/03/2024		831		869
5.375%, 10/24/2023		1,487		1,539
5.000%, 09/23/2021		674		675
Hazine Mustesarligi Varlik Kiralama (A)
5.800%, 02/21/2022		996		1,012
5.125%, 06/22/2026		2,251		2,268
QNB Finansbank
6.875%, 09/07/2024 (A)		898		981
TC Ziraat Bankasi MTN
5.125%, 05/03/2022 (A)		561		571
Turkey Government Bond
12.600%, 10/01/2025	TRY	50,043		5,260
11.700%, 11/13/2030		6,257		584
10.600%, 02/11/2026		19,572		1,902
9.000%, 05/04/2022		5,060		575
Turkey Government International Bond
7.250%, 12/23/2023	$	2,958		3,200
6.875%, 03/17/2036		3,412		3,536
6.375%, 10/14/2025		200		211
6.350%, 08/10/2024		517		546
6.000%, 01/14/2041		1,911		1,775
5.950%, 01/15/2031		6,262		6,275
5.875%, 06/26/2031		1,862		1,853
5.750%, 03/22/2024		145		151
5.750%, 05/11/2047		1,131		1,006
5.125%, 02/17/2028		200		198
4.875%, 10/09/2026		847		842
4.750%, 01/26/2026		6,777		6,755
Turkiye Sise ve Cam Fabrikalari AS
6.950%, 03/14/2026 (A)		725		807
Turkiye Vakiflar Bankasi TAO
6.500%, 01/08/2026 (A)		570		590
Ulker Biskuvi Sanayi
6.950%, 10/30/2025		1,381		1,489
Yapi ve Kredi Bankasi MTN
5.850%, 06/21/2024 (A)		632		655
				47,452
Uganda — 0.4%
Uganda Government Bonds
17.000%, 01/16/2025	UGX	631,100		209
17.000%, 04/03/2031		13,196,900		4,384
16.250%, 11/08/2035		1,610,800		515
16.000%, 05/06/2027		3,245,900		1,053
14.250%, 06/22/2034		7,863,100		2,267
				8,428

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Ukraine — 2.0%
NAK Naftogaz Ukraine via Kondor Finance
7.625%, 11/08/2026 (A)	$	1,334	$	1,375
7.125%, 07/19/2024	EUR	970		1,186
State Agency of Roads of Ukraine
6.250%, 06/24/2028		3,754		3,755
Ukraine Government Bond
17.000%, 05/11/2022	UAH	99,987		3,855
15.840%, 02/26/2025		92,615		3,704
Ukraine Government International Bond
9.750%, 11/01/2028	$	1,223		1,480
8.994%, 02/01/2024		1,205		1,339
7.750%, 09/01/2024 (A)		713		783
7.750%, 09/01/2025 (A)		2,759		3,042
7.750%, 09/01/2026 (A)		2,192		2,436
7.750%, 09/01/2026		1,155		1,284
7.750%, 09/01/2027		1,999		2,222
7.375%, 09/25/2032		5,694		6,082
7.253%, 03/15/2033		864		915
6.876%, 05/21/2029		5,295		5,589
6.876%, 05/21/2029 (A)		423		446
6.750%, 06/20/2026	EUR	1,790		2,331
6.750%, 06/20/2026 (A)		1,113		1,449
2.090%, VAR N/A 0.000%,
05/31/2040	$	480		546
1.258%, VAR N/A 0.000%,
05/31/2040 (A)		3,182		3,623
Ukreximbank Via Biz Finance
9.750%, 01/22/2025		214		232
				47,674
United Arab Emirates — 1.4%
Abu Dhabi Crude Oil Pipeline LLC (A)
4.600%, 11/02/2047		2,651		3,186
3.650%, 11/02/2029		923		1,031
Abu Dhabi Government International Bond
4.125%, 10/11/2047 (A)		863		1,039
Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050		628		734
1.625%, 06/02/2028		3,633		3,648
DAE Funding LLC
3.375%, 03/20/2028 (A)		850		879
DP World MTN (A)
6.850%, 07/02/2037		245		331
5.625%, 09/25/2048		648		814
4.700%, 09/30/2049		215		240
DP World Crescent MTN
4.848%, 09/26/2028		725		831
DP World Salaam
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.750%(E)		4,046		4,418

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Emirate of Dubai Government International Bonds MTN
5.250%, 01/30/2043	$	670	$	766
Finance Department Government of Sharjah MTN
4.000%, 07/28/2050 (A)		1,568		1,422
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040		6,002		6,096
2.940%, 09/30/2040 (A)		900		914
2.625%, 03/31/2036 (A)		827		826
2.160%, 03/31/2034		2,202		2,192
MDGH - GMTN BV MTN
4.500%, 11/07/2028 (A)		796		931
3.950%, 05/21/2050		338		391
3.700%, 11/07/2049 (A)		970		1,077
Sharjah Sukuk Program MTN
3.854%, 04/03/2026		1,037		1,105
				32,871
United Kingdom — 0.3%
Standard Chartered Bank MTN
8.250%, 05/18/2029 (A)	IDR	88,081,000		7,031
United States — 0.6%
JBS USA Food
5.750%, 01/15/2028 (A)	$	644		680
JPMorgan Chase Bank MTN (A)
8.375%, 04/19/2039	IDR	1,563,000		125
7.500%, 06/15/2035		48,361,000		3,645
7.000%, 09/18/2030 (D)		117,660,000		8,736
Sagicor Financial
5.300%, 05/13/2028 (A)	$	712		753
				13,939
Uruguay — 0.6%
Uruguay Government International Bond
9.875%, 06/20/2022	UYU	87,230		2,088
5.100%, 06/18/2050	$	1,093		1,456
4.975%, 04/20/2055		487		639
4.375%, 10/27/2027		2,259		2,620
4.375%, 12/15/2028	UYU	10,923		305
4.375%, 01/23/2031	$	6,468		7,587
				14,695
Uzbekistan — 0.2%
Uzauto Motors AJ
4.850%, 05/04/2026 (A)		1,269		1,266
Uzbekistan Government Bond
3.900%, 10/19/2031 (A)		2,048		2,045
Uzbekistan Government Bond MTN
5.375%, 02/20/2029		1,259		1,392
3.700%, 11/25/2030 (A)		830		822
				5,525

Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Venezuela — 0.2%
Petroleos de Venezuela
9.750%, 05/17/2035 (F)	$	3,202	$	141
6.000%, 05/16/2024 (F)		16,821		740
6.000%, 05/16/2024 (F)		7,900		348
6.000%, 05/16/2024 (F)		1,777		78
6.000%, 11/15/2026 (F)		24,577		1,081
5.500%, 04/12/2037 (F)		1,620		71
5.375%, 04/12/2027 (F)		7,825		344
Venezuela Government International Bond
9.250%, 09/15/2027 (F)		3,400		354
9.250%, 05/07/2028 (F)		4,965		511
8.250%, 10/13/2024 (F)		4,151		428
7.750%, 10/13/2019 (F)		7,816		801
				4,897
Vietnam — 0.1%
Mong Duong Finance Holdings BV
5.125%, 05/07/2029 (A)		1,594		1,602
Zambia — 0.9%
First Quantum Minerals (A)
7.500%, 04/01/2025		528		547
6.875%, 03/01/2026		531		555
6.875%, 10/15/2027		928		1,005
Zambia Government Bond
13.000%, 08/29/2026	ZMW	2,040		87
13.000%, 12/18/2027		8,370		324
13.000%, 01/25/2031		46,933		1,614
11.000%, 01/25/2026		27,670		1,123
11.000%, 06/28/2026		118,640		4,686
10.000%, 06/28/2024		99,750		4,479
Zambia Government International Bond
8.970%, 07/30/2027	$	2,696		2,116
7.342%, 07/30/2027 (A)		1,450		1,138
5.375%, 09/20/2022		4,010		3,051
5.375%, 09/20/2022 (A)		1,822		1,386
				22,111
Total Global Bonds (Cost $2,230,852) ($ Thousands)				2,222,296

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
0.010% **†(G)		4,308,490	$	4,310
Total Affiliated Partnership (Cost $4,309) ($ Thousands)				4,310
Total Investments in Securities — 95.0% (Cost $2,235,161) ($ Thousands)			$	2,226,606

A list of the open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
R2035 Bond Future		415			Nov-2021	$	2,504		$	2,664		$	100
R2037 Bond Future		39			Nov-2021		223			238			10
R213 Bond Future		602			Nov-2021		3,483			3,646			81
U.S. 2-Year Treasury Note		62			Jan-2022		13,651			13,660			9
U.S. 5-Year Treasury Note		126			Jan-2022		15,564			15,588			24
U.S. 10-Year Treasury Note		41			Dec-2021		5,455			5,472			17
U.S. Ultra Long Treasury Bond		81			Dec-2021		16,042			15,980			(62	)
							56,922			57,248			179
Short Contracts
90-Day Euro$		(78	)		Dec-2023	$	(19,300	)	$	(19,312	)	$	(12	)
Euro-Bob		(60	)		Sep-2021		(9,843	)		(9,560	)		(71	)
Euro-Bund		(108	)		Sep-2021		(22,659	)		(22,368	)		(497	)
Euro-Bund		(62	)		Dec-2021		(12,598	)		(12,628	)		23
Euro-Buxl		(51	)		Sep-2021		(12,496	)		(12,794	)		(739	)
Korea 10-Year Bond		(62	)		Sep-2021		(6,950	)		(6,846	)		(88	)
U.S. Long Treasury Bond		(9	)		Dec-2021		(1,471	)		(1,466	)		5
							(85,317	)		(84,974	)		(1,379	)
						$	(28,395	)	$	(27,726	)	$	(1,200	)

A list of the open forward foreign currency contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		09/03/21 - 10/04/21	EUR		1,855	USD		2,183	$	(8	)
Barclays PLC		09/03/21	USD		1,920	EUR		1,616		(13	)
Barclays PLC		09/15/21	EUR		1,648	CZK		42,548		30
Barclays PLC		09/15/21	EUR		1,649	HUF		589,719		47
Barclays PLC		09/15/21	USD		7,902	HUF		2,362,301		84
Barclays PLC		09/15/21	PLN		9,821	USD		2,544		(21	)
Barclays PLC		09/15/21 - 12/15/21	USD		17,745	TRY		157,541		890
Barclays PLC		09/15/21	USD		15,118	MXN		304,452		48
Barclays PLC		09/15/21	USD		10,056	MXN		200,417		(72	)
Barclays PLC		09/15/21	MXN		66,808	USD		3,247		(81	)
Barclays PLC		09/15/21	RUB		219,706	USD		2,967		(27	)
Barclays PLC		09/15/21	ZAR		329,189	USD		23,872		1,152
Barclays PLC		09/15/21	ZAR		7,980	USD		543		(7	)
Barclays PLC		09/15/21	COP		13,921,974	USD		3,875		176

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		09/22/21	TRY		18,745	USD		2,180	$	(53	)
Citigroup		09/02/21 - 09/27/21	BRL		36,420	USD		6,870		(237	)
Citigroup		09/02/21 - 10/08/21	CNY		60,746	USD		9,353		(41	)
Citigroup		09/03/21 - 09/27/21	EUR		6,941	USD		8,281		85
Citigroup		09/03/21 - 09/15/21	EUR		8,739	USD		10,302		(15	)
Citigroup		09/03/21 - 09/15/21	USD		17,832	EUR		15,260		185
Citigroup		09/15/21	USD		2,519	EUR		2,118		(18	)
Citigroup		09/07/21 - 09/29/21	USD		5,978	THB		196,361		114
Citigroup		10/01/21	USD		3,615	KRW		4,212,685		23
Citigroup		09/10/21	USD		1,368	KRW		1,565,221		(17	)
Citigroup		09/10/21	ILS		12,566	USD		3,883		(39	)
Citigroup		09/15/21	USD		523	RUB		38,803		6
Citigroup		09/15/21	USD		747	PHP		35,866		(26	)
Citigroup		09/15/21	USD		923	RON		3,844		(4	)
Citigroup		09/15/21	USD		1,013	EGP		16,001		5
Citigroup		09/15/21	EUR		1,638	HUF		583,728		40
Citigroup		09/15/21	USD		4,759	HUF		1,356,023		(175	)
Citigroup		09/15/21	USD		6,991	COP		27,904,005		422
Citigroup		09/15/21	USD		7,328	CNY		47,081		(47	)
Citigroup		09/15/21	USD		4,486	ZAR		65,451		31
Citigroup		09/15/21 - 10/01/21	USD		5,119	ZAR		72,091		(148	)
Citigroup		09/15/21	USD		2,722	CZK		58,612		—
Citigroup		09/15/21	USD		8,820	CZK		183,750		(285	)
Citigroup		09/15/21 - 09/27/21	USD		13,525	CLP		9,791,918		(896	)
Citigroup		09/15/21	USD		15,153	PLN		55,625		(622	)
Citigroup		09/15/21	RUB		15,204	USD		205		(2	)
Citigroup		09/15/21	USD		18,173	PEN		71,157		(723	)
Citigroup		09/15/21	CZK		19,344	EUR		757		(5	)
Citigroup		09/15/21 - 09/27/21	USD		17,415	MXN		353,715		192
Citigroup		09/15/21	USD		11,017	MXN		219,196		(98	)
Citigroup		09/15/21	MXN		14,107	USD		707		4
Citigroup		09/15/21	MXN		14,548	USD		723		(2	)
Citigroup		09/15/21	PEN		21,645	USD		5,614		306
Citigroup		09/15/21	PEN		11,231	USD		2,740		(14	)
Citigroup		09/15/21	CZK		57,170	USD		2,635		(20	)
Citigroup		09/15/21 - 10/27/21	EGP		130,931	USD		8,163		(142	)
Citigroup		09/15/21	THB		399,629	USD		12,804		405
Citigroup		09/29/21	THB		63,167	USD		1,925		(35	)
Citigroup		09/15/21	HUF		587,685	EUR		1,684		1
Citigroup		09/15/21	HUF		587,684	EUR		1,675		(8	)
Citigroup		09/15/21	CLP		2,362,777	USD		3,215		167
Citigroup		09/15/21	CLP		1,120,869	USD		1,433		(13	)
Citigroup		09/15/21	KRW		6,410,343	USD		5,480		(52	)
Citigroup		09/15/21 - 11/15/21	IDR		14,588,196	USD		1,002		(19	)
Citigroup		09/15/21	COP		38,670,315	USD		10,231		(43	)
Citigroup		09/16/21	USD		3,996	INR		295,713		51
Citigroup		09/20/21	USD		3,556	SGD		4,822		29
Citigroup		09/20/21	SGD		5,189	USD		3,803		(55	)
Citigroup		09/30/21	PLN		16,804	EUR		3,655		(74	)
Citigroup		10/06/21	EUR		868	RON		4,329		10

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		11/03/21	USD		459	BRL		2,385	$	3
Citigroup		12/09/21	USD		2,054	UAH		57,889		54
Deutsche Bank		09/15/21	EUR		1,471	CZK		37,532		7
Deutsche Bank		09/30/21	EUR		1,569	PLN		7,133		11
Goldman Sachs		09/02/21 - 11/03/21	USD		21,839	BRL		114,333		298
Goldman Sachs		09/02/21	BRL		20,045	USD		3,968		53
Goldman Sachs		09/02/21 - 12/02/21	BRL		153,756	USD		29,239		(575	)
Goldman Sachs		09/02/21	COP		7,229,389	USD		1,961		40
Goldman Sachs		09/15/21 - 12/15/21	COP		14,259,275	USD		3,677		(102	)
Goldman Sachs		09/10/21	ILS		16,594	USD		5,147		(33	)
Goldman Sachs		09/15/21	EUR		206	CZK		5,248		—
Goldman Sachs		09/15/21	USD		1,152	RON		4,806		(3	)
Goldman Sachs		09/15/21	PEN		2,020	USD		493		(3	)
Goldman Sachs		09/15/21 - 10/01/21	USD		2,735	ZAR		40,629		66
Goldman Sachs		09/15/21	USD		3,898	SGD		5,299		42
Goldman Sachs		09/15/21	USD		3,899	HUF		1,164,303		37
Goldman Sachs		09/15/21	USD		3,920	PEN		15,825		(39	)
Goldman Sachs		09/15/21	USD		4,190	MXN		85,014		44
Goldman Sachs		09/15/21	USD		2,140	MXN		42,833		(7	)
Goldman Sachs		09/15/21	EUR		7,220	HUF		2,556,053		116
Goldman Sachs		09/15/21	CZK		7,934	EUR		311		(1	)
Goldman Sachs		09/15/21	USD		11,240	CLP		8,092,351		(802	)
Goldman Sachs		09/15/21	USD		12,543	RUB		914,761		(76	)
Goldman Sachs		09/15/21	USD		14,577	TWD		399,578		(124	)
Goldman Sachs		09/15/21	USD		15,721	PLN		58,127		(536	)
Goldman Sachs		09/15/21 - 09/30/21	EUR		14,571	PLN		66,120		69
Goldman Sachs		09/30/21	EUR		5,083	PLN		22,725		(65	)
Goldman Sachs		09/15/21 - 09/30/21	PLN		24,513	EUR		5,355		(82	)
Goldman Sachs		09/15/21	CNY		30,580	USD		4,705		(23	)
Goldman Sachs		09/15/21	PLN		52,713	USD		13,481		(289	)
Goldman Sachs		09/15/21	THB		59,823	USD		1,785		(71	)
Goldman Sachs		09/15/21 - 10/01/21	ZAR		71,490	USD		4,938		12
Goldman Sachs		09/15/21	CZK		84,180	USD		3,868		(42	)
Goldman Sachs		09/15/21	MXN		415,539	USD		20,587		(113	)
Goldman Sachs		09/15/21	RUB		566,654	USD		7,577		(146	)
Goldman Sachs		09/15/21	CLP		3,909,092	USD		5,263		221
Goldman Sachs		09/27/21	CLP		2,836,880	USD		3,643		(15	)
Goldman Sachs		09/24/21	USD		2,415	KZT		1,049,796		35
Goldman Sachs		09/27/21	KRW		4,284,439	USD		3,748		47
Goldman Sachs		10/06/21	EUR		3,375	RON		16,797		27
Goldman Sachs		11/15/21	IDR		22,528,258	USD		1,549		(27	)
Goldman Sachs		12/16/21	USD		1,842	UAH		52,543		69
Goldman Sachs		02/16/22	USD		3,281	UAH		91,144		(19	)
Goldman Sachs		06/30/22	RON		3,703	EUR		732		—
JPMorgan Chase Bank		09/02/21 - 11/15/21	IDR		561,547,192	USD		38,833		(559	)
JPMorgan Chase Bank		09/03/21	MYR		6,698	USD		1,617		6
JPMorgan Chase Bank		10/04/21 - 10/14/21	USD		6,996	MYR		29,300		68
JPMorgan Chase Bank		09/03/21	USD		2,795	MYR		11,577		(9	)
JPMorgan Chase Bank		09/03/21	EUR		636	USD		756		5
JPMorgan Chase Bank		09/03/21 - 10/04/21	EUR		14,202	USD		16,663		(103	)

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		09/03/21 - 10/04/21	USD		10,506	EUR		8,952	$	67
JPMorgan Chase Bank		09/03/21 - 10/06/21	USD		9,463	EUR		7,926		(105	)
JPMorgan Chase Bank		09/07/21 - 10/26/21	USD		10,028	IDR		145,412,199		171
JPMorgan Chase Bank		09/09/21 - 12/06/21	USD		17,688	CNY		115,225		77
JPMorgan Chase Bank		09/07/21 - 09/09/21	USD		28,371	CNY		182,476		(146	)
JPMorgan Chase Bank		09/07/21	CNY		4,174	USD		649		3
JPMorgan Chase Bank		09/07/21 - 10/08/21	CNY		155,540	USD		23,968		(78	)
JPMorgan Chase Bank		09/10/21	USD		8,937	ILS		29,161		166
JPMorgan Chase Bank		09/13/21	USD		2,048	CLP		1,470,673		(151	)
JPMorgan Chase Bank		09/13/21 - 11/22/21	USD		4,636	BRL		24,591		113
JPMorgan Chase Bank		09/13/21	USD		213	BRL		1,072		(3	)
JPMorgan Chase Bank		09/13/21	USD		6,719	HUF		1,914,568		(247	)
JPMorgan Chase Bank		09/13/21 - 09/15/21	USD		10,973	CZK		228,104		(378	)
JPMorgan Chase Bank		09/13/21	PEN		1,161	USD		286		2
JPMorgan Chase Bank		09/24/21	PEN		10,017	USD		2,447		(12	)
JPMorgan Chase Bank		09/13/21	HUF		21,257	USD		71		(1	)
JPMorgan Chase Bank		09/13/21	BRL		34,856	USD		6,831		33
JPMorgan Chase Bank		09/13/21 - 12/02/21	BRL		44,538	USD		8,406		(201	)
JPMorgan Chase Bank		09/13/21 - 09/15/21	CLP		6,417,617	USD		8,603		325
JPMorgan Chase Bank		09/15/21 - 11/16/21	USD		6,023	MXN		122,074		29
JPMorgan Chase Bank		09/15/21	CZK		11,341	EUR		444		(3	)
JPMorgan Chase Bank		09/15/21	USD		8,855	THB		290,797		167
JPMorgan Chase Bank		09/20/21 - 09/29/21	USD		3,202	THB		100,416		(87	)
JPMorgan Chase Bank		09/15/21	RON		55,238	USD		13,609		400
JPMorgan Chase Bank		09/15/21 - 11/16/21	MXN		40,673	USD		2,027		1
JPMorgan Chase Bank		09/15/21	MXN		31,763	USD		1,565		(17	)
JPMorgan Chase Bank		09/15/21	HUF		132,727	EUR		381		1
JPMorgan Chase Bank		09/15/21	COP		48,629,123	USD		13,494		575
JPMorgan Chase Bank		09/15/21 - 09/23/21	COP		20,825,672	USD		5,380		(152	)
JPMorgan Chase Bank		09/20/21	USD		749	PHP		36,144		(23	)
JPMorgan Chase Bank		09/20/21 - 09/29/21	THB		145,777	USD		4,363		(161	)
JPMorgan Chase Bank		09/20/21	RUB		344,148	USD		4,717		29
JPMorgan Chase Bank		09/20/21	RUB		4,370	USD		59		—
JPMorgan Chase Bank		09/22/21	TRY		4,872	USD		580		(1	)
JPMorgan Chase Bank		09/24/21	USD		2,259	TRY		19,355		45
JPMorgan Chase Bank		09/27/21	USD		3,960	SGD		5,386		45
JPMorgan Chase Bank		09/27/21	KRW		2,107,682	USD		1,799		(21	)
JPMorgan Chase Bank		09/30/21	USD		315	JPY		34,736		2
JPMorgan Chase Bank		09/30/21	USD		852	EUR		727		6
JPMorgan Chase Bank		09/30/21	USD		1,931	EUR		1,628		(8	)
JPMorgan Chase Bank		09/30/21	EUR		3,282	PLN		14,996		43
JPMorgan Chase Bank		09/30/21	PLN		4,838	EUR		1,055		(17	)
JPMorgan Chase Bank		09/30/21	EUR		13,932	USD		16,653		200
JPMorgan Chase Bank		09/30/21	EUR		539	USD		630		(7	)
JPMorgan Chase Bank		09/30/21	JPY		341,037	USD		3,082		(24	)
JPMorgan Chase Bank		10/01/21 - 11/15/21	USD		9,351	ZAR		137,612		81
JPMorgan Chase Bank		10/01/21 - 10/18/21	ZAR		471,214	USD		32,627		237
JPMorgan Chase Bank		10/01/21 - 10/18/21	ZAR		94,082	USD		6,231		(248	)
JPMorgan Chase Bank		10/06/21 - 06/30/22	EUR		4,271	RON		21,435		30
JPMorgan Chase Bank		10/18/21	USD		933	ZAR		13,583		1
JPMorgan Chase Bank		11/15/21	USD		3,864	PLN		15,005		57

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase Bank		11/15/21	USD		9,526	RON		39,969	$	6
JPMorgan Chase Bank		11/19/21	USD		2,003	VND		45,892,330		9
JPMorgan Chase Bank		11/22/21	USD		15,231	KRW		17,938,053		257
JPMorgan Chase Bank		02/16/22	USD		452	UAH		12,574		(2	)
Merrill Lynch		09/02/21	BRL		35,884	USD		6,845		(164	)
Merrill Lynch		09/15/21	USD		14,065	RUB		1,026,033		(81	)
Merrill Lynch		09/15/21	USD		33,812	PLN		124,917		(1,180	)
Merrill Lynch		09/15/21	IDR		8,948,410	USD		617		(11	)
Morgan Stanley		09/03/21	USD		3,675	KRW		4,212,685		(42	)
Morgan Stanley		09/10/21	PHP		16,318	USD		331		3
Morgan Stanley		09/10/21	KRW		2,173,204	USD		1,881		6
Morgan Stanley		09/15/21	EUR		1,668	HUF		593,602		38
Morgan Stanley		09/15/21	EUR		1,241	HUF		431,203		(8	)
Morgan Stanley		09/15/21	EUR		7,078	CZK		180,726		38
Morgan Stanley		09/15/21	CZK		77,184	EUR		3,033		(4	)
Morgan Stanley		09/15/21	RUB		141,480	USD		1,911		(18	)
Morgan Stanley		09/15/21	HUF		1,707,609	EUR		4,797		(109	)
Morgan Stanley		09/20/21	USD		1,862	THB		60,005		—
Morgan Stanley		09/27/21	MXN		79,024	USD		3,906		(24	)
Morgan Stanley		09/27/21	CLP		2,869,608	USD		3,787		87
Morgan Stanley		09/29/21	THB		38,133	USD		1,162		(21	)
Morgan Stanley		10/01/21	USD		2,880	ZAR		43,152		92
Morgan Stanley		10/01/21	ZAR		22,191	USD		1,531		3
Morgan Stanley		10/01/21	ZAR		8,029	USD		537		(16	)
Morgan Stanley		10/08/21	CNY		6,950	USD		1,064		(9	)
Morgan Stanley		10/08/21	USD		7,668	CNY		49,876		36
Standard Bank		09/02/21	USD		8,425	BRL		45,409		445
Standard Bank		09/03/21 - 10/05/21	EUR		29,240	USD		34,967		435
Standard Bank		09/15/21	USD		18	PEN		72		(1	)
Standard Bank		09/15/21	USD		748	EUR		625		(10	)
Standard Bank		09/15/21	USD		2,092	COP		8,377,541		133
Standard Bank		09/15/21	USD		2,994	MXN		61,740		82
Standard Bank		09/15/21	USD		4,493	ZAR		65,451		25
Standard Bank		09/15/21	USD		5,862	MYR		24,214		(32	)
Standard Bank		09/15/21	USD		9,400	THB		307,094		128
Standard Bank		09/15/21	USD		11,781	KRW		13,135,078		(444	)
Standard Bank		09/15/21	USD		19,721	SGD		26,816		217
Standard Bank		09/15/21	CZK		49,300	USD		2,263		(27	)
Standard Bank		09/15/21	CNY		160,545	USD		24,700		(127	)
Standard Bank		09/15/21	MXN		173,424	USD		8,525		(114	)
Standard Bank		09/15/21	RUB		476,037	USD		6,427		(60	)
Standard Bank		09/15/21	CLP		667,508	USD		900		39
Standard Bank		09/15/21	KRW		6,724,735	USD		5,774		(30	)
Standard Bank		02/16/22	USD		911	ZMW		17,775		110
Standard Bank		02/16/22	USD		1,055	UAH		29,339		(5	)
Standard Chartered		09/03/21	MYR		1,632	USD		394		1
Standard Chartered		10/14/21	MYR		2,639	USD		621		(15	)
Standard Chartered		09/03/21 - 10/14/21	USD		5,259	MYR		22,267		101
Standard Chartered		09/07/21 - 09/16/21	THB		241,825	USD		7,243		(259	)

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Standard Chartered		09/13/21	TWD		52,769	USD		1,897	$	(11	)
Standard Chartered		09/15/21	USD		1,694	COP		6,500,000		33
Standard Chartered		09/15/21	USD		2,304	CLP		1,648,548		(178	)
Standard Chartered		09/15/21	USD		6,509	RUB		483,928		87
Standard Chartered		09/15/21	RUB		386,428	USD		5,200		(67	)
Standard Chartered		09/15/21	HUF		1,095,200	EUR		3,122		(17	)
Standard Chartered		09/22/21	TRY		10,381	USD		1,147		(90	)
Standard Chartered		09/27/21	USD		3,747	KRW		4,300,578		(32	)
Standard Chartered		09/27/21	INR		137,132	USD		1,839		(37	)
Standard Chartered		11/03/21	USD		6,805	BRL		36,159		194
Standard Chartered		11/15/21	IDR		33,303,269	USD		2,287		(43	)
State Street		09/03/21 - 09/27/21	USD		9,808	EUR		8,235		(85	)
State Street		09/03/21	EUR		18,211	USD		21,652		154
State Street		09/03/21 - 10/04/21	EUR		3,157	USD		3,708		(20	)
State Street		09/15/21	USD		816	MXN		16,356		(1	)
State Street		09/15/21	USD		1,539	RUB		112,913		—
State Street		09/15/21	CZK		41,328	EUR		1,621		(6	)
State Street		09/15/21	HUF		189,591	EUR		532		(12	)
State Street		09/15/21 - 09/27/21	MXN		84,181	USD		4,197		10
State Street		09/15/21	MXN		115,740	USD		5,694		(71	)
State Street		09/15/21	CLP		474,571	USD		631		19
State Street		09/27/21	CLP		2,916,636	USD		3,695		(66	)
State Street		09/27/21	USD		3,749	INR		282,043		109
State Street		09/27/21	USD		3,779	KRW		4,284,439		(79	)
State Street		09/27/21	USD		3,798	BRL		20,015		98
State Street		09/27/21	USD		7,626	CLP		5,753,516		(207	)
State Street		09/27/21	INR		144,910	USD		1,943		(39	)
State Street		09/27/21	KRW		2,192,896	USD		1,916		22
State Street		10/01/21	USD		2,446	ZAR		36,194		47
State Street		10/08/21	USD		718	CNY		4,667		3
State Street		10/08/21	CNY		37,387	USD		5,745		(30	)
State Street		11/03/21	BRL		3,737	USD		727		4
									$	(2,206	)

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2021, 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)
1-DAY CLP - SINACOFI CHILE	1.960%	Semi-Annually	12/12/2021	CLP
INTERBANK RATE AVG						3,489,141	$	(6	)	$	–	$	(6	)
1-DAY COP- COLUMBIA IBR	5.81%	Quarterly	04/03/2029	COP
OVERNIGHT INTERBANK						7,450,804		(36	)		–		(36	)
6.65%	28-DAY MEXICAN INTERBANK	Monthly	08/15/2028	MXN
	RATE(TIIE)					71,919		3			–		3
7.51%	28-DAY MXN - TIIE	Monthly	04/20/2027	MXN		11,913		29			–		29
8.155%	28-DAY MXN - TIIE	Monthly	12/28/2026	MXN		21,000		81			–		81
7.72%	28-DAY MXN - TIIE	Monthly	12/03/2026	MXN		16,200		46			–		46
1-DAY INR MIBOR	5.145%	Semi-Annually	08/27/2026	INR		310,000		(10	)		–		(10	)
1-DAY COP- COLUMBIA IBR	5.915%	Quarterly	05/15/2029	COP
OVERNIGHT INTERBANK						6,500,000		(46	)		–		(46	)

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
1.055%	6-MONTH PLN WIBOR	Semi-Annually	07/22/2026	PLN		15,818	$	84		$	–	$	84
2.48%	1-DAY SINACOFI CHILE INTERBANK	Semi-Annually	04/12/2026	CLP
	RATE AVG (CLICP)					–		–			–		0
5.815%	28-DAY MEXICAN INTERBANK	Monthly	04/06/2026	MXN
	RATE (TIIE)					41,751		(48	)		–		(48	)
1-DAY SINACOFI CHILE INTERBANK	2.26% FIXED	Semi-Annually	03/16/2026	CLP
RATE AVG(CLICP)						2,687,914		(221	)		–		(221	)
6-MONTH BKIBOR THB	1.1%	Semi-Annually	03/10/2026	THB		122,000		(24	)		–		(24	)
6-MONTH BKIBOR THB	0.995%	Semi-Annually	03/01/2026	THB		137,000		(4	)		–		(4	)
6-MONTH CZK PRIBOR	1.32%	Semi-Annually	02/10/2026	CZK		–		(6	)		–		(6	)
6-MONTH PRAGUE INTERBANK	1.81% FIXED	Semi-Annually	05/13/2026	CZK
OFFER RATE (PRIBOR)						–		(9	)		–		(9	)
1-DAY COP- COLUMBIA IBR	5.37	Quarterly	06/21/2029	COP
OVERNIGHT INTERBANK						3,800,000		12			–		12
28-DAY MXN - TIIE	6.9225%	Monthly	08/31/2029	MXN		58,394		(30	)		–		(30	)
28-DAY MXN - TIIE	6.82%	Monthly	09/10/2029	MXN		40,855		(7	)		–		(7	)
6-MONTH HUF BUBOR	3.035%	Annually	07/06/2031	HUF		1,400,000		6			–		6
2.1475%	6-MONTH PLN WIBOR	Semi-Annually	07/05/2031	PLN		17,000		(12	)		–		(12	)
1.905%	6-MONTH PLN WIBOR	Annually	05/18/2031	PLN		3,124		10			–		10
-MONTH PRAGUE INTERBANK OFFER	1.88% FIXED	Annually	05/13/2031	CZK
RATE (PRIBOR)						–		5			–		5
3-Month KWCDC KRW	1.495%	Quarterly	02/19/2031	KRW		2,400,000		19			–		19
3-Month KRW KWCDC	1.3965%	Quarterly	02/05/2031	KRW		2,400,000		37			–		37
1.38%	6-MONTH CZK PRIBOR	Annually	11/13/2030	CZK		–		–			–		–
1.395%	6-MONTH CZK PRIBOR	Annually	11/12/2030	CZK		–		–			–		–
2.145%	1-DAY CLP–SINACOFI CHILE	Semi-Annually	08/24/2030	CLP
	INTERBANK RATE AVG					616,282		(139	)		–		(139	)
1-DAY COP- COLUMBIA IBR	4.21%	Quarterly	07/08/2030	COP
OVERNIGHT INTERBANK						682,690		(19	)		–		(19	)
1-DAY CLP - SINACOFI CHILE	2.33%	Semi-Annually	06/05/2030	CLP
INTERBANK RATE AVG						1,146,740		231			–		231
1-DAY COP- COLUMBIA IBR	4.98%	Quarterly	04/23/2030	COP
OVERNIGHT INTERBANK						1,595,236		20			–		20
5.47%	1-DAY COP - COLUMBIA IBR	Quarterly	03/11/2030	COP
	OVERNIGHT INTERBANK					1,499,197		5			–		5
.54%	3-MONTH ZAR - JIBAR	Quarterly	02/28/2030	ZAR		29,979		(97	)		–		(97	)
1.75%	6-MONTH PLN - WIBOR	Annually	02/26/2030	PLN		6,203		5			–		5
1.6325%	1-DAY SINACOFI CHILE INTERBANK	Semi-Annually	01/12/2026	CLP
	RATE AVG(CLICP)					–		–			–		0
1.16%	1-DAY CLP - SINACOFI CHILE	Semi-Annually	06/23/2025	CLP
	INTERBANK RATE AVG					3,237,689		(369	)		–		(369	)
1.36%	1-DAY CLP - SINACOFI CHILE	Semi-Annually	06/17/2025	CLP
	INTERBANK RATE AVG					2,668,591		(277	)		–		(277	)
6.45%	28-DAY MXN - TIIE	Monthly	04/01/2025	MXN		45,932		17			–		17
5.55%	28-DAY MXN - TIIE	Monthly	04/13/2023	MXN		66,291		(6	)		–		(6	)
4.43%	1-DAY BRL - CETIP	Annually	01/02/2023	BRL		16,859		169			–		169
6.23%	1-DAY BRL - CETIP	Annually	01/02/2023	BRL		7,534		(44	)		–		(44	)
6.61%	1-DAY BRL - CETIP	Annually	01/02/2023	BRL		6,301		(30	)		–		(30	)
5.25%	1-DAY BRL - CETIP	Annually	01/02/2023	BRL		15,387		(128	)		–		(128	)
9.255%	1-DAY BRL - CETIP	Annually	01/02/2023	BRL		2,474		7			–		7
6.97% FIXED	1-DAY BRL CETIP	Annually	01/02/2023	BRL		35,730		131			–		131
6.77%	1-DAY BRL - CETIP	Annually	01/02/2023	BRL		8,540		(38	)		–		(38	)
1-DAY CETIP -BRL	6.23%	Annually	01/02/2023	BRL		63,068		349			–		349
6.71%	28-DAY MXN - TIIE	Monthly	07/07/2022	MXN		45,683		27			–		27
6.745%	28-DAY MXN - TIIE	Monthly	06/23/2022	MXN		49,636		30			–		30
7.705%	28-DAY MXN - TIIE	Monthly	01/21/2022	MXN		6,000		3			–		3
2.885 FIXED	1-DAY BRL - CETIP	Annually	01/03/2022	BRL		24,057		(60	)		–		(60	)

22 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Fund Pays	Fund Receives	Payment Frequency	Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
2.99%	1-DAY BRL - CETIP	Annually		01/03/2022		BRL		34,427	$	(84	)	$	–	$	(84	)
5.89%	1-DAY BRL - CETIP	Annually		01/03/2022		BRL		36,997		(21	)		–		(21	)
3-Month MOSCOW PRIME OFFER	7.192% FIXED	Annually		07/27/2023		RUB
RATE (MOSPRIME)								1,623,347		(44	)		–		(44	)
1.54%	6-MONTH PLN WIBOR	Semi-Annually		07/23/2031		PLN		8,254		46			–		46
5.01%	GOLDMAN SACHS	Monthly		11/22/2023		MXN		211,565		(135	)		–		(135	)
6.5%	1-DAY BRL - CETIP	Annually		01/02/2024		BRL		6,494		(76	)		–		(76	)
7.7325%	1-DAY BRL-CETIP 01/02/2025	Annually		01/02/2025		BRL		19,516		(199	)		–		(199	)
.82%	1-DAY BRL - CETIP	Annually		01/02/2025		BRL		4,671		(77	)		–		(77	)
6.455%	1-DAY BRL - CETIP	Annually		01/02/2025		BRL		4,989		(93	)		–		(93	)
6.77%	1-DAY BRL - CETIP	Annually		01/02/2025		BRL		5,570		(93	)		–		(93	)
5.65%	1-DAY BRL - CETIP	Annually		01/02/2025		BRL		17,121		(399	)		–		(399	)
5.47%	28-DAY MXN - TIIE	Monthly		06/19/2024		MXN		221,391		(119	)		–		(119	)
6-MONTH CZK - PRIBOR	1.7	Semi-Annually		06/18/2024		CZK		–		(20	)		–		(20	)
6-MONTH PLN - WIBOR	1.9865%	Semi-Annually		03/25/2024		PLN		11,516		(66	)		–		(66	)
5.1525%	28-DAY MEXICAN INTERBANK	Monthly		02/22/2024		MXN
	RATE (TIIE)							185,141		(115	)		–		(115	)
5.7%	1-DAY BRL - CETIP	Annually		01/02/2024		BRL		12,439		(185	)		–		(185	)
1-DAY BRL CETIP	5.9725%	Annually		01/02/2024		BRL		10,140		(137	)		–		(137	)
4.835%	1-DAY BRL - CETIP	Annually		01/02/2024		BRL		30,017		(552	)		–		(552	)
5.56	1-DAY BRL - CETIP	Annually		01/02/2024		BRL		26,364		(412	)		–		(412	)
5.715%	1-DAY BRL CETIP	Annually		01/02/2024		BRL		11,232		(165	)		–		(165	)
4.99%	1-DAY BRL CETIP	Annually		01/02/2024		BRL		11,034		(193	)		–		(193	)
7.45%	1-DAY OVERNIGHT BRAZIL	Annually		01/02/2024		BRL
	INTERBANK DEPOSIT(CETIP)							15,514		(110	)		–		(110	)
6-MONTH HUF BUBOR	2.7%	Annually		08/06/2031		HUF		732,940		–			–		–
									$	(3,589	)	$	–	$	(3,589	)

A list of open OTC swap agreements held by the Fund at August 31, 2021, is as follows:

Interest Rate Swaps
Counterparty	Fund Pays		Fund Receives	Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
			3-MONTH MOSCOW PRIME
Goldman Sachs		6.29%	OFFERED RATE - RUB		Quarterly		12/14/2021		RUB		700,000	$	400		$	–	$	400
			1-DAY CLP - SINACOFI CHILE
JPMorgan Chase		3.43%	INTERBANK RATE AVG		Semi- Annually		05/10/2022		CLP		933,434		29			–		29
Goldman Sachs		5.900%	28-DAY MXN - TIIE		Monthly		09/12/2022		MXN		99,662		26			–		26
Goldman Sachs		11.985%	1-DAY BRL - CETIP		Annually		01/02/2023		BRL		3,000		293			–		293
Goldman Sachs		10.89%	1-DAY BRL - CETIP		Quarterly		01/03/2023		BRL		6,139		443			–		443
			3-MONTH MOSCOW PRIME
Goldman Sachs		7.072%	OFFERED RATE - RUB		Quarterly		04/02/2023		RUB		1,057,550		313			–		313
Goldman Sachs		6.355%	28-DAY MXN - TIIE		Monthly		05/21/2025		MXN		29,801		5			–		5
Goldman Sachs		6.205%	28-DAY MXN - TIIE		Monthly		12/08/2025		MXN		21,174		(5	)		–		(5	)
Goldman Sachs		6.165%	28-DAY MXN - TIIE		Monthly		03/05/2026		MXN		63,199		(26	)		–		(26	)
JPMorgan Chase		6.13%	28-DAY MXN - TIIE		Monthly		06/18/2026		MXN		47,000		(27	)		–		(27	)
Citibank		1.87750%	6-MONTH CZK PRIBOR		Annually		07/09/2026		CZK		57,553		(27	)		–		(27	)
Citibank		1.822%	6-MONTH CZK PRIBOR		Annually		07/12/2026		CZK		95,449		(58	)		–		(58	)
Citibank		1.8282%	6-MONTH CZK PRIBOR		Annually		07/12/2026		CZK		102,726		(60	)		–		(60	)
		CZECH INTERBANK
Goldman Sachs		OFFERED (CZK- PRIBOR)	2.158% FIXED		Annually		08/30/2026		CZK		120,567		3			–		3
Goldman Sachs		6.381%	28-DAY MXN - TIIE		Monthly		09/16/2026		MXN		35,000		(4	)		–		(4	)
												$	1,305		$	–	$	1,305

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 23

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Continued)

Percentages are based on Net Assets of $2,342,769 ($ Thousands).

^†  Investment in Affiliated Security.

** The rate reported is the 7-day effective yield as of August 31, 2021.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $331,199 ($ Thousands), representing 14.1% of the Net Assets of the Fund.

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

(C) Certain securities or partial positions of certain securities are on loan at August 31, 2021. The total market value of securities on loan at August 31, 2021 was $4,141 ($ Thousands).

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

(E) Perpetual security with no stated maturity date.

(F) Security is in default on interest payment.

(G) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2021 was $4,309 ($ Thousands).

BRL — Brazilian Real

CETIP — Central of Custody and Financial Settlement of Securities

CLICP — Sinacofi Chile Interbank Rate Avg

CLP — Chilean Peso

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DAC — Designated Activity Company

EGP — Egyptian Pound

EUR — Euro

GHS — Ghanaian Cedi

HUF — Hungarian Forint

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

ILS — Israeli New Sheckels

JIBAR — Johannesburg Interbank Agreed Rate

JPY — Japanese Yen

JSC — Joint-Stock Company

KRW — Korean Won

KZT — Kazakhstani Tenge

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

OTC — Over The Counter

PEN — Peruvian Nuevo Sol

PHP — Philippine Peso

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

PLN — Polish Zloty

PRIBOR — Prague Interbank Offered Rate

RON — Romanian Leu

RSD — Serbian Dinar

RUB — Russian Ruble

SAR — Saudi Riyal

Ser — Series

THB — Thai Baht

TIIE — Interbank Equilibrium Interest Rate

TRY — Turkish Lira

TWD — Taiwan Dollar

UAH — Ukrainian Hryvnia

UGX — Ugandan Shilling

ULC — Unlimited Liability Company

USD — U.S. Dollar

UYU — Uruguayan Peso

WIBOR — Warsaw Interbank Offered Rate

VAR — Variable Rate

ZAR — South African Rand

ZMW — Zambian Kwacha

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Global Bonds		–		2,222,296		–		2,222,296
Affiliated Partnership		–		4,310		–		4,310
Total Investments in Securities		–		2,226,606		–		2,226,606

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		269			–			–		269
Unrealized Depreciation		(1,469	)		–			–		(1,469	)
Forwards Contracts*
Unrealized Appreciation		–			11,810			–		11,810
Unrealized Depreciation		–			(14,016	)		–		(14,016	)
OTC Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			1,512			–		1,512
Unrealized Depreciation		–			(207	)		–		(207	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			1,372			–		1,372
Unrealized Depreciation		–			(4,961	)		–		(4,961	)
Total Other Financial Instruments		(1,200	)		(4,490	)		–		(5,690	)

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

24 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Emerging Markets Debt Fund (Concluded)

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 8/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	3,893	$	4,301	$	(3,883	)	$	-	$	(1	)	$	4,310		4,308,490	$	4	$	-

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 25

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Real Return Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.4%
U.S. Treasury Inflation-Protected Securities
2.375%, 01/15/2025	$	13,496	$	15,608
2.000%, 01/15/2026		9,549		11,244
0.625%, 04/15/2023		20,857		21,908
0.625%, 01/15/2024		22,848		24,476
0.625%, 01/15/2026		18,490		20,586
0.500%, 04/15/2024		12,622		13,539
0.375%, 07/15/2023		23,851		25,209
0.375%, 07/15/2025		20,875		22,927
0.250%, 01/15/2025		20,805		22,489
0.125%, 01/15/2023		24,636		25,558
0.125%, 07/15/2024		21,081		22,620
0.125%, 10/15/2024		18,069		19,418
0.125%, 04/15/2025		14,882		16,060
0.125%, 10/15/2025		17,870		19,494
0.125%, 10/15/2025		152		166
0.125%, 04/15/2026		17,324		18,926
0.125%, 07/15/2026		17,535		19,314
Total U.S. Treasury Obligations
(Cost $306,634) ($ Thousands)				319,542
Total Investments in Securities — 99.4%
(Cost $306,634) ($ Thousands)			$	319,542

Percentages are based on Net Assets of $321,581 ($ Thousands).

As of August 31, 2021, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 29.4%
Communication Services — 2.2%
AT&T
2.300%, 06/01/2027	$	2,000	$	2,086
0.690%, VAR United States Secured Overnight Financing Rate + 0.640%, 03/25/2024		9,215		9,235
Level 3 Financing
3.400%, 03/01/2027 (A)		700		738
NTT Finance
0.373%, 03/03/2023 (A)		10,385		10,386
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
4.738%, 03/20/2025 (A)		1,064		1,137
3.360%, 09/20/2021 (A)		199		199
T-Mobile USA
3.875%, 04/15/2030		770		863
3.750%, 04/15/2027		640		708
3.500%, 04/15/2025		705		761
Verizon Communications
0.750%, 03/22/2024		7,395		7,423
				33,536
Consumer Discretionary — 3.0%
7-Eleven
0.800%, 02/10/2024 (A)		11,000		10,998
0.578%, VAR ICE LIBOR USD 3 Month + 0.450%, 08/10/2022 (A)		1,185		1,185
Alimentation Couche-Tard
3.550%, 07/26/2027 (A)		400		442
BMW US Capital LLC
0.580%, VAR United States Secured Overnight Financing Rate + 0.530%, 04/01/2024 (A)		6,360		6,433
Daimler Finance North America LLC
1.025%, VAR ICE LIBOR USD 3 Month + 0.900%, 02/15/2022 (A)		2,190		2,199
Ford Motor Credit LLC
5.596%, 01/07/2022		9		9
1.198%, VAR ICE LIBOR USD 3 Month + 1.080%, 08/03/2022		955		952
0.999%, VAR ICE LIBOR USD 3 Month + 0.880%, 10/12/2021		500		500
General Motors Financial
4.200%, 11/06/2021		1,270		1,279
3.150%, 06/30/2022		285		291
1.050%, 03/08/2024		7,945		7,995
Hyundai Capital America
1.250%, 09/18/2023 (A)		3,150		3,179
Hyundai Capital America MTN
0.800%, 01/08/2024 (A)		5,030		5,012

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Toyota Motor Credit MTN
0.450%, 01/11/2024	$	6,820	$	6,815
				47,289
Consumer Staples — 2.1%
BAT Capital
3.222%, 08/15/2024		860		913
BayCare Health System
2.610%, 11/15/2022		1,190		1,220
Bayer US Finance II LLC
3.875%, 12/15/2023 (A)		745		795
CommonSpirit Health
2.760%, 10/01/2024		960		1,011
1.547%, 10/01/2025		8,555		8,667
Fresenius Medical Care US Finance II
5.875%, 01/31/2022 (A)		760		777
Fresenius US Finance II
4.500%, 01/15/2023 (A)		955		997
Hormel Foods
0.650%, 06/03/2024		8,800		8,815
Imperial Brands Finance PLC
4.250%, 07/21/2025 (A)		1,035		1,136
Keurig Dr Pepper
0.750%, 03/15/2024		7,575		7,584
Smithfield Foods
3.350%, 02/01/2022 (A)		590		595
				32,510
Energy — 1.8%
Energy Transfer
5.950%, 12/01/2025		748		873
4.250%, 03/15/2023		5,547		5,799
4.250%, 04/01/2024		250		268
4.050%, 03/15/2025		1,000		1,083
Petroleos Mexicanos
5.350%, 02/12/2028		1,200		1,194
Pioneer Natural Resources
0.750%, 01/15/2024		6,470		6,425
Saudi Arabian Oil MTN
2.875%, 04/16/2024 (A)		11,985		12,545
				28,187
Financials — 13.2%
Athene Global Funding
0.750%, VAR United States Secured Overnight Financing Rate + 0.700%, 05/24/2024 (A)		920		925
Avolon Holdings Funding
3.625%, 05/01/2022 (A)		890		906
2.528%, 11/18/2027 (A)		133		132

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America
3.335%, VAR ICE LIBOR USD 3 Month + 0.650%, 01/25/2023	$	1,000	$	1,012
3.004%, VAR ICE LIBOR USD 3 Month + 0.790%, 12/20/2023		8,375		8,647
Bank of America MTN
2.881%, VAR ICE LIBOR USD 3 Month + 1.021%, 04/24/2023		2,000		2,033
1.486%, VAR United States Secured Overnight Financing Rate + 1.460%, 05/19/2024		2,150		2,186
0.810%, VAR United States Secured Overnight Financing Rate + 0.740%, 10/24/2024		8,500		8,535
Bank of Montreal MTN
0.726%, VAR United States Secured Overnight Financing Rate + 0.680%, 03/10/2023		2,270		2,289
Canadian Imperial Bank of Commerce
0.389%, VAR United States Secured Overnight Financing Rate + 0.340%, 06/22/2023		5,985		5,992
Citigroup
3.352%, VAR ICE LIBOR USD 3 Month + 0.897%, 04/24/2025		1,645		1,753
0.981%, VAR United States Secured Overnight Financing Rate + 0.669%, 05/01/2025		7,860		7,895
Credit Suisse Group
2.593%, VAR United States Secured Overnight Financing Rate + 1.560%, 09/11/2025 (A)		1,565		1,629
Credit Suisse NY
0.495%, 02/02/2024		7,200		7,193
Federation des Caisses Desjardins du Quebec
0.450%, 10/07/2023 (A)		7,660		7,669
Fifth Third Bancorp
1.625%, 05/05/2023		8,055		8,212
General Electric MTN
0.501%, VAR ICE LIBOR USD 3 Month + 0.380%, 05/05/2026		350		346
Goldman Sachs Group
0.627%, VAR United States Secured Overnight Financing Rate + 0.538%, 11/17/2023		9,555		9,569
0.481%, 01/27/2023		6,270		6,271
Goldman Sachs Group MTN
2.905%, VAR ICE LIBOR USD 3 Month + 0.990%, 07/24/2023		500		511

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings PLC
1.125%, VAR ICE LIBOR USD 3 Month + 1.000%, 05/18/2024	$	225	$	228
0.976%, VAR United States Secured Overnight Financing Rate + 0.708%, 05/24/2025		1,870		1,871
0.732%, VAR United States Secured Overnight Financing Rate + 0.534%, 08/17/2024		700		701
Intercontinental Exchange
0.769%, VAR ICE LIBOR USD 3 Month + 0.650%, 06/15/2023		1,700		1,700
JPMorgan Chase
4.023%, VAR ICE LIBOR USD 3 Month + 1.000%, 12/05/2024		9,910		10,643
0.969%, VAR United States Secured Overnight Financing Rate + 0.580%, 06/23/2025		385		386
0.697%, VAR United States Secured Overnight Financing Rate + 0.580%, 03/16/2024		2,325		2,333
Lloyds Banking Group PLC
3.870%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025		180		195
2.858%, VAR ICE LIBOR USD 3 Month + 1.249%, 03/17/2023		1,910		1,936
Macquarie Group
1.340%, VAR United States Secured Overnight Financing Rate + 1.069%, 01/12/2027 (A)		705		703
Morgan Stanley MTN
0.791%, VAR United States Secured Overnight Financing Rate + 0.509%, 01/22/2025		725		726
0.560%, VAR United States Secured Overnight Financing Rate + 0.466%, 11/10/2023		15,260		15,285
0.529%, VAR United States Secured Overnight Financing Rate + 0.455%, 01/25/2024		2,745		2,746
National Bank of Canada
0.900%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.770%, 08/15/2023		13,785		13,853
National Securities Clearing
1.200%, 04/23/2023 (A)		7,290		7,395
Nationwide Building Society
3.766%, VAR ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (A)		350		366
Nationwide Building Society MTN
3.622%, VAR ICE LIBOR USD 3 Month + 1.181%, 04/26/2023 (A)		1,890		1,929

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nationwide Mutual Insurance
2.409%, VAR ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (A)	$	1,000	$	1,001
Natwest Group
3.498%, VAR ICE LIBOR USD 3 Month + 1.480%, 05/15/2023		1,900		1,940
NatWest Markets
0.580%, VAR United States Secured Overnight Financing Rate + 0.530%, 08/12/2024 (A)		5,830		5,852
Pacific Life Global Funding II
0.500%, 09/23/2023 (A)		5,615		5,629
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		178
PNC Bank
0.453%, VAR ICE LIBOR USD 3 Month + 0.325%, 02/24/2023		10,875		10,887
Protective Life Global Funding
1.082%, 06/09/2023 (A)		7,785		7,889
Santander UK Group Holdings PLC
3.571%, 01/10/2023		1,615		1,633
1.089%, VAR United States Secured Overnight Financing Rate + 0.787%, 03/15/2025		200		200
Truist Financial MTN
0.444%, VAR United States Secured Overnight Financing Rate + 0.400%, 06/09/2025		9,585		9,604
UBS AG/London
0.700%, 08/09/2024 (A)		1,170		1,171
UBS Group
1.008%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 07/30/2024 (A)		6,565		6,607
USAA Capital
1.500%, 05/01/2023 (A)		3,580		3,651
Wells Fargo MTN
3.750%, 01/24/2024		655		702
2.164%, VAR ICE LIBOR USD 3 Month + 0.750%, 02/11/2026		2,830		2,938
Wells Fargo Bank
3.625%, 10/22/2021		1,000		1,005
				207,588
Health Care — 1.4%
AbbVie
5.000%, 12/15/2021		500		501
3.800%, 03/15/2025		35		38
3.750%, 11/14/2023		550		587
Gilead Sciences
0.750%, 09/29/2023		8,095		8,097

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.666%, VAR ICE LIBOR USD 3 Month + 0.520%, 09/29/2023	$	1,200	$	1,200
HCA
4.750%, 05/01/2023		1,655		1,765
Humana
3.850%, 10/01/2024		1,500		1,626
0.650%, 08/03/2023		675		676
Royalty Pharma PLC
0.750%, 09/02/2023		985		989
Stryker
0.600%, 12/01/2023		6,490		6,491
				21,970
Industrials — 1.1%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.875%, 01/16/2024		580		630
3.950%, 02/01/2022		1,000		1,011
Air Lease
3.500%, 01/15/2022		690		698
Air Lease MTN
0.700%, 02/15/2024		400		398
Boeing
1.433%, 02/04/2024		680		682
Delta Air Lines Pass-Through Trust
6.718%, 01/02/2023		150		151
GE Capital Funding LLC
4.400%, 05/15/2030		1,190		1,394
General Electric MTN
1.126%, VAR ICE LIBOR USD 3 Month + 1.000%, 04/15/2023		2,000		2,018
Georgia-Pacific LLC
0.625%, 05/15/2024 (A)		8,115		8,132
IHS Markit
5.000%, 11/01/2022 (A)		1,500		1,558
3.625%, 05/01/2024		430		458
				17,130
Information Technology — 0.8%
NXP BV
4.625%, 06/01/2023 (A)		1,485		1,585
Oracle
1.650%, 03/25/2026		1,865		1,894
Skyworks Solutions
0.900%, 06/01/2023		1,145		1,148
VMware
1.000%, 08/15/2024		8,060		8,094
				12,721
Materials — 0.2%
Berry Global
0.950%, 02/15/2024 (A)		1,415		1,420

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
International Flavors & Fragrances
0.697%, 09/15/2022 (A)	$	750	$	752
				2,172
Real Estate — 0.6%
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,395		1,455
Camden Property Trust
2.950%, 12/15/2022		1,490		1,529
CyrusOne/CyrusOne Finance
2.900%, 11/15/2024		1,430		1,499
GLP Capital LP / GLP Financing II
5.375%, 11/01/2023		2,803		3,038
Kilroy Realty
3.450%, 12/15/2024		395		422
Kimco Realty
3.400%, 11/01/2022		1,350		1,390
SL Green Operating Partnership
3.250%, 10/15/2022		210		216
				9,549
Utilities — 3.0%
CenterPoint Energy
0.700%, VAR United States Secured Overnight Financing Rate + 0.650%, 05/13/2024		7,630		7,641
Dominion Energy
3.300%, 03/15/2025		1,570		1,694
2.450%, 01/15/2023 (A)		500		513
0.649%, VAR ICE LIBOR USD 3 Month + 0.530%, 09/15/2023		6,283		6,284
Jersey Central Power & Light
4.700%, 04/01/2024 (A)		1,045		1,134
NextEra Energy Capital Holdings
0.650%, 03/01/2023		15,710		15,771
Southern California Edison
0.880%, VAR United States Secured Overnight Financing Rate + 0.830%, 04/01/2024		6,375		6,404
0.389%, VAR ICE LIBOR USD 3 Month + 0.270%, 12/03/2021		6,550		6,551
				45,992
Total Corporate Obligations (Cost $455,906) ($ Thousands)				458,644

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 27.7%
U.S. Treasury Bills
0.046%, 01/20/2022 (B)	$	5,985	$	5,984
0.035%, 12/14/2021 (B)		4,775		4,775
0.043%, 10/05/2021 (B)		22,640		22,639
U.S. Treasury Notes
1.750%, 09/30/2022		4,630		4,712
1.750%, 12/31/2024		50,605		52,744
1.375%, 10/15/2022		23,600		23,937
0.500%, 03/15/2023		61,095		61,434
0.250%, 05/15/2024		4,555		4,543
0.250%, 06/15/2024		13,720		13,677
0.125%, 05/15/2023		25,100		25,080
0.125%, 06/30/2023		14,795		14,784
0.125%, 07/31/2023		52,755		52,693
0.125%, 08/31/2023		55,395		55,306
0.125%, 10/15/2023		33,595		33,515
0.125%, 12/15/2023		56,825		56,639
Total U.S. Treasury Obligations (Cost $431,753) ($ Thousands)				432,462
MORTGAGE-BACKED SECURITIES — 23.6%
Agency Mortgage-Backed Obligations — 9.9%
FHLMC
3.500%, 02/01/2034 to 12/01/2034		7,198		7,755
2.500%, 11/01/2028 to 08/01/2031		793		832
0.300%, 10/13/2023		7,135		7,133
FHLMC ARM
1.902%, VAR ICE LIBOR USD 12 Month + 1.531%, 03/01/2037		13		14
FHLMC CMO, Ser 2004-2761, Cl FT
0.446%, VAR LIBOR USD 1 Month + 0.350%, 12/15/2033		115		115
FHLMC CMO, Ser 2005-2922, Cl FE
0.346%, VAR LIBOR USD 1 Month + 0.250%, 02/15/2035		748		753
FHLMC CMO, Ser 2005-2990, Cl LK
0.466%, VAR LIBOR USD 1 Month + 0.370%, 10/15/2034		879		882
FHLMC CMO, Ser 2005-3066, Cl PF
0.396%, VAR LIBOR USD 1 Month + 0.300%, 04/15/2035		32		32
FHLMC CMO, Ser 2006-3102, Cl FB
0.396%, VAR LIBOR USD 1 Month + 0.300%, 01/15/2036		421		423
FHLMC CMO, Ser 2006-3136, Cl KF
0.396%, VAR LIBOR USD 1 Month + 0.300%, 04/15/2036		413		414
FHLMC CMO, Ser 2009-3616, Cl FG
0.746%, VAR LIBOR USD 1 Month + 0.650%, 03/15/2032		420		427

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2010-3762, Cl FP
0.546%, VAR LIBOR USD 1 Month + 0.450%, 03/15/2040	$	101	$	102
FHLMC CMO, Ser 2010-3774, Cl EW
3.500%, 12/15/2025		311		327
FHLMC CMO, Ser 2011-3867, Cl FN
0.446%, VAR LIBOR USD 1 Month + 0.350%, 04/15/2040		31		31
FHLMC CMO, Ser 2011-3895, Cl FM
0.446%, VAR LIBOR USD 1 Month + 0.350%, 12/15/2040		366		367
FHLMC CMO, Ser 2011-3940, Cl PF
0.446%, VAR LIBOR USD 1 Month + 0.350%, 05/15/2040		257		258
FHLMC CMO, Ser 2011-3946, Cl FG
0.446%, VAR LIBOR USD 1 Month + 0.350%, 10/15/2039		59		59
FHLMC CMO, Ser 2011-3960, Cl JF
0.546%, VAR LIBOR USD 1 Month + 0.450%, 04/15/2041		195		196
FHLMC CMO, Ser 2012-4048, Cl GF
0.446%, VAR LIBOR USD 1 Month + 0.350%, 10/15/2040		139		139
FHLMC CMO, Ser 2012-4094, Cl BF
0.496%, VAR LIBOR USD 1 Month + 0.400%, 08/15/2032		596		596
FHLMC CMO, Ser 2012-4095, Cl FB
0.496%, VAR LIBOR USD 1 Month + 0.400%, 04/15/2039		54		54
FHLMC CMO, Ser 2012-4102, Cl LF
0.346%, VAR LIBOR USD 1 Month + 0.250%, 01/15/2040		165		166
FHLMC CMO, Ser 2013-4203, Cl DM
3.000%, 04/15/2033		310		328
FHLMC CMO, Ser 2013-4262, Cl AB
2.500%, 01/15/2031		26		26
FHLMC CMO, Ser 2014-4379, Cl CD
2.500%, 04/15/2033		339		348
FHLMC CMO, Ser 2015-4482, Cl CA
3.000%, 04/15/2034		407		421
FHLMC Multifamily Structured Pass-Through Certificates, Ser K020, Cl A2
2.373%, 05/25/2022		892		902
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1
2.592%, 04/25/2023		352		358
FHLMC Multifamily Structured Pass-Through Certificates, Ser K038, Cl A1
2.604%, 10/25/2023		206		209

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF34, Cl A
0.451%, VAR LIBOR USD 1 Month + 0.360%, 08/25/2024	$	496	$	497
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF37, Cl A
0.451%, VAR ICE LIBOR USD 1 Month + 0.360%, 09/25/2027		188		189
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF38, Cl A
0.421%, VAR LIBOR USD 1 Month + 0.330%, 09/25/2024		838		839
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A
0.411%, VAR LIBOR USD 1 Month + 0.320%, 11/25/2024		803		804
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A
0.431%, VAR LIBOR USD 1 Month + 0.340%, 11/25/2027		236		237
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A
0.331%, VAR ICE LIBOR USD 1 Month + 0.240%, 01/25/2028		552		553
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A
0.491%, VAR ICE LIBOR USD 1 Month + 0.400%, 08/25/2025		757		760
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF59, Cl A
0.631%, VAR ICE LIBOR USD 1 Month + 0.540%, 02/25/2029		1,260		1,269
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF66, Cl A
0.611%, VAR ICE LIBOR USD 1 Month + 0.520%, 07/25/2029		1,128		1,136
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ08, Cl A2
2.356%, 08/25/2022		974		983
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ24, Cl A1
2.283%, 05/25/2026		2,895		3,017
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ26, Cl A1
2.135%, 07/25/2025		3,121		3,209
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ29, Cl A1
0.735%, 01/25/2026		1,722		1,725
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ30, Cl A1
0.526%, 01/25/2025		1,415		1,413

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ34, Cl A1
0.681%, 06/25/2026	$	1,432	$	1,430
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A
2.770%, 05/25/2025		500		537
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q004, Cl AFL
0.838%, VAR 12 Month Treas Avg + 0.740%, 05/25/2044		563		562
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-HQ1, Cl M3
4.184%, VAR ICE LIBOR USD 1 Month + 4.100%, 08/25/2024		463		467
FNMA
3.500%, 10/01/2031		374		406
3.430%, 10/01/2023		1,327		1,390
3.000%, 07/01/2030 to 08/01/2035		5,679		6,031
2.923%, 01/01/2026 (C)		1,816		1,947
2.500%, 12/01/2027 to 11/01/2034		5,525		5,789
2.240%, 12/01/2022		9,216		9,355
2.000%, 07/01/2035 to 03/01/2036		1,150		1,191
FNMA ACES, Ser 2016-M11, Cl AL
2.944%, 07/25/2039		624		659
FNMA CMO, Ser 2004-94, Cl HF
0.384%, VAR LIBOR USD 1 Month + 0.300%, 10/25/2034		15		15
FNMA CMO, Ser 2005-83, Cl FP
0.414%, VAR LIBOR USD 1 Month + 0.330%, 10/25/2035		779		783
FNMA CMO, Ser 2006-31, Cl FP
0.384%, VAR LIBOR USD 1 Month + 0.300%, 05/25/2036		138		138
FNMA CMO, Ser 2006-56, Cl FE
0.514%, VAR LIBOR USD 1 Month + 0.430%, 07/25/2036		650		657
FNMA CMO, Ser 2007-98, Cl FD
0.534%, VAR LIBOR USD 1 Month + 0.450%, 06/25/2037		358		361
FNMA CMO, Ser 2008-24, Cl PF
0.734%, VAR LIBOR USD 1 Month + 0.650%, 02/25/2038		210		212
FNMA CMO, Ser 2010-43, Cl VF
0.634%, VAR LIBOR USD 1 Month + 0.550%, 05/25/2040		503		510
FNMA CMO, Ser 2012-111, Cl NF
0.434%, VAR LIBOR USD 1 Month + 0.350%, 05/25/2042		756		759
FNMA CMO, Ser 2012-54, Cl CF
0.784%, VAR LIBOR USD 1 Month + 0.700%, 05/25/2042		234		238

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2012-93, Cl GF
0.334%, VAR LIBOR USD 1 Month + 0.250%, 07/25/2040	$	83	$	83
FNMA CMO, Ser 2013-116, Cl CB
2.500%, 04/25/2033		384		395
FNMA CMO, Ser 2013-6, Cl MC
2.000%, 02/25/2040		132		133
FNMA CMO, Ser 2016-48, Cl UF
0.484%, VAR LIBOR USD 1 Month + 0.400%, 08/25/2046		283		285
FNMA CMO, Ser 2020-10, Cl FA
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 03/25/2050		2,099		2,111
FNMA REMIC CMO, Ser 2019-79, Cl FA
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 01/25/2050		614		619
FNMA TBA
2.500%, 10/01/2042		14,650		15,187
2.000%, 10/15/2051		6,750		6,829
FNMA, Ser 2017-M14, Cl A1
2.964%, 11/25/2027 (C)		115		116
FREMF Mortgage Trust, Ser K22, Cl B
3.811%, 08/25/2045 (A)(C)		4,574		4,702
FREMF Mortgage Trust, Ser K24, Cl B
3.627%, 11/25/2045 (A)(C)		2,840		2,925
FREMF Mortgage Trust, Ser K28, Cl B
3.609%, 06/25/2046 (A)(C)		1,510		1,571
FREMF Mortgage Trust, Ser K33, Cl B
3.612%, 08/25/2046 (A)(C)		2,000		2,103
FREMF Mortgage Trust, Ser K35, Cl B
4.069%, 12/25/2046 (A)(C)		3,175		3,377
GNMA
3.550%, 10/15/2050		2,110		2,113
3.000%, 01/20/2027 to 02/20/2030		2,239		2,364
GNMA ARM
2.000%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 02/20/2041		106		111
GNMA CMO, Ser 2007-1, Cl F
0.388%, VAR LIBOR USD 1 Month + 0.300%, 01/20/2037		479		480
GNMA CMO, Ser 2010-98, Cl QF
0.488%, VAR LIBOR USD 1 Month + 0.400%, 01/20/2040		527		528
GNMA CMO, Ser 2011-151, Cl BF
0.438%, VAR LIBOR USD 1 Month + 0.350%, 04/20/2041		415		417
GNMA CMO, Ser 2012-77, Cl FM
0.766%, VAR LIBOR USD 1 Month + 0.670%, 11/16/2039		668		673
GNMA TBA
2.500%, 02/20/2046		25,100		25,981

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.000%, 10/15/2051	$	4,375	$	4,458
GNMA, Ser 2008-92, Cl E
5.556%, 03/16/2044 (C)		543		558
GNMA, Ser 2010-159, Cl D
4.293%, 09/16/2044 (C)		1,394		1,435
GNMA, Ser 23, Cl D
3.488%, 07/16/2049 (C)		755		782
				154,071
Mortgage Related Securities — 0.4%
ABFC Trust, Ser 2005-HE2, Cl M3
0.864%, VAR ICE LIBOR USD 1 Month + 0.780%, 06/25/2035		299		301
Bravo Mortgage Asset Trust, Ser 2006-1A, Cl A2
0.324%, VAR ICE LIBOR USD 1 Month + 0.240%, 07/25/2036 (A)		93		93
Centex Home Equity Loan Trust, Ser 2006-A, Cl M1
0.384%, VAR ICE LIBOR USD 1 Month + 0.300%, 06/25/2036		1,617		1,612
GSAA Home Equity Trust, Ser 2005-6, Cl M1
0.729%, VAR ICE LIBOR USD 1 Month + 0.645%, 06/25/2035		2,238		2,252
GSAA Home Equity Trust, Ser 2005-MTR1, Cl A4
0.824%, VAR ICE LIBOR USD 1 Month + 0.740%, 10/25/2035		908		909
GSAA Home Equity Trust, Ser 2007-8, Cl A3
0.984%, VAR ICE LIBOR USD 1 Month + 0.900%, 08/25/2037		1,038		1,039
GSAA Trust, Ser 2005-10, Cl M4
1.059%, VAR ICE LIBOR USD 1 Month + 0.975%, 06/25/2035		365		366
Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1
0.544%, VAR ICE LIBOR USD 1 Month + 0.460%, 04/25/2029		269		267
				6,839
Non-Agency Mortgage-Backed Obligations — 13.3%
BBCMS Mortgage Trust, Ser C7, Cl A1
1.079%, 04/15/2053		1,244		1,251
BBCMS Trust, Ser 2013-TYSN, Cl A2
3.756%, 09/05/2032 (A)		3,190		3,189
Benchmark Mortgage Trust, Ser B19, Cl A1
0.628%, 09/15/2053		656		657
Benchmark Mortgage Trust, Ser B5, Cl A2
4.077%, 07/15/2051		1,750		1,839

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Braemar Hotels & Resorts Trust, Ser 2018-PRME, Cl A
0.916%, VAR ICE LIBOR USD 1 Month + 0.820%, 06/15/2035 (A)	$	2,777	$	2,778
BSREP Commercial Mortgage Trust, Ser DC, Cl A
1.050%, VAR ICE LIBOR USD 1 Month + 0.950%, 08/15/2038 (A)		5,755		5,757
BX Commercial Mortgage Trust, Ser 2018-IND, Cl A
0.846%, VAR ICE LIBOR USD 1 Month + 0.750%, 11/15/2035 (A)		841		841
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B
1.176%, VAR ICE LIBOR USD 1 Month + 1.080%, 10/15/2036 (A)		2,954		2,957
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
1.016%, VAR ICE LIBOR USD 1 Month + 0.920%, 10/15/2036 (A)		536		537
BX Commercial Mortgage Trust, Ser 2020-BXLP, Cl A
0.896%, VAR ICE LIBOR USD 1 Month + 0.800%, 12/15/2036 (A)		943		944
BX Commercial Mortgage Trust, Ser IND, Cl B
0.996%, VAR ICE LIBOR USD 1 Month + 0.900%, 11/15/2035 (A)		1,449		1,450
BX Commercial Mortgage Trust, Ser SOAR, Cl B
0.966%, VAR ICE LIBOR USD 1 Month + 0.870%, 06/15/2038 (A)		4,000		4,006
BX Commercial Mortgage Trust, Ser VINO, Cl B
0.948%, VAR ICE LIBOR USD 1 Month + 0.852%, 05/15/2038 (A)		3,600		3,598
CD Commercial Mortgage Trust, Ser 2016-CD1, Cl ASB
2.622%, 08/10/2049		6,921		7,219
CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB
3.317%, 05/10/2050		896		962
CHC Commercial Mortgage Trust, Ser 2019-CHC, Cl A
1.216%, VAR ICE LIBOR USD 1 Month + 1.120%, 06/15/2034 (A)		2,944		2,944
CIT Mortgage Loan Trust, Ser 2007-1, Cl 1A
1.434%, VAR ICE LIBOR USD 1 Month + 1.350%, 10/25/2037 (A)		428		432
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB
3.431%, 06/10/2048		1,485		1,557

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser P4, Cl A2
2.450%, 07/10/2049	$	446	$	448
Citigroup Commercial Mortgage Trust, Ser SMRT, Cl A
4.149%, 01/10/2036 (A)		375		402
Citigroup Commercial Mortgage Trust, Ser WSS, Cl A
2.046%, VAR ICE LIBOR USD 1 Month + 1.950%, 02/15/2039 (A)		2,637		2,729
Citigroup Mortgage Loan Trust, Ser 2005-OPT3, Cl M4
1.014%, VAR ICE LIBOR USD 1 Month + 0.930%, 05/25/2035		2,553		2,560
Citigroup Mortgage Loan Trust, Ser 2007-WFH3, Cl A3
0.334%, VAR ICE LIBOR USD 1 Month + 0.250%, 06/25/2037		241		241
CityLine Commercial Mortgage Trust, Ser 2016-CLNE, Cl A
2.871%, 11/10/2031 (A)(C)		1,000		1,034
COMM Mortgage Trust, Ser 2012-CR2, Cl A4
3.147%, 08/15/2045		1,000		1,013
COMM Mortgage Trust, Ser 2013-CR11, Cl ASB
3.660%, 08/10/2050		192		198
COMM Mortgage Trust, Ser 2013-CR9, Cl ASB
3.834%, 07/10/2045		570		587
COMM Mortgage Trust, Ser 2013-LC6, Cl ASB
2.478%, 01/10/2046		616		622
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		182		186
COMM Mortgage Trust, Ser 2014-UBS6, Cl ASB
3.387%, 12/10/2047		1,326		1,382
COMM Mortgage Trust, Ser 2021-LBA, Cl B
1.046%, VAR ICE LIBOR USD 1 Month + 0.950%, 03/15/2038 (A)		6,795		6,799
COMM Mortgage Trust, Ser CR2, Cl A3
2.841%, 08/15/2045 (A)		1,177		1,185
COMM Mortgage Trust, Ser PC1, Cl A4
3.620%, 07/10/2050		1,474		1,532
COMM Mortgage Trust, Ser UBS5, Cl A3
3.565%, 09/10/2047		1,900		2,014
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR6, Cl A4
3.101%, 03/10/2046		2,000		2,047

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Core Mortgage Trust, Ser 2019-CORE, Cl A
0.976%, VAR ICE LIBOR USD 1 Month + 0.880%, 12/15/2031 (A)	$	205	$	205
Credit Suisse Commercial Mortgage Securities, Ser 2019-SKLZ, Cl A
1.346%, VAR ICE LIBOR USD 1 Month + 1.250%, 01/15/2034 (A)		2,925		2,937
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B
1.326%, VAR ICE LIBOR USD 1 Month + 1.230%, 05/15/2036 (A)		5,520		5,542
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
1.076%, VAR ICE LIBOR USD 1 Month + 0.980%, 05/15/2036 (A)		2,925		2,934
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB
3.533%, 11/15/2048		45		48
DBCG Mortgage Trust, Ser 2017-BBG, Cl A
0.796%, VAR ICE LIBOR USD 1 Month + 0.700%, 06/15/2034 (A)		4,400		4,400
DBWF Mortgage Trust, Ser AMXP, Cl A
3.873%, 05/05/2035 (A)(C)		1,800		1,828
Extended Stay America Trust, Ser ESH, Cl B
1.476%, VAR ICE LIBOR USD 1 Month + 1.380%, 07/15/2038 (A)		1,100		1,104
First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1
0.194%, VAR ICE LIBOR USD 1 Month + 0.110%, 12/25/2037		2,692		2,651
Gosforth Funding, Ser 2018-1A, Cl A1
0.579%, VAR ICE LIBOR USD 3 Month + 0.450%, 08/25/2060 (A)		240		240
GS Mortgage Securities II, Ser 2018-GS10, Cl A1
3.199%, 07/10/2051		818		833
GS Mortgage Securities Trust, Ser 2012-GC6, Cl A3
3.482%, 01/10/2045		200		200
GS Mortgage Securities Trust, Ser 2013-GC13, Cl AAB
3.719%, 07/10/2046 (C)		361		370
GS Mortgage Securities Trust, Ser 2013-GC14, Cl AAB
3.817%, 08/10/2046		469		481
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049		1,310		1,371
GS Mortgage Securities Trust, Ser 2021-RENT, Cl A
0.788%, VAR ICE LIBOR USD 1 Month + 0.700%, 11/21/2035 (A)		3,000		3,004

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser GC14, Cl A4
3.955%, 08/10/2046	$	1,382	$	1,437
GS Mortgage Securities Trust, Ser GC6, Cl AS
4.948%, 01/10/2045 (A)		1,118		1,125
GS Mortgage Securities Trust, Ser GS9, Cl A2
3.839%, 03/10/2051		1,124		1,153
GS Mortgage Securities, Ser ALOH, Cl A
3.551%, 04/10/2034 (A)		3,564		3,590
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057 (A)		1,151		1,199
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl ASB
3.705%, 01/15/2047		191		199
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl ASB
3.428%, 08/15/2047		582		603
JPMBB Commercial Mortgage Securities Trust, Ser C31, Cl ASB
3.540%, 08/15/2048		2,016		2,125
JPMCC Commercial Mortgage Securities Trust, Ser JP5, Cl A2
3.240%, 03/15/2050		1,315		1,324
JPMDB Commercial Mortgage Securities Trust, Ser C8, Cl A2
4.031%, 06/15/2051		2,000		2,090
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-C8, Cl ASB
2.379%, 10/15/2045		261		263
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-LC11, Cl ASB
2.554%, 04/15/2046		1,158		1,177
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP3, Cl ASB
2.777%, 08/15/2049		2,100		2,200
JPMorgan Chase Commercial Mortgage Securities, Ser 2021-MHC, Cl A
0.896%, VAR ICE LIBOR USD 1 Month + 0.800%, 04/15/2038 (A)		2,480		2,483
JPMorgan Chase Commercial Mortgage Securities, Ser MHC, Cl B
1.146%, VAR ICE LIBOR USD 1 Month + 1.050%, 04/15/2038 (A)		5,540		5,554
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1
1.350%, VAR SOFR30A + 1.300%, 03/25/2051 (A)		3,583		3,586
KKR Industrial Portfolio Trust, Ser AIP, Cl A
1.133%, VAR ICE LIBOR USD 1 Month + 1.037%, 03/15/2037 (A)		1,109		1,109

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
KKR Industrial Portfolio Trust, Ser KDIP, Cl B
0.896%, VAR ICE LIBOR USD 1 Month + 0.800%, 12/15/2037 (A)	$	2,000	$	2,000
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049 (A)		6,035		6,116
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
0.834%, VAR ICE LIBOR USD 1 Month + 0.750%, 04/25/2055 (A)		5,525		5,529
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
1.197%, VAR ICE LIBOR USD 1 Month + 1.101%, 04/15/2038 (A)		11,040		11,053
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060 (A)(C)		4,113		4,134
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C13, Cl ASB
3.557%, 11/15/2046		209		214
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C7, Cl A4
2.918%, 02/15/2046		4,530		4,644
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C15, Cl A3
3.773%, 04/15/2047		334		353
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C18
3.621%, 02/15/2024		332		346
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl ASB
3.323%, 10/15/2048		644		676
Morgan Stanley Capital I, Ser 2012-C4, Cl A4
3.244%, 03/15/2045		663		668
Nationstar Home Equity Loan Trust, Ser 2007-A, Cl AV4
0.314%, VAR ICE LIBOR USD 1 Month + 0.230%, 03/25/2037		609		606
Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4
0.404%, VAR ICE LIBOR USD 1 Month + 0.320%, 04/25/2037		1,038		1,035
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1
0.274%, VAR ICE LIBOR USD 1 Month + 0.190%, 04/25/2037		2,216		2,162
Option One Mortgage Loan Trust, Ser 2006-1, Cl 1A1
0.524%, VAR ICE LIBOR USD 1 Month + 0.440%, 01/25/2036		174		174

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
RASC Trust, Ser 2006-KS6, Cl A4
0.334%, VAR ICE LIBOR USD 1 Month + 0.250%, 08/25/2036	$	847	$	844
RBS Commercial Funding Trust, Ser GSP, Cl A
3.961%, 01/15/2032 (A)(C)		2,010		2,126
SBALR Commercial Mortgage Trust, Ser 2020-RR1, Cl A1
2.025%, 02/13/2053 (A)		2,956		3,019
Structured Asset Securities Mortgage Loan Trust, Ser 2005-WF2, Cl M1
0.654%, VAR ICE LIBOR USD 1 Month +
0.570%, 05/25/2035		319		318
Structured Asset Securities Mortgage Loan Trust, Ser 2006-WF3, Cl M1
0.334%, VAR ICE LIBOR USD 1 Month +
0.250%, 09/25/2036		990		987
Terwin Mortgage Trust, Ser 2006-3, Cl 1A2
0.544%, VAR ICE LIBOR USD 1 Month +
0.460%, 04/25/2037 (A)		431		430
Towd Point Mortgage Trust, Ser 2020-4, Cl A1
1.750%, 10/25/2060 (A)		1,741		1,766
TTAN, Ser 2021-MHC, Cl A
0.946%, VAR ICE LIBOR USD 1 Month
+ 0.850%, 03/15/2038 (A)		4,375		4,380
TTAN, Ser 2021-MHC, Cl B
1.196%, VAR ICE LIBOR USD 1 Month + 1.100%, 03/15/2038 (A)		3,800		3,806
UBS Commercial Mortgage Trust, Ser 2018-C11, Cl A1
3.211%, 06/15/2051		29		29
UBS Commercial Mortgage Trust, Ser 2019-C16, Cl A1
2.739%, 04/15/2052		1,509		1,543
UBS Commercial Mortgage Trust, Ser C12, Cl A2
4.152%, 08/15/2051		2,200		2,323
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl A4
3.525%, 05/10/2063		1,150		1,169
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
0.604%, VAR ICE LIBOR USD 1 Month
+ 0.520%, 11/25/2045		1,145		1,130
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		444		466
Wells Fargo Commercial Mortgage Trust, Ser 2016-C34, Cl A2
2.603%, 06/15/2049		1,423		1,422

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl A2
2.495%, 07/15/2048	$	158	$	158
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl A2
2.504%, 11/15/2059		276		279
Wells Fargo Commercial Mortgage Trust, Ser 2016-LC24, Cl A2
2.501%, 10/15/2049		47		48
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS5, Cl A2
2.711%, 01/15/2059		7		8
Wells Fargo Commercial Mortgage Trust, Ser 2020-C56, Cl A1
1.341%, 06/15/2053		1,668		1,689
Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB
2.514%, 08/15/2049		660		686
Wells Fargo Commercial Mortgage Trust, Ser C28, Cl A3
3.290%, 05/15/2048		2,209		2,343
Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB
2.911%, 06/15/2049		1,854		1,943
Wells Fargo Commercial Mortgage Trust, Ser C57, Cl A1
0.903%, 08/15/2053		2,169		2,173
Wells Fargo Commercial Mortgage Trust, Ser LC16, Cl A4
3.548%, 08/15/2050		2,214		2,301
Wells Fargo Commercial Mortgage Trust, Ser LC20, Cl A2
2.678%, 04/15/2050		891		897
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl A2
3.431%, 06/15/2045		881		892
WFRBS Commercial Mortgage Trust, Ser C18, Cl A4
3.896%, 12/15/2046		1,268		1,345
				207,492
Total Mortgage-Backed Securities
(Cost $368,009) ($ Thousands)				368,402
ASSET-BACKED SECURITIES — 16.5%
Automotive — 3.8%
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (A)		2,450		2,484

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A 2.380%, 11/15/2028 (A)	$	2,350	$	2,386
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl B
2.860%, 01/16/2029 (A)		500		517
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl B
2.390%, 04/16/2029 (A)		3,690		3,786
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A1
0.425%, VAR ICE LIBOR USD 1 Month + 0.330%, 12/11/2034 (A)		3,550		3,555
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B
0.980%, 12/11/2034 (A)		1,000		1,002
DT Auto Owner Trust, Ser 2019-4A, Cl B
2.360%, 01/16/2024 (A)		2,195		2,203
DT Auto Owner Trust, Ser 2020-2A, Cl B
2.080%, 03/16/2026 (A)		2,285		2,316
DT Auto Owner Trust, Ser 2021-1A, Cl B
0.620%, 09/15/2025 (A)		3,305		3,312
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (A)		360		360
GM Financial Automobile Leasing Trust, Ser 2020-3, Cl B
0.760%, 10/21/2024		300		301
JPMorgan Chase Bank - CACLN, Ser 2020-1,Cl B
0.991%, 01/25/2028 (A)		3,004		3,013
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (A)		1,275		1,277
Prestige Auto Receivables Trust, Ser 2020-1A, Cl B
0.770%, 10/15/2024 (A)		8,425		8,450
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl B
0.770%, 12/15/2025 (A)		4,710		4,733
Santander Retail Auto Lease Trust, Ser 2020-A, Cl B
1.880%, 03/20/2024 (A)		750		763
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (A)		2,231		2,239
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B
1.610%, 03/17/2025 (A)		3,600		3,633
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B
0.780%, 11/17/2025 (A)		5,215		5,240

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Wheels SPV 2 LLC, Ser 2020-1A, Cl A3
0.620%, 08/20/2029 (A)	$	4,110	$	4,120
World Omni Auto Receivables Trust, Ser 2021-B, Cl B
1.040%, 06/15/2027		3,050		3,062
				58,752
Other Asset-Backed Securities — 12.7%
Aegis Asset-Backed Securities Trust, Ser 2005-5, Cl 2A
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 12/25/2035		30		30
Ameriquest Asset-Backed Pass-Through Certificates, Ser 2004-R12, Cl M1
0.939%, VAR ICE LIBOR USD 1 Month + 0.855%, 01/25/2035		101		103
Ameriquest Asset-Backed Pass-Through Certificates, Ser 2004-R2, Cl A4
0.864%, VAR ICE LIBOR USD 1 Month
+ 0.780%, 04/25/2034		67		67
Arbor Realty Commercial Real Estate Notes, Ser 2019-FL1, Cl A
1.246%, VAR ICE LIBOR USD 1 Month
+ 1.150%, 05/15/2037 (A)		1,700		1,701
BANK, Ser BN14, Cl A2
4.128%, 09/15/2060		853		897
BANK, Ser BN28, Cl A1
0.628%, 03/15/2063		533		533
BANK, Ser BNK7, Cl A2
3.061%, 09/15/2060		1,123		1,139
BANK, Ser BNK7, Cl ASB
3.265%, 09/15/2060		2,750		2,960
BANK, Ser BNK8, Cl ASB
3.314%, 11/15/2050		1,495		1,620
Barings CLO, Ser 2018-3A, Cl A1
1.084%, VAR ICE LIBOR USD 3 Month +
0.950%, 07/20/2029 (A)		800		800
BBCMS Trust, Ser BXH, Cl A
1.096%, VAR ICE LIBOR USD 1 Month +
1.000%, 10/15/2037 (A)		1,200		1,201
Bear Stearns Asset Backed Securities I Trust, Ser 2005-HE11, Cl M2
0.759%, VAR ICE LIBOR USD 1 Month
+ 0.675%, 11/25/2035		517		517
Bear Stearns Asset Backed Securities I Trust, Ser 2005-HE6, Cl M2
1.089%, VAR ICE LIBOR USD 1 Month
+ 1.005%, 06/25/2035		582		582
BlueMountain CLO, Ser 2018-2A, Cl AR2
1.181%, VAR ICE LIBOR USD 3 Month + 1.050%, 11/20/2028 (A)		570		571

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BSPRT Issuer, Ser 2018-FL4, Cl A
1.146%, VAR ICE LIBOR USD 1 Month + 1.050%, 09/15/2035 (A)	$	706	$	706
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
1.000%, VAR ICE LIBOR USD 3 Month
+ 0.980%, 07/20/2031 (A)		2,500		2,499
Carlyle US CLO, Ser 2021-1A, Cl X
1.134%, VAR ICE LIBOR USD 3 Month + 1.000%, 07/20/2034 (A)		1,250		1,250
Cedar Funding II CLO, Ser 2021-1A, Cl AXR
0.984%, VAR ICE LIBOR USD 3 Month
+ 0.850%, 04/20/2034 (A)		3,241		3,241
CIFC Funding, Ser 2018-4RA, Cl A1A
1.264%, VAR ICE LIBOR USD 3 Month + 1.130%, 10/17/2030 (A)		750		751
Countrywide Asset-Backed Certificates, Ser 2006-BC4, Cl 2A3
0.564%, VAR ICE LIBOR USD 1 Month + 0.480%, 11/25/2036		1,936		1,921
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3
1.059%, VAR ICE LIBOR USD 1 Month + 0.975%, 06/25/2035		634		631
Dryden 33 Senior Loan Fund, Ser 2020-33A, Cl AR3
1.126%, VAR ICE LIBOR USD 3 Month + 1.000%, 04/15/2029 (A)		987		987
EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3
1.084%, VAR ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (A)		495		497
Galaxy XV CLO, Ser 2021-15A, Cl ARR
1.096%, VAR ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (A)		3,960		3,962
Galaxy XXIII CLO, Ser 2021-23A, Cl AR
0.995%, VAR ICE LIBOR USD 3 Month + 0.870%, 04/24/2029 (A)		4,271		4,270
GE-WMC Asset-Backed Pass-Through Certificates, Ser 2005-2, Cl A2C
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 12/25/2035		613		613
Grand Avenue CRE, Ser 2019-FL1, Cl A
1.217%, VAR ICE LIBOR USD 1 Month + 1.120%, 06/15/2037 (A)		773		773
GSAMP Trust, Ser 2006-HE3, Cl A2C
0.404%, VAR ICE LIBOR USD 1 Month + 0.320%, 05/25/2046		931		927
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (A)		2,489		2,598

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Home Partners of America Trust, Ser 2018-1, Cl A
0.993%, VAR ICE LIBOR USD 1 Month + 0.900%, 07/17/2037 (A)	$	2,996	$	3,002
HPS Loan Management, Ser 2021-16, Cl X
1.034%, VAR ICE LIBOR USD 3 Month + 0.900%, 04/20/2034 (A)		667		666
HSI Asset Securitization Trust, Ser 2006-OPT1, Cl M1
0.444%, VAR ICE LIBOR USD 1 Month + 0.360%, 12/25/2035		2,307		2,292
ICG US CLO, Ser 2021-1A, Cl XRR
0.832%, VAR ICE LIBOR USD 3 Month + 0.700%, 07/28/2034 (A)		2,085		2,084
Invitation Homes Trust, Ser 2018-SFR2, Cl B
1.176%, VAR ICE LIBOR USD 1 Month + 1.080%, 06/17/2037 (A)		2,000		2,003
KKR Industrial Portfolio Trust, Ser AIP, Cl B
1.431%, VAR ICE LIBOR USD 1 Month + 1.335%, 03/15/2037 (A)		1,928		1,929
LCM XXIV, Ser 2021-24A, Cl AR 1.114%, VAR ICE LIBOR USD 3 Month +
0.980%, 03/20/2030 (A)		1,180		1,180
LoanCore Issuer, Ser 2018-CRE1, Cl A
1.226%, VAR ICE LIBOR USD 1 Month + 1.130%, 05/15/2028 (A)		1,802		1,800
LoanCore Issuer, Ser 2018-CRE1, Cl AS
1.596%, VAR ICE LIBOR USD 1 Month + 1.500%, 05/15/2028 (A)		1,034		1,034
Madison Park Funding XIX, Ser 2020-19A, Cl A1R2
1.058%, VAR ICE LIBOR USD 3 Month + 0.920%, 01/22/2028 (A)		1,138		1,138
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
1.134%, VAR ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)		2,000		1,999
Magnetite XVI, Ser 2018-16A, Cl AR
0.934%, VAR ICE LIBOR USD 3 Month + 0.800%, 01/18/2028 (A)		721		719
Marathon CRE, Ser 2018-FL1, Cl A
1.243%, VAR ICE LIBOR USD 1 Month + 1.150%, 06/15/2028 (A)		661		661
MF1, Ser 2020-FL4, Cl A
1.865%, VAR SOFR30A + 1.814%, 11/15/2035 (A)		890		899
MF1, Ser FL2, Cl A
1.295%, VAR SOFR30A + 1.244%, 12/25/2034 (A)		1,587		1,588
MF1, Ser FL3, Cl A
2.215%, VAR SOFR30A + 2.164%, 07/15/2035 (A)		788		796

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3
0.490%, 08/14/2025 (A)	$	2,770	$	2,772
MVW LLC, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (A)		8,229		8,246
Nationstar HECM Loan Trust, Ser 2006-B,Cl AV4
0.364%, VAR ICE LIBOR USD 1 Month + 0.280%, 09/25/2036		788		787
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (A)		9,627		9,828
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		3,736		3,776
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A
1.220%, 07/15/2069 (A)		5,902		5,943
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (A)		987		994
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (A)		3,865		3,896
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (A)		2,970		2,967
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (A)		6,387		6,393
Navient Student Loan Trust, Ser 2015-2,Cl A3
0.654%, VAR ICE LIBOR USD 1 Month
+ 0.570%, 11/26/2040		868		866
Navient Student Loan Trust, Ser 2017-1A,Cl A2
0.834%, VAR ICE LIBOR USD 1 Month
+ 0.750%, 07/26/2066 (A)		106		107
Navient Student Loan Trust, Ser 2017-2A,Cl A
1.134%, VAR ICE LIBOR USD 1 Month + 1.050%, 12/27/2066 (A)		710		720
Navient Student Loan Trust, Ser 2017-3A,Cl A2
0.684%, VAR ICE LIBOR USD 1 Month
+ 0.600%, 07/26/2066 (A)		1,051		1,054
Navient Student Loan Trust, Ser 2018-3A,Cl A2
0.504%, VAR ICE LIBOR USD 1 Month
+ 0.420%, 03/25/2067 (A)		653		652

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2012-5A,Cl A
0.684%, VAR ICE LIBOR USD 1 Month
+ 0.600%, 10/27/2036 (A)	$	328	$	330
Nelnet Student Loan Trust, Ser 2021-A,Cl APT1
1.360%, 04/20/2062 (A)		9,312		9,341
Niagara Park CLO, Ser 2021-1A, Cl AR
1.134%, VAR ICE LIBOR USD 3 Month + 1.000%, 07/17/2032 (A)		7,000		6,998
One New York Plaza Trust, Ser 1NYP, Cl A
1.046%, VAR ICE LIBOR USD 1 Month
+ 0.950%, 01/15/2026 (A)		952		957
Palmer Square CLO, Ser 2018-1A, Cl A1
1.164%, VAR ICE LIBOR USD 3 Month + 1.030%, 04/18/2031 (A)		500		500
Palmer Square Loan Funding, Ser 2020-2A, Cl A1
1.134%, VAR ICE LIBOR USD 3 Month + 1.000%, 04/20/2028 (A)		618		618
Palmer Square Loan Funding, Ser 2021-2A,Cl A1
0.931%, VAR ICE LIBOR USD 3 Month + 0.800%, 05/20/2029 (A)		1,100		1,100
Park Place Securities Asset-Backed Pass- Through Certificates, Ser 2005-WCW3, Cl M1
0.804%, VAR ICE LIBOR USD 1 Month + 0.720%, 08/25/2035		1,999		2,024
People’s Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3
0.764%, VAR ICE LIBOR USD 1 Month + 0.680%, 12/25/2035		2,511		2,472
PHEAA Student Loan Trust, Ser 2016-1A, Cl A
1.234%, VAR ICE LIBOR USD 1 Month + 1.150%, 09/25/2065 (A)		1,411		1,430
Progress Residential Trust, Ser 2018-SFR3,Cl A
3.880%, 10/17/2035 (A)		630		630
Progress Residential Trust, Ser 2018-SFR3,Cl B
4.079%, 10/17/2035 (A)		500		501
Progress Residential Trust, Ser 2019-SFR2,Cl A
3.147%, 05/17/2036 (A)		991		1,006
RAMP Series Trust, Ser 2006-NC2, Cl A3
0.664%, VAR ICE LIBOR USD 1 Month
+ 0.580%, 02/25/2036		1,050		1,047
RAMP Series Trust, Ser 2006-RZ4, Cl A3
0.354%, VAR ICE LIBOR USD 1 Month + 0.270%, 10/25/2036		731		730

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Saxon Asset Securities Trust, Ser 2006-3,Cl A3
0.254%, VAR ICE LIBOR USD 1 Month + 0.170%, 10/25/2046	$	1,451	$	1,429
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A
1.595%, VAR ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)		6,135		6,133
Sierra Timeshare Receivables Funding LLC, Ser 2019-1A, Cl A
3.200%, 01/20/2036 (A)		1,596		1,650
Sierra Timeshare Receivables Funding LLC,
Ser 2019-3A, Cl A 2.340%, 08/20/2036 (A)		1,229		1,256
SLC Student Loan Trust, Ser 2005-3, Cl A3
0.239%, VAR ICE LIBOR USD 3 Month + 0.120%, 06/15/2029		834		832
SLC Student Loan Trust, Ser 2007-1, Cl A4
0.185%, VAR ICE LIBOR USD 3 Month + 0.060%, 05/15/2029		922		917
SLM Student Loan Trust, Ser 2003-10A,Cl A3
0.589%, VAR ICE LIBOR USD 3 Month + 0.470%, 12/15/2027 (A)		572		572
SLM Student Loan Trust, Ser 2003-11, Cl A6
0.669%, VAR ICE LIBOR USD 3 Month + 0.550%, 12/15/2025 (A)		377		377
SLM Student Loan Trust, Ser 2004-1, Cl A4
0.385%, VAR ICE LIBOR USD 3 Month + 0.260%, 10/27/2025		438		437
SLM Student Loan Trust, Ser 2005-4, Cl A3
0.245%, VAR ICE LIBOR USD 3 Month + 0.120%, 01/25/2027		854		851
SLM Student Loan Trust, Ser 2005-5, Cl A4
0.265%, VAR ICE LIBOR USD 3 Month + 0.140%, 10/25/2028		721		718
SLM Student Loan Trust, Ser 2011-2, Cl A1
0.684%, VAR ICE LIBOR USD 1 Month + 0.600%, 11/25/2027		78		78
SLM Student Loan Trust, Ser 2012-2, Cl A
0.784%, VAR ICE LIBOR USD 1 Month + 0.700%, 01/25/2029		940		924
SLM Student Loan Trust, Ser 2013-2, Cl A
0.534%, VAR ICE LIBOR USD 1 Month + 0.450%, 06/25/2043		1,147		1,140
SLM Student Loan Trust, Ser 2013-4, Cl A
0.634%, VAR ICE LIBOR USD 1 Month + 0.550%, 06/25/2043		1,193		1,193
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (A)		11,611		11,642

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SoFi Consumer Loan Program Trust, Ser 2019-3, Cl A
2.900%, 05/25/2028 (A)	$	308	$	308
Towd Point Mortgage Trust, Ser 2019-HY2,Cl A1
1.084%, VAR ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (A)		3,190		3,212
TPG Real Estate Finance Issuer, Ser 2018-FL2, Cl A
1.223%, VAR ICE LIBOR USD 1 Month + 1.130%, 11/15/2037 (A)		2,669		2,669
Treman Park CLO, Ser 2018-1A, Cl ARR
1.204%, VAR ICE LIBOR USD 3 Month + 1.070%, 10/20/2028 (A)		742		743
Tricon American Homes Trust, Ser 2017-SFR2, Cl A
2.928%, 01/17/2036 (A)		1,966		2,002
Tricon American Homes Trust, Ser 2017-SFR2, Cl B
3.275%, 01/17/2036 (A)		1,545		1,578
Voya CLO, Ser 2018-2A, Cl AR
1.108%, VAR ICE LIBOR USD 3 Month + 0.970%, 07/23/2027 (A)		3,306		3,306
Voya CLO, Ser 2021-1A, Cl A1R
1.084%, VAR ICE LIBOR USD 3 Month + 0.950%, 04/17/2030 (A)		3,000		2,999
Voya CLO, Ser 2021-2A, Cl A1R
1.106%, VAR ICE LIBOR USD 3 Month
+ 0.980%, 06/07/2030 (A)		6,420		6,418
Voya CLO, Ser 2021-3A, Cl XR
0.984%, VAR ICE LIBOR USD 3 Month
+ 0.850%, 04/20/2034 (A)		2,443		2,443
Wells Fargo Home Equity Trust, Ser 2006-1,Cl M3
0.579%, VAR ICE LIBOR USD 1 Month
+ 0.495%, 05/25/2036		1,978		1,967
				198,616
Total Asset-Backed Securities
(Cost $256,548) ($ Thousands)				257,368
MUNICIPAL BONDS — 4.1%
California — 0.6%
Bay Area, Toll Authority, RB
2.128%, 04/01/2022		6,525		6,597
Riverside County, Pension Obligation, RB
2.363%, 02/15/2023		2,855		2,933
				9,530

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Colorado — 0.4%
Denver, Airport System Revenue, Ser C, RB
1.115%, 11/15/2024	$	3,475	$	3,519
0.877%, 11/15/2023		2,350		2,369
				5,888
Florida — 0.2%
Miami-Dade County, Aviation Revenue, Ser B, RB
2.949%, 10/01/2025		3,145		3,371
1.229%, 10/01/2025		370		371
				3,742
Illinois — 0.2%
Chicago O’Hare, International Airport, Ser D, RB
1.168%, 01/01/2024		2,375		2,404
Michigan — 0.3%
Michigan, Finance Authority, RB
0.487%, 10/01/2023		4,460		4,462
New Jersey — 0.2%
New Jersey, Turnpike Authority, Ser B, RB
0.638%, 01/01/2024		3,595		3,605
New York — 1.5%
Long Island, Power Authority, Ser C, RB Callable 06/01/2022 @ 100
0.764%, 03/01/2023		3,610		3,622
New York City, Transitional Finance Authority, Building Aid Revenue, RB
3.310%, 07/15/2022		5,195		5,334
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser A3, RB
2.710%, 08/01/2023		5,095		5,332
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB
2.310%, 11/01/2026		820		874
New York State, Dormitory Authority, RB
0.887%, 03/15/2025		6,915		6,917

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York State, Dormitory Authority, Ser D, RB
5.000%, 03/15/2024	$	950	$	1,053
				23,132
South Carolina — 0.5%
South Carolina, Public Service Authority, Ser D, RB
2.388%, 12/01/2023		6,892		7,161
Texas — 0.2%
Dallas Fort Worth, International Airport, Ser A, RB
1.939%, 11/01/2023		3,500		3,622
Washington — 0.0%
Franklin County, Public Utility District No. 1, Ser B, RB
1.980%, 09/01/2021		645		645
Total Municipal Bonds
(Cost $63,508) ($ Thousands)				64,191
COMMERCIAL PAPER — 0.7%
DNB Norbank ASA
0.050%, 09/07/2021 (B)		11,000		11,000
Total Commercial Paper
(Cost $11,000) ($ Thousands)				11,000
		Shares
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		18,298,961		18,299
Total Cash Equivalent
(Cost $18,299) ($ Thousands)				18,299
Total Investments in Securities — 103.2%
(Cost $1,605,023) ($ Thousands)			$	1,610,366

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Limited Duration Bond Fund (Concluded)

A list of the open futures contracts held by the Fund at August 31, 2021, 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		75			Jan-2022	$	16,514		$	16,525		$	11
Short Contracts
U.S. 5-Year Treasury Note		(153	)		Jan-2022	$	(18,909	)	$	(18,929	)	$	(20	)
Ultra 10-Year U.S. Treasury Note		(69	)		Dec-2021		(10,204	)		(10,213	)		(10	)
							(29,113	)		(29,142	)		(30	)
						$	(12,599	)	$	(12,617	)	$	(19	)

Percentages are based on Net Assets of $1,560,604 ($ Thousands).

** The rate reported is the 7-day effective yield as of August 31, 2021.

† Investment in Affiliated Security.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $489,792 ($ Thousands), representing 31.4% of the Net Assets of the Fund.

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

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

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF — Freddie Mac Multi-Family

GNMA — Government National Mortgage Association

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–		458,644		–		458,644
U.S. Treasury Obligations		–		432,462		–		432,462
Mortgage-Backed Securities		–		368,402		–		368,402
Asset-Backed Securities		–		257,368		–		257,368
Municipal Bonds		–		64,191		–		64,191
Commercial Paper		–		11,000		–		11,000
Cash Equivalent		18,299		–		–		18,299
Total Investments in Securities		18,299		1,592,067		–		1,610,366

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		11			–		–		11
Unrealized Depreciation		(30	)		–		–		(30	)
Total Other Financial Instruments		(19	)		–		–		(19	)

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$81,577	$312,004	$(375,282)	$—	$—	$18,299	18,298,961	$1	$—

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

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS — 80.9%
Communication Services — 6.2%
Alphabet
2.250%, 08/15/2060	$	1,273	$	1,157
1.900%, 08/15/2040		4,170		3,870
America Movil
6.125%, 03/30/2040		3,505		5,028
3.125%, 07/16/2022		12,825		13,113
AT&T
8.750%, 11/15/2031		1,150		1,744
6.800%, 05/15/2036		2,915		4,055
4.900%, 08/15/2037		3,040		3,771
4.105%, 11/27/2022 (A)(B)		6,000		5,964
3.650%, 06/01/2051		3,295		3,475
3.650%, 09/15/2059 (A)		2,296		2,362
3.500%, 06/01/2041		950		1,001
3.500%, 09/15/2053 (A)		960		986
2.250%, 02/01/2032		2,430		2,415
1.700%, 03/25/2026		8,665		8,779
Charter Communications Operating LLC / Charter Communications Operating
Capital
4.908%, 07/23/2025		115		130
4.464%, 07/23/2022		50		51
Comcast
5.650%, 06/15/2035		300		407
4.200%, 08/15/2034		11,767		14,014
4.049%, 11/01/2052		935		1,126
3.969%, 11/01/2047		4,168		4,899
3.950%, 10/15/2025		4,420		4,932
3.900%, 03/01/2038		1,505		1,753
3.700%, 04/15/2024		165		178
3.600%, 03/01/2024		920		990
3.400%, 04/01/2030		1,240		1,378
3.400%, 07/15/2046		1,215		1,325
3.375%, 02/15/2025		8,600		9,305
3.375%, 08/15/2025		2,635		2,871
3.300%, 02/01/2027		1,870		2,054
3.150%, 03/01/2026		3,740		4,062
3.150%, 02/15/2028		900		990
2.987%, 11/01/2063 (A)		4,549		4,476
2.937%, 11/01/2056 (A)		17,103		16,941
2.887%, 11/01/2051 (A)		15,001		14,930
1.950%, 01/15/2031		16,045		15,920
Comcast Cable Communications Holdings
9.455%, 11/15/2022		3,850		4,275
Cox Communications
1.800%, 10/01/2030 (A)		3,600		3,480
Discovery Communications LLC
5.000%, 09/20/2037		1,310		1,599
2.950%, 03/20/2023		2,362		2,446
NTT Finance
1.591%, 04/03/2028 (A)		6,835		6,830

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.162%, 04/03/2026 (A)	$	6,955	$	6,951
Time Warner Cable LLC
7.300%, 07/01/2038		1,580		2,302
6.550%, 05/01/2037		2,145		2,927
4.500%, 09/15/2042		585		654
T-Mobile USA
3.875%, 04/15/2030		3,110		3,485
2.050%, 02/15/2028		4,220		4,296
Verizon Communications
7.750%, 12/01/2030		1,750		2,563
5.012%, 04/15/2049		247		330
4.862%, 08/21/2046		1,062		1,383
4.522%, 09/15/2048		1,236		1,553
4.272%, 01/15/2036		3,735		4,465
3.850%, 11/01/2042		635		726
3.550%, 03/22/2051		4,185		4,547
3.400%, 03/22/2041		1,510		1,618
2.987%, 10/30/2056		4,520		4,360
2.550%, 03/21/2031		4,865		5,025
1.750%, 01/20/2031		1,478		1,432
ViacomCBS
6.875%, 04/30/2036		2,760		3,978
5.850%, 09/01/2043		919		1,269
4.750%, 05/15/2025		3,700		4,171
4.375%, 03/15/2043		4,355		5,092
Walt Disney
6.400%, 12/15/2035		3,085		4,551
4.700%, 03/23/2050		3,955		5,287
3.600%, 01/13/2051		4,225		4,875
2.750%, 09/01/2049		8,558		8,524
2.650%, 01/13/2031		2,195		2,332
				267,778
Consumer Discretionary — 3.6%
7-Eleven
2.800%, 02/10/2051 (A)		715		676
2.500%, 02/10/2041 (A)		510		479
0.800%, 02/10/2024 (A)		1,669		1,669
Air Canada Pass-Through Trust, Ser 2015-1, Cl A
3.600%, 03/15/2027 (A)		3,530		3,612
Alibaba Group Holding
2.800%, 06/06/2023		2,060		2,136
Amazon.com
3.875%, 08/22/2037		4,525		5,398
3.100%, 05/12/2051		9,195		9,906
2.800%, 08/22/2024		3,220		3,429
1.650%, 05/12/2028		4,660		4,746
American Honda Finance MTN
0.400%, 10/21/2022		4,678		4,683

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BMW US Capital LLC
2.800%, 04/11/2026 (A)	$	4,180	$	4,472
2.550%, 04/01/2031 (A)		11,170		11,696
British Airways Pass-Through Trust, Ser 2020-1A
4.250%, 11/15/2032 (A)		1,508		1,616
Ferguson Finance
4.500%, 10/24/2028 (A)		1,717		2,002
3.250%, 06/02/2030 (A)		4,865		5,294
Ford Motor Credit LLC
4.271%, 01/09/2027		4,515		4,831
3.813%, 10/12/2021		6,270		6,273
General Motors Financial
3.550%, 07/08/2022		5,480		5,626
1.700%, 08/18/2023		7,815		7,969
Georgetown University
4.315%, 04/01/2049		2,794		3,564
Home Depot
5.875%, 12/16/2036		4,344		6,230
4.500%, 12/06/2048		2,155		2,830
4.400%, 03/15/2045		2,450		3,135
4.250%, 04/01/2046		400		506
3.900%, 06/15/2047		1,505		1,810
3.500%, 09/15/2056		3,330		3,817
3.350%, 09/15/2025		620		679
3.350%, 04/15/2050		845		940
3.300%, 04/15/2040		950		1,053
2.800%, 09/14/2027		3,590		3,907
Hyundai Capital America
2.375%, 10/15/2027 (A)		3,135		3,207
1.250%, 09/18/2023 (A)		5,295		5,343
Lowe’s
1.300%, 04/15/2028		3,000		2,945
Massachusetts Institute of Technology
5.600%, 07/01/2111		3,725		6,661
McDonald’s MTN
2.125%, 03/01/2030		2,900		2,951
QVC
4.850%, 04/01/2024		1,060		1,152
Resorts World Las Vegas LLC / RWLV Capital
4.625%, 04/06/2031 (A)		2,465		2,511
Target
2.500%, 04/15/2026		90		97
TJX
1.600%, 05/15/2031		4,410		4,310
University of Southern California
2.805%, 10/01/2050		224		236
Volkswagen Group of America Finance LLC
1.250%, 11/24/2025 (A)		8,265		8,270
XLIT
5.250%, 12/15/2043		2,417		3,425
				156,092

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Staples — 6.1%
Advocate Health & Hospitals
2.211%, 06/15/2030	$	3,670	$	3,777
Altria Group
9.950%, 11/10/2038		1,818		3,088
5.950%, 02/14/2049		645		838
5.800%, 02/14/2039		295		369
5.375%, 01/31/2044		1,795		2,159
4.500%, 05/02/2043		430		473
3.875%, 09/16/2046		3,560		3,595
3.400%, 05/06/2030		970		1,040
2.450%, 02/04/2032		5,330		5,209
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		280		357
4.700%, 02/01/2036		2,786		3,435
Anheuser-Busch InBev Worldwide
8.000%, 11/15/2039		5,774		9,540
4.750%, 01/23/2029		5,220		6,206
Ascension Health
2.532%, 11/15/2029		3,880		4,105
BAT Capital
4.390%, 08/15/2037		3,458		3,760
2.726%, 03/25/2031		8,515		8,487
2.259%, 03/25/2028		5,455		5,481
Blue Cross & Blue Shield of Minnesota
3.790%, 05/01/2025 (A)		2,086		2,251
Bon Secours Mercy Health
3.464%, 06/01/2030		1,930		2,142
2.095%, 06/01/2031		1,430		1,440
Coca-Cola
2.000%, 03/05/2031		4,030		4,098
Costco Wholesale
1.600%, 04/20/2030		3,000		2,978
CVS Pass-Through Trust
8.353%, 07/10/2031 (A)		1,890		2,470
7.507%, 01/10/2032 (A)		1,309		1,659
6.036%, 12/10/2028		2,441		2,862
4.163%, 08/11/2036 (A)		1,858		2,081
Health Care Service, A Mutual Legal Reserve
3.200%, 06/01/2050 (A)		3,025		3,216
Hershey
2.300%, 08/15/2026		4,590		4,868
Hormel Foods
3.050%, 06/03/2051		4,095		4,341
1.700%, 06/03/2028		4,090		4,152
0.650%, 06/03/2024		3,085		3,090
Kaiser Foundation Hospitals
3.150%, 05/01/2027		2,005		2,201
Keurig Dr Pepper
5.085%, 05/25/2048		743		995

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kimberly-Clark
3.200%, 04/25/2029	$	5,080	$	5,663
Kroger
3.850%, 08/01/2023		2,700		2,854
Land O’ Lakes
6.000%, 11/15/2022 (A)		640		672
Mars
4.200%, 04/01/2059 (A)		1,620		2,074
3.600%, 04/01/2034 (A)		1,790		2,059
3.200%, 04/01/2030 (A)		2,435		2,693
2.700%, 04/01/2025 (A)		6,215		6,597
2.375%, 07/16/2040 (A)		5,406		5,266
Nestle Holdings
4.000%, 09/24/2048 (A)		1,670		2,105
3.500%, 09/24/2025 (A)		5,545		6,099
New York and Presbyterian Hospital
1.651%, 08/01/2030		2,487		2,410
Northwestern University
4.643%, 12/01/2044		120		160
3.662%, 12/01/2057		2,205		2,742
Novartis Capital
3.000%, 11/20/2025		4,730		5,120
PepsiCo
3.450%, 10/06/2046		2,386		2,703
2.625%, 03/19/2027		2,385		2,570
2.375%, 10/06/2026		3,920		4,199
1.625%, 05/01/2030		1,535		1,530
Philip Morris International
4.500%, 03/20/2042		2,830		3,373
4.375%, 11/15/2041		2,207		2,597
3.875%, 08/21/2042		3,890		4,299
2.500%, 11/02/2022		5,330		5,455
0.875%, 05/01/2026		3,360		3,320
Providence St. Joseph Health Obligated Group
2.532%, 10/01/2029		8,601		9,055
Reynolds American
8.125%, 05/01/2040		980		1,442
7.250%, 06/15/2037		2,870		3,907
4.450%, 06/12/2025		1,815		2,011
Roche Holdings
2.625%, 05/15/2026 (A)		3,145		3,359
SSM Health Care
3.688%, 06/01/2023		7,331		7,690
Stanford Health Care
3.310%, 08/15/2030		1,140		1,269
Takeda Pharmaceutical
5.000%, 11/26/2028		2,150		2,596
2.050%, 03/31/2030		3,352		3,343
Unilever Capital
2.125%, 09/06/2029		3,265		3,372

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
University of Southern California
5.250%, 10/01/2111	$	3,740	$	6,041
Walmart
4.050%, 06/29/2048		5,284		6,689
2.550%, 04/11/2023		8,725		9,006
2.375%, 09/24/2029		6,920		7,378
2.350%, 12/15/2022		5,355		5,494
				255,975
Energy — 5.7%
BP Capital Markets America
3.937%, 09/21/2028		2,535		2,889
3.379%, 02/08/2061		3,181		3,310
3.216%, 11/28/2023		5,420		5,727
2.939%, 06/04/2051		7,450		7,304
2.772%, 11/10/2050		1,890		1,797
BP Capital Markets PLC
3.723%, 11/28/2028		7,159		8,073
3.279%, 09/19/2027		2,095		2,312
Cameron LNG LLC
2.902%, 07/15/2031 (A)		478		515
Cheniere Corpus Christi Holdings LLC
5.125%, 06/30/2027		2,120		2,466
3.700%, 11/15/2029		2,205		2,419
2.742%, 12/31/2039 (A)		2,925		2,927
Chevron
2.895%, 03/03/2024		4,605		4,868
2.236%, 05/11/2030		7,687		7,957
Chevron USA
6.000%, 03/01/2041		135		199
5.250%, 11/15/2043		205		282
5.050%, 11/15/2044		3,845		5,202
4.200%, 10/15/2049		660		821
Colonial Enterprises
3.250%, 05/15/2030 (A)		3,825		4,184
ConocoPhillips
6.500%, 02/01/2039		3,065		4,522
1.025%, VAR ICE LIBOR USD 3 Month +0.900%, 05/15/2022		3,955		3,977
Diamondback Energy
4.750%, 05/31/2025		1,870		2,094
3.125%, 03/24/2031		2,740		2,852
2.875%, 12/01/2024		1,030		1,083
Energy Transfer
5.200%, 02/01/2022		4,940		4,977
4.000%, 10/01/2027		1,460		1,623
Eni SpA
4.000%, 09/12/2023 (A)		6,800		7,235
Enterprise Products Operating LLC
3.900%, 02/15/2024		4,250		4,554
EOG Resources
4.375%, 04/15/2030		2,200		2,599

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equinor
3.700%, 04/06/2050	$	1,385	$	1,619
2.875%, 04/06/2025		3,480		3,716
2.375%, 05/22/2030		2,340		2,432
1.750%, 01/22/2026		2,245		2,311
Exxon Mobil
4.227%, 03/19/2040		7,310		8,840
3.452%, 04/15/2051		3,500		3,870
3.043%, 03/01/2026		1,985		2,153
2.995%, 08/16/2039		2,830		2,965
1.571%, 04/15/2023		7,915		8,075
Galaxy Pipeline Assets Bidco
2.625%, 03/31/2036 (A)		2,555		2,552
1.750%, 09/30/2027 (A)		2,125		2,159
Hess
6.000%, 01/15/2040		2,790		3,582
5.800%, 04/01/2047		25		33
5.600%, 02/15/2041		395		493
4.300%, 04/01/2027		3,625		4,027
HollyFrontier
5.875%, 04/01/2026		2,080		2,388
Kinder Morgan
5.550%, 06/01/2045		2,055		2,667
Marathon Petroleum
4.700%, 05/01/2025		3,295		3,690
4.500%, 05/01/2023		4,695		4,974
MPLX
1.223%, VAR ICE LIBOR USD 3 Month +1.100%, 09/09/2022		3,720		3,720
Sabal Trail Transmission LLC
4.246%, 05/01/2028 (A)		3,925		4,471
Saudi Arabian Oil
1.625%, 11/24/2025 (A)		1,810		1,828
1.250%, 11/24/2023 (A)		2,360		2,381
Saudi Arabian Oil MTN
2.750%, 04/16/2022 (A)		2,985		3,025
Schlumberger Finance Canada
1.400%, 09/17/2025		2,565		2,605
Schlumberger Holdings
3.900%, 05/17/2028 (A)		2,444		2,732
Shell International Finance BV
6.375%, 12/15/2038		1,680		2,487
4.125%, 05/11/2035		4,275		5,094
4.000%, 05/10/2046		3,265		3,902
3.750%, 09/12/2046		4,600		5,307
3.400%, 08/12/2023		5,525		5,861
2.500%, 09/12/2026		360		383
2.375%, 11/07/2029		3,125		3,268
Spectra Energy Partners
3.375%, 10/15/2026		2,110		2,286
Suncor Energy
3.100%, 05/15/2025		4,065		4,335

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Suncor Energy Ventures
4.500%, 04/01/2022 (A)	$	1,950	$	1,978
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		3,445		5,095
2.900%, 03/01/2030 (A)		4,230		4,404
TotalEnergies Capital
3.883%, 10/11/2028		5,330		6,134
TotalEnergies Capital International
3.386%, 06/29/2060		705		755
3.127%, 05/29/2050		4,325		4,477
2.986%, 06/29/2041		280		290
TransCanada PipeLines
3.750%, 10/16/2023		5,000		5,294
Williams
5.800%, 11/15/2043		745		990
				244,416
Financials — 29.2%
AIA Group
3.600%, 04/09/2029 (A)		9,500		10,632
3.200%, 09/16/2040 (A)		1,110		1,149
AIG Global Funding
0.450%, 12/08/2023 (A)		5,260		5,267
AIG SunAmerica Global Financing X
6.900%, 03/15/2032 (A)		1,651		2,363
Alleghany
3.250%, 08/15/2051		3,005		3,074
American Express
3.700%, 08/03/2023		4,810		5,100
2.500%, 08/01/2022		9,652		9,833
American International Group
4.800%, 07/10/2045		310		400
4.750%, 04/01/2048		280		364
4.500%, 07/16/2044		2,995		3,711
4.375%, 06/30/2050		465		583
4.375%, 01/15/2055		300		375
Ameriprise Financial
4.000%, 10/15/2023		2,450		2,632
Antares Holdings
3.950%, 07/15/2026 (A)		2,915		3,115
ANZ New Zealand International
1.250%, 06/22/2026 (A)		6,490		6,515
Apollo Management Holdings
5.000%, 03/15/2048 (A)		2,665		3,473
4.400%, 05/27/2026 (A)		1,140		1,296
4.000%, 05/30/2024 (A)		6,353		6,905
Athene Global Funding
3.000%, 07/01/2022 (A)		940		961
2.950%, 11/12/2026 (A)		6,830		7,321
2.673%, 06/07/2031 (A)		10,435		10,693
2.500%, 03/24/2028 (A)		10,320		10,673

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Aviation Capital Group LLC
2.875%, 01/20/2022 (A)	$	2,055	$	2,069
Banco Bilbao Vizcaya Argentaria
1.125%, 09/18/2025		4,390		4,367
Banco Santander
3.125%, 02/23/2023		3,710		3,851
2.746%, 05/28/2025		4,490		4,734
2.706%, 06/27/2024		8,015		8,468
Bank of America
6.000%, 10/15/2036		505		706
3.483%, VAR United States Secured Overnight Financing Rate + 1.650%, 03/13/2052		4,108		4,556
3.366%, VAR ICE LIBOR USD 3 Month + 0.810%, 01/23/2026		14,685		15,775
3.311%, VAR United States Secured Overnight Financing Rate + 1.580%, 04/22/2042		9,870		10,642
3.004%, VAR ICE LIBOR USD 3 Month + 0.790%, 12/20/2023		2,399		2,477
2.972%, VAR United States Secured Overnight Financing Rate + 1.560%, 07/21/2052		8,620		8,708
2.687%, VAR United States Secured Overnight Financing Rate + 1.320%, 04/22/2032		2,400		2,494
1.734%, VAR United States Secured Overnight Financing Rate + 0.960%, 07/22/2027		900		912
Bank of America MTN
4.330%, VAR ICE LIBOR USD 3 Month + 1.520%, 03/15/2050		1,485		1,856
4.271%, VAR ICE LIBOR USD 3 Month + 1.310%, 07/23/2029		10,610		12,199
4.244%, VAR ICE LIBOR USD 3 Month + 1.814%, 04/24/2038		4,228		5,018
4.183%, 11/25/2027		7,910		8,890
4.083%, VAR ICE LIBOR USD 3 Month + 3.150%, 03/20/2051		3,490		4,213
4.000%, 01/22/2025		1,300		1,421
3.970%, VAR ICE LIBOR USD 3 Month + 1.070%, 03/05/2029		1,370		1,546
3.705%, VAR ICE LIBOR USD 3 Month + 1.512%, 04/24/2028		18,945		20,999
3.593%, VAR ICE LIBOR USD 3 Month + 1.370%, 07/21/2028		55		61
3.458%, VAR ICE LIBOR USD 3 Month + 0.970%, 03/15/2025		10,920		11,657
3.248%, 10/21/2027		4,595		5,013
2.884%, VAR ICE LIBOR USD 3 Month + 1.190%, 10/22/2030		5,995		6,349

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.676%, VAR United States Secured Overnight Financing Rate + 1.930%, 06/19/2041	$	11,805	$	11,631
Bank of Montreal MTN
3.300%, 02/05/2024		5,160		5,503
0.625%, 07/09/2024		4,375		4,374
Bank of New York Mellon MTN
3.450%, 08/11/2023		7,770		8,247
2.450%, 08/17/2026		735		782
Bank of Nova Scotia
4.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551% (C)		3,150		3,422
0.650%, 07/31/2024		5,281		5,283
Barclays PLC
4.610%, VAR ICE LIBOR USD 3 Month +1.400%, 02/15/2023		3,155		3,215
3.932%, VAR ICE LIBOR USD 3 Month +1.610%, 05/07/2025		4,975		5,361
Berkshire Hathaway
4.500%, 02/11/2043		865		1,111
3.125%, 03/15/2026		1,978		2,164
Berkshire Hathaway Finance
2.850%, 10/15/2050		6,505		6,554
1.450%, 10/15/2030		4,000		3,914
Blackstone Holdings Finance LLC
5.000%, 06/15/2044 (A)		738		1,003
4.750%, 02/15/2023 (A)		2,014		2,139
4.450%, 07/15/2045 (A)		1,534		1,944
3.500%, 09/10/2049 (A)		2,250		2,544
3.150%, 10/02/2027 (A)		1,878		2,041
2.000%, 01/30/2032 (A)		6,900		6,770
Blackstone Secured Lending Fund
3.625%, 01/15/2026		3,105		3,299
BNP Paribas
2.219%, VAR United States Secured Overnight Financing Rate + 2.074%, 06/09/2026 (A)		4,510		4,642
1.323%, VAR United States Secured Overnight Financing Rate + 1.004%, 01/13/2027 (A)		6,475		6,422
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (A)		3,400		3,427
Brookfield Finance
2.724%, 04/15/2031		2,500		2,601
Canadian Imperial Bank of Commerce
0.950%, 10/23/2025		3,400		3,393
Capital One Financial
3.650%, 05/11/2027		4,523		5,048
3.300%, 10/30/2024		4,618		4,966
Carlyle Finance Subsidiary LLC
3.500%, 09/19/2029 (A)		2,697		2,932

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Carlyle Holdings Finance LLC
3.875%, 02/01/2023 (A)	$	861	$	900
CDP Financial
5.600%, 11/25/2039 (A)		700		1,007
Charles Schwab
2.650%, 01/25/2023		9,346		9,632
Chubb INA Holdings
4.350%, 11/03/2045		1,138		1,464
CI Financial
4.100%, 06/15/2051		3,120		3,367
3.200%, 12/17/2030		6,030		6,266
Cincinnati Financial
6.920%, 05/15/2028		3,363		4,429
6.125%, 11/01/2034		2,882		4,009
Citadel
4.875%, 01/15/2027 (A)		3,820		4,152
Citadel Finance LLC
3.375%, 03/09/2026 (A)		3,615		3,671
Citigroup
8.125%, 07/15/2039		3,119		5,379
5.500%, 09/13/2025		1,015		1,179
4.750%, 05/18/2046		1,040		1,340
4.650%, 07/23/2048		3,288		4,364
4.450%, 09/29/2027		210		241
4.281%, VAR ICE LIBOR USD 3 Month +1.839%, 04/24/2048		2,918		3,669
3.875%, 10/25/2023		2,490		2,677
3.400%, 05/01/2026		6,375		6,984
3.352%, VAR ICE LIBOR USD 3 Month +0.897%, 04/24/2025		6,380		6,800
2.900%, 12/08/2021		4,200		4,221
1.462%, VAR United States Secured Overnight Financing Rate + 0.770%, 06/09/2027		3,767		3,778
CME Group
4.150%, 06/15/2048		1,989		2,589
Cooperatieve Rabobank UA
4.625%, 12/01/2023		3,455		3,759
3.875%, 09/26/2023 (A)		3,000		3,206
1.006%, VAR ICE LIBOR USD 3 Month +0.860%, 09/26/2023 (A)		6,790		6,888
Credit Agricole
1.247%, VAR United States Secured Overnight Financing Rate + 0.892%, 01/26/2027 (A)		4,530		4,486
Credit Agricole MTN
3.750%, 04/24/2023 (A)		4,640		4,892
Credit Suisse Group
3.091%, VAR United States Secured Overnight Financing Rate + 1.730%, 05/14/2032 (A)		1,795		1,872

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.193%, VAR United States Secured Overnight Financing Rate + 2.044%, 06/05/2026 (A)	$	7,515	$	7,710
Deutsche Bank NY
3.035%, VAR United States Secured Overnight Financing Rate + 1.718%, 05/28/2032		1,865		1,924
0.898%, 05/28/2024		5,520		5,522
Empower Finance 2020
3.075%, 09/17/2051 (A)		1,255		1,308
Enstar Group
3.100%, 09/01/2031		3,285		3,279
Equitable Financial Life Global Funding
1.400%, 07/07/2025 (A)		1,473		1,491
1.400%, 08/27/2027 (A)		1,973		1,963
0.800%, 08/12/2024 (A)		2,165		2,169
Equitable Financial Life Global Funding MTN
1.300%, 07/12/2026 (A)		7,495		7,513
F&G Global Funding
1.750%, 06/30/2026 (A)		5,611		5,704
Fairfax Financial Holdings
3.375%, 03/03/2031 (A)		2,495		2,633
Farmers Exchange Capital III
5.454%, VAR ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)		1,750		2,206
Federation des Caisses Desjardins du Quebec
0.700%, 05/21/2024 (A)		6,105		6,105
Fifth Third Bancorp
2.550%, 05/05/2027		1,920		2,037
Fifth Third Bank
2.875%, 10/01/2021		3,570		3,570
First Republic Bank
2.500%, 06/06/2022		1,718		1,743
1.912%, VAR United States Secured Overnight Financing Rate + 0.620%, 02/12/2024		2,800		2,857
Five Corners Funding Trust
4.419%, 11/15/2023 (A)		4,190		4,541
GA Global Funding Trust
1.625%, 01/15/2026 (A)		2,345		2,388
1.000%, 04/08/2024 (A)		3,765		3,792
Goldman Sachs Capital I
6.345%, 02/15/2034		2,200		3,124
Goldman Sachs Group
6.750%, 10/01/2037		460		670
6.450%, 05/01/2036		670		949
4.750%, 10/21/2045		210		277
4.411%, VAR ICE LIBOR USD 3 Month + 1.430%, 04/23/2039		1,080		1,324
4.017%, VAR ICE LIBOR USD 3 Month + 1.373%, 10/31/2038		1,522		1,781

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.850%, 01/26/2027	$	160	$	177
3.800%, 03/15/2030		640		722
3.500%, 01/23/2025		2,595		2,795
3.500%, 11/16/2026		8,613		9,376
3.272%, VAR ICE LIBOR USD 3 Month + 1.201%, 09/29/2025		11,575		12,393
3.210%, VAR United States Secured Overnight Financing Rate + 1.513%, 04/22/2042		8,910		9,417
2.908%, VAR United States Secured Overnight Financing Rate + 1.472%, 07/21/2042		2,300		2,324
2.876%, VAR ICE LIBOR USD 3 Month + 0.821%, 10/31/2022		4,463		4,481
2.600%, 02/07/2030		1,650		1,720
1.992%, VAR United States Secured Overnight Financing Rate + 1.090%, 01/27/2032		1,690		1,657
1.431%, VAR United States Secured Overnight Financing Rate + 0.798%, 03/09/2027		9,685		9,722
1.295%, VAR ICE LIBOR USD 3 Month + 1.170%, 05/15/2026		1,125		1,152
Goldman Sachs Group MTN
4.800%, 07/08/2044		8,295		10,792
2.383%, VAR United States Secured Overnight Financing Rate + 1.248%, 07/21/2032		7,450		7,532
HSBC Bank PLC
7.650%, 05/01/2025		3,080		3,719
HSBC Bank USA
7.000%, 01/15/2039		7,096		11,118
HSBC Holdings PLC
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649% (C)		3,800		3,890
4.041%, VAR ICE LIBOR USD 3 Month + 1.546%, 03/13/2028		11,362		12,655
3.262%, VAR ICE LIBOR USD 3 Month + 1.055%, 03/13/2023		8,800		8,937
0.976%, VAR United States Secured Overnight Financing Rate + 0.708%, 05/24/2025		820		820
ING Groep
4.625%, 01/06/2026 (A)		3,955		4,509
4.100%, 10/02/2023		3,950		4,240
3.550%, 04/09/2024		5,125		5,508
2.727%, VAR United States Secured Overnight Financing Rate + 1.316%, 04/01/2032		2,200		2,288
Intercontinental Exchange
4.250%, 09/21/2048		4,577		5,602
3.000%, 06/15/2050		1,650		1,668

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
8.750%, 09/01/2030	$	1,361	$	2,070
7.750%, 07/15/2025		1,690		2,099
6.400%, 05/15/2038		5,612		8,325
5.500%, 10/15/2040		1,000		1,393
4.260%, VAR ICE LIBOR USD 3 Month + 1.580%, 02/22/2048		1,490		1,836
3.964%, VAR ICE LIBOR USD 3 Month + 1.380%, 11/15/2048		45		53
3.897%, VAR ICE LIBOR USD 3 Month + 1.220%, 01/23/2049		3,060		3,585
3.882%, VAR ICE LIBOR USD 3 Month + 1.360%, 07/24/2038		6,195		7,202
3.875%, 09/10/2024		2,435		2,651
3.509%, VAR ICE LIBOR USD 3 Month + 0.945%, 01/23/2029		15,247		16,849
3.328%, VAR United States Secured Overnight Financing Rate + 1.580%, 04/22/2052		17,140		18,648
3.220%, VAR ICE LIBOR USD 3 Month + 1.155%, 03/01/2025		2,605		2,763
3.200%, 06/15/2026		19,370		21,053
3.157%, VAR United States Secured Overnight Financing Rate + 1.460%, 04/22/2042		6,655		7,056
3.109%, VAR United States Secured Overnight Financing Rate + 2.440%, 04/22/2051		265		277
2.700%, 05/18/2023		4,390		4,553
2.580%, VAR United States Secured Overnight Financing Rate + 1.250%, 04/22/2032		7,555		7,796
2.522%, VAR United States Secured Overnight Financing Rate + 2.040%, 04/22/2031		2,203		2,279
2.069%, VAR United States Secured Overnight Financing Rate + 1.015%, 06/01/2029		5,230		5,303
1.953%, VAR United States Secured Overnight Financing Rate + 1.065%, 02/04/2032		2,635		2,588
0.969%, VAR United States Secured Overnight Financing Rate + 0.580%, 06/23/2025		1,655		1,660
0.680%, VAR ICE LIBOR USD 3 Month + 0.550%, 02/01/2027		1,630		1,575
KKR Group Finance III LLC
5.125%, 06/01/2044 (A)		9,343		12,333
KKR Group Finance VIII LLC
3.500%, 08/25/2050 (A)		1,275		1,372

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Korea Development Bank MTN
1.750%, 02/18/2025	$	5,905	$	6,070
Kreditanstalt fuer Wiederaufbau
2.125%, 01/17/2023		3,320		3,409
Lincoln National
3.400%, 01/15/2031		3,100		3,409
Lloyds Banking Group PLC
2.438%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/05/2026		4,500		4,688
1.627%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027		2,636		2,645
LSEGA Financing
3.200%, 04/06/2041 (A)		3,618		3,829
1.375%, 04/06/2026 (A)		4,681		4,700
Macquarie Group
3.189%, VAR ICE LIBOR USD 3 Month + 1.023%, 11/28/2023 (A)		9,208		9,503
Macquarie Group MTN
1.629%, VAR United States Secured Overnight Financing Rate + 0.910%, 09/23/2027 (A)		1,844		1,852
Marsh & McLennan
3.500%, 03/10/2025		4,200		4,557
Massachusetts Mutual Life Insurance
3.375%, 04/15/2050 (A)		1,153		1,240
MassMutual Global Funding II
1.200%, 07/16/2026 (A)		6,000		5,997
MetLife
4.050%, 03/01/2045		1,250		1,519
Metropolitan Life Global Funding I MTN
3.600%, 01/11/2024 (A)		6,620		7,105
Mitsubishi UFJ Financial Group
3.195%, 07/18/2029		1,820		1,981
1.538%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027		10,150		10,215
Moody’s
2.550%, 08/18/2060		2,136		1,918
Morgan Stanley
3.625%, 01/20/2027		8,990		10,002
3.217%, VAR United States Secured Overnight Financing Rate + 1.485%, 04/22/2042		1,975		2,117
1.593%, VAR United States Secured Overnight Financing Rate + 0.879%, 05/04/2027		2,650		2,675
Morgan Stanley MTN
6.375%, 07/24/2042		2,135		3,303
4.300%, 01/27/2045		4,650		5,789

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.971%, VAR ICE LIBOR USD 3 Month + 1.455%, 07/22/2038	$	3,095	$	3,625
3.750%, 02/25/2023		10,847		11,385
2.699%, VAR United States Secured Overnight Financing Rate + 1.143%, 01/22/2031		700		733
2.239%, VAR United States Secured Overnight Financing Rate + 1.178%, 07/21/2032		6,555		6,572
1.512%, VAR United States Secured Overnight Financing Rate + 0.858%, 07/20/2027		2,237		2,246
MUFG Americas Holdings
3.000%, 02/10/2025		3,305		3,516
Mutual of Omaha Insurance
4.297%, VAR ICE LIBOR USD 3 Month + 2.640%, 07/15/2054 (A)		1,515		1,585
National Rural Utilities Cooperative Finance
4.750%, VAR ICE LIBOR USD 3 Month + 2.910%, 04/30/2043		2,056		2,151
4.400%, 11/01/2048		4,665		6,135
4.300%, 03/15/2049		2,648		3,382
4.023%, 11/01/2032		450		536
Nationwide Mutual Insurance
9.375%, 08/15/2039 (A)		1,450		2,581
4.350%, 04/30/2050 (A)		3,471		3,987
Natwest Group PLC
3.498%, VAR ICE LIBOR USD 3 Month + 1.480%, 05/15/2023		4,800		4,902
1.642%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027		4,320		4,346
New York Life Global Funding
1.850%, 08/01/2031 (A)		6,530		6,488
New York Life Insurance
5.875%, 05/15/2033 (A)		2,224		2,977
3.750%, 05/15/2050 (A)		1,420		1,639
Owl Rock Capital
2.875%, 06/11/2028		3,498		3,518
Pacific Life Insurance
4.300%, VAR ICE LIBOR USD 3 Month + 2.796%, 10/24/2067 (A)		1,555		1,815
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (A)		4,431		4,851
PNC Bank
3.300%, 10/30/2024		1,840		1,993
PNC Financial Services Group
2.600%, 07/23/2026		8,900		9,523
Pricoa Global Funding I
3.450%, 09/01/2023 (A)		5,575		5,933
Principal Life Global Funding II
2.375%, 11/21/2021 (A)		3,000		3,013
1.500%, 08/27/2030 (A)		3,374		3,244

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Prospect Capital
3.706%, 01/22/2026	$	2,520	$	2,602
Protective Life Global Funding
1.618%, 04/15/2026 (A)		7,358		7,488
1.170%, 07/15/2025 (A)		1,476		1,481
Prudential Financial
3.935%, 12/07/2049		140		167
Prudential Financial MTN
5.700%, 12/14/2036		1,660		2,301
3.700%, 03/13/2051		800		932
1.500%, 03/10/2026		4,945		5,040
Prudential PLC
3.125%, 04/14/2030		2,008		2,193
Royal Bank of Canada MTN
0.650%, 07/29/2024		1,971		1,972
0.500%, 10/26/2023		4,347		4,357
Scentre Group Trust I/ Scentre Group Trust II
4.375%, 05/28/2030 (A)		4,041		4,741
3.750%, 03/23/2027 (A)		895		991
3.625%, 01/28/2026 (A)		4,545		4,966
3.500%, 02/12/2025 (A)		1,505		1,616
Scentre Group Trust II
4.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.379%, 09/24/2080 (A)		6,525		6,945
Securian Financial Group
4.800%, 04/15/2048 (A)		1,938		2,402
Security Benefit Global Funding MTN
1.250%, 05/17/2024 (A)		1,501		1,512
Societe Generale
3.625%, 03/01/2041 (A)		2,840		2,909
Standard Chartered PLC
4.247%, VAR ICE LIBOR USD 3 Month +1.150%, 01/20/2023 (A)		4,602		4,669
1.456%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 01/14/2027 (A)		4,310		4,271
State Street
3.031%, VAR United States Secured Overnight Financing Rate + 1.490%, 11/01/2034		5,725		6,138
Sumitomo Mitsui Financial Group
0.948%, 01/12/2026		3,000		2,975
Sumitomo Mitsui Trust Bank
0.800%, 09/12/2023 (A)		7,235		7,293
Travelers
3.750%, 05/15/2046		1,505		1,783
Truist Bank
3.800%, 10/30/2026		3,870		4,346
3.200%, 04/01/2024		4,155		4,434
2.250%, 03/11/2030		1,010		1,034

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Truist Financial
4.000%, 05/01/2025	$	8,900	$	9,864
Truist Financial MTN
3.050%, 06/20/2022		4,080		4,163
2.850%, 10/26/2024		2,715		2,900
1.887%, VAR United States Secured Overnight Financing Rate + 0.862%, 06/07/2029		4,036		4,090
1.267%, VAR United States Secured Overnight Financing Rate + 0.609%, 03/02/2027		13,555		13,597
UBS MTN
4.500%, 06/26/2048 (A)		3,535		4,732
UBS Group
4.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.313% (A)(C)		1,350		1,382
4.125%, 09/24/2025 (A)		1,460		1,626
3.491%, 05/23/2023 (A)		4,465		4,565
1.494%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 08/10/2027 (A)		2,100		2,097
1.008%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 07/30/2024 (A)		8,100		8,152
US Bancorp
3.375%, 02/05/2024		6,595		7,034
Validus Holdings
8.875%, 01/26/2040		1,880		3,135
Wells Fargo
5.950%, 12/15/2036		1,035		1,441
5.606%, 01/15/2044		3,931		5,444
3.068%, VAR United States Secured Overnight Financing Rate + 2.530%, 04/30/2041		3,585		3,758
3.000%, 04/22/2026		8,965		9,701
Wells Fargo MTN
5.013%, VAR United States Secured Overnight Financing Rate + 4.502%, 04/04/2051		580		808
4.900%, 11/17/2045		2,110		2,737
4.750%, 12/07/2046		3,503		4,461
4.400%, 06/14/2046		2,975		3,630
4.300%, 07/22/2027		939		1,076
3.584%, VAR ICE LIBOR USD 3 Month + 1.310%, 05/22/2028		12,541		13,913
3.196%, VAR ICE LIBOR USD 3 Month + 1.170%, 06/17/2027		9,105		9,860
2.879%, VAR United States Secured Overnight Financing Rate + 1.432%, 10/30/2030		4,945		5,258

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.572%, VAR United States Secured Overnight Financing Rate + 1.262%, 02/11/2031	$	3,435	$	3,567
2.393%, VAR United States Secured Overnight Financing Rate + 2.100%, 06/02/2028		9,330		9,731
Western & Southern Life Insurance
3.750%, 04/28/2061 (A)		2,455		2,739
Westpac Banking
2.668%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035		3,790		3,761
2.150%, 06/03/2031		1,875		1,921
				1,264,382
Health Care — 5.9%
Advocate Health & Hospitals
4.272%, 08/15/2048		2,984		3,855
Ascension Health
3.945%, 11/15/2046		2,394		2,986
3.106%, 11/15/2039		1,855		2,025
Astrazeneca Finance LLC
1.750%, 05/28/2028		5,850		5,942
1.200%, 05/28/2026		9,760		9,812
AstraZeneca PLC
3.375%, 11/16/2025		1,508		1,652
Baxter International
1.730%, 04/01/2031		6,930		6,776
Bayer US Finance II LLC
4.700%, 07/15/2064 (A)		3,935		4,717
Bristol-Myers Squibb
5.000%, 08/15/2045		2,185		3,009
4.550%, 02/20/2048		295		388
3.400%, 07/26/2029		4,405		4,954
3.200%, 06/15/2026		4,260		4,679
2.550%, 11/13/2050		2,910		2,829
2.350%, 11/13/2040		720		699
0.537%, 11/13/2023		5,059		5,062
Cigna
4.125%, 11/15/2025		2,154		2,407
2.375%, 03/15/2031		3,000		3,080
CommonSpirit Health
4.350%, 11/01/2042		1,680		1,984
4.187%, 10/01/2049		3,085		3,607
CVS Health
5.050%, 03/25/2048		435		576
3.700%, 03/09/2023		1,270		1,329
3.000%, 08/15/2026		2,415		2,607
DH Europe Finance II Sarl
2.050%, 11/15/2022		4,185		4,274
Eli Lilly
3.375%, 03/15/2029		3,155		3,552

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Gilead Sciences
4.800%, 04/01/2044	$	1,300	$	1,669
4.750%, 03/01/2046		1,735		2,232
3.250%, 09/01/2022		6,620		6,786
GlaxoSmithKline Capital
3.875%, 05/15/2028		2,190		2,517
Health Care Service, A Mutual Legal Reserve
2.200%, 06/01/2030 (A)		4,645		4,712
Johnson & Johnson
2.900%, 01/15/2028		2,565		2,801
2.625%, 01/15/2025		1,660		1,761
1.300%, 09/01/2030		5,355		5,256
Kaiser Foundation Hospitals
4.150%, 05/01/2047		3,110		3,920
2.810%, 06/01/2041		5,175		5,345
McKesson
0.900%, 12/03/2025		2,000		1,979
Medtronic
4.625%, 03/15/2045		986		1,317
4.375%, 03/15/2035		1,732		2,174
Memorial Health Services
3.447%, 11/01/2049		1,935		2,168
Merck
3.600%, 09/15/2042		2,140		2,484
3.400%, 03/07/2029		2,385		2,680
MultiCare Health System
2.803%, 08/15/2050		4,400		4,491
New York and Presbyterian Hospital
4.763%, 08/01/2116		1,395		1,959
Northwell Healthcare
4.260%, 11/01/2047		2,200		2,659
Novartis Capital
2.750%, 08/14/2050		6,186		6,404
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery
2.667%, 10/01/2050		5,260		5,096
Orlando Health Obligated Group
3.327%, 10/01/2050		830		900
Pfizer
3.000%, 12/15/2026		2,370		2,608
2.625%, 04/01/2030		5,690		6,119
Pharmacia LLC
6.600%, 12/01/2028		1,100		1,485
Royalty Pharma PLC
2.200%, 09/02/2030		3,950		3,916
1.750%, 09/02/2027		1,700		1,704
RWJ Barnabas Health
3.477%, 07/01/2049		4,050		4,556
Takeda Pharmaceutical
3.175%, 07/09/2050		4,560		4,722

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Thermo Fisher Scientific
2.000%, 10/15/2031	$	3,755	$	3,749
1.750%, 10/15/2028		1,085		1,095
UnitedHealth Group
6.875%, 02/15/2038		2,380		3,701
6.625%, 11/15/2037		1,609		2,462
6.500%, 06/15/2037		1,675		2,531
4.750%, 07/15/2045		890		1,186
4.625%, 07/15/2035		5,575		7,089
4.200%, 01/15/2047		1,432		1,772
3.875%, 12/15/2028		1,835		2,117
3.850%, 06/15/2028		1,475		1,689
3.750%, 07/15/2025		3,700		4,108
3.700%, 12/15/2025		1,960		2,188
3.500%, 02/15/2024		7,365		7,903
3.250%, 05/15/2051		20		22
3.050%, 05/15/2041		1,620		1,718
2.375%, 10/15/2022		4,875		4,991
2.300%, 05/15/2031		10,935		11,324
1.150%, 05/15/2026		9,025		9,088
Wyeth LLC
6.000%, 02/15/2036		1,400		2,018
5.950%, 04/01/2037		3,960		5,671
				255,643
Industrials — 6.1%
Air Lease
3.875%, 07/03/2023		4,406		4,652
Airbus
3.950%, 04/10/2047 (A)		2,800		3,207
BAE Systems Holdings
3.800%, 10/07/2024 (A)		1,700		1,845
BAE Systems PLC
5.800%, 10/11/2041 (A)		1,940		2,696
3.400%, 04/15/2030 (A)		2,307		2,529
1.900%, 02/15/2031 (A)		1,971		1,927
Boeing
5.930%, 05/01/2060		1,710		2,377
5.805%, 05/01/2050		2,320		3,151
5.150%, 05/01/2030		10,165		12,027
3.100%, 05/01/2026		4,265		4,524
1.875%, 06/15/2023		3,335		3,388
Burlington Northern Santa Fe LLC
6.150%, 05/01/2037		2,590		3,765
4.900%, 04/01/2044		2,563		3,436
4.550%, 09/01/2044		5,395		6,899
4.375%, 09/01/2042		385		479
4.150%, 04/01/2045		3,340		4,087
Caterpillar
3.803%, 08/15/2042		1,630		1,946
3.400%, 05/15/2024		3,050		3,270

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Caterpillar Financial Services MTN
2.550%, 11/29/2022	$	8,785	$	9,035
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		3,266		3,452
CSX
3.350%, 09/15/2049		4,726		5,090
Deere
3.750%, 04/15/2050		235		288
3.100%, 04/15/2030		4,033		4,464
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A
3.875%, 07/30/2027		1,162		1,219
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl A
3.404%, 04/25/2024		2,800		2,881
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		3,009		3,012
Emerson Electric
1.800%, 10/15/2027		6,648		6,838
GE Capital International Funding Unlimited
4.418%, 11/15/2035		15,467		18,774
General Dynamics
4.250%, 04/01/2040		1,015		1,263
4.250%, 04/01/2050		2,100		2,721
2.250%, 06/01/2031		6,170		6,397
1.875%, 08/15/2023		2,875		2,951
General Electric
4.250%, 05/01/2040		255		304
3.625%, 05/01/2030		4,200		4,722
3.450%, 05/01/2027		2,325		2,565
Honeywell International
1.750%, 09/01/2031		2,980		2,956
John Deere Capital
3.650%, 10/12/2023		4,902		5,243
John Deere Capital MTN
3.450%, 06/07/2023		5,471		5,779
2.950%, 04/01/2022		6,575		6,681
2.800%, 07/18/2029		4,220		4,579
2.650%, 06/24/2024		5,205		5,517
2.650%, 06/10/2026		370		399
0.400%, 10/10/2023		12,115		12,153
Lockheed Martin
4.070%, 12/15/2042		3,300		4,049
2.800%, 06/15/2050		1,895		1,940
Norfolk Southern
3.800%, 08/01/2028		3,180		3,608
Northrop Grumman
2.930%, 01/15/2025		5,270		5,604
PACCAR Financial MTN
1.100%, 05/11/2026		3,079		3,092

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Penske Truck Leasing LP / PTL Finance
4.000%, 07/15/2025 (A)	$	2,904	$	3,194
3.950%, 03/10/2025 (A)		2,752		3,006
3.450%, 07/01/2024 (A)		5,540		5,920
Raytheon Technologies
4.500%, 06/01/2042		2,300		2,878
Ryder System MTN
4.625%, 06/01/2025		4,800		5,396
Siemens Financieringsmaatschappij
1.700%, 03/11/2028 (A)		5,495		5,554
SMBC Aviation Capital Finance DAC
3.000%, 07/15/2022 (A)		2,035		2,075
Snap-on
4.100%, 03/01/2048		570		706
3.100%, 05/01/2050		3,240		3,481
Southwest Airlines
5.125%, 06/15/2027		4,715		5,512
Southwest Airlines Pass-Through Trust, Ser 2007-1
6.150%, 08/01/2022		163		167
Triton Container International
2.050%, 04/15/2026 (A)		3,535		3,567
TTX
4.600%, 02/01/2049 (A)		2,100		2,788
TTX MTN
3.600%, 01/15/2025 (A)		5,563		6,050
United Airlines Pass-Through Trust, Ser 2012-1, Cl A
4.150%, 04/11/2024		2,413		2,557
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		1,597		1,742
United Parcel Service
5.300%, 04/01/2050		3,026		4,490
Verisk Analytics
3.625%, 05/15/2050		2,930		3,188
WW Grainger
4.600%, 06/15/2045		419		550
				266,602
Information Technology — 7.5%
Adobe
1.700%, 02/01/2023		14,090		14,382
Apple
4.650%, 02/23/2046		6,550		8,714
4.500%, 02/23/2036		2,740		3,479
4.375%, 05/13/2045		515		660
3.850%, 08/04/2046		7,565		9,046
3.350%, 02/09/2027		4,385		4,871
3.250%, 02/23/2026		20,020		21,927
3.000%, 02/09/2024		4,375		4,626
2.850%, 05/11/2024		1,055		1,118

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.850%, 08/05/2061	$	2,000	$	1,996
2.650%, 05/11/2050		3,755		3,722
2.650%, 02/08/2051		4,650		4,604
2.375%, 02/08/2041		2,345		2,302
1.650%, 02/08/2031		4,730		4,690
Applied Materials
3.900%, 10/01/2025		3,155		3,530
Broadcom
4.750%, 04/15/2029		1,415		1,644
4.150%, 11/15/2030		970		1,091
Cisco Systems
5.900%, 02/15/2039		2,007		2,920
2.200%, 09/20/2023		4,660		4,830
Corning
7.250%, 08/15/2036		1,844		2,273
Genpact Luxembourg Sarl
3.700%, 04/01/2022		3,310		3,364
3.375%, 12/01/2024		5,226		5,593
Intel
4.950%, 03/25/2060		1,775		2,500
4.000%, 12/15/2032		4,300		5,203
3.734%, 12/08/2047		2,891		3,309
3.250%, 11/15/2049		3,500		3,738
2.875%, 05/11/2024		5,830		6,184
International Business Machines
4.150%, 05/15/2039		2,325		2,793
3.300%, 05/15/2026		1,805		1,987
Intuit
1.350%, 07/15/2027		2,989		3,018
Mastercard
3.850%, 03/26/2050		3,350		4,089
3.300%, 03/26/2027		2,940		3,263
2.950%, 06/01/2029		2,420		2,655
Microsoft
4.100%, 02/06/2037		3,548		4,434
3.700%, 08/08/2046		6,874		8,361
3.500%, 02/12/2035		1,330		1,565
3.450%, 08/08/2036		130		152
3.041%, 03/17/2062		1,100		1,194
2.921%, 03/17/2052		4,442		4,777
2.875%, 02/06/2024		2,125		2,242
2.675%, 06/01/2060		1,078		1,088
2.525%, 06/01/2050		7,935		7,916
2.400%, 08/08/2026		12,380		13,230
NXP BV / NXP Funding LLC
4.875%, 03/01/2024 (A)		3,252		3,560
Oracle
4.375%, 05/15/2055		680		801
4.000%, 07/15/2046		6,860		7,555
3.800%, 11/15/2037		2,190		2,398
3.600%, 04/01/2040		8,195		8,700
3.600%, 04/01/2050		500		522

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.950%, 05/15/2025	$	2,160	$	2,299
2.950%, 04/01/2030		9,310		9,870
2.500%, 05/15/2022		4,700		4,756
2.400%, 09/15/2023		4,415		4,573
QUALCOMM
4.300%, 05/20/2047		3,276		4,168
1.300%, 05/20/2028		5,677		5,597
salesforce.com
1.500%, 07/15/2028		24,110		24,200
0.625%, 07/15/2024		4,428		4,438
Skyworks Solutions
1.800%, 06/01/2026		1,720		1,748
Texas Instruments
4.150%, 05/15/2048		3,764		4,771
3.875%, 03/15/2039		210		254
2.250%, 09/04/2029		8,815		9,199
1.375%, 03/12/2025		4,015		4,096
Visa
4.150%, 12/14/2035		1,125		1,386
2.700%, 04/15/2040		770		801
2.000%, 08/15/2050		3,610		3,214
Vontier
2.950%, 04/01/2031 (A)		10,000		10,099
1.800%, 04/01/2026 (A)		2,300		2,303
Wipro IT Services LLC
1.500%, 06/23/2026 (A)		4,937		4,951
				321,339
Materials — 0.8%
Air Products and Chemicals
1.850%, 05/15/2027		3,285		3,404
BHP Billiton Finance USA
6.420%, 03/01/2026		1,590		1,957
5.000%, 09/30/2043		1,400		1,929
Ecolab
4.800%, 03/24/2030		892		1,095
Huntsman International LLC
2.950%, 06/15/2031		3,065		3,172
Linde
3.200%, 01/30/2026		2,315		2,527
Nacional del Cobre de Chile
4.250%, 07/17/2042 (A)		2,100		2,417
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		2,440		2,640
PPG Industries
1.200%, 03/15/2026		3,565		3,568
Rio Tinto Finance USA
5.200%, 11/02/2040		1,185		1,625
Vale Overseas
6.875%, 11/10/2039		1,885		2,697
				27,031

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Real Estate — 1.9%
AvalonBay Communities MTN
3.350%, 05/15/2027	$	2,980	$	3,298
2.950%, 05/11/2026		2,182		2,359
Boston Properties
4.500%, 12/01/2028		2,630		3,078
Crown Castle Towers LLC
3.663%, 05/15/2025 (A)		3,940		4,167
Essential Properties
2.950%, 07/15/2031		3,050		3,074
Federal Realty Investment Trust
1.250%, 02/15/2026		5,700		5,685
Mid-America Apartments
2.875%, 09/15/2051		8,070		7,930
Newmark Group
6.125%, 11/15/2023		3,140		3,407
Realty Income
1.800%, 03/15/2033		2,645		2,559
Regency Centers
4.650%, 03/15/2049		300		376
4.400%, 02/01/2047		1,670		2,006
Sabra Health Care
3.900%, 10/15/2029		4,275		4,577
Simon Property Group LP
6.750%, 02/01/2040		470		709
4.750%, 03/15/2042		235		295
4.250%, 11/30/2046		2,224		2,645
3.800%, 07/15/2050		4,205		4,709
3.375%, 10/01/2024		5,488		5,894
2.450%, 09/13/2029		5,620		5,804
2.200%, 02/01/2031		119		119
1.750%, 02/01/2028		5,380		5,399
Spirit Realty
2.100%, 03/15/2028		3,840		3,858
Ventas Realty
3.125%, 06/15/2023		1,835		1,912
Vornado Realty
3.500%, 01/15/2025		3,895		4,154
Welltower
4.950%, 09/01/2048		2,632		3,403
WP Carey
4.600%, 04/01/2024		2,670		2,905
				84,322
Utilities — 7.9%
AEP Texas
3.450%, 01/15/2050		2,695		2,866
Alabama Power
3.850%, 12/01/2042		600		702
3.700%, 12/01/2047		2,800		3,212
1.450%, 09/15/2030		3,416		3,308

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ameren Illinois
4.500%, 03/15/2049	$	7,765	$	10,198
2.700%, 09/01/2022		2,000		2,036
Atmos Energy
4.125%, 03/15/2049		4,075		5,028
Baltimore Gas and Electric
2.250%, 06/15/2031		4,765		4,865
Berkshire Hathaway Energy
6.125%, 04/01/2036		1,472		2,071
4.450%, 01/15/2049		140		176
3.800%, 07/15/2048		1,065		1,215
3.250%, 04/15/2028		1,720		1,893
CenterPoint Energy Houston Electric LLC
4.500%, 04/01/2044		2,215		2,877
2.900%, 07/01/2050		765		794
Cleco Corporate Holdings LLC
3.375%, 09/15/2029		1,865		1,949
CMS Energy
3.000%, 05/15/2026		7,285		7,839
Commonwealth Edison
4.700%, 01/15/2044		2,000		2,606
4.000%, 03/01/2048		4,185		5,025
3.200%, 11/15/2049		1,635		1,757
3.000%, 03/01/2050		3,375		3,499
2.550%, 06/15/2026		4,665		4,966
Consolidated Edison of New York
3.875%, 06/15/2047		3,000		3,414
Consumers Energy
3.500%, 08/01/2051		580		669
Dominion Energy
3.375%, 04/01/2030		625		685
Dominion Energy South Carolina
4.600%, 06/15/2043		1,000		1,293
4.250%, 08/15/2028		5,318		5,883
DTE Electric
3.375%, 03/01/2025		2,289		2,471
DTE Energy
2.529%, 10/01/2024		3,695		3,872
Duke Energy Carolinas LLC
5.300%, 02/15/2040		1,700		2,327
3.875%, 03/15/2046		5,500		6,463
3.350%, 05/15/2022		12,975		13,261
2.550%, 04/15/2031		2,855		2,995
Duke Energy Indiana LLC
6.350%, 08/15/2038		265		391
4.900%, 07/15/2043		270		352
Duke Energy Ohio
2.125%, 06/01/2030		1,365		1,384
Duke Energy Progress LLC
4.200%, 08/15/2045		2,660		3,258
4.100%, 05/15/2042		1,111		1,326

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
East Ohio Gas
3.000%, 06/15/2050 (A)	$	1,150	$	1,168
2.000%, 06/15/2030 (A)		2,370		2,362
1.300%, 06/15/2025 (A)		2,700		2,723
Eastern Energy Gas Holdings LLC
2.500%, 11/15/2024		2,410		2,524
Entergy
2.400%, 06/15/2031		5,015		5,048
Entergy Arkansas LLC
3.350%, 06/15/2052		4,000		4,418
Entergy Louisiana LLC
4.200%, 09/01/2048		4,715		5,806
Entergy Mississippi LLC
2.850%, 06/01/2028		4,220		4,521
Essential Utilities
4.276%, 05/01/2049		1,375		1,656
Eversource Energy
3.800%, 12/01/2023		2,905		3,110
2.900%, 10/01/2024		5,195		5,511
Florida Power & Light
5.960%, 04/01/2039		160		235
5.690%, 03/01/2040		4,657		6,649
4.125%, 02/01/2042		3,900		4,765
2.850%, 04/01/2025		2,515		2,683
Georgia Power
4.300%, 03/15/2043		4,380		5,266
3.700%, 01/30/2050		3,355		3,734
Idaho Power
4.200%, 03/01/2048		2,665		3,323
Indiana Michigan Power
4.250%, 08/15/2048		605		758
Indianapolis Power & Light
4.050%, 05/01/2046 (A)		65		77
Jersey Central Power & Light
2.750%, 03/01/2032 (A)		4,080		4,243
Korea Gas MTN
2.750%, 07/20/2022 (A)		4,490		4,582
Massachusetts Electric
1.729%, 11/24/2030 (A)		1,300		1,250
MidAmerican Energy
3.150%, 04/15/2050		2,700		2,875
Mississippi Power
0.350%, VAR United States Secured
Overnight Financing Rate +
0.300%, 06/28/2024		5,730		5,748
NextEra Energy Capital Holdings
1.900%, 06/15/2028		6,575		6,667
Niagara Mohawk Power
4.278%, 10/01/2034 (A)		1,959		2,299
3.508%, 10/01/2024 (A)		150		161

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northern States Power
7.125%, 07/01/2025	$	3,220	$	3,952
6.250%, 06/01/2036		600		878
2.250%, 04/01/2031		2,915		3,014
NSTAR Electric
3.250%, 05/15/2029		2,684		2,973
3.100%, 06/01/2051		870		936
Oglethorpe Power
5.375%, 11/01/2040		1,760		2,271
4.250%, 04/01/2046		1,320		1,505
4.200%, 12/01/2042		200		227
Ohio Power
2.600%, 04/01/2030		3,565		3,773
Oncor Electric Delivery LLC
7.500%, 09/01/2038		120		196
5.350%, 10/01/2052		2,219		3,321
5.300%, 06/01/2042		1,321		1,851
3.750%, 04/01/2045		3,945		4,597
Pacific Gas and Electric
4.200%, 06/01/2041		2,340		2,289
PacifiCorp
6.250%, 10/15/2037		2,375		3,401
6.000%, 01/15/2039		4,545		6,470
2.950%, 06/01/2023		4,940		5,125
2.900%, 06/15/2052		7,960		7,950
PPL Electric Utilities
4.150%, 06/15/2048		2,400		3,039
3.950%, 06/01/2047		1,802		2,165
Public Service Electric and Gas MTN
4.050%, 05/01/2048		2,792		3,424
3.700%, 05/01/2028		1,180		1,343
3.250%, 09/01/2023		1,450		1,524
Public Service of Colorado
6.250%, 09/01/2037		230		342
3.200%, 03/01/2050		1,815		1,964
Public Service of New Hampshire
3.600%, 07/01/2049		3,895		4,506
2.200%, 06/15/2031		15,755		16,213
Public Service of Oklahoma
6.625%, 11/15/2037		960		1,388
Puget Energy
2.379%, 06/15/2028 (A)		4,085		4,139
San Diego Gas & Electric
4.500%, 08/15/2040		2,025		2,522
3.600%, 09/01/2023		1,224		1,289
3.320%, 04/15/2050		455		490
Sempra Energy
4.000%, 02/01/2048		415		469
3.800%, 02/01/2038		1,330		1,491
2.900%, 02/01/2023		4,304		4,439
Southern California Edison
2.850%, 08/01/2029		2,935		3,081

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Southern California Gas
4.300%, 01/15/2049	$	1,200	$	1,518
3.750%, 09/15/2042		210		235
2.550%, 02/01/2030		4,835		5,049
Union Electric
4.000%, 04/01/2048		1,195		1,444
3.900%, 09/15/2042		90		105
Virginia Electric & Power
3.150%, 01/15/2026		3,000		3,257
Wisconsin Electric Power
1.700%, 06/15/2028		2,300		2,305
Wisconsin Power & Light
6.375%, 08/15/2037		50		72
3.650%, 04/01/2050		40		46
3.050%, 10/15/2027		2,645		2,869
Wisconsin Public Service
3.300%, 09/01/2049		2,475		2,679
				341,224
Total Corporate Obligations (Cost $3,279,330) ($ Thousands)				3,484,804
U.S. TREASURY OBLIGATIONS — 12.0%
U.S. Treasury Bills
0.043%, 12/30/2021 (B)		3,750		3,749
U.S. Treasury Bonds
2.375%, 05/15/2051		55,990		61,834
2.250%, 05/15/2041		3,570		3,820
1.875%, 02/15/2041		22,252		22,422
1.875%, 02/15/2051		31,575		31,170
1.750%, 08/15/2041		24,615		24,227
U.S. Treasury Notes
1.250%, 04/30/2028		26,395		26,753
1.250%, 05/31/2028		195		198
1.250%, 06/30/2028		5,235		5,300
1.250%, 08/15/2031		44,901		44,669
1.125%, 08/31/2028		29,295		29,373
1.000%, 07/31/2028		3,015		3,000
0.750%, 04/30/2026		8,837		8,844
0.750%, 05/31/2026		1,805		1,805
0.750%, 08/31/2026		39,980		39,933
0.625%, 07/31/2026		55,320		54,940
0.375%, 08/15/2024		49,070		49,032
0.250%, 05/15/2024		2,800		2,792
0.250%, 06/15/2024		53,645		53,477
0.125%, 04/30/2023		12,458		12,450
0.125%, 06/30/2023		1,950		1,949
0.125%, 07/31/2023		16,495		16,476

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 08/31/2023	$	21,600	$	21,565
Total U.S. Treasury Obligations (Cost $515,150) ($ Thousands)				519,778
MUNICIPAL BONDS — 2.7%
California — 0.8%
Bay Area, Toll Authority, RB
2.574%, 04/01/2031		3,300		3,517
2.425%, 04/01/2026		1,400		1,488
California State University, Ser D, RB
1.490%, 11/01/2028		2,580		2,590
California State, Build America Project, GO
7.600%, 11/01/2040		585		1,037
7.550%, 04/01/2039		2,305		3,964
7.500%, 04/01/2034		5,125		8,089
California State, Health Facilities Financing Authority, RB
1.679%, 06/01/2028		4,975		5,024
East Bay, Municipal Utility District Water System Revenue, RB
5.874%, 06/01/2040		300		443
Los Angeles, Community College District, GO
1.606%, 08/01/2028		4,780		4,871
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		1,120		1,615
University of California Regents, Ser H, RB
6.548%, 05/15/2048		120		187
University of California, RB
5.770%, 05/15/2043		1,575		2,234
				35,059
Colorado — 0.1%
City & County of Denver’s Airport System Revenue, Ser C, RB
2.037%, 11/15/2028		4,000		4,141
Florida — 0.1%
Florida State, Board of Administration Finance, Ser A, RB
1.705%, 07/01/2027		2,994		3,068
Georgia — 0.2%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		2,819		4,236
6.637%, 04/01/2057		2,445		3,740
				7,976

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
Illinois — 0.1%
Greater Chicago, Metropolitan Water Reclamation District, GO
5.720%, 12/01/2038	$	2,580	$	3,685
Kansas — 0.0%
Kansas State, Development Finance Authority, Ser H, RB
4.727%, 04/15/2037		1,455		1,852
Massachusetts — 0.2%
Massachusetts State, Build America Project, GO
4.910%, 05/01/2029		100		124
Massachusetts State, Build America Project, RB
5.731%, 06/01/2040		80		112
Massachusetts State, Educational Financing Authority, Ser A, RB
2.925%, 07/01/2028		2,550		2,699
1.638%, 07/01/2026		2,125		2,137
				5,072
Michigan — 0.1%
Michigan State, Finance Authority, RB
3.084%, 12/01/2034		1,685		1,859
Michigan State, Finance Authority, RB Callable 03/01/2026 @ 100
2.671%, 09/01/2049 (D)		4,600		4,876
				6,735
New Jersey — 0.2%
New Jersey State, Transportation Trust Fund Authority, Ser C, RB
5.754%, 12/15/2028		2,300		2,763
New Jersey State, Turnpike Authority, Build America Project, RB
7.102%, 01/01/2041		2,500		4,046
				6,809
New York — 0.6%
New York & New Jersey, Port Authority, RB
4.926%, 10/01/2051		165		234
4.458%, 10/01/2062		205		282
New York & New Jersey, Port Authority, Ser 181, RB
4.960%, 08/01/2046		1,315		1,819
New York & New Jersey, Port Authority, Ser AAA, RB
1.086%, 07/01/2023		2,225		2,257

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB
3.480%, 08/01/2026	$	2,100	$	2,353
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039		2,435		2,708
New York State, Thruway Authority, Ser M, RB
2.900%, 01/01/2035		4,150		4,461
New York State, Urban Development, RB
5.770%, 03/15/2039		8,225		10,322
				24,436
Oregon — 0.1%
Oregon State, School Boards Association, Ser B, GO, NATL
5.550%, 06/30/2028		4,000		4,814
Pennsylvania — 0.1%
Pennsylvania, Economic Development Financing Authority, RB
2.152%, 06/15/2029		5,465		5,613
Texas — 0.1%
City of Houston, Airport System Revenue, Sub-Ser C, RB
2.085%, 07/01/2028		2,320		2,389
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		555		762
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049		845		1,430
Texas State, Build America Project, GO
5.517%, 04/01/2039		565		828
Texas State, Dallas Area, Rapid Transit, RB
1.147%, 12/01/2026		1,200		1,209
				6,618
Total Municipal Bonds (Cost $106,638) ($ Thousands)				115,878
SOVEREIGN DEBT — 1.2%
Chile Government International Bond
3.500%, 01/25/2050		1,640		1,751
3.500%, 04/15/2053		4,705		5,043
Colombia Government International Bond
4.125%, 02/22/2042		2,790		2,677
3.250%, 04/22/2032		4,010		3,913

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
SOVEREIGN DEBT (continued)
European Bank for Reconstruction & Development MTN
2.125%, 03/07/2022	$	3,455	$	3,491
European Investment Bank
2.250%, 03/15/2022		4,180		4,228
1.375%, 09/06/2022		2,790		2,826
Export-Import Bank of Korea
2.750%, 01/25/2022		3,500		3,533
Israel Government International Bond
3.875%, 07/03/2050		1,210		1,425
Japan Bank for International Cooperation
1.750%, 01/23/2023		7,830		7,993
Mexico Government International Bond
3.771%, 05/24/2061		3,025		2,884
2.659%, 05/24/2031		2,595		2,579
Province of Quebec Canada
6.350%, 01/30/2026		270		328
2.500%, 04/09/2024		8,725		9,194
Total Sovereign Debt (Cost $50,716) ($ Thousands)				51,865
ASSET-BACKED SECURITY — 0.1%
Other Asset-Backed Securities — 0.1%
American Tower Trust I, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (A)		3,545		3,559
Total Asset-Backed Security (Cost $3,542) ($ Thousands)				3,559
	Shares
PREFERRED STOCK — 0.1%
JPMorgan Chase, 4.200% (C)		119,320		3,044
Total Preferred Stock (Cost $2,983) ($ Thousands)				3,044
CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**†		110,292,223		110,292
Total Cash Equivalent (Cost $110,292) ($ Thousands)				110,292
Total Investments in Securities — 99.6% (Cost $4,068,651) ($ Thousands)			$	4,289,220

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Intermediate Duration Credit Fund (Concluded)

The open futures contracts held by the Fund at August 31, 2021 are as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Short Contracts
Ultra 10-Year U.S. Treasury Note		(114)		Dec-2021	$	(16,877)	$	(16,874)	$	3

Percentages are based on Net Assets of $4,306,954 ($ Thousands).

** The rate reported is the 7-day effective yield as of August 31, 2021.

† Investment in Affiliated Security.

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $661,269 ($ Thousands), representing 15.4% of the Net Assets of the Fund.

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

(C) Perpetual security with no stated maturity date.

(D) Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

Cl — Class

DAC — Designated Activity Company

GO — General Obligation

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

NATL — National Public Finance Guarantee Corporation

PLC — Public Limited Company

Pty — Proprietary

RB — Revenue Bond

Ser — Series

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of August 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–		3,484,804		–		3,484,804
U.S. Treasury Obligations		–		519,778		–		519,778
Municipal Bonds		–		115,878		–		115,878
Sovereign Debt		–		51,865		–		51,865
Asset-Backed Security		–		3,559		–		3,559
Preferred Stock		–		3,044		–		3,044
Cash Equivalent		110,292		–		–		110,292
Total Investments in Securities		110,292		4,178,928		–		4,289,220
Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		3		–		–		3
Total Other Financial Instruments		3		–		–		3

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2021 ($ Thousands):

Security Description	Value 5/31/2021	Purchases at Cost	Proceeds from Sales	Realized Gain (Loss)	Change in Unrealized Appreciation (Depreciation)	Value 8/31/2021	Shares	Income	Capital Gains
SEI Daily Income Trust, Government Fund, Cl F	$69,308	$615,886	$(574,902)	$ —	$ —	$110,292	110,292,223	$2	$ —

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

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Dynamic Asset Allocation Fund

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK — 90.2%
Communication Services — 10.3%
Activision Blizzard Inc		39,700	$	3,270
Alphabet Inc, Cl A *		15,345		44,408
Alphabet Inc, Cl C *		14,522		42,248
AT&T Inc		365,219		10,014
Charter Communications Inc, Cl A *		7,000		5,717
Comcast Corp, Cl A		234,800		14,248
Discovery Inc, Cl A *		8,300		239
Discovery Inc, Cl C *		16,419		453
DISH Network Corp, Cl A *		12,801		558
Electronic Arts Inc		14,600		2,120
Facebook Inc, Cl A *		122,600		46,512
Fox Corp		25,166		920
Interpublic Group of Cos Inc/The		20,100		748
Live Nation Entertainment Inc *		7,200		624
Lumen Technologies Inc		50,915		626
Netflix Inc *		22,700		12,920
News Corp		6,400		141
News Corp, Cl A		19,300		434
Omnicom Group Inc		10,800		791
Take-Two Interactive Software Inc *		5,800		935
T-Mobile US Inc *		29,965		4,106
Twitter Inc *		41,100		2,651
Verizon Communications Inc		212,100		11,666
ViacomCBS Inc, Cl B		31,140		1,291
Walt Disney Co/The		93,077		16,875
				224,515
Consumer Discretionary — 10.8%
Advance Auto Parts Inc		3,400		690
Amazon.com Inc *		21,900		76,010
Aptiv PLC *		14,000		2,131
AutoZone Inc *		1,100		1,704
Bath & Body Works Inc		13,900		938
Best Buy Co Inc		11,600		1,352
Booking Holdings Inc *		2,100		4,829
BorgWarner Inc		12,400		529
Caesars Entertainment Inc *		10,500		1,067
CarMax Inc *		8,200		1,027
Carnival Corp, Cl A *		40,200		970
Chipotle Mexican Grill Inc, Cl A *		1,500		2,855
Darden Restaurants Inc		6,600		994
Dollar General Corp		12,200		2,719
Dollar Tree Inc *		11,684		1,058
Domino’s Pizza Inc		2,000		1,034
DR Horton Inc		16,700		1,597
eBay Inc		33,400		2,563
Etsy Inc *		6,500		1,406
Expedia Group Inc *		7,300		1,055
Ford Motor Co *		197,700		2,576
Gap Inc/The		10,600		283
Garmin Ltd		7,500		1,308

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
General Motors Co *		64,900	$	3,181
Genuine Parts Co		7,251		886
Hanesbrands Inc		18,100		338
Hasbro Inc		6,600		649
Hilton Worldwide Holdings Inc *		14,300		1,785
Home Depot Inc/The		54,432		17,755
Las Vegas Sands Corp *		16,400		732
Leggett & Platt Inc		6,700		324
Lennar Corp, Cl A		13,900		1,492
LKQ Corp *		13,800		727
Lowe’s Cos Inc		36,269		7,395
Marriott International Inc/MD, Cl A *		13,820		1,868
McDonald’s Corp		38,200		9,071
MGM Resorts International		20,400		869
Mohawk Industries Inc *		3,028		599
Newell Brands Inc		20,099		511
NIKE Inc, Cl B		65,300		10,758
Norwegian Cruise Line Holdings Ltd *		18,900		488
NVR Inc *		170		881
O’Reilly Automotive Inc *		3,600		2,139
Penn National Gaming Inc *		7,700		624
Pool Corp		2,100		1,038
PulteGroup Inc		13,800		743
PVH Corp *		3,600		377
Ralph Lauren Corp, Cl A		2,500		290
Ross Stores Inc		18,300		2,167
Royal Caribbean Cruises Ltd *		11,000		910
Starbucks Corp		60,400		7,096
Tapestry Inc		14,600		589
Target Corp		25,300		6,249
Tesla Inc *		39,400		28,987
TJX Cos Inc/The		61,700		4,487
Tractor Supply Co		5,800		1,127
Ulta Beauty Inc *		2,800		1,084
Under Armour Inc, Cl A *		10,300		238
Under Armour Inc, Cl C *		10,636		213
VF Corp		16,224		1,241
Victoria’s Secret & Co *		1		–
Whirlpool Corp		3,100		687
Wynn Resorts Ltd *		5,200		529
Yum! Brands Inc		15,200		1,992
				233,811
Consumer Staples — 5.2%
Altria Group Inc		94,700		4,757
Archer-Daniels-Midland Co		28,700		1,722
Brown-Forman Corp, Cl B		9,525		669
Campbell Soup Co		10,500		438
Church & Dwight Co Inc		12,300		1,029
Clorox Co/The		6,300		1,059
Coca-Cola Co/The		198,800		11,194
Colgate-Palmolive Co		43,000		3,352

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Conagra Brands Inc		24,000	$	795
Constellation Brands Inc, Cl A		8,600		1,816
Costco Wholesale Corp		22,600		10,294
Estee Lauder Cos Inc/The, Cl A		11,900		4,052
General Mills Inc		31,700		1,833
Hershey Co/The		7,400		1,315
Hormel Foods Corp		14,700		669
J M Smucker Co/The		5,782		715
Kellogg Co		12,600		795
Kimberly-Clark Corp		17,000		2,343
Kraft Heinz Co/The		32,766		1,179
Kroger Co/The		38,500		1,772
Lamb Weston Holdings Inc		7,600		495
McCormick & Co Inc/MD		12,500		1,079
Molson Coors Beverage Co, Cl B		9,700		461
Mondelez International Inc, Cl A		71,900		4,463
Monster Beverage Corp *		19,020		1,856
PepsiCo Inc		70,762		11,066
Philip Morris International Inc		79,800		8,219
Procter & Gamble Co/The		125,336		17,847
Sysco Corp		26,000		2,071
Tyson Foods Inc, Cl A		14,800		1,162
Walgreens Boots Alliance Inc		36,400		1,847
Walmart Inc		70,365		10,421
				112,785
Energy — 2.2%
APA Corp		19,600		382
Baker Hughes Co, Cl A		36,400		829
Cabot Oil & Gas Corp, Cl A		21,200		337
Chevron Corp		99,082		9,588
ConocoPhillips		68,668		3,813
Devon Energy Corp		29,800		881
Diamondback Energy Inc		9,000		694
EOG Resources Inc		30,200		2,039
Exxon Mobil Corp		216,900		11,825
Halliburton Co		44,700		893
Hess Corp		13,800		949
Kinder Morgan Inc		100,077		1,628
Marathon Oil Corp		40,900		481
Marathon Petroleum Corp		33,111		1,962
NOV Inc *		20,400		269
Occidental Petroleum Corp		42,228		1,085
ONEOK Inc		22,400		1,176
Phillips 66		22,500		1,600
Pioneer Natural Resources Co		11,900		1,781
Schlumberger NV		70,937		1,989
Valero Energy Corp		20,700		1,373
Williams Cos Inc/The		62,400		1,541
				47,115

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Financials — 10.0%
Aflac Inc		32,500	$	1,842
Allstate Corp/The		15,400		2,083
American Express Co		33,300		5,527
American International Group Inc		44,000		2,401
Ameriprise Financial Inc		5,900		1,610
Aon PLC, Cl A		11,500		3,299
Arthur J Gallagher & Co		10,400		1,494
Assurant Inc		3,000		510
Bank of America Corp		386,200		16,124
Bank of New York Mellon Corp/The		41,000		2,264
Berkshire Hathaway Inc, Cl B *		97,000		27,720
BlackRock Inc, Cl A		7,241		6,830
Capital One Financial Corp		23,100		3,834
Cboe Global Markets Inc		5,500		694
Charles Schwab Corp/The		76,800		5,595
Chubb Ltd		23,026		4,235
Cincinnati Financial Corp		7,500		925
Citigroup Inc		106,000		7,622
Citizens Financial Group Inc		21,400		937
CME Group Inc, Cl A		18,400		3,712
Comerica Inc		6,900		510
Discover Financial Services		15,600		2,000
Everest Re Group Ltd		2,100		556
Fifth Third Bancorp		36,000		1,399
First Republic Bank/CA		8,900		1,771
Franklin Resources Inc		14,100		457
Globe Life Inc		4,900		471
Goldman Sachs Group Inc/The		17,400		7,195
Hartford Financial Services Group Inc/The		17,950		1,207
Huntington Bancshares Inc/OH		75,700		1,176
Intercontinental Exchange Inc		28,645		3,424
Invesco Ltd		19,800		501
JPMorgan Chase & Co		155,000		24,792
KeyCorp		48,699		990
Lincoln National Corp		9,400		645
Loews Corp		11,100		620
M&T Bank Corp		6,421		899
MarketAxess Holdings Inc		1,900		904
Marsh & McLennan Cos Inc		26,000		4,087
MetLife Inc		38,300		2,375
Moody’s Corp		8,247		3,140
Morgan Stanley		76,365		7,975
MSCI Inc, Cl A		4,200		2,665
Nasdaq Inc		5,800		1,136
Northern Trust Corp		10,500		1,244
People’s United Financial Inc		21,800		358
PNC Financial Services Group Inc/The		21,800		4,166
Principal Financial Group Inc		13,300		889
Progressive Corp/The		29,800		2,871
Prudential Financial Inc		20,200		2,139
Raymond James Financial Inc		6,100		853
Regions Financial Corp		48,300		987
S&P Global Inc		12,300		5,459

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
SVB Financial Group *		3,000	$	1,678
Synchrony Financial		27,411		1,364
T Rowe Price Group Inc		11,700		2,619
Travelers Cos Inc/The		12,800		2,044
Truist Financial Corp		68,482		3,908
Unum Group		10,500		279
US Bancorp		69,000		3,960
W R Berkley Corp		7,400		557
Wells Fargo & Co		211,800		9,679
Willis Towers Watson PLC		6,595		1,456
Zions Bancorp NA		8,700		504
				217,167
Health Care — 12.1%
Abbott Laboratories		91,039		11,505
AbbVie Inc		90,553		10,937
ABIOMED Inc *		2,300		837
Agilent Technologies Inc		15,600		2,737
Align Technology Inc *		3,700		2,623
AmerisourceBergen Corp, Cl A		7,361		900
Amgen Inc		29,400		6,630
Anthem Inc		12,500		4,689
Baxter International Inc		26,038		1,985
Becton Dickinson and Co		14,837		3,734
Biogen Inc *		7,600		2,576
Bio-Rad Laboratories Inc, Cl A *		1,100		885
Bio-Techne Corp		2,000		998
Boston Scientific Corp *		72,200		3,260
Bristol-Myers Squibb Co		114,600		7,662
Cardinal Health Inc		14,500		761
Catalent Inc *		8,500		1,109
Centene Corp *		29,930		1,885
Cerner Corp		15,200		1,161
Charles River Laboratories International Inc *		2,600		1,154
Cigna Corp		17,481		3,700
Cooper Cos Inc/The		2,500		1,127
CVS Health Corp		67,343		5,818
Danaher Corp		32,500		10,535
DaVita Inc *		3,700		484
DENTSPLY SIRONA Inc		10,900		673
Dexcom Inc *		5,000		2,647
Edwards Lifesciences Corp *		31,600		3,703
Eli Lilly & Co		40,767		10,530
Gilead Sciences Inc		64,156		4,669
HCA Healthcare Inc		13,400		3,390
Henry Schein Inc *		7,400		559
Hologic Inc *		12,800		1,013
Humana Inc		6,600		2,676
IDEXX Laboratories Inc *		4,400		2,965
Illumina Inc *		7,500		3,429
Incyte Corp *		9,800		750

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Intuitive Surgical Inc *		6,100	$	6,427
IQVIA Holdings Inc *		9,900		2,571
Johnson & Johnson		134,800		23,338
Laboratory Corp of America Holdings *		4,954		1,503
McKesson Corp		8,036		1,640
Medtronic PLC		68,955		9,204
Merck & Co Inc		129,500		9,879
Mettler-Toledo International Inc *		1,200		1,863
Moderna Inc *		15,700		5,914
Organon & Co		12,990		440
PerkinElmer Inc		5,600		1,035
Perrigo Co PLC		7,300		299
Pfizer Inc		286,696		13,208
Quest Diagnostics Inc		6,600		1,009
Regeneron Pharmaceuticals Inc *		5,300		3,569
ResMed Inc		7,500		2,179
STERIS PLC		5,100		1,097
Stryker Corp		16,800		4,655
Teleflex Inc		2,400		949
Thermo Fisher Scientific Inc		20,100		11,154
UnitedHealth Group Inc		48,300		20,106
Universal Health Services Inc, Cl B		4,000		623
Vertex Pharmaceuticals Inc *		13,300		2,664
Viatris Inc, Cl W *		60,474		885
Waters Corp *		3,100		1,283
West Pharmaceutical Services Inc		3,800		1,716
Zimmer Biomet Holdings Inc		10,700		1,610
Zoetis Inc, Cl A		24,367		4,984
				262,500
Industrials — 7.4%
3M Co		29,800		5,803
A O Smith Corp		7,200		524
Alaska Air Group Inc *		6,400		367
Allegion plc		4,733		681
American Airlines Group Inc *		32,800		654
AMETEK Inc		11,700		1,591
Boeing Co/The *		28,200		6,190
Carrier Global Corp		42,279		2,435
Caterpillar Inc		28,100		5,925
CH Robinson Worldwide Inc		7,000		630
Cintas Corp		4,500		1,781
Copart Inc *		10,500		1,515
CSX Corp		116,200		3,780
Cummins Inc		7,500		1,770
Deere & Co		16,000		6,048
Delta Air Lines Inc *		32,300		1,306
Dover Corp		7,200		1,255
Eaton Corp PLC		20,301		3,418
Emerson Electric Co		30,900		3,260
Equifax Inc		6,200		1,688
Expeditors International of Washington Inc		8,500		1,059

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Fastenal Co		29,500	$	1,648
FedEx Corp		12,449		3,308
Fortive Corp		17,024		1,258
Fortune Brands Home & Security Inc		7,200		701
Generac Holdings Inc *		3,200		1,398
General Dynamics Corp		11,800		2,364
General Electric Co		56,199		5,924
Honeywell International Inc		35,600		8,256
Howmet Aerospace Inc		19,966		634
Huntington Ingalls Industries Inc		2,000		408
IDEX Corp		3,800		851
IHS Markit Ltd		19,000		2,291
Illinois Tool Works Inc		14,556		3,390
Ingersoll Rand Inc *		20,330		1,078
Jacobs Engineering Group Inc		6,800		918
JB Hunt Transport Services Inc		4,200		745
Johnson Controls International plc		36,203		2,708
Kansas City Southern		4,600		1,291
L3Harris Technologies Inc		10,610		2,472
Leidos Holdings Inc		7,000		687
Lockheed Martin Corp		12,524		4,506
Masco Corp		12,700		771
Nielsen Holdings PLC		18,900		406
Norfolk Southern Corp		12,900		3,271
Northrop Grumman Corp		7,600		2,795
Old Dominion Freight Line Inc		4,800		1,386
Otis Worldwide Corp		20,589		1,899
PACCAR Inc		17,600		1,441
Parker-Hannifin Corp		6,600		1,958
Pentair PLC		8,546		659
Quanta Services Inc		7,200		735
Raytheon Technologies Corp		77,771		6,592
Republic Services Inc, Cl A		10,600		1,316
Robert Half International Inc		5,900		610
Rockwell Automation Inc		5,900		1,920
Rollins Inc		11,825		460
Roper Technologies Inc		5,400		2,610
Snap-on Inc		2,800		630
Southwest Airlines Co *		30,000		1,493
Stanley Black & Decker Inc		8,200		1,585
Textron Inc		11,300		821
Trane Technologies PLC		12,300		2,442
TransDigm Group Inc *		2,800		1,701
Union Pacific Corp		34,100		7,394
United Airlines Holdings Inc *		16,600		772
United Parcel Service Inc, Cl B		37,100		7,258
United Rentals Inc *		3,700		1,305
Verisk Analytics Inc, Cl A		8,200		1,654
Waste Management Inc		19,800		3,071
Westinghouse Air Brake Technologies Corp		9,372		842
WW Grainger Inc		2,200		954

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Xylem Inc/NY		9,000	$	1,227
				160,494
Information Technology — 25.3%
Accenture PLC, Cl A		32,500		10,938
Adobe Inc *		24,500		16,261
Advanced Micro Devices Inc *		54,100		5,990
Akamai Technologies Inc *		8,200		929
Amphenol Corp, Cl A		30,900		2,368
Analog Devices Inc		28,944		4,716
ANSYS Inc *		4,400		1,608
Apple Inc		802,500		121,844
Applied Materials Inc		47,000		6,351
Arista Networks Inc *		2,800		1,035
Autodesk Inc *		11,200		3,473
Automatic Data Processing Inc		21,700		4,536
Broadcom Inc		20,893		10,388
Broadridge Financial Solutions Inc		5,800		999
Cadence Design Systems Inc *		14,100		2,305
CDW Corp/DE		7,100		1,424
Cisco Systems Inc/Delaware		215,900		12,742
Citrix Systems Inc		6,400		658
Cognizant Technology Solutions Corp, Cl A		26,900		2,053
Corning Inc		39,800		1,592
DXC Technology Co *		13,138		482
Enphase Energy Inc *		6,900		1,199
F5 Networks Inc *		3,000		611
Fidelity National Information Services Inc		31,900		4,076
Fiserv Inc *		30,400		3,581
FleetCor Technologies Inc *		4,200		1,106
Fortinet Inc *		7,000		2,206
Gartner Inc *		4,300		1,328
Global Payments Inc		15,272		2,484
Hewlett Packard Enterprise Co		65,400		1,011
HP Inc		61,700		1,835
Intel Corp		206,900		11,185
International Business Machines Corp		45,758		6,422
Intuit Inc		14,000		7,925
IPG Photonics Corp *		1,900		324
Jack Henry & Associates Inc		3,900		688
Juniper Networks Inc		17,600		510
Keysight Technologies Inc *		9,400		1,686
KLA Corp		7,923		2,694
Lam Research Corp		7,287		4,407
Mastercard Inc, Cl A		44,800		15,511
Microchip Technology Inc		14,100		2,219
Micron Technology Inc		57,400		4,230
Microsoft Corp		385,300		116,314
Monolithic Power Systems Inc		2,200		1,089
Motorola Solutions Inc		8,767		2,141
NetApp Inc		11,700		1,041
NortonLifeLock Inc		30,400		807

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
NVIDIA Corp		127,600	$	28,563
NXP Semiconductors NV		14,000		3,012
Oracle Corp		93,100		8,298
Paychex Inc		16,300		1,866
Paycom Software Inc *		2,500		1,222
PayPal Holdings Inc *		60,200		17,377
PTC Inc *		5,500		724
Qorvo Inc *		5,700		1,072
QUALCOMM Inc		57,800		8,479
salesforce.com *		49,500		13,131
Seagate Technology Holdings PLC		10,000		876
ServiceNow Inc *		10,100		6,501
Skyworks Solutions Inc		8,500		1,559
Synopsys Inc *		7,700		2,558
TE Connectivity Ltd		16,800		2,524
Teledyne Technologies Inc *		2,381		1,103
Teradyne Inc		8,400		1,020
Texas Instruments Inc		47,300		9,030
Trimble Inc *		12,600		1,187
Tyler Technologies Inc *		2,100		1,020
VeriSign Inc *		5,000		1,081
Visa Inc, Cl A		86,600		19,840
Western Digital Corp *		15,403		974
Western Union Co/The		21,200		459
Xilinx Inc		19,500		3,034
Zebra Technologies Corp, Cl A *		2,700		1,585
				549,417
Materials — 2.3%
Air Products and Chemicals Inc		11,400		3,072
Albemarle Corp		6,100		1,444
Amcor PLC		77,188		992
Avery Dennison Corp		4,200		947
Ball Corp		16,700		1,603
Celanese Corp, Cl A		5,600		888
CF Industries Holdings Inc		11,000		500
Corteva Inc		37,705		1,658
Dow Inc		37,671		2,369
DuPont de Nemours Inc		27,440		2,031
Eastman Chemical Co		7,000		792
Ecolab Inc		12,575		2,834
FMC Corp		6,800		637
Freeport-McMoRan Inc, Cl B		73,900		2,689
International Flavors & Fragrances Inc		12,657		1,918
International Paper Co		19,800		1,190
Linde PLC		26,641		8,381
LyondellBasell Industries NV, Cl A		13,000		1,305
Martin Marietta Materials Inc		3,200		1,220
Mosaic Co/The		18,300		589
Newmont Corp		40,500		2,349
Nucor Corp		15,100		1,775
Packaging Corp of America		4,900		743

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
PPG Industries Inc		12,200	$	1,946
Sealed Air Corp		7,900		482
Sherwin-Williams Co/The		12,225		3,712
Vulcan Materials Co		6,700		1,246
Westrock Co		13,241		689
				50,001
Real Estate — 2.4%
Alexandria Real Estate Equities Inc ‡		7,000		1,445
American Tower Corp, Cl A ‡		23,347		6,821
AvalonBay Communities Inc ‡		7,100		1,630
Boston Properties Inc ‡		7,400		836
CBRE Group Inc, Cl A *		17,000		1,637
Crown Castle International Corp ‡		22,100		4,303
Digital Realty Trust Inc ‡		14,200		2,328
Duke Realty Corp ‡		18,800		987
Equinix Inc ‡		4,557		3,844
Equity Residential ‡		17,700		1,488
Essex Property Trust Inc ‡		3,300		1,091
Extra Space Storage Inc ‡		6,700		1,252
Federal Realty Investment Trust ‡		3,600		438
Healthpeak Properties Inc ‡		27,000		972
Host Hotels & Resorts Inc *‡		36,485		604
Iron Mountain Inc ‡		15,171		724
Kimco Realty Corp ‡		31,700		691
Mid-America Apartment Communities Inc ‡		5,700		1,096
Prologis Inc ‡		37,998		5,117
Public Storage ‡		7,700		2,492
Realty Income Corp ‡		18,800		1,358
Regency Centers Corp ‡		8,100		556
SBA Communications Corp, Cl A ‡		5,600		2,010
Simon Property Group Inc ‡		17,000		2,286
UDR Inc ‡		14,800		799
Ventas Inc ‡		18,900		1,057
Vornado Realty Trust ‡		8,400		352
Welltower Inc ‡		21,500		1,882
Weyerhaeuser Co ‡		37,827		1,362
				51,458
Utilities — 2.2%
AES Corp/The		33,300		795
Alliant Energy Corp		12,900		784
Ameren Corp		12,800		1,123
American Electric Power Co Inc		25,300		2,266
American Water Works Co Inc		9,200		1,677
Atmos Energy Corp		6,500		634
CenterPoint Energy Inc		30,800		773
CMS Energy Corp		14,500		930
Consolidated Edison Inc		17,300		1,305
Dominion Energy Inc		41,132		3,202
DTE Energy Co		9,800		1,179
Duke Energy Corp		39,330		4,116
Edison International		19,100		1,105

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Dynamic Asset Allocation Fund (Continued)

Description	Shares		Market Value       ($ Thousands)
COMMON STOCK (continued)
Entergy Corp		10,100	$	1,117
Evergy Inc		11,699		801
Eversource Energy		17,900		1,624
Exelon Corp		49,200		2,412
FirstEnergy Corp		27,300		1,061
NextEra Energy Inc		100,600		8,449
NiSource Inc		20,600		508
NRG Energy Inc		12,100		553
Pinnacle West Capital Corp		5,800		446
PPL Corp		38,600		1,133
Public Service Enterprise Group Inc		25,600		1,637
Sempra Energy		16,200		2,144
Southern Co/The		53,800		3,536
WEC Energy Group Inc		15,962		1,508
Xcel Energy Inc		27,700		1,904
				48,722
Total Common Stock (Cost $643,586) ($ Thousands)				1,957,985
Total Investments in Securities — 90.2% (Cost $643,586) ($ Thousands)			$	1,957,985
		Contracts
PURCHASED SWAPTIONS* — 1.0%
Total Purchased Swaptions (A) (Cost $17,907) ($ Thousands)		300,563,223	$	21,575

A list of the open OTC swaption contracts held by the Fund at August 31, 2021, is as follows:

Description	Counterparty		Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 1.0%
Call Swaptions
CMS One Look*		Bank of America Merill Lynch		191,367,893		$2.00		08/19/2023	$	12,420
CMS One Look*		Bank of America Merill Lynch		109,195,330		$1.99		08/17/2024		9,155
Total Purchased Swaptions				300,563,223					$	21,575

A list of the open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
MSCI EAFE Index		278		Sep-2021	$	32,806	$	32,686	$	(120	)
S&P 500 Index E-MINI^		937		Sep-2021		199,664		211,786		12,122
					$	232,470	$	244,472	$	12,002

A list of the open forward foreign currency contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		01/11/22	USD		3,796	SAR		14,247	$	—

6                                                                                                                                                         SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Dynamic Asset Allocation Fund (Concluded)

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		01/11/22	USD		1,157	SAR		4,341	$	–
Bank of America		01/11/22	SAR		14,657	USD		3,906		–
Bank of America		01/11/22	SAR		409,291	USD		108,962		(100)
									$	(100)

A list of OTC swap agreements held by the Fund at August 31, 2021, 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     (Thousands)

BNP Paribas^

Bloomberg Commodity Index Total Return

0.10%

Index Return

Annually

11/18/2021

USD

(66,061)

$

1,761

$

–

$

1,761

BNP Paribas^

Bloomberg Commodity Index Total Return

0.10%

Index Return

Quarterly

12/09/2021

USD

(105,547)

1,304

–

1,304

BNP Paribas

S&P 500 Equally Weighted Index Return

USD LIBOR 3 MONTHS + 30BPS

Index Return

Quarterly

12/16/2021

USD

(37,100)

941

–

941

$

4,006

$

–

$

4,006

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2021, is as follows:

Interest Rate Swap

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Thousands)

1Y CPI-CPURNSA^

2.1475%

Annually

12/10/2030

USD

70,504

$

6,076

$

–

$

6,076

Percentages are based on Net Assets of $2,171,505 ($ Thousands).

* Non-income producing security.

^‡  Real Estate Investment Trust.

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

^ Security, or a portion thereof, is held by DAA Commodity Strategy Subsidiary, Ltd. as of August 31, 2021.

BPs — Basis Points

Cl — Class

EAFE — Europe, Australasia and Far East

LIBOR — London Interbank Offered Rate

Ltd. — Limited

MSCI — Morgan Stanley Capital International

OTC — Over The Counter

PLC — Public Limited Company

SAR — Saudi Riyal

Ser — Series

USD — U.S. Dollar

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,957,985		–		–		1,957,985
Total Investments in Securities		1,957,985		–		–		1,957,985

Other Financial Instruments	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Purchased Swaptions		–		21,575		–		21,575
Futures Contracts*
Unrealized Appreciation		12,122		–		–		12,122
Unrealized Depreciation		(120)		–		–		(120)
Forwards Contracts*
Unrealized Appreciation		–		–		–		–
Unrealized Depreciation		–		(100)		–		(100)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–		4,006		–		4,006
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–		6,076		–		6,076
Total Other Financial Instruments		12,002		31,557		–		43,559

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

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 62.7%
U.S. Treasury Bills ^(A)
0.058%, 11/18/2021	$	600	$	600
0.048%, 10/28/2021		15,500		15,499
0.043%, 10/21/2021		17,850		17,849
0.040%, 12/16/2021		600		600
0.039%, 10/07/2021		17,500		17,499
0.039%, 10/14/2021		17,500		17,499
U.S. Treasury Inflation-Protected Securities
2.375%, 01/15/2025		2,594		3,000
0.625%, 04/15/2023		16,812		17,659
0.625%, 01/15/2024		27,139		29,072
0.625%, 01/15/2026 (G)		13,371		14,886
0.500%, 04/15/2024 (G)		6,614		7,095
0.375%, 07/15/2023 (G)		25,387		26,833
0.375%, 07/15/2025 (G)		48,147		52,881
0.375%, 01/15/2027		41,113		45,896
0.250%, 01/15/2025		33,203		35,891
0.125%, 01/15/2023 (G)		19,052		19,765
0.125%, 07/15/2024 (G)		13,088		14,043
0.125%, 10/15/2024 (G)		41,248		44,327
0.125%, 10/15/2025 (G)		27,283		29,763
0.125%, 07/15/2026		15,576		17,155
0.125%, 01/15/2031		1,785		1,993
U.S. Treasury Notes ^
0.125%, 04/30/2023		300		300
0.095%, VAR US Treasury 3 Month Bill Money Market Yield + 0.055%, 07/31/2022		7,100		7,103
0.095%, VAR US Treasury 3 Month Bill Money Market Yield + 0.055%, 10/31/2022		1,900		1,901
0.089%, VAR US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023		10,100		10,105
0.074%, VAR US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023		17,500		17,501
Total U.S. Treasury Obligations (Cost $452,837) ($ Thousands)				466,715
	Shares
COMMON STOCK — 28.0%
Communication Services — 2.2%
Activision Blizzard Inc		3,832		316
Alphabet Inc, Cl A *		772		2,234
Alphabet Inc, Cl C *		626		1,821
AMC Entertainment Holdings Inc, Cl A *		1,800		85
Anterix Inc *		171		10
AT&T Inc (H)		76,435		2,096
ATN International Inc		125		6

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bandwidth Inc, Cl A *		300	$	31
Cogent Communications Holdings Inc		600		44
CuriosityStream *		3,000		38
Electronic Arts Inc		1,592		231
Facebook Inc, Cl A *		5,761		2,186
Iridium Communications Inc *		1,034		46
Liberty Media Corp-Liberty Braves, Cl C *		600		16
Liberty Media Corp-Liberty Formula One, Cl C *		971		49
Live Nation Entertainment Inc *		600		52
Lumen Technologies Inc		10,030		123
Madison Square Garden Entertainment Corp *		322		26
Madison Square Garden Sports Corp, Cl A *		227		41
Match Group Inc *		532		73
Netflix Inc *		2,154		1,226
ORBCOMM Inc *		3,600		41
Pinterest Inc, Cl A *		1,332		74
Roku Inc, Cl A *		563		198
Shenandoah Telecommunications Co		500		15
Spotify Technology SA *		745		175
Take-Two Interactive Software Inc *		759		122
T-Mobile USA *		6,064		831
Twitter Inc *		1,774		114
Verizon Communications Inc		45,829		2,521
Walt Disney Co/The		9,214		1,670
Zillow Group Inc, Cl C *		400		38
Zynga Inc, Cl A *		3,709		33
				16,582
Consumer Staples — 7.0%
22nd Century Group Inc *		8,800		31
Albertsons Cos Inc, Cl A		2,400		73
Altria Group (H)		40,550		2,037
Andersons Inc		1,600		49
Archer-Daniels-Midland Co		12,148		729
B&G Foods Inc, Cl A		971		29
BellRing Brands Inc, Cl A *		700		24
Beyond Meat Inc *		1,228		147
BJ’s Wholesale Club Holdings Inc *		2,446		139
Boston Beer Co Inc/The, Cl A *		227		129
Brown-Forman Corp, Cl A		927		61
Brown-Forman Corp, Cl B		3,898		274
Bunge Ltd		3,005		228
Calavo Growers Inc		156		7
Cal-Maine Foods Inc		1,050		38
Campbell Soup Co		5,050		211
Casey’s General Stores Inc		593		121
Celsius Holdings Inc *		1,200		98
Central Garden & Pet Co, Cl A *		1,300		54
Church & Dwight Co Inc		5,619		470
Clorox Co/The		3,064		515

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 1

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coca-Cola Co/The (H)		85,025	$	4,788
Coca-Cola Consolidated Inc		100		41
Colgate-Palmolive Co		18,336		1,429
Conagra Brands Inc		11,017		365
Constellation Brands Inc, Cl A		3,513		742
Costco Wholesale Corp (H)		9,607		4,376
Coty Inc, Cl A *		5,168		50
Darling Ingredients Inc *		2,922		218
Edgewell Personal Care Co		566		24
Energizer Holdings Inc		1,760		69
Estee Lauder Cos Inc/The, Cl A		5,034		1,714
Flowers Foods Inc		4,144		100
Freshpet Inc *		700		90
General Mills Inc		13,637		788
Grocery Outlet Holding Corp *		1,687		44
Hain Celestial Group Inc/The *		1,827		68
Herbalife Nutrition Ltd *		2,034		104
Hershey Co/The		3,289		584
Hormel Foods Corp		6,824		311
Hostess Brands Inc, Cl A *		3,030		48
Ingredion Inc		1,668		147
Inter Parfums Inc		100		7
J & J Snack Foods Corp		153		25
J M Smucker Co/The		2,484		307
John B Sanfilippo & Son Inc		400		34
Kellogg Co		5,927		374
Keurig Dr Pepper Inc		13,773		491
Kimberly-Clark Corp		7,404		1,020
Kraft Heinz Co/The		13,739		494
Kroger Co/The		16,411		755
Lamb Weston Holdings Inc		3,381		220
Lancaster Colony Corp		464		82
McCormick & Co Inc/MD		5,734		495
Medifast Inc		246		56
Molson Coors Beverage Co, Cl B		3,657		174
Mondelez International Inc, Cl A		29,945		1,859
Monster Beverage Corp *		8,150		795
National Beverage Corp		400		19
Nu Skin Enterprises Inc, Cl A		857		43
PepsiCo Inc (H)		30,475		4,766
Performance Food Group Co *		2,578		129
Philip Morris International Inc (H)		34,208		3,524
Pilgrim’s Pride Corp *		1,222		34
Post Holdings Inc *		1,572		176
PriceSmart Inc		500		42
Primo Water Corp		3,775		67
Procter & Gamble Co/The (H)		52,086		7,417
Reynolds Consumer Products Inc		1,100		31
Sanderson Farms Inc		505		99
Seaboard Corp		7		30
Simply Good Foods Co/The *		1,700		61
Spectrum Brands Holdings Inc		901		70

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sprouts Farmers Market Inc *		2,601	$	65
Sysco Corp		10,767		858
TreeHouse Foods Inc *		979		37
Tyson Foods Inc, Cl A (H)		6,720		528
United Natural Foods Inc *		1,400		52
US Foods Holding Corp *		5,018		171
USANA Health Sciences Inc *		500		49
Vector Group Ltd		1,419		21
Walgreens Boots Alliance Inc		15,559		790
Walmart Inc (H)		30,307		4,488
WD-40 Co		255		61
				52,380
Energy — 6.8%
Antero Midstream Corp		13,197		127
Antero Resources Corp *		13,053		179
APA Corp		18,243		355
Arch Resources Inc *		1,100		83
Archrock Inc		7,507		58
Baker Hughes Co, Cl A		33,402		761
Bonanza Creek Energy Inc		1,300		51
Brigham Minerals Inc, Cl A		1,317		25
Cabot Oil & Gas Corp, Cl A		19,661		312
Cactus Inc, Cl A		2,000		75
California Resources *		3,800		130
Callon Petroleum Co *		1,600		55
Centennial Resource Development Inc/DE, Cl A *		7,400		38
ChampionX Corp *		10,145		237
Cheniere Energy Inc *		10,428		912
Chesapeake Energy		4,400		246
Chevron Corp (H)		87,526		8,470
Cimarex Energy Co		4,471		287
Clean Energy Fuels Corp *		5,769		46
CNX Resources Corp *		9,533		108
Comstock Resources Inc *		6,800		40
ConocoPhillips (H)		61,743		3,429
Contango Oil & Gas Co *		9,400		34
Continental Resources Inc/OK		3,388		133
Delek US Holdings Inc		2,782		48
Denbury Inc *		2,300		162
Devon Energy Corp		31,667		936
DHT Holdings Inc		2,900		16
Diamondback Energy Inc		8,452		652
DMC Global Inc *		900		36
Dorian LPG Ltd		3,100		41
Dril-Quip Inc *		1,950		47
DT Midstream Inc		4,470		208
Energy Fuels Inc/Canada *		6,200		34
EOG Resources Inc		26,562		1,793
EQT Corp *		13,095		240
Equitrans Midstream Corp		17,676		154

2 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Extraction Oil & Gas *		900	$	41
Exxon Mobil Corp (H)		195,249		10,645
Frank’s International NV *		10,600		30
Frontline Ltd/Bermuda		6,114		44
Gevo *		9,500		59
Golar LNG Ltd *		4,523		51
Green Plains Inc *		1,500		53
Halliburton Co		40,975		819
Helix Energy Solutions Group Inc *		5,788		22
Helmerich & Payne Inc		5,212		140
Hess Corp		12,701		873
HollyFrontier Corp		6,953		225
Kinder Morgan Inc		89,437		1,455
Kosmos Energy Ltd *		29,516		70
Laredo Petroleum *		500		27
Liberty Oilfield Services Inc, Cl A *		4,026		41
Magnolia Oil & Gas Corp, Cl A		5,891		92
Marathon Oil Corp		37,722		443
Marathon Petroleum Corp (H)		29,811		1,767
Matador Resources Co		4,257		122
Murphy Oil Corp		6,543		139
Nabors Industries Ltd *		500		42
New Fortress Energy Inc, Cl A		1,400		41
NexTier Oilfield Solutions Inc *		8,900		32
Nordic American Tankers Ltd		4,800		11
Northern Oil and Gas Inc		1,900		31
NOV Inc *		19,596		258
Oasis Petroleum Inc		800		69
Occidental Petroleum Corp		39,375		1,012
Oceaneering International Inc *		6,023		74
Oil States International Inc *		7,300		43
ONEOK		21,093		1,108
Ovintiv Inc		12,183		332
Par Pacific Holdings Inc *		2,977		49
Patterson-UTI Energy Inc		9,465		73
PBF Energy Inc, Cl A *		4,480		47
PDC Energy Inc		4,699		196
Peabody Energy Corp *		3,500		56
Phillips 66		19,889		1,414
Pioneer Natural Resources Co		9,705		1,453
ProPetro Holding Corp *		7,206		56
Range Resources Corp *		11,062		162
Renewable Energy Group Inc *		2,052		99
REX American Resources Corp *		293		25
Schlumberger NV		64,038		1,796
Scorpio Tankers Inc		2,441		40
SFL Corp Ltd		5,417		43
SM Energy Co		5,300		101
Southwestern Energy Co *		31,802		145
Talos Energy Inc *		3,600		45
Targa Resources Corp		10,081		443
Tellurian Inc *		14,200		45

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Texas Pacific Land Corp		200	$	272
US Silica Holdings Inc *		3,500		31
Valero Energy Corp (H)		18,652		1,237
W&T Offshore Inc *		10,200		33
Whiting Petroleum Corp *		1,900		89
Williams Cos Inc/The		55,423		1,368
World Fuel Services Corp		2,750		89
				50,176
Financials — 0.0%
Brookfield Asset Management, Cl A		54		3
QTS Realty Trust Inc, Cl A ‡		398		31
				34
Health Care — 5.7%
10X Genomics Inc, Cl A *		403		71
Abbott Laboratories		11,803		1,492
AbbVie Inc		12,640		1,527
ABIOMED Inc *		359		131
Acadia Healthcare Co Inc *		945		62
ACADIA Pharmaceuticals Inc *		900		16
Acceleron Pharma Inc *		400		54
Adaptive Biotechnologies Corp *		854		31
Agilent Technologies Inc		2,231		391
Agios Pharmaceuticals Inc *		700		31
Align Technology Inc *		564		400
Allscripts Healthcare Solutions Inc *		1,442		22
Alnylam Pharmaceuticals Inc *		951		192
Amedisys Inc *		200		37
AmerisourceBergen Corp, Cl A		791		97
Amgen Inc (H)		4,190		945
Amicus Therapeutics Inc *		2,511		29
AMN Healthcare Services Inc *		600		68
Amphastar Pharmaceuticals Inc *		1,407		28
ANI Pharmaceuticals Inc *		200		6
Anthem Inc		1,720		645
Applied Therapeutics Inc *		1,900		30
Arena Pharmaceuticals Inc *		893		47
Arrowhead Pharmaceuticals Inc *		822		55
Atossa Therapeutics *		6,400		24
Avanos Medical Inc *		842		28
Avantor Inc *		3,394		134
Baxter International Inc (H)		3,720		284
Becton Dickinson and Co		2,143		539
Biogen Inc *		1,031		349
Biohaven Pharmaceutical Holding Co Ltd *		500		66
BioMarin Pharmaceutical Inc *		1,331		112
Bio-Rad Laboratories Inc, Cl A *		167		134
Bio-Techne Corp		273		136
Bioxcel Therapeutics Inc *		900		26
Bluebird Bio Inc *		603		11
Blueprint Medicines Corp *		472		44
Boston Scientific Corp *		10,328		466

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 3

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bridgebio Pharma *		792	$	40
Bristol-Myers Squibb Co		15,916		1,064
Brooklyn ImmunoTherapeutics *		2,300		28
Bruker Corp		876		77
Cardinal Health Inc		2,008		105
Cardiovascular Systems Inc *		244		9
CareDx Inc *		600		44
Cassava Sciences Inc *		500		28
Catalent Inc *		1,241		162
Centene Corp *		4,028		254
Cerner Corp		2,323		177
Change Healthcare Inc *		1,000		22
Charles River Laboratories International Inc *		461		205
Chemed Corp		127		61
ChemoCentryx Inc *		700		11
Cigna Corp		2,439		516
CONMED Corp		400		53
Cooper Cos Inc/The		330		149
CorVel Corp *		200		33
Covetrus Inc *		1,565		35
CVS Health Corp		9,288		802
Danaher Corp		4,427		1,435
DaVita Inc *		511		67
Denali Therapeutics Inc *		600		32
DENTSPLY SIRONA Inc		1,474		91
Dexcom Inc *		576		305
Edwards Lifesciences Corp *		4,420		518
Elanco Animal Health Inc *		3,458		115
Eli Lilly & Co		5,900		1,524
Emergent BioSolutions Inc *		500		32
Enanta Pharmaceuticals Inc *		1,000		57
Encompass Health Corp		884		69
Ensign Group Inc/The		361		29
Envista Holdings Corp *		1,600		68
Exact Sciences Corp *		979		102
Exelixis Inc *		2,196		42
Fate Therapeutics Inc *		590		43
FibroGen Inc *		1,114		13
Gilead Sciences Inc (H)		9,290		676
Global Blood Therapeutics Inc *		700		20
Globus Medical Inc, Cl A *		700		57
Guardant Health Inc *		466		59
Haemonetics Corp *		567		36
Halozyme Therapeutics Inc *		1,232		52
HCA Healthcare Inc		1,881		476
Health Catalyst Inc *		877		48
HealthEquity Inc *		500		32
HealthStream Inc *		1,168		35
Henry Schein Inc *		936		71
Hill-Rom Holdings Inc		537		78
Hologic Inc *		2,140		169

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Horizon Therapeutics PLC *		1,673	$	181
Humana Inc		933		378
iBio *		31,300		40
ICON PLC *		9		2
ICU Medical Inc *		126		25
IDEXX Laboratories Inc *		575		387
Illumina Inc *		988		452
Incyte Corp *		1,556		119
Insmed Inc *		745		21
Inspire Medical Systems Inc *		200		45
Insulet Corp *		413		123
Integer Holdings Corp *		400		40
Integra LifeSciences Holdings Corp *		572		43
Intellia Therapeutics Inc *		400		64
Intuitive Surgical Inc *		754		794
Invitae Corp *		652		19
Ionis Pharmaceuticals Inc *		1,024		41
Iovance Biotherapeutics Inc *		1,181		28
IQVIA Holdings Inc *		1,356		352
iRhythm Technologies Inc *		200		10
Ironwood Pharmaceuticals Inc, Cl A *		2,400		31
Jazz Pharmaceuticals PLC *		448		59
Johnson & Johnson (H)		17,975		3,112
Karuna Therapeutics Inc *		400		48
Kodiak Sciences Inc *		400		38
Laboratory Corp of America Holdings *		719		218
LHC Group Inc *		337		63
Ligand Pharmaceuticals Inc *		222		29
LivaNova PLC *		443		37
Masimo Corp *		428		116
McKesson Corp		993		203
Medpace Holdings Inc *		300		55
Medtronic PLC		9,179		1,225
Merck & Co Inc		17,359		1,324
Merit Medical Systems Inc *		500		36
Mesa Laboratories Inc		98		26
Mettler-Toledo International Inc *		170		264
Mirati Therapeutics Inc *		282		48
Moderna Inc *		2,301		867
ModivCare Inc *		195		38
Molina Healthcare Inc *		374		101
Natera Inc *		559		66
Nektar Therapeutics, Cl A *		2,016		31
Neogen Corp *		882		39
NeoGenomics Inc *		778		38
Neurocrine Biosciences Inc *		770		73
Nevro Corp *		100		12
NextGen Healthcare Inc *		2,384		36
Novavax Inc *		479		114
Novocure Ltd *		712		96
NuVasive Inc *		400		25
Oak Street Health Inc *		700		33

4 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Omnicell Inc *		550	$	85
Organon & Co		1,865		63
Pacific Biosciences of California Inc *		1,100		34
Pacira BioSciences Inc *		600		36
Patterson Cos Inc		678		21
Penumbra Inc *		195		54
PerkinElmer Inc		909		168
Perrigo Co PLC		429		18
Pfizer Inc		39,000		1,797
PPD Inc *		1,700		79
Premier Inc, Cl A		500		19
Provention Bio *		4,800		32
PTC Therapeutics Inc *		600		26
QIAGEN NV *		2,182		122
Quest Diagnostics Inc		831		127
Quidel Corp *		200		26
Reata Pharmaceuticals Inc, Cl A *		300		32
Regeneron Pharmaceuticals Inc *		742		500
Repligen Corp *		432		122
ResMed Inc		1,029		299
Royalty Pharma PLC, Cl A		2,100		81
Sage Therapeutics Inc *		703		32
Sarepta Therapeutics Inc *		431		34
Scholar Rock Holding Corp *		800		32
Seagen Inc *		900		151
Shockwave Medical Inc *		200		43
STAAR Surgical Co *		220		34
STERIS PLC		678		146
Stryker Corp		2,454		680
Supernus Pharmaceuticals Inc *		463		13
Syneos Health Inc, Cl A *		327		30
Tandem Diabetes Care Inc *		400		45
Teladoc Health Inc *		808		117
Teleflex Inc		299		118
Tenet Healthcare Corp *		900		68
TG Therapeutics Inc *		1,265		34
Thermo Fisher Scientific Inc		2,750		1,526
Turning Point Therapeutics Inc *		400		31
Twist Bioscience Corp *		400		45
Ultragenyx Pharmaceutical Inc *		358		34
United Therapeutics Corp *		370		80
UnitedHealth Group Inc (H)		6,379		2,655
Universal Health Services Inc, Cl B		423		66
US Physical Therapy Inc		74		9
Veeva Systems Inc, Cl A *		953		316
Vertex Pharmaceuticals Inc *		1,957		392
Viatris Inc, Cl W *		7,258		106
Vir Biotechnology Inc *		600		31
Waters Corp *		470		195
West Pharmaceutical Services Inc		531		240
Xencor Inc *		1,342		45
Zimmer Biomet Holdings Inc		1,522		229

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zoetis Inc, Cl A		3,335	$	682
				42,651
Information Technology — 2.0%
Accenture PLC, Cl A		1,343		452
ACI Worldwide Inc *		541		17
Adobe Inc *		1,022		678
Amdocs Ltd		847		65
ANSYS Inc *		146		53
Aspen Technology Inc *		424		55
Atlassian Corp PLC, Cl A *		322		118
Autodesk Inc *		453		141
Automatic Data Processing Inc		1,050		220
Avalara Inc *		200		36
Black Knight Inc *		300		23
Blackbaud Inc *		100		7
Bottomline Technologies DE Inc *		683		29
Broadridge Financial Solutions Inc		300		52
Cadence Design Systems Inc *		859		140
Cass Information Systems Inc		700		32
CDK Global Inc		835		35
Citrix Systems Inc		200		21
Cloudflare Inc, Cl A *		600		72
Cognizant Technology Solutions Corp, Cl A		1,295		99
CommVault Systems Inc *		400		32
Coupa Software Inc *		169		41
Crowdstrike Holdings Inc, Cl A *		422		119
Datadog Inc, Cl A *		625		86
DocuSign Inc, Cl A *		422		125
EPAM Systems Inc *		98		62
Euronet Worldwide Inc *		73		10
Fastly Inc, Cl A *		400		17
Fidelity National Information Services Inc		1,356		173
Fiserv Inc *		1,298		153
Five9 Inc *		300		48
FleetCor Technologies Inc *		195		51
Fortinet Inc *		350		110
Gartner Inc *		237		73
Genpact Ltd		600		31
Global Payments Inc		781		127
Guidewire Software Inc *		400		47
HubSpot Inc *		100		69
International Business Machines Corp		2,372		333
Intuit Inc		589		333
Jack Henry & Associates Inc		349		62
Manhattan Associates Inc *		286		47
Mastercard Inc, Cl A		2,001		693
Microsoft Corp (H)		16,343		4,934
MicroStrategy Inc, Cl A *		95		66
MongoDB Inc, Cl A *		100		39
NortonLifeLock Inc		1,294		34
Nuance Communications Inc *		1,074		59

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 5

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Okta Inc, Cl A *		253	$	67
Oracle Corp		4,411		393
PagerDuty Inc *		1,210		52
Palantir Technologies, Cl A *		2,400		63
Palo Alto Networks Inc *		248		114
Paychex Inc		971		111
Paycom Software Inc *		49		24
PayPal Holdings Inc *		2,750		794
Pegasystems Inc		430		59
Proofpoint Inc *		100		18
PTC Inc *		500		66
QAD Inc, Cl A		116		10
Qualys Inc *		146		17
RingCentral Inc, Cl A *		100		25
salesforce.com Inc *		2,222		589
ServiceNow Inc *		412		265
Splunk Inc *		373		57
Square Inc, Cl A *		869		233
SS&C Technologies Holdings Inc		440		33
StoneCo Ltd, Cl A *		500		23
Synopsys Inc *		255		85
Teradata Corp *		900		49
Trade Desk Inc/The, Cl A *		1,340		107
Twilio Inc, Cl A *		337		120
Verint Systems Inc *		500		22
Visa Inc, Cl A		3,864		885
VMware Inc, Cl A *		80		12
Vonage Holdings Corp *		4,049		57
Western Union Co/The		583		13
WEX Inc *		200		37
Workday Inc, Cl A *		379		104
Zoom Video Communications Inc, Cl A *		462		134
Zscaler Inc *		300		84
				15,041
Real Estate — 2.9%
Acadia Realty Trust ‡		573		12
Agree Realty Corp ‡		800		60
Alexandria Real Estate Equities Inc ‡		1,618		334
American Campus Communities Inc ‡		2,331		119
American Homes 4 Rent, Cl A ‡		4,475		188
American Tower Corp, Cl A ‡		6,082		1,777
Americold Realty Trust ‡		2,783		102
Apartment Income Corp ‡		2,115		107
Apartment Investment and Management Co, Cl A ‡		3,215		23
Apple Hospitality Inc ‡		4,965		73
AvalonBay Communities Inc ‡		1,952		448
Boston Properties Inc ‡		2,226		251
Brandywine Realty Trust ‡		1,779		25
Brixmor Property Group Inc ‡		4,439		104
Camden Property Trust ‡		1,230		185

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CareTrust Inc ‡		2,100	$	46
CBRE Group Inc, Cl A *		4,365		420
Columbia Property Trust Inc ‡		372		6
CoreSite Realty Corp ‡		518		77
Corporate Office Properties Trust ‡		1,429		40
Cousins Properties Inc ‡		2,324		90
Crown Castle International Corp ‡		5,878		1,144
CubeSmart ‡		2,739		147
Cushman & Wakefield PLC *		1,464		26
CyrusOne Inc ‡		1,304		100
Digital Realty Trust Inc ‡		3,734		612
DigitalBridge Group *‡		7,034		49
Douglas Emmett Inc ‡		2,384		79
Duke Realty Corp ‡		5,367		282
EastGroup Properties Inc ‡		660		119
Empire State Realty Trust Inc, Cl A ‡		4,209		43
EPR Properties ‡		1,747		89
Equinix Inc ‡		1,196		1,009
Equity LifeStyle Properties Inc ‡		2,318		197
Equity Residential ‡		5,145		433
Essential Properties Realty Trust Inc ‡		1,598		52
Essex Property Trust Inc ‡		843		279
eXp World Holdings Inc		1,500		69
Extra Space Storage Inc ‡		1,733		324
Federal Realty Investment Trust ‡		1,199		146
First Industrial Realty Trust Inc ‡		2,252		126
Forestar Group Inc *		1,774		37
Four Corners Property Trust Inc ‡		1,856		53
Franklin Street Properties Corp ‡		7,900		38
Gaming and Leisure Properties Inc ‡		3,225		159
Getty Realty Corp ‡		1,100		35
Global Net Lease Inc ‡		1,453		25
Healthcare Realty Trust Inc ‡		2,139		64
Healthcare Trust of America Inc, Cl A ‡		3,702		112
Healthpeak Properties Inc ‡		8,075		291
Highwoods Properties Inc ‡		1,728		79
Host Hotels & Resorts Inc *‡		9,276		154
Howard Hughes Corp/The *		936		85
Hudson Pacific Properties Inc ‡		2,073		55
Industrial Logistics Properties Trust ‡		1,400		38
Innovative Industrial Properties Inc, Cl A ‡		300		74
Invitation Homes Inc ‡		8,314		342
Iron Mountain Inc ‡		3,977		190
JBG SMITH Properties ‡		1,710		51
Jones Lang LaSalle Inc *		692		168
Kennedy-Wilson Holdings Inc		1,415		31
Kilroy Realty Corp ‡		1,520		100
Kimco Realty Corp ‡		7,115		155
Kite Realty Group Trust ‡		800		16
Lamar Advertising Co, Cl A ‡		1,469		167
Lexington Realty Trust, Cl B ‡		4,731		64
Life Storage Inc ‡		843		105

6 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LTC Properties Inc ‡		215	$	7
Macerich Co/The ‡		1,103		19
Mack-Cali Realty Corp ‡		2,576		46
Marcus & Millichap Inc *		600		24
Medical Properties Trust Inc ‡		6,699		137
Mid-America Apartment Communities Inc ‡		1,562		300
Monmouth Real Estate Investment Corp, Cl A ‡		2,294		44
National Health Investors Inc ‡		759		45
National Retail Properties Inc ‡		2,695		128
National Storage Affiliates Trust ‡		1,557		89
Newmark Group Inc, Cl A		3,341		45
Office Properties Income Trust ‡		446		12
Omega Healthcare Investors Inc ‡		3,239		109
Opendoor Technologies *		2,900		51
Outfront Media Inc ‡		2,325		58
Paramount Group Inc ‡		1,593		14
Park Hotels & Resorts Inc *‡		3,709		71
Pebblebrook Hotel Trust ‡		2,447		54
Physicians Realty Trust ‡		2,813		52
PotlatchDeltic Corp ‡		1,721		89
Prologis Inc ‡		10,017		1,349
PS Business Parks Inc ‡		204		32
Public Storage ‡		1,900		615
Rayonier Inc ‡		2,527		93
Realty Income Corp ‡		5,740		415
Redfin Corp *		1,258		61
Regency Centers Corp ‡		2,749		189
Retail Opportunity Investments Corp ‡		1,911		35
Retail Properties of America Inc, Cl A ‡		2,210		29
Rexford Industrial Realty Inc ‡		1,748		108
RLJ Lodging Trust ‡		3,871		56
Ryman Hospitality Properties Inc *‡		867		72
Sabra Health Care Inc ‡		2,961		47
Saul Centers Inc ‡		866		40
SBA Communications Corp, Cl A ‡		1,447		519
Service Properties Trust ‡		2,782		32
Simon Property Group Inc ‡		4,614		620
SL Green Realty Corp ‡		1,429		100
Spirit Realty Capital Inc ‡		1,668		86
St Joe Co/The		1,158		54
STAG Industrial Inc ‡		2,718		115
STORE Capital Corp ‡		4,340		157
Sun Communities Inc ‡		1,574		317
Sunstone Hotel Investors Inc *‡		5,094		59
Terreno Realty Corp ‡		922		62
UDR Inc ‡		4,359		235
Uniti Group Inc ‡		3,838		50
Universal Health Realty Income Trust ‡		400		24
Urban Edge Properties ‡		2,552		48
Ventas Inc ‡		5,390		301
VEREIT Inc ‡		3,298		167

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
VICI Properties Inc ‡		6,663	$	206
Vornado Realty Trust ‡		2,517		105
Washington Real Estate Investment Trust ‡		522		13
Welltower Inc ‡		5,714		500
Weyerhaeuser Co ‡		10,849		391
WP Carey Inc ‡		2,592		202
Xenia Hotels & Resorts Inc *‡		2,172		38
				21,436
Utilities — 1.4%
AES Corp/The		6,544		156
Alliant Energy Corp		2,288		139
Ameren Corp		2,513		220
American Electric Power Co Inc		5,030		451
American States Water Co		500		46
American Water Works Co Inc		1,629		297
Atmos Energy Corp		951		93
Avangrid Inc		240		13
Avista Corp		400		17
Black Hills Corp		800		56
Brookfield Infrastructure Corp, Cl A		466		30
Brookfield Renewable Corp, Cl A		1,100		48
California Water Service Group		397		25
CenterPoint Energy Inc		5,906		148
Chesapeake Utilities Corp		100		13
Clearway Energy Inc, Cl C		1,281		40
CMS Energy Corp		2,857		183
Consolidated Edison Inc		3,084		233
Dominion Energy Inc		8,279		644
DTE Energy Co		1,941		234
Duke Energy Corp		7,137		747
Edison International		3,422		198
Entergy Corp		1,877		208
Essential Utilities Inc		1,937		96
Evergy Inc		2,036		139
Eversource Energy		3,427		311
Exelon Corp		9,560		469
FirstEnergy Corp		4,764		185
Hawaiian Electric Industries Inc		1,150		50
IDACORP Inc		590		62
MDU Resources Group Inc		2,408		77
Middlesex Water Co		600		66
National Fuel Gas Co		334		17
New Jersey Resources Corp		128		5
NextEra Energy Inc		19,113		1,605
NiSource Inc		3,419		84
NRG Energy Inc		1,683		77
OGE Energy Corp		1,585		56
ONE Gas Inc		406		29
Ormat Technologies Inc		275		20
PG&E Corp *		13,363		123
Pinnacle West Capital Corp		809		62

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 7

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PNM Resources Inc		534	$	26
Portland General Electric Co		1,024		53
PPL Corp		6,252		183
Public Service Enterprise Group Inc		4,867		311
Sempra Energy		2,967		393
SJW Group		700		49
Southern Co/The		10,540		693
Southwest Gas Holdings Inc		224		16
Sunnova Energy International Inc *		1,100		40
UGI Corp		1,563		72
Unitil Corp		500		25
Via Renewables Inc, Cl A		3,000		34
Vistra Corp		5,774		110
WEC Energy Group Inc		3,194		302
Xcel Energy Inc		5,213		358
				10,437
Total Common Stock (Cost $127,658) ($ Thousands)				208,737
	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 10.9%
Communication Services — 1.2%
AT&T Inc
3.500%, 09/15/2053 (B)	$	450		462
Baidu
3.425%, 04/07/2030		201		217
1.625%, 02/23/2027		342		344
CCO Holdings LLC
5.000%, 02/01/2028 (B)		599		628
4.500%, 08/15/2030 (B)		54		56
4.500%, 06/01/2033 (B)		189		196
CSC Holdings LLC
6.750%, 11/15/2021		125		126
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (B)		415		425
Lumen Technologies Inc
4.500%, 01/15/2029 (B)		513		502
Netflix Inc
5.875%, 11/15/2028		687		852
Prosus
3.680%, 01/21/2030 (B)		479		499
Sirius XM Radio
4.000%, 07/15/2028 (B)		506		517
Tencent Holdings MTN
3.240%, 06/03/2050 (B)		412		403
2.390%, 06/03/2030		200		200
1.810%, 01/26/2026 (B)		621		629
Time Warner Cable LLC
4.500%, 09/15/2042		245		274

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
3.400%, 10/15/2052 (B)	$	561	$	569
3.375%, 04/15/2029		63		67
2.875%, 02/15/2031		315		324
2.625%, 04/15/2026		161		165
2.625%, 02/15/2029		107		108
Weibo
3.375%, 07/08/2030		1,183		1,211
				8,774
Consumer Discretionary — 1.4%
Advance Auto Parts Inc
3.900%, 04/15/2030		784		873
Alibaba Group Holding
2.125%, 02/09/2031		1,023		1,006
Carnival Corp
4.000%, 08/01/2028 (B)		527		530
Clarios Global
4.375%, 05/15/2026 (B)	EUR	161		197
Expedia Group
6.250%, 05/01/2025 (B)	$	24		28
4.625%, 08/01/2027		224		253
Harley-Davidson Financial Services
3.350%, 06/08/2025 (B)		1,246		1,325
InRetail Consumer
3.250%, 03/22/2028 (B)		270		270
Las Vegas Sands Corp
3.900%, 08/08/2029		653		687
Levi Strauss
3.500%, 03/01/2031 (B)		339		349
Mattel
3.750%, 04/01/2029 (B)		291		305
3.375%, 04/01/2026 (B)		291		302
MDC Holdings Inc
6.000%, 01/15/2043		340		438
MercadoLibre
2.375%, 01/14/2026		200		201
Newell Brands
4.875%, 06/01/2025		62		69
4.700%, 04/01/2026		250		279
Nissan Motor
4.345%, 09/17/2027 (B)		1,034		1,150
Ross Stores Inc
4.700%, 04/15/2027		946		1,096
Royal Caribbean Cruises Ltd
11.500%, 06/01/2025 (B)		301		347
10.875%, 06/01/2023 (B)		279		314
Wynn Macau
5.625%, 08/26/2028 (B)		341		345
				10,364

8 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Staples — 0.7%
Albertsons Cos Inc
3.500%, 03/15/2029 (B)	$	351	$	355
Altria Group
4.800%, 02/14/2029		160		186
3.400%, 05/06/2030		850		911
BAT Capital
4.700%, 04/02/2027		545		619
2.726%, 03/25/2031		504		502
2.259%, 03/25/2028		1,268		1,274
BRF GmbH
4.350%, 09/29/2026		200		210
Cencosud
5.150%, 02/12/2025		613		676
Kimberly-Clark de Mexico
2.431%, 07/01/2031 (B)		292		295
Natura Cosmeticos
4.125%, 05/03/2028 (B)		271		278
Spectrum Brands
5.750%, 07/15/2025		42		43
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (B)(C)		500		5
				5,354
Energy — 1.2%
BP Capital Markets America
2.939%, 06/04/2051		1,066		1,045
Cenovus Energy
4.400%, 04/15/2029		1,448		1,630
4.250%, 04/15/2027		36		40
Chevron USA
5.250%, 11/15/2043		502		691
Enbridge Energy Partners
7.375%, 10/15/2045		587		941
Energy Transfer
6.250%, 04/15/2049		297		393
Eni
4.250%, 05/09/2029 (B)		950		1,093
Marathon Petroleum Corp
6.500%, 03/01/2041		150		209
Oleoducto Central
4.000%, 07/14/2027 (B)		235		243
ONEOK
6.350%, 01/15/2031		124		160
5.200%, 07/15/2048		54		66
Petroleos Mexicanos
6.840%, 01/23/2030		78		81
Petroleos Mexicanos MTN
6.750%, 09/21/2047		410		360
Tengizchevroil Finance International
3.250%, 08/15/2030 (B)		255		261

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TransCanada PipeLines
6.100%, 06/01/2040	$	778	$	1,074
Transocean Poseidon
6.875%, 02/01/2027 (B)		313		303
Venture Global Calcasieu Pass LLC
4.125%, 08/15/2031 (B)		150		157
3.875%, 08/15/2029 (B)		147		151
				8,898
Financials — 4.2%
ABN AMRO Bank
4.750%, 07/28/2025 (B)		200		224
Aircastle
5.250%, 08/11/2025 (B)		432		484
4.250%, 06/15/2026		54		59
4.125%, 05/01/2024		172		183
2.850%, 01/26/2028 (B)		778		796
Alfa
5.250%, 03/25/2024 (B)		814		883
Alleghany
3.625%, 05/15/2030		894		997
American Express
3.553%, VAR ICE LIBOR USD 3 Month + 3.428% (D)		56		56
3.404%, VAR ICE LIBOR USD 3 Month + 3.285% (D)		500		500
Aviation Capital Group LLC
5.500%, 12/15/2024 (B)		432		487
4.875%, 10/01/2025 (B)		175		195
4.375%, 01/30/2024 (B)		152		163
4.125%, 08/01/2025 (B)		6		7
3.875%, 05/01/2023 (B)		376		393
3.500%, 11/01/2027 (B)		157		166
1.950%, 01/30/2026 (B)		370		372
Banco de Credito del Peru MTN
3.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/01/2030 (B)		728		728
Banco Santander
5.179%, 11/19/2025		1,200		1,374
Bank of America
1.734%, VAR United States Secured Overnight Financing Rate + 0.960%, 07/22/2027		1,043		1,057
Bank of New York Mellon
4.700%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.358% (D)		192		211
BNP Paribas
2.871%, VAR United States Secured Overnight Financing Rate + 1.387%, 04/19/2032 (B)		687		713

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 9

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Capital One Financial
3.920%, VAR ICE LIBOR USD 3 Month + 3.800%(D)	$	801	$	801
CDBL Funding 1 MTN
3.500%, 10/24/2027		520		553
Charles Schwab
5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(D)		397		441
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(D)		583		614
CITIC MTN
2.850%, 02/25/2030		278		288
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month + 4.068%(D)		232		244
4.075%, VAR ICE LIBOR USD 3 Month + 1.192%, 04/23/2029		288		327
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(D)		348		361
3.980%, VAR ICE LIBOR USD 3 Month + 1.338%, 03/20/2030		196		223
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.598%(B)(D)		200		220
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.600%(D)		749		808
6.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(B)(D)		300		331
4.194%, VAR United States Secured Overnight Financing Rate + 3.730%, 04/01/2031 (B)		382		433
3.091%, VAR United States Secured Overnight Financing Rate + 1.730%, 05/14/2032 (B)		670		699
Deutsche Bank NY
3.961%, VAR United States Secured Overnight Financing Rate + 2.581%, 11/26/2025		295		320
2.129%, VAR United States Secured Overnight Financing Rate + 1.870%, 11/24/2026		330		337
Discover Financial Services
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.783%(D)		1,248		1,402
Fifth Third Bancorp
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.215%(D)		236		256

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financiera de Desarrollo
2.400%, 09/28/2027 (B)	$	1,045	$	1,033
Goldman Sachs Group
2.615%, VAR United States Secured Overnight Financing Rate + 1.281%, 04/22/2032		688		710
Goldman Sachs Group MTN
2.383%, VAR United States Secured Overnight Financing Rate + 1.248%, 07/21/2032		231		234
HSBC Holdings PLC
4.292%, VAR ICE LIBOR USD 3 Month + 1.348%, 09/12/2026		260		289
4.041%, VAR ICE LIBOR USD 3 Month + 1.546%, 03/13/2028		592		659
Huarong Finance II MTN
5.500%, 01/16/2025		502		507
ING Groep
6.875%, VAR USD ICE Swap 11:00 NY 5 Yr + 5.124%(D)		725		748
1.726%, VAR United States Secured Overnight Financing Rate + 1.005%, 04/01/2027		1,031		1,046
JPMorgan Chase
3.926%, VAR ICE LIBOR USD 3 Month + 3.800%(D)		243		245
3.599%, VAR ICE LIBOR USD 3 Month + 3.470%(D)		291		292
3.465%, VAR ICE LIBOR USD 3 Month + 3.320%(D)		145		145
2.580%, VAR United States Secured Overnight Financing Rate + 1.250%, 04/22/2032		688		710
Morgan Stanley
3.736%, VAR ICE LIBOR USD 3 Month + 3.610%(D)		70		70
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (B)		210		19
5.250%cash/0% PIK, 12/27/2033 (B)		198		20
Santander Holdings USA
4.400%, 07/13/2027		351		396
SLM
4.200%, 10/29/2025		677		729
Standard Chartered
1.639%, VAR ICE LIBOR USD 3 Month + 1.510%(B)(D)		400		388
Standard Chartered MTN
4.300%, 02/19/2027 (B)		399		438
Swiss Re Finance Luxembourg
5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049		400		460

10 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Truist Financial
5.100%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.349% (D)	$	792	$	911
UniCredit
3.127%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (B)		350		356
2.569%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 09/22/2026 (B)		476		485
US Bancorp
5.300%, VAR ICE LIBOR USD 3 Month + 2.914% (D)		408		466
Voya Financial
5.650%, VAR ICE LIBOR USD 3 Month + 3.580%, 05/15/2053		258		273
Wells Fargo
3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453% (D)		306		318
2.188%, VAR United States Secured Overnight Financing Rate + 2.000%, 04/30/2026		420		436
				31,089
Health Care — 0.2%
Baxalta
3.600%, 06/23/2022		222		227
Centene Corp
2.625%, 08/01/2031		295		299
Cigna Corp
4.375%, 10/15/2028		384		448
Jazz Securities DAC
4.375%, 01/15/2029 (B)		345		357
				1,331
Industrials — 0.8%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		187		218
4.450%, 04/03/2026		156		171
Air Lease
3.625%, 04/01/2027		38		41
2.100%, 09/01/2028		165		162
Air Lease MTN
2.875%, 01/15/2026		83		87
Allison Transmission
3.750%, 01/30/2031 (B)		521		520
Ardagh Metal Packaging Finance USA LLC
3.250%, 09/01/2028 (B)		437		440
Cemex
3.875%, 07/11/2031 (B)		500		515

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Delta Air Lines/Skymiles LP
4.750%, 10/20/2028 (B)	$	450	$	502
4.500%, 10/20/2025 (B)		388		416
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (B)		242		276
5.400%, 02/01/2027		575		615
ENA Master Trust
4.000%, 05/19/2048 (B)		269		275
GE Capital European Funding Unlimited MTN
4.625%, 02/22/2027	EUR	100		147
GFL Environmental
3.500%, 09/01/2028 (B)	$	525		524
IHS Markit
4.750%, 08/01/2028		31		37
4.250%, 05/01/2029		145		168
Lima Metro Line 2 Finance
5.875%, 07/05/2034		241		284
4.350%, 04/05/2036 (B)		225		239
Odebrecht Holdco Finance
1.135%, 09/10/2058 (A)(B)		480		2
TransDigm
6.250%, 03/15/2026 (B)		448		470
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		134		143
				6,252
Information Technology — 0.4%
Broadcom
5.000%, 04/15/2030		235		278
4.150%, 11/15/2030		818		920
4.110%, 09/15/2028		696		780
Broadcom Corp / Broadcom Cayman Finance Ltd
3.500%, 01/15/2028		169		184
Infor
1.750%, 07/15/2025 (B)		323		331
SK Hynix
2.375%, 01/19/2031 (B)		262		259
				2,752
Materials — 0.5%
Alpek
3.250%, 02/25/2031 (B)		462		474
Axalta Coating Systems LLC
3.375%, 02/15/2029 (B)		628		615
Braskem Netherlands Finance BV
4.500%, 01/31/2030 (B)		220		236
CSN Resources
4.625%, 06/10/2031 (B)		262		272
Indonesia Asahan Aluminium Persero
4.750%, 05/15/2025 (B)		330		360

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 11

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrias Penoles
4.750%, 08/06/2050 (B)	$	287	$	328
INEOS Quattro Finance 2
2.500%, 01/15/2026 (B)	EUR	280		335
Inversiones CMPC
4.375%, 05/15/2023	$	237		249
Suzano Austria GmbH
3.750%, 01/15/2031		163		171
Volcan Cia Minera SAA
4.375%, 02/11/2026 (B)		144		140
Yamana
2.630%, 08/15/2031 (B)		646		643
				3,823
Real Estate — 0.0%
Host Hotels & Resorts Inc
3.750%, 10/15/2023		13		14
Vornado Realty
2.150%, 06/01/2026		348		356
				370
Utilities — 0.3%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (B)		297		309
Chile Electricity PEC
2.987%, 01/25/2028 (A)(B)		491		398
Comision Federal de Electricidad
3.348%, 02/09/2031 (B)		574		571
Engie Energia Chile
3.400%, 01/28/2030		349		360
Terraform Global Operating LLC
6.125%, 03/01/2026 (B)		77		79
Vistra Operations LLC
4.375%, 05/01/2029 (B)		522		530
				2,247
Total Corporate Obligations (Cost $78,884) ($ Thousands)				81,254
MORTGAGE-BACKED SECURITIES — 8.8%
Agency Mortgage-Backed Obligations — 2.0%
FHLMC CMO, Ser 2016-4585, Cl DS, IO
5.905%, 05/15/2046 (E)		901		221
FHLMC CMO, Ser 2017-4693, Cl SL, IO
6.055%, 06/15/2047 (E)		1,360		331
FHLMC CMO, Ser 2017-4719, Cl JS, IO
6.055%, 09/15/2047 (E)		1,119		214
FHLMC CMO, Ser 2020-4954, Cl SL, IO
5.966%, 02/25/2050 (E)		1,709		319

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2020-4981, Cl HS, IO
6.016%, 06/25/2050 (E)	$	3,362	$	626
FHLMC CMO, Ser 2020-5015, Cl BI, IO
4.000%, 09/25/2050		2,036		354
FNMA CMO, Ser 2011-131, Cl ST, IO
6.456%, 12/25/2041 (E)		645		138
FNMA CMO, Ser 2014-17, Cl SA, IO
5.966%, 04/25/2044 (E)		1,897		479
FNMA CMO, Ser 2014-78, Cl SE, IO
6.016%, 12/25/2044 (E)		1,060		211
FNMA CMO, Ser 2016-77, Cl DS, IO
5.916%, 10/25/2046 (E)		991		197
FNMA CMO, Ser 2017-62, Cl AS, IO
6.066%, 08/25/2047 (E)		1,297		271
FNMA CMO, Ser 2017-81, Cl SA, IO
6.116%, 10/25/2047 (e)		1,433		343
FNMA CMO, Ser 2020-89, Cl KI, IO
4.000%,12/25/2050		4,316		636
GNMA CMO, Ser 2017-122, Cl SA, IO
6.112%, 08/20/2047 (E)		989		219
UMBS TBA
2.500%, 09/15/2043		10,005		10,391
				14,950
Non-Agency Mortgage-Backed Obligations — 6.8%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		44		38
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		230		177
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		173		128
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		99		90
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
1.096%, VAR ICE LIBOR USD 1 Month + 1.000%, 06/15/2035 (B)		526		526
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.652%, 03/10/2037 (B)(E)		395		364
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
1.096%, VAR ICE LIBOR USD 1 Month + 1.000%, 11/15/2033 (B)		1,535		1,503
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
2.236%, VAR ICE LIBOR USD 1 Month + 2.140%, 10/15/2037 (B)		710		715

12 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BCP Trust, Ser 2021-330N, Cl A
0.895%, VAR ICE LIBOR USD 1 Month + 0.799%, 06/15/2038 (B)	$	135	$	135
Bellemeade Re, Ser 2018-3A, Cl M1B
1.934%, VAR ICE LIBOR USD 1 Month + 1.850%, 10/25/2028 (B)		311		311
Bellemeade Re, Ser 2019-1A, Cl M1B
1.834%, VAR ICE LIBOR USD 1 Month + 1.750%, 03/25/2029 (B)		720		720
Bellemeade Re, Ser 2019-2A, Cl M1C
2.084%, VAR ICE LIBOR USD 1 Month + 2.000%, 04/25/2029 (B)		516		519
Bellemeade Re, Ser 2019-3A, Cl M1C
2.034%, VAR ICE LIBOR USD 1 Month + 1.950%, 07/25/2029 (B)		366		366
Bellemeade Re, Ser 2019-3A, Cl M1B
1.684%, VAR ICE LIBOR USD 1 Month + 1.600%, 07/25/2029 (B)		507		508
Bellemeade Re, Ser 2019-4A, Cl M1B
2.084%, VAR ICE LIBOR USD 1 Month + 2.000%, 10/25/2029 (B)		730		731
Bellemeade Re, Ser 2020-2A, Cl M1B
3.284%, VAR ICE LIBOR USD 1 Month + 3.200%, 08/26/2030 (B)		271		272
Bellemeade Re, Ser 2020-4A, Cl M2A
2.684%, VAR ICE LIBOR USD 1 Month + 2.600%, 06/25/2030 (B)		189		190
Bellemeade Re, Ser 2021-1A, Cl M1C
3.000%, VAR SOFR30A + 2.950%, 03/25/2031 (B)		378		393
Bellemeade Re, Ser 2021-2A, Cl M1B
1.550%, VAR SOFR30A + 1.500%, 06/25/2031 (B)		617		617
BFLD Trust, Ser 2021-FPM, Cl A
1.696%, VAR ICE LIBOR USD 1 Month + 1.600%, 06/15/2038 (B)		1,065		1,067
BHMS, Ser 2018-ATLS, Cl A
1.346%, VAR ICE LIBOR USD 1 Month + 1.250%, 07/15/2035 (B)		762		763
BX Trust, Ser 2018-EXCL, Cl A
1.184%, VAR ICE LIBOR USD 1 Month + 1.088%, 09/15/2037 (B)		787		787
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4
3.283%, 05/10/2058		625		675
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035 (B)		285		294
Chase Mortgage Finance Trust, Ser 2007- S5, Cl 1A17
6.000%, 07/25/2037		78		52

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036	$	103	$	70
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		53		34
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.563%, 04/10/2046 (B)(E)		250		254
Citigroup Commercial Mortgage Trust, Ser 2015-GC27, Cl A5
3.137%, 02/10/2048		779		831
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4
3.818%, 11/10/2048		390		431
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5
3.616%, 02/10/2049		950		1,044
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl AS
3.789%, 09/15/2050 (E)		392		437
CLNY Trust, Ser 2019-IKPR, Cl D
2.121%, VAR ICE LIBOR USD 1 Month + 2.025%, 11/15/2038 (B)		750		748
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.985%, 07/10/2046 (B)(E)		690		700
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%, 10/10/2046		920		980
COMM Mortgage Trust, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035 (B)		313		314
COMM Mortgage Trust, Ser 2015-CR24, Cl A5
3.696%, 08/10/2048		490		536
COMM Mortgage Trust, Ser 2015-DC1, Cl A5
3.350%, 02/10/2048		700		753
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
2.484%, VAR ICE LIBOR USD 1 Month + 2.400%, 04/25/2031 (B)		148		148
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.384%, VAR ICE LIBOR USD 1 Month + 2.300%, 08/25/2031 (B)		95		95
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
2.234%, VAR ICE LIBOR USD 1 Month + 2.150%, 09/25/2031 (B)		47		47
Connecticut Avenue Securities Trust, Ser 2019-R04, Cl 2M2
2.184%, VAR ICE LIBOR USD 1 Month + 2.100%, 06/25/2039 (B)		104		104

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 13

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1M2
2.084%, VAR ICE LIBOR USD 1 Month + 2.000%, 07/25/2039 (B)	$	58	$	58
Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
2.184%, VAR ICE LIBOR USD 1 Month + 2.100%, 09/25/2039 (B)		174		175
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
2.084%, VAR ICE LIBOR USD 1 Month + 2.000%, 01/25/2040 (B)		336		338
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		421		456
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
1.116%, VAR ICE LIBOR USD 1 Month + 1.030%, 12/19/2030 (B)		798		798
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
0.464%, VAR ICE LIBOR USD 1 Month + 0.380%, 12/25/2036		158		74
Eagle Re, Ser 2020-1, Cl M1A
0.984%, VAR ICE LIBOR USD 1 Month + 0.900%, 01/25/2030 (B)		820		817
FHLMC Multifamily Structured Credit Risk, Ser MN1, Cl M1
2.050%, VAR SOFR30A + 2.000%, 01/25/2051 (B)		121		122
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
1.700%, VAR SOFR30A + 1.650%, 01/25/2034 (B)		260		262
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
2.134%, VAR ICE LIBOR USD 1 Month + 2.050%, 07/25/2049 (B)		56		57
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
2.034%, VAR ICE LIBOR USD 1 Month + 1.950%, 10/25/2049 (B)		286		287
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
2.234%, VAR ICE LIBOR USD 1 Month + 2.150%, 11/25/2048 (B)		403		403
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
1.934%, VAR ICE LIBOR USD 1 Month + 1.850%, 09/25/2049 (B)		348		349
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2B
2.734%, VAR ICE LIBOR USD 1 Month + 2.650%, 12/25/2029		630		644
First Horizon Alternative Mortgage Securities Trust, Ser 2006-FA3, Cl A9
6.000%, 07/25/2036		45		30

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 1M2
4.984%, VAR ICE LIBOR USD 1 Month + 4.900%, 11/25/2024	$	180	$	185
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
4.084%, VAR ICE LIBOR USD 1 Month + 4.000%, 05/25/2025		191		194
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M2
4.084%, VAR ICE LIBOR USD 1 Month + 4.000%, 05/25/2025		32		32
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
5.084%, VAR ICE LIBOR USD 1 Month + 5.000%, 07/25/2025		182		186
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 2M2
5.084%, VAR ICE LIBOR USD 1 Month + 5.000%, 07/25/2025		60		61
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
5.784%, VAR ICE LIBOR USD 1 Month + 5.700%, 04/25/2028		98		103
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2
4.534%, VAR ICE LIBOR USD 1 Month + 4.450%, 01/25/2029		469		487
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M2
4.334%, VAR ICE LIBOR USD 1 Month + 4.250%, 04/25/2029		186		192
FNMA Connecticut Avenue Securities, Ser 2017-C02, Cl 2M2C
3.734%, VAR ICE LIBOR USD 1 Month + 3.650%, 09/25/2029		698		727
FNMA Connecticut Avenue Securities, Ser 2017-C03, Cl 1M2
3.084%, VAR ICE LIBOR USD 1 Month + 3.000%, 10/25/2029		398		409
GS Mortgage Securities Trust, Ser 2011- GC5, Cl D
5.303%, 08/10/2044 (B)(E)		12		6
GS Mortgage Securities Trust, Ser 2013-G1, Cl A2
3.557%, 04/10/2031 (B)(E)		1,485		1,485
GS Mortgage Securities Trust, Ser 2013-G1, Cl A1
2.059%, 04/10/2031 (B)		40		40
GS Mortgage Securities Trust, Ser 2014- GC18, Cl D
5.155%, 01/10/2047 (B)(E)		431		111

14 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2014- GC22, Cl A5
3.862%, 06/10/2047	$	767	$	826
GS Mortgage Securities Trust, Ser 2019- BOCA, Cl A
1.296%, VAR ICE LIBOR USD 1 Month + 1.200%, 06/15/2038 (B)		1,039		1,039
GS Mortgage Securities Trust, Ser 2019- SMP, Cl A
1.246%, VAR ICE LIBOR USD 1 Month + 1.150%, 08/15/2032 (B)		860		860
GS Mortgage Securities Trust, Ser 2021-1, Cl AS
2.638%, 08/17/2026		23		24
GS Mortgage Securities Trust, Ser 2021-1, Cl A1
1.433%, 08/17/2026		79		79
GS Mortgage Securities Trust, Ser 2021-1, Cl A2
2.435%, 08/17/2026		156		161
HFX, Ser 2017-1A, Cl A3
3.647%, 03/15/2035		800		827
Home Re, Ser 2020-1, Cl M1B
3.334%, VAR ICE LIBOR USD 1 Month + 3.250%, 10/25/2030 (B)		585		592
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 03/25/2035		37		33
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl A5
3.775%, 08/15/2047		955		1,029
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.977%, 09/15/2047 (E)		15,750		335
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		485		530
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl A3
3.801%, 08/15/2048		845		921
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-C8, Cl AS
3.424%, 10/15/2045 (B)		1,200		1,226
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl A5
3.805%, 07/15/2047		900		963
JPMorgan Chase, Ser 2019-CL1, Cl M3
2.184%, VAR ICE LIBOR USD 1 Month + 2.100%, 04/25/2047 (B)		138		139

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039 (E)	$	142	$	76
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049 (B)		556		563
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C16, Cl A5
3.892%, 06/15/2047		950		1,021
Morgan Stanley Capital I Trust, Ser 2015- XLF2, Cl SNMA
2.046%, VAR ICE LIBOR USD 1 Month + 1.950%, 11/15/2026 (B)		102		90
Morgan Stanley Capital I Trust, Ser 2016- UB12, Cl A4
3.596%, 12/15/2049		755		831
Mortgage Insurance-Linked Notes, Ser 2019-1, Cl M1
1.984%, VAR ICE LIBOR USD 1 Month + 1.900%, 11/26/2029 (B)		141		141
Natixis Commercial Mortgage Securities Trust, Ser 2018-850T, Cl A
0.879%, VAR ICE LIBOR USD 1 Month + 0.784%, 07/15/2033 (B)		580		578
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
1.596%, VAR ICE LIBOR USD 1 Month + 1.500%, 07/15/2036 (B)		346		346
PMT Credit Risk Transfer Trust, Ser 2019- 1R, Cl A
2.088%, VAR ICE LIBOR USD 1 Month + 2.000%, 03/27/2024 (B)		130		130
PMT Credit Risk Transfer Trust, Ser 2019- 2R, Cl A
2.838%, VAR ICE LIBOR USD 1 Month + 2.750%, 05/27/2023 (B)		436		432
PMT Credit Risk Transfer Trust, Ser 2019- 3R, Cl A
2.788%, VAR ICE LIBOR USD 1 Month + 2.700%, 10/27/2022 (B)		74		74
PMT Credit Risk Transfer Trust, Ser 2020- 1R, Cl A
2.438%, VAR ICE LIBOR USD 1 Month + 2.350%, 02/27/2023 (B)		234		234
Radnor Re, Ser 2019-1, Cl M1B
2.034%, VAR ICE LIBOR USD 1 Month + 1.950%, 02/25/2029 (B)		404		405
Radnor Re, Ser 2019-2, Cl M1B
1.834%, VAR ICE LIBOR USD 1 Month + 1.750%, 06/25/2029 (B)		530		531

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 15

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Radnor Re, Ser 2020-1, Cl M1A
1.034%, VAR ICE LIBOR USD 1 Month + 0.950%, 01/25/2030 (B)	$	311	$	311
Radnor Re, Ser 2020-2, Cl M1C
4.684%, VAR ICE LIBOR USD 1 Month + 4.600%, 10/25/2030 (B)		426		430
STACR Trust, Ser 2018-DNA3, Cl M2
2.184%, VAR ICE LIBOR USD 1 Month + 2.100%, 09/25/2048 (B)		288		292
Starwood Retail Property Trust, Ser 2014-STAR, Cl A
1.566%, VAR ICE LIBOR USD 1 Month + 1.470%, 11/15/2027 (B)		1,081		722
Traingle Re, Ser 2020-1, Cl M1B
3.984%, VAR ICE LIBOR USD 1 Month + 3.900%, 10/25/2030 (B)		1,231		1,235
Traingle Re, Ser 2021-1, Cl M1B
3.084%, VAR ICE LIBOR USD 1 Month + 3.000%, 08/25/2033 (B)		368		369
UBS Commercial Mortgage Trust, Ser 2018- C10, Cl A4
4.313%, 05/15/2051		1,000		1,155
UBS Commercial Mortgage Trust, Ser 2018- C8, Cl A4
3.983%, 02/15/2051		855		972
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5
2.850%, 12/10/2045		194		198
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.460%, 11/15/2049 (E)		620		668
Wells Fargo Commercial Mortgage Trust, Ser 2018-C48, Cl A5
4.302%, 01/15/2052		103		120
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
5.584%, VAR ICE LIBOR USD 1 Month + 5.500%, 11/25/2025 (B)		41		33
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
5.334%, VAR ICE LIBOR USD 1 Month + 5.250%, 11/25/2025 (B)		155		123
				50,219
Total Mortgage-Backed Securities (Cost $64,309) ($ Thousands)				65,169

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS ^— 3.6%
FFCB
0.460%, VAR US Treasury 3 Month Bill Money Market Yield + 0.420%, 11/07/2022	$	1,200	$	1,206
0.430%, VAR United States Secured Overnight Financing Rate + 0.380%, 05/08/2023		7,400		7,446
0.360%, VAR United States Secured Overnight Financing Rate + 0.310%, 11/07/2022		2,500		2,509
0.310%, VAR US Treasury 3 Month Bill Money Market Yield + 0.270%, 05/16/2022		3,000		3,005
0.185%, VAR United States Secured Overnight Financing Rate + 0.135%, 11/06/2023		2,000		2,005
0.140%, VAR United States Secured Overnight Financing Rate + 0.090%, 09/23/2022		500		501
FHLMC
0.375%, 07/21/2025		1,400		1,388
FHLMC MTN
0.240%, VAR United States Secured Overnight Financing Rate + 0.190%, 06/02/2022		1,000		1,001
0.180%, VAR United States Secured Overnight Financing Rate + 0.130%, 08/05/2022		2,500		2,503
FNMA
0.625%, 04/22/2025		1,300		1,304
0.500%, 06/17/2025		1,500		1,496
0.250%, 05/22/2023		1,500		1,502
0.250%, 07/10/2023		1,100		1,101
0.250%, 11/27/2023		100		100
Total U.S. Government Agency Obligations (Cost $26,995) ($ Thousands)				27,067
ASSET-BACKED SECURITIES — 2.9%
Automotive — 0.5%
Avis Budget Rental Car Funding AESOP LLC, Ser 2018-1A, Cl A
3.700%, 09/20/2024 (B)		1,000		1,057
Avis Budget Rental Car Funding AESOP LLC, Ser 2018-2A, Cl A
4.000%, 03/20/2025 (B)		1,100		1,185
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		333		333

16 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (B)	$	346	$	346
First Investors Auto Owner Trust, Ser 2020- 1A, Cl A
1.490%, 01/15/2025 (B)		162		163
Flagship Credit Auto Trust, Ser 2016-4, Cl D
3.890%, 11/15/2022 (B)		209		209
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033 (B)		510		514
				3,807
Credit Cards — 0.3%
Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A
2.090%, 07/15/2024 (B)		373		376
Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B
2.240%, 09/15/2026 (B)		152		152
World Financial Network Credit Card Master Trust, Ser 2018-B, Cl M
3.810%, 07/15/2025		715		716
World Financial Network Credit Card Master Trust, Ser 2019-B, Cl M
3.040%, 04/15/2026		830		845
				2,089
Other Asset-Backed Securities — 2.1%
Affirm Asset Securitization Trust, Ser 2020- A, Cl A
2.100%, 02/18/2025 (B)		531		534
Affirm Asset Securitization Trust, Ser 2021- Z1, Cl A
1.070%, 08/15/2025 (B)		320		320
AGL CLO 12, Ser 2021-12A, Cl A1
1.290%, VAR ICE LIBOR USD 3 Month + 1.160%, 07/20/2034 (B)		837		837
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
0.000%, 07/20/2034 (B)(F)		521		521
Ballyrock CLO 15, Ser 2021-1A, Cl C
3.266%, VAR ICE LIBOR USD 3 Month + 3.100%, 04/15/2034 (B)		500		499
Ballyrock CLO 16, Ser 2021-16A, Cl A1
1.265%, VAR ICE LIBOR USD 3 Month + 1.130%, 07/20/2034 (B)		1,054		1,054
Domino’s Pizza Master Issuer LLC, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051 (B)		394		410
Dryden 78 CLO, Ser 2020-78A, Cl C
2.084%, VAR ICE LIBOR USD 3 Month + 1.950%, 04/17/2033 (B)		660		664

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Dryden 78 CLO, Ser 2020-78A, Cl D
3.134%, VAR ICE LIBOR USD 3 Month + 3.000%, 04/17/2033 (B)	$	340	$	342
Elevation CLO, Ser 2020-11A, Cl C
2.326%, VAR ICE LIBOR USD 3 Month + 2.200%, 04/15/2033 (B)		580		580
Elmwood CLO IX, Ser 2021-2A, Cl D
3.089%, VAR ICE LIBOR USD 3 Month + 2.950%, 07/20/2034 (B)		509		508
Flatiron CLO 21, Ser 2021-1A, Cl D
3.051%, VAR ICE LIBOR USD 3 Month + 2.900%, 07/19/2034 (B)		540		539
GCI Funding I LLC, Ser 2021-1, Cl A
2.380%, 06/18/2046 (B)		301		303
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
1.204%, VAR ICE LIBOR USD 3 Month + 1.070%, 04/20/2034 (B)		553		553
Hardee’s Funding LLC, Ser 2018-1A, Cl A23
5.710%, 06/20/2048 (B)		376		426
Hardee’s Funding LLC, Ser 2020-1A, Cl A2
3.981%, 12/20/2050 (B)		265		282
Invitation Homes Trust, Ser 2018-SFR2, Cl C
1.376%, VAR ICE LIBOR USD 1 Month + 1.280%, 06/17/2037 (B)		197		197
Invitation Homes Trust, Ser 2018-SFR3, Cl C
1.393%, VAR ICE LIBOR USD 1 Month + 1.300%, 07/17/2037 (B)		377		378
Issuer LLC, Ser 2021-1, Cl A2
3.734%, 07/30/2051 (B)		724		744
Kayne CLO 7, Ser 2020-7A, Cl C
2.134%, VAR ICE LIBOR USD 3 Month + 2.000%, 04/17/2033 (B)		300		302
Magnetite XXVI, Ser 2020-26A, Cl A
1.876%, VAR ICE LIBOR USD 3 Month + 1.750%, 07/15/2030 (B)		988		988
Magnetite XXVI, Ser 2021-26A, Cl A1R
0.000%, 07/25/2034 (B)(F)		985		985
Marlette Funding Trust, Ser 2020-1A, Cl A
2.240%, 03/15/2030 (B)		2		2
Neighborly Issuer LLC, Ser 2021-1A, Cl A2
3.584%, 04/30/2051 (B)		279		289
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
1.241%, VAR ICE LIBOR USD 3 Month + 1.100%, 07/16/2035 (B)		984		984
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
1.242%, VAR ICE LIBOR USD 3 Month + 1.130%, 07/17/2035 (B)		624		624

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 17

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OCP CLO, Ser 2021-18A, Cl AR
1.224%, VAR ICE LIBOR USD 3 Month + 1.090%, 07/20/2032 (B)	$	722	$	723
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (B)		260		262
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031 (B)		460		460
Voya CLO, Ser 2019-1A, Cl DR
2.976%, VAR ICE LIBOR USD 3 Month + 2.850%, 04/15/2031 (B)		265		266
				15,576
Total Asset-Backed Securities (Cost $21,214) ($ Thousands)				21,472
SOVEREIGN DEBT — 0.8%
Canadian Government Real Return Bond
0.500%, 12/01/2050	CAD	1,470		1,284
Colombia Government International Bond
3.125%, 04/15/2031	$	213		208
Dominican Republic International Bond
4.875%, 09/23/2032 (B)		871		915
Egypt Government International Bond MTN
5.875%, 02/16/2031 (B)		682		674
Malaysia Government International Bond
3.882%, 03/10/2022	MYR	5,183		1,260
Oman Government International Bond
6.250%, 01/25/2031 (B)	$	229		250
4.875%, 02/01/2025		340		356
Qatar Government International Bond
3.400%, 04/16/2025 (B)		294		319
Saudi Government International Bond MTN
2.900%, 10/22/2025 (B)		539		576
Total Sovereign Debt (Cost $5,755) ($ Thousands)				5,842
MUNICIPAL BONDS — 0.3%
California — 0.1%
California State, Build America Bonds, GO
5.700%, 11/01/2021		620		626
New York — 0.1%
New York & New Jersey, Port Authority, Ser AAA, RB
1.086%, 07/01/2023		490		497

Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Ser D, GO
1.923%, 08/01/2031	$	530		$	532
					1,029
West Virginia — 0.1%
Tobacco Settlement Finance Authority, RB Callable 12/01/2030 @ 100
3.000%, 06/01/2035		645			666
Total Municipal Bonds (Cost $2,292) ($ Thousands)					2,321
	Shares
PREFERRED STOCK — 0.0%
Financials — 0.0%
Brookfield Property Preferred, 6.250%		39			1
Total Preferred Stock (Cost $1) ($ Thousands)					1
Total Investments in Securities — 118.0% (Cost $779,945) ($ Thousands)				$	878,578
COMMON STOCK SOLD SHORT— (12.6)%
Communication Services — (0.6)%
Altice USA Inc, Cl A *		(2,037	)		(56	)
Cable One Inc		(84	)		(176	)
Charter Communications Inc, Cl A *		(1,209	)		(987	)
Comcast Corp, Cl A		(34,659	)		(2,103	)
Discovery Inc, Cl C *		(800	)		(22	)
DISH Network Corp, Cl A *		(1,752	)		(76	)
Interpublic Group of Cos Inc/The		(2,435	)		(91	)
Liberty Broadband Corp, Cl A *		(342	)		(64	)
Liberty Broadband Corp, Cl C *		(1,033	)		(198	)
Magnite Inc *		(500	)		(15	)
New York Times Co/The, Cl A		(2,024	)		(103	)
News Corp		(732	)		(16	)
News Corp, Cl A		(4,639	)		(104	)
Nexstar Media Group Inc, Cl A		(146	)		(22	)
Omnicom Group Inc		(659	)		(48	)
Sirius XM Holdings Inc		(12,800	)		(80	)
ViacomCBS Inc, Cl B		(4,142	)		(172	)
					(4,333	)
Consumer Discretionary — (8.3)%
Acushnet Holdings Corp		(600	)		(30	)
Adient PLC *		(3,185	)		(125	)
Adtalem Global Education Inc *		(253	)		(9	)

18 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Advance Auto Parts Inc		(371	)	$	(75	)
Amazon.com Inc *		(1,570	)		(5,449	)
American Axle & Manufacturing Holdings Inc *		(2,343	)		(21	)
American Eagle Outfitters Inc		(1,200	)		(37	)
Aptiv PLC *		(10,581	)		(1,610	)
Aramark		(4,013	)		(140	)
AutoZone Inc *		(117	)		(181	)
Bath & Body Works Inc		(1,733	)		(117	)
Best Buy Co Inc		(1,865	)		(217	)
Bloomin’ Brands Inc *		(1,700	)		(46	)
Booking Holdings Inc *		(617	)		(1,419	)
BorgWarner Inc		(9,966	)		(425	)
Boyd Gaming Corp *		(1,419	)		(87	)
Bright Horizons Family Solutions Inc *		(1,158	)		(169	)
Brinker International Inc *		(759	)		(40	)
Brunswick Corp/DE		(2,175	)		(211	)
Burlington Stores Inc *		(537	)		(161	)
Caesars Entertainment Inc *		(2,669	)		(271	)
Callaway Golf Co *		(2,690	)		(75	)
Capri Holdings Ltd *		(3,201	)		(181	)
CarMax Inc *		(1,312	)		(164	)
Carnival Corp, Cl A *		(12,744	)		(308	)
Carter’s Inc		(994	)		(102	)
Carvana Co, Cl A *		(412	)		(135	)
Cavco Industries Inc *		(44	)		(11	)
Century Communities Inc		(959	)		(67	)
Cheesecake Factory Inc/The *		(700	)		(33	)
Chegg Inc *		(1,771	)		(147	)
Chipotle Mexican Grill Inc, Cl A *		(414	)		(788	)
Choice Hotels International Inc		(902	)		(108	)
Churchill Downs Inc		(773	)		(163	)
Cracker Barrel Old Country Store Inc		(300	)		(43	)
Crocs Inc *		(1,497	)		(214	)
Dana Inc		(6,936	)		(161	)
Darden Restaurants Inc		(2,166	)		(326	)
Dave & Buster’s Entertainment Inc *		(1,000	)		(37	)
Deckers Outdoor Corp *		(792	)		(331	)
Dollar General Corp		(1,940	)		(432	)
Dollar Tree Inc *		(1,327	)		(120	)
Domino’s Pizza Inc		(595	)		(308	)
DoorDash, Cl A *		(400	)		(77	)
Dorman Products Inc *		(1,180	)		(111	)
DR Horton Inc		(7,951	)		(760	)
DraftKings Inc, Cl A *		(4,500	)		(267	)
eBay Inc		(4,779	)		(367	)
Etsy Inc *		(675	)		(146	)
Expedia Group *		(2,065	)		(298	)
Fisker *		(4,700	)		(66	)
Five Below Inc *		(200	)		(43	)
Floor & Decor Holdings Inc, Cl A *		(928	)		(114	)
Foot Locker Inc		(1,000	)		(57	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Ford Motor Co *		(150,157	)	$	(1,957	)
Fox Factory Holding Corp *		(1,500	)		(230	)
frontdoor Inc *		(100	)		(4	)
GameStop Corp, Cl A *		(400	)		(87	)
Gap Inc/The		(1,700	)		(45	)
Garmin Ltd		(3,967	)		(692	)
General Motors Co *		(51,304	)		(2,514	)
Gentex Corp		(11,309	)		(348	)
Gentherm Inc *		(1,360	)		(117	)
Genuine Parts Co		(1,660	)		(203	)
G-III Apparel Group Ltd *		(700	)		(22	)
Goodyear Tire & Rubber Co/The *		(10,915	)		(173	)
GoPro Inc, Cl A *		(1,851	)		(18	)
Grand Canyon Education Inc *		(455	)		(41	)
H&R Block Inc		(803	)		(21	)
Hanesbrands Inc		(7,970	)		(149	)
Harley-Davidson Inc		(6,713	)		(265	)
Hasbro Inc		(3,561	)		(350	)
Helen of Troy Ltd *		(764	)		(183	)
Hilton Grand Vacations Inc *		(1,500	)		(66	)
Hilton Worldwide Holdings Inc *		(4,931	)		(616	)
Home Depot Inc/The		(7,742	)		(2,525	)
Installed Building Products Inc		(822	)		(102	)
iRobot Corp *		(553	)		(45	)
Jack in the Box Inc		(587	)		(62	)
Johnson Outdoors Inc, Cl A		(195	)		(22	)
KB Home		(2,397	)		(103	)
Kohl’s Corp		(1,200	)		(69	)
Kontoor Brands Inc		(1,000	)		(54	)
Las Vegas Sands Corp *		(5,486	)		(245	)
Laureate Education Inc, Cl A *		(900	)		(14	)
La-Z-Boy Inc, Cl Z		(359	)		(13	)
LCI Industries		(1,029	)		(146	)
Lear Corp		(2,589	)		(414	)
Leggett & Platt Inc		(4,001	)		(194	)
Lennar Corp, Cl A		(6,436	)		(691	)
Lennar Corp, Cl B		(600	)		(53	)
LGI Homes Inc *		(567	)		(91	)
Lithia Motors Inc, Cl A		(200	)		(66	)
LKQ Corp *		(3,008	)		(158	)
Lowe’s Cos Inc		(5,335	)		(1,088	)
Lululemon Athletica Inc *		(2,648	)		(1,060	)
M/I Homes Inc *		(662	)		(43	)
Macy’s Inc		(2,200	)		(49	)
Malibu Boats Inc, Cl A *		(900	)		(64	)
Marriott International Inc/MD, Cl A *		(4,361	)		(589	)
Marriott Vacations Worldwide Corp *		(734	)		(110	)
Mattel *		(8,761	)		(187	)
McDonald’s Corp		(11,993	)		(2,848	)
MDC Holdings Inc		(2,082	)		(109	)
Meritage Homes Corp *		(1,094	)		(122	)
MGM Resorts International		(6,438	)		(274	)

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 19

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Mohawk Industries Inc *		(1,415	)	$	(280	)
Murphy USA Inc		(100	)		(16	)
Newell Brands		(9,282	)		(236	)
NIKE Inc, Cl B		(27,586	)		(4,545	)
Nordstrom Inc *		(1,200	)		(34	)
Norwegian Cruise Line Holdings Ltd *		(4,886	)		(126	)
NVR Inc *		(93	)		(482	)
Ollie’s Bargain Outlet Holdings Inc *		(478	)		(35	)
O’Reilly Automotive Inc *		(452	)		(269	)
Overstock.com Inc *		(500	)		(36	)
Papa John’s International Inc		(462	)		(59	)
Peloton Interactive Inc, Cl A *		(5,957	)		(597	)
Penn National Gaming Inc *		(2,510	)		(204	)
Perdoceo Education Corp *		(634	)		(7	)
Planet Fitness Inc, Cl A *		(1,519	)		(123	)
Polaris Inc		(1,467	)		(176	)
Pool Corp		(295	)		(146	)
PulteGroup Inc		(6,833	)		(368	)
Purple Innovation Inc, Cl A *		(300	)		(7	)
PVH Corp *		(1,908	)		(200	)
QuantumScape, Cl A *		(2,700	)		(59	)
Qurate Retail Inc		(1,600	)		(18	)
Ralph Lauren Corp, Cl A		(1,074	)		(125	)
RH *		(100	)		(70	)
Ross Stores Inc		(2,485	)		(294	)
Royal Caribbean Cruises Ltd *		(2,953	)		(244	)
Scientific Games Corp, Cl A *		(1,038	)		(75	)
SeaWorld Entertainment Inc *		(700	)		(34	)
Service Corp International/US		(3,438	)		(216	)
Shake Shack Inc, Cl A *		(400	)		(35	)
Six Flags Entertainment Corp *		(594	)		(25	)
Skechers USA Inc, Cl A *		(3,068	)		(155	)
Skyline Champion Corp *		(750	)		(47	)
Smith & Wesson Brands Inc		(2,001	)		(48	)
Sonos Inc *		(2,304	)		(92	)
Standard Motor Products Inc		(1,909	)		(82	)
Starbucks Corp		(18,430	)		(2,165	)
Steven Madden Ltd		(2,000	)		(81	)
Stitch Fix Inc, Cl A *		(400	)		(17	)
Stoneridge Inc *		(1,270	)		(30	)
Strategic Education Inc		(289	)		(23	)
Stride Inc *		(1,600	)		(55	)
Sturm Ruger & Co Inc		(301	)		(24	)
Tapestry Inc		(6,123	)		(247	)
Target Corp		(3,741	)		(924	)
Taylor Morrison Home Corp, Cl A *		(4,351	)		(122	)
Tempur Sealy International Inc		(4,348	)		(194	)
Tenneco Inc, Cl A *		(2,374	)		(37	)
Terminix Global Holdings Inc *		(2,290	)		(95	)
Tesla Inc *		(7,544	)		(5,550	)
Texas Roadhouse Inc, Cl A		(972	)		(92	)
Thor Industries Inc		(2,058	)		(233	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
TJX Cos Inc/The		(8,159	)	$	(593	)
Toll Brothers Inc		(3,045	)		(195	)
TopBuild Corp *		(1,043	)		(228	)
Tractor Supply Co		(760	)		(148	)
Travel + Leisure Co		(1,952	)		(107	)
Tri Pointe Homes Inc *		(3,344	)		(79	)
Tupperware Brands Corp *		(1,400	)		(33	)
Ulta Beauty Inc *		(315	)		(122	)
Under Armour Inc, Cl A *		(3,608	)		(83	)
Under Armour Inc, Cl C *		(5,441	)		(109	)
Vail Resorts Inc		(700	)		(213	)
VF Corp		(8,176	)		(625	)
Victoria’s Secret & Co *		(578	)		(38	)
Vista Outdoor Inc *		(1,960	)		(80	)
Visteon Corp *		(1,427	)		(151	)
Wayfair Inc, Cl A *		(558	)		(157	)
Wendy’s Co/The		(3,372	)		(78	)
Whirlpool Corp		(1,594	)		(353	)
Williams-Sonoma Inc		(771	)		(144	)
Wingstop Inc		(600	)		(103	)
Winnebago Industries Inc		(1,169	)		(81	)
Wolverine World Wide Inc		(1,654	)		(59	)
Workhorse Group Inc *		(3,900	)		(38	)
WW International Inc *		(1,300	)		(28	)
Wyndham Hotels & Resorts Inc		(1,866	)		(136	)
Wynn Resorts Ltd *		(1,664	)		(169	)
XPEL Inc *		(500	)		(38	)
YETI Holdings Inc *		(1,819	)		(181	)
Yum China Holdings Inc		(5,941	)		(366	)
Yum! Brands Inc		(4,938	)		(647	)
					(61,947	)
Information Technology — (2.4)%
Advanced Micro Devices Inc *		(4,132	)		(458	)
Amphenol Corp, Cl A		(3,200	)		(245	)
Analog Devices Inc		(1,025	)		(167	)
Apple Inc		(35,523	)		(5,393	)
Applied Materials Inc		(3,622	)		(489	)
Arista Networks Inc *		(300	)		(111	)
Arrow Electronics Inc *		(898	)		(109	)
Broadcom		(1,658	)		(824	)
CDW Corp/DE		(983	)		(197	)
Ciena Corp *		(900	)		(51	)
Cisco Systems Inc/Delaware		(18,287	)		(1,079	)
Cognex Corp		(900	)		(80	)
Corning Inc		(4,395	)		(176	)
Dell Technologies Inc, Cl C *		(1,237	)		(121	)
Enphase Energy Inc *		(366	)		(64	)
Entegris Inc		(500	)		(60	)
ePlus Inc *		(100	)		(11	)
F5 Networks Inc *		(403	)		(82	)

20 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Fabrinet *		(510	)	$	(53	)
Hewlett Packard Enterprise Co		(8,557	)		(132	)
HP Inc		(5,693	)		(169	)
II-VI Inc *		(418	)		(26	)
Intel Corp		(16,471	)		(890	)
Jabil Inc		(1,278	)		(79	)
Juniper Networks Inc		(566	)		(16	)
Keysight Technologies Inc *		(967	)		(173	)
KLA Corp		(641	)		(218	)
Lam Research Corp		(577	)		(349	)
Lumentum Holdings Inc *		(100	)		(9	)
Marvell Technology Inc		(3,633	)		(222	)
Microchip Technology Inc		(987	)		(155	)
Micron Technology Inc		(4,377	)		(323	)
MKS Instruments Inc		(424	)		(62	)
Monolithic Power Systems Inc		(278	)		(138	)
Motorola Solutions Inc		(930	)		(227	)
NetApp Inc		(1,328	)		(118	)
Novanta Inc *		(100	)		(15	)
NVIDIA Corp		(9,028	)		(2,021	)
NXP Semiconductors NV		(700	)		(151	)
ON Semiconductor Corp *		(577	)		(26	)
PC Connection Inc		(100	)		(5	)
Pure Storage Inc, Cl A *		(1,112	)		(29	)
Qorvo Inc *		(439	)		(83	)
QUALCOMM Inc		(4,596	)		(674	)
Skyworks Solutions Inc		(992	)		(182	)
Super Micro Computer Inc *		(748	)		(27	)
SYNNEX Corp		(500	)		(64	)
Teradyne Inc		(903	)		(110	)
Texas Instruments Inc		(4,087	)		(780	)
Trimble Inc *		(876	)		(83	)
Universal Display Corp		(146	)		(30	)
Western Digital Corp *		(1,310	)		(83	)
Xerox Holdings Corp		(1,000	)		(23	)
Xilinx Inc		(762	)		(119	)
Zebra Technologies Corp, Cl A *		(186	)		(109	)
					(17,690	)
Materials — (1.3)%
Air Products and Chemicals Inc		(2,599	)		(700	)
Albemarle Corp		(1,000	)		(237	)
Alcoa Corp *		(1,500	)		(67	)
Amcor PLC		(18,662	)		(240	)
AptarGroup Inc		(800	)		(108	)
Avery Dennison Corp		(939	)		(212	)
Axalta Coating Systems Ltd *		(2,073	)		(63	)
Ball Corp		(3,383	)		(325	)
Berry Global Group Inc *		(1,754	)		(118	)
Celanese Corp, Cl A		(1,119	)		(177	)
CF Industries Holdings Inc		(1,459	)		(66	)

Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Chemours Co/The		(1,900	)	$	(64	)
Cleveland-Cliffs Inc *		(4,200	)		(99	)
Commercial Metals Co		(1,269	)		(41	)
Corteva Inc		(6,911	)		(304	)
Crown Holdings Inc		(1,465	)		(161	)
Dow Inc		(7,029	)		(442	)
DuPont de Nemours Inc		(4,993	)		(370	)
Eastman Chemical Co		(1,240	)		(140	)
Ecolab Inc		(2,623	)		(591	)
Element Solutions Inc		(800	)		(18	)
FMC Corp		(1,643	)		(154	)
Freeport-McMoRan Inc, Cl B		(13,437	)		(489	)
Graphic Packaging Holding Co		(2,440	)		(50	)
Hecla Mining Co		(3,105	)		(19	)
Huntsman Corp		(1,269	)		(33	)
International Flavors & Fragrances Inc		(1,881	)		(285	)
International Paper Co		(4,162	)		(250	)
Louisiana-Pacific Corp		(974	)		(62	)
LyondellBasell Industries NV, Cl A		(2,700	)		(271	)
Martin Marietta Materials Inc		(453	)		(173	)
Mosaic Co/The		(2,361	)		(76	)
Newmont Corp		(8,092	)		(469	)
Nucor Corp		(3,024	)		(355	)
Olin Corp		(900	)		(45	)
Packaging Corp of America		(1,132	)		(172	)
PPG Industries Inc		(2,476	)		(395	)
Reliance Steel & Aluminum Co		(1,181	)		(177	)
Royal Gold Inc		(800	)		(89	)
RPM International Inc		(1,825	)		(150	)
Scotts Miracle-Gro Co/The, Cl A		(575	)		(90	)
Sealed Air Corp		(1,348	)		(82	)
Sherwin-Williams Co/The		(2,391	)		(726	)
Sonoco Products Co		(488	)		(32	)
Southern Copper Corp		(925	)		(58	)
Steel Dynamics Inc		(2,216	)		(150	)
United States Steel Corp		(900	)		(24	)
Valvoline Inc		(1,300	)		(39	)
Vulcan Materials Co		(1,042	)		(194	)
Westrock Co		(2,906	)		(151	)
					(9,803	)
Total Common Stock Sold Short (Proceeds $69,915) ($ Thousands)					(93,773	)
Total Investments Sold Short — (12.6)% (Proceeds $69,915) ($ Thousands)				$	(93,773	)

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 21

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Contracts			Market Value ($ Thousands)
PURCHASED OPTIONS* — 0.2%
Total Purchased Options (I) (Cost $1,839) ($ Thousands)		541		$	1,504
WRITTEN OPTIONS* — (0.1)%
Total Written Options (I) (Premiums Received $576) ($ Thousands)		(505	)	$	(500	)

A list of the exchange traded option contracts held by the Fund at August 31, 2021, is as follows:

Description	Number of Contracts		Notional Amount             (Thousands) †			Exercise Price		Expiration Date		Value             (Thousands)
PURCHASED OPTIONS *^— 0.2%
Put Options
December 2021, Coffee		12	$	20			$155.00		11/20/2021	$	6
November 2021, Crude Oil		41		21			55.00		9/18/2021		2
October 2021, Cattle		38		30			122.00		10/16/2021		9
October 2021, LME Lead		26		33			2,250.00		10/16/2021		37
October 2021, Natural Gas		51		97			3.90		9/18/2021		23
September 2021, LME Lead		32		37			2,250.00		9/18/2021		3
September 2021, LME Nickel		16		29			18,000.00		9/18/2021		1
				267							81
Call Options
December 2021, Cotton		34		189			80.00		11/20/2021		222
December 2021, Crude Oil		21		41			80.00		10/16/2021		13
December 2021, Gold		24		316			1,695.00		11/20/2021		322
January 2022, Natural Gas		39		164			5.00		12/18/2021		187
March 2022, Crude Oil		60		72			85.00		1/22/2022		55
November 2021, Soybean		42		345			1,300.00		10/16/2021		77
March 2021, Primary Aluminum		47		202			2,400.00		10/16/2021		378
March 2021, Primary Aluminum		47		231			2,400.00		9/18/2021		169
September 2021, Zinc		11		12			3,150.00		9/18/2021		–
				1,572							1,423
Total Purchased Options			$	1,839						$	1,504
WRITTEN OPTIONS *^— (0.1)%
Put Options
December 2021, Crude Oil		(21)	$	(30	)		60.00		10/16/21	$	(12	)
January 2022, Natural Gas		(10)		(19	)		3.50		12/18/21		(10	)
November 2021, Crude Oil		(41)		(4	)		45.00		09/18/21		–
November 2021, Crude Oil		(22)		(21	)		60.00		09/18/21		(3	)
October 2021, Cattle		(38)		(11	)		115.00		10/16/21		(2	)
October 2021, Natural Gas		(50)		(25	)		3.50		09/18/21		(4	)
				(110	)						(31	)
Call Options
December 2021, Coffee		(12)		(21	)		300.00		11/20/21		(8	)
December 2021, Cotton		(34)		(29	)		105.00		11/20/21		(24	)
December 2021, Crude Oil		(4)		(2	)		90.00		10/16/21		–
December 2021, Gold		(24)		(51	)		1,950.00		11/20/21		(32	)
January 2022, Natural Gas		(12)		(67	)		4.20		12/18/21		(89	)

22 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Description	Number of Contracts		Notional Amount         (Thousands) †			Exercise Price		Expiration Date		Value             (Thousands)
WRITTEN OPTIONS (continued)
January 2022, Natural Gas		(78)	$	(140	)		$7.00		12/18/21	$	(162	)
March 2022, Crude Oil		(60)		(26	)		100.00		01/22/22		(12	)
March 2022, Natural Gas		(11)		(71	)		3.85		02/19/22		(83	)
November 2021, Soybean		(15)		(10	)		1,800.00		10/16/21		–
October 2021, LME Lead		(26)		(36	)		2,350.00		10/16/21		(24	)
March 2021, Primary Aluminum		(24)		(5	)		3,000.00		10/16/21		(7	)
March 2021, Primary Aluminum		(23)		(8	)		2,800.00		10/16/21		(28	)
				(466	)						(469	)
Total Written Options			$	(576	)					$	(500	)

† Represents cost.

A list of the open futures contracts held by the Fund at August 31, 2021, is as follows:

Type of Contract	Number of Contracts	Expiration     Date		Notional Amount (Thousands)		Value       (Thousands)		Unrealized Appreciation/     (Depreciation) (Thousands)
Long Contracts
Brent Crude^	17		Dec-2021		$                  1,203	$	1,198	$	(5	)
Brent Crude^	85		Oct-2021		6,258		6,089		(169	)
Brent Crude^	17		Oct-2021		1,153		1,218		65
Coffee C^	54		Dec-2021		3,770		3,967		197
Copper^	55		Jan-2022		5,922		6,016		94
Copper^	18		Jan-2022		1,974		1,969		(5	)
Corn^	147		Dec-2021		4,013		3,927		(86	)
Cotton No. 2^	2		Mar-2022		92		92		–
Cotton No. 2^	65		Dec-2021		3,077		3,007		(70	)
Gasoline^	6		Oct-2021		516		521		5
Gold^	37		Jan-2022		6,703		6,727		24
Heating Oil^	22		Oct-2021		1,930		1,963		33
ICE White Sugar^	45		Sep-2021		1,011		1,087		76
KC HRW Wheat^	41		Dec-2021		1,489		1,460		(29	)
Lean Hogs^	39		Oct-2021		1,361		1,385		24
Lean Hogs^	44		Dec-2021		1,419		1,442		23
Lean Hogs^	39		Oct-2021		1,404		1,385		(19	)
Live Cattle^	43		Nov-2021		2,171		2,183		12
LME Lead^	32		Dec-2021		1,832		1,802		(30	)
LME Lead^	73		Sep-2021		4,274		4,172		(102	)
LME Nickel^	16		Nov-2021		1,843		1,877		34
LME Nickel^	2		Dec-2021		234		235		1
LME Zinc^	11		Dec-2021		818		827		9
Low Sulphur Gasoil^	46		Jan-2022		2,723		2,727		4
Low Sulphur Gasoil^	69		Nov-2021		4,003		4,133		130
Natural Gas^	134		Jan-2022		5,428		6,114		686
Natural Gas^	64		Oct-2021		2,670		2,832		162
NY Harbor ULSD^	35		Jan-2022		3,111		3,108		(3	)
NY Harbor ULSD^	11		Nov-2021		921		981		60
Silver^	23		Jan-2022		2,708		2,761		53
Soybean^	124		Nov-2021		8,516		8,013		(503	)
Soybean Meal^	114		Dec-2021		4,291		3,940		(351	)
Soybean Oil^	12		Jan-2022		438		423		(15	)
Soybean Oil^	88		Dec-2021		3,437		3,102		(335	)
Sugar No. 11^	76		Oct-2021		1,508		1,689		181
Ultra 10-Year U.S. Treasury Notes	2		Dec-2021		296		296		–
Wheat^	75		Dec-2021		2,787		2,708		(79	)
WTI Crude Oil^	89		May-2022		6,005		5,837		(168	)

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 23

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Type of Contract	Number of Contracts		Expiration     Date		Notional Amount (Thousands)			Value       (Thousands)			Unrealized Appreciation/     (Depreciation) (Thousands)
WTI Crude Oil^		121		Oct-2021	$	8,194		$	8,259		$	65
						111,503			111,472			(31	)
Short Contracts
90-Day Euro$		(60)		Mar-2022	$	(14,975	)	$	(14,978	)	$	(3	)
90-Day Euro$		(25)		Sep-2022		(6,229	)		(6,233	)		(4	)
Corn^		(8)		Dec-2021		(212	)		(214	)		(2	)
Cotton No. 2^		(7)		Dec-2021		(314	)		(324	)		(10	)
Feeder Cattle^		(30)		Oct-2021		(2,482	)		(2,516	)		(34	)
Live Cattle^		(22)		Jan-2022		(1,178	)		(1,175	)		3
Live Cattle^		(6)		Mar-2022		(331	)		(331	)		–
LME Primary Aluminum^		(47)		Oct-2021		(2,998	)		(3,191	)		(193	)
MSCI EAFE Index		(92)		Sep-2021		(10,864	)		(10,817	)		47
Natural Gas^		(4)		Nov-2021		(167	)		(181	)		(14	)
NYMEX Cocoa^		(3)		Dec-2021		(76	)		(76	)		–
Palladium^		(6)		Jan-2022		(1,582	)		(1,483	)		99
Platinum^		(23)		Jan-2022		(1,159	)		(1,169	)		(10	)
S&P 500 Index E-MINI		(97)		Sep-2021		(20,547	)		(21,924	)		(1,377	)
Soybean Oil^		(20)		Dec-2021		(742	)		(705	)		37
Sugar No. 11^		(37)		Oct-2021		(828	)		(822	)		6
U.S. 2-Year Treasury Notes		(180)		Jan-2022		(39,632	)		(39,659	)		(27	)
U.S. 5-Year Treasury Notes		(195)		Jan-2022		(24,110	)		(24,125	)		(15	)
U.S. 10-Year Treasury Notes		(85)		Dec-2021		(11,295	)		(11,344	)		(49	)
U.S. Ultra Long Treasury Bond		(21)		Dec-2021		(4,129	)		(4,143	)		(14	)
WTI Crude Oil^		(41)		Nov-2021		(2,769	)		(2,786	)		(17	)
						(146,619	)		(148,196	)		(1,577	)
					$	(35,116	)	$	(36,724	)	$	(1,608	)

A list of the open forward foreign currency contracts held by the Fund at August 31, 2021, is as follows:

Counterparty	Settlement Date			Currency to Deliver (Thousands)			Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) (Thousands)
Bank of America		09/30/21	USD		3,553	RUB		265,306	$	54
Brown Brothers Harriman		09/24/21	CAD		456	USD		363		3
Brown Brothers Harriman		10/13/21	SEK		2,894	USD		336		2
Brown Brothers Harriman		10/13/21	SEK		2,724	USD		313		(3	)
Citigroup		11/09/21	AUD		10,337	USD		7,449		(107	)
Deutsche Bank		11/08/21	EUR		578	USD		686		4
Morgan Stanley		09/23/21	MYR		5,636	USD		1,363		5
Morgan Stanley		09/24/21	CAD		12,686	USD		10,179		139
Societe Generale		10/13/21	SEK		75,775	USD		8,805		28
									$	125

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2021, is as follows:

Credit Default Swaps
Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CBMX.BBB.577808	Sell	3.00%	Monthly	09/17/2058		$(2,900)	$	(230	)	$	(343	)	$	113
CDX.NAIGS.36V1-5Y	Buy	1.00%	Quarterly	06/20/2026		48,950		(1,234	)		(971	)		(263	)
China	Buy	1.00%	Quarterly	06/20/2026		20,500		(654	)		(639	)		(15	)
CMBX.BBB.577807	Buy	3.00%	Monthly	05/11/2063		1,400		383			376			7
Malaysia	Buy	1.00%	Quarterly	06/20/2026		36,970		(963	)		(974	)		11
							$	(2,698	)	$	(2,551	)	$	(147	)

24 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Interest Rate Swaps
Fund Pays	Fund Receives	Payment Frequency	Termination Date	Currency	Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
3-MONTH SEK -STIBOR	-0.165%	Annually	08/30/2024	SEK		170,000	$	(177	)	$	–	$	(177	)
1.9905	3-MONTH USD - LIBOR	Quarterly	04/21/2025	USD		2,040		(99	)		–		(99	)
2.4875%	3-MONTH USD - LIBOR	Quarterly	06/09/2025	USD		1,240		(84	)		–		(84	)
2.293%	3-MONTH USD - LIBOR	Quarterly	08/04/2025	USD		1,833		(114	)		–		(114	)
1.487	3-MONTH USD - LIBOR	Quarterly	10/04/2026	USD		7,010		(212	)		–		(212	)
1.66	3-MONTH USD - LIBOR	Quarterly	11/08/2026	USD		1,040		(41	)		–		(41	)
1.67	3-MONTH USD - LIBOR	Quarterly	11/09/2026	USD		1,230		(50	)		–		(50	)
2.44	3-MONTH USD -LIBOR	Quarterly	04/04/2027	USD		3,640		(298	)		–		(298	)
0.5575%	3-MONTH USD - LIBOR	Quarterly	06/05/2027	USD		15,050		357			–		357
2.3545	3-MONTH USD - LIBOR	Quarterly	07/12/2027	USD		720		(57	)		–		(57	)
2.1495%	3-MONTH USD - LIBOR	Quarterly	06/04/2029	USD		5,145		(374	)		–		(374	)
1.593%	3-MONTH USD - LIBOR	Quarterly	09/27/2029	USD		2,440		(73	)		–		(73	)
.6165%	3-MONTH USD - LIBOR	Quarterly	05/21/2031	USD		17,160		(513	)		–		(513	)
2.631%	3-MONTH USD - LIBOR	Quarterly	11/10/2035	USD		1,300		(190	)		–		(190	)
2.297	3-MONTH CAD - CDOR	Semi-Annually	03/03/2051	CAD		530		(23	)		–		(23	)
2.3325%	3-MONTH CAD -CDOR	Semi-Annually	03/04/2051	CAD		1,590		(51	)		–		(51	)
							$	(1,999	)	$	–	$	(1,999	)

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 25

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

A list of the open OTC swap agreements held by the Fund at August 31, 2021, is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Credit Suisse	CMBX.NA.A.6 Index	Sell	2.00%	Monthly	05/11/2063	$(1,125)	$	(112	)	$	(24	)	$	(88	)
Credit Suisse	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	12/31/2049	(778)		(213	)		(50	)		(163	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	12/31/2049	(217)		(59	)		(13	)		(46	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	12/31/2049	(565)		(154	)		(40	)		(114	)
Deutsche Bank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	12/31/2049	(172)		(47	)		(20	)		(27	)
Deutsche Bank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	12/31/2049	(29)		(8	)		(2	)		(6	)
Credit Suisse	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	12/31/2049	(162)		(44	)		(10	)		(34	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(182)		(50	)		(29	)		(21	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(254)		(69	)		(40	)		(29	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(16)		(4	)		(2	)		(2	)
JPMorgan Chase	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(143)		(39	)		(13	)		(26	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(289)		(79	)		(38	)		(41	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(190)		(52	)		(19	)		(33	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(28)		(8	)		(3	)		(5	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Quarterly	05/11/2063	(55)		(15	)		(6	)		(9	)
Citibank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(29)		(8	)		(4	)		(4	)
Credit Suisse	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(965)		(264	)		(137	)		(127	)
Credit Suisse	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(243)		(66	)		(35	)		(31	)
JPMorgan Chase	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(34)		(9	)		(3	)		(6	)
Deutsche Bank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(28)		(8	)		(3	)		(5	)
Deutsche Bank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(100)		(27	)		(11	)		(16	)
Deutsche Bank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(100)		(27	)		(11	)		(16	)
Citibank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(4)		(1	)		(1	)		—
Citibank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(21)		(6	)		(3	)		(3	)
Citibank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(29)		(8	)		(4	)		(4	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(750)		(205	)		(57	)		(148	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(166)		(45	)		(14	)		(31	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(14)		(4	)		(1	)		(3	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(28)		(8	)		(2	)		(6	)
Goldman Sachs	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(163)		(45	)		(24	)		(21	)
Citibank	CMBX.NA.BBB.6 Index	Sell	3.00%	Monthly	05/11/2063	(15)		(4	)		(1	)		(3	)
JPMorgan Chase	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(185)		(51	)		(22	)		(29	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(32)		(9	)		(4	)		(5	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Quarterly	05/11/2063	(46)		(12	)		(6	)		(6	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Quarterly	05/11/2063	(33)		(9	)		(4	)		(5	)
JPMorgan Chase	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(35)		(10	)		(3	)		(7	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(90)		(25	)		(10	)		(15	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(65)		(18	)		(7	)		(11	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(45)		(12	)		(5	)		(7	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(19)		(5	)		(2	)		(3	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(64)		(17	)		(7	)		(10	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Quarterly	05/11/2063	(29)		(8	)		(4	)		(4	)
JPMorgan Chase	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(535)		(146	)		(63	)		(83	)
Credit Suisse	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(108)		(29	)		(13	)		(16	)
Credit Suisse	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(4)		(1	)		—			(1	)
Goldman Sachs	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(20)		(5	)		(2	)		(3	)
JPMorgan Chase	CMBX.NA.BBB-.6 Index	Sell	3.00%	Quarterly	05/11/2063	(91)		(24	)		(11	)		(13	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(7)		(2	)		(1	)		(1	)
Citibank	CMBX.NA.BBB-.6 Index	Sell	3.00%	Monthly	05/11/2063	(90)		(25	)		(10	)		(15	)
Morgan Stanley	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	531		42			107			(65	)
Morgan Stanley	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	266		21			51			(30	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	531		42			106			(64	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	2,255		178			452			(274	)

26 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/Receives Rate	Payment Frequency	Termination Date	Notional Amount (Thousands)	Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	$1,127	$	89		$	221	$	(132	)
Citibank	CMBX.NA.BBB-.9	Buy	3.00%	Monthly	09/17/2058	57		4			11		(7	)
Citibank	CMBX.NA.BBB-.9 Index	Buy	3.00%	Monthly	09/17/2058	509		40			39		1
Citibank	CMBX.NA.BBB-.9 Index	Buy	3.00%	Monthly	09/17/2058	1,018		80			71		9
Citibank	CMBX.NA.BBB-.9 Index	Buy	3.00%	Monthly	09/17/2058	1,255		99			84		15
Citibank	CMBX.NA.BBB-.9 Index	Buy	3.00%	Quarterly	09/17/2058	264		20			17		3
Citibank	CMBX.NA.BBB-.9 Index	Buy	3.00%	Monthly	09/17/2058	251		20			17		3
Citibank	CMBX.NA.BBB-.9 Index	Buy	3.00%	Monthly	09/17/2058	1,018		80			73		7
Citibank	CMBX.NA.BBB-.9 Index	Buy	3.00%	Quarterly	09/17/2058	265		20			17		3
Goldman Sachs	CMBX-BBB-557874	Buy	3.00%	Monthly	09/17/2058	498		39			85		(46	)
Citibank	CMBX-BBB-560152	Buy	3.00%	Monthly	09/17/2058	532		42			106		(64	)
Citibank	CMBX-BBB-561625	Buy	3.00%	Monthly	09/17/2058	55		4			11		(7	)
JPMorgan Chase	CMBX-BBB-562055	Buy	3.00%	Monthly	09/17/2058	232		18			46		(28	)
							$	(1,258	)	$	720	$	(1,978	)

Total Return Swaps

Counterparty

Reference Entity/ Obligation

Fund Pays

Fund Receives

Payment Frequency

Termination Date

Currency

Notional Amount (Thousands)

Value (Thousands)

Upfront Payments/ Receipts (Thousands)

Net Unrealized Appreciation (Depreciation) (Thousands)

BNP Paribas

iBoxx$ Liquid High Yield Index

INDEX RETURN

3-MONTH USD-LIBOR

Quarterly

09/20/2021

USD

4,583

$

(63

)

$

–

$

(63

)

JPMorgan Chase

iBoxx$ Liquid High Yield Index

3-MONTH USD -LIBOR

INDEX RETURN

Quarterly

09/20/2021

USD

7,958

(93

)

–

(93

)

Macquarie Bank Limited

Bloomberg Commodity Index^

US T-BILL HIGH DISCOUNT RATE + 9 BPS

INDEX RETURN

Monthly

10/06/2021

USD

(10,016)

171

–

171

Macquarie Bank Limited

MacQuarie Commodity Product 251E^

0.33%

INDEX RETURN

Monthly

09/04/2021

USD

(1,896)

(1

)

–

(1

)

Merrill Lynch

Bloomberg Commodity Index^

US T-BILL HIGH DISCOUNT RATE + 11 BPS

INDEX RETURN

Monthly

10/06/2021

USD

(14,584)

249

–

249

Merrill Lynch

Bloomberg Commodity Index^

US T-BILL HIGH DISCOUNT RATE + 12 BPS

INDEX RETURN

Monthly

10/06/2021

USD

(2,092)

35

–

35

Merrill Lynch

BofA Merrill Lynch Commodity Total Return Index^

3-Month U.S. Treasury rate plus 13 BPS

INDEX RETURN

Monthly

09/04/2021

USD

(2,534)

23

–

23

Societe Generale

Bloomberg Commodity Index^

US T-BILL HIGH DISCOUNT RATE + 11 BPS

INDEX RETURN

Monthly

10/06/2021

USD

(8,927)

152

–

152

Societe Generale

Bloomberg Commodity Index^

US T-BILL HIGH DISCOUNT RATE + 14 BPS

INDEX RETURN

Monthly

10/06/2021

USD

(2,279)

38

–

38

Societe Generale

Societe Generale Commodities Custom Alpha 061 Index^

0.35%

INDEX RETURN

Monthly

09/04/2021

USD

(3,083)

(8

)

–

(8

)

$

503

$

–

$

503

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 27

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

As of August 31, 2021, the Reverse Repurchase Agreements held by the Fund are listed below:

Principal Amount ($ Thousands)		Counterparty	Rate			Maturity	Value ($ Thousands)
	$(18,755)	Chase Securities		0.12	%	Open Ended		$(18,755)
	(5,746)	Chase Securities		0.11	%	Open Ended		(5,746)
	(4,690)	Chase Securities		0.10	%	Open Ended		(4,690)
	(70,665)	HSBC		0.09	%	Open Ended		(70,665)
	(55,281)	HSBC		0.08	%	Open Ended		(55,281)
								$(155,137)

Percentages are based on Net Assets of $744,671 ($ Thousands).

^ Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of August 31, 2021.

* Non-income producing security.

^‡  Real Estate Investment Trust.

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

(B) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2021, the value of these securities amounted to $86,000 ($ Thousands), representing 11.5% of the Net Assets of the Fund.

(C) Security is in default on interest payment.

(D) Perpetual security with no stated maturity date.

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

(F) No interest rate available.

(G) Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements.

(H) Security, or portion thereof, has been pledged as collateral on securities sold short.

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

AUD — Australian Dollar

BPS — Basis Points

CAD — Canadian Dollar

CDOR — Canadian Dollar Offered Rate

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

EUR — Euro

FFCB — Federal Farm Credit Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

HRW — Hard Red Winter

ICE — Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

LME — London Metal Exchange

Ltd — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MYR — Malaysian Ringgit

NYMEX — New York Mercantile Exchange

OTC — Over The Counter

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P — Standard & Poor’s

SEK — Swedish Krona

Ser — Series

STACR — Structured Agency Credit Risk

STIBOR — Stockholm Interbank Offered Rate

TBA — To Be Announced

ULSD — Ultra-Low Sulfur Diesel

UMBS — Uniform Mortgage Backed Securities

USD — U.S. Dollar

VAR — Variable Rate

WTI — West Texas Intermediate

The following is a list of the level of inputs used as of August 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–			466,715		–		466,715
Common Stock		208,737			–		–		208,737
Corporate Obligations		–			81,254		–		81,254
Mortgage-Backed Securities		–			65,169		–		65,169
U.S. Government Agency Obligations		–			27,067		–		27,067
Asset-Backed Securities		–			21,472		–		21,472
Sovereign Debt		–			5,842		–		5,842
Municipal Bonds		–			2,321		–		2,321
Preferred Stock		–			1		–		1
Total Investments in Securities		208,737			669,841		–		878,578
Securities Sold Short
Common Stock		(93,773	)		–		–		(93,773	)
Total Securities Sold Short		(93,773	)		–		–		(93,773	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		1,504			–			–		1,504
Written Options		(500	)		–			–		(500	)
Futures Contracts*
Unrealized Appreciation		2,130			–			–		2,130
Unrealized Depreciation		(3,738	)		–			–		(3,738	)
Forwards Contracts*
Unrealized Appreciation		–			235			–		235
Unrealized Depreciation		–			(110	)		–		(110	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			131			–		131
Unrealized Depreciation		–			(278	)		–		(278	)
Interest Rate Swaps*
Unrealized Appreciation		–			357			–		357
Unrealized Depreciation		–			(2,356	)		–		(2,356	)
OTC Swaps
Credit Default Swaps*
Unrealized Appreciation		–			41			–		41
Unrealized Depreciation		–			(2,019	)		–		(2,019	)
Total Return Swaps*
Unrealized Appreciation		–			668			–		668
Unrealized Depreciation		–			(165	)		–		(165	)
Reverse Repurchase Agreements		–			(155,137	)		–		(155,137	)
Total Other Financial Instruments		(604	)		(158,633	)		–		(159,237	)

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

28 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Continued)

For the period ended August 31, 2021, there were no transfers in or out of Level 3.

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

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

SEI Institutional Investments Trust / Quarterly Report / August 31, 2021 29

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

August 31, 2021

Multi-Asset Real Return Fund (Concluded)

Credit Default Swaps

The Fund enters into credit default swaps to simulate long and short bond positions that are either unavailable or considered to be less attractively priced in the bond market. The Fund uses these swaps to reduce risk where the Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. If a credit event occurs, the seller typically must pay the contingent payment to the buyer, which is typically the par value (full notional value) of the reference obligation, though the actual payment may be mitigated by terms of the International Swaps and Derivative Agreement (“ISDA”), allowing for netting arrangements and collateral. After a credit event occurs, this amount may be reduced by anticipated recovery rates, segregated collateral and netting arrangements that may incorporate multiple transactions with a given counterparty.

The contingent payment may be a cash settlement or a physical delivery of the reference obligation in return for payment of the face amount of the obligation. If the Fund is a buyer and no credit event occurs, the Fund may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, the Buyer receives a fixed rate of income throughout the term of the contract, which typically is between one month and five years, provided that no credit event occurs. If a credit event occurs, the seller may pay the buyer the full notional value of the reference obligation. As of August 31, 2021, the Fund is the seller (“providing protection”) on a total notional amount of $11.3 million. The notional amounts of the swaps are not recorded in the financial statements; however the notional amount does approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund were the seller of protection and a credit event were to occur. Those credit default swaps for which the Fund is providing protection at balance sheet date are summarized as follows:

MULTI-ASSET REAL RETURN FUND
WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS				CDS ON AN INDEX
REFERENCE ASSET	CORP US$		SOVERIGN US$		ABS US$		CORP US$		Total
Fair value of written credit derivatives		$—		$—		$(2,326,308)		$—		$(2,326,308)
Maximum potential amount of future payments		—		—		11,292,000		—		11,292,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)1		—		—		—		—		—
Collateral held by the Fund can obtain upon occurrence of triggering event		—		—		—		—		—

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

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-ASSET REAL RETURN FUND	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)
0-100		$—		$—		$—		$—		$—		$—
101-200		—		—		—		—		—		—
201-300		—		—		—		—		—		—
301-400		—		—		—		—		—		—
> than 400		—		—		—		—		11,292,000		11,292,000
Total		$—		$—		$—		$—		$11,292,000		$11,292,000

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

30 SEI Institutional Investments Trust / Quarterly Report / August 31, 2021