SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 5.7% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
1,309 |
|
|
$ |
3,536 |
|
Alphabet Inc, Cl C * |
|
|
6,364 |
|
|
|
17,169 |
|
AT&T Inc |
|
|
264,357 |
|
|
|
6,263 |
|
BCE Inc |
|
|
94,985 |
|
|
|
4,990 |
|
Comcast Corp, Cl A |
|
|
50,197 |
|
|
|
2,347 |
|
Fox Corp |
|
|
47,250 |
|
|
|
1,976 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
5,566 |
|
|
|
313 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
10,102 |
|
|
|
613 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
11,563 |
|
|
|
582 |
|
Liberty Media Corp-Liberty SiriusXM, Cl C * |
|
|
9,356 |
|
|
|
471 |
|
Live Nation Entertainment Inc * |
|
|
19,431 |
|
|
|
2,348 |
|
Meta Platforms Inc, Cl A * |
|
|
16,652 |
|
|
|
3,514 |
|
Netflix Inc * |
|
|
69 |
|
|
|
27 |
|
News Corp |
|
|
6,224 |
|
|
|
140 |
|
News Corp, Cl A |
|
|
11,141 |
|
|
|
249 |
|
Paramount Global, Cl B |
|
|
39,700 |
|
|
|
1,215 |
|
Roku Inc, Cl A * |
|
|
1,798 |
|
|
|
251 |
|
TEGNA Inc |
|
|
76,800 |
|
|
|
1,760 |
|
Verizon Communications Inc |
|
|
108,050 |
|
|
|
5,799 |
|
Walt Disney Co/The * |
|
|
4,382 |
|
|
|
650 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,213 |
|
Consumer Discretionary — 9.9% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
4,065 |
|
|
|
616 |
|
Amazon.com Inc * |
|
|
6,641 |
|
|
|
20,396 |
|
AutoZone Inc * |
|
|
424 |
|
|
|
790 |
|
Best Buy Co Inc |
|
|
14,300 |
|
|
|
1,382 |
|
Big Lots Inc |
|
|
12,000 |
|
|
|
417 |
|
Booking Holdings Inc * |
|
|
527 |
|
|
|
1,145 |
|
Capri Holdings Ltd * |
|
|
15,626 |
|
|
|
1,059 |
|
Crocs Inc * |
|
|
248 |
|
|
|
21 |
|
Dollar General Corp |
|
|
23,007 |
|
|
|
4,563 |
|
DR Horton Inc |
|
|
590 |
|
|
|
50 |
|
eBay Inc |
|
|
23,000 |
|
|
|
1,256 |
|
Foot Locker Inc |
|
|
24,800 |
|
|
|
784 |
|
Ford Motor Co |
|
|
127,065 |
|
|
|
2,231 |
|
General Motors Co * |
|
|
92,395 |
|
|
|
4,317 |
|
Genuine Parts Co |
|
|
48,260 |
|
|
|
5,895 |
|
Goodyear Tire & Rubber Co/The * |
|
|
58,400 |
|
|
|
905 |
|
Harley-Davidson Inc |
|
|
26,117 |
|
|
|
1,079 |
|
Home Depot Inc/The |
|
|
4,422 |
|
|
|
1,396 |
|
Hyatt Hotels Corp, Cl A * |
|
|
1,499 |
|
|
|
146 |
|
KB Home |
|
|
32,532 |
|
|
|
1,256 |
|
Kohl's Corp |
|
|
13,100 |
|
|
|
729 |
|
Lear Corp |
|
|
7,400 |
|
|
|
1,164 |
|
Lowe's Cos Inc |
|
|
43,900 |
|
|
|
9,705 |
|
Lululemon Athletica Inc * |
|
|
679 |
|
|
|
217 |
|
Macy's Inc |
|
|
53,200 |
|
|
|
1,379 |
|
Marriott International Inc/MD, Cl A * |
|
|
2,239 |
|
|
|
381 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Marriott Vacations Worldwide Corp |
|
|
423 |
|
|
$ |
68 |
|
Mattel Inc * |
|
|
18,630 |
|
|
|
465 |
|
McDonald's Corp |
|
|
1,536 |
|
|
|
376 |
|
MGM Resorts International |
|
|
62,153 |
|
|
|
2,753 |
|
NIKE Inc, Cl B |
|
|
38,281 |
|
|
|
5,227 |
|
O'Reilly Automotive Inc * |
|
|
754 |
|
|
|
490 |
|
Pool Corp |
|
|
1,159 |
|
|
|
531 |
|
PulteGroup Inc |
|
|
30,600 |
|
|
|
1,520 |
|
PVH Corp |
|
|
6,559 |
|
|
|
642 |
|
Ross Stores Inc |
|
|
38,509 |
|
|
|
3,519 |
|
Shake Shack Inc, Cl A * |
|
|
5,578 |
|
|
|
417 |
|
Six Flags Entertainment Corp * |
|
|
9,445 |
|
|
|
412 |
|
Starbucks Corp |
|
|
18,489 |
|
|
|
1,697 |
|
Steven Madden Ltd |
|
|
4,545 |
|
|
|
194 |
|
Tapestry Inc |
|
|
4,298 |
|
|
|
176 |
|
Target Corp |
|
|
31,990 |
|
|
|
6,391 |
|
Tesla Inc * |
|
|
6,140 |
|
|
|
5,344 |
|
Texas Roadhouse Inc, Cl A |
|
|
384 |
|
|
|
36 |
|
Whirlpool Corp |
|
|
9,600 |
|
|
|
1,932 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
95,469 |
|
Consumer Staples — 7.4% |
|
|
|
|
Altria Group Inc |
|
|
88,572 |
|
|
|
4,543 |
|
Bunge Ltd |
|
|
4,036 |
|
|
|
422 |
|
Central Garden & Pet Co, Cl A * |
|
|
6,645 |
|
|
|
293 |
|
Coca-Cola Co/The |
|
|
76,154 |
|
|
|
4,740 |
|
Colgate-Palmolive Co |
|
|
38,118 |
|
|
|
2,933 |
|
Conagra Brands Inc |
|
|
101,555 |
|
|
|
3,551 |
|
Diageo PLC ADR |
|
|
16,134 |
|
|
|
3,222 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
3,298 |
|
|
|
977 |
|
Hershey Co/The |
|
|
3,103 |
|
|
|
628 |
|
Inter Parfums Inc |
|
|
1,358 |
|
|
|
126 |
|
J M Smucker Co/The |
|
|
28,356 |
|
|
|
3,821 |
|
Keurig Dr Pepper Inc |
|
|
3,044 |
|
|
|
118 |
|
Kimberly-Clark Corp |
|
|
28,163 |
|
|
|
3,665 |
|
Kraft Heinz Co/The |
|
|
46,500 |
|
|
|
1,824 |
|
Kroger Co/The |
|
|
126,438 |
|
|
|
5,917 |
|
Molson Coors Beverage Co, Cl B |
|
|
24,900 |
|
|
|
1,299 |
|
Mondelez International Inc, Cl A |
|
|
34,151 |
|
|
|
2,236 |
|
PepsiCo Inc |
|
|
31,469 |
|
|
|
5,153 |
|
Philip Morris International Inc |
|
|
92,317 |
|
|
|
9,331 |
|
Procter & Gamble Co/The |
|
|
7,435 |
|
|
|
1,159 |
|
Spectrum Brands Holdings Inc |
|
|
391 |
|
|
|
36 |
|
Sysco Corp |
|
|
57,598 |
|
|
|
5,017 |
|
Tyson Foods Inc, Cl A |
|
|
33,000 |
|
|
|
3,058 |
|
Unilever PLC ADR |
|
|
58,813 |
|
|
|
2,956 |
|
Walgreens Boots Alliance Inc |
|
|
82,177 |
|
|
|
3,787 |
|
Walmart Inc |
|
|
4,113 |
|
|
|
556 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
71,368 |
|
Energy — 3.5% |
|
|
|
|
Chevron Corp |
|
|
70,747 |
|
|
|
10,188 |
|
ConocoPhillips |
|
|
66,556 |
|
|
|
6,314 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Devon Energy Corp |
|
|
23,300 |
|
|
$ |
1,387 |
|
Diamondback Energy Inc |
|
|
1,481 |
|
|
|
205 |
|
Exxon Mobil Corp |
|
|
111,450 |
|
|
|
8,740 |
|
Halliburton Co |
|
|
4,929 |
|
|
|
165 |
|
Hess Corp |
|
|
5,489 |
|
|
|
555 |
|
HollyFrontier Corp * |
|
|
22,600 |
|
|
|
688 |
|
Marathon Oil Corp |
|
|
16,936 |
|
|
|
382 |
|
Marathon Petroleum Corp |
|
|
22,403 |
|
|
|
1,745 |
|
Occidental Petroleum Corp |
|
|
8,557 |
|
|
|
374 |
|
Phillips 66 |
|
|
18,011 |
|
|
|
1,517 |
|
Valaris Ltd * |
|
|
1,375 |
|
|
|
56 |
|
Valero Energy Corp |
|
|
12,850 |
|
|
|
1,073 |
|
Viper Energy Partners LP (A) |
|
|
2,079 |
|
|
|
61 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,450 |
|
Financials — 15.8% |
|
|
|
|
Aflac Inc |
|
|
21,300 |
|
|
|
1,301 |
|
Allstate Corp/The |
|
|
23,300 |
|
|
|
2,851 |
|
Ally Financial Inc |
|
|
41,901 |
|
|
|
2,091 |
|
American Express Co |
|
|
3,216 |
|
|
|
626 |
|
American International Group Inc |
|
|
10,998 |
|
|
|
673 |
|
Ameriprise Financial Inc |
|
|
12,450 |
|
|
|
3,732 |
|
Annaly Capital Management Inc ‡ |
|
|
121,900 |
|
|
|
848 |
|
Aon PLC, Cl A |
|
|
915 |
|
|
|
267 |
|
Arthur J Gallagher & Co |
|
|
6,674 |
|
|
|
1,056 |
|
Axis Capital Holdings Ltd |
|
|
5,378 |
|
|
|
294 |
|
Bank of America Corp |
|
|
188,984 |
|
|
|
8,353 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
33,219 |
|
|
|
10,678 |
|
BlackRock Inc, Cl A |
|
|
69 |
|
|
|
51 |
|
Capital One Financial Corp |
|
|
12,946 |
|
|
|
1,984 |
|
Charles Schwab Corp/The |
|
|
83,041 |
|
|
|
7,014 |
|
Chubb Ltd |
|
|
24,365 |
|
|
|
4,962 |
|
Citigroup Inc |
|
|
107,375 |
|
|
|
6,360 |
|
Citizens Financial Group Inc |
|
|
62,700 |
|
|
|
3,287 |
|
CME Group Inc, Cl A |
|
|
2,248 |
|
|
|
532 |
|
CNA Financial Corp |
|
|
13,500 |
|
|
|
617 |
|
Comerica Inc |
|
|
8,186 |
|
|
|
782 |
|
Cullen/Frost Bankers Inc |
|
|
1,733 |
|
|
|
244 |
|
Discover Financial Services |
|
|
13,500 |
|
|
|
1,666 |
|
East West Bancorp Inc |
|
|
15,096 |
|
|
|
1,322 |
|
Equitable Holdings Inc |
|
|
28,799 |
|
|
|
941 |
|
Everest Re Group Ltd |
|
|
6,088 |
|
|
|
1,815 |
|
FactSet Research Systems Inc |
|
|
1,033 |
|
|
|
419 |
|
Fidelity National Financial Inc |
|
|
1,691 |
|
|
|
80 |
|
Fifth Third Bancorp |
|
|
58,400 |
|
|
|
2,794 |
|
First American Financial Corp |
|
|
20,850 |
|
|
|
1,398 |
|
First Republic Bank/CA |
|
|
33,801 |
|
|
|
5,856 |
|
Goldman Sachs Group Inc/The |
|
|
6,800 |
|
|
|
2,321 |
|
Hancock Whitney Corp |
|
|
12,886 |
|
|
|
717 |
|
Hartford Financial Services Group Inc/The |
|
|
25,500 |
|
|
|
1,772 |
|
Interactive Brokers Group Inc, Cl A |
|
|
5,882 |
|
|
|
389 |
|
Intercontinental Exchange Inc |
|
|
5,782 |
|
|
|
741 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
JPMorgan Chase & Co |
|
|
36,020 |
|
|
$ |
5,108 |
|
KeyCorp |
|
|
120,367 |
|
|
|
3,018 |
|
Lincoln National Corp |
|
|
15,900 |
|
|
|
1,072 |
|
Markel Corp * |
|
|
5,145 |
|
|
|
6,395 |
|
Marsh & McLennan Cos Inc |
|
|
17,128 |
|
|
|
2,662 |
|
MetLife Inc |
|
|
39,692 |
|
|
|
2,681 |
|
MGIC Investment Corp |
|
|
82,300 |
|
|
|
1,249 |
|
Moody's Corp |
|
|
16,435 |
|
|
|
5,293 |
|
Morgan Stanley |
|
|
93,408 |
|
|
|
8,476 |
|
MSCI Inc, Cl A |
|
|
290 |
|
|
|
145 |
|
Navient Corp |
|
|
52,300 |
|
|
|
921 |
|
Northern Trust Corp |
|
|
737 |
|
|
|
84 |
|
PNC Financial Services Group Inc/The |
|
|
175 |
|
|
|
35 |
|
Prudential Financial Inc |
|
|
11,200 |
|
|
|
1,251 |
|
Radian Group Inc |
|
|
42,900 |
|
|
|
1,025 |
|
Raymond James Financial Inc |
|
|
2,177 |
|
|
|
239 |
|
Regions Financial Corp |
|
|
99,900 |
|
|
|
2,417 |
|
S&P Global Inc |
|
|
5,766 |
|
|
|
2,166 |
|
Signature Bank/New York NY |
|
|
6,668 |
|
|
|
2,300 |
|
State Street Corp |
|
|
63,092 |
|
|
|
5,384 |
|
Stifel Financial Corp |
|
|
6,583 |
|
|
|
484 |
|
Travelers Cos Inc/The |
|
|
20,738 |
|
|
|
3,563 |
|
Truist Financial Corp |
|
|
78,420 |
|
|
|
4,879 |
|
Unum Group |
|
|
30,100 |
|
|
|
840 |
|
Upstart Holdings Inc *(B) |
|
|
5,232 |
|
|
|
827 |
|
US Bancorp |
|
|
124,258 |
|
|
|
7,025 |
|
W R Berkley Corp |
|
|
10,167 |
|
|
|
918 |
|
Wells Fargo & Co |
|
|
17,897 |
|
|
|
955 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
152,246 |
|
Health Care — 14.6% |
|
|
|
|
Abbott Laboratories |
|
|
17,307 |
|
|
|
2,088 |
|
AbbVie Inc |
|
|
41,760 |
|
|
|
6,171 |
|
Alnylam Pharmaceuticals Inc * |
|
|
1,058 |
|
|
|
167 |
|
AmerisourceBergen Corp, Cl A |
|
|
28,367 |
|
|
|
4,043 |
|
Amgen Inc |
|
|
29,094 |
|
|
|
6,589 |
|
AMN Healthcare Services Inc * |
|
|
4,574 |
|
|
|
485 |
|
Anthem Inc |
|
|
3,858 |
|
|
|
1,743 |
|
Baxter International Inc |
|
|
20,536 |
|
|
|
1,745 |
|
Biogen Inc * |
|
|
1,950 |
|
|
|
412 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
1,739 |
|
|
|
1,089 |
|
Bristol-Myers Squibb Co |
|
|
63,400 |
|
|
|
4,354 |
|
Cardinal Health Inc |
|
|
29,900 |
|
|
|
1,615 |
|
Catalent Inc * |
|
|
17,191 |
|
|
|
1,754 |
|
ChemoCentryx Inc * |
|
|
5,387 |
|
|
|
163 |
|
Cigna Corp |
|
|
172 |
|
|
|
41 |
|
CVS Health Corp |
|
|
97,619 |
|
|
|
10,118 |
|
Danaher Corp |
|
|
12,185 |
|
|
|
3,344 |
|
Dexcom Inc * |
|
|
400 |
|
|
|
166 |
|
Elanco Animal Health Inc * |
|
|
19,728 |
|
|
|
560 |
|
Eli Lilly & Co |
|
|
15,483 |
|
|
|
3,870 |
|
Gilead Sciences Inc |
|
|
30,055 |
|
|
|
1,815 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
HCA Healthcare Inc |
|
|
8,085 |
|
|
$ |
2,024 |
|
Henry Schein Inc * |
|
|
721 |
|
|
|
62 |
|
Humana Inc |
|
|
1,275 |
|
|
|
554 |
|
IDEXX Laboratories Inc * |
|
|
354 |
|
|
|
188 |
|
Illumina Inc * |
|
|
513 |
|
|
|
168 |
|
iRhythm Technologies Inc * |
|
|
797 |
|
|
|
103 |
|
Johnson & Johnson |
|
|
99,663 |
|
|
|
16,402 |
|
McKesson Corp |
|
|
16,756 |
|
|
|
4,607 |
|
Medtronic PLC |
|
|
54,722 |
|
|
|
5,745 |
|
Merck & Co Inc |
|
|
115,930 |
|
|
|
8,878 |
|
Mettler-Toledo International Inc * |
|
|
3,912 |
|
|
|
5,511 |
|
Mirati Therapeutics Inc * |
|
|
1,263 |
|
|
|
111 |
|
Moderna Inc * |
|
|
893 |
|
|
|
137 |
|
Molina Healthcare Inc * |
|
|
2,606 |
|
|
|
800 |
|
Natera Inc * |
|
|
8,936 |
|
|
|
588 |
|
Novartis AG ADR |
|
|
51,087 |
|
|
|
4,468 |
|
Organon & Co |
|
|
4,167 |
|
|
|
156 |
|
Patterson Cos Inc |
|
|
2,266 |
|
|
|
68 |
|
Perrigo Co PLC |
|
|
77,159 |
|
|
|
2,741 |
|
Pfizer Inc |
|
|
255,475 |
|
|
|
11,992 |
|
Prestige Consumer Healthcare Inc * |
|
|
5,633 |
|
|
|
335 |
|
Quest Diagnostics Inc |
|
|
15,626 |
|
|
|
2,051 |
|
Regeneron Pharmaceuticals Inc * |
|
|
1,500 |
|
|
|
927 |
|
Tenet Healthcare Corp * |
|
|
2,507 |
|
|
|
216 |
|
Thermo Fisher Scientific Inc |
|
|
7,812 |
|
|
|
4,250 |
|
UnitedHealth Group Inc |
|
|
25,661 |
|
|
|
12,211 |
|
Universal Health Services Inc, Cl B |
|
|
6,800 |
|
|
|
979 |
|
Veeva Systems Inc, Cl A * |
|
|
465 |
|
|
|
106 |
|
Vertex Pharmaceuticals Inc * |
|
|
910 |
|
|
|
209 |
|
Viatris Inc, Cl W * |
|
|
36,713 |
|
|
|
404 |
|
West Pharmaceutical Services Inc |
|
|
170 |
|
|
|
66 |
|
Zoetis Inc, Cl A |
|
|
4,102 |
|
|
|
794 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
140,183 |
|
Industrials — 10.4% |
|
|
|
|
3M Co |
|
|
23,380 |
|
|
|
3,475 |
|
Acuity Brands Inc |
|
|
5,200 |
|
|
|
948 |
|
AGCO Corp |
|
|
14,900 |
|
|
|
1,790 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
34,800 |
|
|
|
1,390 |
|
American Airlines Group Inc *(B) |
|
|
28,600 |
|
|
|
493 |
|
AMETEK Inc |
|
|
8,515 |
|
|
|
1,105 |
|
ASGN Inc * |
|
|
1,495 |
|
|
|
166 |
|
Boeing Co/The * |
|
|
3,018 |
|
|
|
620 |
|
Builders FirstSource Inc * |
|
|
3,937 |
|
|
|
293 |
|
Carlisle Cos Inc |
|
|
3,805 |
|
|
|
903 |
|
Caterpillar Inc |
|
|
1,617 |
|
|
|
303 |
|
Cintas Corp |
|
|
1,095 |
|
|
|
411 |
|
CSX Corp |
|
|
13,417 |
|
|
|
455 |
|
Cummins Inc |
|
|
9,700 |
|
|
|
1,980 |
|
Deere & Co |
|
|
4,059 |
|
|
|
1,461 |
|
Delta Air Lines Inc * |
|
|
24,500 |
|
|
|
978 |
|
Eaton Corp PLC |
|
|
19,723 |
|
|
|
3,043 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Emerson Electric Co |
|
|
2,851 |
|
|
$ |
265 |
|
Equifax Inc |
|
|
839 |
|
|
|
183 |
|
Expeditors International of Washington Inc |
|
|
12,991 |
|
|
|
1,343 |
|
Fastenal Co |
|
|
12,209 |
|
|
|
628 |
|
FedEx Corp |
|
|
5,194 |
|
|
|
1,154 |
|
Fortive Corp |
|
|
51,403 |
|
|
|
3,328 |
|
General Dynamics Corp |
|
|
16,733 |
|
|
|
3,923 |
|
GMS Inc * |
|
|
2,689 |
|
|
|
146 |
|
GXO Logistics Inc * |
|
|
54,192 |
|
|
|
4,548 |
|
Honeywell International Inc |
|
|
28,252 |
|
|
|
5,361 |
|
Huntington Ingalls Industries Inc |
|
|
7,900 |
|
|
|
1,615 |
|
Johnson Controls International plc |
|
|
65,630 |
|
|
|
4,263 |
|
Korn Ferry |
|
|
5,193 |
|
|
|
344 |
|
L3Harris Technologies Inc |
|
|
4,900 |
|
|
|
1,236 |
|
Lockheed Martin Corp |
|
|
129 |
|
|
|
56 |
|
ManpowerGroup Inc |
|
|
11,900 |
|
|
|
1,265 |
|
Matson Inc |
|
|
337 |
|
|
|
37 |
|
MDU Resources Group Inc |
|
|
43,500 |
|
|
|
1,165 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
3,422 |
|
|
|
265 |
|
Mueller Industries Inc |
|
|
1,323 |
|
|
|
76 |
|
Northrop Grumman Corp |
|
|
3,035 |
|
|
|
1,342 |
|
Oshkosh Corp |
|
|
3,900 |
|
|
|
433 |
|
PACCAR Inc |
|
|
6,352 |
|
|
|
583 |
|
Parker-Hannifin Corp |
|
|
808 |
|
|
|
240 |
|
Raytheon Technologies Corp |
|
|
57,935 |
|
|
|
5,950 |
|
Roper Technologies Inc |
|
|
7,584 |
|
|
|
3,399 |
|
Siemens AG ADR |
|
|
56,970 |
|
|
|
3,981 |
|
SiteOne Landscape Supply Inc * |
|
|
618 |
|
|
|
107 |
|
Snap-on Inc |
|
|
4,900 |
|
|
|
1,030 |
|
Stanley Black & Decker Inc |
|
|
14,454 |
|
|
|
2,352 |
|
Textron Inc |
|
|
21,309 |
|
|
|
1,558 |
|
TransDigm Group Inc * |
|
|
13,999 |
|
|
|
9,332 |
|
Uber Technologies Inc * |
|
|
54,186 |
|
|
|
1,952 |
|
UFP Industries Inc |
|
|
2,863 |
|
|
|
246 |
|
Union Pacific Corp |
|
|
6,555 |
|
|
|
1,612 |
|
United Airlines Holdings Inc * |
|
|
14,900 |
|
|
|
662 |
|
United Parcel Service Inc, Cl B |
|
|
37,770 |
|
|
|
7,948 |
|
Vicor Corp * |
|
|
7,738 |
|
|
|
579 |
|
Watsco Inc |
|
|
2,130 |
|
|
|
582 |
|
WW Grainger Inc |
|
|
9,190 |
|
|
|
4,384 |
|
XPO Logistics Inc * |
|
|
13,057 |
|
|
|
949 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
100,236 |
|
Information Technology — 21.9% |
|
|
|
|
Accenture PLC, Cl A |
|
|
6,721 |
|
|
|
2,124 |
|
Adobe Inc * |
|
|
15,819 |
|
|
|
7,398 |
|
Advanced Micro Devices Inc * |
|
|
43,764 |
|
|
|
5,398 |
|
Amphenol Corp, Cl A |
|
|
47,143 |
|
|
|
3,583 |
|
Apple Inc |
|
|
170,438 |
|
|
|
28,143 |
|
Applied Materials Inc |
|
|
31,213 |
|
|
|
4,189 |
|
Arista Networks Inc * |
|
|
6,353 |
|
|
|
780 |
|
Arrow Electronics Inc * |
|
|
12,200 |
|
|
|
1,487 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Automatic Data Processing Inc |
|
|
10,578 |
|
|
$ |
2,163 |
|
Bill.com Holdings Inc * |
|
|
4,243 |
|
|
|
1,009 |
|
Block Inc, Cl A * |
|
|
11,081 |
|
|
|
1,413 |
|
Broadcom Inc |
|
|
12,288 |
|
|
|
7,218 |
|
Cadence Design Systems Inc * |
|
|
10,003 |
|
|
|
1,515 |
|
Cisco Systems Inc/Delaware |
|
|
129,455 |
|
|
|
7,220 |
|
Cloudflare Inc, Cl A * |
|
|
435 |
|
|
|
51 |
|
Coupa Software Inc * |
|
|
287 |
|
|
|
35 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
7,565 |
|
|
|
1,477 |
|
Dell Technologies Inc, Cl C |
|
|
16,000 |
|
|
|
815 |
|
Dlocal, Cl A * |
|
|
14,822 |
|
|
|
484 |
|
DXC Technology Co * |
|
|
24,600 |
|
|
|
837 |
|
EPAM Systems Inc * |
|
|
2,289 |
|
|
|
475 |
|
ExlService Holdings Inc * |
|
|
3,403 |
|
|
|
411 |
|
Fabrinet * |
|
|
1,849 |
|
|
|
185 |
|
Fortinet Inc * |
|
|
555 |
|
|
|
191 |
|
Global Payments Inc |
|
|
24,085 |
|
|
|
3,212 |
|
Hewlett Packard Enterprise Co |
|
|
108,400 |
|
|
|
1,726 |
|
HP Inc |
|
|
77,800 |
|
|
|
2,673 |
|
Intel Corp |
|
|
196,298 |
|
|
|
9,363 |
|
International Business Machines Corp |
|
|
15,675 |
|
|
|
1,920 |
|
Intuit Inc |
|
|
19,962 |
|
|
|
9,469 |
|
Juniper Networks Inc |
|
|
4,219 |
|
|
|
143 |
|
Keysight Technologies Inc * |
|
|
5,244 |
|
|
|
825 |
|
KLA Corp |
|
|
1,671 |
|
|
|
582 |
|
Marqeta, Cl A * |
|
|
86,790 |
|
|
|
1,018 |
|
Marvell Technology Inc |
|
|
3,466 |
|
|
|
237 |
|
Mastercard Inc, Cl A |
|
|
2,909 |
|
|
|
1,050 |
|
Microchip Technology Inc |
|
|
151,078 |
|
|
|
10,625 |
|
Micron Technology Inc |
|
|
45,911 |
|
|
|
4,080 |
|
Microsoft Corp |
|
|
108,841 |
|
|
|
32,521 |
|
Monolithic Power Systems Inc |
|
|
471 |
|
|
|
216 |
|
NCR Corp * |
|
|
20,400 |
|
|
|
827 |
|
NetApp Inc |
|
|
3,501 |
|
|
|
274 |
|
Nutanix Inc, Cl A * |
|
|
5,463 |
|
|
|
146 |
|
NVIDIA Corp |
|
|
27,814 |
|
|
|
6,782 |
|
Oracle Corp |
|
|
48,032 |
|
|
|
3,649 |
|
Paychex Inc |
|
|
3,026 |
|
|
|
360 |
|
PayPal Holdings Inc * |
|
|
14,551 |
|
|
|
1,629 |
|
Pure Storage Inc, Cl A * |
|
|
6,309 |
|
|
|
164 |
|
QUALCOMM Inc |
|
|
15,204 |
|
|
|
2,615 |
|
RingCentral Inc, Cl A * |
|
|
2,151 |
|
|
|
281 |
|
salesforce.com * |
|
|
25,156 |
|
|
|
5,296 |
|
SAP SE ADR |
|
|
27,019 |
|
|
|
3,042 |
|
Seagate Technology Holdings PLC |
|
|
27,700 |
|
|
|
2,857 |
|
ServiceNow Inc * |
|
|
852 |
|
|
|
494 |
|
Snap Inc, Cl A * |
|
|
30,513 |
|
|
|
1,219 |
|
Snowflake Inc, Cl A * |
|
|
3,574 |
|
|
|
949 |
|
Synopsys Inc * |
|
|
5,018 |
|
|
|
1,568 |
|
Texas Instruments Inc |
|
|
3,792 |
|
|
|
645 |
|
Twilio Inc, Cl A * |
|
|
4,543 |
|
|
|
794 |
|
Unity Software Inc * |
|
|
11,805 |
|
|
|
1,257 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Visa Inc, Cl A |
|
|
46,648 |
|
|
$ |
10,082 |
|
Vishay Intertechnology Inc |
|
|
46,100 |
|
|
|
885 |
|
VMware Inc, Cl A * |
|
|
6,247 |
|
|
|
733 |
|
Vontier Corp |
|
|
137,370 |
|
|
|
3,338 |
|
Western Union Co/The |
|
|
49,400 |
|
|
|
898 |
|
WEX Inc * |
|
|
1,939 |
|
|
|
327 |
|
Workday Inc, Cl A * |
|
|
2,716 |
|
|
|
622 |
|
Xerox Holdings Corp |
|
|
46,300 |
|
|
|
913 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
210,907 |
|
Materials — 4.0% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
20,316 |
|
|
|
4,801 |
|
Albemarle Corp |
|
|
340 |
|
|
|
67 |
|
Alcoa Corp |
|
|
812 |
|
|
|
61 |
|
Berry Global Group Inc * |
|
|
19,500 |
|
|
|
1,183 |
|
Celanese Corp, Cl A |
|
|
1,502 |
|
|
|
209 |
|
CF Industries Holdings Inc |
|
|
10,285 |
|
|
|
835 |
|
Chemours Co/The |
|
|
40,300 |
|
|
|
1,112 |
|
Commercial Metals Co |
|
|
6,043 |
|
|
|
233 |
|
Corteva Inc |
|
|
4,023 |
|
|
|
209 |
|
Dow Inc |
|
|
62,348 |
|
|
|
3,676 |
|
Ecolab Inc |
|
|
10,905 |
|
|
|
1,922 |
|
Huntsman Corp |
|
|
63,986 |
|
|
|
2,588 |
|
Ingevity Corp * |
|
|
10,801 |
|
|
|
737 |
|
International Paper Co |
|
|
23,200 |
|
|
|
1,010 |
|
Linde PLC |
|
|
11,465 |
|
|
|
3,362 |
|
LyondellBasell Industries NV, Cl A |
|
|
17,700 |
|
|
|
1,721 |
|
Martin Marietta Materials Inc |
|
|
331 |
|
|
|
126 |
|
Mosaic Co/The |
|
|
22,647 |
|
|
|
1,187 |
|
O-I Glass Inc * |
|
|
60,000 |
|
|
|
767 |
|
Packaging Corp of America |
|
|
6,890 |
|
|
|
1,014 |
|
Reliance Steel & Aluminum Co |
|
|
14,233 |
|
|
|
2,717 |
|
RPM International Inc |
|
|
42,964 |
|
|
|
3,633 |
|
Steel Dynamics Inc |
|
|
14,500 |
|
|
|
1,023 |
|
Sylvamo Corp * |
|
|
2,109 |
|
|
|
74 |
|
Valvoline Inc |
|
|
15,700 |
|
|
|
507 |
|
Vulcan Materials Co |
|
|
866 |
|
|
|
157 |
|
Westlake Corp |
|
|
5,831 |
|
|
|
643 |
|
Westrock Co |
|
|
40,000 |
|
|
|
1,811 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,385 |
|
Real Estate — 2.6% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
23,714 |
|
|
|
5,380 |
|
AvalonBay Communities Inc ‡ |
|
|
5,000 |
|
|
|
1,193 |
|
Boston Properties Inc ‡ |
|
|
21,537 |
|
|
|
2,634 |
|
Brixmor Property Group Inc ‡ |
|
|
56,000 |
|
|
|
1,407 |
|
CBRE Group Inc, Cl A * |
|
|
4,094 |
|
|
|
396 |
|
Crown Castle International Corp ‡ |
|
|
1,601 |
|
|
|
267 |
|
Equity Residential ‡ |
|
|
13,407 |
|
|
|
1,144 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
33,145 |
|
|
|
1,505 |
|
Healthpeak Properties Inc ‡ |
|
|
112,015 |
|
|
|
3,479 |
|
Phillips Edison & Co Inc ‡ |
|
|
4,908 |
|
|
|
159 |
|
PotlatchDeltic Corp ‡ |
|
|
3,085 |
|
|
|
169 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Prologis ‡ |
|
|
5,509 |
|
|
$ |
803 |
|
Public Storage ‡ |
|
|
4,548 |
|
|
|
1,615 |
|
RLJ Lodging Trust ‡ |
|
|
3,718 |
|
|
|
52 |
|
Service Properties Trust ‡ |
|
|
37,100 |
|
|
|
320 |
|
Simon Property Group Inc ‡ |
|
|
7,700 |
|
|
|
1,059 |
|
VICI Properties Inc ‡ |
|
|
102,153 |
|
|
|
2,856 |
|
Weyerhaeuser Co ‡ |
|
|
15,936 |
|
|
|
620 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,058 |
|
Utilities — 1.5% |
|
|
|
|
Ameren Corp |
|
|
1,534 |
|
|
|
132 |
|
DTE Energy Co |
|
|
7,238 |
|
|
|
880 |
|
Duke Energy Corp |
|
|
36,285 |
|
|
|
3,643 |
|
Evergy Inc |
|
|
18,400 |
|
|
|
1,148 |
|
National Fuel Gas Co |
|
|
7,381 |
|
|
|
459 |
|
NextEra Energy Inc |
|
|
59,183 |
|
|
|
4,632 |
|
NRG Energy Inc |
|
|
34,300 |
|
|
|
1,298 |
|
Sempra Energy |
|
|
267 |
|
|
|
39 |
|
UGI Corp |
|
|
19,250 |
|
|
|
740 |
|
Vistra Corp |
|
|
79,260 |
|
|
|
1,809 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,780 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $643,159) ($ Thousands) |
|
|
|
|
|
|
935,295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.1% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(C) |
|
|
818,767 |
|
|
|
819 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $819) ($ Thousands) |
|
|
819 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.6% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
24,842,525 |
|
|
|
24,843 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $24,843) ($ Thousands) |
|
|
|
|
|
|
24,843 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.0% |
|
|
|
|
|
|
|
|
(Cost $668,821) ($ Thousands) |
|
$ |
960,957 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
74 |
|
|
|
Mar-2022 |
|
|
$ |
16,365 |
|
|
$ |
16,162 |
|
|
$ |
(203 |
) |
S&P Mid Cap 400 Index E-MINI |
|
|
5 |
|
|
|
Mar-2022 |
|
|
|
1,322 |
|
|
|
1,329 |
|
|
|
7 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
17,687 |
|
|
$ |
17,491 |
|
|
$ |
(196 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Fund (Concluded)
|
Percentages are based on Net Assets of $961,296 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Security is a Master Limited Partnership. At February 28, 2022, such securities amounted to $61 ($ Thousands), or 0.0% of the Net Assets of the Fund. |
(B) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $846 ($ Thousands). |
(C) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 28, 2022 was $819 ($ 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 February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
935,295 |
|
|
|
– |
|
|
|
– |
|
|
|
935,295 |
|
Affiliated Partnership |
|
|
– |
|
|
|
819 |
|
|
|
– |
|
|
|
819 |
|
Cash Equivalent |
|
|
24,843 |
|
|
|
– |
|
|
|
– |
|
|
|
24,843 |
|
Total Investments in Securities |
|
|
960,138 |
|
|
|
819 |
|
|
|
– |
|
|
|
960,957 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
7 |
|
|
|
– |
|
|
|
– |
|
|
|
7 |
|
Unrealized Depreciation |
|
|
(203 |
) |
|
|
– |
|
|
|
– |
|
|
|
(203 |
) |
Total Other Financial Instruments |
|
|
(196 |
) |
|
|
– |
|
|
|
– |
|
|
|
(196 |
) |
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
625 |
|
|
$ |
51,170 |
|
|
$ |
(50,974 |
) |
|
$ |
— |
|
|
$ |
(2 |
) |
|
$ |
819 |
|
|
|
818,767 |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
22,716 |
|
|
|
262,683 |
|
|
|
(260,556 |
) |
|
|
— |
|
|
|
— |
|
|
|
24,843 |
|
|
|
24,842,525 |
|
|
|
2 |
|
|
|
— |
|
Totals |
|
$ |
23,341 |
|
|
$ |
313,853 |
|
|
$ |
(311,530 |
) |
|
$ |
- |
|
|
$ |
(2 |
) |
|
$ |
25,662 |
|
|
|
|
|
|
$ |
2 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 91.2% |
| |
|
|
|
|
|
|
|
|
Communication Services — 4.6% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
4,343 |
|
|
$ |
11,731 |
|
Alphabet Inc, Cl C * |
|
|
4,018 |
|
|
|
10,840 |
|
AT&T Inc |
|
|
254,277 |
|
|
|
6,024 |
|
Comcast Corp, Cl A |
|
|
127,263 |
|
|
|
5,951 |
|
Interpublic Group of Cos Inc/The |
|
|
34,300 |
|
|
|
1,262 |
|
Liberty Global PLC * |
|
|
20,450 |
|
|
|
529 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
1,103 |
|
|
|
67 |
|
Liberty Media Corp-Liberty SiriusXM, Cl C * |
|
|
68,384 |
|
|
|
3,441 |
|
Live Nation Entertainment Inc * |
|
|
8,394 |
|
|
|
1,014 |
|
Meta Platforms Inc, Cl A * |
|
|
74,489 |
|
|
|
15,719 |
|
Netflix Inc * |
|
|
645 |
|
|
|
254 |
|
News Corp, Cl A |
|
|
11,001 |
|
|
|
246 |
|
Omnicom Group Inc |
|
|
23,779 |
|
|
|
1,995 |
|
Playtika Holding Corp * |
|
|
6,200 |
|
|
|
128 |
|
Roku Inc, Cl A * |
|
|
9,953 |
|
|
|
1,389 |
|
Verizon Communications Inc |
|
|
205,117 |
|
|
|
11,009 |
|
Walt Disney Co/The * |
|
|
6,798 |
|
|
|
1,009 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,608 |
|
Consumer Discretionary — 6.8% |
|
|
|
|
Amazon.com Inc * |
|
|
5,063 |
|
|
|
15,550 |
|
AutoZone Inc * |
|
|
3,736 |
|
|
|
6,962 |
|
Booking Holdings Inc * |
|
|
704 |
|
|
|
1,529 |
|
BorgWarner Inc |
|
|
190,845 |
|
|
|
7,827 |
|
Capri Holdings Ltd * |
|
|
19,400 |
|
|
|
1,314 |
|
Chewy Inc, Cl A * |
|
|
39,687 |
|
|
|
1,871 |
|
Dollar General Corp |
|
|
46,054 |
|
|
|
9,134 |
|
DR Horton Inc |
|
|
64,514 |
|
|
|
5,509 |
|
Ford Motor Co |
|
|
52,813 |
|
|
|
927 |
|
General Motors Co * |
|
|
44,117 |
|
|
|
2,061 |
|
Genuine Parts Co |
|
|
32,880 |
|
|
|
4,017 |
|
Home Depot Inc/The |
|
|
25,310 |
|
|
|
7,994 |
|
Lennar Corp, Cl A |
|
|
3,733 |
|
|
|
336 |
|
Lowe's Cos Inc |
|
|
34,747 |
|
|
|
7,681 |
|
Macy's Inc |
|
|
2,918 |
|
|
|
75 |
|
Marriott International Inc/MD, Cl A * |
|
|
3,870 |
|
|
|
658 |
|
Mattel Inc * |
|
|
28,949 |
|
|
|
723 |
|
McDonald's Corp |
|
|
6,726 |
|
|
|
1,646 |
|
NIKE Inc, Cl B |
|
|
29,480 |
|
|
|
4,025 |
|
O'Reilly Automotive Inc * |
|
|
547 |
|
|
|
355 |
|
Pool Corp |
|
|
8,886 |
|
|
|
4,075 |
|
PVH Corp |
|
|
19,325 |
|
|
|
1,892 |
|
Ralph Lauren Corp, Cl A |
|
|
16,364 |
|
|
|
2,161 |
|
Ross Stores Inc |
|
|
58,894 |
|
|
|
5,382 |
|
Starbucks Corp |
|
|
24,807 |
|
|
|
2,277 |
|
Tapestry Inc |
|
|
7,107 |
|
|
|
291 |
|
Target Corp |
|
|
10,471 |
|
|
|
2,092 |
|
Tesla Inc * |
|
|
9,734 |
|
|
|
8,473 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Toll Brothers Inc |
|
|
3,587 |
|
|
$ |
195 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
107,032 |
|
Consumer Staples — 6.7% |
|
|
|
|
Altria Group Inc |
|
|
68,649 |
|
|
|
3,521 |
|
Bunge Ltd |
|
|
16,598 |
|
|
|
1,735 |
|
Coca-Cola Co/The |
|
|
207,059 |
|
|
|
12,887 |
|
Coca-Cola Europacific Partners PLC |
|
|
125,770 |
|
|
|
6,441 |
|
Conagra Brands Inc |
|
|
112,282 |
|
|
|
3,927 |
|
Constellation Brands Inc, Cl A |
|
|
16,280 |
|
|
|
3,510 |
|
Costco Wholesale Corp |
|
|
22,969 |
|
|
|
11,927 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
18,488 |
|
|
|
5,479 |
|
Hershey Co/The |
|
|
1,055 |
|
|
|
213 |
|
J M Smucker Co/The |
|
|
23,236 |
|
|
|
3,131 |
|
Kraft Heinz Co/The |
|
|
57,400 |
|
|
|
2,251 |
|
Kroger Co/The |
|
|
75,079 |
|
|
|
3,514 |
|
Mondelez International Inc, Cl A |
|
|
46,399 |
|
|
|
3,038 |
|
PepsiCo Inc |
|
|
38,387 |
|
|
|
6,286 |
|
Philip Morris International Inc |
|
|
84,690 |
|
|
|
8,560 |
|
Procter & Gamble Co/The |
|
|
84,152 |
|
|
|
13,118 |
|
Sysco Corp |
|
|
83,886 |
|
|
|
7,306 |
|
Tyson Foods Inc, Cl A |
|
|
5,056 |
|
|
|
469 |
|
Walmart Inc |
|
|
53,744 |
|
|
|
7,264 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
104,577 |
|
Energy — 3.0% |
|
|
|
|
Baker Hughes Co, Cl A |
|
|
244,415 |
|
|
|
7,181 |
|
Chevron Corp |
|
|
59,127 |
|
|
|
8,514 |
|
ConocoPhillips |
|
|
50,907 |
|
|
|
4,829 |
|
Diamondback Energy Inc |
|
|
2,571 |
|
|
|
355 |
|
EQT Corp |
|
|
157,078 |
|
|
|
3,635 |
|
Exxon Mobil Corp |
|
|
121,880 |
|
|
|
9,558 |
|
Hess Corp |
|
|
8,581 |
|
|
|
867 |
|
Marathon Oil Corp |
|
|
57,097 |
|
|
|
1,288 |
|
Marathon Petroleum Corp |
|
|
4,012 |
|
|
|
312 |
|
Occidental Petroleum Corp |
|
|
15,009 |
|
|
|
656 |
|
Ovintiv Inc |
|
|
61,411 |
|
|
|
2,816 |
|
Phillips 66 |
|
|
14,507 |
|
|
|
1,222 |
|
Pioneer Natural Resources Co |
|
|
22,186 |
|
|
|
5,316 |
|
Schlumberger NV |
|
|
8,092 |
|
|
|
318 |
|
Valero Energy Corp |
|
|
1,331 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,978 |
|
Financials — 12.8% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
7,489 |
|
|
|
1,036 |
|
Allstate Corp/The |
|
|
35,000 |
|
|
|
4,283 |
|
Ally Financial |
|
|
30,723 |
|
|
|
1,533 |
|
American Express Co |
|
|
5,051 |
|
|
|
983 |
|
American International Group Inc |
|
|
73,667 |
|
|
|
4,511 |
|
Ameriprise Financial Inc |
|
|
21,914 |
|
|
|
6,570 |
|
Aon PLC, Cl A |
|
|
3,628 |
|
|
|
1,060 |
|
Arthur J Gallagher & Co |
|
|
18,547 |
|
|
|
2,934 |
|
Bank of America Corp |
|
|
271,711 |
|
|
|
12,010 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Berkshire Hathaway Inc, Cl B * |
|
|
12,933 |
|
|
$ |
4,157 |
|
BlackRock Inc, Cl A |
|
|
5,354 |
|
|
|
3,983 |
|
BOK Financial Corp |
|
|
7,900 |
|
|
|
811 |
|
Capital One Financial Corp |
|
|
60,393 |
|
|
|
9,256 |
|
Cboe Global Markets Inc |
|
|
2,123 |
|
|
|
249 |
|
Charles Schwab Corp/The |
|
|
7,750 |
|
|
|
655 |
|
Citigroup Inc |
|
|
96,536 |
|
|
|
5,718 |
|
CME Group Inc, Cl A |
|
|
9,493 |
|
|
|
2,245 |
|
Comerica Inc |
|
|
64,262 |
|
|
|
6,136 |
|
Discover Financial Services |
|
|
35,283 |
|
|
|
4,355 |
|
East West Bancorp Inc |
|
|
26,929 |
|
|
|
2,358 |
|
Equitable Holdings Inc |
|
|
85,644 |
|
|
|
2,797 |
|
Everest Re Group Ltd |
|
|
4,427 |
|
|
|
1,320 |
|
FactSet Research Systems Inc |
|
|
7,986 |
|
|
|
3,243 |
|
Fidelity National Financial Inc |
|
|
22,199 |
|
|
|
1,058 |
|
Goldman Sachs Group Inc/The |
|
|
2,200 |
|
|
|
751 |
|
Hartford Financial Services Group Inc/The |
|
|
91,960 |
|
|
|
6,389 |
|
Intercontinental Exchange Inc |
|
|
27,916 |
|
|
|
3,577 |
|
Jefferies Financial Group Inc |
|
|
8,028 |
|
|
|
285 |
|
JPMorgan Chase & Co |
|
|
129,270 |
|
|
|
18,330 |
|
KeyCorp |
|
|
110,123 |
|
|
|
2,761 |
|
Lincoln National Corp |
|
|
53,500 |
|
|
|
3,607 |
|
MarketAxess Holdings Inc |
|
|
7,686 |
|
|
|
2,932 |
|
Marsh & McLennan Cos Inc |
|
|
41,339 |
|
|
|
6,425 |
|
MetLife Inc |
|
|
31,805 |
|
|
|
2,148 |
|
Moody's Corp |
|
|
1,752 |
|
|
|
564 |
|
Morgan Stanley |
|
|
16,140 |
|
|
|
1,465 |
|
Northern Trust Corp |
|
|
5,981 |
|
|
|
681 |
|
OneMain Holdings Inc, Cl A |
|
|
60,500 |
|
|
|
3,084 |
|
Pinnacle Financial Partners Inc |
|
|
25,300 |
|
|
|
2,557 |
|
PNC Financial Services Group Inc/The |
|
|
2,284 |
|
|
|
455 |
|
Popular Inc |
|
|
29,300 |
|
|
|
2,691 |
|
Progressive Corp/The |
|
|
32,766 |
|
|
|
3,471 |
|
Prosperity Bancshares Inc |
|
|
30,900 |
|
|
|
2,301 |
|
Raymond James Financial Inc |
|
|
4,577 |
|
|
|
502 |
|
S&P Global Inc |
|
|
19,524 |
|
|
|
7,335 |
|
State Street Corp |
|
|
74,976 |
|
|
|
6,398 |
|
Stifel Financial Corp |
|
|
10,097 |
|
|
|
742 |
|
Synchrony Financial |
|
|
214,707 |
|
|
|
9,185 |
|
Travelers Cos Inc/The |
|
|
19,952 |
|
|
|
3,428 |
|
Unum Group |
|
|
121,200 |
|
|
|
3,384 |
|
US Bancorp |
|
|
109,094 |
|
|
|
6,168 |
|
W R Berkley Corp |
|
|
11,447 |
|
|
|
1,034 |
|
Wells Fargo & Co |
|
|
67,618 |
|
|
|
3,609 |
|
Willis Towers Watson PLC |
|
|
42,103 |
|
|
|
9,360 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
198,880 |
|
Health Care — 13.8% |
|
|
|
|
Abbott Laboratories |
|
|
53,548 |
|
|
|
6,459 |
|
ABIOMED Inc * |
|
|
7,700 |
|
|
|
2,393 |
|
Agilent Technologies Inc |
|
|
14,700 |
|
|
|
1,916 |
|
Align Technology Inc * |
|
|
440 |
|
|
|
225 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
AmerisourceBergen Corp, Cl A |
|
|
43,998 |
|
|
$ |
6,271 |
|
Amgen Inc |
|
|
28,513 |
|
|
|
6,458 |
|
AMN Healthcare Services Inc * |
|
|
10,231 |
|
|
|
1,086 |
|
Anthem Inc |
|
|
11,630 |
|
|
|
5,255 |
|
Baxter International Inc |
|
|
92,582 |
|
|
|
7,867 |
|
BioMarin Pharmaceutical Inc * |
|
|
20,200 |
|
|
|
1,578 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
6,816 |
|
|
|
4,266 |
|
Bruker Corp |
|
|
21,500 |
|
|
|
1,513 |
|
Centene Corp * |
|
|
55,700 |
|
|
|
4,602 |
|
Chemed Corp |
|
|
5,731 |
|
|
|
2,741 |
|
Cigna Corp |
|
|
1,858 |
|
|
|
442 |
|
CVS Health Corp |
|
|
143,206 |
|
|
|
14,843 |
|
Danaher Corp |
|
|
2,631 |
|
|
|
722 |
|
DENTSPLY SIRONA Inc |
|
|
145,722 |
|
|
|
7,889 |
|
Dexcom Inc * |
|
|
1,178 |
|
|
|
487 |
|
Elanco Animal Health Inc * |
|
|
16,078 |
|
|
|
457 |
|
Eli Lilly & Co |
|
|
18,147 |
|
|
|
4,536 |
|
Gilead Sciences Inc |
|
|
29,086 |
|
|
|
1,757 |
|
HCA Healthcare Inc |
|
|
26,232 |
|
|
|
6,566 |
|
Humana Inc |
|
|
23,620 |
|
|
|
10,259 |
|
Illumina Inc * |
|
|
279 |
|
|
|
91 |
|
Johnson & Johnson |
|
|
112,958 |
|
|
|
18,589 |
|
Masimo Corp * |
|
|
2,024 |
|
|
|
319 |
|
McKesson Corp |
|
|
12,842 |
|
|
|
3,531 |
|
Medtronic PLC |
|
|
79,953 |
|
|
|
8,394 |
|
Merck & Co Inc |
|
|
32,677 |
|
|
|
2,502 |
|
Mettler-Toledo International Inc * |
|
|
4,396 |
|
|
|
6,193 |
|
Moderna Inc * |
|
|
1,534 |
|
|
|
236 |
|
Molina Healthcare Inc * |
|
|
7,672 |
|
|
|
2,354 |
|
Neurocrine Biosciences Inc * |
|
|
21,800 |
|
|
|
1,959 |
|
Perrigo Co PLC |
|
|
58,835 |
|
|
|
2,090 |
|
Pfizer Inc |
|
|
167,216 |
|
|
|
7,849 |
|
Seagen Inc * |
|
|
4,444 |
|
|
|
573 |
|
STERIS PLC |
|
|
9,949 |
|
|
|
2,388 |
|
Tandem Diabetes Care Inc * |
|
|
2,200 |
|
|
|
248 |
|
Tenet Healthcare Corp * |
|
|
6,907 |
|
|
|
594 |
|
Thermo Fisher Scientific Inc |
|
|
11,543 |
|
|
|
6,279 |
|
United Therapeutics Corp * |
|
|
8,500 |
|
|
|
1,413 |
|
UnitedHealth Group Inc |
|
|
68,987 |
|
|
|
32,829 |
|
Vertex Pharmaceuticals Inc * |
|
|
434 |
|
|
|
100 |
|
Viatris Inc, Cl W * |
|
|
59,518 |
|
|
|
655 |
|
Zimmer Biomet Holdings Inc |
|
|
68,920 |
|
|
|
8,766 |
|
Zoetis Inc, Cl A |
|
|
32,778 |
|
|
|
6,347 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
214,887 |
|
Industrials — 10.0% |
|
|
|
|
3M Co |
|
|
8,143 |
|
|
|
1,210 |
|
AMERCO * |
|
|
3,677 |
|
|
|
2,124 |
|
Boeing Co/The * |
|
|
5,360 |
|
|
|
1,101 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
115,783 |
|
|
|
9,343 |
|
Builders FirstSource Inc * |
|
|
13,709 |
|
|
|
1,020 |
|
Carlisle Cos Inc |
|
|
8,363 |
|
|
|
1,985 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Caterpillar Inc |
|
|
30,006 |
|
|
$ |
5,629 |
|
Cintas Corp |
|
|
590 |
|
|
|
221 |
|
CSX Corp |
|
|
34,511 |
|
|
|
1,170 |
|
Deere & Co |
|
|
21,565 |
|
|
|
7,764 |
|
Delta Air Lines Inc * |
|
|
28,299 |
|
|
|
1,130 |
|
Dover Corp |
|
|
45,045 |
|
|
|
7,066 |
|
Emerson Electric Co |
|
|
75,568 |
|
|
|
7,022 |
|
Equifax Inc |
|
|
1,381 |
|
|
|
302 |
|
Expeditors International of Washington Inc |
|
|
38,427 |
|
|
|
3,972 |
|
Fastenal Co |
|
|
30,920 |
|
|
|
1,591 |
|
FedEx Corp |
|
|
10,080 |
|
|
|
2,240 |
|
General Dynamics Corp |
|
|
3,794 |
|
|
|
889 |
|
General Electric Co |
|
|
57,723 |
|
|
|
5,513 |
|
Honeywell International Inc |
|
|
53,626 |
|
|
|
10,176 |
|
IDEX Corp |
|
|
26,339 |
|
|
|
5,054 |
|
Ingersoll Rand Inc |
|
|
120,238 |
|
|
|
6,074 |
|
Lockheed Martin Corp |
|
|
487 |
|
|
|
211 |
|
ManpowerGroup Inc |
|
|
22,300 |
|
|
|
2,370 |
|
Oshkosh Corp |
|
|
25,000 |
|
|
|
2,776 |
|
Otis Worldwide Corp |
|
|
48,857 |
|
|
|
3,827 |
|
PACCAR Inc |
|
|
16,740 |
|
|
|
1,537 |
|
Parker-Hannifin Corp |
|
|
26,694 |
|
|
|
7,912 |
|
Rockwell Automation Inc |
|
|
15,671 |
|
|
|
4,178 |
|
Snap-on Inc |
|
|
9,507 |
|
|
|
1,998 |
|
Southwest Airlines Co * |
|
|
54,246 |
|
|
|
2,376 |
|
Stanley Black & Decker Inc |
|
|
66,787 |
|
|
|
10,866 |
|
Textron Inc |
|
|
14,912 |
|
|
|
1,091 |
|
UFP Industries Inc |
|
|
11,967 |
|
|
|
1,026 |
|
Union Pacific Corp |
|
|
29,096 |
|
|
|
7,156 |
|
United Parcel Service Inc, Cl B |
|
|
27,082 |
|
|
|
5,699 |
|
United Rentals Inc * |
|
|
10,890 |
|
|
|
3,502 |
|
Vertiv Holdings Co, Cl A |
|
|
181,315 |
|
|
|
2,361 |
|
Waste Connections Inc |
|
|
37,197 |
|
|
|
4,593 |
|
Watsco Inc |
|
|
6,396 |
|
|
|
1,746 |
|
WESCO International Inc * |
|
|
2,340 |
|
|
|
285 |
|
WW Grainger Inc |
|
|
15,664 |
|
|
|
7,473 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
155,579 |
|
Information Technology — 22.7% |
|
|
|
|
Accenture PLC, Cl A |
|
|
20,388 |
|
|
|
6,443 |
|
Advanced Micro Devices Inc * |
|
|
71,566 |
|
|
|
8,827 |
|
Anaplan Inc * |
|
|
5,600 |
|
|
|
265 |
|
Apple Inc |
|
|
484,052 |
|
|
|
79,927 |
|
Applied Materials Inc |
|
|
38,100 |
|
|
|
5,113 |
|
Arista Networks Inc * |
|
|
14,816 |
|
|
|
1,818 |
|
Arrow Electronics Inc * |
|
|
1,888 |
|
|
|
230 |
|
Autodesk Inc * |
|
|
14,400 |
|
|
|
3,171 |
|
Automatic Data Processing Inc |
|
|
42,234 |
|
|
|
8,634 |
|
Broadcom Inc |
|
|
21,348 |
|
|
|
12,541 |
|
Broadridge Financial Solutions Inc |
|
|
21,225 |
|
|
|
3,103 |
|
Cadence Design Systems Inc * |
|
|
29,799 |
|
|
|
4,512 |
|
CDW Corp/DE |
|
|
24,291 |
|
|
|
4,189 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cisco Systems Inc/Delaware |
|
|
169,769 |
|
|
$ |
9,468 |
|
DocuSign Inc, Cl A * |
|
|
29,600 |
|
|
|
3,506 |
|
EPAM Systems Inc * |
|
|
4,738 |
|
|
|
984 |
|
Fortinet Inc * |
|
|
3,056 |
|
|
|
1,053 |
|
Gartner Inc * |
|
|
1,093 |
|
|
|
307 |
|
Global Payments Inc |
|
|
105,532 |
|
|
|
14,076 |
|
Hewlett Packard Enterprise Co |
|
|
34,843 |
|
|
|
555 |
|
HP Inc |
|
|
19,704 |
|
|
|
677 |
|
Intel Corp |
|
|
74,319 |
|
|
|
3,545 |
|
International Business Machines Corp |
|
|
8,298 |
|
|
|
1,017 |
|
Intuit Inc |
|
|
14,163 |
|
|
|
6,719 |
|
Juniper Networks Inc |
|
|
17,361 |
|
|
|
587 |
|
Keysight Technologies Inc * |
|
|
15,135 |
|
|
|
2,382 |
|
KLA Corp |
|
|
28,286 |
|
|
|
9,858 |
|
Lam Research Corp |
|
|
5,295 |
|
|
|
2,972 |
|
Manhattan Associates Inc * |
|
|
2,462 |
|
|
|
329 |
|
Mastercard Inc, Cl A |
|
|
12,205 |
|
|
|
4,404 |
|
Microchip Technology Inc |
|
|
74,364 |
|
|
|
5,230 |
|
Micron Technology Inc |
|
|
19,486 |
|
|
|
1,731 |
|
Microsoft Corp |
|
|
230,924 |
|
|
|
68,998 |
|
Monolithic Power Systems Inc |
|
|
5,600 |
|
|
|
2,569 |
|
Motorola Solutions Inc |
|
|
52,632 |
|
|
|
11,602 |
|
NetApp Inc |
|
|
13,104 |
|
|
|
1,027 |
|
NVIDIA Corp |
|
|
76,781 |
|
|
|
18,723 |
|
NXP Semiconductors NV |
|
|
46,049 |
|
|
|
8,755 |
|
Oracle Corp |
|
|
40,267 |
|
|
|
3,059 |
|
Paychex Inc |
|
|
6,636 |
|
|
|
790 |
|
PayPal Holdings Inc * |
|
|
16,833 |
|
|
|
1,884 |
|
QUALCOMM Inc |
|
|
15,928 |
|
|
|
2,739 |
|
RingCentral Inc, Cl A * |
|
|
1,210 |
|
|
|
158 |
|
salesforce.com inc * |
|
|
5,830 |
|
|
|
1,227 |
|
Seagate Technology Holdings PLC |
|
|
1,030 |
|
|
|
106 |
|
ServiceNow Inc * |
|
|
1,555 |
|
|
|
902 |
|
Silicon Laboratories Inc * |
|
|
14,800 |
|
|
|
2,275 |
|
Synopsys Inc * |
|
|
14,962 |
|
|
|
4,674 |
|
Texas Instruments Inc |
|
|
13,701 |
|
|
|
2,329 |
|
Visa Inc, Cl A |
|
|
67,239 |
|
|
|
14,532 |
|
VMware Inc, Cl A * |
|
|
6,523 |
|
|
|
765 |
|
WEX Inc * |
|
|
1,709 |
|
|
|
288 |
|
Workday Inc, Cl A * |
|
|
3,949 |
|
|
|
905 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
356,480 |
|
Materials — 4.6% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
12,323 |
|
|
|
2,912 |
|
Avery Dennison Corp |
|
|
39,475 |
|
|
|
6,956 |
|
Celanese Corp, Cl A |
|
|
8,006 |
|
|
|
1,115 |
|
CF Industries Holdings Inc |
|
|
27,395 |
|
|
|
2,224 |
|
Corteva Inc |
|
|
29,461 |
|
|
|
1,533 |
|
Crown Holdings Inc |
|
|
34,640 |
|
|
|
4,249 |
|
Dow Inc |
|
|
64,404 |
|
|
|
3,797 |
|
DuPont de Nemours Inc |
|
|
28,100 |
|
|
|
2,174 |
|
Eastman Chemical Co |
|
|
53,435 |
|
|
|
6,331 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Freeport-McMoRan Inc, Cl B |
|
|
69,316 |
|
|
$ |
3,254 |
|
Huntsman Corp |
|
|
37,815 |
|
|
|
1,529 |
|
Linde PLC |
|
|
1,836 |
|
|
|
538 |
|
Louisiana-Pacific Corp |
|
|
300 |
|
|
|
22 |
|
Mosaic Co/The |
|
|
71,245 |
|
|
|
3,735 |
|
Packaging Corp of America |
|
|
15,758 |
|
|
|
2,320 |
|
PPG Industries Inc |
|
|
72,448 |
|
|
|
9,668 |
|
Reliance Steel & Aluminum Co |
|
|
21,064 |
|
|
|
4,021 |
|
Sealed Air Corp |
|
|
4,400 |
|
|
|
295 |
|
Sherwin-Williams Co/The |
|
|
18,133 |
|
|
|
4,771 |
|
Vulcan Materials Co |
|
|
48,179 |
|
|
|
8,742 |
|
Westlake Corp |
|
|
16,517 |
|
|
|
1,822 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,008 |
|
Real Estate — 3.6% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
17,093 |
|
|
|
3,878 |
|
AvalonBay Communities Inc ‡ |
|
|
8,724 |
|
|
|
2,082 |
|
Brixmor Property Group Inc ‡ |
|
|
29,200 |
|
|
|
734 |
|
Camden Property Trust ‡ |
|
|
14,900 |
|
|
|
2,460 |
|
CBRE Group Inc, Cl A * |
|
|
16,526 |
|
|
|
1,601 |
|
Crown Castle International Corp ‡ |
|
|
61,435 |
|
|
|
10,234 |
|
Equinix Inc ‡ |
|
|
3,386 |
|
|
|
2,403 |
|
Equity Residential ‡ |
|
|
28,638 |
|
|
|
2,443 |
|
Extra Space Storage Inc ‡ |
|
|
40,946 |
|
|
|
7,704 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
25,200 |
|
|
|
2,748 |
|
Life Storage Inc ‡ |
|
|
1,400 |
|
|
|
177 |
|
Prologis Inc ‡ |
|
|
45,823 |
|
|
|
6,683 |
|
Public Storage ‡ |
|
|
13,148 |
|
|
|
4,668 |
|
SBA Communications Corp, Cl A ‡ |
|
|
13,215 |
|
|
|
4,009 |
|
Simon Property Group Inc ‡ |
|
|
17,800 |
|
|
|
2,449 |
|
Weyerhaeuser Co ‡ |
|
|
58,905 |
|
|
|
2,290 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
56,563 |
|
Utilities — 2.6% |
|
|
|
|
AES Corp/The |
|
|
161,600 |
|
|
|
3,431 |
|
Ameren Corp |
|
|
9,415 |
|
|
|
809 |
|
CenterPoint Energy Inc |
|
|
255,797 |
|
|
|
6,996 |
|
Constellation Energy Corp |
|
|
27,103 |
|
|
|
1,246 |
|
DTE Energy Co |
|
|
30,079 |
|
|
|
3,657 |
|
Duke Energy Corp |
|
|
40,300 |
|
|
|
4,046 |
|
Entergy Corp |
|
|
1,500 |
|
|
|
158 |
|
Exelon Corp |
|
|
83,500 |
|
|
|
3,554 |
|
FirstEnergy Corp |
|
|
100,300 |
|
|
|
4,198 |
|
National Fuel Gas Co |
|
|
18,945 |
|
|
|
1,179 |
|
PPL Corp |
|
|
143,857 |
|
|
|
3,765 |
|
Southern Co/The |
|
|
73,100 |
|
|
|
4,735 |
|
UGI Corp |
|
|
34,500 |
|
|
|
1,326 |
|
Vistra Corp |
|
|
53,402 |
|
|
|
1,219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
40,319 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,177,281) ($ Thousands) |
|
|
|
|
|
|
1,425,911 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 5.6% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
86,805,876 |
|
|
$ |
86,806 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $86,806) ($ Thousands) |
|
|
|
|
|
|
86,806 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 96.8% |
|
|
|
|
|
|
|
|
(Cost $1,264,087) ($ Thousands) |
|
$ |
1,512,717 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Continued)
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
73 |
|
|
|
Mar-2022 |
|
|
$ |
16,302 |
|
|
$ |
15,943 |
|
|
$ |
(359 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open OTC Swap agreement held by the Fund at February 28, 2022, is as follows:
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Bank of America Merrill Lynch |
|
United States Custom Basket of Securities |
|
|
|
1 Month + 0.15% |
|
|
|
Asset Returns |
|
|
|
Monthly |
|
|
|
02/28/2023 |
|
|
|
USD |
|
|
|
98,348 |
|
|
$ |
(1,249 |
) |
|
$ |
(1,249 |
) |
The following table represents the individual stock exposures comprising the Net Long Custom Basket Total Return Swap as of February 28, 2022:
United States Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
|
Fair Value (Thousands) |
|
|
Percentage Value of Underlying Investment |
|
| |
|
9,500 |
|
Agilon Health Inc |
|
|
USD |
|
|
$ |
208 |
|
|
$ |
(16 |
) |
|
$ |
(16 |
) |
|
|
0.5 |
% |
| |
|
18,683 |
|
Airbnb Inc |
|
|
USD |
|
|
|
3,364 |
|
|
|
(529 |
) |
|
|
(529 |
) |
|
|
17.6 |
|
| |
|
70,814 |
|
Alaska Air Group Inc |
|
|
USD |
|
|
|
4,242 |
|
|
|
(272 |
) |
|
|
(272 |
) |
|
|
9.1 |
|
| |
|
71,337 |
|
Albertsons Companies Inc |
|
|
USD |
|
|
|
2,080 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
- |
|
| |
|
6,642 |
|
Alphabet Inc |
|
|
USD |
|
|
|
18,142 |
|
|
|
(204 |
) |
|
|
(204 |
) |
|
|
6.8 |
|
| |
|
32,300 |
|
Altria Group Inc |
|
|
USD |
|
|
|
1,625 |
|
|
|
31 |
|
|
|
31 |
|
|
|
(1.0 |
) |
| |
|
5,990 |
|
Amazon.Com Inc |
|
|
USD |
|
|
|
18,750 |
|
|
|
(356 |
) |
|
|
(356 |
) |
|
|
11.8 |
|
| |
|
689 |
|
Anthem Inc |
|
|
USD |
|
|
|
310 |
|
|
|
1 |
|
|
|
1 |
|
|
|
- |
|
| |
|
- |
|
Avangrid Inc |
|
|
USD |
|
|
|
- |
|
|
|
1 |
|
|
|
1 |
|
|
|
- |
|
| |
|
1,664 |
|
Booking Holdings Inc |
|
|
USD |
|
|
|
4,311 |
|
|
|
(697 |
) |
|
|
(697 |
) |
|
|
23.2 |
|
| |
|
14,200 |
|
Cadence Design Systems Inc |
|
|
USD |
|
|
|
2,074 |
|
|
|
76 |
|
|
|
76 |
|
|
|
(2.5 |
) |
| |
|
1,600 |
|
Capital One Financial Corp |
|
|
USD |
|
|
|
254 |
|
|
|
(8 |
) |
|
|
(8 |
) |
|
|
0.3 |
|
| |
|
7,627 |
|
Charter Communications Inc |
|
|
USD |
|
|
|
4,648 |
|
|
|
(59 |
) |
|
|
(59 |
) |
|
|
2.0 |
|
| |
|
37,200 |
|
Colgate-Palmolive Co |
|
|
USD |
|
|
|
2,923 |
|
|
|
(61 |
) |
|
|
(61 |
) |
|
|
2.0 |
|
| |
|
15,300 |
|
Corteva Inc |
|
|
USD |
|
|
|
779 |
|
|
|
19 |
|
|
|
19 |
|
|
|
(0.6 |
) |
| |
|
7,863 |
|
Crowdstrike Holdings Inc |
|
|
USD |
|
|
|
1,488 |
|
|
|
46 |
|
|
|
46 |
|
|
|
(1.5 |
) |
| |
|
18,171 |
|
Doximity Inc |
|
|
USD |
|
|
|
1,041 |
|
|
|
74 |
|
|
|
74 |
|
|
|
(2.5 |
) |
| |
|
- |
|
Draftkings Inc |
|
|
USD |
|
|
|
- |
|
|
|
147 |
|
|
|
147 |
|
|
|
(4.9 |
) |
| |
|
138,243 |
|
Dropbox Inc |
|
|
USD |
|
|
|
3,453 |
|
|
|
(317 |
) |
|
|
(317 |
) |
|
|
10.5 |
|
| |
|
2,400 |
|
Elastic N.V. |
|
|
USD |
|
|
|
223 |
|
|
|
(15 |
) |
|
|
(15 |
) |
|
|
0.5 |
|
| |
|
9,150 |
|
Equifax Inc |
|
|
USD |
|
|
|
2,029 |
|
|
|
(28 |
) |
|
|
(28 |
) |
|
|
0.9 |
|
| |
|
21,776 |
|
Expedia Group Inc |
|
|
USD |
|
|
|
4,615 |
|
|
|
(343 |
) |
|
|
(343 |
) |
|
|
11.5 |
|
| |
|
- |
|
Fastly Inc |
|
|
USD |
|
|
|
- |
|
|
|
150 |
|
|
|
150 |
|
|
|
(5.0 |
) |
| |
|
203,000 |
|
First Horizon Corporation |
|
|
USD |
|
|
|
3,762 |
|
|
|
1,004 |
|
|
|
1,004 |
|
|
|
(33.6 |
) |
| |
|
8,400 |
|
General Mills Inc |
|
|
USD |
|
|
|
563 |
|
|
|
4 |
|
|
|
4 |
|
|
|
(0.1 |
) |
| |
|
45,044 |
|
Gilead Sciences Inc |
|
|
USD |
|
|
|
2,763 |
|
|
|
(42 |
) |
|
|
(42 |
) |
|
|
1.4 |
|
| |
|
19,453 |
|
Healthcare Trust Of America Inc |
|
|
USD |
|
|
|
603 |
|
|
|
(32 |
) |
|
|
(32 |
) |
|
|
1.1 |
|
| |
|
255,900 |
|
Hewlett Packard Enterprise Co |
|
|
USD |
|
|
|
4,448 |
|
|
|
(374 |
) |
|
|
(374 |
) |
|
|
12.5 |
|
| |
|
14,638 |
|
Huntington Ingalls Industries Inc |
|
|
USD |
|
|
|
2,637 |
|
|
|
372 |
|
|
|
372 |
|
|
|
(12.4 |
) |
| |
|
1,400 |
|
Iac/Interactivecorp |
|
|
USD |
|
|
|
189 |
|
|
|
(28 |
) |
|
|
(28 |
) |
|
|
0.9 |
|
| |
|
29,700 |
|
Incyte Corp |
|
|
USD |
|
|
|
2,005 |
|
|
|
23 |
|
|
|
23 |
|
|
|
(0.8 |
) |
| |
|
10,026 |
|
Lennox International Inc |
|
|
USD |
|
|
|
2,658 |
|
|
|
17 |
|
|
|
17 |
|
|
|
(0.6 |
) |
| |
|
30,000 |
|
Marsh & Mclennan Cos Inc |
|
|
USD |
|
|
|
4,606 |
|
|
|
55 |
|
|
|
55 |
|
|
|
(1.8 |
) |
| |
|
8,624 |
|
Mckesson Corp |
|
|
USD |
|
|
|
2,362 |
|
|
|
13 |
|
|
|
13 |
|
|
|
(0.4 |
) |
| |
|
6,314 |
|
Mongodb Inc |
|
|
USD |
|
|
|
2,815 |
|
|
|
(404 |
) |
|
|
(404 |
) |
|
|
13.5 |
|
| |
|
2,184 |
|
Msci Inc |
|
|
USD |
|
|
|
1,193 |
|
|
|
(96 |
) |
|
|
(96 |
) |
|
|
3.2 |
|
| |
|
53,900 |
|
News Corp |
|
|
USD |
|
|
|
1,247 |
|
|
|
(44 |
) |
|
|
(44 |
) |
|
|
1.5 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Continued)
| |
Shares |
|
Description |
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
|
Fair Value (Thousands) |
|
|
Percentage Value of Underlying Investment |
|
| |
|
33,200 |
|
Nike Inc |
|
|
USD |
|
|
|
4,833 |
|
|
|
(301 |
) |
|
|
(301 |
) |
|
|
10.1 |
|
| |
|
51,100 |
|
Nrg Energy Inc |
|
|
USD |
|
|
|
1,990 |
|
|
|
(57 |
) |
|
|
(57 |
) |
|
|
1.9 |
|
| |
|
4,500 |
|
Oneok Inc |
|
|
USD |
|
|
|
281 |
|
|
|
13 |
|
|
|
13 |
|
|
|
(0.4 |
) |
| |
|
1,870 |
|
O'Reilly Automotive Inc |
|
|
USD |
|
|
|
1,262 |
|
|
|
(48 |
) |
|
|
(48 |
) |
|
|
1.6 |
|
| |
|
7,271 |
|
Palo Alto Networks Inc |
|
|
USD |
|
|
|
3,809 |
|
|
|
512 |
|
|
|
512 |
|
|
|
(17.1 |
) |
| |
|
25,300 |
|
Penske Automotive Group Inc |
|
|
USD |
|
|
|
2,542 |
|
|
|
(44 |
) |
|
|
(44 |
) |
|
|
1.5 |
|
| |
|
54,800 |
|
Philip Morris International Inc |
|
|
USD |
|
|
|
6,010 |
|
|
|
(472 |
) |
|
|
(472 |
) |
|
|
15.8 |
|
| |
|
104,890 |
|
Pinterest Inc |
|
|
USD |
|
|
|
2,715 |
|
|
|
91 |
|
|
|
91 |
|
|
|
(3.0 |
) |
| |
|
9,126 |
|
Post Holdings Inc |
|
|
USD |
|
|
|
998 |
|
|
|
(41 |
) |
|
|
(41 |
) |
|
|
1.4 |
|
| |
|
13,421 |
|
Public Storage |
|
|
USD |
|
|
|
4,719 |
|
|
|
45 |
|
|
|
45 |
|
|
|
(1.5 |
) |
| |
|
131,000 |
|
Pure Storage Inc |
|
|
USD |
|
|
|
3,576 |
|
|
|
(179 |
) |
|
|
(179 |
) |
|
|
6.0 |
|
| |
|
- |
|
Qualcomm Inc |
|
|
USD |
|
|
|
- |
|
|
|
(8 |
) |
|
|
(8 |
) |
|
|
0.3 |
|
| |
|
24,000 |
|
Rapid7 Inc |
|
|
USD |
|
|
|
2,351 |
|
|
|
132 |
|
|
|
132 |
|
|
|
(4.4 |
) |
| |
|
- |
|
Redfin Corporation |
|
|
USD |
|
|
|
- |
|
|
|
96 |
|
|
|
96 |
|
|
|
(3.2 |
) |
| |
|
27,338 |
|
Reinsurance Group America Inc |
|
|
USD |
|
|
|
3,164 |
|
|
|
(131 |
) |
|
|
(131 |
) |
|
|
4.4 |
|
| |
|
16,583 |
|
Reliance Steel And Aluminum Co |
|
|
USD |
|
|
|
2,764 |
|
|
|
412 |
|
|
|
412 |
|
|
|
(13.8 |
) |
| |
|
32,300 |
|
Starbucks Corp |
|
|
USD |
|
|
|
3,053 |
|
|
|
(73 |
) |
|
|
(73 |
) |
|
|
2.4 |
|
| |
|
57,400 |
|
Synovus Financial Corp |
|
|
USD |
|
|
|
3,066 |
|
|
|
(44 |
) |
|
|
(44 |
) |
|
|
1.5 |
|
| |
|
57,800 |
|
Targa Resources Corp |
|
|
USD |
|
|
|
3,609 |
|
|
|
169 |
|
|
|
169 |
|
|
|
(5.7 |
) |
| |
|
32,161 |
|
Teradyne Inc |
|
|
USD |
|
|
|
3,770 |
|
|
|
25 |
|
|
|
25 |
|
|
|
(0.8 |
) |
| |
|
10,220 |
|
Tesla Inc |
|
|
USD |
|
|
|
9,427 |
|
|
|
(533 |
) |
|
|
(533 |
) |
|
|
17.8 |
|
| |
|
51,900 |
|
Textron Inc |
|
|
USD |
|
|
|
3,661 |
|
|
|
134 |
|
|
|
134 |
|
|
|
(4.5 |
) |
| |
|
37,373 |
|
The Hartford Financial Services Group Inc |
|
|
USD |
|
|
|
2,652 |
|
|
|
(41 |
) |
|
|
(41 |
) |
|
|
1.4 |
|
| |
|
5,000 |
|
The Walt Disney Company |
|
|
USD |
|
|
|
774 |
|
|
|
(31 |
) |
|
|
(31 |
) |
|
|
1.0 |
|
| |
|
- |
|
Trupanion |
|
|
USD |
|
|
|
- |
|
|
|
20 |
|
|
|
20 |
|
|
|
(0.7 |
) |
| |
|
25,000 |
|
United Parcel Service Inc |
|
|
USD |
|
|
|
5,432 |
|
|
|
(134 |
) |
|
|
(134 |
) |
|
|
4.5 |
|
| |
|
14,400 |
|
Universal Health Services Inc |
|
|
USD |
|
|
|
1,946 |
|
|
|
129 |
|
|
|
129 |
|
|
|
(4.3 |
) |
| |
|
4,600 |
|
Vail Resorts Inc |
|
|
USD |
|
|
|
1,277 |
|
|
|
(80 |
) |
|
|
(80 |
) |
|
|
2.7 |
|
| |
|
6,100 |
|
Veeva Systems Inc |
|
|
USD |
|
|
|
1,402 |
|
|
|
(5 |
) |
|
|
(5 |
) |
|
|
0.2 |
|
| |
|
8,364 |
|
Westlake Corporation |
|
|
USD |
|
|
|
886 |
|
|
|
68 |
|
|
|
68 |
|
|
|
(2.3 |
) |
| |
|
- |
|
Westrock Company |
|
|
USD |
|
|
|
- |
|
|
|
10 |
|
|
|
10 |
|
|
|
(0.3 |
) |
| |
|
9,795 |
|
Zoominfo Technologies Inc |
|
|
USD |
|
|
|
576 |
|
|
|
(40 |
) |
|
|
(40 |
) |
|
|
1.3 |
|
| |
|
14,777 |
|
Zscaler Inc |
|
|
USD |
|
|
|
4,224 |
|
|
|
(690 |
) |
|
|
(690 |
) |
|
|
23.1 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
195,179 |
|
|
$ |
(2,989 |
) |
|
$ |
(2,989 |
) |
|
|
100.0 |
% |
The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of February 28, 2022:
United States Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
|
Fair Value (Thousands) |
|
|
Percentage Value of Underlying Investment |
|
| |
|
(4,300 |
) |
Advanced Drainage Systems Inc |
|
|
USD |
|
|
$ |
(522 |
) |
|
$ |
19 |
|
|
$ |
19 |
|
|
|
1.1 |
% |
| |
|
(4,500 |
) |
Affirm Holdings Inc |
|
|
USD |
|
|
|
(202 |
) |
|
|
13 |
|
|
|
13 |
|
|
|
0.7 |
|
| |
|
(3,200 |
) |
Agree Realty Corp |
|
|
USD |
|
|
|
(201 |
) |
|
|
(5 |
) |
|
|
(5 |
) |
|
|
(0.3 |
) |
| |
|
(71,629 |
) |
Amc Entertainment Holdings Inc |
|
|
USD |
|
|
|
(1,395 |
) |
|
|
45 |
|
|
|
45 |
|
|
|
2.6 |
|
| |
|
(140,100 |
) |
Amcor Plc |
|
|
USD |
|
|
|
(1,655 |
) |
|
|
8 |
|
|
|
8 |
|
|
|
0.5 |
|
| |
|
(1,000 |
) |
American Water Works Co Inc |
|
|
USD |
|
|
|
(147 |
) |
|
|
(5 |
) |
|
|
(5 |
) |
|
|
(0.3 |
) |
| |
|
(76,800 |
) |
Americold Realty Trust Shs Of Benef Interest |
|
|
USD |
|
|
|
(2,170 |
) |
|
|
118 |
|
|
|
118 |
|
|
|
6.8 |
|
| |
|
(19,200 |
) |
Ameris Bancorp |
|
|
USD |
|
|
|
(983 |
) |
|
|
33 |
|
|
|
33 |
|
|
|
1.9 |
|
| |
|
(61,900 |
) |
Angi Inc |
|
|
USD |
|
|
|
(548 |
) |
|
|
121 |
|
|
|
121 |
|
|
|
7.0 |
|
| |
|
(22,000 |
) |
Apollo Global Management Inc |
|
|
USD |
|
|
|
(1,487 |
) |
|
|
42 |
|
|
|
42 |
|
|
|
2.4 |
|
| |
|
(8,700 |
) |
Asana Inc |
|
|
USD |
|
|
|
(637 |
) |
|
|
160 |
|
|
|
160 |
|
|
|
9.2 |
|
| |
|
(18,312 |
) |
Atmos Energy Corp |
|
|
USD |
|
|
|
(1,932 |
) |
|
|
(91 |
) |
|
|
(91 |
) |
|
|
(5.2 |
) |
| |
|
(9,100 |
) |
Beam Therapeutics Inc |
|
|
USD |
|
|
|
(672 |
) |
|
|
(41 |
) |
|
|
(41 |
) |
|
|
(2.4 |
) |
| |
|
(20,600 |
) |
Beyond Meat Inc |
|
|
USD |
|
|
|
(1,277 |
) |
|
|
312 |
|
|
|
312 |
|
|
|
17.9 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Continued)
| |
Shares |
|
Description |
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
|
Fair Value (Thousands) |
|
|
Percentage Value of Underlying Investment |
|
| |
|
(9,113 |
) |
Bill.Com Holdings Inc |
|
|
USD |
|
|
|
(2,312 |
) |
|
|
144 |
|
|
|
144 |
|
|
|
8.3 |
|
| |
|
(8,200 |
) |
Black Knight Inc |
|
|
USD |
|
|
|
(520 |
) |
|
|
59 |
|
|
|
59 |
|
|
|
3.4 |
|
| |
|
(21,100 |
) |
Blackstone Mortgage Trust Inc |
|
|
USD |
|
|
|
(673 |
) |
|
|
2 |
|
|
|
2 |
|
|
|
0.1 |
|
| |
|
(125,200 |
) |
Blue Owl Capital Inc |
|
|
USD |
|
|
|
(1,610 |
) |
|
|
32 |
|
|
|
32 |
|
|
|
1.8 |
|
| |
|
(2,400 |
) |
Carmax Inc |
|
|
USD |
|
|
|
(272 |
) |
|
|
10 |
|
|
|
10 |
|
|
|
0.6 |
|
| |
|
(39,100 |
) |
Ccc Intelligent Solutions Holdings Inc |
|
|
USD |
|
|
|
(413 |
) |
|
|
(12 |
) |
|
|
(12 |
) |
|
|
(0.7 |
) |
| |
|
(2,900 |
) |
Celsius Holdings Inc |
|
|
USD |
|
|
|
(180 |
) |
|
|
(5 |
) |
|
|
(5 |
) |
|
|
(0.3 |
) |
| |
|
(8,700 |
) |
Cerevel Therapeutics Holdings Inc |
|
|
USD |
|
|
|
(262 |
) |
|
|
32 |
|
|
|
32 |
|
|
|
1.8 |
|
| |
|
(8,200 |
) |
Chart Industries Inc |
|
|
USD |
|
|
|
(999 |
) |
|
|
(185 |
) |
|
|
(185 |
) |
|
|
(10.6 |
) |
| |
|
(4,900 |
) |
Civitas Resources Inc |
|
|
USD |
|
|
|
(240 |
) |
|
|
(8 |
) |
|
|
(8 |
) |
|
|
(0.5 |
) |
| |
|
(26,100 |
) |
Clearway Energy Inc |
|
|
USD |
|
|
|
(854 |
) |
|
|
(27 |
) |
|
|
(27 |
) |
|
|
(1.6 |
) |
| |
|
(43,071 |
) |
Cleveland-Cliffs Inc |
|
|
USD |
|
|
|
(852 |
) |
|
|
(87 |
) |
|
|
(87 |
) |
|
|
(5.0 |
) |
| |
|
(11,100 |
) |
Element Solutions Inc |
|
|
USD |
|
|
|
(270 |
) |
|
|
(4 |
) |
|
|
(4 |
) |
|
|
(0.2 |
) |
| |
|
(2,600 |
) |
Ensign Group Inc |
|
|
USD |
|
|
|
(209 |
) |
|
|
(9 |
) |
|
|
(9 |
) |
|
|
(0.5 |
) |
| |
|
(2,400 |
) |
Envestnet Inc |
|
|
USD |
|
|
|
(165 |
) |
|
|
(14 |
) |
|
|
(14 |
) |
|
|
(0.8 |
) |
| |
|
(5,200 |
) |
Erie Indemnity Co |
|
|
USD |
|
|
|
(971 |
) |
|
|
61 |
|
|
|
61 |
|
|
|
3.5 |
|
| |
|
(39,100 |
) |
Essential Utilities Inc |
|
|
USD |
|
|
|
(1,770 |
) |
|
|
(82 |
) |
|
|
(82 |
) |
|
|
(4.7 |
) |
| |
|
(25,800 |
) |
Eversource Energy |
|
|
USD |
|
|
|
(2,120 |
) |
|
|
9 |
|
|
|
9 |
|
|
|
0.5 |
|
| |
|
(8,900 |
) |
Fabrinet Bearer |
|
|
USD |
|
|
|
(908 |
) |
|
|
17 |
|
|
|
17 |
|
|
|
1.0 |
|
| |
|
(2,634 |
) |
First Citizens Bancshares Inc |
|
|
USD |
|
|
|
(2,083 |
) |
|
|
5 |
|
|
|
5 |
|
|
|
0.3 |
|
| |
|
(24,300 |
) |
First Financial Bankshares Inc |
|
|
USD |
|
|
|
(1,164 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
|
|
(0.1 |
) |
| |
|
(2,920 |
) |
Five Below Inc |
|
|
USD |
|
|
|
(483 |
) |
|
|
6 |
|
|
|
6 |
|
|
|
0.3 |
|
| |
|
(10,979 |
) |
Gamestop Corp New |
|
|
USD |
|
|
|
(1,385 |
) |
|
|
28 |
|
|
|
28 |
|
|
|
1.6 |
|
| |
|
(42,800 |
) |
Gap Inc |
|
|
USD |
|
|
|
(663 |
) |
|
|
40 |
|
|
|
40 |
|
|
|
2.3 |
|
| |
|
(21,200 |
) |
Glacier Bancorp Inc |
|
|
USD |
|
|
|
(1,147 |
) |
|
|
(27 |
) |
|
|
(27 |
) |
|
|
(1.6 |
) |
| |
|
(1,600 |
) |
Goosehead Insurance Inc |
|
|
USD |
|
|
|
(160 |
) |
|
|
20 |
|
|
|
20 |
|
|
|
1.1 |
|
| |
|
(13,413 |
) |
Guardant Health Inc |
|
|
USD |
|
|
|
(925 |
) |
|
|
36 |
|
|
|
36 |
|
|
|
2.1 |
|
| |
|
(7,500 |
) |
Hamilton Lane Incorporated |
|
|
USD |
|
|
|
(603 |
) |
|
|
17 |
|
|
|
17 |
|
|
|
1.0 |
|
| |
|
(5,200 |
) |
Hannon Armstrong Sustainable Infrastructure Capital |
|
|
USD |
|
|
|
(213 |
) |
|
|
(33 |
) |
|
|
(33 |
) |
|
|
(1.9 |
) |
| |
|
(5,000 |
) |
Highwoods Properties Inc |
|
|
USD |
|
|
|
(216 |
) |
|
|
(4 |
) |
|
|
(4 |
) |
|
|
(0.2 |
) |
| |
|
(8,000 |
) |
Hormel Foods Corp |
|
|
USD |
|
|
|
(378 |
) |
|
|
(3 |
) |
|
|
(3 |
) |
|
|
(0.2 |
) |
| |
|
(9,195 |
) |
Howmet Aerospace Inc |
|
|
USD |
|
|
|
(322 |
) |
|
|
(7 |
) |
|
|
(7 |
) |
|
|
(0.4 |
) |
| |
|
(1,800 |
) |
Idacorp Inc |
|
|
USD |
|
|
|
(187 |
) |
|
|
(2 |
) |
|
|
(2 |
) |
|
|
(0.1 |
) |
| |
|
(6,300 |
) |
Intellia Therapeutics Inc |
|
|
USD |
|
|
|
(621 |
) |
|
|
(2 |
) |
|
|
(2 |
) |
|
|
(0.1 |
) |
| |
|
(7,000 |
) |
Itt Inc |
|
|
USD |
|
|
|
(619 |
) |
|
|
4 |
|
|
|
4 |
|
|
|
0.2 |
|
| |
|
(18,200 |
) |
Jbg Smith Properties |
|
|
USD |
|
|
|
(507 |
) |
|
|
22 |
|
|
|
22 |
|
|
|
1.3 |
|
| |
|
(3,600 |
) |
Karuna Therapeutics Inc |
|
|
USD |
|
|
|
(403 |
) |
|
|
25 |
|
|
|
25 |
|
|
|
1.4 |
|
| |
|
(14,400 |
) |
Kb Home |
|
|
USD |
|
|
|
(567 |
) |
|
|
9 |
|
|
|
9 |
|
|
|
0.5 |
|
| |
|
(27,500 |
) |
Kilroy Realty Corporation |
|
|
USD |
|
|
|
(1,919 |
) |
|
|
(51 |
) |
|
|
(51 |
) |
|
|
(2.9 |
) |
| |
|
(5,000 |
) |
Kinsale Capital Group Inc |
|
|
USD |
|
|
|
(970 |
) |
|
|
(79 |
) |
|
|
(79 |
) |
|
|
(4.5 |
) |
| |
|
(2,500 |
) |
Lancaster Colony Corp |
|
|
USD |
|
|
|
(397 |
) |
|
|
(23 |
) |
|
|
(23 |
) |
|
|
(1.3 |
) |
| |
|
(36,000 |
) |
Leggett & Platt Inc |
|
|
USD |
|
|
|
(1,410 |
) |
|
|
75 |
|
|
|
75 |
|
|
|
4.3 |
|
| |
|
(14,200 |
) |
Leidos Holdings Inc |
|
|
USD |
|
|
|
(1,200 |
) |
|
|
(246 |
) |
|
|
(246 |
) |
|
|
(14.1 |
) |
| |
|
(15,600 |
) |
Liberty Broadband Corp |
|
|
USD |
|
|
|
(2,390 |
) |
|
|
101 |
|
|
|
101 |
|
|
|
5.8 |
|
| |
|
(85,000 |
) |
Marqeta Inc |
|
|
USD |
|
|
|
(1,017 |
) |
|
|
19 |
|
|
|
19 |
|
|
|
1.1 |
|
| |
|
(4,900 |
) |
Mirati Therapeutics Inc |
|
|
USD |
|
|
|
(526 |
) |
|
|
94 |
|
|
|
94 |
|
|
|
5.4 |
|
| |
|
(11,100 |
) |
Natera Inc |
|
|
USD |
|
|
|
(778 |
) |
|
|
48 |
|
|
|
48 |
|
|
|
2.8 |
|
| |
|
(20,600 |
) |
New Fortress Energy Inc |
|
|
USD |
|
|
|
(504 |
) |
|
|
(64 |
) |
|
|
(64 |
) |
|
|
(3.7 |
) |
| |
|
(16,820 |
) |
Newell Brands Inc |
|
|
USD |
|
|
|
(437 |
) |
|
|
34 |
|
|
|
34 |
|
|
|
2.0 |
|
| |
|
(50,800 |
) |
Oak Street Health Inc |
|
|
USD |
|
|
|
(929 |
) |
|
|
40 |
|
|
|
40 |
|
|
|
2.3 |
|
| |
|
(52,800 |
) |
Oge Energy Corp |
|
|
USD |
|
|
|
(1,890 |
) |
|
|
(93 |
) |
|
|
(93 |
) |
|
|
(5.3 |
) |
| |
|
(51,200 |
) |
Omega Healthcare Investors Inc |
|
|
USD |
|
|
|
(1,462 |
) |
|
|
20 |
|
|
|
20 |
|
|
|
1.1 |
|
| |
|
(211,932 |
) |
Opendoor Technologies Inc |
|
|
USD |
|
|
|
(2,382 |
) |
|
|
612 |
|
|
|
612 |
|
|
|
35.2 |
|
| |
|
(2,300 |
) |
Ormat Technologies Inc |
|
|
USD |
|
|
|
(157 |
) |
|
|
(7 |
) |
|
|
(7 |
) |
|
|
(0.4 |
) |
| |
|
(53,600 |
) |
Owl Rock Capital Corp |
|
|
USD |
|
|
|
(788 |
) |
|
|
(18 |
) |
|
|
(18 |
) |
|
|
(1.0 |
) |
| |
|
(17,400 |
) |
Packaging Corp Of America |
|
|
USD |
|
|
|
(2,576 |
) |
|
|
15 |
|
|
|
15 |
|
|
|
0.9 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Continued)
| |
Shares |
|
Description |
|
Currency |
|
|
Notional Amount (Thousands) |
|
|
Net Unrealized Appreciation (Depreciation) (Thousands) |
|
|
Fair Value (Thousands) |
|
|
Percentage Value of Underlying Investment |
|
| |
|
(73,516 |
) |
Plug Power Inc |
|
|
USD |
|
|
|
(1,747 |
) |
|
|
(55 |
) |
|
|
(55 |
) |
|
|
(3.2 |
) |
| |
|
(3,600 |
) |
Q2 Holdings Inc |
|
|
USD |
|
|
|
(238 |
) |
|
|
4 |
|
|
|
4 |
|
|
|
0.2 |
|
| |
|
(147,696 |
) |
Quantumscape Corporation |
|
|
USD |
|
|
|
(2,372 |
) |
|
|
(12 |
) |
|
|
(12 |
) |
|
|
(0.7 |
) |
| |
|
(22,100 |
) |
Reynolds Consumer Products Inc |
|
|
USD |
|
|
|
(641 |
) |
|
|
(22 |
) |
|
|
(22 |
) |
|
|
(1.3 |
) |
| |
|
(4,875 |
) |
RH |
|
|
USD |
|
|
|
(2,079 |
) |
|
|
120 |
|
|
|
120 |
|
|
|
6.9 |
|
| |
|
(133,586 |
) |
Robinhood Markets Inc |
|
|
USD |
|
|
|
(1,480 |
) |
|
|
(124 |
) |
|
|
(124 |
) |
|
|
(7.1 |
) |
| |
|
(8,700 |
) |
Royal Gold Inc |
|
|
USD |
|
|
|
(948 |
) |
|
|
(107 |
) |
|
|
(107 |
) |
|
|
(6.1 |
) |
| |
|
(5,900 |
) |
Safehold Inc |
|
|
USD |
|
|
|
(384 |
) |
|
|
21 |
|
|
|
21 |
|
|
|
1.2 |
|
| |
|
(33,800 |
) |
Sentinelone Inc |
|
|
USD |
|
|
|
(1,554 |
) |
|
|
152 |
|
|
|
152 |
|
|
|
8.7 |
|
| |
|
(8,500 |
) |
Servisfirst Bancshares Inc |
|
|
USD |
|
|
|
(730 |
) |
|
|
(13 |
) |
|
|
(13 |
) |
|
|
(0.7 |
) |
| |
|
(200,500 |
) |
Sofi Technologies Inc |
|
|
USD |
|
|
|
(2,522 |
) |
|
|
226 |
|
|
|
226 |
|
|
|
13.0 |
|
| |
|
(16,377 |
) |
Southstate Corporation |
|
|
USD |
|
|
|
(1,482 |
) |
|
|
1 |
|
|
|
1 |
|
|
|
0.1 |
|
| |
|
(3,300 |
) |
Sps Commerce Inc |
|
|
USD |
|
|
|
(432 |
) |
|
|
3 |
|
|
|
3 |
|
|
|
0.2 |
|
| |
|
(75,000 |
) |
Sunrun Inc |
|
|
USD |
|
|
|
(1,846 |
) |
|
|
(200 |
) |
|
|
(200 |
) |
|
|
(11.5 |
) |
| |
|
(3,762 |
) |
Svb Financial Group |
|
|
USD |
|
|
|
(2,427 |
) |
|
|
147 |
|
|
|
147 |
|
|
|
8.4 |
|
| |
|
(33,100 |
) |
The Wendy'S Co |
|
|
USD |
|
|
|
(769 |
) |
|
|
16 |
|
|
|
16 |
|
|
|
0.9 |
|
| |
|
(28,000 |
) |
Toast Inc |
|
|
USD |
|
|
|
(787 |
) |
|
|
210 |
|
|
|
210 |
|
|
|
12.1 |
|
| |
|
(23,400 |
) |
Tripadvisor Inc |
|
|
USD |
|
|
|
(704 |
) |
|
|
108 |
|
|
|
108 |
|
|
|
6.2 |
|
| |
|
(29,900 |
) |
Tusimple Holdings Inc |
|
|
USD |
|
|
|
(534 |
) |
|
|
13 |
|
|
|
13 |
|
|
|
0.7 |
|
| |
|
(7,550 |
) |
Upstart Holdings Inc |
|
|
USD |
|
|
|
(824 |
) |
|
|
(454 |
) |
|
|
(454 |
) |
|
|
(26.1 |
) |
| |
|
(224,000 |
) |
Uwm Holdings Corporation |
|
|
USD |
|
|
|
(1,035 |
) |
|
|
62 |
|
|
|
62 |
|
|
|
3.6 |
|
| |
|
(22,400 |
) |
Vf Corp |
|
|
USD |
|
|
|
(1,379 |
) |
|
|
79 |
|
|
|
79 |
|
|
|
4.5 |
|
| |
|
(24,700 |
) |
Vornado Realty Trust |
|
|
USD |
|
|
|
(1,076 |
) |
|
|
7 |
|
|
|
7 |
|
|
|
0.4 |
|
| |
|
(15,800 |
) |
Western Alliance Bancorp |
|
|
USD |
|
|
|
(1,549 |
) |
|
|
62 |
|
|
|
62 |
|
|
|
3.6 |
|
| |
|
(23,556 |
) |
Wolfspeed Inc |
|
|
USD |
|
|
|
(2,520 |
) |
|
|
100 |
|
|
|
100 |
|
|
|
5.7 |
|
| |
|
(14,750 |
) |
Zillow Group Inc |
|
|
USD |
|
|
|
(961 |
) |
|
|
124 |
|
|
|
124 |
|
|
|
7.1 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
(96,826 |
) |
|
$ |
1,740 |
|
|
$ |
1,740 |
|
|
|
100.0 |
% |
|
Percentages are based on Net Assets of $1,562,022 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
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 February 28, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,425,911 |
|
|
|
– |
|
|
|
– |
|
|
|
1,425,911 |
|
Cash Equivalent |
|
|
86,806 |
|
|
|
– |
|
|
|
– |
|
|
|
86,806 |
|
Total Investments in Securities |
|
|
1,512,717 |
|
|
|
– |
|
|
|
– |
|
|
|
1,512,717 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(359 |
) |
|
|
– |
|
|
|
– |
|
|
|
(359 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Return Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
– |
|
|
|
(1,249 |
) |
|
|
– |
|
|
|
(1,249 |
) |
Total Other Financial Instruments |
|
|
(359 |
) |
|
|
(1,249 |
) |
|
|
– |
|
|
|
(1,608 |
) |
*Futures and swap contracts are valued at the unrealized depreciation on the instrument.
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Disciplined Equity Fund (Concluded)
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 02/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
— |
|
|
$ |
3,789 |
|
|
$ |
(3,789 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
|
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
81,714 |
|
|
|
741,759 |
|
|
|
(736,668 |
) |
|
|
1 |
|
|
|
— |
|
|
|
86,806 |
|
|
|
86,805,876 |
|
|
|
6 |
|
|
|
— |
|
Totals |
|
$ |
81,714 |
|
|
$ |
745,548 |
|
|
$ |
(740,457 |
) |
|
$ |
1 |
|
|
$ |
- |
|
|
$ |
86,806 |
|
|
|
|
|
|
$ |
6 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.7% |
| |
|
|
|
|
|
|
|
|
Communication Services — 9.1% |
|
|
|
|
Activision Blizzard Inc |
|
|
39,556 |
|
|
$ |
3,224 |
|
Alphabet Inc, Cl A * |
|
|
15,418 |
|
|
|
41,646 |
|
Alphabet Inc, Cl C * |
|
|
14,399 |
|
|
|
38,846 |
|
Altice USA Inc, Cl A * |
|
|
11,900 |
|
|
|
138 |
|
AT&T Inc |
|
|
366,185 |
|
|
|
8,675 |
|
Cable One Inc |
|
|
257 |
|
|
|
368 |
|
Charter Communications Inc, Cl A * |
|
|
6,397 |
|
|
|
3,850 |
|
Comcast Corp, Cl A |
|
|
233,850 |
|
|
|
10,935 |
|
Discovery Inc, Cl A * |
|
|
9,300 |
|
|
|
261 |
|
Discovery Inc, Cl C * |
|
|
16,100 |
|
|
|
450 |
|
DISH Network Corp, Cl A * |
|
|
12,726 |
|
|
|
407 |
|
Electronic Arts Inc |
|
|
14,665 |
|
|
|
1,908 |
|
Fox Corp |
|
|
23,527 |
|
|
|
956 |
|
IAC/InterActiveCorp * |
|
|
3,932 |
|
|
|
451 |
|
Interpublic Group of Cos Inc/The |
|
|
20,345 |
|
|
|
749 |
|
Liberty Broadband Corp, Cl A * |
|
|
1,280 |
|
|
|
185 |
|
Liberty Broadband Corp, Cl C * |
|
|
7,278 |
|
|
|
1,068 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
1,600 |
|
|
|
90 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
10,200 |
|
|
|
619 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
4,020 |
|
|
|
202 |
|
Liberty Media Corp-Liberty SiriusXM, Cl C * |
|
|
8,521 |
|
|
|
429 |
|
Live Nation Entertainment Inc * |
|
|
7,100 |
|
|
|
858 |
|
Loyalty Ventures Inc * |
|
|
1,044 |
|
|
|
25 |
|
Lumen Technologies Inc (A) |
|
|
52,206 |
|
|
|
541 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
1,086 |
|
|
|
188 |
|
Match Group Inc * |
|
|
14,496 |
|
|
|
1,616 |
|
Meta Platforms Inc, Cl A * |
|
|
121,200 |
|
|
|
25,577 |
|
Netflix Inc * |
|
|
22,200 |
|
|
|
8,758 |
|
New York Times Co/The, Cl A |
|
|
8,800 |
|
|
|
387 |
|
News Corp |
|
|
6,900 |
|
|
|
155 |
|
News Corp, Cl A |
|
|
19,946 |
|
|
|
445 |
|
Nexstar Media Group Inc, Cl A |
|
|
1,900 |
|
|
|
352 |
|
Omnicom Group Inc |
|
|
10,744 |
|
|
|
901 |
|
Paramount Global, Cl A |
|
|
715 |
|
|
|
24 |
|
Paramount Global, Cl B |
|
|
30,086 |
|
|
|
921 |
|
Pinterest Inc, Cl A * |
|
|
29,300 |
|
|
|
784 |
|
Playtika Holding Corp * |
|
|
4,700 |
|
|
|
97 |
|
Roku Inc, Cl A * |
|
|
5,800 |
|
|
|
809 |
|
Sirius XM Holdings Inc (A) |
|
|
46,800 |
|
|
|
288 |
|
Skillz Inc, Cl A *(A) |
|
|
16,100 |
|
|
|
50 |
|
Spotify Technology SA * |
|
|
7,000 |
|
|
|
1,093 |
|
Take-Two Interactive Software Inc * |
|
|
5,800 |
|
|
|
940 |
|
T-Mobile US Inc * |
|
|
30,392 |
|
|
|
3,745 |
|
TripAdvisor Inc * |
|
|
5,767 |
|
|
|
147 |
|
Twitter Inc * |
|
|
39,360 |
|
|
|
1,399 |
|
Verizon Communications Inc |
|
|
212,476 |
|
|
|
11,403 |
|
Vimeo Inc * |
|
|
7,357 |
|
|
|
96 |
|
Walt Disney Co/The * |
|
|
93,050 |
|
|
|
13,814 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
World Wrestling Entertainment Inc, Cl A |
|
|
2,200 |
|
|
$ |
130 |
|
Zynga Inc, Cl A * |
|
|
52,600 |
|
|
|
478 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
191,478 |
|
Consumer Discretionary — 11.7% |
|
|
|
|
Advance Auto Parts Inc |
|
|
3,308 |
|
|
|
676 |
|
Amazon.com Inc * |
|
|
22,252 |
|
|
|
68,342 |
|
Aptiv PLC * |
|
|
13,800 |
|
|
|
1,786 |
|
Aramark |
|
|
11,600 |
|
|
|
429 |
|
AutoNation Inc * |
|
|
2,132 |
|
|
|
244 |
|
AutoZone Inc * |
|
|
1,107 |
|
|
|
2,063 |
|
Bath & Body Works Inc |
|
|
11,757 |
|
|
|
627 |
|
Best Buy Co Inc |
|
|
12,647 |
|
|
|
1,222 |
|
Booking Holdings Inc * |
|
|
2,132 |
|
|
|
4,631 |
|
BorgWarner Inc |
|
|
12,264 |
|
|
|
503 |
|
Boyd Gaming Corp |
|
|
4,500 |
|
|
|
319 |
|
Bright Horizons Family Solutions Inc * |
|
|
3,200 |
|
|
|
418 |
|
Brunswick Corp/DE |
|
|
3,900 |
|
|
|
373 |
|
Burlington Stores Inc * |
|
|
3,500 |
|
|
|
791 |
|
Caesars Entertainment Inc * |
|
|
10,500 |
|
|
|
884 |
|
Capri Holdings Ltd * |
|
|
7,400 |
|
|
|
501 |
|
CarMax Inc * |
|
|
8,360 |
|
|
|
914 |
|
Carnival Corp, Cl A * |
|
|
43,600 |
|
|
|
886 |
|
Carter's Inc |
|
|
2,400 |
|
|
|
232 |
|
Carvana Co, Cl A * |
|
|
4,100 |
|
|
|
617 |
|
Chegg Inc * |
|
|
7,900 |
|
|
|
247 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
1,419 |
|
|
|
2,162 |
|
Choice Hotels International Inc |
|
|
1,884 |
|
|
|
272 |
|
Churchill Downs Inc |
|
|
2,000 |
|
|
|
482 |
|
Columbia Sportswear Co |
|
|
2,000 |
|
|
|
185 |
|
Darden Restaurants Inc |
|
|
6,668 |
|
|
|
968 |
|
Deckers Outdoor Corp * |
|
|
1,400 |
|
|
|
404 |
|
Dick's Sporting Goods Inc |
|
|
3,258 |
|
|
|
342 |
|
Dollar General Corp |
|
|
11,800 |
|
|
|
2,340 |
|
Dollar Tree Inc * |
|
|
11,434 |
|
|
|
1,625 |
|
Domino's Pizza Inc |
|
|
1,900 |
|
|
|
821 |
|
DoorDash Inc, Cl A * |
|
|
7,700 |
|
|
|
808 |
|
DR Horton Inc |
|
|
16,768 |
|
|
|
1,432 |
|
DraftKings Inc, Cl A *(A) |
|
|
16,600 |
|
|
|
393 |
|
eBay Inc |
|
|
32,211 |
|
|
|
1,758 |
|
Etsy Inc * |
|
|
6,400 |
|
|
|
991 |
|
Expedia Group Inc * |
|
|
7,422 |
|
|
|
1,456 |
|
Five Below Inc * |
|
|
2,800 |
|
|
|
458 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
4,800 |
|
|
|
459 |
|
Foot Locker Inc |
|
|
4,169 |
|
|
|
132 |
|
Ford Motor Co |
|
|
201,384 |
|
|
|
3,536 |
|
Frontdoor Inc * |
|
|
4,700 |
|
|
|
141 |
|
GameStop Corp, Cl A *(A) |
|
|
3,200 |
|
|
|
395 |
|
Gap Inc/The |
|
|
11,221 |
|
|
|
163 |
|
Garmin Ltd |
|
|
7,700 |
|
|
|
850 |
|
General Motors Co * |
|
|
70,500 |
|
|
|
3,294 |
|
Gentex Corp |
|
|
12,864 |
|
|
|
390 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Genuine Parts Co |
|
|
7,111 |
|
|
$ |
869 |
|
Grand Canyon Education Inc * |
|
|
2,300 |
|
|
|
200 |
|
H&R Block Inc |
|
|
9,825 |
|
|
|
244 |
|
Hanesbrands Inc |
|
|
17,772 |
|
|
|
275 |
|
Harley-Davidson Inc |
|
|
7,803 |
|
|
|
322 |
|
Hasbro Inc |
|
|
6,567 |
|
|
|
637 |
|
Hayward Holdings Inc * |
|
|
2,100 |
|
|
|
38 |
|
Hilton Worldwide Holdings Inc * |
|
|
13,833 |
|
|
|
2,059 |
|
Home Depot Inc/The |
|
|
54,533 |
|
|
|
17,223 |
|
Hyatt Hotels Corp, Cl A * |
|
|
2,600 |
|
|
|
253 |
|
Kohl's Corp |
|
|
7,619 |
|
|
|
424 |
|
Las Vegas Sands Corp * |
|
|
16,993 |
|
|
|
728 |
|
Lear Corp |
|
|
3,100 |
|
|
|
488 |
|
Leggett & Platt Inc |
|
|
7,212 |
|
|
|
267 |
|
Lennar Corp, Cl A |
|
|
13,990 |
|
|
|
1,257 |
|
Lennar Corp, Cl B |
|
|
713 |
|
|
|
54 |
|
Leslie's Inc * |
|
|
6,100 |
|
|
|
130 |
|
Lithia Motors Inc, Cl A |
|
|
1,500 |
|
|
|
511 |
|
LKQ Corp |
|
|
13,100 |
|
|
|
615 |
|
Lowe's Cos Inc |
|
|
35,510 |
|
|
|
7,850 |
|
Lululemon Athletica Inc * |
|
|
5,900 |
|
|
|
1,888 |
|
Marriott International Inc/MD, Cl A * |
|
|
13,994 |
|
|
|
2,381 |
|
Marriott Vacations Worldwide Corp |
|
|
2,300 |
|
|
|
370 |
|
Mattel Inc * |
|
|
17,642 |
|
|
|
441 |
|
McDonald's Corp |
|
|
38,280 |
|
|
|
9,370 |
|
MGM Resorts International |
|
|
19,939 |
|
|
|
883 |
|
Mister Car Wash Inc * |
|
|
3,900 |
|
|
|
63 |
|
Mohawk Industries Inc * |
|
|
2,866 |
|
|
|
404 |
|
Newell Brands Inc |
|
|
19,493 |
|
|
|
463 |
|
NIKE Inc, Cl B |
|
|
63,568 |
|
|
|
8,680 |
|
Nordstrom Inc * |
|
|
6,912 |
|
|
|
143 |
|
Norwegian Cruise Line Holdings Ltd *(A) |
|
|
18,900 |
|
|
|
368 |
|
NVR Inc * |
|
|
154 |
|
|
|
764 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
3,700 |
|
|
|
160 |
|
O'Reilly Automotive Inc * |
|
|
3,440 |
|
|
|
2,233 |
|
Peloton Interactive Inc, Cl A * |
|
|
13,300 |
|
|
|
387 |
|
Penn National Gaming Inc * |
|
|
8,500 |
|
|
|
436 |
|
Penske Automotive Group Inc |
|
|
1,800 |
|
|
|
177 |
|
Petco Health & Wellness Co Inc, Cl A *(A) |
|
|
3,300 |
|
|
|
58 |
|
Planet Fitness Inc, Cl A * |
|
|
4,300 |
|
|
|
364 |
|
Polaris Inc (A) |
|
|
2,900 |
|
|
|
352 |
|
Pool Corp |
|
|
2,000 |
|
|
|
917 |
|
PulteGroup Inc |
|
|
12,245 |
|
|
|
608 |
|
PVH Corp |
|
|
3,900 |
|
|
|
382 |
|
QuantumScape Corp, Cl A *(A) |
|
|
13,000 |
|
|
|
210 |
|
Qurate Retail Inc * |
|
|
20,930 |
|
|
|
115 |
|
Ralph Lauren Corp, Cl A |
|
|
2,480 |
|
|
|
327 |
|
RH * |
|
|
800 |
|
|
|
322 |
|
Rivian Automotive Inc, Cl A *(A) |
|
|
7,400 |
|
|
|
500 |
|
Ross Stores Inc |
|
|
17,676 |
|
|
|
1,615 |
|
Royal Caribbean Cruises Ltd * |
|
|
11,200 |
|
|
|
904 |
|
Service Corp International/US |
|
|
8,394 |
|
|
|
511 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Six Flags Entertainment Corp * |
|
|
4,400 |
|
|
$ |
192 |
|
Skechers USA Inc, Cl A * |
|
|
6,100 |
|
|
|
281 |
|
Starbucks Corp |
|
|
60,312 |
|
|
|
5,536 |
|
Tapestry Inc |
|
|
14,367 |
|
|
|
588 |
|
Target Corp |
|
|
24,975 |
|
|
|
4,989 |
|
Tempur Sealy International Inc |
|
|
8,900 |
|
|
|
294 |
|
Terminix Global Holdings Inc * |
|
|
6,000 |
|
|
|
255 |
|
Tesla Inc * |
|
|
41,485 |
|
|
|
36,110 |
|
Thor Industries Inc |
|
|
2,900 |
|
|
|
262 |
|
TJX Cos Inc/The |
|
|
61,716 |
|
|
|
4,079 |
|
Toll Brothers Inc |
|
|
5,051 |
|
|
|
274 |
|
TopBuild Corp * |
|
|
1,800 |
|
|
|
386 |
|
Tractor Supply Co |
|
|
5,800 |
|
|
|
1,182 |
|
Travel + Leisure Co |
|
|
4,768 |
|
|
|
267 |
|
Ulta Beauty Inc * |
|
|
2,752 |
|
|
|
1,031 |
|
Under Armour Inc, Cl A * |
|
|
10,700 |
|
|
|
191 |
|
Under Armour Inc, Cl C *(A) |
|
|
11,321 |
|
|
|
177 |
|
Vail Resorts Inc |
|
|
2,000 |
|
|
|
521 |
|
VF Corp |
|
|
16,468 |
|
|
|
955 |
|
Victoria's Secret & Co * |
|
|
3,852 |
|
|
|
207 |
|
Vroom Inc * |
|
|
6,400 |
|
|
|
39 |
|
Wayfair Inc, Cl A *(A) |
|
|
4,000 |
|
|
|
564 |
|
Wendy's Co/The |
|
|
10,075 |
|
|
|
229 |
|
Whirlpool Corp |
|
|
2,916 |
|
|
|
587 |
|
Williams-Sonoma Inc |
|
|
3,962 |
|
|
|
574 |
|
Wyndham Hotels & Resorts Inc |
|
|
4,468 |
|
|
|
386 |
|
Wynn Resorts Ltd * |
|
|
5,396 |
|
|
|
467 |
|
YETI Holdings Inc * |
|
|
4,700 |
|
|
|
289 |
|
Yum China Holdings Inc |
|
|
21,948 |
|
|
|
1,142 |
|
Yum! Brands Inc |
|
|
15,148 |
|
|
|
1,857 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
248,113 |
|
Consumer Staples — 5.9% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
8,200 |
|
|
|
239 |
|
Altria Group Inc |
|
|
94,940 |
|
|
|
4,870 |
|
Archer-Daniels-Midland Co |
|
|
28,579 |
|
|
|
2,242 |
|
Beyond Meat Inc *(A) |
|
|
3,200 |
|
|
|
150 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
500 |
|
|
|
192 |
|
Brown-Forman Corp, Cl A |
|
|
2,200 |
|
|
|
134 |
|
Brown-Forman Corp, Cl B |
|
|
9,417 |
|
|
|
614 |
|
Bunge Ltd |
|
|
7,100 |
|
|
|
742 |
|
Campbell Soup Co |
|
|
9,978 |
|
|
|
449 |
|
Casey's General Stores Inc |
|
|
1,900 |
|
|
|
357 |
|
Church & Dwight Co Inc |
|
|
12,514 |
|
|
|
1,225 |
|
Clorox Co/The |
|
|
6,303 |
|
|
|
919 |
|
Coca-Cola Co/The |
|
|
199,040 |
|
|
|
12,388 |
|
Colgate-Palmolive Co |
|
|
42,650 |
|
|
|
3,282 |
|
Conagra Brands Inc |
|
|
24,176 |
|
|
|
845 |
|
Constellation Brands Inc, Cl A |
|
|
8,031 |
|
|
|
1,732 |
|
Costco Wholesale Corp |
|
|
22,681 |
|
|
|
11,777 |
|
Coty Inc, Cl A * |
|
|
14,922 |
|
|
|
137 |
|
Darling Ingredients Inc * |
|
|
8,300 |
|
|
|
602 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Estee Lauder Cos Inc/The, Cl A |
|
|
11,708 |
|
|
$ |
3,469 |
|
Flowers Foods Inc |
|
|
10,325 |
|
|
|
283 |
|
Freshpet Inc * |
|
|
2,200 |
|
|
|
210 |
|
General Mills Inc |
|
|
30,992 |
|
|
|
2,090 |
|
Grocery Outlet Holding Corp * |
|
|
5,000 |
|
|
|
139 |
|
Hain Celestial Group Inc/The * |
|
|
4,800 |
|
|
|
175 |
|
Herbalife Nutrition Ltd * |
|
|
5,700 |
|
|
|
203 |
|
Hershey Co/The |
|
|
7,498 |
|
|
|
1,517 |
|
Hormel Foods Corp |
|
|
14,556 |
|
|
|
693 |
|
Ingredion Inc |
|
|
3,500 |
|
|
|
311 |
|
J M Smucker Co/The |
|
|
5,211 |
|
|
|
702 |
|
Kellogg Co (A) |
|
|
12,703 |
|
|
|
812 |
|
Keurig Dr Pepper Inc |
|
|
36,000 |
|
|
|
1,392 |
|
Kimberly-Clark Corp |
|
|
17,218 |
|
|
|
2,241 |
|
Kraft Heinz Co/The |
|
|
35,502 |
|
|
|
1,392 |
|
Kroger Co/The |
|
|
37,246 |
|
|
|
1,743 |
|
Lamb Weston Holdings Inc |
|
|
7,462 |
|
|
|
496 |
|
McCormick & Co Inc/MD |
|
|
12,686 |
|
|
|
1,207 |
|
Molson Coors Beverage Co, Cl B |
|
|
9,162 |
|
|
|
478 |
|
Mondelez International Inc, Cl A |
|
|
71,506 |
|
|
|
4,682 |
|
Monster Beverage Corp * |
|
|
19,187 |
|
|
|
1,619 |
|
Olaplex Holdings Inc * |
|
|
4,200 |
|
|
|
70 |
|
PepsiCo Inc |
|
|
70,852 |
|
|
|
11,601 |
|
Philip Morris International Inc |
|
|
79,868 |
|
|
|
8,072 |
|
Pilgrim's Pride Corp * |
|
|
2,900 |
|
|
|
68 |
|
Post Holdings Inc * |
|
|
3,100 |
|
|
|
326 |
|
Procter & Gamble Co/The |
|
|
123,354 |
|
|
|
19,230 |
|
Reynolds Consumer Products Inc |
|
|
3,100 |
|
|
|
92 |
|
Seaboard Corp |
|
|
16 |
|
|
|
62 |
|
Spectrum Brands Holdings Inc |
|
|
1,818 |
|
|
|
169 |
|
Sysco Corp |
|
|
26,448 |
|
|
|
2,304 |
|
Tyson Foods Inc, Cl A |
|
|
14,765 |
|
|
|
1,368 |
|
US Foods Holding Corp * |
|
|
11,700 |
|
|
|
457 |
|
Walgreens Boots Alliance Inc |
|
|
37,025 |
|
|
|
1,707 |
|
Walmart Inc |
|
|
73,579 |
|
|
|
9,945 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
124,221 |
|
Energy — 3.5% |
|
|
|
|
Antero Midstream Corp |
|
|
18,600 |
|
|
|
187 |
|
APA Corp |
|
|
17,459 |
|
|
|
622 |
|
Baker Hughes Co, Cl A |
|
|
37,740 |
|
|
|
1,109 |
|
Cheniere Energy Inc |
|
|
11,900 |
|
|
|
1,581 |
|
Chevron Corp |
|
|
99,198 |
|
|
|
14,284 |
|
ConocoPhillips |
|
|
67,655 |
|
|
|
6,418 |
|
Continental Resources Inc/OK (A) |
|
|
3,400 |
|
|
|
188 |
|
Coterra Energy Inc, Cl A |
|
|
40,281 |
|
|
|
940 |
|
Devon Energy Corp |
|
|
34,627 |
|
|
|
2,062 |
|
Diamondback Energy Inc |
|
|
9,117 |
|
|
|
1,259 |
|
DT Midstream Inc |
|
|
4,882 |
|
|
|
259 |
|
EOG Resources Inc |
|
|
29,890 |
|
|
|
3,435 |
|
EQT Corp |
|
|
15,419 |
|
|
|
357 |
|
Exxon Mobil Corp |
|
|
217,138 |
|
|
|
17,028 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Halliburton Co |
|
|
45,136 |
|
|
$ |
1,513 |
|
Hess Corp |
|
|
14,112 |
|
|
|
1,426 |
|
HollyFrontier Corp * |
|
|
7,626 |
|
|
|
232 |
|
Kinder Morgan Inc |
|
|
100,322 |
|
|
|
1,746 |
|
Marathon Oil Corp |
|
|
40,176 |
|
|
|
906 |
|
Marathon Petroleum Corp |
|
|
31,319 |
|
|
|
2,439 |
|
New Fortress Energy Inc, Cl A |
|
|
1,500 |
|
|
|
41 |
|
NOV Inc |
|
|
19,280 |
|
|
|
331 |
|
Occidental Petroleum Corp |
|
|
43,519 |
|
|
|
1,903 |
|
ONEOK Inc |
|
|
22,858 |
|
|
|
1,493 |
|
Phillips 66 |
|
|
22,488 |
|
|
|
1,894 |
|
Pioneer Natural Resources Co |
|
|
11,032 |
|
|
|
2,643 |
|
Schlumberger NV |
|
|
71,455 |
|
|
|
2,804 |
|
Targa Resources Corp |
|
|
11,700 |
|
|
|
765 |
|
Texas Pacific Land Corp |
|
|
300 |
|
|
|
357 |
|
Valero Energy Corp |
|
|
21,036 |
|
|
|
1,757 |
|
Williams Cos Inc/The |
|
|
62,496 |
|
|
|
1,955 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
73,934 |
|
Financials — 11.9% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
1,820 |
|
|
|
252 |
|
Aflac Inc |
|
|
33,712 |
|
|
|
2,060 |
|
AGNC Investment Corp ‡ |
|
|
26,859 |
|
|
|
347 |
|
Alleghany Corp * |
|
|
699 |
|
|
|
463 |
|
Allstate Corp/The |
|
|
14,725 |
|
|
|
1,802 |
|
Ally Financial Inc |
|
|
17,300 |
|
|
|
863 |
|
American Express Co |
|
|
32,172 |
|
|
|
6,259 |
|
American Financial Group Inc/OH |
|
|
3,514 |
|
|
|
476 |
|
American International Group Inc |
|
|
42,623 |
|
|
|
2,610 |
|
Ameriprise Financial Inc |
|
|
5,680 |
|
|
|
1,703 |
|
Annaly Capital Management Inc ‡ |
|
|
71,611 |
|
|
|
498 |
|
Aon PLC, Cl A |
|
|
11,078 |
|
|
|
3,236 |
|
Apollo Global Management Inc |
|
|
18,519 |
|
|
|
1,209 |
|
Arch Capital Group Ltd * |
|
|
19,000 |
|
|
|
895 |
|
Ares Management Corp, Cl A |
|
|
7,600 |
|
|
|
616 |
|
Arthur J Gallagher & Co |
|
|
10,404 |
|
|
|
1,646 |
|
Assurant Inc |
|
|
2,893 |
|
|
|
491 |
|
Assured Guaranty Ltd |
|
|
3,700 |
|
|
|
229 |
|
Axis Capital Holdings Ltd |
|
|
3,800 |
|
|
|
208 |
|
Bank of America Corp |
|
|
369,263 |
|
|
|
16,321 |
|
Bank of Hawaii Corp |
|
|
2,282 |
|
|
|
197 |
|
Bank of New York Mellon Corp/The |
|
|
39,009 |
|
|
|
2,073 |
|
Bank OZK |
|
|
6,400 |
|
|
|
301 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
94,000 |
|
|
|
30,216 |
|
BlackRock Inc, Cl A |
|
|
7,285 |
|
|
|
5,419 |
|
Blackstone Inc, Cl A |
|
|
35,100 |
|
|
|
4,474 |
|
BOK Financial Corp |
|
|
1,775 |
|
|
|
182 |
|
Brighthouse Financial Inc * |
|
|
4,028 |
|
|
|
210 |
|
Brown & Brown Inc |
|
|
12,148 |
|
|
|
821 |
|
Capital One Financial Corp |
|
|
21,825 |
|
|
|
3,345 |
|
Carlyle Group Inc/The |
|
|
8,300 |
|
|
|
389 |
|
Cboe Global Markets Inc |
|
|
5,500 |
|
|
|
645 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Charles Schwab Corp/The |
|
|
77,140 |
|
|
$ |
6,515 |
|
Chubb Ltd |
|
|
22,091 |
|
|
|
4,499 |
|
Cincinnati Financial Corp |
|
|
7,586 |
|
|
|
931 |
|
Citigroup Inc |
|
|
101,604 |
|
|
|
6,018 |
|
Citizens Financial Group Inc |
|
|
21,600 |
|
|
|
1,132 |
|
CME Group Inc, Cl A |
|
|
18,370 |
|
|
|
4,345 |
|
CNA Financial Corp |
|
|
1,500 |
|
|
|
69 |
|
Comerica Inc |
|
|
6,753 |
|
|
|
645 |
|
Commerce Bancshares Inc/MO |
|
|
5,747 |
|
|
|
413 |
|
Credit Acceptance Corp *(A) |
|
|
400 |
|
|
|
220 |
|
Cullen/Frost Bankers Inc |
|
|
3,068 |
|
|
|
432 |
|
Discover Financial Services |
|
|
14,989 |
|
|
|
1,850 |
|
East West Bancorp Inc |
|
|
7,200 |
|
|
|
630 |
|
Equitable Holdings Inc |
|
|
18,800 |
|
|
|
614 |
|
Erie Indemnity Co, Cl A |
|
|
1,419 |
|
|
|
248 |
|
Evercore Inc, Cl A |
|
|
2,000 |
|
|
|
254 |
|
Everest Re Group Ltd |
|
|
2,000 |
|
|
|
597 |
|
FactSet Research Systems Inc |
|
|
1,925 |
|
|
|
782 |
|
Fidelity National Financial Inc |
|
|
13,952 |
|
|
|
665 |
|
Fifth Third Bancorp |
|
|
34,882 |
|
|
|
1,669 |
|
First American Financial Corp |
|
|
5,400 |
|
|
|
362 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
600 |
|
|
|
473 |
|
First Hawaiian Inc |
|
|
6,600 |
|
|
|
192 |
|
First Horizon Corp |
|
|
27,456 |
|
|
|
645 |
|
First Republic Bank/CA |
|
|
9,200 |
|
|
|
1,594 |
|
FNB Corp/PA |
|
|
17,100 |
|
|
|
230 |
|
Franklin Resources Inc |
|
|
14,749 |
|
|
|
439 |
|
Globe Life Inc |
|
|
5,087 |
|
|
|
514 |
|
GoHealth Inc, Cl A * |
|
|
3,000 |
|
|
|
7 |
|
Goldman Sachs Group Inc/The |
|
|
16,875 |
|
|
|
5,759 |
|
Hanover Insurance Group Inc/The |
|
|
1,993 |
|
|
|
278 |
|
Hartford Financial Services Group Inc/The |
|
|
17,410 |
|
|
|
1,210 |
|
Huntington Bancshares Inc/OH |
|
|
74,282 |
|
|
|
1,153 |
|
Interactive Brokers Group Inc, Cl A |
|
|
4,100 |
|
|
|
271 |
|
Intercontinental Exchange Inc |
|
|
28,600 |
|
|
|
3,664 |
|
Invesco Ltd |
|
|
17,600 |
|
|
|
374 |
|
Janus Henderson Group PLC |
|
|
9,400 |
|
|
|
316 |
|
Jefferies Financial Group Inc |
|
|
11,706 |
|
|
|
416 |
|
JPMorgan Chase & Co |
|
|
150,570 |
|
|
|
21,351 |
|
Kemper Corp |
|
|
3,300 |
|
|
|
176 |
|
KeyCorp |
|
|
46,451 |
|
|
|
1,165 |
|
KKR & Co Inc |
|
|
28,700 |
|
|
|
1,725 |
|
Lazard Ltd, Cl A (B) |
|
|
4,100 |
|
|
|
142 |
|
Lemonade Inc *(A) |
|
|
2,100 |
|
|
|
53 |
|
Lincoln National Corp |
|
|
9,288 |
|
|
|
626 |
|
Loews Corp |
|
|
10,736 |
|
|
|
659 |
|
LPL Financial Holdings Inc |
|
|
4,100 |
|
|
|
742 |
|
M&T Bank Corp |
|
|
6,557 |
|
|
|
1,195 |
|
Markel Corp * |
|
|
680 |
|
|
|
845 |
|
MarketAxess Holdings Inc |
|
|
1,900 |
|
|
|
725 |
|
Marsh & McLennan Cos Inc |
|
|
26,165 |
|
|
|
4,066 |
|
Mercury General Corp |
|
|
1,496 |
|
|
|
82 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MetLife Inc |
|
|
36,809 |
|
|
$ |
2,486 |
|
MGIC Investment Corp |
|
|
16,600 |
|
|
|
252 |
|
Moody's Corp |
|
|
8,327 |
|
|
|
2,682 |
|
Morgan Stanley |
|
|
68,914 |
|
|
|
6,253 |
|
Morningstar Inc |
|
|
1,200 |
|
|
|
337 |
|
MSCI Inc, Cl A |
|
|
4,100 |
|
|
|
2,057 |
|
Nasdaq Inc |
|
|
6,010 |
|
|
|
1,029 |
|
New Residential Investment Corp ‡ |
|
|
24,100 |
|
|
|
250 |
|
New York Community Bancorp Inc |
|
|
25,372 |
|
|
|
293 |
|
Northern Trust Corp |
|
|
10,605 |
|
|
|
1,208 |
|
Old Republic International Corp |
|
|
13,590 |
|
|
|
358 |
|
OneMain Holdings Inc, Cl A |
|
|
5,900 |
|
|
|
301 |
|
PacWest Bancorp |
|
|
5,900 |
|
|
|
292 |
|
People's United Financial Inc |
|
|
20,034 |
|
|
|
422 |
|
Pinnacle Financial Partners Inc |
|
|
3,800 |
|
|
|
384 |
|
PNC Financial Services Group Inc/The |
|
|
21,722 |
|
|
|
4,328 |
|
Popular Inc |
|
|
4,053 |
|
|
|
372 |
|
Primerica Inc |
|
|
1,900 |
|
|
|
247 |
|
Principal Financial Group Inc |
|
|
13,608 |
|
|
|
961 |
|
Progressive Corp/The |
|
|
29,980 |
|
|
|
3,176 |
|
Prosperity Bancshares Inc |
|
|
4,600 |
|
|
|
342 |
|
Prudential Financial Inc |
|
|
19,463 |
|
|
|
2,173 |
|
Raymond James Financial Inc |
|
|
9,331 |
|
|
|
1,023 |
|
Regions Financial Corp |
|
|
49,087 |
|
|
|
1,187 |
|
Reinsurance Group of America Inc, Cl A |
|
|
3,499 |
|
|
|
388 |
|
RenaissanceRe Holdings Ltd |
|
|
2,300 |
|
|
|
347 |
|
Rocket Cos Inc, Cl A *(A) |
|
|
7,200 |
|
|
|
93 |
|
S&P Global Inc |
|
|
17,777 |
|
|
|
6,679 |
|
SEI Investments Co. † |
|
|
5,442 |
|
|
|
319 |
|
Signature Bank/New York NY |
|
|
3,100 |
|
|
|
1,069 |
|
SLM Corp |
|
|
14,231 |
|
|
|
280 |
|
Starwood Property Trust Inc ‡ |
|
|
15,500 |
|
|
|
370 |
|
State Street Corp |
|
|
18,379 |
|
|
|
1,568 |
|
Stifel Financial Corp |
|
|
5,200 |
|
|
|
382 |
|
SVB Financial Group * |
|
|
2,900 |
|
|
|
1,757 |
|
Synchrony Financial |
|
|
28,018 |
|
|
|
1,199 |
|
Synovus Financial Corp |
|
|
7,896 |
|
|
|
416 |
|
T Rowe Price Group Inc |
|
|
11,630 |
|
|
|
1,681 |
|
TFS Financial Corp |
|
|
2,500 |
|
|
|
43 |
|
Tradeweb Markets Inc, Cl A |
|
|
5,300 |
|
|
|
448 |
|
Travelers Cos Inc/The |
|
|
12,675 |
|
|
|
2,178 |
|
Truist Financial Corp |
|
|
68,863 |
|
|
|
4,285 |
|
Umpqua Holdings Corp |
|
|
11,300 |
|
|
|
241 |
|
Unum Group |
|
|
10,405 |
|
|
|
290 |
|
Upstart Holdings Inc *(A) |
|
|
2,400 |
|
|
|
379 |
|
US Bancorp |
|
|
68,697 |
|
|
|
3,884 |
|
UWM Holdings Corp |
|
|
2,300 |
|
|
|
10 |
|
Virtu Financial Inc, Cl A |
|
|
4,500 |
|
|
|
158 |
|
Voya Financial Inc (A) |
|
|
5,300 |
|
|
|
357 |
|
W R Berkley Corp |
|
|
7,321 |
|
|
|
661 |
|
Webster Financial Corp |
|
|
9,146 |
|
|
|
551 |
|
Wells Fargo & Co |
|
|
205,066 |
|
|
|
10,944 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Western Alliance Bancorp |
|
|
4,900 |
|
|
$ |
459 |
|
White Mountains Insurance Group Ltd |
|
|
179 |
|
|
|
188 |
|
Willis Towers Watson PLC |
|
|
6,362 |
|
|
|
1,414 |
|
Wintrust Financial Corp |
|
|
3,100 |
|
|
|
308 |
|
Zions Bancorp NA |
|
|
8,202 |
|
|
|
581 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
250,773 |
|
Health Care — 13.0% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
4,000 |
|
|
|
326 |
|
Abbott Laboratories |
|
|
89,037 |
|
|
|
10,740 |
|
AbbVie Inc |
|
|
90,601 |
|
|
|
13,388 |
|
ABIOMED Inc * |
|
|
2,200 |
|
|
|
684 |
|
Acadia Healthcare Co Inc * |
|
|
4,700 |
|
|
|
266 |
|
Adaptive Biotechnologies Corp * |
|
|
5,800 |
|
|
|
84 |
|
Agilent Technologies Inc |
|
|
15,664 |
|
|
|
2,042 |
|
agilon health Inc * |
|
|
8,800 |
|
|
|
178 |
|
Align Technology Inc * |
|
|
4,000 |
|
|
|
2,046 |
|
Alnylam Pharmaceuticals Inc * |
|
|
6,100 |
|
|
|
963 |
|
Amedisys Inc * |
|
|
1,600 |
|
|
|
256 |
|
AmerisourceBergen Corp, Cl A |
|
|
7,724 |
|
|
|
1,101 |
|
Amgen Inc |
|
|
29,158 |
|
|
|
6,604 |
|
Anthem Inc |
|
|
12,531 |
|
|
|
5,662 |
|
Avantor Inc * |
|
|
31,100 |
|
|
|
1,079 |
|
Baxter International Inc |
|
|
25,315 |
|
|
|
2,151 |
|
Becton Dickinson and Co |
|
|
14,670 |
|
|
|
3,980 |
|
Biogen Inc * |
|
|
7,500 |
|
|
|
1,583 |
|
BioMarin Pharmaceutical Inc * |
|
|
9,400 |
|
|
|
734 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
1,100 |
|
|
|
688 |
|
Bio-Techne Corp |
|
|
1,941 |
|
|
|
814 |
|
Boston Scientific Corp * |
|
|
72,539 |
|
|
|
3,204 |
|
Bristol-Myers Squibb Co |
|
|
114,519 |
|
|
|
7,864 |
|
Bruker Corp |
|
|
5,200 |
|
|
|
366 |
|
Cardinal Health Inc |
|
|
14,529 |
|
|
|
785 |
|
Catalent Inc * |
|
|
8,800 |
|
|
|
898 |
|
Centene Corp * |
|
|
29,458 |
|
|
|
2,434 |
|
Cerner Corp |
|
|
15,196 |
|
|
|
1,417 |
|
Certara Inc * |
|
|
5,700 |
|
|
|
144 |
|
Change Healthcare Inc * |
|
|
13,808 |
|
|
|
296 |
|
Charles River Laboratories International Inc * |
|
|
2,543 |
|
|
|
740 |
|
Chemed Corp |
|
|
700 |
|
|
|
335 |
|
Cigna Corp |
|
|
16,802 |
|
|
|
3,995 |
|
Cooper Cos Inc/The |
|
|
2,504 |
|
|
|
1,024 |
|
CureVac NV *(A) |
|
|
2,900 |
|
|
|
49 |
|
CVS Health Corp |
|
|
67,499 |
|
|
|
6,996 |
|
Danaher Corp |
|
|
32,502 |
|
|
|
8,919 |
|
DaVita Inc * |
|
|
3,685 |
|
|
|
415 |
|
Definitive Healthcare Corp, Cl A * |
|
|
600 |
|
|
|
14 |
|
DENTSPLY SIRONA Inc |
|
|
11,166 |
|
|
|
604 |
|
Dexcom Inc * |
|
|
4,900 |
|
|
|
2,028 |
|
Edwards Lifesciences Corp * |
|
|
31,784 |
|
|
|
3,572 |
|
Elanco Animal Health Inc * |
|
|
23,737 |
|
|
|
674 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Eli Lilly & Co |
|
|
43,471 |
|
|
$ |
10,866 |
|
Encompass Health Corp |
|
|
5,100 |
|
|
|
337 |
|
Envista Holdings Corp * |
|
|
8,200 |
|
|
|
394 |
|
Exact Sciences Corp * |
|
|
8,600 |
|
|
|
671 |
|
Exelixis Inc * |
|
|
15,800 |
|
|
|
324 |
|
Figs Inc, Cl A * |
|
|
5,100 |
|
|
|
84 |
|
Gilead Sciences Inc |
|
|
64,434 |
|
|
|
3,892 |
|
Globus Medical Inc, Cl A * |
|
|
4,000 |
|
|
|
281 |
|
Guardant Health Inc * |
|
|
4,400 |
|
|
|
292 |
|
HCA Healthcare Inc |
|
|
12,600 |
|
|
|
3,154 |
|
Henry Schein Inc * |
|
|
7,168 |
|
|
|
619 |
|
Hologic Inc * |
|
|
12,900 |
|
|
|
918 |
|
Horizon Therapeutics Plc * |
|
|
11,300 |
|
|
|
1,030 |
|
Humana Inc |
|
|
6,675 |
|
|
|
2,899 |
|
ICU Medical Inc * |
|
|
1,000 |
|
|
|
237 |
|
IDEXX Laboratories Inc * |
|
|
4,304 |
|
|
|
2,291 |
|
Illumina Inc * |
|
|
7,505 |
|
|
|
2,451 |
|
Incyte Corp * |
|
|
9,600 |
|
|
|
656 |
|
Insulet Corp * |
|
|
3,400 |
|
|
|
900 |
|
Integra LifeSciences Holdings Corp * |
|
|
4,100 |
|
|
|
275 |
|
Intuitive Surgical Inc * |
|
|
18,215 |
|
|
|
5,288 |
|
Ionis Pharmaceuticals Inc * |
|
|
7,200 |
|
|
|
240 |
|
Iovance Biotherapeutics Inc * |
|
|
8,300 |
|
|
|
130 |
|
IQVIA Holdings Inc * |
|
|
9,813 |
|
|
|
2,258 |
|
Jazz Pharmaceuticals PLC * |
|
|
3,100 |
|
|
|
426 |
|
Johnson & Johnson |
|
|
135,109 |
|
|
|
22,235 |
|
Laboratory Corp of America Holdings * |
|
|
4,990 |
|
|
|
1,354 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
5,700 |
|
|
|
223 |
|
Masimo Corp * |
|
|
2,400 |
|
|
|
378 |
|
McKesson Corp |
|
|
7,770 |
|
|
|
2,136 |
|
Medtronic PLC |
|
|
68,826 |
|
|
|
7,226 |
|
Merck & Co Inc |
|
|
129,843 |
|
|
|
9,943 |
|
Mettler-Toledo International Inc * |
|
|
1,149 |
|
|
|
1,619 |
|
Mirati Therapeutics Inc * |
|
|
2,100 |
|
|
|
185 |
|
Moderna Inc * |
|
|
17,400 |
|
|
|
2,673 |
|
Molina Healthcare Inc * |
|
|
2,900 |
|
|
|
890 |
|
Natera Inc * |
|
|
4,300 |
|
|
|
283 |
|
Nektar Therapeutics, Cl A * |
|
|
8,700 |
|
|
|
89 |
|
Neurocrine Biosciences Inc * |
|
|
4,500 |
|
|
|
404 |
|
Novavax Inc *(A) |
|
|
4,000 |
|
|
|
333 |
|
Novocure Ltd * |
|
|
5,200 |
|
|
|
426 |
|
Oak Street Health Inc *(A) |
|
|
5,800 |
|
|
|
102 |
|
Organon & Co |
|
|
12,654 |
|
|
|
472 |
|
Penumbra Inc * |
|
|
1,800 |
|
|
|
399 |
|
PerkinElmer Inc |
|
|
6,534 |
|
|
|
1,174 |
|
Perrigo Co PLC |
|
|
7,800 |
|
|
|
277 |
|
Pfizer Inc |
|
|
286,222 |
|
|
|
13,435 |
|
Premier Inc, Cl A |
|
|
6,800 |
|
|
|
244 |
|
QIAGEN NV * |
|
|
11,640 |
|
|
|
578 |
|
Quest Diagnostics Inc |
|
|
6,244 |
|
|
|
820 |
|
Quidel Corp * |
|
|
1,600 |
|
|
|
169 |
|
Regeneron Pharmaceuticals Inc * |
|
|
5,106 |
|
|
|
3,157 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Repligen Corp * |
|
|
2,800 |
|
|
$ |
551 |
|
ResMed Inc |
|
|
7,212 |
|
|
|
1,780 |
|
Royalty Pharma PLC, Cl A |
|
|
16,800 |
|
|
|
660 |
|
Sage Therapeutics Inc * |
|
|
3,100 |
|
|
|
113 |
|
Sarepta Therapeutics Inc * |
|
|
3,900 |
|
|
|
299 |
|
Seagen Inc * |
|
|
6,500 |
|
|
|
838 |
|
Signify Health Inc, Cl A * |
|
|
1,500 |
|
|
|
21 |
|
Sotera Health Co * |
|
|
4,500 |
|
|
|
98 |
|
STERIS PLC |
|
|
4,400 |
|
|
|
1,056 |
|
Stryker Corp |
|
|
17,904 |
|
|
|
4,715 |
|
Syneos Health Inc, Cl A * |
|
|
5,200 |
|
|
|
412 |
|
Tandem Diabetes Care Inc * |
|
|
3,300 |
|
|
|
372 |
|
Teladoc Health Inc * |
|
|
7,853 |
|
|
|
596 |
|
Teleflex Inc |
|
|
2,340 |
|
|
|
787 |
|
Thermo Fisher Scientific Inc |
|
|
20,125 |
|
|
|
10,948 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
3,500 |
|
|
|
236 |
|
United Therapeutics Corp * |
|
|
2,300 |
|
|
|
382 |
|
UnitedHealth Group Inc |
|
|
48,220 |
|
|
|
22,946 |
|
Universal Health Services Inc, Cl B |
|
|
3,576 |
|
|
|
515 |
|
Veeva Systems Inc, Cl A * |
|
|
7,100 |
|
|
|
1,626 |
|
Vertex Pharmaceuticals Inc * |
|
|
12,900 |
|
|
|
2,967 |
|
Viatris Inc, Cl W * |
|
|
61,022 |
|
|
|
672 |
|
Waters Corp * |
|
|
2,973 |
|
|
|
942 |
|
West Pharmaceutical Services Inc |
|
|
3,800 |
|
|
|
1,471 |
|
Zimmer Biomet Holdings Inc |
|
|
10,725 |
|
|
|
1,364 |
|
Zoetis Inc, Cl A |
|
|
24,344 |
|
|
|
4,714 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
275,360 |
|
Industrials — 8.5% |
|
|
|
|
3M Co |
|
|
29,633 |
|
|
|
4,405 |
|
A O Smith Corp |
|
|
6,400 |
|
|
|
439 |
|
Acuity Brands Inc |
|
|
1,900 |
|
|
|
347 |
|
ADT Inc |
|
|
6,700 |
|
|
|
49 |
|
Advanced Drainage Systems Inc |
|
|
3,100 |
|
|
|
362 |
|
AECOM |
|
|
6,616 |
|
|
|
481 |
|
AGCO Corp |
|
|
3,300 |
|
|
|
397 |
|
Air Lease Corp, Cl A |
|
|
5,300 |
|
|
|
221 |
|
Alaska Air Group Inc * |
|
|
6,200 |
|
|
|
348 |
|
Allegion plc |
|
|
4,566 |
|
|
|
523 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
5,300 |
|
|
|
212 |
|
AMERCO * |
|
|
400 |
|
|
|
231 |
|
American Airlines Group Inc *(A) |
|
|
31,900 |
|
|
|
550 |
|
AMETEK Inc |
|
|
11,528 |
|
|
|
1,496 |
|
Armstrong World Industries Inc |
|
|
2,400 |
|
|
|
212 |
|
Axon Enterprise Inc * |
|
|
3,300 |
|
|
|
463 |
|
AZEK Co Inc/The, Cl A * |
|
|
6,100 |
|
|
|
180 |
|
Boeing Co/The * |
|
|
27,493 |
|
|
|
5,645 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
6,800 |
|
|
|
549 |
|
Builders FirstSource Inc * |
|
|
9,700 |
|
|
|
722 |
|
BWX Technologies Inc |
|
|
4,750 |
|
|
|
254 |
|
CACI International Inc, Cl A * |
|
|
1,300 |
|
|
|
364 |
|
Carlisle Cos Inc |
|
|
2,666 |
|
|
|
633 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Carrier Global Corp |
|
|
44,378 |
|
|
$ |
1,992 |
|
Caterpillar Inc |
|
|
27,747 |
|
|
|
5,205 |
|
CH Robinson Worldwide Inc |
|
|
6,648 |
|
|
|
643 |
|
ChargePoint Holdings Inc *(A) |
|
|
12,000 |
|
|
|
174 |
|
Cintas Corp |
|
|
4,457 |
|
|
|
1,673 |
|
Clarivate PLC * |
|
|
22,600 |
|
|
|
339 |
|
Clean Harbors Inc * |
|
|
2,600 |
|
|
|
248 |
|
Colfax Corp * |
|
|
6,500 |
|
|
|
261 |
|
Copa Holdings SA, Cl A * |
|
|
1,800 |
|
|
|
153 |
|
Copart Inc * |
|
|
10,436 |
|
|
|
1,282 |
|
Core & Main Inc, Cl A * |
|
|
1,900 |
|
|
|
43 |
|
CoStar Group Inc * |
|
|
19,500 |
|
|
|
1,190 |
|
Crane Co |
|
|
2,600 |
|
|
|
263 |
|
CSX Corp |
|
|
113,788 |
|
|
|
3,859 |
|
Cummins Inc |
|
|
7,312 |
|
|
|
1,493 |
|
Curtiss-Wright Corp |
|
|
1,700 |
|
|
|
251 |
|
Deere & Co |
|
|
14,319 |
|
|
|
5,155 |
|
Delta Air Lines Inc * |
|
|
32,900 |
|
|
|
1,313 |
|
Donaldson Co Inc |
|
|
5,944 |
|
|
|
323 |
|
Dover Corp |
|
|
7,457 |
|
|
|
1,170 |
|
Driven Brands Holdings Inc * |
|
|
2,400 |
|
|
|
70 |
|
Dun & Bradstreet Holdings Inc * |
|
|
8,900 |
|
|
|
165 |
|
Eaton Corp PLC |
|
|
20,516 |
|
|
|
3,165 |
|
Emerson Electric Co |
|
|
30,610 |
|
|
|
2,844 |
|
Equifax Inc |
|
|
6,256 |
|
|
|
1,366 |
|
Expeditors International of Washington Inc |
|
|
8,648 |
|
|
|
894 |
|
Fastenal Co |
|
|
28,748 |
|
|
|
1,479 |
|
FedEx Corp |
|
|
12,644 |
|
|
|
2,810 |
|
Flowserve Corp |
|
|
6,800 |
|
|
|
207 |
|
Fluence Energy Inc, Cl A * |
|
|
1,700 |
|
|
|
23 |
|
Fortive Corp |
|
|
16,853 |
|
|
|
1,091 |
|
Fortune Brands Home & Security Inc |
|
|
6,620 |
|
|
|
575 |
|
FTI Consulting Inc * |
|
|
1,500 |
|
|
|
219 |
|
Gates Industrial Corp PLC * |
|
|
2,800 |
|
|
|
45 |
|
Generac Holdings Inc * |
|
|
3,200 |
|
|
|
1,010 |
|
General Dynamics Corp |
|
|
12,872 |
|
|
|
3,018 |
|
General Electric Co |
|
|
56,070 |
|
|
|
5,355 |
|
Graco Inc |
|
|
8,872 |
|
|
|
640 |
|
GXO Logistics Inc * |
|
|
5,000 |
|
|
|
420 |
|
HEICO Corp |
|
|
2,310 |
|
|
|
341 |
|
HEICO Corp, Cl A |
|
|
4,021 |
|
|
|
494 |
|
Hexcel Corp |
|
|
4,400 |
|
|
|
255 |
|
Honeywell International Inc |
|
|
35,590 |
|
|
|
6,753 |
|
Howmet Aerospace Inc |
|
|
19,167 |
|
|
|
688 |
|
Hubbell Inc, Cl B |
|
|
2,692 |
|
|
|
480 |
|
Huntington Ingalls Industries Inc |
|
|
1,937 |
|
|
|
396 |
|
IAA Inc * |
|
|
7,100 |
|
|
|
261 |
|
IDEX Corp |
|
|
3,893 |
|
|
|
747 |
|
Illinois Tool Works Inc |
|
|
16,180 |
|
|
|
3,500 |
|
Ingersoll Rand Inc |
|
|
20,265 |
|
|
|
1,024 |
|
ITT Inc |
|
|
4,551 |
|
|
|
400 |
|
Jacobs Engineering Group Inc |
|
|
6,584 |
|
|
|
810 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
JB Hunt Transport Services Inc |
|
|
4,252 |
|
|
$ |
863 |
|
JetBlue Airways Corp * |
|
|
17,600 |
|
|
|
269 |
|
Johnson Controls International plc |
|
|
36,766 |
|
|
|
2,388 |
|
Kirby Corp * |
|
|
3,100 |
|
|
|
202 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
8,300 |
|
|
|
452 |
|
L3Harris Technologies Inc |
|
|
10,134 |
|
|
|
2,557 |
|
Landstar System Inc |
|
|
2,065 |
|
|
|
319 |
|
Legalzoom.com Inc * |
|
|
1,000 |
|
|
|
16 |
|
Leidos Holdings Inc |
|
|
7,273 |
|
|
|
741 |
|
Lennox International Inc |
|
|
1,720 |
|
|
|
459 |
|
Lincoln Electric Holdings Inc |
|
|
2,900 |
|
|
|
370 |
|
Lockheed Martin Corp |
|
|
12,673 |
|
|
|
5,498 |
|
Lyft Inc, Cl A * |
|
|
14,900 |
|
|
|
580 |
|
ManpowerGroup Inc |
|
|
2,984 |
|
|
|
317 |
|
Masco Corp |
|
|
12,379 |
|
|
|
694 |
|
MasTec Inc * |
|
|
3,100 |
|
|
|
244 |
|
MDU Resources Group Inc |
|
|
10,421 |
|
|
|
279 |
|
Mercury Systems Inc * |
|
|
3,300 |
|
|
|
199 |
|
Middleby Corp/The * |
|
|
2,800 |
|
|
|
497 |
|
MSA Safety Inc |
|
|
1,900 |
|
|
|
264 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,320 |
|
|
|
180 |
|
Nielsen Holdings PLC |
|
|
18,300 |
|
|
|
319 |
|
Nordson Corp |
|
|
3,000 |
|
|
|
679 |
|
Norfolk Southern Corp |
|
|
12,533 |
|
|
|
3,215 |
|
Northrop Grumman Corp |
|
|
7,678 |
|
|
|
3,395 |
|
nVent Electric PLC |
|
|
8,573 |
|
|
|
291 |
|
Old Dominion Freight Line Inc |
|
|
5,200 |
|
|
|
1,633 |
|
Oshkosh Corp |
|
|
3,559 |
|
|
|
395 |
|
Otis Worldwide Corp |
|
|
21,939 |
|
|
|
1,718 |
|
Owens Corning |
|
|
5,000 |
|
|
|
466 |
|
PACCAR Inc |
|
|
17,596 |
|
|
|
1,616 |
|
Parker-Hannifin Corp |
|
|
6,604 |
|
|
|
1,957 |
|
Pentair PLC |
|
|
8,873 |
|
|
|
514 |
|
Plug Power Inc * |
|
|
27,400 |
|
|
|
693 |
|
Quanta Services Inc |
|
|
7,400 |
|
|
|
806 |
|
Raytheon Technologies Corp |
|
|
76,762 |
|
|
|
7,883 |
|
Regal Rexnord Corp |
|
|
3,476 |
|
|
|
557 |
|
Republic Services Inc, Cl A |
|
|
10,842 |
|
|
|
1,304 |
|
Robert Half International Inc |
|
|
5,676 |
|
|
|
683 |
|
Rockwell Automation Inc |
|
|
6,004 |
|
|
|
1,601 |
|
Rollins Inc |
|
|
11,237 |
|
|
|
367 |
|
Roper Technologies Inc |
|
|
5,400 |
|
|
|
2,420 |
|
Ryder System Inc |
|
|
2,706 |
|
|
|
213 |
|
Schneider National Inc, Cl B |
|
|
3,000 |
|
|
|
78 |
|
Science Applications International Corp |
|
|
3,000 |
|
|
|
263 |
|
Sensata Technologies Holding PLC * |
|
|
7,800 |
|
|
|
452 |
|
Shoals Technologies Group Inc, Cl A * |
|
|
5,500 |
|
|
|
87 |
|
SiteOne Landscape Supply Inc * |
|
|
2,400 |
|
|
|
414 |
|
Snap-on Inc |
|
|
2,691 |
|
|
|
566 |
|
Southwest Airlines Co * |
|
|
30,420 |
|
|
|
1,332 |
|
Spirit AeroSystems Holdings Inc, Cl A |
|
|
5,400 |
|
|
|
270 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Stanley Black & Decker Inc |
|
|
8,293 |
|
|
$ |
1,349 |
|
Stericycle Inc * |
|
|
4,726 |
|
|
|
276 |
|
Sunrun Inc * |
|
|
10,900 |
|
|
|
297 |
|
Textron Inc |
|
|
11,322 |
|
|
|
828 |
|
Timken Co/The |
|
|
3,269 |
|
|
|
214 |
|
Toro Co/The |
|
|
5,440 |
|
|
|
510 |
|
Trane Technologies PLC |
|
|
12,200 |
|
|
|
1,878 |
|
TransDigm Group Inc * |
|
|
2,593 |
|
|
|
1,728 |
|
TransUnion |
|
|
9,700 |
|
|
|
880 |
|
Trex Co Inc * |
|
|
5,500 |
|
|
|
505 |
|
TuSimple Holdings Inc, Cl A *(A) |
|
|
6,800 |
|
|
|
118 |
|
Uber Technologies Inc * |
|
|
82,900 |
|
|
|
2,987 |
|
Union Pacific Corp |
|
|
32,932 |
|
|
|
8,100 |
|
United Airlines Holdings Inc * |
|
|
16,600 |
|
|
|
737 |
|
United Parcel Service Inc, Cl B |
|
|
37,141 |
|
|
|
7,815 |
|
United Rentals Inc * |
|
|
3,600 |
|
|
|
1,158 |
|
Univar Solutions Inc * |
|
|
7,200 |
|
|
|
221 |
|
Valmont Industries Inc |
|
|
1,100 |
|
|
|
238 |
|
Verisk Analytics Inc, Cl A |
|
|
8,000 |
|
|
|
1,419 |
|
Vertiv Holdings Co, Cl A |
|
|
15,600 |
|
|
|
203 |
|
Virgin Galactic Holdings Inc *(A) |
|
|
8,000 |
|
|
|
77 |
|
Waste Management Inc |
|
|
21,594 |
|
|
|
3,118 |
|
Watsco Inc |
|
|
1,700 |
|
|
|
464 |
|
Westinghouse Air Brake Technologies Corp |
|
|
8,837 |
|
|
|
820 |
|
Woodward Inc |
|
|
3,000 |
|
|
|
374 |
|
WW Grainger Inc |
|
|
2,387 |
|
|
|
1,139 |
|
XPO Logistics Inc * |
|
|
5,000 |
|
|
|
363 |
|
Xylem Inc/NY |
|
|
9,302 |
|
|
|
827 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
179,876 |
|
Information Technology — 28.0% |
|
|
|
|
Accenture PLC, Cl A |
|
|
32,600 |
|
|
|
10,302 |
|
Adobe Inc * |
|
|
24,502 |
|
|
|
11,459 |
|
Advanced Micro Devices Inc * |
|
|
83,813 |
|
|
|
10,338 |
|
Akamai Technologies Inc * |
|
|
8,118 |
|
|
|
879 |
|
Allegro MicroSystems Inc * |
|
|
2,900 |
|
|
|
83 |
|
Alliance Data Systems Corp |
|
|
2,612 |
|
|
|
176 |
|
Alteryx Inc, Cl A * |
|
|
3,200 |
|
|
|
199 |
|
Amdocs Ltd |
|
|
6,600 |
|
|
|
519 |
|
Amphenol Corp, Cl A |
|
|
29,868 |
|
|
|
2,270 |
|
Analog Devices Inc |
|
|
27,503 |
|
|
|
4,408 |
|
Anaplan Inc * |
|
|
7,300 |
|
|
|
346 |
|
ANSYS Inc * |
|
|
4,400 |
|
|
|
1,426 |
|
Apple Inc |
|
|
791,963 |
|
|
|
130,769 |
|
Applied Materials Inc |
|
|
46,355 |
|
|
|
6,221 |
|
Arista Networks Inc * |
|
|
12,400 |
|
|
|
1,522 |
|
Arrow Electronics Inc * |
|
|
3,689 |
|
|
|
450 |
|
Aspen Technology Inc * |
|
|
3,500 |
|
|
|
533 |
|
Atlassian Corp PLC, Cl A * |
|
|
7,200 |
|
|
|
2,201 |
|
Autodesk Inc * |
|
|
11,337 |
|
|
|
2,497 |
|
Automatic Data Processing Inc |
|
|
21,792 |
|
|
|
4,455 |
|
Avalara Inc * |
|
|
4,300 |
|
|
|
447 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Avnet Inc |
|
|
5,610 |
|
|
$ |
236 |
|
Azenta Inc |
|
|
4,000 |
|
|
|
350 |
|
Bentley Systems Inc, Cl B |
|
|
7,400 |
|
|
|
284 |
|
Bill.com Holdings Inc * |
|
|
4,700 |
|
|
|
1,118 |
|
Black Knight Inc * |
|
|
7,800 |
|
|
|
438 |
|
Block Inc, Cl A * |
|
|
24,700 |
|
|
|
3,149 |
|
Broadcom Inc |
|
|
20,432 |
|
|
|
12,003 |
|
Broadridge Financial Solutions Inc |
|
|
5,873 |
|
|
|
859 |
|
C3.ai Inc, Cl A * |
|
|
3,200 |
|
|
|
72 |
|
Cadence Design Systems Inc * |
|
|
14,163 |
|
|
|
2,145 |
|
CDK Global Inc |
|
|
6,597 |
|
|
|
299 |
|
CDW Corp/DE |
|
|
6,900 |
|
|
|
1,190 |
|
Ceridian HCM Holding Inc * |
|
|
6,500 |
|
|
|
474 |
|
Ciena Corp * |
|
|
8,000 |
|
|
|
547 |
|
Cirrus Logic Inc * |
|
|
3,000 |
|
|
|
261 |
|
Cisco Systems Inc/Delaware |
|
|
216,627 |
|
|
|
12,081 |
|
Citrix Systems Inc |
|
|
6,287 |
|
|
|
644 |
|
Cloudflare Inc, Cl A * |
|
|
12,800 |
|
|
|
1,490 |
|
Cognex Corp |
|
|
8,800 |
|
|
|
595 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
26,676 |
|
|
|
2,298 |
|
Coherent Inc * |
|
|
1,300 |
|
|
|
344 |
|
CommScope Holding Co Inc * |
|
|
10,800 |
|
|
|
103 |
|
Concentrix Corp |
|
|
2,200 |
|
|
|
440 |
|
Corning Inc |
|
|
39,158 |
|
|
|
1,582 |
|
Coupa Software Inc * |
|
|
3,900 |
|
|
|
472 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
10,200 |
|
|
|
1,991 |
|
Datadog Inc, Cl A * |
|
|
13,100 |
|
|
|
2,111 |
|
Datto Holding Corp * |
|
|
1,600 |
|
|
|
38 |
|
Dell Technologies Inc, Cl C |
|
|
13,842 |
|
|
|
705 |
|
DocuSign Inc, Cl A * |
|
|
10,000 |
|
|
|
1,184 |
|
Dolby Laboratories Inc, Cl A |
|
|
3,543 |
|
|
|
266 |
|
DoubleVerify Holdings Inc * |
|
|
2,800 |
|
|
|
77 |
|
Dropbox Inc, Cl A * |
|
|
13,300 |
|
|
|
302 |
|
Duck Creek Technologies Inc * |
|
|
3,700 |
|
|
|
87 |
|
DXC Technology Co * |
|
|
12,936 |
|
|
|
440 |
|
Dynatrace Inc * |
|
|
10,200 |
|
|
|
453 |
|
Elastic NV * |
|
|
3,700 |
|
|
|
321 |
|
Enphase Energy Inc * |
|
|
6,600 |
|
|
|
1,100 |
|
Entegris Inc |
|
|
6,900 |
|
|
|
900 |
|
EPAM Systems Inc * |
|
|
2,700 |
|
|
|
561 |
|
Euronet Worldwide Inc * |
|
|
2,600 |
|
|
|
333 |
|
Everbridge Inc * |
|
|
2,100 |
|
|
|
83 |
|
F5 Inc * |
|
|
3,131 |
|
|
|
629 |
|
Fair Isaac Corp * |
|
|
1,400 |
|
|
|
660 |
|
Fastly Inc, Cl A *(A) |
|
|
5,800 |
|
|
|
108 |
|
Fidelity National Information Services Inc |
|
|
31,348 |
|
|
|
2,985 |
|
First Solar Inc * |
|
|
4,900 |
|
|
|
369 |
|
Fiserv Inc * |
|
|
30,574 |
|
|
|
2,986 |
|
Five9 Inc * |
|
|
3,600 |
|
|
|
396 |
|
FleetCor Technologies Inc * |
|
|
4,100 |
|
|
|
960 |
|
Fortinet Inc * |
|
|
6,800 |
|
|
|
2,343 |
|
Gartner Inc * |
|
|
4,010 |
|
|
|
1,124 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Genpact Ltd |
|
|
9,200 |
|
|
$ |
385 |
|
Global Payments Inc |
|
|
14,752 |
|
|
|
1,968 |
|
GLOBALFOUNDRIES Inc *(A) |
|
|
2,700 |
|
|
|
164 |
|
Globant SA * |
|
|
2,100 |
|
|
|
575 |
|
GoDaddy Inc, Cl A * |
|
|
8,600 |
|
|
|
717 |
|
Guidewire Software Inc * |
|
|
4,200 |
|
|
|
370 |
|
Hewlett Packard Enterprise Co |
|
|
65,970 |
|
|
|
1,050 |
|
HP Inc |
|
|
59,170 |
|
|
|
2,033 |
|
HubSpot Inc * |
|
|
2,300 |
|
|
|
1,207 |
|
Informatica Inc, Cl A * |
|
|
1,700 |
|
|
|
34 |
|
Intel Corp |
|
|
207,258 |
|
|
|
9,886 |
|
International Business Machines Corp |
|
|
45,901 |
|
|
|
5,623 |
|
Intuit Inc |
|
|
13,652 |
|
|
|
6,476 |
|
IPG Photonics Corp * |
|
|
2,000 |
|
|
|
261 |
|
Jabil Inc |
|
|
7,274 |
|
|
|
421 |
|
Jack Henry & Associates Inc |
|
|
3,800 |
|
|
|
672 |
|
Jamf Holding Corp * |
|
|
2,600 |
|
|
|
89 |
|
Juniper Networks Inc |
|
|
16,925 |
|
|
|
572 |
|
Keysight Technologies Inc * |
|
|
9,332 |
|
|
|
1,469 |
|
KLA Corp |
|
|
7,809 |
|
|
|
2,721 |
|
Kyndryl Holdings Inc * |
|
|
9,559 |
|
|
|
152 |
|
Lam Research Corp |
|
|
7,252 |
|
|
|
4,071 |
|
Littelfuse Inc |
|
|
1,300 |
|
|
|
336 |
|
Lumentum Holdings Inc * |
|
|
4,000 |
|
|
|
395 |
|
Mandiant Inc * |
|
|
13,200 |
|
|
|
261 |
|
Manhattan Associates Inc * |
|
|
3,300 |
|
|
|
441 |
|
Marvell Technology Inc |
|
|
42,238 |
|
|
|
2,886 |
|
Mastercard Inc, Cl A |
|
|
44,900 |
|
|
|
16,201 |
|
McAfee Corp, Cl A |
|
|
4,300 |
|
|
|
112 |
|
Microchip Technology Inc |
|
|
28,030 |
|
|
|
1,971 |
|
Micron Technology Inc |
|
|
57,616 |
|
|
|
5,120 |
|
Microsoft Corp |
|
|
386,716 |
|
|
|
115,547 |
|
MKS Instruments Inc |
|
|
2,600 |
|
|
|
392 |
|
MongoDB Inc, Cl A * |
|
|
3,300 |
|
|
|
1,261 |
|
Monolithic Power Systems Inc |
|
|
2,300 |
|
|
|
1,055 |
|
Motorola Solutions Inc |
|
|
8,414 |
|
|
|
1,855 |
|
N-able Inc * |
|
|
2,100 |
|
|
|
24 |
|
National Instruments Corp |
|
|
6,804 |
|
|
|
273 |
|
nCino Inc * |
|
|
2,900 |
|
|
|
133 |
|
NCR Corp * |
|
|
7,089 |
|
|
|
287 |
|
NetApp Inc |
|
|
11,455 |
|
|
|
898 |
|
New Relic Inc * |
|
|
2,700 |
|
|
|
179 |
|
NortonLifeLock Inc |
|
|
28,448 |
|
|
|
824 |
|
Nuance Communications Inc * |
|
|
14,700 |
|
|
|
816 |
|
Nutanix Inc, Cl A * |
|
|
10,700 |
|
|
|
286 |
|
NVIDIA Corp |
|
|
122,624 |
|
|
|
29,902 |
|
NXP Semiconductors NV |
|
|
13,600 |
|
|
|
2,586 |
|
Okta Inc, Cl A * |
|
|
6,500 |
|
|
|
1,188 |
|
ON Semiconductor Corp * |
|
|
21,800 |
|
|
|
1,365 |
|
Oracle Corp |
|
|
84,620 |
|
|
|
6,429 |
|
Palantir Technologies Inc, Cl A * |
|
|
85,700 |
|
|
|
1,016 |
|
Palo Alto Networks Inc * |
|
|
4,900 |
|
|
|
2,912 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Paychex Inc |
|
|
16,707 |
|
|
$ |
1,989 |
|
Paycom Software Inc * |
|
|
2,600 |
|
|
|
882 |
|
Paycor HCM Inc *(A) |
|
|
1,700 |
|
|
|
48 |
|
Paylocity Holding Corp * |
|
|
2,100 |
|
|
|
446 |
|
PayPal Holdings Inc * |
|
|
60,211 |
|
|
|
6,739 |
|
Paysafe Ltd * |
|
|
38,100 |
|
|
|
122 |
|
Pegasystems Inc |
|
|
2,300 |
|
|
|
200 |
|
Procore Technologies Inc * |
|
|
3,100 |
|
|
|
202 |
|
PTC Inc * |
|
|
5,400 |
|
|
|
601 |
|
Pure Storage Inc, Cl A * |
|
|
13,600 |
|
|
|
353 |
|
Qorvo Inc * |
|
|
5,600 |
|
|
|
766 |
|
QUALCOMM Inc |
|
|
57,859 |
|
|
|
9,951 |
|
RingCentral Inc, Cl A * |
|
|
4,300 |
|
|
|
563 |
|
Sabre Corp * |
|
|
17,600 |
|
|
|
192 |
|
salesforce.com Inc * |
|
|
47,918 |
|
|
|
10,088 |
|
ServiceNow Inc * |
|
|
10,100 |
|
|
|
5,857 |
|
Shift4 Payments Inc, Cl A * |
|
|
2,400 |
|
|
|
126 |
|
Skyworks Solutions Inc |
|
|
8,400 |
|
|
|
1,161 |
|
Smartsheet Inc, Cl A * |
|
|
6,200 |
|
|
|
330 |
|
Snowflake Inc, Cl A * |
|
|
10,200 |
|
|
|
2,710 |
|
SolarWinds Corp * |
|
|
2,100 |
|
|
|
28 |
|
Splunk Inc * |
|
|
8,300 |
|
|
|
980 |
|
SS&C Technologies Holdings Inc |
|
|
11,500 |
|
|
|
862 |
|
StoneCo Ltd, Cl A * |
|
|
11,900 |
|
|
|
134 |
|
Switch Inc, Cl A |
|
|
6,400 |
|
|
|
167 |
|
Synopsys Inc * |
|
|
7,782 |
|
|
|
2,431 |
|
TD SYNNEX Corp |
|
|
2,200 |
|
|
|
224 |
|
Teledyne Technologies Inc * |
|
|
2,367 |
|
|
|
1,016 |
|
Teradata Corp * |
|
|
5,489 |
|
|
|
274 |
|
Teradyne Inc |
|
|
8,463 |
|
|
|
998 |
|
Texas Instruments Inc |
|
|
47,308 |
|
|
|
8,042 |
|
Thoughtworks Holding Inc * |
|
|
2,200 |
|
|
|
50 |
|
Trade Desk Inc/The, Cl A * |
|
|
22,100 |
|
|
|
1,886 |
|
Trimble Inc * |
|
|
12,828 |
|
|
|
895 |
|
Twilio Inc, Cl A * |
|
|
8,500 |
|
|
|
1,486 |
|
Tyler Technologies Inc * |
|
|
2,000 |
|
|
|
857 |
|
Ubiquiti Inc |
|
|
300 |
|
|
|
76 |
|
Unity Software Inc * |
|
|
7,900 |
|
|
|
841 |
|
Universal Display Corp |
|
|
2,400 |
|
|
|
372 |
|
VeriSign Inc * |
|
|
5,085 |
|
|
|
1,087 |
|
Viasat Inc * |
|
|
3,000 |
|
|
|
137 |
|
Visa Inc, Cl A |
|
|
86,800 |
|
|
|
18,759 |
|
VMware Inc, Cl A * |
|
|
11,551 |
|
|
|
1,355 |
|
Vontier Corp |
|
|
9,401 |
|
|
|
228 |
|
Western Digital Corp * |
|
|
15,596 |
|
|
|
795 |
|
Western Union Co/The |
|
|
20,528 |
|
|
|
373 |
|
WEX Inc * |
|
|
2,400 |
|
|
|
404 |
|
Wix.com Ltd * |
|
|
2,900 |
|
|
|
265 |
|
Wolfspeed Inc * |
|
|
5,600 |
|
|
|
575 |
|
Workday Inc, Cl A * |
|
|
9,700 |
|
|
|
2,222 |
|
Xerox Holdings Corp |
|
|
7,999 |
|
|
|
158 |
|
Zebra Technologies Corp, Cl A * |
|
|
2,725 |
|
|
|
1,126 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zendesk Inc * |
|
|
6,100 |
|
|
$ |
712 |
|
Zoom Video Communications Inc, Cl A * |
|
|
11,100 |
|
|
|
1,472 |
|
Zscaler Inc * |
|
|
3,900 |
|
|
|
933 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
591,899 |
|
Materials — 2.4% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
11,294 |
|
|
|
2,669 |
|
Albemarle Corp |
|
|
5,873 |
|
|
|
1,150 |
|
Alcoa Corp |
|
|
9,600 |
|
|
|
723 |
|
Amcor PLC |
|
|
78,200 |
|
|
|
909 |
|
AptarGroup Inc |
|
|
3,500 |
|
|
|
427 |
|
Ardagh Metal Packaging SA * |
|
|
10,100 |
|
|
|
84 |
|
Ashland Global Holdings Inc |
|
|
2,876 |
|
|
|
265 |
|
Avery Dennison Corp |
|
|
4,210 |
|
|
|
742 |
|
Axalta Coating Systems Ltd * |
|
|
10,600 |
|
|
|
287 |
|
Ball Corp |
|
|
16,200 |
|
|
|
1,454 |
|
Berry Global Group Inc * |
|
|
6,900 |
|
|
|
419 |
|
Celanese Corp, Cl A |
|
|
5,583 |
|
|
|
778 |
|
CF Industries Holdings Inc |
|
|
10,830 |
|
|
|
879 |
|
Chemours Co/The |
|
|
9,100 |
|
|
|
251 |
|
Cleveland-Cliffs Inc * |
|
|
23,300 |
|
|
|
521 |
|
Corteva Inc |
|
|
36,876 |
|
|
|
1,919 |
|
Crown Holdings Inc |
|
|
6,251 |
|
|
|
767 |
|
Diversey Holdings Ltd * |
|
|
2,800 |
|
|
|
27 |
|
Dow Inc |
|
|
37,976 |
|
|
|
2,239 |
|
DuPont de Nemours Inc |
|
|
26,809 |
|
|
|
2,074 |
|
Eagle Materials Inc |
|
|
2,100 |
|
|
|
287 |
|
Eastman Chemical Co |
|
|
6,528 |
|
|
|
773 |
|
Ecolab Inc |
|
|
12,755 |
|
|
|
2,248 |
|
Element Solutions Inc |
|
|
12,800 |
|
|
|
315 |
|
FMC Corp |
|
|
6,620 |
|
|
|
776 |
|
Freeport-McMoRan Inc, Cl B |
|
|
75,224 |
|
|
|
3,532 |
|
Graphic Packaging Holding Co |
|
|
15,300 |
|
|
|
315 |
|
Huntsman Corp |
|
|
10,629 |
|
|
|
430 |
|
International Flavors & Fragrances Inc |
|
|
12,852 |
|
|
|
1,709 |
|
International Paper Co |
|
|
19,655 |
|
|
|
856 |
|
Louisiana-Pacific Corp |
|
|
4,800 |
|
|
|
345 |
|
LyondellBasell Industries NV, Cl A |
|
|
13,560 |
|
|
|
1,318 |
|
Martin Marietta Materials Inc |
|
|
3,163 |
|
|
|
1,200 |
|
Mosaic Co/The |
|
|
19,278 |
|
|
|
1,011 |
|
NewMarket Corp |
|
|
300 |
|
|
|
95 |
|
Newmont Corp |
|
|
40,933 |
|
|
|
2,710 |
|
Nucor Corp |
|
|
14,590 |
|
|
|
1,920 |
|
Olin Corp |
|
|
6,800 |
|
|
|
350 |
|
Packaging Corp of America |
|
|
4,899 |
|
|
|
721 |
|
PPG Industries Inc |
|
|
11,865 |
|
|
|
1,583 |
|
Reliance Steel & Aluminum Co |
|
|
3,300 |
|
|
|
630 |
|
Royal Gold Inc |
|
|
3,600 |
|
|
|
437 |
|
RPM International Inc |
|
|
6,569 |
|
|
|
556 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
2,106 |
|
|
|
295 |
|
Sealed Air Corp |
|
|
7,668 |
|
|
|
515 |
|
Sherwin-Williams Co/The |
|
|
12,311 |
|
|
|
3,239 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Silgan Holdings Inc |
|
|
4,808 |
|
|
$ |
201 |
|
Sonoco Products Co |
|
|
5,046 |
|
|
|
296 |
|
Southern Copper Corp |
|
|
4,268 |
|
|
|
296 |
|
Steel Dynamics Inc |
|
|
9,500 |
|
|
|
671 |
|
Sylvamo Corp * |
|
|
1,905 |
|
|
|
67 |
|
United States Steel Corp |
|
|
14,600 |
|
|
|
397 |
|
Valvoline Inc |
|
|
9,404 |
|
|
|
304 |
|
Vulcan Materials Co |
|
|
6,857 |
|
|
|
1,244 |
|
Westlake Corp |
|
|
1,700 |
|
|
|
188 |
|
Westrock Co |
|
|
13,345 |
|
|
|
604 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,018 |
|
Real Estate — 3.2% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
7,800 |
|
|
|
1,477 |
|
American Campus Communities Inc ‡ |
|
|
7,000 |
|
|
|
377 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
14,300 |
|
|
|
544 |
|
American Tower Corp, Cl A ‡ |
|
|
23,212 |
|
|
|
5,266 |
|
Americold Realty Trust ‡ |
|
|
13,300 |
|
|
|
355 |
|
Apartment Income Corp ‡ |
|
|
7,405 |
|
|
|
382 |
|
AvalonBay Communities Inc ‡ |
|
|
7,141 |
|
|
|
1,704 |
|
Boston Properties Inc ‡ |
|
|
7,984 |
|
|
|
977 |
|
Brixmor Property Group Inc ‡ |
|
|
15,100 |
|
|
|
379 |
|
Camden Property Trust ‡ |
|
|
5,047 |
|
|
|
833 |
|
CBRE Group Inc, Cl A * |
|
|
16,917 |
|
|
|
1,638 |
|
Cousins Properties Inc ‡ |
|
|
7,900 |
|
|
|
305 |
|
Crown Castle International Corp ‡ |
|
|
22,196 |
|
|
|
3,698 |
|
CubeSmart ‡ |
|
|
10,700 |
|
|
|
516 |
|
CyrusOne Inc ‡ |
|
|
6,400 |
|
|
|
578 |
|
Digital Realty Trust Inc ‡ |
|
|
14,296 |
|
|
|
1,929 |
|
Douglas Emmett Inc ‡ |
|
|
9,200 |
|
|
|
292 |
|
Duke Realty Corp ‡ |
|
|
19,009 |
|
|
|
1,007 |
|
EPR Properties ‡ |
|
|
3,800 |
|
|
|
189 |
|
Equinix Inc ‡ |
|
|
4,563 |
|
|
|
3,238 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
9,000 |
|
|
|
672 |
|
Equity Residential ‡ |
|
|
18,877 |
|
|
|
1,610 |
|
Essex Property Trust Inc ‡ |
|
|
3,363 |
|
|
|
1,067 |
|
Extra Space Storage Inc ‡ |
|
|
6,800 |
|
|
|
1,279 |
|
Federal Realty Investment Trust ‡ |
|
|
3,996 |
|
|
|
470 |
|
First Industrial Realty Trust Inc ‡ |
|
|
6,800 |
|
|
|
392 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
11,635 |
|
|
|
528 |
|
Healthcare Trust of America Inc, Cl A ‡ |
|
|
11,800 |
|
|
|
347 |
|
Healthpeak Properties Inc ‡ |
|
|
27,374 |
|
|
|
850 |
|
Highwoods Properties Inc ‡ |
|
|
5,400 |
|
|
|
235 |
|
Host Hotels & Resorts Inc ‡ |
|
|
35,640 |
|
|
|
651 |
|
Howard Hughes Corp/The * |
|
|
2,273 |
|
|
|
217 |
|
Hudson Pacific Properties Inc ‡ |
|
|
7,600 |
|
|
|
201 |
|
Invitation Homes Inc ‡ |
|
|
30,300 |
|
|
|
1,145 |
|
Iron Mountain Inc ‡(A) |
|
|
14,703 |
|
|
|
723 |
|
JBG SMITH Properties ‡ |
|
|
4,818 |
|
|
|
129 |
|
Jones Lang LaSalle Inc * |
|
|
2,700 |
|
|
|
665 |
|
Kilroy Realty Corp ‡ |
|
|
5,800 |
|
|
|
415 |
|
Kimco Realty Corp ‡ |
|
|
29,771 |
|
|
|
700 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lamar Advertising Co, Cl A ‡ |
|
|
4,440 |
|
|
$ |
484 |
|
Life Storage Inc ‡ |
|
|
4,250 |
|
|
|
538 |
|
Medical Properties Trust Inc ‡ |
|
|
29,900 |
|
|
|
608 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
5,950 |
|
|
|
1,217 |
|
National Retail Properties Inc ‡ |
|
|
9,300 |
|
|
|
396 |
|
Omega Healthcare Investors Inc ‡ |
|
|
12,200 |
|
|
|
344 |
|
Opendoor Technologies Inc * |
|
|
20,900 |
|
|
|
175 |
|
Orion Office Inc *‡ |
|
|
2,913 |
|
|
|
50 |
|
Park Hotels & Resorts Inc *‡ |
|
|
10,288 |
|
|
|
194 |
|
Prologis Inc ‡ |
|
|
37,744 |
|
|
|
5,505 |
|
Public Storage ‡ |
|
|
7,668 |
|
|
|
2,722 |
|
Rayonier Inc ‡ |
|
|
7,504 |
|
|
|
298 |
|
Realty Income Corp ‡ |
|
|
28,439 |
|
|
|
1,880 |
|
Regency Centers Corp ‡ |
|
|
8,958 |
|
|
|
590 |
|
Rexford Industrial Realty Inc ‡ |
|
|
7,800 |
|
|
|
547 |
|
SBA Communications Corp, Cl A ‡ |
|
|
5,432 |
|
|
|
1,648 |
|
Simon Property Group Inc ‡ |
|
|
16,681 |
|
|
|
2,295 |
|
SL Green Realty Corp ‡(A) |
|
|
3,456 |
|
|
|
275 |
|
Spirit Realty Capital Inc ‡ |
|
|
6,320 |
|
|
|
293 |
|
STORE Capital Corp ‡ |
|
|
12,500 |
|
|
|
384 |
|
Sun Communities Inc ‡ |
|
|
5,900 |
|
|
|
1,068 |
|
UDR Inc ‡ |
|
|
15,193 |
|
|
|
834 |
|
Ventas Inc ‡ |
|
|
20,792 |
|
|
|
1,123 |
|
VICI Properties Inc ‡ |
|
|
32,600 |
|
|
|
911 |
|
Vornado Realty Trust ‡ |
|
|
8,936 |
|
|
|
387 |
|
Welltower Inc ‡ |
|
|
22,283 |
|
|
|
1,856 |
|
Weyerhaeuser Co ‡ |
|
|
38,546 |
|
|
|
1,499 |
|
WP Carey Inc ‡ |
|
|
9,700 |
|
|
|
751 |
|
Zillow Group Inc, Cl A * |
|
|
3,343 |
|
|
|
191 |
|
Zillow Group Inc, Cl C * |
|
|
9,086 |
|
|
|
523 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
67,566 |
|
Utilities — 2.5% |
|
|
|
|
AES Corp/The |
|
|
33,824 |
|
|
|
718 |
|
Alliant Energy Corp |
|
|
12,952 |
|
|
|
756 |
|
Ameren Corp |
|
|
12,890 |
|
|
|
1,108 |
|
American Electric Power Co Inc |
|
|
25,350 |
|
|
|
2,298 |
|
American Water Works Co Inc |
|
|
9,400 |
|
|
|
1,420 |
|
Atmos Energy Corp |
|
|
6,591 |
|
|
|
724 |
|
Avangrid Inc |
|
|
3,094 |
|
|
|
139 |
|
Brookfield Renewable Corp, Cl A |
|
|
7,000 |
|
|
|
262 |
|
CenterPoint Energy Inc |
|
|
31,015 |
|
|
|
848 |
|
CMS Energy Corp |
|
|
14,642 |
|
|
|
937 |
|
Consolidated Edison Inc |
|
|
18,416 |
|
|
|
1,580 |
|
Constellation Energy Corp |
|
|
16,692 |
|
|
|
768 |
|
Dominion Energy Inc |
|
|
41,570 |
|
|
|
3,306 |
|
DTE Energy Co |
|
|
9,864 |
|
|
|
1,199 |
|
Duke Energy Corp |
|
|
39,416 |
|
|
|
3,958 |
|
Edison International |
|
|
19,079 |
|
|
|
1,210 |
|
Entergy Corp |
|
|
10,198 |
|
|
|
1,073 |
|
Essential Utilities Inc |
|
|
12,046 |
|
|
|
567 |
|
Evergy Inc |
|
|
12,149 |
|
|
|
758 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Eversource Energy |
|
|
17,626 |
|
|
$ |
1,442 |
|
Exelon Corp |
|
|
50,076 |
|
|
|
2,131 |
|
FirstEnergy Corp |
|
|
27,727 |
|
|
|
1,160 |
|
Hawaiian Electric Industries Inc |
|
|
5,946 |
|
|
|
244 |
|
IDACORP Inc |
|
|
2,700 |
|
|
|
281 |
|
National Fuel Gas Co |
|
|
4,789 |
|
|
|
298 |
|
NextEra Energy Inc |
|
|
100,492 |
|
|
|
7,866 |
|
NiSource Inc |
|
|
20,021 |
|
|
|
579 |
|
NRG Energy Inc |
|
|
12,200 |
|
|
|
462 |
|
OGE Energy Corp |
|
|
10,136 |
|
|
|
381 |
|
PG&E Corp * |
|
|
75,818 |
|
|
|
862 |
|
Pinnacle West Capital Corp |
|
|
5,792 |
|
|
|
410 |
|
PPL Corp |
|
|
38,826 |
|
|
|
1,016 |
|
Public Service Enterprise Group Inc |
|
|
25,852 |
|
|
|
1,676 |
|
Sempra Energy |
|
|
16,423 |
|
|
|
2,369 |
|
Southern Co/The |
|
|
54,103 |
|
|
|
3,504 |
|
UGI Corp |
|
|
10,625 |
|
|
|
408 |
|
Vistra Corp |
|
|
24,100 |
|
|
|
550 |
|
WEC Energy Group Inc |
|
|
16,257 |
|
|
|
1,477 |
|
Xcel Energy Inc |
|
|
27,581 |
|
|
|
1,857 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
52,602 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $542,022) ($ Thousands) |
|
|
|
|
|
|
2,106,840 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.4% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(C) |
|
|
7,930,620 |
|
|
|
7,929 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $7,931) ($ Thousands) |
|
|
7,929 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.2% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
4,280,288 |
|
|
|
4,280 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,280) ($ Thousands) |
|
|
|
|
|
|
4,280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.3% |
|
|
|
|
|
|
|
|
(Cost $554,233) ($ Thousands) |
|
$ |
2,119,049 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Large Cap Index Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
29 |
|
|
|
Mar-2022 |
|
|
$ |
6,819 |
|
|
$ |
6,333 |
|
|
$ |
(486 |
) |
S&P Mid Cap 400 Index E-MINI |
|
|
5 |
|
|
|
Mar-2022 |
|
|
|
1,387 |
|
|
|
1,329 |
|
|
|
(58 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
8,206 |
|
|
$ |
7,662 |
|
|
$ |
(544 |
) |
|
Percentages are based on Net Assets of $2,113,548 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $7,948 ($ Thousands). |
(B) |
Security is a Master Limited Partnership. At February 28, 2022, such securities amounted to $142 ($ 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 February 28, 2022 was $7,929 ($ Thousands). |
Cl — Class |
L.P. — Limited Partnership |
Ltd. — Limited |
PLC — Public Limited Company |
S&P— Standard & Poor's |
Ser — Series |
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
2,106,840 |
|
|
|
– |
|
|
|
– |
|
|
|
2,106,840 |
|
Affiliated Partnership |
|
|
– |
|
|
|
7,929 |
|
|
|
– |
|
|
|
7,929 |
|
Cash Equivalent |
|
|
4,280 |
|
|
|
– |
|
|
|
– |
|
|
|
4,280 |
|
Total Investments in Securities |
|
|
2,111,120 |
|
|
|
7,929 |
|
|
|
– |
|
|
|
2,119,049 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(544 |
) |
|
|
– |
|
|
|
– |
|
|
|
(544 |
) |
Total Other Financial Instruments |
|
|
(544 |
) |
|
|
– |
|
|
|
– |
|
|
|
(544 |
) |
|
*
|
Futures contracts are valued at the unrealized depreciation on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Investment Co. |
|
$ |
428 |
|
|
$ |
— |
|
|
$ |
(78 |
) |
|
$ |
51 |
|
|
$ |
(82 |
) |
|
$ |
319 |
|
|
|
5,442 |
|
|
$ |
5 |
|
|
$ |
— |
|
SEI Liquidity Fund, L.P. |
|
|
10,182 |
|
|
|
57,081 |
|
|
|
(59,333 |
) |
|
|
— |
|
|
|
(1 |
) |
|
|
7,929 |
|
|
|
7,930,620 |
|
|
|
29 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
2,414 |
|
|
|
272,227 |
|
|
|
(270,361 |
) |
|
|
— |
|
|
|
— |
|
|
|
4,280 |
|
|
|
4,280,288 |
|
|
|
1 |
|
|
|
— |
|
Totals |
|
$ |
13,024 |
|
|
$ |
329,308 |
|
|
$ |
(329,772 |
) |
|
$ |
51 |
|
|
$ |
(83 |
) |
|
$ |
12,528 |
|
|
|
|
|
|
$ |
35 |
|
|
$ |
- |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
S&P 500 Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.0% |
| |
|
|
|
|
|
|
|
|
Communication Services — 9.6% |
|
|
|
|
Activision Blizzard Inc |
|
|
119,000 |
|
|
$ |
9,699 |
|
Alphabet Inc, Cl A * |
|
|
46,041 |
|
|
|
124,363 |
|
Alphabet Inc, Cl C * |
|
|
43,063 |
|
|
|
116,176 |
|
AT&T Inc |
|
|
1,093,091 |
|
|
|
25,895 |
|
Charter Communications Inc, Cl A * |
|
|
19,000 |
|
|
|
11,434 |
|
Comcast Corp, Cl A |
|
|
698,048 |
|
|
|
32,641 |
|
Discovery Inc, Cl A * |
|
|
26,100 |
|
|
|
732 |
|
Discovery Inc, Cl C *(A) |
|
|
47,545 |
|
|
|
1,330 |
|
DISH Network Corp, Cl A * |
|
|
38,068 |
|
|
|
1,217 |
|
Electronic Arts Inc |
|
|
43,500 |
|
|
|
5,659 |
|
Fox Corp |
|
|
71,857 |
|
|
|
2,926 |
|
Interpublic Group of Cos Inc/The |
|
|
60,600 |
|
|
|
2,230 |
|
Live Nation Entertainment Inc * |
|
|
20,800 |
|
|
|
2,513 |
|
Lumen Technologies Inc (A) |
|
|
142,974 |
|
|
|
1,481 |
|
Match Group Inc * |
|
|
43,500 |
|
|
|
4,850 |
|
Meta Platforms Inc, Cl A * |
|
|
362,378 |
|
|
|
76,473 |
|
Netflix Inc * |
|
|
67,779 |
|
|
|
26,740 |
|
News Corp |
|
|
19,300 |
|
|
|
433 |
|
News Corp, Cl A |
|
|
59,783 |
|
|
|
1,334 |
|
Omnicom Group Inc |
|
|
32,800 |
|
|
|
2,751 |
|
Paramount Global, Cl B |
|
|
93,181 |
|
|
|
2,852 |
|
Take-Two Interactive Software Inc * |
|
|
17,800 |
|
|
|
2,884 |
|
T-Mobile US Inc * |
|
|
89,800 |
|
|
|
11,064 |
|
Twitter Inc * |
|
|
122,700 |
|
|
|
4,362 |
|
Verizon Communications Inc |
|
|
633,852 |
|
|
|
34,019 |
|
Walt Disney Co/The * |
|
|
278,219 |
|
|
|
41,304 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
547,362 |
|
Consumer Discretionary — 11.7% |
|
|
|
|
Advance Auto Parts Inc |
|
|
9,700 |
|
|
|
1,983 |
|
Amazon.com Inc * |
|
|
66,860 |
|
|
|
205,344 |
|
Aptiv PLC * |
|
|
41,300 |
|
|
|
5,346 |
|
AutoZone Inc * |
|
|
3,245 |
|
|
|
6,047 |
|
Bath & Body Works Inc |
|
|
40,800 |
|
|
|
2,178 |
|
Best Buy Co Inc |
|
|
33,987 |
|
|
|
3,284 |
|
Booking Holdings Inc * |
|
|
6,284 |
|
|
|
13,650 |
|
BorgWarner Inc |
|
|
37,100 |
|
|
|
1,522 |
|
Caesars Entertainment Inc * |
|
|
33,000 |
|
|
|
2,778 |
|
CarMax Inc * |
|
|
25,000 |
|
|
|
2,733 |
|
Carnival Corp, Cl A * |
|
|
124,500 |
|
|
|
2,531 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
4,320 |
|
|
|
6,581 |
|
Darden Restaurants Inc |
|
|
19,995 |
|
|
|
2,904 |
|
Dollar General Corp |
|
|
35,900 |
|
|
|
7,120 |
|
Dollar Tree Inc * |
|
|
34,569 |
|
|
|
4,912 |
|
Domino's Pizza Inc |
|
|
5,600 |
|
|
|
2,420 |
|
DR Horton Inc |
|
|
49,991 |
|
|
|
4,269 |
|
eBay Inc |
|
|
95,483 |
|
|
|
5,212 |
|
Etsy Inc * |
|
|
19,500 |
|
|
|
3,020 |
|
Expedia Group Inc * |
|
|
22,295 |
|
|
|
4,372 |
|
Ford Motor Co |
|
|
600,143 |
|
|
|
10,539 |
|
Garmin Ltd |
|
|
23,395 |
|
|
|
2,584 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
General Motors Co * |
|
|
221,987 |
|
|
$ |
10,371 |
|
Genuine Parts Co |
|
|
21,900 |
|
|
|
2,675 |
|
Hasbro Inc |
|
|
19,995 |
|
|
|
1,941 |
|
Hilton Worldwide Holdings Inc * |
|
|
42,500 |
|
|
|
6,327 |
|
Home Depot Inc/The |
|
|
161,587 |
|
|
|
51,034 |
|
Las Vegas Sands Corp * |
|
|
53,300 |
|
|
|
2,284 |
|
Lennar Corp, Cl A |
|
|
41,691 |
|
|
|
3,747 |
|
LKQ Corp |
|
|
41,400 |
|
|
|
1,944 |
|
Lowe's Cos Inc |
|
|
105,987 |
|
|
|
23,430 |
|
Marriott International Inc/MD, Cl A * |
|
|
41,736 |
|
|
|
7,101 |
|
McDonald's Corp |
|
|
114,387 |
|
|
|
27,999 |
|
MGM Resorts International |
|
|
60,000 |
|
|
|
2,657 |
|
Mohawk Industries Inc * |
|
|
8,500 |
|
|
|
1,197 |
|
Newell Brands Inc |
|
|
57,690 |
|
|
|
1,370 |
|
NIKE Inc, Cl B |
|
|
195,582 |
|
|
|
26,707 |
|
Norwegian Cruise Line Holdings Ltd *(A) |
|
|
57,300 |
|
|
|
1,117 |
|
NVR Inc * |
|
|
500 |
|
|
|
2,479 |
|
O'Reilly Automotive Inc * |
|
|
10,300 |
|
|
|
6,687 |
|
Penn National Gaming Inc * |
|
|
25,800 |
|
|
|
1,325 |
|
Pool Corp |
|
|
6,200 |
|
|
|
2,843 |
|
PulteGroup Inc |
|
|
39,283 |
|
|
|
1,951 |
|
PVH Corp |
|
|
10,800 |
|
|
|
1,057 |
|
Ralph Lauren Corp, Cl A |
|
|
7,495 |
|
|
|
990 |
|
Ross Stores Inc |
|
|
54,600 |
|
|
|
4,990 |
|
Royal Caribbean Cruises Ltd * |
|
|
34,500 |
|
|
|
2,785 |
|
Starbucks Corp |
|
|
180,482 |
|
|
|
16,566 |
|
Tapestry Inc |
|
|
42,791 |
|
|
|
1,750 |
|
Target Corp |
|
|
74,691 |
|
|
|
14,921 |
|
Tesla Inc * |
|
|
124,600 |
|
|
|
108,456 |
|
TJX Cos Inc/The |
|
|
183,882 |
|
|
|
12,155 |
|
Tractor Supply Co |
|
|
17,500 |
|
|
|
3,566 |
|
Ulta Beauty Inc * |
|
|
8,400 |
|
|
|
3,146 |
|
Under Armour Inc, Cl A * |
|
|
28,395 |
|
|
|
508 |
|
Under Armour Inc, Cl C *(A) |
|
|
32,432 |
|
|
|
507 |
|
VF Corp |
|
|
50,091 |
|
|
|
2,906 |
|
Whirlpool Corp |
|
|
9,400 |
|
|
|
1,892 |
|
Wynn Resorts Ltd * |
|
|
16,300 |
|
|
|
1,410 |
|
Yum! Brands Inc |
|
|
45,000 |
|
|
|
5,516 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
671,636 |
|
Consumer Staples — 6.1% |
|
|
|
|
Altria Group Inc |
|
|
280,983 |
|
|
|
14,412 |
|
Archer-Daniels-Midland Co |
|
|
85,991 |
|
|
|
6,746 |
|
Brown-Forman Corp, Cl B |
|
|
28,190 |
|
|
|
1,839 |
|
Campbell Soup Co |
|
|
30,891 |
|
|
|
1,389 |
|
Church & Dwight Co Inc |
|
|
37,500 |
|
|
|
3,669 |
|
Clorox Co/The |
|
|
18,900 |
|
|
|
2,755 |
|
Coca-Cola Co/The |
|
|
595,157 |
|
|
|
37,043 |
|
Colgate-Palmolive Co |
|
|
128,791 |
|
|
|
9,910 |
|
Conagra Brands Inc |
|
|
73,787 |
|
|
|
2,580 |
|
Constellation Brands Inc, Cl A |
|
|
25,100 |
|
|
|
5,412 |
|
Costco Wholesale Corp |
|
|
67,600 |
|
|
|
35,101 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Estee Lauder Cos Inc/The, Cl A |
|
|
35,400 |
|
|
$ |
10,490 |
|
General Mills Inc |
|
|
92,496 |
|
|
|
6,237 |
|
Hershey Co/The |
|
|
22,300 |
|
|
|
4,510 |
|
Hormel Foods Corp |
|
|
43,592 |
|
|
|
2,077 |
|
J M Smucker Co/The |
|
|
16,695 |
|
|
|
2,250 |
|
Kellogg Co (A) |
|
|
39,400 |
|
|
|
2,519 |
|
Kimberly-Clark Corp |
|
|
51,396 |
|
|
|
6,689 |
|
Kraft Heinz Co/The |
|
|
108,991 |
|
|
|
4,275 |
|
Kroger Co/The |
|
|
103,882 |
|
|
|
4,862 |
|
Lamb Weston Holdings Inc |
|
|
22,200 |
|
|
|
1,475 |
|
McCormick & Co Inc/MD |
|
|
38,290 |
|
|
|
3,644 |
|
Molson Coors Beverage Co, Cl B |
|
|
29,495 |
|
|
|
1,539 |
|
Mondelez International Inc, Cl A |
|
|
213,378 |
|
|
|
13,972 |
|
Monster Beverage Corp * |
|
|
57,731 |
|
|
|
4,873 |
|
PepsiCo Inc |
|
|
211,678 |
|
|
|
34,660 |
|
Philip Morris International Inc |
|
|
238,278 |
|
|
|
24,083 |
|
Procter & Gamble Co/The |
|
|
370,567 |
|
|
|
57,768 |
|
Sysco Corp |
|
|
78,300 |
|
|
|
6,820 |
|
Tyson Foods Inc, Cl A |
|
|
45,287 |
|
|
|
4,196 |
|
Walgreens Boots Alliance Inc |
|
|
110,387 |
|
|
|
5,088 |
|
Walmart Inc |
|
|
217,683 |
|
|
|
29,422 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
352,305 |
|
Energy — 3.7% |
|
|
|
|
APA Corp |
|
|
56,400 |
|
|
|
2,009 |
|
Baker Hughes Co, Cl A |
|
|
134,200 |
|
|
|
3,943 |
|
Chevron Corp |
|
|
295,201 |
|
|
|
42,509 |
|
ConocoPhillips |
|
|
201,841 |
|
|
|
19,147 |
|
Coterra Energy Inc, Cl A |
|
|
125,087 |
|
|
|
2,918 |
|
Devon Energy Corp |
|
|
96,700 |
|
|
|
5,759 |
|
Diamondback Energy Inc |
|
|
26,200 |
|
|
|
3,618 |
|
EOG Resources Inc |
|
|
89,391 |
|
|
|
10,273 |
|
Exxon Mobil Corp |
|
|
648,300 |
|
|
|
50,840 |
|
Halliburton Co |
|
|
137,391 |
|
|
|
4,607 |
|
Hess Corp |
|
|
42,300 |
|
|
|
4,275 |
|
Kinder Morgan Inc |
|
|
299,483 |
|
|
|
5,211 |
|
Marathon Oil Corp |
|
|
120,000 |
|
|
|
2,707 |
|
Marathon Petroleum Corp |
|
|
94,011 |
|
|
|
7,321 |
|
Occidental Petroleum Corp |
|
|
136,324 |
|
|
|
5,961 |
|
ONEOK Inc |
|
|
68,491 |
|
|
|
4,472 |
|
Phillips 66 |
|
|
67,296 |
|
|
|
5,669 |
|
Pioneer Natural Resources Co |
|
|
34,696 |
|
|
|
8,313 |
|
Schlumberger NV |
|
|
214,266 |
|
|
|
8,408 |
|
Valero Energy Corp |
|
|
62,800 |
|
|
|
5,244 |
|
Williams Cos Inc/The |
|
|
186,696 |
|
|
|
5,840 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
209,044 |
|
Financials — 11.5% |
|
|
|
|
Aflac Inc |
|
|
93,482 |
|
|
|
5,711 |
|
Allstate Corp/The |
|
|
44,000 |
|
|
|
5,384 |
|
American Express Co |
|
|
95,987 |
|
|
|
18,673 |
|
American International Group Inc |
|
|
126,878 |
|
|
|
7,770 |
|
Ameriprise Financial Inc |
|
|
17,200 |
|
|
|
5,156 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Aon PLC, Cl A |
|
|
33,700 |
|
|
$ |
9,845 |
|
Arthur J Gallagher & Co |
|
|
31,800 |
|
|
|
5,030 |
|
Assurant Inc |
|
|
8,895 |
|
|
|
1,510 |
|
Bank of America Corp |
|
|
1,102,883 |
|
|
|
48,747 |
|
Bank of New York Mellon Corp/The |
|
|
115,987 |
|
|
|
6,165 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
280,528 |
|
|
|
90,176 |
|
BlackRock Inc, Cl A |
|
|
21,896 |
|
|
|
16,288 |
|
Brown & Brown Inc |
|
|
36,100 |
|
|
|
2,441 |
|
Capital One Financial Corp |
|
|
65,096 |
|
|
|
9,977 |
|
Cboe Global Markets Inc |
|
|
16,500 |
|
|
|
1,935 |
|
Charles Schwab Corp/The |
|
|
230,091 |
|
|
|
19,434 |
|
Chubb Ltd |
|
|
65,847 |
|
|
|
13,409 |
|
Cincinnati Financial Corp |
|
|
22,996 |
|
|
|
2,824 |
|
Citigroup Inc |
|
|
303,657 |
|
|
|
17,986 |
|
Citizens Financial Group Inc |
|
|
65,500 |
|
|
|
3,434 |
|
CME Group Inc, Cl A |
|
|
54,995 |
|
|
|
13,008 |
|
Comerica Inc |
|
|
20,291 |
|
|
|
1,938 |
|
Discover Financial Services |
|
|
45,000 |
|
|
|
5,555 |
|
Everest Re Group Ltd |
|
|
6,100 |
|
|
|
1,819 |
|
FactSet Research Systems Inc |
|
|
5,800 |
|
|
|
2,355 |
|
Fifth Third Bancorp |
|
|
105,000 |
|
|
|
5,023 |
|
First Republic Bank/CA |
|
|
27,500 |
|
|
|
4,765 |
|
Franklin Resources Inc |
|
|
43,495 |
|
|
|
1,293 |
|
Globe Life Inc |
|
|
14,446 |
|
|
|
1,458 |
|
Goldman Sachs Group Inc/The |
|
|
51,891 |
|
|
|
17,710 |
|
Hartford Financial Services Group Inc/The |
|
|
52,300 |
|
|
|
3,634 |
|
Huntington Bancshares Inc/OH |
|
|
222,161 |
|
|
|
3,448 |
|
Intercontinental Exchange Inc |
|
|
86,100 |
|
|
|
11,031 |
|
Invesco Ltd |
|
|
51,600 |
|
|
|
1,096 |
|
JPMorgan Chase & Co |
|
|
452,557 |
|
|
|
64,173 |
|
KeyCorp |
|
|
143,000 |
|
|
|
3,585 |
|
Lincoln National Corp |
|
|
26,400 |
|
|
|
1,780 |
|
Loews Corp |
|
|
31,087 |
|
|
|
1,907 |
|
M&T Bank Corp |
|
|
19,723 |
|
|
|
3,594 |
|
MarketAxess Holdings Inc |
|
|
5,900 |
|
|
|
2,250 |
|
Marsh & McLennan Cos Inc |
|
|
77,191 |
|
|
|
11,996 |
|
MetLife Inc |
|
|
109,187 |
|
|
|
7,376 |
|
Moody's Corp |
|
|
24,700 |
|
|
|
7,954 |
|
Morgan Stanley |
|
|
219,653 |
|
|
|
19,931 |
|
MSCI Inc, Cl A |
|
|
12,600 |
|
|
|
6,321 |
|
Nasdaq Inc |
|
|
18,000 |
|
|
|
3,081 |
|
Northern Trust Corp |
|
|
31,896 |
|
|
|
3,633 |
|
People's United Financial Inc |
|
|
67,000 |
|
|
|
1,412 |
|
PNC Financial Services Group Inc/The |
|
|
64,591 |
|
|
|
12,870 |
|
Principal Financial Group Inc |
|
|
37,991 |
|
|
|
2,684 |
|
Progressive Corp/The |
|
|
89,383 |
|
|
|
9,468 |
|
Prudential Financial Inc |
|
|
57,700 |
|
|
|
6,443 |
|
Raymond James Financial Inc |
|
|
28,500 |
|
|
|
3,125 |
|
Regions Financial Corp |
|
|
146,400 |
|
|
|
3,541 |
|
S&P Global Inc |
|
|
54,354 |
|
|
|
20,421 |
|
Signature Bank/New York NY |
|
|
9,300 |
|
|
|
3,207 |
|
State Street Corp |
|
|
56,200 |
|
|
|
4,796 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SVB Financial Group * |
|
|
9,000 |
|
|
$ |
5,454 |
|
Synchrony Financial |
|
|
84,021 |
|
|
|
3,594 |
|
T Rowe Price Group Inc |
|
|
34,500 |
|
|
|
4,987 |
|
Travelers Cos Inc/The |
|
|
37,596 |
|
|
|
6,460 |
|
Truist Financial Corp |
|
|
204,192 |
|
|
|
12,705 |
|
US Bancorp |
|
|
206,283 |
|
|
|
11,663 |
|
W R Berkley Corp |
|
|
21,600 |
|
|
|
1,950 |
|
Wells Fargo & Co |
|
|
610,448 |
|
|
|
32,580 |
|
Willis Towers Watson PLC |
|
|
19,145 |
|
|
|
4,256 |
|
Zions Bancorp NA |
|
|
24,300 |
|
|
|
1,723 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
656,948 |
|
Health Care — 13.2% |
|
|
|
|
Abbott Laboratories |
|
|
270,748 |
|
|
|
32,658 |
|
AbbVie Inc |
|
|
270,713 |
|
|
|
40,003 |
|
ABIOMED Inc * |
|
|
7,000 |
|
|
|
2,175 |
|
Agilent Technologies Inc |
|
|
46,191 |
|
|
|
6,021 |
|
Align Technology Inc * |
|
|
11,300 |
|
|
|
5,779 |
|
AmerisourceBergen Corp, Cl A |
|
|
22,996 |
|
|
|
3,278 |
|
Amgen Inc |
|
|
86,191 |
|
|
|
19,520 |
|
Anthem Inc |
|
|
37,096 |
|
|
|
16,762 |
|
Baxter International Inc |
|
|
76,929 |
|
|
|
6,537 |
|
Becton Dickinson and Co |
|
|
43,939 |
|
|
|
11,920 |
|
Biogen Inc * |
|
|
22,400 |
|
|
|
4,727 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
3,300 |
|
|
|
2,066 |
|
Bio-Techne Corp |
|
|
6,000 |
|
|
|
2,516 |
|
Boston Scientific Corp * |
|
|
217,800 |
|
|
|
9,620 |
|
Bristol-Myers Squibb Co |
|
|
339,770 |
|
|
|
23,332 |
|
Cardinal Health Inc |
|
|
43,496 |
|
|
|
2,349 |
|
Catalent Inc * |
|
|
26,400 |
|
|
|
2,694 |
|
Centene Corp * |
|
|
89,664 |
|
|
|
7,408 |
|
Cerner Corp |
|
|
45,200 |
|
|
|
4,215 |
|
Charles River Laboratories International Inc * |
|
|
7,800 |
|
|
|
2,271 |
|
Cigna Corp |
|
|
50,707 |
|
|
|
12,057 |
|
Cooper Cos Inc/The |
|
|
7,600 |
|
|
|
3,109 |
|
CVS Health Corp |
|
|
202,057 |
|
|
|
20,943 |
|
Danaher Corp |
|
|
97,400 |
|
|
|
26,728 |
|
DaVita Inc * |
|
|
10,095 |
|
|
|
1,138 |
|
DENTSPLY SIRONA Inc |
|
|
33,991 |
|
|
|
1,840 |
|
Dexcom Inc * |
|
|
14,900 |
|
|
|
6,167 |
|
Edwards Lifesciences Corp * |
|
|
95,400 |
|
|
|
10,720 |
|
Eli Lilly & Co |
|
|
121,545 |
|
|
|
30,380 |
|
Gilead Sciences Inc |
|
|
191,778 |
|
|
|
11,583 |
|
HCA Healthcare Inc |
|
|
36,595 |
|
|
|
9,160 |
|
Henry Schein Inc * |
|
|
21,600 |
|
|
|
1,866 |
|
Hologic Inc * |
|
|
39,100 |
|
|
|
2,783 |
|
Humana Inc |
|
|
19,796 |
|
|
|
8,598 |
|
IDEXX Laboratories Inc * |
|
|
12,900 |
|
|
|
6,867 |
|
Illumina Inc * |
|
|
23,900 |
|
|
|
7,806 |
|
Incyte Corp * |
|
|
29,000 |
|
|
|
1,981 |
|
Intuitive Surgical Inc * |
|
|
54,600 |
|
|
|
15,852 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
IQVIA Holdings Inc * |
|
|
29,200 |
|
|
$ |
6,720 |
|
Johnson & Johnson |
|
|
403,170 |
|
|
|
66,350 |
|
Laboratory Corp of America Holdings * |
|
|
14,700 |
|
|
|
3,988 |
|
McKesson Corp |
|
|
23,460 |
|
|
|
6,451 |
|
Medtronic PLC |
|
|
205,961 |
|
|
|
21,624 |
|
Merck & Co Inc |
|
|
386,670 |
|
|
|
29,611 |
|
Mettler-Toledo International Inc * |
|
|
3,500 |
|
|
|
4,931 |
|
Moderna Inc * |
|
|
54,200 |
|
|
|
8,325 |
|
Organon & Co |
|
|
38,247 |
|
|
|
1,428 |
|
PerkinElmer Inc |
|
|
19,400 |
|
|
|
3,484 |
|
Pfizer Inc |
|
|
859,435 |
|
|
|
40,342 |
|
Quest Diagnostics Inc |
|
|
18,900 |
|
|
|
2,481 |
|
Regeneron Pharmaceuticals Inc * |
|
|
16,200 |
|
|
|
10,017 |
|
ResMed Inc |
|
|
22,400 |
|
|
|
5,527 |
|
STERIS PLC |
|
|
15,400 |
|
|
|
3,696 |
|
Stryker Corp |
|
|
51,396 |
|
|
|
13,535 |
|
Teleflex Inc |
|
|
7,200 |
|
|
|
2,421 |
|
Thermo Fisher Scientific Inc |
|
|
60,291 |
|
|
|
32,798 |
|
UnitedHealth Group Inc |
|
|
144,287 |
|
|
|
68,662 |
|
Universal Health Services Inc, Cl B |
|
|
11,400 |
|
|
|
1,641 |
|
Vertex Pharmaceuticals Inc * |
|
|
38,900 |
|
|
|
8,948 |
|
Viatris Inc, Cl W * |
|
|
185,905 |
|
|
|
2,047 |
|
Waters Corp * |
|
|
9,400 |
|
|
|
2,977 |
|
West Pharmaceutical Services Inc |
|
|
11,400 |
|
|
|
4,413 |
|
Zimmer Biomet Holdings Inc |
|
|
32,095 |
|
|
|
4,082 |
|
Zoetis Inc, Cl A |
|
|
72,400 |
|
|
|
14,020 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
755,948 |
|
Industrials — 7.8% |
|
|
|
|
3M Co |
|
|
88,091 |
|
|
|
13,095 |
|
A O Smith Corp |
|
|
20,700 |
|
|
|
1,420 |
|
Alaska Air Group Inc * |
|
|
18,900 |
|
|
|
1,061 |
|
Allegion plc |
|
|
13,996 |
|
|
|
1,603 |
|
American Airlines Group Inc *(A) |
|
|
100,991 |
|
|
|
1,742 |
|
AMETEK Inc |
|
|
35,500 |
|
|
|
4,608 |
|
Boeing Co/The * |
|
|
84,491 |
|
|
|
17,349 |
|
Carrier Global Corp |
|
|
132,285 |
|
|
|
5,937 |
|
Caterpillar Inc |
|
|
82,791 |
|
|
|
15,530 |
|
CH Robinson Worldwide Inc |
|
|
20,195 |
|
|
|
1,952 |
|
Cintas Corp |
|
|
13,495 |
|
|
|
5,065 |
|
Copart Inc * |
|
|
32,800 |
|
|
|
4,030 |
|
CSX Corp |
|
|
339,134 |
|
|
|
11,500 |
|
Cummins Inc |
|
|
21,796 |
|
|
|
4,449 |
|
Deere & Co |
|
|
43,196 |
|
|
|
15,551 |
|
Delta Air Lines Inc * |
|
|
98,287 |
|
|
|
3,924 |
|
Dover Corp |
|
|
22,100 |
|
|
|
3,467 |
|
Eaton Corp PLC |
|
|
60,895 |
|
|
|
9,395 |
|
Emerson Electric Co |
|
|
91,291 |
|
|
|
8,483 |
|
Equifax Inc |
|
|
18,595 |
|
|
|
4,060 |
|
Expeditors International of Washington Inc |
|
|
25,991 |
|
|
|
2,686 |
|
Fastenal Co |
|
|
88,282 |
|
|
|
4,543 |
|
FedEx Corp |
|
|
37,300 |
|
|
|
8,291 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Fortive Corp |
|
|
55,025 |
|
|
$ |
3,563 |
|
Fortune Brands Home & Security Inc |
|
|
21,000 |
|
|
|
1,825 |
|
Generac Holdings Inc * |
|
|
9,700 |
|
|
|
3,060 |
|
General Dynamics Corp |
|
|
35,396 |
|
|
|
8,299 |
|
General Electric Co |
|
|
167,986 |
|
|
|
16,044 |
|
Honeywell International Inc |
|
|
105,387 |
|
|
|
19,997 |
|
Howmet Aerospace Inc |
|
|
59,466 |
|
|
|
2,136 |
|
Huntington Ingalls Industries Inc |
|
|
6,100 |
|
|
|
1,247 |
|
IDEX Corp |
|
|
11,700 |
|
|
|
2,245 |
|
Illinois Tool Works Inc |
|
|
43,695 |
|
|
|
9,453 |
|
Ingersoll Rand Inc |
|
|
62,627 |
|
|
|
3,164 |
|
Jacobs Engineering Group Inc |
|
|
20,096 |
|
|
|
2,472 |
|
JB Hunt Transport Services Inc |
|
|
13,000 |
|
|
|
2,638 |
|
Johnson Controls International plc |
|
|
108,946 |
|
|
|
7,077 |
|
L3Harris Technologies Inc |
|
|
29,960 |
|
|
|
7,559 |
|
Leidos Holdings Inc |
|
|
21,800 |
|
|
|
2,220 |
|
Lockheed Martin Corp |
|
|
37,556 |
|
|
|
16,292 |
|
Masco Corp |
|
|
37,600 |
|
|
|
2,107 |
|
Nielsen Holdings PLC |
|
|
54,500 |
|
|
|
949 |
|
Nordson Corp |
|
|
8,300 |
|
|
|
1,880 |
|
Norfolk Southern Corp |
|
|
37,196 |
|
|
|
9,542 |
|
Northrop Grumman Corp |
|
|
22,796 |
|
|
|
10,079 |
|
Old Dominion Freight Line Inc |
|
|
14,300 |
|
|
|
4,491 |
|
Otis Worldwide Corp |
|
|
65,192 |
|
|
|
5,106 |
|
PACCAR Inc |
|
|
53,300 |
|
|
|
4,893 |
|
Parker-Hannifin Corp |
|
|
19,800 |
|
|
|
5,869 |
|
Pentair PLC |
|
|
25,900 |
|
|
|
1,500 |
|
Quanta Services Inc |
|
|
21,900 |
|
|
|
2,386 |
|
Raytheon Technologies Corp |
|
|
229,108 |
|
|
|
23,529 |
|
Republic Services Inc, Cl A |
|
|
32,100 |
|
|
|
3,861 |
|
Robert Half International Inc |
|
|
17,095 |
|
|
|
2,056 |
|
Rockwell Automation Inc |
|
|
17,796 |
|
|
|
4,744 |
|
Rollins Inc |
|
|
35,500 |
|
|
|
1,158 |
|
Roper Technologies Inc |
|
|
16,200 |
|
|
|
7,261 |
|
Snap-on Inc |
|
|
8,300 |
|
|
|
1,745 |
|
Southwest Airlines Co * |
|
|
90,887 |
|
|
|
3,981 |
|
Stanley Black & Decker Inc |
|
|
24,995 |
|
|
|
4,067 |
|
Textron Inc |
|
|
33,991 |
|
|
|
2,486 |
|
Trane Technologies PLC |
|
|
36,196 |
|
|
|
5,572 |
|
TransDigm Group Inc * |
|
|
8,000 |
|
|
|
5,333 |
|
Union Pacific Corp |
|
|
98,387 |
|
|
|
24,198 |
|
United Airlines Holdings Inc * |
|
|
49,800 |
|
|
|
2,211 |
|
United Parcel Service Inc, Cl B |
|
|
111,587 |
|
|
|
23,480 |
|
United Rentals Inc * |
|
|
11,100 |
|
|
|
3,570 |
|
Verisk Analytics Inc, Cl A |
|
|
24,700 |
|
|
|
4,380 |
|
Waste Management Inc |
|
|
58,800 |
|
|
|
8,491 |
|
Westinghouse Air Brake Technologies Corp |
|
|
28,753 |
|
|
|
2,669 |
|
WW Grainger Inc |
|
|
6,700 |
|
|
|
3,196 |
|
Xylem Inc/NY |
|
|
27,800 |
|
|
|
2,473 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
448,295 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Information Technology — 27.8% |
|
|
|
|
Accenture PLC, Cl A |
|
|
96,696 |
|
|
$ |
30,558 |
|
Adobe Inc * |
|
|
72,795 |
|
|
|
34,045 |
|
Advanced Micro Devices Inc * |
|
|
250,289 |
|
|
|
30,871 |
|
Akamai Technologies Inc * |
|
|
24,996 |
|
|
|
2,706 |
|
Amphenol Corp, Cl A |
|
|
91,282 |
|
|
|
6,938 |
|
Analog Devices Inc |
|
|
82,155 |
|
|
|
13,169 |
|
ANSYS Inc * |
|
|
13,400 |
|
|
|
4,344 |
|
Apple Inc |
|
|
2,387,684 |
|
|
|
394,254 |
|
Applied Materials Inc |
|
|
138,200 |
|
|
|
18,546 |
|
Arista Networks Inc * |
|
|
34,400 |
|
|
|
4,222 |
|
Autodesk Inc * |
|
|
33,600 |
|
|
|
7,400 |
|
Automatic Data Processing Inc |
|
|
64,491 |
|
|
|
13,185 |
|
Broadcom Inc |
|
|
63,059 |
|
|
|
37,043 |
|
Broadridge Financial Solutions Inc |
|
|
18,000 |
|
|
|
2,632 |
|
Cadence Design Systems Inc * |
|
|
42,300 |
|
|
|
6,406 |
|
CDW Corp/DE |
|
|
20,800 |
|
|
|
3,587 |
|
Ceridian HCM Holding Inc * |
|
|
21,100 |
|
|
|
1,538 |
|
Cisco Systems Inc/Delaware |
|
|
645,743 |
|
|
|
36,013 |
|
Citrix Systems Inc |
|
|
19,300 |
|
|
|
1,978 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
80,195 |
|
|
|
6,907 |
|
Corning Inc |
|
|
117,870 |
|
|
|
4,762 |
|
DXC Technology Co * |
|
|
38,552 |
|
|
|
1,312 |
|
Enphase Energy Inc * |
|
|
20,800 |
|
|
|
3,467 |
|
EPAM Systems Inc * |
|
|
8,700 |
|
|
|
1,807 |
|
F5 Inc * |
|
|
9,300 |
|
|
|
1,868 |
|
Fidelity National Information Services Inc |
|
|
93,100 |
|
|
|
8,866 |
|
Fiserv Inc * |
|
|
90,800 |
|
|
|
8,868 |
|
FleetCor Technologies Inc * |
|
|
12,500 |
|
|
|
2,928 |
|
Fortinet Inc * |
|
|
20,700 |
|
|
|
7,132 |
|
Gartner Inc * |
|
|
12,600 |
|
|
|
3,533 |
|
Global Payments Inc |
|
|
44,572 |
|
|
|
5,945 |
|
Hewlett Packard Enterprise Co |
|
|
200,874 |
|
|
|
3,198 |
|
HP Inc |
|
|
175,874 |
|
|
|
6,043 |
|
Intel Corp |
|
|
622,552 |
|
|
|
29,696 |
|
International Business Machines Corp |
|
|
137,251 |
|
|
|
16,815 |
|
Intuit Inc |
|
|
43,300 |
|
|
|
20,540 |
|
IPG Photonics Corp * |
|
|
5,400 |
|
|
|
704 |
|
Jack Henry & Associates Inc |
|
|
11,500 |
|
|
|
2,033 |
|
Juniper Networks Inc |
|
|
50,600 |
|
|
|
1,710 |
|
Keysight Technologies Inc * |
|
|
28,300 |
|
|
|
4,454 |
|
KLA Corp |
|
|
23,200 |
|
|
|
8,085 |
|
Lam Research Corp |
|
|
21,495 |
|
|
|
12,066 |
|
Mastercard Inc, Cl A |
|
|
132,847 |
|
|
|
47,934 |
|
Microchip Technology Inc |
|
|
85,292 |
|
|
|
5,999 |
|
Micron Technology Inc |
|
|
171,100 |
|
|
|
15,204 |
|
Microsoft Corp |
|
|
1,150,204 |
|
|
|
343,669 |
|
Monolithic Power Systems Inc |
|
|
6,700 |
|
|
|
3,073 |
|
Motorola Solutions Inc |
|
|
25,788 |
|
|
|
5,685 |
|
NetApp Inc |
|
|
34,391 |
|
|
|
2,696 |
|
NortonLifeLock Inc |
|
|
89,700 |
|
|
|
2,599 |
|
NVIDIA Corp |
|
|
382,932 |
|
|
|
93,378 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
NXP Semiconductors NV |
|
|
40,900 |
|
|
$ |
7,776 |
|
Oracle Corp |
|
|
246,765 |
|
|
|
18,747 |
|
Paychex Inc |
|
|
48,987 |
|
|
|
5,832 |
|
Paycom Software Inc * |
|
|
7,400 |
|
|
|
2,510 |
|
PayPal Holdings Inc * |
|
|
179,783 |
|
|
|
20,123 |
|
PTC Inc * |
|
|
16,300 |
|
|
|
1,814 |
|
Qorvo Inc * |
|
|
17,000 |
|
|
|
2,325 |
|
QUALCOMM Inc |
|
|
171,478 |
|
|
|
29,492 |
|
salesforce.com Inc * |
|
|
149,891 |
|
|
|
31,556 |
|
Seagate Technology Holdings PLC |
|
|
31,500 |
|
|
|
3,250 |
|
ServiceNow Inc * |
|
|
30,400 |
|
|
|
17,630 |
|
Skyworks Solutions Inc |
|
|
25,396 |
|
|
|
3,509 |
|
SolarEdge Technologies Inc * |
|
|
8,100 |
|
|
|
2,587 |
|
Synopsys Inc * |
|
|
23,400 |
|
|
|
7,310 |
|
TE Connectivity Ltd |
|
|
49,791 |
|
|
|
7,092 |
|
Teledyne Technologies Inc * |
|
|
7,151 |
|
|
|
3,071 |
|
Teradyne Inc |
|
|
25,000 |
|
|
|
2,948 |
|
Texas Instruments Inc |
|
|
141,383 |
|
|
|
24,034 |
|
Trimble Inc * |
|
|
38,700 |
|
|
|
2,699 |
|
Tyler Technologies Inc * |
|
|
6,300 |
|
|
|
2,698 |
|
VeriSign Inc * |
|
|
14,900 |
|
|
|
3,184 |
|
Visa Inc, Cl A |
|
|
256,770 |
|
|
|
55,493 |
|
Western Digital Corp * |
|
|
47,931 |
|
|
|
2,442 |
|
Zebra Technologies Corp, Cl A * |
|
|
8,200 |
|
|
|
3,389 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,593,922 |
|
Materials — 2.5% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
33,800 |
|
|
|
7,987 |
|
Albemarle Corp |
|
|
18,000 |
|
|
|
3,526 |
|
Amcor PLC |
|
|
236,262 |
|
|
|
2,748 |
|
Avery Dennison Corp |
|
|
12,800 |
|
|
|
2,255 |
|
Ball Corp |
|
|
49,692 |
|
|
|
4,459 |
|
Celanese Corp, Cl A |
|
|
16,800 |
|
|
|
2,340 |
|
CF Industries Holdings Inc |
|
|
33,100 |
|
|
|
2,687 |
|
Corteva Inc |
|
|
112,031 |
|
|
|
5,829 |
|
Dow Inc |
|
|
112,965 |
|
|
|
6,661 |
|
DuPont de Nemours Inc |
|
|
79,082 |
|
|
|
6,119 |
|
Eastman Chemical Co |
|
|
20,696 |
|
|
|
2,452 |
|
Ecolab Inc |
|
|
38,115 |
|
|
|
6,718 |
|
FMC Corp |
|
|
19,600 |
|
|
|
2,298 |
|
Freeport-McMoRan Inc, Cl B |
|
|
224,500 |
|
|
|
10,540 |
|
International Flavors & Fragrances Inc |
|
|
39,054 |
|
|
|
5,194 |
|
International Paper Co |
|
|
59,696 |
|
|
|
2,599 |
|
Linde PLC |
|
|
78,460 |
|
|
|
23,007 |
|
LyondellBasell Industries NV, Cl A |
|
|
40,356 |
|
|
|
3,924 |
|
Martin Marietta Materials Inc |
|
|
9,600 |
|
|
|
3,642 |
|
Mosaic Co/The |
|
|
57,091 |
|
|
|
2,993 |
|
Newmont Corp |
|
|
122,583 |
|
|
|
8,115 |
|
Nucor Corp |
|
|
43,887 |
|
|
|
5,776 |
|
Packaging Corp of America |
|
|
14,600 |
|
|
|
2,149 |
|
PPG Industries Inc |
|
|
36,200 |
|
|
|
4,831 |
|
Sealed Air Corp |
|
|
23,000 |
|
|
|
1,544 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sherwin-Williams Co/The |
|
|
36,900 |
|
|
$ |
9,710 |
|
Vulcan Materials Co |
|
|
20,400 |
|
|
|
3,702 |
|
Westrock Co |
|
|
41,182 |
|
|
|
1,864 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
145,669 |
|
Real Estate — 2.6% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
21,700 |
|
|
|
4,110 |
|
American Tower Corp, Cl A ‡ |
|
|
69,700 |
|
|
|
15,813 |
|
AvalonBay Communities Inc ‡ |
|
|
21,300 |
|
|
|
5,082 |
|
Boston Properties Inc ‡ |
|
|
21,900 |
|
|
|
2,679 |
|
CBRE Group Inc, Cl A * |
|
|
50,991 |
|
|
|
4,938 |
|
Crown Castle International Corp ‡ |
|
|
66,096 |
|
|
|
11,011 |
|
Digital Realty Trust Inc ‡ |
|
|
43,600 |
|
|
|
5,883 |
|
Duke Realty Corp ‡ |
|
|
58,500 |
|
|
|
3,100 |
|
Equinix Inc ‡ |
|
|
13,757 |
|
|
|
9,764 |
|
Equity Residential ‡ |
|
|
52,396 |
|
|
|
4,469 |
|
Essex Property Trust Inc ‡ |
|
|
10,000 |
|
|
|
3,172 |
|
Extra Space Storage Inc ‡ |
|
|
20,600 |
|
|
|
3,876 |
|
Federal Realty Investment Trust ‡ |
|
|
10,800 |
|
|
|
1,270 |
|
Healthpeak Properties Inc ‡ |
|
|
82,800 |
|
|
|
2,572 |
|
Host Hotels & Resorts Inc *‡ |
|
|
110,274 |
|
|
|
2,015 |
|
Iron Mountain Inc ‡(A) |
|
|
44,701 |
|
|
|
2,198 |
|
Kimco Realty Corp ‡ |
|
|
94,787 |
|
|
|
2,230 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
17,700 |
|
|
|
3,622 |
|
Prologis Inc ‡ |
|
|
113,099 |
|
|
|
16,495 |
|
Public Storage ‡ |
|
|
23,295 |
|
|
|
8,270 |
|
Realty Income Corp ‡ |
|
|
86,900 |
|
|
|
5,743 |
|
Regency Centers Corp ‡ |
|
|
23,900 |
|
|
|
1,575 |
|
SBA Communications Corp, Cl A ‡ |
|
|
16,700 |
|
|
|
5,067 |
|
Simon Property Group Inc ‡ |
|
|
50,496 |
|
|
|
6,946 |
|
UDR Inc ‡ |
|
|
44,800 |
|
|
|
2,458 |
|
Ventas Inc ‡ |
|
|
61,300 |
|
|
|
3,310 |
|
Vornado Realty Trust ‡ |
|
|
24,996 |
|
|
|
1,082 |
|
Welltower Inc ‡ |
|
|
66,900 |
|
|
|
5,572 |
|
Weyerhaeuser Co ‡ |
|
|
114,945 |
|
|
|
4,469 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
148,791 |
|
Utilities — 2.5% |
|
|
|
|
AES Corp/The |
|
|
102,600 |
|
|
|
2,178 |
|
Alliant Energy Corp |
|
|
38,600 |
|
|
|
2,254 |
|
Ameren Corp |
|
|
39,591 |
|
|
|
3,403 |
|
American Electric Power Co Inc |
|
|
77,400 |
|
|
|
7,016 |
|
American Water Works Co Inc |
|
|
27,900 |
|
|
|
4,216 |
|
Atmos Energy Corp |
|
|
20,500 |
|
|
|
2,251 |
|
CenterPoint Energy Inc |
|
|
96,683 |
|
|
|
2,644 |
|
CMS Energy Corp |
|
|
44,491 |
|
|
|
2,848 |
|
Consolidated Edison Inc |
|
|
54,300 |
|
|
|
4,657 |
|
Constellation Energy Corp |
|
|
49,963 |
|
|
|
2,297 |
|
Dominion Energy Inc |
|
|
123,785 |
|
|
|
9,845 |
|
DTE Energy Co |
|
|
29,700 |
|
|
|
3,611 |
|
Duke Energy Corp |
|
|
117,591 |
|
|
|
11,807 |
|
Edison International |
|
|
58,296 |
|
|
|
3,697 |
|
Entergy Corp |
|
|
30,900 |
|
|
|
3,251 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Evergy Inc |
|
|
35,400 |
|
|
$ |
2,209 |
|
Eversource Energy |
|
|
52,800 |
|
|
|
4,319 |
|
Exelon Corp |
|
|
150,391 |
|
|
|
6,401 |
|
FirstEnergy Corp |
|
|
83,587 |
|
|
|
3,498 |
|
NextEra Energy Inc |
|
|
300,300 |
|
|
|
23,505 |
|
NiSource Inc |
|
|
60,487 |
|
|
|
1,750 |
|
NRG Energy Inc |
|
|
37,887 |
|
|
|
1,434 |
|
Pinnacle West Capital Corp |
|
|
17,100 |
|
|
|
1,211 |
|
PPL Corp |
|
|
115,300 |
|
|
|
3,017 |
|
Public Service Enterprise Group Inc |
|
|
77,600 |
|
|
|
5,031 |
|
Sempra Energy |
|
|
49,095 |
|
|
|
7,081 |
|
Southern Co/The |
|
|
162,000 |
|
|
|
10,493 |
|
WEC Energy Group Inc |
|
|
48,431 |
|
|
|
4,402 |
|
Xcel Energy Inc |
|
|
82,183 |
|
|
|
5,533 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
145,859 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $2,521,237) ($ Thousands) |
|
|
|
|
|
|
5,675,779 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.2% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(B) |
|
|
7,646,744 |
|
|
$ |
7,639 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $7,646) ($ Thousands) |
|
|
7,639 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.6% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
36,748,466 |
|
|
|
36,748 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $36,748) ($ Thousands) |
|
|
|
|
|
|
36,748 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $2,565,631) ($ Thousands) |
|
$ |
5,720,166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
265 |
|
|
|
Mar-2022 |
|
|
$ |
62,314 |
|
|
$ |
57,876 |
|
|
$ |
(4,438 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $5,732,535 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $7,376 ($ Thousands). |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 28, 2022 was $7,639 ($ Thousands). |
Cl — Class |
L.P. — Limited Partnership |
Ltd. — Limited |
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 February 28, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
5,675,779 |
|
|
|
– |
|
|
|
– |
|
|
|
5,675,779 |
|
Affiliated Partnership |
|
|
– |
|
|
|
7,639 |
|
|
|
– |
|
|
|
7,639 |
|
Cash Equivalent |
|
|
36,748 |
|
|
|
– |
|
|
|
– |
|
|
|
36,748 |
|
Total Investments in Securities |
|
|
5,712,527 |
|
|
|
7,639 |
|
|
|
– |
|
|
|
5,720,166 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(4,438 |
) |
|
|
– |
|
|
|
– |
|
|
|
(4,438 |
) |
Total Other Financial Instruments |
|
|
(4,438 |
) |
|
|
– |
|
|
|
– |
|
|
|
(4,438 |
) |
|
*
|
Futures contracts are valued at the unrealized depreciation on the instrument.
|
For the period ended February 28, 2022, 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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
S&P 500 Index Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
14,433 |
|
|
$ |
77,069 |
|
|
$ |
(83,862 |
) |
|
$ |
1 |
|
|
$ |
(2 |
) |
|
$ |
7,639 |
|
|
|
7,646,744 |
|
|
$ |
6 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
64,021 |
|
|
|
470,241 |
|
|
|
(497,514 |
) |
|
|
— |
|
|
|
— |
|
|
|
36,748 |
|
|
|
36,748,466 |
|
|
|
4 |
|
|
|
— |
|
Totals |
|
$ |
78,454 |
|
|
$ |
547,310 |
|
|
$ |
(581,376 |
) |
|
$ |
1 |
|
|
$ |
(2 |
) |
|
$ |
44,387 |
|
|
|
|
|
|
$ |
10 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 3.5% |
|
|
|
|
Advantage Solutions Inc * |
|
|
18,900 |
|
|
$ |
149 |
|
Altice USA Inc, Cl A * |
|
|
47,675 |
|
|
|
551 |
|
AMC Entertainment Holdings Inc, Cl A *(A) |
|
|
117,594 |
|
|
|
2,218 |
|
AMC Networks Inc, Cl A * |
|
|
6,160 |
|
|
|
255 |
|
Anterix Inc * |
|
|
2,500 |
|
|
|
133 |
|
ATN International Inc |
|
|
2,267 |
|
|
|
76 |
|
Audacy Inc, Cl A * |
|
|
28,756 |
|
|
|
89 |
|
Bandwidth Inc, Cl A * |
|
|
5,000 |
|
|
|
153 |
|
Boston Omaha Corp, Cl A * |
|
|
4,300 |
|
|
|
120 |
|
Cable One Inc |
|
|
1,200 |
|
|
|
1,719 |
|
Cardlytics Inc * |
|
|
7,100 |
|
|
|
412 |
|
Cargurus Inc, Cl A * |
|
|
21,300 |
|
|
|
1,032 |
|
Cars.com Inc * |
|
|
15,200 |
|
|
|
246 |
|
Chicken Soup For The Soul Entertainment, Cl A * |
|
|
2,500 |
|
|
|
24 |
|
Cinemark Holdings Inc * |
|
|
24,640 |
|
|
|
432 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
88,200 |
|
|
|
330 |
|
Cogent Communications Holdings Inc |
|
|
9,604 |
|
|
|
609 |
|
comScore Inc * |
|
|
20,100 |
|
|
|
53 |
|
Consolidated Communications Holdings Inc * |
|
|
16,612 |
|
|
|
118 |
|
CuriosityStream * |
|
|
5,600 |
|
|
|
21 |
|
Daily Journal Corp * |
|
|
300 |
|
|
|
97 |
|
Digital Media Solutions, Cl A * |
|
|
600 |
|
|
|
2 |
|
EchoStar Corp, Cl A * |
|
|
8,903 |
|
|
|
217 |
|
Emerald Holding Inc * |
|
|
5,700 |
|
|
|
20 |
|
Entravision Communications Corp, Cl A |
|
|
14,200 |
|
|
|
91 |
|
Eros STX Global * |
|
|
2,985 |
|
|
|
9 |
|
Eventbrite Inc, Cl A * |
|
|
16,900 |
|
|
|
255 |
|
EverQuote Inc, Cl A * |
|
|
4,400 |
|
|
|
65 |
|
EW Scripps Co/The, Cl A * |
|
|
13,896 |
|
|
|
309 |
|
Fluent Inc * |
|
|
18,300 |
|
|
|
26 |
|
fuboTV *(A) |
|
|
30,800 |
|
|
|
263 |
|
Gannett Co Inc * |
|
|
32,687 |
|
|
|
162 |
|
Globalstar Inc *(A) |
|
|
146,200 |
|
|
|
173 |
|
Gogo Inc *(A) |
|
|
13,900 |
|
|
|
198 |
|
Gray Television Inc |
|
|
19,500 |
|
|
|
457 |
|
Hemisphere Media Group Inc, Cl A * |
|
|
3,500 |
|
|
|
19 |
|
IAC/InterActiveCorp * |
|
|
17,576 |
|
|
|
2,017 |
|
IDT Corp, Cl B * |
|
|
4,100 |
|
|
|
148 |
|
iHeartMedia Inc, Cl A * |
|
|
24,700 |
|
|
|
530 |
|
IMAX Corp * |
|
|
11,800 |
|
|
|
244 |
|
Integral Ad Science Holding * |
|
|
3,600 |
|
|
|
67 |
|
Iridium Communications Inc * |
|
|
26,546 |
|
|
|
1,051 |
|
John Wiley & Sons Inc, Cl A |
|
|
9,772 |
|
|
|
492 |
|
Liberty Broadband Corp, Cl A * |
|
|
5,283 |
|
|
|
765 |
|
Liberty Broadband Corp, Cl C * |
|
|
32,414 |
|
|
|
4,755 |
|
Liberty Latin America Ltd, Cl A * |
|
|
8,300 |
|
|
|
83 |
|
Liberty Latin America Ltd, Cl C * |
|
|
34,462 |
|
|
|
348 |
|
Liberty Media Corp-Liberty Braves, Cl A * |
|
|
1,803 |
|
|
|
46 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Liberty Media Corp-Liberty Braves, Cl C * |
|
|
9,065 |
|
|
$ |
224 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
5,408 |
|
|
|
304 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
44,642 |
|
|
|
2,711 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
21,335 |
|
|
|
1,074 |
|
Liberty Media Corp-Liberty SiriusXM, Cl C * |
|
|
36,822 |
|
|
|
1,853 |
|
Liberty TripAdvisor Holdings Inc, Cl A * |
|
|
13,392 |
|
|
|
28 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
14,516 |
|
|
|
223 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
25,675 |
|
|
|
366 |
|
LiveOne * |
|
|
5,200 |
|
|
|
4 |
|
Loyalty Ventures Inc * |
|
|
4,280 |
|
|
|
103 |
|
Madison Square Garden Entertainment Corp * |
|
|
6,011 |
|
|
|
471 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
4,279 |
|
|
|
740 |
|
Magnite Inc * |
|
|
31,638 |
|
|
|
461 |
|
Marcus Corp/The *(A) |
|
|
5,161 |
|
|
|
94 |
|
MediaAlpha Inc, Cl A * |
|
|
4,200 |
|
|
|
60 |
|
National CineMedia Inc |
|
|
15,007 |
|
|
|
45 |
|
New York Times Co/The, Cl A |
|
|
36,682 |
|
|
|
1,614 |
|
Nexstar Media Group Inc, Cl A |
|
|
9,044 |
|
|
|
1,674 |
|
Ooma Inc * |
|
|
2,200 |
|
|
|
37 |
|
Outbrain * |
|
|
1,700 |
|
|
|
22 |
|
Pinterest Inc, Cl A * |
|
|
128,911 |
|
|
|
3,448 |
|
Playtika Holding Corp * |
|
|
23,500 |
|
|
|
484 |
|
QuinStreet Inc * |
|
|
11,286 |
|
|
|
127 |
|
Radius Global Infrastructure, Cl A * |
|
|
13,200 |
|
|
|
170 |
|
Roku Inc, Cl A * |
|
|
27,148 |
|
|
|
3,788 |
|
Scholastic Corp |
|
|
6,567 |
|
|
|
276 |
|
Shenandoah Telecommunications Co |
|
|
10,404 |
|
|
|
233 |
|
Sinclair Broadcast Group Inc, Cl A |
|
|
10,311 |
|
|
|
309 |
|
Sirius XM Holdings Inc (A) |
|
|
202,081 |
|
|
|
1,245 |
|
Skillz Inc, Cl A *(A) |
|
|
69,300 |
|
|
|
216 |
|
Society Pass *(A) |
|
|
700 |
|
|
|
2 |
|
Spotify Technology SA * |
|
|
31,503 |
|
|
|
4,920 |
|
Stagwell * |
|
|
13,400 |
|
|
|
102 |
|
TechTarget Inc * |
|
|
6,100 |
|
|
|
478 |
|
TEGNA Inc |
|
|
50,000 |
|
|
|
1,146 |
|
Telephone and Data Systems Inc |
|
|
23,055 |
|
|
|
400 |
|
Telesat *(A) |
|
|
2,700 |
|
|
|
56 |
|
Thryv Holdings * |
|
|
1,400 |
|
|
|
43 |
|
TripAdvisor Inc * |
|
|
22,500 |
|
|
|
572 |
|
TrueCar Inc * |
|
|
22,900 |
|
|
|
77 |
|
United States Cellular Corp * |
|
|
2,952 |
|
|
|
81 |
|
Vimeo Inc * |
|
|
34,746 |
|
|
|
451 |
|
WideOpenWest Inc * |
|
|
11,700 |
|
|
|
199 |
|
World Wrestling Entertainment Inc, Cl A |
|
|
10,034 |
|
|
|
595 |
|
Yelp Inc, Cl A * |
|
|
16,298 |
|
|
|
552 |
|
Ziff Davis Inc * |
|
|
10,157 |
|
|
|
1,022 |
|
Zynga Inc, Cl A * |
|
|
235,674 |
|
|
|
2,140 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
56,889 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Consumer Discretionary — 10.8% |
|
|
|
|
1-800-Flowers.com Inc, Cl A * |
|
|
5,400 |
|
|
$ |
84 |
|
1stdibs.com * |
|
|
1,400 |
|
|
|
15 |
|
2U Inc * |
|
|
15,900 |
|
|
|
167 |
|
Aaron's Co Inc/The |
|
|
6,958 |
|
|
|
146 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
13,100 |
|
|
|
499 |
|
Academy Sports & Outdoors Inc * |
|
|
17,500 |
|
|
|
566 |
|
Accel Entertainment Inc, Cl A * |
|
|
14,200 |
|
|
|
186 |
|
Acushnet Holdings Corp |
|
|
7,400 |
|
|
|
324 |
|
Adient PLC * |
|
|
21,800 |
|
|
|
975 |
|
Adtalem Global Education Inc * |
|
|
10,581 |
|
|
|
220 |
|
aka Brands Holding * |
|
|
2,100 |
|
|
|
16 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
26,198 |
|
|
|
243 |
|
American Eagle Outfitters Inc (A) |
|
|
35,122 |
|
|
|
740 |
|
American Outdoor Brands Inc * |
|
|
3,095 |
|
|
|
48 |
|
American Public Education Inc * |
|
|
5,227 |
|
|
|
104 |
|
America's Car-Mart Inc/TX * |
|
|
1,250 |
|
|
|
120 |
|
AMMO *(A) |
|
|
17,700 |
|
|
|
83 |
|
Aramark |
|
|
52,600 |
|
|
|
1,944 |
|
Arcimoto *(A) |
|
|
5,900 |
|
|
|
35 |
|
Arko Corp |
|
|
25,600 |
|
|
|
214 |
|
Asbury Automotive Group Inc * |
|
|
5,198 |
|
|
|
1,009 |
|
Aterian * |
|
|
4,200 |
|
|
|
13 |
|
AutoNation Inc * |
|
|
9,500 |
|
|
|
1,089 |
|
Bally's Corp * |
|
|
8,028 |
|
|
|
289 |
|
Barnes & Noble Education Inc * |
|
|
8,200 |
|
|
|
45 |
|
Bassett Furniture Industries Inc |
|
|
2,000 |
|
|
|
35 |
|
Beazer Homes USA Inc * |
|
|
7,161 |
|
|
|
117 |
|
Bed Bath & Beyond Inc * |
|
|
23,500 |
|
|
|
397 |
|
Big 5 Sporting Goods Corp (A) |
|
|
5,600 |
|
|
|
93 |
|
Big Lots Inc |
|
|
7,446 |
|
|
|
259 |
|
Biglari Holdings Inc, Cl B * |
|
|
182 |
|
|
|
25 |
|
BJ's Restaurants Inc * |
|
|
4,642 |
|
|
|
149 |
|
Bloomin' Brands Inc |
|
|
20,150 |
|
|
|
496 |
|
Bluegreen Vacations Holding Corp, Cl A * |
|
|
3,387 |
|
|
|
96 |
|
Boot Barn Holdings Inc * |
|
|
6,600 |
|
|
|
574 |
|
Boyd Gaming Corp |
|
|
18,145 |
|
|
|
1,287 |
|
Bright Horizons Family Solutions Inc * |
|
|
13,935 |
|
|
|
1,820 |
|
Brinker International Inc * |
|
|
10,382 |
|
|
|
442 |
|
Brunswick Corp/DE |
|
|
17,683 |
|
|
|
1,689 |
|
Buckle Inc/The |
|
|
6,651 |
|
|
|
239 |
|
Burlington Stores Inc * |
|
|
15,300 |
|
|
|
3,456 |
|
Caleres Inc |
|
|
8,576 |
|
|
|
178 |
|
Callaway Golf Co * |
|
|
26,006 |
|
|
|
643 |
|
Camping World Holdings Inc, Cl A (A) |
|
|
9,200 |
|
|
|
283 |
|
Canoo *(A) |
|
|
23,900 |
|
|
|
137 |
|
Capri Holdings Ltd * |
|
|
33,900 |
|
|
|
2,296 |
|
CarLotz * |
|
|
9,300 |
|
|
|
19 |
|
CarParts.com Inc * |
|
|
10,300 |
|
|
|
86 |
|
Carriage Services Inc, Cl A |
|
|
3,506 |
|
|
|
173 |
|
Carrols Restaurant Group Inc |
|
|
7,900 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Carter's Inc |
|
|
9,570 |
|
|
$ |
925 |
|
Carvana Co, Cl A * |
|
|
18,100 |
|
|
|
2,724 |
|
Cato Corp/The, Cl A |
|
|
1,696 |
|
|
|
30 |
|
Cavco Industries Inc * |
|
|
2,131 |
|
|
|
581 |
|
Century Casinos Inc * |
|
|
6,200 |
|
|
|
76 |
|
Century Communities Inc |
|
|
7,300 |
|
|
|
465 |
|
Cheesecake Factory Inc/The * |
|
|
10,323 |
|
|
|
442 |
|
Chegg Inc * |
|
|
32,310 |
|
|
|
1,010 |
|
Chico's FAS Inc * |
|
|
27,051 |
|
|
|
127 |
|
Children's Place Inc/The * |
|
|
3,433 |
|
|
|
216 |
|
Choice Hotels International Inc |
|
|
8,077 |
|
|
|
1,166 |
|
Churchill Downs Inc |
|
|
8,431 |
|
|
|
2,031 |
|
Chuy's Holdings Inc * |
|
|
4,769 |
|
|
|
155 |
|
Citi Trends Inc * |
|
|
1,797 |
|
|
|
67 |
|
Clarus Corp |
|
|
6,221 |
|
|
|
142 |
|
Columbia Sportswear Co |
|
|
8,944 |
|
|
|
829 |
|
Conn's Inc * |
|
|
3,909 |
|
|
|
72 |
|
Container Store Group Inc/The * |
|
|
7,800 |
|
|
|
69 |
|
Cooper-Standard Holdings Inc * |
|
|
3,300 |
|
|
|
42 |
|
Coursera * |
|
|
16,000 |
|
|
|
325 |
|
Cracker Barrel Old Country Store Inc |
|
|
5,444 |
|
|
|
731 |
|
Crocs Inc * |
|
|
13,103 |
|
|
|
1,097 |
|
Dana Inc |
|
|
32,698 |
|
|
|
609 |
|
Dave & Buster's Entertainment Inc * |
|
|
9,900 |
|
|
|
429 |
|
Deckers Outdoor Corp * |
|
|
6,304 |
|
|
|
1,820 |
|
Del Taco Restaurants Inc |
|
|
6,700 |
|
|
|
84 |
|
Denny's Corp * |
|
|
14,463 |
|
|
|
229 |
|
Designer Brands Inc, Cl A * |
|
|
13,992 |
|
|
|
183 |
|
Dick's Sporting Goods Inc (A) |
|
|
14,435 |
|
|
|
1,516 |
|
Dillard's Inc, Cl A (A) |
|
|
1,362 |
|
|
|
341 |
|
Dine Brands Global Inc |
|
|
3,672 |
|
|
|
308 |
|
DoorDash Inc, Cl A * |
|
|
33,100 |
|
|
|
3,474 |
|
Dorman Products Inc * |
|
|
6,040 |
|
|
|
564 |
|
DraftKings Inc, Cl A *(A) |
|
|
70,900 |
|
|
|
1,679 |
|
Drive Shack Inc * |
|
|
17,700 |
|
|
|
24 |
|
Duluth Holdings Inc, Cl B * |
|
|
2,900 |
|
|
|
40 |
|
El Pollo Loco Holdings Inc * |
|
|
3,900 |
|
|
|
52 |
|
Escalade Inc |
|
|
2,500 |
|
|
|
33 |
|
Esports Technologies *(A) |
|
|
2,500 |
|
|
|
21 |
|
Ethan Allen Interiors Inc |
|
|
5,276 |
|
|
|
138 |
|
European Wax Center, Cl A * |
|
|
3,200 |
|
|
|
80 |
|
Everi Holdings Inc * |
|
|
18,900 |
|
|
|
442 |
|
F45 Training Holdings * |
|
|
4,400 |
|
|
|
68 |
|
Fiesta Restaurant Group Inc * |
|
|
2,905 |
|
|
|
29 |
|
First Watch Restaurant Group * |
|
|
2,400 |
|
|
|
35 |
|
Fisker *(A) |
|
|
37,200 |
|
|
|
454 |
|
Five Below Inc * |
|
|
12,605 |
|
|
|
2,062 |
|
Flexsteel Industries Inc |
|
|
1,400 |
|
|
|
30 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
23,300 |
|
|
|
2,228 |
|
Foot Locker Inc |
|
|
20,500 |
|
|
|
648 |
|
Fossil Group Inc * |
|
|
10,700 |
|
|
|
145 |
|
Fox Factory Holding Corp * |
|
|
9,600 |
|
|
|
1,133 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Franchise Group |
|
|
6,800 |
|
|
$ |
287 |
|
Frontdoor Inc * |
|
|
19,150 |
|
|
|
575 |
|
Full House Resorts * |
|
|
7,000 |
|
|
|
62 |
|
Funko Inc, Cl A * |
|
|
6,000 |
|
|
|
105 |
|
GameStop Corp, Cl A *(A) |
|
|
14,700 |
|
|
|
1,813 |
|
GAN * |
|
|
7,900 |
|
|
|
53 |
|
Gap Inc/The |
|
|
45,500 |
|
|
|
662 |
|
Genesco Inc * |
|
|
2,669 |
|
|
|
171 |
|
Genius Brands International *(A) |
|
|
76,600 |
|
|
|
68 |
|
Gentex Corp |
|
|
54,290 |
|
|
|
1,643 |
|
Gentherm Inc * |
|
|
7,548 |
|
|
|
640 |
|
G-III Apparel Group Ltd * |
|
|
10,906 |
|
|
|
303 |
|
Golden Entertainment Inc * |
|
|
4,131 |
|
|
|
235 |
|
Golden Nugget Online Gaming * |
|
|
6,800 |
|
|
|
58 |
|
Goodyear Tire & Rubber Co/The * |
|
|
62,068 |
|
|
|
961 |
|
GoPro Inc, Cl A * |
|
|
29,300 |
|
|
|
252 |
|
Graham Holdings Co, Cl B |
|
|
900 |
|
|
|
541 |
|
Grand Canyon Education Inc * |
|
|
9,015 |
|
|
|
783 |
|
Green Brick Partners Inc * |
|
|
6,200 |
|
|
|
144 |
|
Greenlane Holdings Inc, Cl A * |
|
|
2,400 |
|
|
|
1 |
|
Group 1 Automotive Inc |
|
|
3,935 |
|
|
|
716 |
|
Groupon, Cl A *(A) |
|
|
5,457 |
|
|
|
119 |
|
GrowGeneration Corp *(A) |
|
|
12,100 |
|
|
|
102 |
|
Guess? Inc |
|
|
10,117 |
|
|
|
222 |
|
H&R Block Inc |
|
|
39,800 |
|
|
|
987 |
|
Hall of Fame Resort & Entertainment * |
|
|
11,800 |
|
|
|
13 |
|
Hamilton Beach Brands Holding Co, Cl A |
|
|
2,010 |
|
|
|
30 |
|
Hanesbrands Inc |
|
|
80,000 |
|
|
|
1,236 |
|
Harley-Davidson Inc |
|
|
35,700 |
|
|
|
1,474 |
|
Haverty Furniture Cos Inc |
|
|
4,363 |
|
|
|
124 |
|
Hayward Holdings Inc * |
|
|
11,100 |
|
|
|
199 |
|
Helen of Troy Ltd * |
|
|
5,448 |
|
|
|
1,121 |
|
Hibbett Inc |
|
|
3,412 |
|
|
|
154 |
|
Hilton Grand Vacations Inc * |
|
|
19,570 |
|
|
|
1,015 |
|
Hooker Furnishings Corp |
|
|
2,700 |
|
|
|
57 |
|
Houghton Mifflin Harcourt Co * |
|
|
29,203 |
|
|
|
612 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
1,400 |
|
|
|
135 |
|
Hyatt Hotels Corp, Cl A * |
|
|
11,227 |
|
|
|
1,090 |
|
Installed Building Products Inc |
|
|
5,300 |
|
|
|
513 |
|
International Game Technology PLC (A) |
|
|
22,500 |
|
|
|
689 |
|
iRobot Corp *(A) |
|
|
6,202 |
|
|
|
386 |
|
Jack in the Box Inc |
|
|
5,021 |
|
|
|
433 |
|
JOANN (A) |
|
|
2,500 |
|
|
|
28 |
|
Johnson Outdoors Inc, Cl A |
|
|
1,400 |
|
|
|
115 |
|
KB Home |
|
|
18,085 |
|
|
|
698 |
|
Kirkland's Inc *(A) |
|
|
3,000 |
|
|
|
42 |
|
Kohl's Corp |
|
|
34,300 |
|
|
|
1,908 |
|
Kontoor Brands Inc |
|
|
11,600 |
|
|
|
575 |
|
Krispy Kreme (A) |
|
|
4,700 |
|
|
|
70 |
|
Kura Sushi USA Inc, Cl A * |
|
|
800 |
|
|
|
42 |
|
Lands' End Inc * |
|
|
2,862 |
|
|
|
49 |
|
Landsea Homes * |
|
|
1,300 |
|
|
|
9 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Latham Group * |
|
|
7,300 |
|
|
$ |
128 |
|
Laureate Education Inc, Cl A |
|
|
22,700 |
|
|
|
246 |
|
La-Z-Boy Inc |
|
|
9,526 |
|
|
|
278 |
|
Lazydays Holdings Inc * |
|
|
1,600 |
|
|
|
29 |
|
LCI Industries |
|
|
5,749 |
|
|
|
716 |
|
Lear Corp |
|
|
13,771 |
|
|
|
2,167 |
|
Legacy Housing Corp * |
|
|
1,400 |
|
|
|
36 |
|
Leggett & Platt Inc |
|
|
31,000 |
|
|
|
1,149 |
|
Leslie's Inc * |
|
|
30,556 |
|
|
|
651 |
|
LGI Homes Inc * |
|
|
4,900 |
|
|
|
618 |
|
Life Time Group Holdings *(A) |
|
|
8,300 |
|
|
|
129 |
|
Lifetime Brands Inc |
|
|
3,300 |
|
|
|
43 |
|
Lindblad Expeditions Holdings Inc * |
|
|
6,900 |
|
|
|
122 |
|
Liquidity Services Inc * |
|
|
5,922 |
|
|
|
102 |
|
Lithia Motors Inc, Cl A |
|
|
6,733 |
|
|
|
2,295 |
|
Lordstown Motors, Cl A *(A) |
|
|
34,900 |
|
|
|
90 |
|
Lovesac Co/The * |
|
|
2,900 |
|
|
|
123 |
|
Lululemon Athletica Inc * |
|
|
26,182 |
|
|
|
8,377 |
|
Lulu's Fashion Lounge Holdings * |
|
|
1,300 |
|
|
|
13 |
|
Lumber Liquidators Holdings Inc * |
|
|
6,926 |
|
|
|
111 |
|
M/I Homes Inc * |
|
|
6,594 |
|
|
|
325 |
|
Macy's Inc |
|
|
71,600 |
|
|
|
1,856 |
|
Malibu Boats Inc, Cl A * |
|
|
4,600 |
|
|
|
320 |
|
Marine Products Corp |
|
|
1,800 |
|
|
|
22 |
|
MarineMax Inc * |
|
|
5,161 |
|
|
|
236 |
|
Marriott Vacations Worldwide Corp |
|
|
9,572 |
|
|
|
1,538 |
|
MasterCraft Boat Holdings Inc * |
|
|
5,000 |
|
|
|
143 |
|
Mattel Inc * |
|
|
80,000 |
|
|
|
1,998 |
|
MDC Holdings Inc |
|
|
12,968 |
|
|
|
575 |
|
Meritage Homes Corp * |
|
|
8,311 |
|
|
|
819 |
|
Mister Car Wash Inc * |
|
|
16,500 |
|
|
|
264 |
|
Modine Manufacturing Co * |
|
|
9,874 |
|
|
|
100 |
|
Monarch Casino & Resort Inc * |
|
|
2,900 |
|
|
|
226 |
|
Monro Inc |
|
|
7,828 |
|
|
|
365 |
|
Motorcar Parts of America Inc * |
|
|
3,700 |
|
|
|
60 |
|
Movado Group Inc |
|
|
3,520 |
|
|
|
139 |
|
Murphy USA Inc |
|
|
5,500 |
|
|
|
994 |
|
Nathan's Famous Inc |
|
|
900 |
|
|
|
52 |
|
National Vision Holdings Inc * |
|
|
18,300 |
|
|
|
671 |
|
Nautilus Inc * |
|
|
7,000 |
|
|
|
34 |
|
NEOGAMES * |
|
|
2,300 |
|
|
|
52 |
|
Noodles & Co, Cl A * |
|
|
11,000 |
|
|
|
75 |
|
Nordstrom Inc *(A) |
|
|
24,600 |
|
|
|
510 |
|
ODP Corp/The * |
|
|
10,512 |
|
|
|
463 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
14,700 |
|
|
|
635 |
|
ONE Group Hospitality Inc/The * |
|
|
4,200 |
|
|
|
49 |
|
OneSpaWorld Holdings Ltd * |
|
|
12,400 |
|
|
|
128 |
|
OneWater Marine Inc, Cl A |
|
|
2,200 |
|
|
|
112 |
|
Overstock.com Inc *(A) |
|
|
10,300 |
|
|
|
586 |
|
Oxford Industries Inc |
|
|
3,454 |
|
|
|
305 |
|
Papa John's International Inc |
|
|
7,442 |
|
|
|
795 |
|
Party City Holdco Inc * |
|
|
26,600 |
|
|
|
115 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Patrick Industries Inc |
|
|
5,225 |
|
|
$ |
373 |
|
Peloton Interactive Inc, Cl A * |
|
|
61,735 |
|
|
|
1,794 |
|
Penske Automotive Group Inc |
|
|
7,088 |
|
|
|
697 |
|
Perdoceo Education Corp * |
|
|
16,254 |
|
|
|
170 |
|
Petco Health & Wellness Co Inc, Cl A *(A) |
|
|
11,800 |
|
|
|
207 |
|
PetMed Express Inc (A) |
|
|
4,596 |
|
|
|
124 |
|
Planet Fitness Inc, Cl A * |
|
|
18,500 |
|
|
|
1,566 |
|
PlayAGS Inc * |
|
|
8,100 |
|
|
|
68 |
|
PLBY Group * |
|
|
7,100 |
|
|
|
113 |
|
Polaris Inc (A) |
|
|
13,207 |
|
|
|
1,605 |
|
Porch Group * |
|
|
16,300 |
|
|
|
132 |
|
Portillo's, Cl A *(A) |
|
|
5,000 |
|
|
|
125 |
|
PowerSchool Holdings, Cl A *(A) |
|
|
13,800 |
|
|
|
217 |
|
Purple Innovation Inc, Cl A * |
|
|
10,765 |
|
|
|
65 |
|
QuantumScape Corp, Cl A *(A) |
|
|
55,300 |
|
|
|
893 |
|
Quotient Technology Inc * |
|
|
21,000 |
|
|
|
139 |
|
Qurate Retail Inc |
|
|
83,022 |
|
|
|
457 |
|
RCI Hospitality Holdings Inc |
|
|
2,300 |
|
|
|
149 |
|
RealReal Inc/The * |
|
|
17,400 |
|
|
|
155 |
|
Red Robin Gourmet Burgers Inc * |
|
|
2,967 |
|
|
|
52 |
|
Red Rock Resorts Inc, Cl A |
|
|
13,200 |
|
|
|
664 |
|
Regis Corp * |
|
|
6,527 |
|
|
|
12 |
|
Rent the Runway, Cl A *(A) |
|
|
3,700 |
|
|
|
22 |
|
Rent-A-Center Inc/TX, Cl A |
|
|
15,040 |
|
|
|
427 |
|
Revolve Group Inc, Cl A * |
|
|
8,000 |
|
|
|
379 |
|
RH * |
|
|
4,011 |
|
|
|
1,612 |
|
Rivian Automotive Inc, Cl A *(A) |
|
|
32,700 |
|
|
|
2,209 |
|
Rocky Brands Inc |
|
|
2,300 |
|
|
|
89 |
|
Rush Street Interactive * |
|
|
13,600 |
|
|
|
140 |
|
Ruth's Hospitality Group Inc |
|
|
7,898 |
|
|
|
196 |
|
Sally Beauty Holdings Inc * |
|
|
25,291 |
|
|
|
437 |
|
Scientific Games Corp, Cl A * |
|
|
21,862 |
|
|
|
1,376 |
|
SeaWorld Entertainment Inc * |
|
|
11,600 |
|
|
|
805 |
|
Service Corp International/US |
|
|
36,789 |
|
|
|
2,239 |
|
Shake Shack Inc, Cl A * |
|
|
8,500 |
|
|
|
635 |
|
Shift Technologies Inc *(A) |
|
|
16,800 |
|
|
|
34 |
|
Shoe Carnival Inc |
|
|
4,152 |
|
|
|
121 |
|
Shutterstock Inc |
|
|
5,297 |
|
|
|
480 |
|
Signet Jewelers Ltd |
|
|
11,900 |
|
|
|
839 |
|
Six Flags Entertainment Corp * |
|
|
17,658 |
|
|
|
771 |
|
Skechers USA Inc, Cl A * |
|
|
29,146 |
|
|
|
1,340 |
|
Skyline Champion Corp * |
|
|
11,800 |
|
|
|
793 |
|
Sleep Number Corp * |
|
|
5,009 |
|
|
|
329 |
|
Smith & Wesson Brands Inc |
|
|
12,383 |
|
|
|
218 |
|
Snap One Holdings *(A) |
|
|
2,800 |
|
|
|
55 |
|
Solo Brands, Cl A *(A) |
|
|
2,600 |
|
|
|
27 |
|
Sonic Automotive Inc, Cl A |
|
|
5,064 |
|
|
|
272 |
|
Sonos Inc * |
|
|
27,400 |
|
|
|
750 |
|
Sportsman's Warehouse Holdings Inc * |
|
|
9,400 |
|
|
|
107 |
|
Standard Motor Products Inc |
|
|
4,766 |
|
|
|
208 |
|
Steven Madden Ltd |
|
|
18,151 |
|
|
|
774 |
|
Stitch Fix Inc, Cl A * |
|
|
17,800 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
StoneMor * |
|
|
6,900 |
|
|
$ |
18 |
|
Stoneridge Inc * |
|
|
5,930 |
|
|
|
98 |
|
Strategic Education Inc |
|
|
5,387 |
|
|
|
318 |
|
Stride Inc * |
|
|
9,488 |
|
|
|
319 |
|
Sturm Ruger & Co Inc |
|
|
3,942 |
|
|
|
285 |
|
Superior Group of Cos Inc |
|
|
2,000 |
|
|
|
41 |
|
Target Hospitality Corp * |
|
|
12,300 |
|
|
|
39 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
28,060 |
|
|
|
828 |
|
Tempur Sealy International Inc |
|
|
40,792 |
|
|
|
1,347 |
|
Tenneco Inc, Cl A * |
|
|
15,263 |
|
|
|
294 |
|
Terminix Global Holdings Inc * |
|
|
28,300 |
|
|
|
1,204 |
|
Texas Roadhouse Inc, Cl A |
|
|
16,166 |
|
|
|
1,534 |
|
Thor Industries Inc |
|
|
12,190 |
|
|
|
1,103 |
|
Tilly's Inc, Cl A |
|
|
5,243 |
|
|
|
67 |
|
Toll Brothers Inc |
|
|
25,439 |
|
|
|
1,380 |
|
TopBuild Corp * |
|
|
7,600 |
|
|
|
1,632 |
|
Torrid Holdings *(A) |
|
|
2,700 |
|
|
|
24 |
|
Traeger *(A) |
|
|
4,800 |
|
|
|
47 |
|
Travel + Leisure Co |
|
|
19,700 |
|
|
|
1,104 |
|
TravelCenters of America * |
|
|
2,700 |
|
|
|
114 |
|
Tri Pointe Homes Inc * |
|
|
25,173 |
|
|
|
563 |
|
Tupperware Brands Corp *(A) |
|
|
10,124 |
|
|
|
185 |
|
Udemy *(A) |
|
|
5,000 |
|
|
|
66 |
|
Unifi Inc * |
|
|
2,480 |
|
|
|
47 |
|
Universal Electronics Inc * |
|
|
2,887 |
|
|
|
96 |
|
Urban Outfitters Inc * |
|
|
15,800 |
|
|
|
435 |
|
Vail Resorts Inc |
|
|
9,112 |
|
|
|
2,374 |
|
Vera Bradley Inc * |
|
|
5,870 |
|
|
|
44 |
|
Victoria's Secret & Co * |
|
|
17,100 |
|
|
|
917 |
|
Vista Outdoor Inc * |
|
|
13,073 |
|
|
|
477 |
|
Visteon Corp * |
|
|
6,265 |
|
|
|
753 |
|
Vivint Smart Home * |
|
|
22,400 |
|
|
|
161 |
|
VOXX International Corp, Cl A * |
|
|
3,800 |
|
|
|
41 |
|
Vroom Inc * |
|
|
25,400 |
|
|
|
154 |
|
Vuzix *(A) |
|
|
14,200 |
|
|
|
80 |
|
Wayfair Inc, Cl A *(A) |
|
|
17,500 |
|
|
|
2,465 |
|
Weber, Cl A (A) |
|
|
3,600 |
|
|
|
41 |
|
Wendy's Co/The |
|
|
41,875 |
|
|
|
952 |
|
Williams-Sonoma Inc |
|
|
16,937 |
|
|
|
2,454 |
|
Wingstop Inc |
|
|
6,800 |
|
|
|
988 |
|
Winmark Corp |
|
|
791 |
|
|
|
179 |
|
Winnebago Industries Inc |
|
|
7,235 |
|
|
|
464 |
|
Wolverine World Wide Inc |
|
|
17,896 |
|
|
|
412 |
|
Workhorse Group Inc *(A) |
|
|
25,800 |
|
|
|
81 |
|
WW International Inc * |
|
|
12,174 |
|
|
|
124 |
|
Wyndham Hotels & Resorts Inc |
|
|
21,000 |
|
|
|
1,815 |
|
XL Fleet *(A) |
|
|
8,200 |
|
|
|
16 |
|
Xometry, Cl A *(A) |
|
|
1,700 |
|
|
|
83 |
|
XPEL Inc * |
|
|
4,000 |
|
|
|
290 |
|
Xponential Fitness, Cl A * |
|
|
2,000 |
|
|
|
42 |
|
YETI Holdings Inc * |
|
|
19,400 |
|
|
|
1,194 |
|
Yum China Holdings Inc |
|
|
98,548 |
|
|
|
5,126 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zumiez Inc * |
|
|
4,803 |
|
|
$ |
214 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
175,522 |
|
Consumer Staples — 3.1% |
|
|
|
|
22nd Century Group Inc *(A) |
|
|
39,100 |
|
|
|
91 |
|
Albertsons Cos Inc, Cl A |
|
|
35,100 |
|
|
|
1,023 |
|
Andersons Inc/The |
|
|
7,799 |
|
|
|
356 |
|
AppHarvest *(A) |
|
|
12,100 |
|
|
|
46 |
|
B&G Foods Inc, Cl A (A) |
|
|
14,611 |
|
|
|
432 |
|
Beauty Health Co/The * |
|
|
18,500 |
|
|
|
358 |
|
BellRing Brands Inc, Cl A * |
|
|
9,500 |
|
|
|
243 |
|
Beyond Meat Inc *(A) |
|
|
13,000 |
|
|
|
608 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
31,200 |
|
|
|
1,962 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
2,183 |
|
|
|
837 |
|
Bunge Ltd |
|
|
31,743 |
|
|
|
3,319 |
|
Calavo Growers Inc |
|
|
4,426 |
|
|
|
189 |
|
Cal-Maine Foods Inc |
|
|
9,028 |
|
|
|
400 |
|
Casey's General Stores Inc |
|
|
8,459 |
|
|
|
1,591 |
|
Celsius Holdings Inc * |
|
|
12,100 |
|
|
|
773 |
|
Central Garden & Pet Co * |
|
|
2,600 |
|
|
|
123 |
|
Central Garden & Pet Co, Cl A * |
|
|
9,529 |
|
|
|
420 |
|
Chefs' Warehouse Inc/The * |
|
|
7,021 |
|
|
|
231 |
|
Coca-Cola Consolidated Inc |
|
|
1,089 |
|
|
|
541 |
|
Coty Inc, Cl A * |
|
|
77,200 |
|
|
|
708 |
|
Darling Ingredients Inc * |
|
|
37,057 |
|
|
|
2,686 |
|
Duckhorn Portfolio * |
|
|
8,000 |
|
|
|
157 |
|
Edgewell Personal Care Co |
|
|
12,245 |
|
|
|
437 |
|
elf Beauty Inc * |
|
|
10,800 |
|
|
|
285 |
|
Energizer Holdings Inc |
|
|
15,345 |
|
|
|
512 |
|
Flowers Foods Inc |
|
|
43,708 |
|
|
|
1,198 |
|
Fresh Del Monte Produce Inc |
|
|
7,681 |
|
|
|
199 |
|
Freshpet Inc * |
|
|
9,200 |
|
|
|
876 |
|
Grocery Outlet Holding Corp * |
|
|
19,800 |
|
|
|
551 |
|
Hain Celestial Group Inc/The * |
|
|
20,760 |
|
|
|
755 |
|
Herbalife Nutrition Ltd * |
|
|
23,044 |
|
|
|
820 |
|
HF Foods Group Inc * |
|
|
9,900 |
|
|
|
62 |
|
Honest * |
|
|
18,200 |
|
|
|
105 |
|
Hostess Brands Inc, Cl A * |
|
|
31,700 |
|
|
|
683 |
|
Ingles Markets Inc, Cl A |
|
|
3,545 |
|
|
|
291 |
|
Ingredion Inc |
|
|
15,465 |
|
|
|
1,372 |
|
Inter Parfums Inc |
|
|
4,106 |
|
|
|
381 |
|
J & J Snack Foods Corp |
|
|
3,064 |
|
|
|
502 |
|
John B Sanfilippo & Son Inc |
|
|
1,819 |
|
|
|
145 |
|
Keurig Dr Pepper Inc |
|
|
160,480 |
|
|
|
6,206 |
|
Laird Superfood * |
|
|
1,300 |
|
|
|
8 |
|
Lancaster Colony Corp |
|
|
4,229 |
|
|
|
711 |
|
Landec Corp * |
|
|
4,693 |
|
|
|
54 |
|
Limoneira Co |
|
|
2,895 |
|
|
|
42 |
|
MedAvail Holdings * |
|
|
2,500 |
|
|
|
3 |
|
Medifast Inc |
|
|
2,564 |
|
|
|
477 |
|
MGP Ingredients Inc (A) |
|
|
3,500 |
|
|
|
279 |
|
Mission Produce * |
|
|
9,300 |
|
|
|
121 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
National Beverage Corp |
|
|
5,204 |
|
|
$ |
229 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
1,085 |
|
|
|
18 |
|
Nature's Sunshine Products Inc |
|
|
37 |
|
|
|
1 |
|
NewAge * |
|
|
15,700 |
|
|
|
11 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
11,205 |
|
|
|
520 |
|
Oil-Dri Corp of America |
|
|
1,010 |
|
|
|
31 |
|
Olaplex Holdings Inc * |
|
|
18,500 |
|
|
|
310 |
|
Performance Food Group Co * |
|
|
34,527 |
|
|
|
1,935 |
|
Pilgrim's Pride Corp * |
|
|
10,307 |
|
|
|
243 |
|
Post Holdings Inc * |
|
|
13,569 |
|
|
|
1,427 |
|
PriceSmart Inc |
|
|
5,423 |
|
|
|
394 |
|
Primo Water Corp |
|
|
35,300 |
|
|
|
513 |
|
Revlon Inc, Cl A * |
|
|
2,920 |
|
|
|
28 |
|
Reynolds Consumer Products Inc |
|
|
12,500 |
|
|
|
372 |
|
Rite Aid Corp *(A) |
|
|
13,411 |
|
|
|
123 |
|
Sanderson Farms Inc |
|
|
4,641 |
|
|
|
829 |
|
Seaboard Corp |
|
|
57 |
|
|
|
220 |
|
Seneca Foods Corp, Cl A * |
|
|
1,262 |
|
|
|
63 |
|
Simply Good Foods Co/The * |
|
|
19,100 |
|
|
|
757 |
|
Sovos Brands * |
|
|
5,900 |
|
|
|
72 |
|
SpartanNash Co |
|
|
8,136 |
|
|
|
229 |
|
Spectrum Brands Holdings Inc |
|
|
9,687 |
|
|
|
899 |
|
Sprouts Farmers Market Inc * |
|
|
25,700 |
|
|
|
732 |
|
Tattooed Chef Inc *(A) |
|
|
11,500 |
|
|
|
140 |
|
Thorne HealthTech * |
|
|
1,500 |
|
|
|
7 |
|
Tootsie Roll Industries Inc (A) |
|
|
3,613 |
|
|
|
122 |
|
TreeHouse Foods Inc * |
|
|
11,809 |
|
|
|
463 |
|
Turning Point Brands Inc |
|
|
3,200 |
|
|
|
107 |
|
United Natural Foods Inc * |
|
|
12,698 |
|
|
|
511 |
|
Universal Corp/VA |
|
|
5,545 |
|
|
|
300 |
|
US Foods Holding Corp * |
|
|
50,700 |
|
|
|
1,982 |
|
USANA Health Sciences Inc * |
|
|
2,832 |
|
|
|
249 |
|
Utz Brands Inc |
|
|
13,800 |
|
|
|
210 |
|
Vector Group Ltd |
|
|
32,691 |
|
|
|
366 |
|
Veru Inc * |
|
|
14,700 |
|
|
|
82 |
|
Village Super Market Inc, Cl A |
|
|
1,962 |
|
|
|
45 |
|
Vita Coco * |
|
|
2,400 |
|
|
|
28 |
|
Vital Farms Inc * |
|
|
5,500 |
|
|
|
78 |
|
WD-40 Co |
|
|
3,086 |
|
|
|
654 |
|
Weis Markets Inc |
|
|
3,604 |
|
|
|
222 |
|
Whole Earth Brands Inc * |
|
|
10,300 |
|
|
|
98 |
|
Zevia PBC, Cl A * |
|
|
2,200 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,803 |
|
Energy — 3.3% |
|
|
|
|
Aemetis * |
|
|
5,000 |
|
|
|
64 |
|
Alto Ingredients * |
|
|
15,300 |
|
|
|
89 |
|
Antero Midstream Corp |
|
|
77,000 |
|
|
|
773 |
|
Antero Resources Corp * |
|
|
65,180 |
|
|
|
1,495 |
|
Arch Resources Inc (A) |
|
|
3,500 |
|
|
|
418 |
|
Archrock Inc |
|
|
30,283 |
|
|
|
253 |
|
Berry Corp |
|
|
10,600 |
|
|
|
106 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Brigham Minerals Inc, Cl A |
|
|
11,000 |
|
|
$ |
251 |
|
Bristow Group * |
|
|
4,997 |
|
|
|
166 |
|
Cactus Inc, Cl A |
|
|
12,400 |
|
|
|
628 |
|
California Resources Corp |
|
|
18,600 |
|
|
|
767 |
|
Callon Petroleum Co *(A) |
|
|
11,100 |
|
|
|
626 |
|
Centennial Resource Development Inc/DE, Cl A * |
|
|
42,700 |
|
|
|
375 |
|
Centrus Energy, Cl A * |
|
|
2,000 |
|
|
|
91 |
|
ChampionX Corp |
|
|
45,600 |
|
|
|
976 |
|
Cheniere Energy Inc |
|
|
53,765 |
|
|
|
7,145 |
|
Chesapeake Energy Corp (A) |
|
|
23,893 |
|
|
|
1,846 |
|
Civitas Resources Inc |
|
|
10,134 |
|
|
|
511 |
|
Clean Energy Fuels Corp * |
|
|
39,088 |
|
|
|
284 |
|
CNX Resources Corp * |
|
|
46,800 |
|
|
|
765 |
|
Comstock Resources Inc * |
|
|
24,200 |
|
|
|
201 |
|
CONSOL Energy Inc * |
|
|
7,475 |
|
|
|
230 |
|
Continental Resources Inc/OK |
|
|
14,696 |
|
|
|
815 |
|
Crescent Energy, Cl A * |
|
|
6,660 |
|
|
|
101 |
|
CVR Energy Inc |
|
|
7,097 |
|
|
|
123 |
|
Delek US Holdings Inc * |
|
|
14,190 |
|
|
|
244 |
|
Denbury Inc * |
|
|
11,300 |
|
|
|
821 |
|
DHT Holdings Inc |
|
|
31,900 |
|
|
|
201 |
|
DMC Global Inc * |
|
|
5,100 |
|
|
|
150 |
|
Dorian LPG Ltd |
|
|
6,747 |
|
|
|
93 |
|
Dril-Quip Inc * |
|
|
7,987 |
|
|
|
230 |
|
DT Midstream Inc |
|
|
22,300 |
|
|
|
1,184 |
|
Earthstone Energy Inc, Cl A * |
|
|
1,800 |
|
|
|
23 |
|
Energy Fuels Inc/Canada *(A) |
|
|
36,000 |
|
|
|
294 |
|
EQT Corp |
|
|
67,700 |
|
|
|
1,567 |
|
Equitrans Midstream Corp |
|
|
91,900 |
|
|
|
589 |
|
Expro Group Holdings * |
|
|
7,557 |
|
|
|
122 |
|
Falcon Minerals Corp |
|
|
13,800 |
|
|
|
79 |
|
Frontline Ltd/Bermuda (A) |
|
|
28,000 |
|
|
|
263 |
|
FTS International Inc, Cl A * |
|
|
1,900 |
|
|
|
50 |
|
Gevo *(A) |
|
|
45,000 |
|
|
|
160 |
|
Golar LNG Ltd * |
|
|
22,402 |
|
|
|
390 |
|
Green Plains Inc * |
|
|
11,190 |
|
|
|
366 |
|
Helix Energy Solutions Group Inc * |
|
|
32,569 |
|
|
|
132 |
|
Helmerich & Payne Inc |
|
|
23,800 |
|
|
|
862 |
|
HighPeak Energy (A) |
|
|
1,100 |
|
|
|
23 |
|
HollyFrontier Corp |
|
|
34,500 |
|
|
|
1,051 |
|
International Seaways Inc |
|
|
10,128 |
|
|
|
185 |
|
Kinetik Holdings, Cl A (A) |
|
|
700 |
|
|
|
48 |
|
Kosmos Energy Ltd * |
|
|
98,975 |
|
|
|
481 |
|
Laredo Petroleum * |
|
|
3,100 |
|
|
|
237 |
|
Liberty Oilfield Services Inc, Cl A * |
|
|
20,700 |
|
|
|
258 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
32,300 |
|
|
|
722 |
|
Matador Resources Co |
|
|
24,900 |
|
|
|
1,235 |
|
Murphy Oil Corp |
|
|
33,000 |
|
|
|
1,144 |
|
Nabors Industries Ltd * |
|
|
1,191 |
|
|
|
150 |
|
National Energy Services Reunited Corp * |
|
|
3,300 |
|
|
|
29 |
|
New Fortress Energy Inc, Cl A |
|
|
6,400 |
|
|
|
177 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Newpark Resources Inc * |
|
|
18,020 |
|
|
$ |
68 |
|
NexTier Oilfield Solutions Inc * |
|
|
32,639 |
|
|
|
260 |
|
Nordic American Tankers Ltd |
|
|
34,377 |
|
|
|
83 |
|
Northern Oil and Gas Inc |
|
|
11,700 |
|
|
|
293 |
|
NOV Inc |
|
|
89,300 |
|
|
|
1,531 |
|
Oasis Petroleum Inc |
|
|
4,600 |
|
|
|
610 |
|
Oceaneering International Inc * |
|
|
22,646 |
|
|
|
332 |
|
Oil States International Inc * |
|
|
16,699 |
|
|
|
87 |
|
Ovintiv Inc |
|
|
59,700 |
|
|
|
2,737 |
|
Par Pacific Holdings Inc * |
|
|
9,986 |
|
|
|
136 |
|
Patterson-UTI Energy Inc |
|
|
41,922 |
|
|
|
605 |
|
PBF Energy Inc, Cl A * |
|
|
21,977 |
|
|
|
365 |
|
PDC Energy Inc |
|
|
22,377 |
|
|
|
1,444 |
|
Peabody Energy Corp * |
|
|
17,300 |
|
|
|
300 |
|
ProPetro Holding Corp * |
|
|
15,600 |
|
|
|
199 |
|
Range Resources Corp * |
|
|
54,500 |
|
|
|
1,251 |
|
Ranger Oil, Cl A * |
|
|
4,700 |
|
|
|
159 |
|
Renewable Energy Group Inc * |
|
|
10,100 |
|
|
|
621 |
|
REX American Resources Corp * |
|
|
1,300 |
|
|
|
123 |
|
RPC Inc * |
|
|
15,199 |
|
|
|
133 |
|
Scorpio Tankers Inc |
|
|
10,813 |
|
|
|
188 |
|
Select Energy Services Inc, Cl A * |
|
|
12,200 |
|
|
|
101 |
|
SFL Corp Ltd |
|
|
30,976 |
|
|
|
308 |
|
SM Energy Co |
|
|
26,913 |
|
|
|
956 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
5,400 |
|
|
|
56 |
|
Southwestern Energy Co * |
|
|
229,471 |
|
|
|
1,145 |
|
Talos Energy Inc * |
|
|
8,100 |
|
|
|
127 |
|
Targa Resources Corp |
|
|
51,659 |
|
|
|
3,377 |
|
Teekay Corp * |
|
|
14,800 |
|
|
|
50 |
|
Teekay Tankers Ltd, Cl A * |
|
|
5,100 |
|
|
|
73 |
|
Tellurian Inc *(A) |
|
|
84,400 |
|
|
|
322 |
|
TETRA Technologies Inc * |
|
|
34,000 |
|
|
|
109 |
|
Texas Pacific Land Corp |
|
|
1,300 |
|
|
|
1,545 |
|
Tidewater Inc * |
|
|
9,800 |
|
|
|
145 |
|
Uranium Energy Corp *(A) |
|
|
57,700 |
|
|
|
230 |
|
Ur-Energy *(A) |
|
|
38,700 |
|
|
|
57 |
|
US Silica Holdings Inc * |
|
|
15,626 |
|
|
|
226 |
|
W&T Offshore Inc * |
|
|
21,338 |
|
|
|
104 |
|
Whiting Petroleum Corp |
|
|
8,886 |
|
|
|
656 |
|
World Fuel Services Corp |
|
|
14,841 |
|
|
|
421 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,192 |
|
Financials — 15.1% |
|
|
|
|
1st Source Corp |
|
|
4,158 |
|
|
|
201 |
|
AFC Gamma Inc |
|
|
2,800 |
|
|
|
55 |
|
Affiliated Managers Group Inc |
|
|
9,200 |
|
|
|
1,273 |
|
AGNC Investment Corp ‡ |
|
|
120,221 |
|
|
|
1,552 |
|
Alerus Financial Corp |
|
|
3,400 |
|
|
|
98 |
|
Alleghany Corp * |
|
|
3,067 |
|
|
|
2,030 |
|
Allegiance Bancshares Inc |
|
|
4,400 |
|
|
|
189 |
|
Ally Financial Inc |
|
|
79,300 |
|
|
|
3,957 |
|
Amalgamated Financial Corp |
|
|
3,000 |
|
|
|
52 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
A-Mark Precious Metals Inc |
|
|
1,900 |
|
|
$ |
136 |
|
Ambac Financial Group Inc * |
|
|
12,500 |
|
|
|
160 |
|
Amerant Bancorp Inc, Cl A |
|
|
7,000 |
|
|
|
227 |
|
American Equity Investment Life Holding Co |
|
|
18,578 |
|
|
|
700 |
|
American Financial Group Inc/OH |
|
|
15,553 |
|
|
|
2,106 |
|
American National Bankshares Inc |
|
|
2,006 |
|
|
|
77 |
|
American National Group Inc |
|
|
1,631 |
|
|
|
308 |
|
Ameris Bancorp |
|
|
14,962 |
|
|
|
741 |
|
AMERISAFE Inc |
|
|
4,533 |
|
|
|
213 |
|
Angel Oak Mortgage |
|
|
1,600 |
|
|
|
26 |
|
Annaly Capital Management Inc ‡ |
|
|
320,559 |
|
|
|
2,231 |
|
Apollo Commercial Real Estate Finance Inc |
|
|
32,819 |
|
|
|
428 |
|
Apollo Global Management Inc |
|
|
84,784 |
|
|
|
5,533 |
|
Arbor Realty Trust Inc ‡ |
|
|
32,800 |
|
|
|
590 |
|
Arch Capital Group Ltd * |
|
|
85,608 |
|
|
|
4,033 |
|
Ares Commercial Real Estate Corp |
|
|
9,600 |
|
|
|
141 |
|
Ares Management Corp, Cl A |
|
|
32,545 |
|
|
|
2,639 |
|
Argo Group International Holdings Ltd |
|
|
6,816 |
|
|
|
287 |
|
ARMOUR Residential Inc ‡(A) |
|
|
19,724 |
|
|
|
160 |
|
Arrow Financial Corp |
|
|
3,158 |
|
|
|
108 |
|
Artisan Partners Asset Management Inc, Cl A |
|
|
13,300 |
|
|
|
507 |
|
AssetMark Financial Holdings Inc * |
|
|
3,900 |
|
|
|
92 |
|
Associated Banc-Corp |
|
|
34,136 |
|
|
|
833 |
|
Associated Capital Group Inc |
|
|
500 |
|
|
|
20 |
|
Assured Guaranty Ltd |
|
|
14,687 |
|
|
|
910 |
|
Atlantic Capital Bancshares Inc * |
|
|
4,300 |
|
|
|
139 |
|
Atlantic Union Bankshares Corp |
|
|
16,882 |
|
|
|
686 |
|
Atlanticus Holdings Corp * |
|
|
1,100 |
|
|
|
59 |
|
Axis Capital Holdings Ltd |
|
|
17,868 |
|
|
|
976 |
|
Axos Financial Inc * |
|
|
13,136 |
|
|
|
719 |
|
B Riley Financial Inc |
|
|
4,400 |
|
|
|
262 |
|
Banc of California Inc |
|
|
13,500 |
|
|
|
265 |
|
BancFirst Corp |
|
|
4,050 |
|
|
|
316 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
7,012 |
|
|
|
108 |
|
Bancorp Inc/The * |
|
|
12,492 |
|
|
|
366 |
|
Bank First Corp (A) |
|
|
1,900 |
|
|
|
134 |
|
Bank of Hawaii Corp |
|
|
9,024 |
|
|
|
778 |
|
Bank of Marin Bancorp |
|
|
3,614 |
|
|
|
128 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
11,500 |
|
|
|
442 |
|
Bank OZK |
|
|
27,670 |
|
|
|
1,301 |
|
BankUnited Inc |
|
|
20,396 |
|
|
|
901 |
|
Banner Corp |
|
|
8,151 |
|
|
|
502 |
|
Bar Harbor Bankshares |
|
|
2,850 |
|
|
|
82 |
|
Berkshire Hills Bancorp Inc |
|
|
10,991 |
|
|
|
342 |
|
BGC Partners Inc, Cl A |
|
|
72,536 |
|
|
|
332 |
|
Blackstone Inc, Cl A |
|
|
155,900 |
|
|
|
19,873 |
|
Blackstone Mortgage Trust Inc, Cl A ‡ |
|
|
35,400 |
|
|
|
1,125 |
|
Blucora Inc * |
|
|
10,529 |
|
|
|
210 |
|
Blue Foundry Bancorp * |
|
|
6,000 |
|
|
|
83 |
|
Blue Ridge Bankshares |
|
|
3,700 |
|
|
|
59 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BOK Financial Corp |
|
|
6,782 |
|
|
$ |
697 |
|
Bridgewater Bancshares Inc * |
|
|
6,100 |
|
|
|
103 |
|
Bright Health Group * |
|
|
11,400 |
|
|
|
38 |
|
Brighthouse Financial Inc * |
|
|
18,500 |
|
|
|
967 |
|
Brightsphere Investment Group Inc |
|
|
12,563 |
|
|
|
300 |
|
BrightSpire Capital, Cl A |
|
|
21,794 |
|
|
|
193 |
|
Broadmark Realty Capital |
|
|
30,500 |
|
|
|
264 |
|
Brookline Bancorp Inc |
|
|
16,574 |
|
|
|
284 |
|
BRP Group Inc, Cl A * |
|
|
10,600 |
|
|
|
294 |
|
Business First Bancshares Inc |
|
|
4,300 |
|
|
|
113 |
|
Byline Bancorp Inc |
|
|
5,970 |
|
|
|
163 |
|
Cadence Bank |
|
|
43,031 |
|
|
|
1,361 |
|
Cambridge Bancorp |
|
|
1,500 |
|
|
|
132 |
|
Camden National Corp |
|
|
3,058 |
|
|
|
145 |
|
Cannae Holdings Inc * |
|
|
18,662 |
|
|
|
501 |
|
Capital Bancorp Inc |
|
|
1,900 |
|
|
|
47 |
|
Capital City Bank Group Inc |
|
|
2,861 |
|
|
|
80 |
|
Capitol Federal Financial Inc |
|
|
28,287 |
|
|
|
309 |
|
Capstar Financial Holdings Inc |
|
|
2,400 |
|
|
|
51 |
|
Carlyle Group Inc/The |
|
|
37,200 |
|
|
|
1,744 |
|
Carter Bankshares Inc * |
|
|
7,100 |
|
|
|
118 |
|
Cathay General Bancorp |
|
|
16,915 |
|
|
|
796 |
|
CBTX Inc |
|
|
3,600 |
|
|
|
108 |
|
Central Pacific Financial Corp |
|
|
6,810 |
|
|
|
199 |
|
Chimera Investment Corp ‡ |
|
|
53,665 |
|
|
|
653 |
|
Citizens & Northern Corp |
|
|
4,640 |
|
|
|
115 |
|
Citizens Inc/TX, Cl A *(A) |
|
|
7,833 |
|
|
|
33 |
|
City Holding Co |
|
|
3,685 |
|
|
|
294 |
|
Civista Bancshares Inc |
|
|
3,400 |
|
|
|
83 |
|
CNA Financial Corp |
|
|
6,675 |
|
|
|
305 |
|
CNB Financial Corp/PA |
|
|
4,748 |
|
|
|
124 |
|
CNO Financial Group Inc |
|
|
28,125 |
|
|
|
680 |
|
Coastal Financial * |
|
|
1,900 |
|
|
|
90 |
|
Cohen & Steers Inc |
|
|
5,536 |
|
|
|
450 |
|
Columbia Banking System Inc |
|
|
18,029 |
|
|
|
660 |
|
Columbia Financial Inc * |
|
|
8,700 |
|
|
|
185 |
|
Commerce Bancshares Inc/MO |
|
|
24,890 |
|
|
|
1,787 |
|
Community Bank System Inc |
|
|
12,351 |
|
|
|
901 |
|
Community Trust Bancorp Inc |
|
|
3,393 |
|
|
|
143 |
|
ConnectOne Bancorp Inc |
|
|
8,383 |
|
|
|
277 |
|
Cowen Inc, Cl A |
|
|
5,930 |
|
|
|
176 |
|
Crawford & Co, Cl A |
|
|
5,700 |
|
|
|
44 |
|
Credit Acceptance Corp *(A) |
|
|
1,812 |
|
|
|
997 |
|
CrossFirst Bankshares Inc * |
|
|
11,500 |
|
|
|
181 |
|
Cullen/Frost Bankers Inc |
|
|
13,105 |
|
|
|
1,844 |
|
Curo Group Holdings Corp |
|
|
4,500 |
|
|
|
60 |
|
Customers Bancorp Inc * |
|
|
6,770 |
|
|
|
417 |
|
CVB Financial Corp |
|
|
29,079 |
|
|
|
686 |
|
Diamond Hill Investment Group Inc |
|
|
654 |
|
|
|
127 |
|
Dime Community Bancshares Inc |
|
|
7,729 |
|
|
|
263 |
|
Donegal Group Inc, Cl A |
|
|
2,500 |
|
|
|
34 |
|
Donnelley Financial Solutions Inc * |
|
|
7,232 |
|
|
|
232 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dynex Capital Inc (A) |
|
|
9,897 |
|
|
$ |
152 |
|
Eagle Bancorp Inc |
|
|
7,306 |
|
|
|
438 |
|
East West Bancorp Inc |
|
|
32,666 |
|
|
|
2,860 |
|
Eastern Bankshares Inc |
|
|
39,100 |
|
|
|
855 |
|
eHealth Inc * |
|
|
5,874 |
|
|
|
91 |
|
Ellington Financial Inc |
|
|
13,700 |
|
|
|
242 |
|
Employers Holdings Inc |
|
|
7,074 |
|
|
|
275 |
|
Enact Holdings (A) |
|
|
1,100 |
|
|
|
23 |
|
Encore Capital Group Inc * |
|
|
6,675 |
|
|
|
440 |
|
Enova International Inc * |
|
|
8,166 |
|
|
|
333 |
|
Enstar Group Ltd * |
|
|
2,851 |
|
|
|
813 |
|
Enterprise Bancorp Inc/MA |
|
|
2,848 |
|
|
|
115 |
|
Enterprise Financial Services Corp |
|
|
8,465 |
|
|
|
418 |
|
Equitable Holdings Inc |
|
|
83,100 |
|
|
|
2,714 |
|
Equity Bancshares Inc, Cl A |
|
|
3,900 |
|
|
|
123 |
|
Erie Indemnity Co, Cl A |
|
|
5,687 |
|
|
|
996 |
|
Essent Group Ltd |
|
|
24,800 |
|
|
|
1,096 |
|
Evercore Inc, Cl A |
|
|
8,776 |
|
|
|
1,114 |
|
EZCORP Inc, Cl A * |
|
|
11,257 |
|
|
|
67 |
|
Farmers National Banc Corp |
|
|
6,800 |
|
|
|
117 |
|
FB Financial Corp |
|
|
7,502 |
|
|
|
333 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,988 |
|
|
|
246 |
|
Federated Hermes Inc, Cl B |
|
|
21,970 |
|
|
|
718 |
|
Fidelity D&D Bancorp Inc (A) |
|
|
700 |
|
|
|
35 |
|
Fidelity National Financial Inc |
|
|
62,566 |
|
|
|
2,981 |
|
Finance of America, Cl A * |
|
|
7,100 |
|
|
|
23 |
|
Financial Institutions Inc |
|
|
3,243 |
|
|
|
104 |
|
First American Financial Corp |
|
|
24,372 |
|
|
|
1,634 |
|
First Bancorp Inc/The |
|
|
3,052 |
|
|
|
91 |
|
First BanCorp/Puerto Rico |
|
|
47,916 |
|
|
|
677 |
|
First Bancorp/Southern Pines NC |
|
|
7,645 |
|
|
|
343 |
|
First Bancshares Inc/The |
|
|
4,600 |
|
|
|
162 |
|
First Bank |
|
|
300 |
|
|
|
4 |
|
First Busey Corp |
|
|
12,392 |
|
|
|
340 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
2,802 |
|
|
|
2,209 |
|
First Commonwealth Financial Corp |
|
|
22,901 |
|
|
|
370 |
|
First Community Bankshares Inc |
|
|
4,442 |
|
|
|
130 |
|
First Financial Bancorp |
|
|
20,633 |
|
|
|
507 |
|
First Financial Bankshares Inc |
|
|
30,012 |
|
|
|
1,438 |
|
First Financial Corp/IN |
|
|
2,412 |
|
|
|
112 |
|
First Foundation Inc |
|
|
9,900 |
|
|
|
264 |
|
First Hawaiian Inc |
|
|
29,100 |
|
|
|
846 |
|
First Horizon Corp |
|
|
122,825 |
|
|
|
2,884 |
|
First Internet Bancorp |
|
|
2,200 |
|
|
|
108 |
|
First Interstate BancSystem Inc, Cl A |
|
|
29,716 |
|
|
|
1,206 |
|
First Merchants Corp |
|
|
13,118 |
|
|
|
574 |
|
First Mid Bancshares Inc |
|
|
3,572 |
|
|
|
143 |
|
First of Long Island Corp/The |
|
|
4,995 |
|
|
|
109 |
|
FirstCash Holdings |
|
|
8,420 |
|
|
|
607 |
|
Five Star Bancorp |
|
|
2,800 |
|
|
|
85 |
|
Flagstar Bancorp Inc |
|
|
11,700 |
|
|
|
533 |
|
Flushing Financial Corp |
|
|
6,070 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
FNB Corp/PA |
|
|
77,589 |
|
|
$ |
1,042 |
|
Focus Financial Partners Inc, Cl A * |
|
|
13,400 |
|
|
|
671 |
|
Franklin BSP Realty Trust |
|
|
8,054 |
|
|
|
106 |
|
FS Bancorp Inc |
|
|
100 |
|
|
|
3 |
|
Fulton Financial Corp |
|
|
35,712 |
|
|
|
644 |
|
GAMCO Investors Inc, Cl A |
|
|
1,931 |
|
|
|
42 |
|
GCM Grosvenor |
|
|
10,000 |
|
|
|
100 |
|
Genworth Financial Inc, Cl A * |
|
|
118,100 |
|
|
|
479 |
|
German American Bancorp Inc |
|
|
6,166 |
|
|
|
245 |
|
Glacier Bancorp Inc |
|
|
25,075 |
|
|
|
1,389 |
|
GoHealth Inc, Cl A *(A) |
|
|
15,000 |
|
|
|
33 |
|
Goosehead Insurance Inc, Cl A |
|
|
4,100 |
|
|
|
357 |
|
Granite Point Mortgage Trust Inc |
|
|
10,941 |
|
|
|
123 |
|
Great Ajax Corp |
|
|
4,902 |
|
|
|
56 |
|
Great Southern Bancorp Inc |
|
|
2,499 |
|
|
|
153 |
|
Green Dot Corp, Cl A * |
|
|
12,455 |
|
|
|
357 |
|
Greenhill & Co Inc |
|
|
3,171 |
|
|
|
56 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
6,409 |
|
|
|
46 |
|
Guaranty Bancshares Inc/TX |
|
|
1,500 |
|
|
|
52 |
|
Hamilton Lane Inc, Cl A |
|
|
8,000 |
|
|
|
625 |
|
Hancock Whitney Corp |
|
|
19,514 |
|
|
|
1,087 |
|
Hanmi Financial Corp |
|
|
6,878 |
|
|
|
180 |
|
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡ |
|
|
17,200 |
|
|
|
814 |
|
Hanover Insurance Group Inc/The |
|
|
8,217 |
|
|
|
1,146 |
|
HarborOne Bancorp Inc |
|
|
10,720 |
|
|
|
159 |
|
HBT Financial Inc |
|
|
2,200 |
|
|
|
42 |
|
HCI Group Inc |
|
|
1,115 |
|
|
|
69 |
|
Heartland Financial USA Inc |
|
|
9,475 |
|
|
|
470 |
|
Heritage Commerce Corp |
|
|
13,600 |
|
|
|
162 |
|
Heritage Financial Corp/WA |
|
|
8,071 |
|
|
|
212 |
|
Heritage Insurance Holdings Inc |
|
|
3,800 |
|
|
|
21 |
|
Hilltop Holdings Inc |
|
|
14,700 |
|
|
|
455 |
|
Hingham Institution For Savings The |
|
|
300 |
|
|
|
108 |
|
Home Bancorp Inc |
|
|
1,800 |
|
|
|
71 |
|
Home BancShares Inc/AR |
|
|
34,232 |
|
|
|
801 |
|
Home Point Capital |
|
|
1,600 |
|
|
|
5 |
|
HomeStreet Inc |
|
|
4,372 |
|
|
|
225 |
|
HomeTrust Bancshares Inc |
|
|
4,102 |
|
|
|
123 |
|
Hope Bancorp Inc |
|
|
26,995 |
|
|
|
458 |
|
Horace Mann Educators Corp |
|
|
9,814 |
|
|
|
408 |
|
Horizon Bancorp Inc/IN |
|
|
9,425 |
|
|
|
189 |
|
Houlihan Lokey Inc, Cl A |
|
|
11,500 |
|
|
|
1,183 |
|
Independent Bank Corp |
|
|
10,420 |
|
|
|
896 |
|
Independent Bank Corp/MI |
|
|
5,400 |
|
|
|
129 |
|
Independent Bank Group Inc |
|
|
8,402 |
|
|
|
648 |
|
Interactive Brokers Group Inc, Cl A |
|
|
18,327 |
|
|
|
1,213 |
|
International Bancshares Corp |
|
|
12,050 |
|
|
|
518 |
|
Invesco Mortgage Capital Inc |
|
|
80,095 |
|
|
|
175 |
|
Investors Bancorp Inc |
|
|
51,444 |
|
|
|
861 |
|
Investors Title Co |
|
|
400 |
|
|
|
77 |
|
James River Group Holdings Ltd |
|
|
8,200 |
|
|
|
218 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Janus Henderson Group PLC |
|
|
38,600 |
|
|
$ |
1,296 |
|
Jefferies Financial Group Inc |
|
|
50,200 |
|
|
|
1,784 |
|
Kearny Financial Corp/MD |
|
|
17,129 |
|
|
|
226 |
|
Kemper Corp |
|
|
13,873 |
|
|
|
741 |
|
Kinsale Capital Group Inc |
|
|
4,900 |
|
|
|
1,028 |
|
KKR & Co Inc |
|
|
127,663 |
|
|
|
7,675 |
|
KKR Real Estate Finance Trust Inc |
|
|
9,300 |
|
|
|
200 |
|
Ladder Capital Corp, Cl A ‡ |
|
|
25,162 |
|
|
|
288 |
|
Lakeland Bancorp Inc |
|
|
13,393 |
|
|
|
242 |
|
Lakeland Financial Corp |
|
|
5,757 |
|
|
|
462 |
|
Lazard Ltd, Cl A (B) |
|
|
22,931 |
|
|
|
793 |
|
Lemonade Inc *(A) |
|
|
8,200 |
|
|
|
209 |
|
LendingClub Corp * |
|
|
22,600 |
|
|
|
420 |
|
LendingTree Inc * |
|
|
2,700 |
|
|
|
327 |
|
Live Oak Bancshares Inc |
|
|
7,300 |
|
|
|
467 |
|
LPL Financial Holdings Inc |
|
|
18,362 |
|
|
|
3,323 |
|
Luther Burbank Corp |
|
|
4,422 |
|
|
|
57 |
|
Macatawa Bank Corp |
|
|
5,200 |
|
|
|
48 |
|
Maiden Holdings Ltd * |
|
|
14,900 |
|
|
|
36 |
|
Markel Corp * |
|
|
3,103 |
|
|
|
3,857 |
|
MBIA Inc * |
|
|
10,982 |
|
|
|
167 |
|
Mercantile Bank Corp |
|
|
3,557 |
|
|
|
131 |
|
Merchants Bancorp/IN |
|
|
3,300 |
|
|
|
96 |
|
Mercury General Corp |
|
|
5,978 |
|
|
|
329 |
|
Meta Financial Group Inc |
|
|
7,600 |
|
|
|
421 |
|
Metrocity Bankshares Inc |
|
|
3,800 |
|
|
|
92 |
|
MetroMile * |
|
|
40,000 |
|
|
|
51 |
|
Metropolitan Bank Holding Corp * |
|
|
2,100 |
|
|
|
215 |
|
MFA Financial Inc ‡ |
|
|
100,897 |
|
|
|
410 |
|
MGIC Investment Corp |
|
|
74,718 |
|
|
|
1,134 |
|
Mid Penn Bancorp Inc |
|
|
3,200 |
|
|
|
90 |
|
Midland States Bancorp Inc |
|
|
5,600 |
|
|
|
164 |
|
MidWestOne Financial Group Inc |
|
|
3,169 |
|
|
|
96 |
|
Moelis & Co, Cl A |
|
|
13,700 |
|
|
|
660 |
|
Morningstar Inc |
|
|
5,420 |
|
|
|
1,521 |
|
Mr Cooper Group Inc * |
|
|
13,871 |
|
|
|
705 |
|
MVB Financial Corp |
|
|
1,100 |
|
|
|
42 |
|
National Bank Holdings Corp, Cl A |
|
|
6,400 |
|
|
|
284 |
|
National Western Life Group Inc, Cl A |
|
|
510 |
|
|
|
109 |
|
Navient Corp |
|
|
35,600 |
|
|
|
627 |
|
NBT Bancorp Inc |
|
|
10,108 |
|
|
|
388 |
|
Nelnet Inc, Cl A |
|
|
4,031 |
|
|
|
325 |
|
New Residential Investment Corp ‡ |
|
|
97,888 |
|
|
|
1,016 |
|
New York Community Bancorp Inc |
|
|
104,039 |
|
|
|
1,201 |
|
New York Mortgage Trust Inc ‡ |
|
|
90,238 |
|
|
|
317 |
|
NI Holdings Inc * |
|
|
2,300 |
|
|
|
41 |
|
Nicolet Bankshares Inc * |
|
|
2,300 |
|
|
|
219 |
|
NMI Holdings Inc, Cl A * |
|
|
19,100 |
|
|
|
442 |
|
Northfield Bancorp Inc |
|
|
10,205 |
|
|
|
160 |
|
Northrim BanCorp Inc |
|
|
1,300 |
|
|
|
58 |
|
Northwest Bancshares Inc |
|
|
27,479 |
|
|
|
387 |
|
OceanFirst Financial Corp |
|
|
13,468 |
|
|
|
301 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ocwen Financial * |
|
|
1,700 |
|
|
$ |
49 |
|
OFG Bancorp |
|
|
10,925 |
|
|
|
308 |
|
Old National Bancorp/IN |
|
|
66,562 |
|
|
|
1,217 |
|
Old Republic International Corp |
|
|
64,144 |
|
|
|
1,690 |
|
Old Second Bancorp Inc |
|
|
2,900 |
|
|
|
41 |
|
OneMain Holdings Inc, Cl A |
|
|
26,100 |
|
|
|
1,331 |
|
Open Lending, Cl A * |
|
|
23,800 |
|
|
|
496 |
|
Oportun Financial Corp * |
|
|
5,900 |
|
|
|
96 |
|
Oppenheimer Holdings Inc, Cl A |
|
|
2,164 |
|
|
|
93 |
|
Orchid Island Capital Inc, Cl A ‡(A) |
|
|
37,100 |
|
|
|
122 |
|
Origin Bancorp Inc |
|
|
5,000 |
|
|
|
231 |
|
Orrstown Financial Services Inc |
|
|
3,700 |
|
|
|
90 |
|
Pacific Premier Bancorp Inc |
|
|
21,036 |
|
|
|
814 |
|
PacWest Bancorp |
|
|
26,712 |
|
|
|
1,320 |
|
Palomar Holdings Inc, Cl A * |
|
|
5,600 |
|
|
|
361 |
|
Park National Corp |
|
|
3,305 |
|
|
|
443 |
|
PCSB Financial Corp |
|
|
400 |
|
|
|
7 |
|
Peapack-Gladstone Financial Corp |
|
|
4,854 |
|
|
|
183 |
|
PennyMac Financial Services Inc |
|
|
7,000 |
|
|
|
404 |
|
PennyMac Mortgage Investment Trust ‡ |
|
|
22,663 |
|
|
|
354 |
|
Peoples Bancorp Inc/OH |
|
|
5,572 |
|
|
|
174 |
|
Peoples Financial Services Corp |
|
|
1,600 |
|
|
|
76 |
|
Pinnacle Financial Partners Inc |
|
|
17,027 |
|
|
|
1,721 |
|
Pioneer Bancorp * |
|
|
2,700 |
|
|
|
29 |
|
Piper Sandler Cos |
|
|
3,977 |
|
|
|
589 |
|
PJT Partners Inc |
|
|
5,200 |
|
|
|
332 |
|
Popular Inc |
|
|
18,256 |
|
|
|
1,677 |
|
PRA Group Inc * |
|
|
9,758 |
|
|
|
435 |
|
Preferred Bank/Los Angeles CA |
|
|
3,037 |
|
|
|
238 |
|
Premier Financial Corp |
|
|
8,976 |
|
|
|
275 |
|
Primerica Inc |
|
|
9,129 |
|
|
|
1,186 |
|
Primis Financial Corp |
|
|
6,000 |
|
|
|
86 |
|
ProAssurance Corp |
|
|
11,625 |
|
|
|
280 |
|
PROG Holdings Inc * |
|
|
14,378 |
|
|
|
441 |
|
Prosperity Bancshares Inc |
|
|
20,735 |
|
|
|
1,544 |
|
Provident Bancorp Inc |
|
|
3,500 |
|
|
|
57 |
|
Provident Financial Services Inc |
|
|
16,778 |
|
|
|
398 |
|
Pzena Investment Management Inc, Cl A |
|
|
6,300 |
|
|
|
58 |
|
QCR Holdings Inc |
|
|
3,900 |
|
|
|
218 |
|
Radian Group Inc |
|
|
41,048 |
|
|
|
981 |
|
RBB Bancorp |
|
|
2,600 |
|
|
|
63 |
|
Ready Capital Corp |
|
|
12,532 |
|
|
|
186 |
|
Red River Bancshares Inc |
|
|
1,200 |
|
|
|
61 |
|
Redwood Trust Inc ‡ |
|
|
27,405 |
|
|
|
285 |
|
Regional Management Corp |
|
|
1,700 |
|
|
|
87 |
|
Reinsurance Group of America Inc, Cl A |
|
|
15,516 |
|
|
|
1,720 |
|
RenaissanceRe Holdings Ltd |
|
|
10,406 |
|
|
|
1,569 |
|
Renasant Corp |
|
|
12,460 |
|
|
|
455 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
1,998 |
|
|
|
92 |
|
Republic First Bancorp Inc * |
|
|
9,800 |
|
|
|
51 |
|
RLI Corp |
|
|
9,182 |
|
|
|
932 |
|
Rocket Cos Inc, Cl A (A) |
|
|
32,200 |
|
|
|
416 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
S&T Bancorp Inc |
|
|
8,332 |
|
|
$ |
259 |
|
Safety Insurance Group Inc |
|
|
3,131 |
|
|
|
261 |
|
Sandy Spring Bancorp Inc |
|
|
10,110 |
|
|
|
476 |
|
Sculptor Capital Management Inc, Cl A (B) |
|
|
5,700 |
|
|
|
73 |
|
Seacoast Banking Corp of Florida |
|
|
12,398 |
|
|
|
454 |
|
SEI Investments Co † |
|
|
24,519 |
|
|
|
1,436 |
|
Selective Insurance Group Inc |
|
|
13,384 |
|
|
|
1,113 |
|
Selectquote Inc * |
|
|
28,700 |
|
|
|
89 |
|
ServisFirst Bancshares Inc |
|
|
11,200 |
|
|
|
979 |
|
Sierra Bancorp |
|
|
2,978 |
|
|
|
80 |
|
Silvergate Capital Corp, Cl A * |
|
|
5,900 |
|
|
|
756 |
|
Simmons First National Corp, Cl A |
|
|
25,548 |
|
|
|
729 |
|
SiriusPoint Ltd * |
|
|
20,200 |
|
|
|
149 |
|
SLM Corp |
|
|
67,320 |
|
|
|
1,326 |
|
SmartFinancial Inc |
|
|
3,100 |
|
|
|
81 |
|
South Plains Financial Inc |
|
|
2,400 |
|
|
|
66 |
|
South State Corp |
|
|
16,036 |
|
|
|
1,443 |
|
Southern First Bancshares Inc * |
|
|
1,491 |
|
|
|
85 |
|
Southern Missouri Bancorp Inc |
|
|
1,900 |
|
|
|
102 |
|
Southside Bancshares Inc |
|
|
6,762 |
|
|
|
282 |
|
Spirit of Texas Bancshares Inc |
|
|
2,800 |
|
|
|
80 |
|
Starwood Property Trust Inc ‡ |
|
|
66,380 |
|
|
|
1,582 |
|
State Auto Financial Corp |
|
|
4,090 |
|
|
|
213 |
|
StepStone Group Inc, Cl A |
|
|
9,000 |
|
|
|
311 |
|
Stewart Information Services Corp |
|
|
5,841 |
|
|
|
396 |
|
Stifel Financial Corp |
|
|
23,373 |
|
|
|
1,718 |
|
Stock Yards Bancorp Inc |
|
|
5,302 |
|
|
|
283 |
|
StoneX Group Inc * |
|
|
3,768 |
|
|
|
284 |
|
Summit Financial Group Inc |
|
|
2,600 |
|
|
|
71 |
|
Synovus Financial Corp |
|
|
33,292 |
|
|
|
1,753 |
|
Texas Capital Bancshares Inc * |
|
|
11,423 |
|
|
|
761 |
|
TFS Financial Corp |
|
|
12,343 |
|
|
|
212 |
|
Third Coast Bancshares * |
|
|
800 |
|
|
|
19 |
|
Tiptree Inc |
|
|
5,100 |
|
|
|
65 |
|
Tompkins Financial Corp |
|
|
3,505 |
|
|
|
277 |
|
Towne Bank/Portsmouth VA |
|
|
15,967 |
|
|
|
498 |
|
TPG RE Finance Trust Inc |
|
|
14,400 |
|
|
|
170 |
|
Tradeweb Markets Inc, Cl A |
|
|
24,100 |
|
|
|
2,036 |
|
Trean Insurance Group Inc * |
|
|
3,800 |
|
|
|
27 |
|
TriCo Bancshares |
|
|
6,909 |
|
|
|
300 |
|
TriState Capital Holdings Inc * |
|
|
6,500 |
|
|
|
216 |
|
Triumph Bancorp Inc * |
|
|
5,200 |
|
|
|
522 |
|
Trupanion Inc * |
|
|
8,600 |
|
|
|
771 |
|
TrustCo Bank Corp NY |
|
|
4,325 |
|
|
|
148 |
|
Trustmark Corp |
|
|
14,539 |
|
|
|
458 |
|
Two Harbors Investment Corp ‡ |
|
|
80,442 |
|
|
|
407 |
|
UMB Financial Corp |
|
|
10,045 |
|
|
|
1,023 |
|
Umpqua Holdings Corp |
|
|
48,831 |
|
|
|
1,043 |
|
United Bankshares Inc/WV |
|
|
30,056 |
|
|
|
1,101 |
|
United Community Banks Inc/GA |
|
|
23,818 |
|
|
|
921 |
|
United Fire Group Inc |
|
|
4,171 |
|
|
|
115 |
|
United Insurance Holdings Corp |
|
|
1,900 |
|
|
|
7 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Universal Insurance Holdings Inc |
|
|
5,900 |
|
|
$ |
68 |
|
Univest Financial Corp |
|
|
7,415 |
|
|
|
215 |
|
Unum Group |
|
|
47,000 |
|
|
|
1,312 |
|
Upstart Holdings Inc *(A) |
|
|
10,500 |
|
|
|
1,659 |
|
UWM Holdings Corp (A) |
|
|
20,000 |
|
|
|
87 |
|
Valley National Bancorp |
|
|
91,768 |
|
|
|
1,282 |
|
Value Line Inc |
|
|
300 |
|
|
|
18 |
|
Velocity Financial * |
|
|
1,800 |
|
|
|
23 |
|
Veritex Holdings Inc |
|
|
10,839 |
|
|
|
440 |
|
Virtu Financial Inc, Cl A |
|
|
20,100 |
|
|
|
705 |
|
Virtus Investment Partners Inc |
|
|
1,658 |
|
|
|
399 |
|
Voya Financial Inc (A) |
|
|
25,100 |
|
|
|
1,690 |
|
Walker & Dunlop Inc |
|
|
6,323 |
|
|
|
875 |
|
Washington Federal Inc |
|
|
15,436 |
|
|
|
549 |
|
Washington Trust Bancorp Inc |
|
|
3,870 |
|
|
|
210 |
|
Waterstone Financial Inc |
|
|
4,000 |
|
|
|
78 |
|
Webster Financial Corp |
|
|
40,929 |
|
|
|
2,464 |
|
WesBanco Inc |
|
|
14,009 |
|
|
|
512 |
|
West BanCorp Inc |
|
|
3,785 |
|
|
|
109 |
|
Westamerica BanCorp |
|
|
6,155 |
|
|
|
365 |
|
Western Alliance Bancorp |
|
|
23,161 |
|
|
|
2,171 |
|
White Mountains Insurance Group Ltd |
|
|
662 |
|
|
|
695 |
|
Wintrust Financial Corp |
|
|
12,849 |
|
|
|
1,277 |
|
WisdomTree Investments Inc |
|
|
34,575 |
|
|
|
195 |
|
World Acceptance Corp * |
|
|
976 |
|
|
|
192 |
|
WSFS Financial Corp |
|
|
14,612 |
|
|
|
743 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
244,992 |
|
Health Care — 12.4% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
19,500 |
|
|
|
1,589 |
|
1Life Healthcare Inc * |
|
|
25,400 |
|
|
|
275 |
|
2seventy bio * |
|
|
4,800 |
|
|
|
71 |
|
4D Molecular Therapeutics Inc * |
|
|
7,700 |
|
|
|
105 |
|
89bio Inc * |
|
|
700 |
|
|
|
3 |
|
9 Meters Biopharma * |
|
|
45,400 |
|
|
|
25 |
|
Absci Corp *(A) |
|
|
3,000 |
|
|
|
28 |
|
Acadia Healthcare Co Inc * |
|
|
19,987 |
|
|
|
1,133 |
|
ACADIA Pharmaceuticals Inc * |
|
|
26,900 |
|
|
|
684 |
|
Accelerate Diagnostics Inc *(A) |
|
|
4,900 |
|
|
|
14 |
|
Accolade * |
|
|
11,200 |
|
|
|
201 |
|
Accuray Inc * |
|
|
20,563 |
|
|
|
71 |
|
Aclaris Therapeutics Inc * |
|
|
11,100 |
|
|
|
165 |
|
Acumen Pharmaceuticals * |
|
|
2,100 |
|
|
|
12 |
|
Acutus Medical * |
|
|
4,100 |
|
|
|
7 |
|
Adagio Therapeutics Inc *(A) |
|
|
4,500 |
|
|
|
30 |
|
AdaptHealth Corp, Cl A * |
|
|
15,400 |
|
|
|
268 |
|
Adaptive Biotechnologies Corp * |
|
|
23,700 |
|
|
|
342 |
|
Addus HomeCare Corp * |
|
|
3,600 |
|
|
|
306 |
|
Adicet Bio * |
|
|
4,500 |
|
|
|
59 |
|
Adverum Biotechnologies Inc * |
|
|
28,100 |
|
|
|
38 |
|
Aeglea BioTherapeutics Inc, Cl Savings Shares * |
|
|
9,300 |
|
|
|
26 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Aerie Pharmaceuticals Inc * |
|
|
11,900 |
|
|
$ |
99 |
|
Aerovate Therapeutics *(A) |
|
|
2,200 |
|
|
|
22 |
|
Affimed NV * |
|
|
27,377 |
|
|
|
121 |
|
Agenus Inc * |
|
|
57,300 |
|
|
|
155 |
|
Agiliti * |
|
|
6,100 |
|
|
|
110 |
|
agilon health Inc * |
|
|
37,800 |
|
|
|
764 |
|
Agios Pharmaceuticals Inc * |
|
|
12,800 |
|
|
|
398 |
|
AirSculpt Technologies * |
|
|
1,400 |
|
|
|
19 |
|
Akebia Therapeutics Inc * |
|
|
30,985 |
|
|
|
67 |
|
Akero Therapeutics Inc * |
|
|
7,000 |
|
|
|
124 |
|
Akouos * |
|
|
6,000 |
|
|
|
32 |
|
Akoya Biosciences * |
|
|
1,600 |
|
|
|
18 |
|
Alaunos Therapeutics *(A) |
|
|
64,346 |
|
|
|
63 |
|
Albireo Pharma Inc * |
|
|
2,400 |
|
|
|
80 |
|
Aldeyra Therapeutics Inc * |
|
|
13,200 |
|
|
|
53 |
|
Alector Inc * |
|
|
13,000 |
|
|
|
206 |
|
Alignment Healthcare * |
|
|
17,000 |
|
|
|
143 |
|
Aligos Therapeutics * |
|
|
7,500 |
|
|
|
18 |
|
Alkermes PLC * |
|
|
36,653 |
|
|
|
911 |
|
Allakos Inc * |
|
|
7,500 |
|
|
|
42 |
|
Allogene Therapeutics Inc * |
|
|
18,700 |
|
|
|
171 |
|
Allovir * |
|
|
7,300 |
|
|
|
66 |
|
Allscripts Healthcare Solutions Inc * |
|
|
27,353 |
|
|
|
532 |
|
Alnylam Pharmaceuticals Inc * |
|
|
27,189 |
|
|
|
4,292 |
|
Alpha Teknova * |
|
|
1,500 |
|
|
|
26 |
|
Alphatec Holdings Inc * |
|
|
18,300 |
|
|
|
202 |
|
Alpine Immune Sciences * |
|
|
2,500 |
|
|
|
21 |
|
Altimmune * |
|
|
8,900 |
|
|
|
66 |
|
ALX Oncology Holdings * |
|
|
4,300 |
|
|
|
78 |
|
Amedisys Inc * |
|
|
7,371 |
|
|
|
1,181 |
|
American Well Corp, Cl A * |
|
|
43,300 |
|
|
|
183 |
|
Amicus Therapeutics Inc * |
|
|
59,100 |
|
|
|
481 |
|
AMN Healthcare Services Inc * |
|
|
10,609 |
|
|
|
1,126 |
|
Amneal Pharmaceuticals Inc * |
|
|
23,588 |
|
|
|
107 |
|
Amphastar Pharmaceuticals Inc * |
|
|
8,300 |
|
|
|
230 |
|
Ampio Pharmaceuticals *(A) |
|
|
40,700 |
|
|
|
20 |
|
AnaptysBio Inc * |
|
|
4,800 |
|
|
|
147 |
|
Anavex Life Sciences Corp *(A) |
|
|
15,300 |
|
|
|
168 |
|
AngioDynamics Inc * |
|
|
8,570 |
|
|
|
202 |
|
Angion Biomedica * |
|
|
1,200 |
|
|
|
2 |
|
ANI Pharmaceuticals Inc * |
|
|
2,500 |
|
|
|
94 |
|
Anika Therapeutics Inc * |
|
|
3,070 |
|
|
|
100 |
|
Annexon * |
|
|
6,200 |
|
|
|
30 |
|
Antares Pharma Inc * |
|
|
38,000 |
|
|
|
133 |
|
Apellis Pharmaceuticals Inc * |
|
|
16,300 |
|
|
|
693 |
|
Apollo Medical Holdings Inc *(A) |
|
|
8,600 |
|
|
|
414 |
|
Applied Molecular Transport * |
|
|
5,500 |
|
|
|
36 |
|
Applied Therapeutics Inc * |
|
|
3,200 |
|
|
|
6 |
|
Apria * |
|
|
4,331 |
|
|
|
162 |
|
Apyx Medical Corp * |
|
|
7,400 |
|
|
|
75 |
|
AquaBounty Technologies * |
|
|
11,200 |
|
|
|
18 |
|
Arbutus Biopharma Corp * |
|
|
16,700 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Arcturus Therapeutics Holdings Inc * |
|
|
5,500 |
|
|
$ |
132 |
|
Arcus Biosciences Inc * |
|
|
10,600 |
|
|
|
394 |
|
Arcutis Biotherapeutics Inc * |
|
|
7,000 |
|
|
|
125 |
|
Ardelyx Inc * |
|
|
16,000 |
|
|
|
12 |
|
Arena Pharmaceuticals Inc * |
|
|
14,165 |
|
|
|
1,345 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
23,400 |
|
|
|
1,030 |
|
Arvinas Inc * |
|
|
10,700 |
|
|
|
693 |
|
Asensus Surgical *(A) |
|
|
59,300 |
|
|
|
46 |
|
Aspira Women's Health *(A) |
|
|
20,963 |
|
|
|
23 |
|
Atara Biotherapeutics Inc * |
|
|
20,600 |
|
|
|
265 |
|
Atea Pharmaceuticals * |
|
|
15,000 |
|
|
|
95 |
|
Athenex Inc * |
|
|
14,700 |
|
|
|
12 |
|
Athersys Inc *(A) |
|
|
50,000 |
|
|
|
45 |
|
Athira Pharma * |
|
|
10,400 |
|
|
|
95 |
|
Atossa Therapeutics * |
|
|
29,200 |
|
|
|
36 |
|
Atreca Inc, Cl A *(A) |
|
|
7,200 |
|
|
|
13 |
|
AtriCure Inc * |
|
|
10,320 |
|
|
|
717 |
|
Atrion Corp |
|
|
330 |
|
|
|
236 |
|
Aura Biosciences * |
|
|
1,200 |
|
|
|
21 |
|
Avalo Therapeutics * |
|
|
5,300 |
|
|
|
4 |
|
Avanos Medical Inc * |
|
|
11,100 |
|
|
|
393 |
|
Avantor Inc * |
|
|
138,551 |
|
|
|
4,806 |
|
Aveanna Healthcare Holdings Inc * |
|
|
10,800 |
|
|
|
57 |
|
Avid Bioservices Inc * |
|
|
13,800 |
|
|
|
283 |
|
Avidity Biosciences Inc * |
|
|
9,500 |
|
|
|
161 |
|
Avita Medical * |
|
|
6,600 |
|
|
|
61 |
|
Avrobio Inc * |
|
|
7,400 |
|
|
|
11 |
|
Axogen Inc * |
|
|
9,085 |
|
|
|
85 |
|
Axonics Inc * |
|
|
10,500 |
|
|
|
596 |
|
Axsome Therapeutics Inc *(A) |
|
|
6,500 |
|
|
|
183 |
|
Beam Therapeutics Inc * |
|
|
11,700 |
|
|
|
917 |
|
Berkeley Lights Inc * |
|
|
10,700 |
|
|
|
82 |
|
Beyondspring Inc * |
|
|
4,400 |
|
|
|
11 |
|
BioAtla * |
|
|
2,800 |
|
|
|
18 |
|
BioCryst Pharmaceuticals Inc * |
|
|
41,300 |
|
|
|
686 |
|
BioDelivery Sciences International Inc * |
|
|
21,800 |
|
|
|
122 |
|
Biodesix * |
|
|
2,600 |
|
|
|
6 |
|
Biohaven Pharmaceutical Holding Co Ltd * |
|
|
12,700 |
|
|
|
1,508 |
|
BioLife Solutions Inc * |
|
|
3,100 |
|
|
|
73 |
|
BioMarin Pharmaceutical Inc * |
|
|
41,746 |
|
|
|
3,261 |
|
Biomea Fusion *(A) |
|
|
5,500 |
|
|
|
35 |
|
Bionano Genomics *(A) |
|
|
63,500 |
|
|
|
136 |
|
Bioventus, Cl A * |
|
|
6,639 |
|
|
|
86 |
|
Bioxcel Therapeutics Inc * |
|
|
3,900 |
|
|
|
71 |
|
Black Diamond Therapeutics Inc * |
|
|
2,900 |
|
|
|
9 |
|
Bluebird Bio Inc * |
|
|
14,400 |
|
|
|
87 |
|
Blueprint Medicines Corp * |
|
|
13,200 |
|
|
|
799 |
|
Bolt Biotherapeutics * |
|
|
3,100 |
|
|
|
11 |
|
Bridgebio Pharma * |
|
|
22,935 |
|
|
|
179 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
42,209 |
|
|
|
290 |
|
Brooklyn ImmunoTherapeutics * |
|
|
5,100 |
|
|
|
12 |
|
Bruker Corp |
|
|
23,432 |
|
|
|
1,649 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Butterfly Network *(A) |
|
|
31,800 |
|
|
$ |
164 |
|
C4 Therapeutics Inc * |
|
|
8,100 |
|
|
|
182 |
|
Cara Therapeutics Inc * |
|
|
9,400 |
|
|
|
97 |
|
Cardiff Oncology Inc * |
|
|
7,700 |
|
|
|
21 |
|
Cardiovascular Systems Inc * |
|
|
8,425 |
|
|
|
177 |
|
CareDx Inc * |
|
|
11,500 |
|
|
|
441 |
|
Caribou Biosciences * |
|
|
4,100 |
|
|
|
41 |
|
Cassava Sciences *(A) |
|
|
8,700 |
|
|
|
370 |
|
Castle Biosciences Inc * |
|
|
4,600 |
|
|
|
199 |
|
Catalyst Pharmaceuticals Inc * |
|
|
23,400 |
|
|
|
183 |
|
Celcuity Inc * |
|
|
1,700 |
|
|
|
17 |
|
Celldex Therapeutics Inc * |
|
|
10,300 |
|
|
|
308 |
|
CEL-SCI Corp *(A) |
|
|
9,900 |
|
|
|
57 |
|
Century Therapeutics *(A) |
|
|
2,500 |
|
|
|
35 |
|
Cerevel Therapeutics Holdings Inc * |
|
|
9,000 |
|
|
|
238 |
|
Certara Inc * |
|
|
24,264 |
|
|
|
615 |
|
Cerus Corp * |
|
|
38,497 |
|
|
|
226 |
|
Change Healthcare Inc * |
|
|
57,700 |
|
|
|
1,236 |
|
Chemed Corp |
|
|
3,445 |
|
|
|
1,648 |
|
ChemoCentryx Inc * |
|
|
12,100 |
|
|
|
367 |
|
Chimerix Inc * |
|
|
20,300 |
|
|
|
114 |
|
Chinook Therapeutics * |
|
|
8,760 |
|
|
|
112 |
|
ChromaDex Corp * |
|
|
9,900 |
|
|
|
27 |
|
Citius Pharmaceuticals Inc *(A) |
|
|
24,300 |
|
|
|
37 |
|
ClearPoint Neuro *(A) |
|
|
4,000 |
|
|
|
35 |
|
Clene * |
|
|
4,900 |
|
|
|
15 |
|
Clovis Oncology Inc *(A) |
|
|
17,166 |
|
|
|
35 |
|
Codex DNA Inc * |
|
|
1,700 |
|
|
|
17 |
|
Codexis Inc * |
|
|
13,961 |
|
|
|
278 |
|
Codiak Biosciences * |
|
|
3,400 |
|
|
|
16 |
|
Cogent Biosciences *(A) |
|
|
7,900 |
|
|
|
47 |
|
Coherus Biosciences Inc * |
|
|
14,800 |
|
|
|
174 |
|
Collegium Pharmaceutical Inc * |
|
|
7,800 |
|
|
|
152 |
|
Community Health Systems Inc * |
|
|
28,329 |
|
|
|
298 |
|
Computer Programs and Systems Inc * |
|
|
1,602 |
|
|
|
49 |
|
CONMED Corp |
|
|
6,708 |
|
|
|
980 |
|
Convey Health Solutions Holdings * |
|
|
2,900 |
|
|
|
17 |
|
Corcept Therapeutics Inc * |
|
|
21,800 |
|
|
|
486 |
|
CorMedix Inc * |
|
|
8,600 |
|
|
|
42 |
|
Cortexyme Inc * |
|
|
4,400 |
|
|
|
19 |
|
CorVel Corp * |
|
|
1,934 |
|
|
|
308 |
|
Covetrus Inc * |
|
|
23,600 |
|
|
|
418 |
|
Crinetics Pharmaceuticals Inc * |
|
|
10,300 |
|
|
|
206 |
|
Cross Country Healthcare Inc * |
|
|
9,179 |
|
|
|
205 |
|
CryoLife Inc * |
|
|
8,545 |
|
|
|
167 |
|
CryoPort Inc * |
|
|
9,400 |
|
|
|
323 |
|
Cue Biopharma Inc * |
|
|
6,900 |
|
|
|
40 |
|
Cue Health *(A) |
|
|
3,200 |
|
|
|
26 |
|
Cullinan Oncology * |
|
|
7,700 |
|
|
|
110 |
|
CureVac NV *(A) |
|
|
11,800 |
|
|
|
198 |
|
Curis Inc * |
|
|
22,600 |
|
|
|
76 |
|
Cutera Inc * |
|
|
3,900 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CVRx * |
|
|
1,700 |
|
|
$ |
15 |
|
Cymabay Therapeutics Inc * |
|
|
11,300 |
|
|
|
36 |
|
Cyteir Therapeutics *(A) |
|
|
1,800 |
|
|
|
10 |
|
Cytek Biosciences * |
|
|
3,400 |
|
|
|
46 |
|
Cytokinetics Inc * |
|
|
18,200 |
|
|
|
643 |
|
CytomX Therapeutics Inc * |
|
|
15,800 |
|
|
|
61 |
|
CytoSorbents Corp * |
|
|
5,500 |
|
|
|
21 |
|
DarioHealth *(A) |
|
|
2,900 |
|
|
|
21 |
|
Day One Biopharmaceuticals *(A) |
|
|
2,400 |
|
|
|
33 |
|
Deciphera Pharmaceuticals Inc * |
|
|
8,900 |
|
|
|
69 |
|
Definitive Healthcare Corp, Cl A *(A) |
|
|
2,600 |
|
|
|
60 |
|
Denali Therapeutics Inc * |
|
|
20,400 |
|
|
|
664 |
|
DermTech Inc *(A) |
|
|
5,700 |
|
|
|
73 |
|
Design Therapeutics * |
|
|
7,800 |
|
|
|
106 |
|
DICE Therapeutics Inc *(A) |
|
|
3,100 |
|
|
|
57 |
|
Durect Corp * |
|
|
47,000 |
|
|
|
31 |
|
Dynavax Technologies Corp, Cl A *(A) |
|
|
23,889 |
|
|
|
293 |
|
Dyne Therapeutics * |
|
|
6,100 |
|
|
|
52 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
2,700 |
|
|
|
128 |
|
Eargo Inc * |
|
|
3,100 |
|
|
|
15 |
|
Edgewise Therapeutics *(A) |
|
|
8,300 |
|
|
|
98 |
|
Editas Medicine Inc, Cl A * |
|
|
15,400 |
|
|
|
264 |
|
Eiger BioPharmaceuticals Inc * |
|
|
5,600 |
|
|
|
22 |
|
Elanco Animal Health Inc * |
|
|
102,100 |
|
|
|
2,901 |
|
Eliem Therapeutics * |
|
|
1,500 |
|
|
|
14 |
|
Emergent BioSolutions Inc * |
|
|
10,984 |
|
|
|
455 |
|
Enanta Pharmaceuticals Inc * |
|
|
4,700 |
|
|
|
331 |
|
Encompass Health Corp |
|
|
22,341 |
|
|
|
1,475 |
|
Endo International PLC * |
|
|
49,500 |
|
|
|
154 |
|
Ensign Group Inc/The |
|
|
12,036 |
|
|
|
1,012 |
|
Entrada Therapeutics *(A) |
|
|
2,000 |
|
|
|
24 |
|
Envista Holdings Corp * |
|
|
35,900 |
|
|
|
1,723 |
|
Epizyme Inc * |
|
|
19,800 |
|
|
|
30 |
|
Erasca Inc *(A) |
|
|
4,400 |
|
|
|
55 |
|
Esperion Therapeutics Inc * |
|
|
6,200 |
|
|
|
25 |
|
Evelo Biosciences Inc *(A) |
|
|
3,300 |
|
|
|
10 |
|
Evolent Health Inc, Cl A * |
|
|
17,600 |
|
|
|
469 |
|
Evolus Inc * |
|
|
2,300 |
|
|
|
21 |
|
Exact Sciences Corp * |
|
|
39,526 |
|
|
|
3,085 |
|
Exagen Inc * |
|
|
800 |
|
|
|
6 |
|
Exelixis Inc * |
|
|
71,000 |
|
|
|
1,458 |
|
EyePoint Pharmaceuticals * |
|
|
4,500 |
|
|
|
45 |
|
Fate Therapeutics Inc * |
|
|
19,000 |
|
|
|
656 |
|
FibroGen Inc * |
|
|
19,000 |
|
|
|
267 |
|
Figs Inc, Cl A * |
|
|
22,300 |
|
|
|
366 |
|
Finch Therapeutics Group * |
|
|
1,600 |
|
|
|
13 |
|
Fluidigm Corp * |
|
|
18,053 |
|
|
|
66 |
|
Foghorn Therapeutics * |
|
|
4,200 |
|
|
|
40 |
|
Forian * |
|
|
3,900 |
|
|
|
27 |
|
Forma Therapeutics Holdings Inc * |
|
|
7,600 |
|
|
|
75 |
|
Forte Biosciences Inc * |
|
|
2,400 |
|
|
|
3 |
|
Fortress Biotech * |
|
|
13,200 |
|
|
|
21 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Frequency Therapeutics Inc * |
|
|
6,700 |
|
|
$ |
19 |
|
Fulcrum Therapeutics Inc * |
|
|
5,100 |
|
|
|
56 |
|
Fulgent Genetics Inc *(A) |
|
|
4,700 |
|
|
|
293 |
|
G1 Therapeutics Inc *(A) |
|
|
8,400 |
|
|
|
89 |
|
Gemini Therapeutics, Cl A * |
|
|
4,700 |
|
|
|
6 |
|
Generation Bio Co * |
|
|
9,900 |
|
|
|
51 |
|
Geron Corp *(A) |
|
|
89,070 |
|
|
|
97 |
|
Glaukos Corp * |
|
|
10,349 |
|
|
|
572 |
|
Global Blood Therapeutics Inc * |
|
|
13,901 |
|
|
|
420 |
|
Globus Medical Inc, Cl A * |
|
|
18,000 |
|
|
|
1,266 |
|
Gossamer Bio Inc * |
|
|
13,600 |
|
|
|
123 |
|
Graphite Bio * |
|
|
3,500 |
|
|
|
32 |
|
Greenwich Lifesciences * |
|
|
900 |
|
|
|
18 |
|
Gritstone bio * |
|
|
9,800 |
|
|
|
50 |
|
GT Biopharma * |
|
|
5,100 |
|
|
|
16 |
|
Guardant Health Inc * |
|
|
20,700 |
|
|
|
1,372 |
|
Haemonetics Corp * |
|
|
11,447 |
|
|
|
661 |
|
Halozyme Therapeutics Inc * |
|
|
31,158 |
|
|
|
1,105 |
|
Hanger Inc * |
|
|
10,000 |
|
|
|
181 |
|
Harmony Biosciences Holdings * |
|
|
5,800 |
|
|
|
232 |
|
Harpoon Therapeutics Inc * |
|
|
1,800 |
|
|
|
7 |
|
Harvard Bioscience Inc * |
|
|
9,669 |
|
|
|
52 |
|
Health Catalyst Inc * |
|
|
12,300 |
|
|
|
334 |
|
HealthEquity Inc * |
|
|
18,600 |
|
|
|
999 |
|
HealthStream Inc * |
|
|
5,964 |
|
|
|
122 |
|
Heron Therapeutics Inc * |
|
|
20,900 |
|
|
|
148 |
|
Heska Corp * |
|
|
2,200 |
|
|
|
312 |
|
Homology Medicines Inc * |
|
|
9,200 |
|
|
|
32 |
|
Hookipa Pharma Inc *(A) |
|
|
2,400 |
|
|
|
6 |
|
Horizon Therapeutics PLC * |
|
|
50,203 |
|
|
|
4,577 |
|
Humanigen * |
|
|
11,300 |
|
|
|
23 |
|
iBio *(A) |
|
|
52,600 |
|
|
|
17 |
|
iCAD Inc * |
|
|
4,800 |
|
|
|
23 |
|
Icosavax *(A) |
|
|
2,900 |
|
|
|
51 |
|
ICU Medical Inc * |
|
|
4,527 |
|
|
|
1,072 |
|
Ideaya Biosciences * |
|
|
7,400 |
|
|
|
98 |
|
IGM Biosciences Inc * |
|
|
1,200 |
|
|
|
20 |
|
Ikena Oncology *(A) |
|
|
8,300 |
|
|
|
51 |
|
Imago Biosciences * |
|
|
2,100 |
|
|
|
49 |
|
Immuneering, Cl A * |
|
|
1,800 |
|
|
|
13 |
|
Immunic * |
|
|
3,300 |
|
|
|
38 |
|
ImmunityBio *(A) |
|
|
13,700 |
|
|
|
94 |
|
ImmunoGen Inc * |
|
|
41,552 |
|
|
|
234 |
|
Immunovant Inc * |
|
|
10,200 |
|
|
|
57 |
|
Impel Neuropharma *(A) |
|
|
1,200 |
|
|
|
9 |
|
Inari Medical Inc * |
|
|
7,800 |
|
|
|
686 |
|
Infinity Pharmaceuticals * |
|
|
18,700 |
|
|
|
21 |
|
InfuSystem Holdings Inc * |
|
|
3,400 |
|
|
|
39 |
|
Inhibrx Inc * |
|
|
6,100 |
|
|
|
131 |
|
Innovage Holding Corp * |
|
|
3,900 |
|
|
|
19 |
|
Innoviva Inc * |
|
|
9,309 |
|
|
|
179 |
|
Inogen Inc * |
|
|
4,100 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Inotiv Inc * |
|
|
2,800 |
|
|
$ |
74 |
|
Inovio Pharmaceuticals Inc *(A) |
|
|
42,500 |
|
|
|
138 |
|
Inozyme Pharma * |
|
|
3,069 |
|
|
|
18 |
|
Insmed Inc * |
|
|
26,900 |
|
|
|
643 |
|
Inspire Medical Systems Inc * |
|
|
6,100 |
|
|
|
1,489 |
|
Instil Bio Inc *(A) |
|
|
11,600 |
|
|
|
124 |
|
Insulet Corp * |
|
|
15,208 |
|
|
|
4,025 |
|
Integer Holdings Corp * |
|
|
7,530 |
|
|
|
632 |
|
Integra LifeSciences Holdings Corp * |
|
|
16,904 |
|
|
|
1,134 |
|
Intellia Therapeutics Inc * |
|
|
16,000 |
|
|
|
1,582 |
|
Intercept Pharmaceuticals Inc *(A) |
|
|
5,876 |
|
|
|
84 |
|
Intersect ENT Inc * |
|
|
7,300 |
|
|
|
199 |
|
Intra-Cellular Therapies Inc * |
|
|
18,500 |
|
|
|
1,026 |
|
Invacare Corp * |
|
|
6,889 |
|
|
|
14 |
|
Invitae Corp *(A) |
|
|
45,000 |
|
|
|
486 |
|
Ionis Pharmaceuticals Inc * |
|
|
31,694 |
|
|
|
1,058 |
|
Iovance Biotherapeutics Inc * |
|
|
35,200 |
|
|
|
552 |
|
iRadimed Corp |
|
|
1,100 |
|
|
|
55 |
|
iRhythm Technologies Inc * |
|
|
6,600 |
|
|
|
853 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
34,254 |
|
|
|
369 |
|
IsoPlexis * |
|
|
1,800 |
|
|
|
9 |
|
iTeos Therapeutics Inc * |
|
|
4,600 |
|
|
|
166 |
|
IVERIC bio Inc * |
|
|
25,300 |
|
|
|
406 |
|
Janux Therapeutics *(A) |
|
|
2,800 |
|
|
|
48 |
|
Jazz Pharmaceuticals PLC * |
|
|
13,800 |
|
|
|
1,897 |
|
Joint Corp/The * |
|
|
3,000 |
|
|
|
123 |
|
Jounce Therapeutics Inc * |
|
|
7,600 |
|
|
|
57 |
|
Kala Pharmaceuticals Inc * |
|
|
9,400 |
|
|
|
6 |
|
Kaleido Biosciences Inc * |
|
|
2,700 |
|
|
|
4 |
|
KalVista Pharmaceuticals Inc * |
|
|
4,700 |
|
|
|
75 |
|
Karuna Therapeutics Inc *(A) |
|
|
5,100 |
|
|
|
536 |
|
Karyopharm Therapeutics Inc * |
|
|
16,200 |
|
|
|
167 |
|
KemPharm * |
|
|
6,100 |
|
|
|
36 |
|
Keros Therapeutics * |
|
|
4,000 |
|
|
|
215 |
|
Kezar Life Sciences Inc * |
|
|
7,900 |
|
|
|
117 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
6,700 |
|
|
|
69 |
|
Kinnate Biopharma * |
|
|
7,700 |
|
|
|
60 |
|
Kodiak Sciences Inc * |
|
|
7,600 |
|
|
|
66 |
|
Kronos Bio * |
|
|
8,400 |
|
|
|
63 |
|
Krystal Biotech Inc * |
|
|
4,300 |
|
|
|
273 |
|
Kura Oncology Inc * |
|
|
13,700 |
|
|
|
217 |
|
Kymera Therapeutics * |
|
|
7,600 |
|
|
|
302 |
|
Landos Biopharma * |
|
|
1,400 |
|
|
|
3 |
|
Lantheus Holdings Inc * |
|
|
15,800 |
|
|
|
756 |
|
LeMaitre Vascular Inc |
|
|
4,200 |
|
|
|
199 |
|
Lexicon Pharmaceuticals Inc * |
|
|
17,105 |
|
|
|
35 |
|
LHC Group Inc * |
|
|
6,947 |
|
|
|
946 |
|
LifeStance Health Group *(A) |
|
|
9,800 |
|
|
|
92 |
|
Ligand Pharmaceuticals Inc * |
|
|
3,428 |
|
|
|
347 |
|
Lineage Cell Therapeutics Inc * |
|
|
25,900 |
|
|
|
37 |
|
LivaNova PLC * |
|
|
12,000 |
|
|
|
946 |
|
Lucid Diagnostics * |
|
|
1,100 |
|
|
|
4 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lyell Immunopharma *(A) |
|
|
5,100 |
|
|
$ |
37 |
|
MacroGenics Inc * |
|
|
12,600 |
|
|
|
118 |
|
Madrigal Pharmaceuticals Inc * |
|
|
3,000 |
|
|
|
279 |
|
Magenta Therapeutics Inc * |
|
|
7,300 |
|
|
|
23 |
|
MannKind Corp *(A) |
|
|
56,200 |
|
|
|
147 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
25,018 |
|
|
|
977 |
|
Marinus Pharmaceuticals Inc * |
|
|
10,750 |
|
|
|
84 |
|
Masimo Corp * |
|
|
11,493 |
|
|
|
1,810 |
|
MaxCyte Inc * |
|
|
20,500 |
|
|
|
143 |
|
MEDNAX Inc * |
|
|
17,356 |
|
|
|
408 |
|
Medpace Holdings Inc * |
|
|
6,700 |
|
|
|
1,025 |
|
MEI Pharma Inc * |
|
|
16,900 |
|
|
|
37 |
|
MeiraGTx Holdings PLC * |
|
|
6,700 |
|
|
|
96 |
|
Meridian Bioscience Inc * |
|
|
10,041 |
|
|
|
254 |
|
Merit Medical Systems Inc * |
|
|
11,575 |
|
|
|
753 |
|
Mersana Therapeutics Inc * |
|
|
15,600 |
|
|
|
68 |
|
Mesa Laboratories Inc |
|
|
1,100 |
|
|
|
281 |
|
MiMedx Group Inc * |
|
|
26,300 |
|
|
|
133 |
|
Mind Medicine MindMed *(A) |
|
|
77,200 |
|
|
|
94 |
|
MiNK Therapeutics * |
|
|
400 |
|
|
|
1 |
|
Mirati Therapeutics Inc * |
|
|
9,700 |
|
|
|
856 |
|
Mirum Pharmaceuticals Inc * |
|
|
600 |
|
|
|
14 |
|
ModivCare Inc * |
|
|
2,658 |
|
|
|
314 |
|
Molecular Templates Inc * |
|
|
6,300 |
|
|
|
15 |
|
Molina Healthcare Inc * |
|
|
13,266 |
|
|
|
4,071 |
|
Monte Rosa Therapeutics *(A) |
|
|
2,500 |
|
|
|
36 |
|
Morphic Holding Inc * |
|
|
4,500 |
|
|
|
179 |
|
Multiplan *(A) |
|
|
86,800 |
|
|
|
326 |
|
Mustang Bio Inc * |
|
|
6,700 |
|
|
|
6 |
|
Myriad Genetics Inc * |
|
|
18,426 |
|
|
|
449 |
|
NanoString Technologies Inc * |
|
|
10,000 |
|
|
|
355 |
|
NantHealth * |
|
|
5,700 |
|
|
|
5 |
|
Natera Inc * |
|
|
18,900 |
|
|
|
1,243 |
|
National HealthCare Corp |
|
|
2,994 |
|
|
|
195 |
|
National Research Corp, Cl A |
|
|
3,212 |
|
|
|
128 |
|
Natus Medical Inc * |
|
|
7,358 |
|
|
|
205 |
|
Nektar Therapeutics, Cl A * |
|
|
40,700 |
|
|
|
417 |
|
Neogen Corp * |
|
|
24,212 |
|
|
|
864 |
|
NeoGenomics Inc * |
|
|
25,500 |
|
|
|
546 |
|
Neoleukin Therapeutics Inc * |
|
|
7,000 |
|
|
|
18 |
|
Neurocrine Biosciences Inc * |
|
|
21,500 |
|
|
|
1,932 |
|
Neuronetics Inc * |
|
|
5,300 |
|
|
|
18 |
|
NeuroPace * |
|
|
1,500 |
|
|
|
12 |
|
Nevro Corp * |
|
|
7,800 |
|
|
|
559 |
|
NexImmune *(A) |
|
|
1,400 |
|
|
|
3 |
|
NextGen Healthcare Inc * |
|
|
13,015 |
|
|
|
254 |
|
NGM Biopharmaceuticals Inc * |
|
|
7,200 |
|
|
|
107 |
|
Nkarta *(A) |
|
|
2,774 |
|
|
|
25 |
|
Novavax Inc *(A) |
|
|
17,168 |
|
|
|
1,431 |
|
Novocure Ltd * |
|
|
23,500 |
|
|
|
1,924 |
|
Nurix Therapeutics * |
|
|
7,000 |
|
|
|
113 |
|
Nuvalent, Cl A *(A) |
|
|
2,300 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
NuVasive Inc * |
|
|
11,678 |
|
|
$ |
632 |
|
Nuvation Bio *(A) |
|
|
34,000 |
|
|
|
172 |
|
Oak Street Health Inc *(A) |
|
|
22,500 |
|
|
|
394 |
|
Ocugen *(A) |
|
|
43,100 |
|
|
|
152 |
|
Ocular Therapeutix Inc * |
|
|
18,400 |
|
|
|
103 |
|
Olema Pharmaceuticals Inc * |
|
|
7,100 |
|
|
|
33 |
|
Omega Therapeutics * |
|
|
1,600 |
|
|
|
19 |
|
Omeros Corp *(A) |
|
|
12,300 |
|
|
|
89 |
|
Omnicell Inc * |
|
|
10,112 |
|
|
|
1,307 |
|
Oncocyte Corp * |
|
|
17,794 |
|
|
|
26 |
|
Oncorus * |
|
|
3,100 |
|
|
|
7 |
|
Oncternal Therapeutics * |
|
|
9,500 |
|
|
|
17 |
|
Ontrak Inc * |
|
|
1,700 |
|
|
|
5 |
|
OPKO Health Inc *(A) |
|
|
93,184 |
|
|
|
292 |
|
OptimizeRx Corp * |
|
|
4,000 |
|
|
|
181 |
|
Option Care Health Inc * |
|
|
36,227 |
|
|
|
931 |
|
Oramed Pharmaceuticals * |
|
|
5,700 |
|
|
|
59 |
|
OraSure Technologies Inc * |
|
|
19,939 |
|
|
|
156 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
6,021 |
|
|
|
45 |
|
ORIC Pharmaceuticals Inc * |
|
|
7,100 |
|
|
|
55 |
|
Ortho Clinical Diagnostics Holdings * |
|
|
27,100 |
|
|
|
479 |
|
Orthofix Medical Inc * |
|
|
3,940 |
|
|
|
134 |
|
OrthoPediatrics Corp * |
|
|
2,800 |
|
|
|
157 |
|
Outlook Therapeutics * |
|
|
18,700 |
|
|
|
30 |
|
Outset Medical Inc * |
|
|
10,800 |
|
|
|
475 |
|
Owens & Minor Inc |
|
|
16,439 |
|
|
|
726 |
|
Oyster Point Pharma Inc * |
|
|
1,400 |
|
|
|
14 |
|
Pacific Biosciences of California Inc * |
|
|
43,700 |
|
|
|
521 |
|
Pacira BioSciences Inc * |
|
|
9,945 |
|
|
|
663 |
|
Paragon 28 Inc *(A) |
|
|
2,000 |
|
|
|
33 |
|
Paratek Pharmaceuticals Inc * |
|
|
10,879 |
|
|
|
38 |
|
Passage Bio * |
|
|
8,300 |
|
|
|
28 |
|
Patterson Cos Inc |
|
|
19,200 |
|
|
|
574 |
|
PAVmed Inc *(A) |
|
|
15,658 |
|
|
|
24 |
|
Pennant Group Inc/The * |
|
|
6,468 |
|
|
|
105 |
|
Penumbra Inc * |
|
|
7,900 |
|
|
|
1,752 |
|
Perrigo Co PLC |
|
|
30,800 |
|
|
|
1,094 |
|
Personalis Inc * |
|
|
7,700 |
|
|
|
81 |
|
PetIQ Inc, Cl A *(A) |
|
|
6,000 |
|
|
|
119 |
|
Phathom Pharmaceuticals Inc * |
|
|
5,900 |
|
|
|
107 |
|
Phibro Animal Health Corp, Cl A |
|
|
4,800 |
|
|
|
102 |
|
Phreesia Inc * |
|
|
11,200 |
|
|
|
345 |
|
Pliant Therapeutics * |
|
|
4,700 |
|
|
|
42 |
|
PMV Pharmaceuticals Inc * |
|
|
6,200 |
|
|
|
98 |
|
Portage Biotech * |
|
|
800 |
|
|
|
6 |
|
Poseida Therapeutics * |
|
|
8,100 |
|
|
|
30 |
|
Praxis Precision Medicines * |
|
|
8,800 |
|
|
|
115 |
|
Precigen Inc * |
|
|
21,300 |
|
|
|
48 |
|
Precision BioSciences Inc * |
|
|
8,600 |
|
|
|
37 |
|
Prelude Therapeutics *(A) |
|
|
3,000 |
|
|
|
26 |
|
Premier Inc, Cl A |
|
|
26,600 |
|
|
|
956 |
|
Prestige Consumer Healthcare Inc * |
|
|
11,279 |
|
|
|
671 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Privia Health Group Inc * |
|
|
4,800 |
|
|
$ |
124 |
|
PROCEPT BioRobotics *(A) |
|
|
1,600 |
|
|
|
40 |
|
Progyny Inc * |
|
|
14,500 |
|
|
|
571 |
|
Prometheus Biosciences Inc *(A) |
|
|
6,900 |
|
|
|
300 |
|
Protagonist Therapeutics Inc * |
|
|
10,100 |
|
|
|
245 |
|
Prothena Corp PLC * |
|
|
8,200 |
|
|
|
284 |
|
Provention Bio *(A) |
|
|
10,100 |
|
|
|
63 |
|
PTC Therapeutics Inc * |
|
|
15,600 |
|
|
|
548 |
|
Pulmonx Corp * |
|
|
6,600 |
|
|
|
173 |
|
Pulse Biosciences Inc * |
|
|
2,347 |
|
|
|
12 |
|
Puma Biotechnology Inc * |
|
|
6,700 |
|
|
|
15 |
|
Pyxis Oncology *(A) |
|
|
2,300 |
|
|
|
14 |
|
QIAGEN NV * |
|
|
52,083 |
|
|
|
2,588 |
|
Quanterix Corp * |
|
|
7,000 |
|
|
|
236 |
|
Quidel Corp * |
|
|
8,012 |
|
|
|
848 |
|
Quotient Ltd * |
|
|
14,400 |
|
|
|
20 |
|
R1 RCM Inc * |
|
|
27,000 |
|
|
|
734 |
|
Radius Health Inc * |
|
|
11,400 |
|
|
|
95 |
|
RadNet Inc * |
|
|
11,000 |
|
|
|
271 |
|
Rain Therapeutics * |
|
|
1,600 |
|
|
|
10 |
|
Rallybio * |
|
|
1,500 |
|
|
|
16 |
|
Rapid Micro Biosystems, Cl A * |
|
|
1,700 |
|
|
|
12 |
|
RAPT Therapeutics Inc * |
|
|
5,700 |
|
|
|
114 |
|
Reata Pharmaceuticals Inc, Cl A * |
|
|
5,900 |
|
|
|
193 |
|
Recursion Pharmaceuticals, Cl A *(A) |
|
|
24,700 |
|
|
|
270 |
|
REGENXBIO Inc * |
|
|
9,300 |
|
|
|
244 |
|
Relay Therapeutics Inc * |
|
|
15,500 |
|
|
|
374 |
|
Relmada Therapeutics Inc * |
|
|
3,300 |
|
|
|
68 |
|
Reneo Pharmaceuticals * |
|
|
1,300 |
|
|
|
6 |
|
Repligen Corp * |
|
|
12,322 |
|
|
|
2,424 |
|
Replimune Group Inc * |
|
|
7,600 |
|
|
|
122 |
|
Retractable Technologies *(A) |
|
|
3,700 |
|
|
|
18 |
|
Revance Therapeutics Inc * |
|
|
15,800 |
|
|
|
214 |
|
REVOLUTION Medicines Inc * |
|
|
12,700 |
|
|
|
240 |
|
Rhythm Pharmaceuticals Inc * |
|
|
10,400 |
|
|
|
79 |
|
Rigel Pharmaceuticals Inc * |
|
|
37,059 |
|
|
|
93 |
|
Rocket Pharmaceuticals Inc * |
|
|
8,600 |
|
|
|
153 |
|
Royalty Pharma PLC, Cl A |
|
|
74,600 |
|
|
|
2,929 |
|
Rubius Therapeutics Inc * |
|
|
8,800 |
|
|
|
44 |
|
RxSight * |
|
|
1,800 |
|
|
|
24 |
|
Sage Therapeutics Inc * |
|
|
10,500 |
|
|
|
382 |
|
Sana Biotechnology Inc *(A) |
|
|
18,300 |
|
|
|
118 |
|
Sangamo Therapeutics Inc * |
|
|
28,370 |
|
|
|
166 |
|
Sarepta Therapeutics Inc * |
|
|
19,100 |
|
|
|
1,463 |
|
Scholar Rock Holding Corp *(A) |
|
|
5,400 |
|
|
|
94 |
|
Schrodinger Inc/United States * |
|
|
9,900 |
|
|
|
344 |
|
Seagen Inc * |
|
|
30,600 |
|
|
|
3,943 |
|
SeaSpine Holdings Corp * |
|
|
9,400 |
|
|
|
119 |
|
Seelos Therapeutics * |
|
|
16,200 |
|
|
|
17 |
|
Seer, Cl A * |
|
|
8,800 |
|
|
|
135 |
|
Select Medical Holdings Corp |
|
|
24,865 |
|
|
|
576 |
|
Selecta Biosciences Inc * |
|
|
16,100 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sensei Biotherapeutics * |
|
|
1,600 |
|
|
$ |
6 |
|
Senseonics Holdings Inc *(A) |
|
|
96,400 |
|
|
|
174 |
|
Sera Prognostics, Cl A * |
|
|
1,000 |
|
|
|
5 |
|
Seres Therapeutics Inc * |
|
|
15,900 |
|
|
|
127 |
|
Sesen Bio * |
|
|
44,000 |
|
|
|
28 |
|
Sharps Compliance Corp * |
|
|
3,900 |
|
|
|
24 |
|
Shattuck Labs * |
|
|
4,800 |
|
|
|
24 |
|
Shockwave Medical Inc * |
|
|
7,600 |
|
|
|
1,347 |
|
SI-BONE Inc * |
|
|
7,300 |
|
|
|
161 |
|
Sientra Inc * |
|
|
12,898 |
|
|
|
37 |
|
SIGA Technologies Inc * |
|
|
10,000 |
|
|
|
60 |
|
Sight Sciences Inc * |
|
|
2,400 |
|
|
|
42 |
|
Sigilon Therapeutics * |
|
|
1,600 |
|
|
|
2 |
|
Signify Health Inc, Cl A * |
|
|
13,400 |
|
|
|
188 |
|
Silk Road Medical Inc * |
|
|
7,600 |
|
|
|
282 |
|
Silverback Therapeutics * |
|
|
3,100 |
|
|
|
13 |
|
Simulations Plus Inc |
|
|
3,900 |
|
|
|
154 |
|
Singular Genomics Systems * |
|
|
2,500 |
|
|
|
21 |
|
SOC Telemed Inc, Cl A *(A) |
|
|
8,800 |
|
|
|
26 |
|
Solid Biosciences Inc * |
|
|
1,700 |
|
|
|
1 |
|
Sorrento Therapeutics Inc *(A) |
|
|
62,400 |
|
|
|
158 |
|
Sotera Health Co * |
|
|
23,224 |
|
|
|
508 |
|
Spectrum Pharmaceuticals Inc * |
|
|
45,379 |
|
|
|
31 |
|
Spero Therapeutics Inc * |
|
|
5,410 |
|
|
|
52 |
|
SpringWorks Therapeutics Inc * |
|
|
6,700 |
|
|
|
379 |
|
Spruce Biosciences * |
|
|
1,900 |
|
|
|
4 |
|
SQZ Biotechnologies *(A) |
|
|
4,900 |
|
|
|
26 |
|
STAAR Surgical Co * |
|
|
10,778 |
|
|
|
855 |
|
Stereotaxis Inc * |
|
|
10,500 |
|
|
|
49 |
|
Stoke Therapeutics Inc * |
|
|
4,300 |
|
|
|
84 |
|
Summit Therapeutics * |
|
|
4,800 |
|
|
|
13 |
|
Supernus Pharmaceuticals Inc * |
|
|
11,300 |
|
|
|
361 |
|
Surface Oncology Inc * |
|
|
7,100 |
|
|
|
26 |
|
Surgery Partners Inc * |
|
|
8,100 |
|
|
|
423 |
|
Surmodics Inc * |
|
|
3,044 |
|
|
|
137 |
|
Sutro Biopharma Inc * |
|
|
9,400 |
|
|
|
84 |
|
Syndax Pharmaceuticals Inc * |
|
|
10,100 |
|
|
|
157 |
|
Syneos Health Inc, Cl A * |
|
|
23,300 |
|
|
|
1,845 |
|
Syros Pharmaceuticals Inc * |
|
|
12,700 |
|
|
|
16 |
|
Tabula Rasa HealthCare Inc * |
|
|
5,000 |
|
|
|
29 |
|
Tactile Systems Technology Inc * |
|
|
4,900 |
|
|
|
100 |
|
Talaris Therapeutics * |
|
|
6,800 |
|
|
|
48 |
|
Talis Biomedical Corp * |
|
|
3,100 |
|
|
|
6 |
|
Tandem Diabetes Care Inc * |
|
|
14,200 |
|
|
|
1,599 |
|
Tarsus Pharmaceuticals * |
|
|
2,600 |
|
|
|
46 |
|
Taysha Gene Therapies *(A) |
|
|
6,000 |
|
|
|
38 |
|
TCR2 Therapeutics Inc * |
|
|
8,300 |
|
|
|
22 |
|
Teladoc Health Inc * |
|
|
34,640 |
|
|
|
2,630 |
|
Tenaya Therapeutics *(A) |
|
|
3,000 |
|
|
|
35 |
|
Tenet Healthcare Corp * |
|
|
24,200 |
|
|
|
2,081 |
|
Terns Pharmaceuticals * |
|
|
1,900 |
|
|
|
6 |
|
TG Therapeutics Inc * |
|
|
29,500 |
|
|
|
291 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TherapeuticsMD Inc * |
|
|
50,700 |
|
|
$ |
12 |
|
Theravance Biopharma Inc * |
|
|
12,845 |
|
|
|
129 |
|
Theseus Pharmaceuticals *(A) |
|
|
2,500 |
|
|
|
25 |
|
Tivity Health Inc *(A) |
|
|
9,768 |
|
|
|
266 |
|
Tonix Pharmaceuticals Holding * |
|
|
69,800 |
|
|
|
13 |
|
TransMedics Group Inc * |
|
|
6,200 |
|
|
|
115 |
|
Travere Therapeutics Inc * |
|
|
13,800 |
|
|
|
376 |
|
Treace Medical Concepts Inc * |
|
|
4,600 |
|
|
|
99 |
|
Trevena Inc * |
|
|
35,000 |
|
|
|
16 |
|
Turning Point Therapeutics Inc * |
|
|
11,100 |
|
|
|
351 |
|
Twist Bioscience Corp * |
|
|
10,800 |
|
|
|
604 |
|
Tyra Biosciences *(A) |
|
|
2,600 |
|
|
|
31 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
14,900 |
|
|
|
1,003 |
|
United Therapeutics Corp * |
|
|
10,164 |
|
|
|
1,689 |
|
UroGen Pharma Ltd *(A) |
|
|
5,300 |
|
|
|
32 |
|
US Physical Therapy Inc |
|
|
2,826 |
|
|
|
260 |
|
Utah Medical Products Inc |
|
|
1,000 |
|
|
|
90 |
|
Vanda Pharmaceuticals Inc * |
|
|
11,800 |
|
|
|
134 |
|
Vapotherm Inc * |
|
|
4,900 |
|
|
|
74 |
|
Varex Imaging Corp * |
|
|
8,600 |
|
|
|
203 |
|
Vaxart *(A) |
|
|
29,300 |
|
|
|
149 |
|
Vaxcyte * |
|
|
10,300 |
|
|
|
239 |
|
VBI Vaccines Inc * |
|
|
36,900 |
|
|
|
55 |
|
Veeva Systems Inc, Cl A * |
|
|
31,493 |
|
|
|
7,213 |
|
Ventyx Biosciences *(A) |
|
|
2,300 |
|
|
|
27 |
|
Vera Therapeutics, Cl A * |
|
|
1,500 |
|
|
|
35 |
|
Veracyte Inc * |
|
|
16,300 |
|
|
|
453 |
|
Verastem Inc * |
|
|
38,800 |
|
|
|
47 |
|
Vericel Corp * |
|
|
10,600 |
|
|
|
437 |
|
Verrica Pharmaceuticals Inc * |
|
|
4,500 |
|
|
|
38 |
|
Verve Therapeutics * |
|
|
3,300 |
|
|
|
108 |
|
Viemed Healthcare Inc * |
|
|
8,200 |
|
|
|
31 |
|
ViewRay Inc * |
|
|
29,700 |
|
|
|
124 |
|
Viking Therapeutics Inc * |
|
|
21,500 |
|
|
|
72 |
|
Vincerx Pharma * |
|
|
1,000 |
|
|
|
5 |
|
Vir Biotechnology Inc * |
|
|
13,500 |
|
|
|
340 |
|
Viracta Therapeutics (A) |
|
|
7,800 |
|
|
|
21 |
|
VistaGen Therapeutics * |
|
|
53,300 |
|
|
|
75 |
|
Vor BioPharma * |
|
|
2,800 |
|
|
|
25 |
|
WaVe Life Sciences Ltd * |
|
|
4,000 |
|
|
|
10 |
|
Werewolf Therapeutics *(A) |
|
|
6,000 |
|
|
|
43 |
|
XBiotech Inc |
|
|
4,339 |
|
|
|
43 |
|
Xencor Inc * |
|
|
13,200 |
|
|
|
413 |
|
Xilio Therapeutics * |
|
|
1,600 |
|
|
|
19 |
|
XOMA *(A) |
|
|
1,300 |
|
|
|
29 |
|
Y-mAbs Therapeutics Inc * |
|
|
8,800 |
|
|
|
80 |
|
Zentalis Pharmaceuticals * |
|
|
8,400 |
|
|
|
419 |
|
Zogenix Inc * |
|
|
13,200 |
|
|
|
347 |
|
Zynex Inc (A) |
|
|
4,180 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
201,874 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Industrials — 13.9% |
|
|
|
|
AAON Inc |
|
|
9,350 |
|
|
$ |
548 |
|
AAR Corp * |
|
|
7,429 |
|
|
|
334 |
|
ABM Industries Inc |
|
|
15,455 |
|
|
|
693 |
|
Acacia Research Corp * |
|
|
8,749 |
|
|
|
33 |
|
ACCO Brands Corp |
|
|
22,029 |
|
|
|
189 |
|
Acuity Brands Inc |
|
|
8,025 |
|
|
|
1,463 |
|
ADT Inc |
|
|
36,200 |
|
|
|
265 |
|
Advanced Drainage Systems Inc |
|
|
14,000 |
|
|
|
1,634 |
|
Advent Technologies Holdings * |
|
|
3,700 |
|
|
|
10 |
|
AECOM |
|
|
31,248 |
|
|
|
2,270 |
|
Aerojet Rocketdyne Holdings Inc |
|
|
16,679 |
|
|
|
646 |
|
AeroVironment Inc * |
|
|
5,125 |
|
|
|
364 |
|
AerSale *(A) |
|
|
1,900 |
|
|
|
30 |
|
AGCO Corp |
|
|
14,323 |
|
|
|
1,721 |
|
AgEagle Aerial Systems * |
|
|
14,300 |
|
|
|
17 |
|
Air Lease Corp, Cl A |
|
|
24,331 |
|
|
|
1,016 |
|
Air Transport Services Group Inc * |
|
|
14,036 |
|
|
|
442 |
|
Alamo Group Inc |
|
|
2,335 |
|
|
|
325 |
|
Albany International Corp, Cl A |
|
|
6,898 |
|
|
|
606 |
|
Allegiant Travel Co, Cl A * |
|
|
3,450 |
|
|
|
601 |
|
Allied Motion Technologies Inc |
|
|
2,650 |
|
|
|
92 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
23,476 |
|
|
|
938 |
|
Alta Equipment Group * |
|
|
4,403 |
|
|
|
56 |
|
Altra Industrial Motion Corp |
|
|
14,589 |
|
|
|
620 |
|
AMERCO |
|
|
2,100 |
|
|
|
1,213 |
|
Ameresco Inc, Cl A * |
|
|
7,079 |
|
|
|
455 |
|
American Superconductor Corp * |
|
|
7,200 |
|
|
|
61 |
|
American Woodmark Corp * |
|
|
3,984 |
|
|
|
213 |
|
API Group * |
|
|
45,300 |
|
|
|
977 |
|
Apogee Enterprises Inc |
|
|
6,011 |
|
|
|
271 |
|
Applied Industrial Technologies Inc |
|
|
8,661 |
|
|
|
876 |
|
ArcBest Corp |
|
|
5,590 |
|
|
|
518 |
|
Arcosa Inc |
|
|
10,813 |
|
|
|
570 |
|
Argan Inc |
|
|
2,979 |
|
|
|
116 |
|
Aris Water Solution, Cl A |
|
|
4,200 |
|
|
|
61 |
|
Armstrong World Industries Inc |
|
|
10,877 |
|
|
|
962 |
|
Array Technologies Inc * |
|
|
29,687 |
|
|
|
334 |
|
ASGN Inc * |
|
|
11,469 |
|
|
|
1,271 |
|
Astec Industries Inc |
|
|
5,163 |
|
|
|
257 |
|
Astronics Corp * |
|
|
3,874 |
|
|
|
57 |
|
Astronics Corp, Cl B * |
|
|
2,395 |
|
|
|
35 |
|
Atkore Inc * |
|
|
10,400 |
|
|
|
1,058 |
|
Atlas Air Worldwide Holdings Inc * |
|
|
6,569 |
|
|
|
515 |
|
Atlas Technical Consultants * |
|
|
2,900 |
|
|
|
33 |
|
Avis Budget Group Inc * |
|
|
9,460 |
|
|
|
1,735 |
|
Axon Enterprise Inc * |
|
|
14,869 |
|
|
|
2,085 |
|
AZEK Co Inc/The, Cl A * |
|
|
25,400 |
|
|
|
749 |
|
AZZ Inc |
|
|
5,796 |
|
|
|
285 |
|
Babcock & Wilcox Enterprises * |
|
|
11,900 |
|
|
|
83 |
|
Barnes Group Inc |
|
|
11,352 |
|
|
|
527 |
|
Barrett Business Services Inc |
|
|
1,634 |
|
|
|
98 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Beacon Roofing Supply Inc * |
|
|
12,570 |
|
|
$ |
750 |
|
Beam Global *(A) |
|
|
1,900 |
|
|
|
28 |
|
Blink Charging *(A) |
|
|
8,500 |
|
|
|
209 |
|
Bloom Energy Corp, Cl A * |
|
|
32,000 |
|
|
|
710 |
|
Blue Bird Corp * |
|
|
4,392 |
|
|
|
94 |
|
BlueLinx Holdings Inc * |
|
|
1,900 |
|
|
|
170 |
|
Boise Cascade Co |
|
|
9,070 |
|
|
|
725 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
30,565 |
|
|
|
2,466 |
|
Brady Corp, Cl A |
|
|
10,627 |
|
|
|
490 |
|
BrightView Holdings Inc * |
|
|
9,600 |
|
|
|
130 |
|
Brink's Co/The (A) |
|
|
10,806 |
|
|
|
757 |
|
Builders FirstSource Inc * |
|
|
43,451 |
|
|
|
3,234 |
|
BWX Technologies Inc |
|
|
20,824 |
|
|
|
1,112 |
|
Byrna Technologies Inc * |
|
|
2,300 |
|
|
|
23 |
|
CACI International Inc, Cl A * |
|
|
5,332 |
|
|
|
1,492 |
|
Cadre Holdings |
|
|
1,400 |
|
|
|
31 |
|
Caesarstone Ltd |
|
|
4,600 |
|
|
|
55 |
|
Carlisle Cos Inc |
|
|
11,877 |
|
|
|
2,820 |
|
Casella Waste Systems Inc, Cl A * |
|
|
10,991 |
|
|
|
829 |
|
CBIZ Inc * |
|
|
11,445 |
|
|
|
445 |
|
CECO Environmental Corp * |
|
|
5,647 |
|
|
|
30 |
|
ChargePoint Holdings Inc *(A) |
|
|
50,600 |
|
|
|
735 |
|
Chart Industries Inc * |
|
|
8,372 |
|
|
|
1,209 |
|
Cimpress PLC * |
|
|
4,299 |
|
|
|
271 |
|
CIRCOR International Inc * |
|
|
3,715 |
|
|
|
100 |
|
Clarivate PLC * |
|
|
99,700 |
|
|
|
1,493 |
|
Clean Harbors Inc * |
|
|
11,476 |
|
|
|
1,095 |
|
Colfax Corp * |
|
|
26,789 |
|
|
|
1,077 |
|
Columbus McKinnon Corp/NY |
|
|
6,165 |
|
|
|
281 |
|
Comfort Systems USA Inc |
|
|
8,091 |
|
|
|
696 |
|
Commercial Vehicle Group Inc * |
|
|
6,900 |
|
|
|
55 |
|
CompX International Inc |
|
|
400 |
|
|
|
9 |
|
Concrete Pumping Holdings Inc * |
|
|
3,900 |
|
|
|
29 |
|
Construction Partners Inc, Cl A * |
|
|
6,500 |
|
|
|
174 |
|
Copa Holdings SA, Cl A *(A) |
|
|
7,128 |
|
|
|
605 |
|
Core & Main Inc, Cl A * |
|
|
12,400 |
|
|
|
279 |
|
CoreCivic Inc *‡ |
|
|
27,302 |
|
|
|
249 |
|
Cornerstone Building Brands Inc * |
|
|
12,319 |
|
|
|
272 |
|
Costamare Inc |
|
|
11,500 |
|
|
|
155 |
|
CoStar Group Inc * |
|
|
89,960 |
|
|
|
5,488 |
|
Covenant Logistics Group Inc, Cl A |
|
|
3,300 |
|
|
|
74 |
|
CRA International Inc |
|
|
1,105 |
|
|
|
98 |
|
Crane Co |
|
|
11,429 |
|
|
|
1,155 |
|
CSW Industrials Inc |
|
|
3,300 |
|
|
|
397 |
|
Curtiss-Wright Corp |
|
|
8,978 |
|
|
|
1,324 |
|
Custom Truck One Source * |
|
|
4,700 |
|
|
|
37 |
|
Daseke Inc * |
|
|
7,700 |
|
|
|
97 |
|
Deluxe Corp |
|
|
10,154 |
|
|
|
316 |
|
Desktop Metal, Cl A *(A) |
|
|
41,864 |
|
|
|
174 |
|
Donaldson Co Inc |
|
|
28,446 |
|
|
|
1,544 |
|
Douglas Dynamics Inc |
|
|
5,222 |
|
|
|
192 |
|
Driven Brands Holdings Inc * |
|
|
12,800 |
|
|
|
376 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ducommun Inc * |
|
|
2,400 |
|
|
$ |
121 |
|
Dun & Bradstreet Holdings Inc * |
|
|
36,200 |
|
|
|
672 |
|
DXP Enterprises Inc/TX * |
|
|
4,162 |
|
|
|
119 |
|
Dycom Industries Inc * |
|
|
6,707 |
|
|
|
584 |
|
Eagle Bulk Shipping Inc |
|
|
2,513 |
|
|
|
132 |
|
EMCOR Group Inc |
|
|
12,187 |
|
|
|
1,408 |
|
Encore Wire Corp |
|
|
4,403 |
|
|
|
513 |
|
Energy Recovery Inc * |
|
|
10,200 |
|
|
|
194 |
|
Enerpac Tool Group Corp, Cl A |
|
|
13,942 |
|
|
|
240 |
|
EnerSys |
|
|
9,683 |
|
|
|
704 |
|
Ennis Inc |
|
|
5,288 |
|
|
|
99 |
|
EnPro Industries Inc |
|
|
4,868 |
|
|
|
538 |
|
Eos Energy Enterprises *(A) |
|
|
12,800 |
|
|
|
37 |
|
ESCO Technologies Inc |
|
|
5,777 |
|
|
|
402 |
|
EVI Industries Inc * |
|
|
1,100 |
|
|
|
23 |
|
Evoqua Water Technologies Corp * |
|
|
26,340 |
|
|
|
1,124 |
|
Exponent Inc |
|
|
11,872 |
|
|
|
1,125 |
|
Federal Signal Corp |
|
|
13,747 |
|
|
|
496 |
|
First Advantage Corp * |
|
|
11,600 |
|
|
|
187 |
|
Flowserve Corp |
|
|
29,800 |
|
|
|
905 |
|
Fluence Energy Inc, Cl A * |
|
|
7,300 |
|
|
|
99 |
|
Fluor Corp * |
|
|
32,400 |
|
|
|
702 |
|
Forrester Research Inc * |
|
|
2,464 |
|
|
|
128 |
|
Forward Air Corp |
|
|
6,118 |
|
|
|
631 |
|
Franklin Covey Co * |
|
|
3,304 |
|
|
|
152 |
|
Franklin Electric Co Inc |
|
|
10,581 |
|
|
|
895 |
|
Frontier Group Holdings *(A) |
|
|
9,200 |
|
|
|
118 |
|
FTC Solar * |
|
|
4,100 |
|
|
|
19 |
|
FTI Consulting Inc * |
|
|
7,368 |
|
|
|
1,076 |
|
FuelCell Energy *(A) |
|
|
85,700 |
|
|
|
514 |
|
Gates Industrial Corp PLC * |
|
|
21,200 |
|
|
|
336 |
|
GATX Corp |
|
|
8,052 |
|
|
|
859 |
|
Genco Shipping & Trading Ltd |
|
|
7,300 |
|
|
|
141 |
|
GEO Group Inc/The (A) |
|
|
30,685 |
|
|
|
183 |
|
Gibraltar Industries Inc * |
|
|
7,360 |
|
|
|
356 |
|
Global Industrial Co |
|
|
2,900 |
|
|
|
92 |
|
GMS Inc * |
|
|
9,600 |
|
|
|
521 |
|
Gorman-Rupp Co/The |
|
|
5,777 |
|
|
|
215 |
|
Graco Inc |
|
|
38,505 |
|
|
|
2,776 |
|
GrafTech International Ltd |
|
|
46,100 |
|
|
|
465 |
|
Granite Construction Inc |
|
|
10,734 |
|
|
|
325 |
|
Great Lakes Dredge & Dock Corp * |
|
|
14,980 |
|
|
|
211 |
|
Greenbrier Cos Inc/The |
|
|
7,123 |
|
|
|
316 |
|
Griffon Corp |
|
|
10,437 |
|
|
|
241 |
|
GXO Logistics Inc * |
|
|
22,190 |
|
|
|
1,862 |
|
H&E Equipment Services Inc |
|
|
7,525 |
|
|
|
314 |
|
Harsco Corp * |
|
|
16,828 |
|
|
|
200 |
|
Hawaiian Holdings Inc * |
|
|
12,480 |
|
|
|
239 |
|
Healthcare Services Group Inc |
|
|
17,339 |
|
|
|
274 |
|
Heartland Express Inc |
|
|
9,772 |
|
|
|
140 |
|
HEICO Corp |
|
|
10,318 |
|
|
|
1,522 |
|
HEICO Corp, Cl A |
|
|
18,082 |
|
|
|
2,223 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Heidrick & Struggles International Inc |
|
|
4,552 |
|
|
$ |
195 |
|
Helios Technologies Inc |
|
|
7,277 |
|
|
|
571 |
|
Herc Holdings Inc |
|
|
5,667 |
|
|
|
902 |
|
Heritage-Crystal Clean Inc * |
|
|
4,400 |
|
|
|
123 |
|
Hexcel Corp |
|
|
19,598 |
|
|
|
1,135 |
|
Hillenbrand Inc |
|
|
16,580 |
|
|
|
791 |
|
HireQuest |
|
|
1,100 |
|
|
|
21 |
|
HireRight Holdings * |
|
|
5,200 |
|
|
|
68 |
|
HNI Corp |
|
|
9,949 |
|
|
|
405 |
|
Hub Group Inc, Cl A * |
|
|
7,462 |
|
|
|
630 |
|
Hubbell Inc, Cl B |
|
|
12,189 |
|
|
|
2,173 |
|
Huron Consulting Group Inc * |
|
|
5,411 |
|
|
|
267 |
|
Hydrofarm Holdings Group * |
|
|
8,200 |
|
|
|
166 |
|
Hyliion Holdings *(A) |
|
|
27,400 |
|
|
|
118 |
|
HyreCar * |
|
|
3,700 |
|
|
|
10 |
|
Hyster-Yale Materials Handling Inc |
|
|
2,002 |
|
|
|
77 |
|
IAA Inc * |
|
|
30,529 |
|
|
|
1,122 |
|
ICF International Inc |
|
|
4,168 |
|
|
|
369 |
|
Ideanomics Inc *(A) |
|
|
96,300 |
|
|
|
101 |
|
IES Holdings Inc * |
|
|
1,700 |
|
|
|
71 |
|
Infrastructure and Energy Alternatives * |
|
|
4,500 |
|
|
|
49 |
|
INNOVATE Corp *(A) |
|
|
10,100 |
|
|
|
34 |
|
Insperity Inc |
|
|
8,224 |
|
|
|
740 |
|
Insteel Industries Inc |
|
|
4,141 |
|
|
|
154 |
|
Interface Inc, Cl A |
|
|
14,045 |
|
|
|
183 |
|
ITT Inc |
|
|
19,763 |
|
|
|
1,737 |
|
JELD-WEN Holding Inc * |
|
|
21,300 |
|
|
|
492 |
|
JetBlue Airways Corp * |
|
|
73,481 |
|
|
|
1,122 |
|
John Bean Technologies Corp |
|
|
7,231 |
|
|
|
820 |
|
Kadant Inc |
|
|
2,625 |
|
|
|
518 |
|
Kaman Corp |
|
|
6,573 |
|
|
|
285 |
|
KAR Auction Services Inc * |
|
|
26,629 |
|
|
|
492 |
|
Karat Packaging * |
|
|
1,000 |
|
|
|
16 |
|
KBR Inc |
|
|
32,345 |
|
|
|
1,606 |
|
Kelly Services Inc, Cl A |
|
|
7,995 |
|
|
|
170 |
|
Kennametal Inc |
|
|
19,114 |
|
|
|
606 |
|
Kforce Inc |
|
|
4,537 |
|
|
|
341 |
|
Kimball International Inc, Cl B |
|
|
7,025 |
|
|
|
65 |
|
Kirby Corp * |
|
|
13,726 |
|
|
|
894 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
36,827 |
|
|
|
2,006 |
|
Korn Ferry |
|
|
12,258 |
|
|
|
812 |
|
Kratos Defense & Security Solutions Inc * |
|
|
25,316 |
|
|
|
530 |
|
Landstar System Inc |
|
|
8,844 |
|
|
|
1,366 |
|
Legalzoom.com Inc * |
|
|
4,000 |
|
|
|
62 |
|
Lennox International Inc |
|
|
7,529 |
|
|
|
2,010 |
|
Lincoln Electric Holdings Inc |
|
|
13,233 |
|
|
|
1,687 |
|
Lindsay Corp |
|
|
2,527 |
|
|
|
332 |
|
Luxfer Holdings PLC |
|
|
7,600 |
|
|
|
132 |
|
Lyft Inc, Cl A * |
|
|
66,600 |
|
|
|
2,593 |
|
Manitowoc Co Inc/The * |
|
|
7,787 |
|
|
|
129 |
|
ManpowerGroup Inc |
|
|
12,456 |
|
|
|
1,324 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ManTech International Corp/VA, Cl A |
|
|
6,422 |
|
|
$ |
535 |
|
Marten Transport Ltd |
|
|
14,229 |
|
|
|
245 |
|
Masonite International Corp * |
|
|
5,300 |
|
|
|
500 |
|
MasTec Inc * |
|
|
13,162 |
|
|
|
1,037 |
|
Matrix Service Co * |
|
|
4,781 |
|
|
|
33 |
|
Matson Inc |
|
|
9,452 |
|
|
|
1,047 |
|
Matthews International Corp, Cl A |
|
|
6,813 |
|
|
|
226 |
|
Maxar Technologies Inc |
|
|
16,324 |
|
|
|
530 |
|
Mayville Engineering Co Inc * |
|
|
1,500 |
|
|
|
15 |
|
McGrath RentCorp |
|
|
5,548 |
|
|
|
451 |
|
MDU Resources Group Inc |
|
|
46,432 |
|
|
|
1,243 |
|
Mercury Systems Inc * |
|
|
13,023 |
|
|
|
784 |
|
Meritor Inc * |
|
|
15,095 |
|
|
|
538 |
|
Mesa Air Group Inc * |
|
|
7,700 |
|
|
|
33 |
|
Middleby Corp/The * |
|
|
12,625 |
|
|
|
2,242 |
|
Miller Industries Inc/TN |
|
|
2,311 |
|
|
|
72 |
|
MillerKnoll |
|
|
16,907 |
|
|
|
657 |
|
Mistras Group Inc * |
|
|
2,697 |
|
|
|
18 |
|
Montrose Environmental Group Inc * |
|
|
5,900 |
|
|
|
260 |
|
Moog Inc, Cl A |
|
|
6,524 |
|
|
|
542 |
|
MRC Global Inc * |
|
|
18,112 |
|
|
|
183 |
|
MSA Safety Inc |
|
|
8,444 |
|
|
|
1,175 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
10,203 |
|
|
|
791 |
|
Mueller Industries Inc |
|
|
12,808 |
|
|
|
731 |
|
Mueller Water Products Inc, Cl A |
|
|
35,912 |
|
|
|
456 |
|
MYR Group Inc * |
|
|
3,879 |
|
|
|
348 |
|
National Presto Industries Inc |
|
|
1,091 |
|
|
|
87 |
|
Nikola *(A) |
|
|
53,300 |
|
|
|
421 |
|
NL Industries Inc |
|
|
2,000 |
|
|
|
13 |
|
NN Inc * |
|
|
5,587 |
|
|
|
14 |
|
Northwest Pipe Co * |
|
|
2,600 |
|
|
|
74 |
|
NOW Inc * |
|
|
25,100 |
|
|
|
234 |
|
NV5 Global Inc * |
|
|
3,000 |
|
|
|
322 |
|
nVent Electric PLC |
|
|
38,400 |
|
|
|
1,303 |
|
Omega Flex Inc |
|
|
600 |
|
|
|
87 |
|
Oshkosh Corp |
|
|
15,717 |
|
|
|
1,745 |
|
Owens Corning |
|
|
22,960 |
|
|
|
2,140 |
|
PAM Transportation Services Inc * |
|
|
800 |
|
|
|
54 |
|
Park Aerospace Corp |
|
|
5,082 |
|
|
|
70 |
|
Park-Ohio Holdings Corp |
|
|
1,118 |
|
|
|
18 |
|
Parsons Corp * |
|
|
5,900 |
|
|
|
204 |
|
PGT Innovations Inc * |
|
|
12,300 |
|
|
|
265 |
|
Pitney Bowes Inc |
|
|
41,300 |
|
|
|
206 |
|
Plug Power Inc *(A) |
|
|
117,400 |
|
|
|
2,969 |
|
Powell Industries Inc |
|
|
1,364 |
|
|
|
29 |
|
Preformed Line Products Co |
|
|
690 |
|
|
|
38 |
|
Primoris Services Corp |
|
|
13,047 |
|
|
|
344 |
|
Proto Labs Inc * |
|
|
6,099 |
|
|
|
343 |
|
Quanex Building Products Corp |
|
|
6,965 |
|
|
|
159 |
|
Radiant Logistics Inc * |
|
|
12,400 |
|
|
|
86 |
|
RBC Bearings Inc * |
|
|
6,395 |
|
|
|
1,240 |
|
Regal Rexnord Corp |
|
|
15,438 |
|
|
|
2,475 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Resideo Technologies Inc * |
|
|
32,500 |
|
|
$ |
837 |
|
Resources Connection Inc |
|
|
6,981 |
|
|
|
116 |
|
REV Group Inc |
|
|
8,400 |
|
|
|
114 |
|
Romeo Power *(A) |
|
|
37,200 |
|
|
|
68 |
|
Rush Enterprises Inc, Cl A |
|
|
9,598 |
|
|
|
499 |
|
Rush Enterprises Inc, Cl B |
|
|
2,000 |
|
|
|
98 |
|
Ryder System Inc |
|
|
12,000 |
|
|
|
946 |
|
Safe Bulkers Inc * |
|
|
12,300 |
|
|
|
51 |
|
Saia Inc * |
|
|
6,092 |
|
|
|
1,750 |
|
Schneider National Inc, Cl B |
|
|
11,200 |
|
|
|
293 |
|
Science Applications International Corp |
|
|
13,176 |
|
|
|
1,155 |
|
Sensata Technologies Holding PLC * |
|
|
35,700 |
|
|
|
2,067 |
|
Shoals Technologies Group Inc, Cl A * |
|
|
23,300 |
|
|
|
368 |
|
Shyft Group Inc/The |
|
|
7,900 |
|
|
|
319 |
|
Simpson Manufacturing Co Inc |
|
|
9,943 |
|
|
|
1,178 |
|
SiteOne Landscape Supply Inc * |
|
|
10,200 |
|
|
|
1,759 |
|
SkyWest Inc * |
|
|
11,322 |
|
|
|
318 |
|
SP Plus Corp * |
|
|
6,098 |
|
|
|
182 |
|
Spirit AeroSystems Holdings Inc, Cl A |
|
|
23,075 |
|
|
|
1,154 |
|
Spirit Airlines Inc * |
|
|
22,647 |
|
|
|
568 |
|
SPX Corp * |
|
|
9,894 |
|
|
|
502 |
|
SPX FLOW Inc |
|
|
9,394 |
|
|
|
807 |
|
Standex International Corp |
|
|
2,729 |
|
|
|
289 |
|
Steelcase Inc, Cl A |
|
|
20,157 |
|
|
|
245 |
|
Stem * |
|
|
24,400 |
|
|
|
232 |
|
Stericycle Inc * |
|
|
20,100 |
|
|
|
1,173 |
|
Sterling Check Corp * |
|
|
3,600 |
|
|
|
76 |
|
Sterling Construction Co Inc * |
|
|
6,300 |
|
|
|
186 |
|
Sun Country Airlines Holdings Inc * |
|
|
8,300 |
|
|
|
224 |
|
Sunrun Inc * |
|
|
46,410 |
|
|
|
1,266 |
|
Team Inc * |
|
|
5,757 |
|
|
|
5 |
|
Tennant Co |
|
|
4,138 |
|
|
|
326 |
|
Terex Corp |
|
|
15,370 |
|
|
|
634 |
|
Tetra Tech Inc |
|
|
12,242 |
|
|
|
1,944 |
|
Textainer Group Holdings Ltd |
|
|
10,353 |
|
|
|
368 |
|
Thermon Group Holdings Inc * |
|
|
6,882 |
|
|
|
118 |
|
Timken Co/The |
|
|
14,609 |
|
|
|
958 |
|
Titan International Inc * |
|
|
10,800 |
|
|
|
121 |
|
Titan Machinery Inc * |
|
|
4,312 |
|
|
|
122 |
|
Toro Co/The |
|
|
24,400 |
|
|
|
2,289 |
|
TPI Composites Inc * |
|
|
7,500 |
|
|
|
101 |
|
Transcat Inc * |
|
|
1,600 |
|
|
|
126 |
|
TransUnion |
|
|
44,094 |
|
|
|
4,002 |
|
Trex Co Inc * |
|
|
26,560 |
|
|
|
2,439 |
|
TriNet Group Inc * |
|
|
9,100 |
|
|
|
795 |
|
Trinity Industries Inc |
|
|
17,742 |
|
|
|
512 |
|
Triton International Ltd |
|
|
15,284 |
|
|
|
1,004 |
|
Triumph Group Inc * |
|
|
14,496 |
|
|
|
363 |
|
TrueBlue Inc * |
|
|
8,328 |
|
|
|
227 |
|
TuSimple Holdings Inc, Cl A *(A) |
|
|
30,000 |
|
|
|
523 |
|
Tutor Perini Corp * |
|
|
8,051 |
|
|
|
79 |
|
Uber Technologies Inc * |
|
|
368,922 |
|
|
|
13,292 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
UFP Industries Inc |
|
|
13,965 |
|
|
$ |
1,197 |
|
UniFirst Corp/MA |
|
|
3,440 |
|
|
|
623 |
|
Univar Solutions Inc * |
|
|
38,750 |
|
|
|
1,190 |
|
Universal Logistics Holdings Inc |
|
|
1,900 |
|
|
|
36 |
|
Upwork Inc * |
|
|
26,500 |
|
|
|
670 |
|
US Ecology Inc * |
|
|
6,140 |
|
|
|
291 |
|
US Xpress Enterprises Inc, Cl A * |
|
|
5,300 |
|
|
|
24 |
|
Valmont Industries Inc |
|
|
4,814 |
|
|
|
1,042 |
|
Vectrus Inc * |
|
|
2,679 |
|
|
|
123 |
|
Veritiv Corp * |
|
|
3,399 |
|
|
|
364 |
|
Vertiv Holdings Co, Cl A |
|
|
73,700 |
|
|
|
960 |
|
Viad Corp * |
|
|
4,271 |
|
|
|
149 |
|
Vicor Corp * |
|
|
4,900 |
|
|
|
366 |
|
View *(A) |
|
|
31,300 |
|
|
|
76 |
|
Virgin Galactic Holdings Inc *(A) |
|
|
43,900 |
|
|
|
425 |
|
VSE Corp |
|
|
2,500 |
|
|
|
119 |
|
Wabash National Corp |
|
|
11,741 |
|
|
|
200 |
|
Watsco Inc |
|
|
7,459 |
|
|
|
2,037 |
|
Watts Water Technologies Inc, Cl A |
|
|
6,256 |
|
|
|
901 |
|
Welbilt Inc * |
|
|
29,350 |
|
|
|
694 |
|
Werner Enterprises Inc |
|
|
14,090 |
|
|
|
612 |
|
WESCO International Inc * |
|
|
10,165 |
|
|
|
1,237 |
|
Willdan Group Inc * |
|
|
2,400 |
|
|
|
77 |
|
Willis Lease Finance Corp * |
|
|
1,000 |
|
|
|
35 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
48,211 |
|
|
|
1,713 |
|
Woodward Inc |
|
|
13,142 |
|
|
|
1,638 |
|
XPO Logistics Inc * |
|
|
22,190 |
|
|
|
1,613 |
|
Yellow * |
|
|
10,800 |
|
|
|
97 |
|
Zurn Water Solutions Corp |
|
|
27,626 |
|
|
|
898 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
225,601 |
|
Information Technology — 23.1% |
|
|
|
|
3D Systems Corp * |
|
|
27,947 |
|
|
|
498 |
|
8x8 Inc * |
|
|
25,314 |
|
|
|
328 |
|
908 Devices * |
|
|
5,300 |
|
|
|
88 |
|
A10 Networks Inc |
|
|
13,400 |
|
|
|
191 |
|
ACI Worldwide Inc * |
|
|
27,012 |
|
|
|
905 |
|
ADTRAN Inc |
|
|
10,997 |
|
|
|
226 |
|
Advanced Energy Industries Inc |
|
|
8,919 |
|
|
|
766 |
|
Aeva Technologies *(A) |
|
|
22,800 |
|
|
|
96 |
|
Agilysys Inc * |
|
|
5,000 |
|
|
|
210 |
|
Akoustis Technologies Inc * |
|
|
8,400 |
|
|
|
53 |
|
Alarm.com Holdings Inc * |
|
|
10,800 |
|
|
|
711 |
|
Alkami Technology Inc * |
|
|
6,400 |
|
|
|
101 |
|
Allegro MicroSystems Inc * |
|
|
9,500 |
|
|
|
272 |
|
Alliance Data Systems Corp |
|
|
11,300 |
|
|
|
762 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
4,800 |
|
|
|
258 |
|
Altair Engineering Inc, Cl A * |
|
|
10,400 |
|
|
|
691 |
|
Alteryx Inc, Cl A * |
|
|
13,500 |
|
|
|
841 |
|
Ambarella Inc * |
|
|
8,045 |
|
|
|
1,124 |
|
Amdocs Ltd |
|
|
29,668 |
|
|
|
2,335 |
|
American Software Inc/GA, Cl A |
|
|
7,072 |
|
|
|
155 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Amkor Technology Inc |
|
|
22,938 |
|
|
$ |
520 |
|
Anaplan Inc * |
|
|
32,600 |
|
|
|
1,544 |
|
Appfolio Inc, Cl A * |
|
|
4,300 |
|
|
|
486 |
|
Appian Corp, Cl A * |
|
|
8,800 |
|
|
|
536 |
|
Arlo Technologies Inc * |
|
|
21,752 |
|
|
|
202 |
|
Arrow Electronics Inc * |
|
|
15,925 |
|
|
|
1,941 |
|
Arteris * |
|
|
1,100 |
|
|
|
16 |
|
Asana Inc, Cl A *(A) |
|
|
15,300 |
|
|
|
838 |
|
Aspen Technology Inc * |
|
|
15,367 |
|
|
|
2,342 |
|
Atlassian Corp PLC, Cl A * |
|
|
32,041 |
|
|
|
9,796 |
|
Atomera *(A) |
|
|
3,500 |
|
|
|
56 |
|
Avalara Inc * |
|
|
19,679 |
|
|
|
2,045 |
|
Avaya Holdings Corp * |
|
|
17,842 |
|
|
|
246 |
|
Aviat Networks * |
|
|
2,100 |
|
|
|
59 |
|
Avid Technology Inc * |
|
|
7,722 |
|
|
|
243 |
|
AvidXchange Holdings *(A) |
|
|
5,700 |
|
|
|
55 |
|
Avnet Inc |
|
|
22,599 |
|
|
|
951 |
|
Axcelis Technologies Inc * |
|
|
7,550 |
|
|
|
523 |
|
AXT Inc * |
|
|
9,700 |
|
|
|
72 |
|
Azenta Inc |
|
|
16,903 |
|
|
|
1,479 |
|
Badger Meter Inc |
|
|
6,624 |
|
|
|
658 |
|
Belden Inc |
|
|
10,123 |
|
|
|
570 |
|
Benchmark Electronics Inc |
|
|
9,030 |
|
|
|
236 |
|
Benefitfocus Inc * |
|
|
5,300 |
|
|
|
53 |
|
Bentley Systems Inc, Cl B |
|
|
31,600 |
|
|
|
1,213 |
|
BigCommerce Holdings Inc * |
|
|
10,700 |
|
|
|
277 |
|
Bill.com Holdings Inc * |
|
|
21,077 |
|
|
|
5,014 |
|
Black Knight Inc * |
|
|
34,837 |
|
|
|
1,957 |
|
Blackbaud Inc * |
|
|
10,755 |
|
|
|
672 |
|
Blackline Inc * |
|
|
12,200 |
|
|
|
919 |
|
Block Inc, Cl A * |
|
|
109,709 |
|
|
|
13,988 |
|
Bottomline Technologies DE Inc * |
|
|
10,271 |
|
|
|
582 |
|
Box Inc, Cl A * |
|
|
31,500 |
|
|
|
807 |
|
Brightcove Inc * |
|
|
9,610 |
|
|
|
72 |
|
BTRS Holdings Inc, Cl A * |
|
|
12,400 |
|
|
|
76 |
|
C3.ai Inc, Cl A *(A) |
|
|
12,800 |
|
|
|
287 |
|
CalAmp Corp * |
|
|
8,156 |
|
|
|
58 |
|
Calix Inc * |
|
|
12,445 |
|
|
|
676 |
|
Cambium Networks Corp * |
|
|
1,999 |
|
|
|
56 |
|
Cantaloupe * |
|
|
14,900 |
|
|
|
116 |
|
Casa Systems Inc * |
|
|
2,800 |
|
|
|
12 |
|
Cass Information Systems Inc |
|
|
3,154 |
|
|
|
125 |
|
CDK Global Inc |
|
|
27,400 |
|
|
|
1,242 |
|
Cerence Inc * |
|
|
8,510 |
|
|
|
307 |
|
CEVA Inc * |
|
|
5,138 |
|
|
|
209 |
|
ChannelAdvisor Corp * |
|
|
5,900 |
|
|
|
106 |
|
Ciena Corp * |
|
|
35,386 |
|
|
|
2,421 |
|
Cirrus Logic Inc * |
|
|
12,895 |
|
|
|
1,120 |
|
Cleanspark *(A) |
|
|
8,900 |
|
|
|
94 |
|
Clearfield Inc * |
|
|
2,600 |
|
|
|
167 |
|
Cloudflare Inc, Cl A *(A) |
|
|
59,300 |
|
|
|
6,904 |
|
CMC Materials Inc |
|
|
6,405 |
|
|
|
1,188 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cognex Corp |
|
|
39,216 |
|
|
$ |
2,649 |
|
Coherent Inc * |
|
|
5,553 |
|
|
|
1,468 |
|
Cohu Inc * |
|
|
11,036 |
|
|
|
344 |
|
CommScope Holding Co Inc * |
|
|
46,000 |
|
|
|
439 |
|
CommVault Systems Inc * |
|
|
10,384 |
|
|
|
653 |
|
Comtech Telecommunications Corp |
|
|
5,832 |
|
|
|
120 |
|
Concentrix Corp |
|
|
9,681 |
|
|
|
1,935 |
|
Conduent Inc * |
|
|
39,300 |
|
|
|
191 |
|
Consensus Cloud Solutions Inc * |
|
|
3,585 |
|
|
|
200 |
|
CoreCard * |
|
|
1,700 |
|
|
|
55 |
|
Corsair Gaming *(A) |
|
|
6,200 |
|
|
|
143 |
|
Couchbase * |
|
|
2,100 |
|
|
|
44 |
|
Coupa Software Inc * |
|
|
16,800 |
|
|
|
2,033 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
45,321 |
|
|
|
8,847 |
|
CS Disco * |
|
|
400 |
|
|
|
15 |
|
CSG Systems International Inc |
|
|
7,417 |
|
|
|
458 |
|
CTS Corp |
|
|
7,545 |
|
|
|
286 |
|
Daktronics Inc * |
|
|
4,580 |
|
|
|
21 |
|
Datadog Inc, Cl A * |
|
|
58,055 |
|
|
|
9,353 |
|
Datto Holding Corp *(A) |
|
|
5,200 |
|
|
|
122 |
|
Dell Technologies Inc, Cl C |
|
|
62,590 |
|
|
|
3,190 |
|
Diebold Nixdorf Inc * |
|
|
16,833 |
|
|
|
146 |
|
Digi International Inc * |
|
|
7,601 |
|
|
|
153 |
|
Digimarc Corp *(A) |
|
|
2,876 |
|
|
|
87 |
|
Digital Turbine Inc * |
|
|
20,700 |
|
|
|
1,004 |
|
DigitalOcean Holdings Inc * |
|
|
11,600 |
|
|
|
688 |
|
Diodes Inc * |
|
|
9,842 |
|
|
|
882 |
|
DocuSign Inc, Cl A * |
|
|
44,380 |
|
|
|
5,256 |
|
Dolby Laboratories Inc, Cl A |
|
|
14,804 |
|
|
|
1,112 |
|
Domo Inc, Cl B * |
|
|
6,432 |
|
|
|
286 |
|
DoubleVerify Holdings Inc * |
|
|
12,000 |
|
|
|
332 |
|
Dropbox Inc, Cl A * |
|
|
68,100 |
|
|
|
1,545 |
|
DSP Group Inc *(A) |
|
|
– |
|
|
|
— |
|
Duck Creek Technologies Inc * |
|
|
16,400 |
|
|
|
385 |
|
Dynatrace Inc * |
|
|
45,200 |
|
|
|
2,008 |
|
DZS * |
|
|
3,800 |
|
|
|
55 |
|
E2open Parent Holdings Inc *(A) |
|
|
46,500 |
|
|
|
418 |
|
Eastman Kodak Co *(A) |
|
|
9,600 |
|
|
|
46 |
|
Ebix Inc |
|
|
5,725 |
|
|
|
169 |
|
eGain Corp * |
|
|
4,900 |
|
|
|
58 |
|
Elastic NV * |
|
|
17,000 |
|
|
|
1,473 |
|
EMCORE Corp * |
|
|
7,800 |
|
|
|
30 |
|
Enfusion, Cl A *(A) |
|
|
4,900 |
|
|
|
81 |
|
EngageSmart * |
|
|
5,000 |
|
|
|
110 |
|
Entegris Inc |
|
|
30,989 |
|
|
|
4,043 |
|
Envestnet Inc * |
|
|
12,252 |
|
|
|
917 |
|
ePlus Inc * |
|
|
6,576 |
|
|
|
308 |
|
Euronet Worldwide Inc * |
|
|
11,688 |
|
|
|
1,499 |
|
Everbridge Inc * |
|
|
8,700 |
|
|
|
344 |
|
EverCommerce * |
|
|
3,600 |
|
|
|
43 |
|
EVERTEC Inc |
|
|
13,600 |
|
|
|
549 |
|
Evo Payments Inc, Cl A * |
|
|
10,400 |
|
|
|
251 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ExlService Holdings Inc * |
|
|
7,523 |
|
|
$ |
909 |
|
Extreme Networks Inc * |
|
|
28,887 |
|
|
|
332 |
|
Fabrinet * |
|
|
8,515 |
|
|
|
853 |
|
Fair Isaac Corp * |
|
|
6,091 |
|
|
|
2,870 |
|
FARO Technologies Inc * |
|
|
4,508 |
|
|
|
247 |
|
Fastly Inc, Cl A *(A) |
|
|
23,900 |
|
|
|
445 |
|
First Solar Inc * |
|
|
24,300 |
|
|
|
1,830 |
|
Five9 Inc * |
|
|
15,500 |
|
|
|
1,705 |
|
Flywire * |
|
|
14,300 |
|
|
|
387 |
|
FormFactor Inc * |
|
|
17,719 |
|
|
|
717 |
|
Genpact Ltd |
|
|
41,950 |
|
|
|
1,755 |
|
GLOBALFOUNDRIES Inc *(A) |
|
|
11,800 |
|
|
|
717 |
|
Globant SA * |
|
|
9,100 |
|
|
|
2,493 |
|
GoDaddy Inc, Cl A * |
|
|
38,545 |
|
|
|
3,215 |
|
GreenBox POS * |
|
|
3,700 |
|
|
|
13 |
|
GreenSky, Cl A * |
|
|
14,700 |
|
|
|
146 |
|
Grid Dynamics Holdings Inc * |
|
|
11,600 |
|
|
|
141 |
|
GTY Technology Holdings Inc * |
|
|
11,200 |
|
|
|
50 |
|
Guidewire Software Inc * |
|
|
19,269 |
|
|
|
1,699 |
|
Hackett Group Inc/The |
|
|
5,700 |
|
|
|
118 |
|
Harmonic Inc * |
|
|
20,694 |
|
|
|
193 |
|
HubSpot Inc * |
|
|
10,373 |
|
|
|
5,446 |
|
I3 Verticals Inc, Cl A * |
|
|
4,800 |
|
|
|
127 |
|
IBEX Holdings * |
|
|
1,200 |
|
|
|
19 |
|
Ichor Holdings Ltd * |
|
|
6,600 |
|
|
|
232 |
|
Identiv * |
|
|
4,400 |
|
|
|
92 |
|
II-VI Inc *(A) |
|
|
24,239 |
|
|
|
1,684 |
|
Impinj Inc * |
|
|
4,200 |
|
|
|
289 |
|
Infinera Corp * |
|
|
41,084 |
|
|
|
379 |
|
Informatica Inc, Cl A |
|
|
7,200 |
|
|
|
145 |
|
Inseego Corp *(A) |
|
|
21,400 |
|
|
|
101 |
|
Insight Enterprises Inc * |
|
|
7,798 |
|
|
|
811 |
|
Instructure Holdings * |
|
|
2,600 |
|
|
|
58 |
|
Intapp * |
|
|
2,200 |
|
|
|
51 |
|
InterDigital Inc |
|
|
7,417 |
|
|
|
478 |
|
International Money Express Inc * |
|
|
9,100 |
|
|
|
146 |
|
Iteris Inc * |
|
|
12,600 |
|
|
|
41 |
|
Itron Inc * |
|
|
10,211 |
|
|
|
487 |
|
Jabil Inc |
|
|
33,600 |
|
|
|
1,942 |
|
Jamf Holding Corp *(A) |
|
|
12,600 |
|
|
|
431 |
|
JFrog Ltd * |
|
|
11,500 |
|
|
|
285 |
|
Kaltura * |
|
|
3,700 |
|
|
|
8 |
|
Kimball Electronics Inc * |
|
|
5,693 |
|
|
|
98 |
|
Knowles Corp * |
|
|
20,300 |
|
|
|
442 |
|
Kopin Corp *(A) |
|
|
20,100 |
|
|
|
53 |
|
Kulicke & Soffa Industries Inc |
|
|
13,900 |
|
|
|
726 |
|
KVH Industries Inc * |
|
|
1,997 |
|
|
|
17 |
|
Kyndryl Holdings Inc * |
|
|
50,700 |
|
|
|
804 |
|
Lattice Semiconductor Corp * |
|
|
30,962 |
|
|
|
1,939 |
|
Limelight Networks Inc * |
|
|
27,600 |
|
|
|
108 |
|
Littelfuse Inc |
|
|
5,531 |
|
|
|
1,428 |
|
LivePerson Inc * |
|
|
14,991 |
|
|
|
304 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LiveRamp Holdings Inc * |
|
|
15,074 |
|
|
$ |
651 |
|
Lumentum Holdings Inc * |
|
|
16,670 |
|
|
|
1,648 |
|
Luna Innovations * |
|
|
10,800 |
|
|
|
74 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
11,125 |
|
|
|
669 |
|
Mandiant Inc * |
|
|
53,000 |
|
|
|
1,049 |
|
Manhattan Associates Inc * |
|
|
14,480 |
|
|
|
1,936 |
|
Marathon Digital Holdings Inc *(A) |
|
|
21,200 |
|
|
|
537 |
|
Marvell Technology Inc |
|
|
187,112 |
|
|
|
12,785 |
|
Maximus Inc |
|
|
13,816 |
|
|
|
1,090 |
|
MaxLinear Inc, Cl A * |
|
|
15,944 |
|
|
|
978 |
|
McAfee Corp, Cl A |
|
|
19,400 |
|
|
|
504 |
|
MeridianLink * |
|
|
2,700 |
|
|
|
53 |
|
Meta Materials *(A) |
|
|
46,350 |
|
|
|
100 |
|
Methode Electronics Inc |
|
|
8,684 |
|
|
|
396 |
|
MicroStrategy Inc, Cl A *(A) |
|
|
1,953 |
|
|
|
865 |
|
MicroVision *(A) |
|
|
35,100 |
|
|
|
141 |
|
Mimecast Ltd * |
|
|
14,000 |
|
|
|
1,113 |
|
Mitek Systems Inc * |
|
|
9,100 |
|
|
|
135 |
|
MKS Instruments Inc |
|
|
12,723 |
|
|
|
1,916 |
|
Model N Inc * |
|
|
7,600 |
|
|
|
187 |
|
Momentive Global Inc * |
|
|
29,200 |
|
|
|
459 |
|
MoneyGram International Inc * |
|
|
18,900 |
|
|
|
203 |
|
MongoDB Inc, Cl A * |
|
|
14,600 |
|
|
|
5,577 |
|
N-able Inc * |
|
|
11,350 |
|
|
|
131 |
|
Napco Security Technologies Inc * |
|
|
6,500 |
|
|
|
133 |
|
National Instruments Corp |
|
|
30,567 |
|
|
|
1,227 |
|
nCino Inc * |
|
|
12,700 |
|
|
|
583 |
|
NCR Corp * |
|
|
29,783 |
|
|
|
1,207 |
|
NeoPhotonics Corp * |
|
|
13,200 |
|
|
|
202 |
|
NETGEAR Inc * |
|
|
6,692 |
|
|
|
178 |
|
NetScout Systems Inc * |
|
|
15,958 |
|
|
|
497 |
|
New Relic Inc * |
|
|
11,700 |
|
|
|
775 |
|
nLight Inc * |
|
|
10,600 |
|
|
|
173 |
|
Novanta Inc * |
|
|
7,962 |
|
|
|
1,088 |
|
Nuance Communications Inc * |
|
|
65,371 |
|
|
|
3,629 |
|
Nutanix Inc, Cl A * |
|
|
48,600 |
|
|
|
1,298 |
|
NVE Corp |
|
|
1,094 |
|
|
|
63 |
|
Okta Inc, Cl A * |
|
|
29,004 |
|
|
|
5,303 |
|
ON Semiconductor Corp * |
|
|
97,300 |
|
|
|
6,092 |
|
ON24 * |
|
|
6,100 |
|
|
|
95 |
|
OneSpan Inc * |
|
|
7,554 |
|
|
|
104 |
|
Onto Innovation Inc * |
|
|
11,172 |
|
|
|
963 |
|
OSI Systems Inc * |
|
|
4,068 |
|
|
|
328 |
|
Ouster *(A) |
|
|
33,500 |
|
|
|
113 |
|
PagerDuty Inc * |
|
|
18,415 |
|
|
|
623 |
|
Palantir Technologies Inc, Cl A * |
|
|
381,800 |
|
|
|
4,524 |
|
Palo Alto Networks Inc * |
|
|
21,885 |
|
|
|
13,005 |
|
PAR Technology Corp * |
|
|
5,800 |
|
|
|
243 |
|
Paya Holdings Inc * |
|
|
20,400 |
|
|
|
132 |
|
Paycor HCM Inc *(A) |
|
|
5,700 |
|
|
|
160 |
|
Paylocity Holding Corp * |
|
|
9,000 |
|
|
|
1,912 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Paysafe Ltd * |
|
|
157,600 |
|
|
$ |
503 |
|
PC Connection Inc |
|
|
2,231 |
|
|
|
109 |
|
PDF Solutions Inc * |
|
|
6,753 |
|
|
|
185 |
|
Pegasystems Inc |
|
|
9,336 |
|
|
|
813 |
|
Perficient Inc * |
|
|
7,400 |
|
|
|
754 |
|
Photronics Inc * |
|
|
13,129 |
|
|
|
242 |
|
Ping Identity Holding Corp * |
|
|
14,700 |
|
|
|
309 |
|
Plantronics Inc * |
|
|
10,369 |
|
|
|
292 |
|
Plexus Corp * |
|
|
6,328 |
|
|
|
516 |
|
Power Integrations Inc |
|
|
13,878 |
|
|
|
1,249 |
|
Priority Technology Holdings Inc * |
|
|
1,600 |
|
|
|
8 |
|
Procore Technologies Inc * |
|
|
13,500 |
|
|
|
880 |
|
Progress Software Corp |
|
|
10,058 |
|
|
|
443 |
|
PROS Holdings Inc * |
|
|
9,399 |
|
|
|
299 |
|
Pure Storage Inc, Cl A * |
|
|
61,100 |
|
|
|
1,585 |
|
Q2 Holdings Inc * |
|
|
12,500 |
|
|
|
813 |
|
Qualys Inc * |
|
|
7,800 |
|
|
|
977 |
|
Quantum * |
|
|
10,200 |
|
|
|
27 |
|
Rackspace Technology Inc * |
|
|
11,600 |
|
|
|
129 |
|
Rambus Inc * |
|
|
24,910 |
|
|
|
673 |
|
Rapid7 Inc * |
|
|
12,800 |
|
|
|
1,324 |
|
Rekor Systems *(A) |
|
|
6,700 |
|
|
|
32 |
|
Remitly Global *(A) |
|
|
4,400 |
|
|
|
48 |
|
Repay Holdings Corp, Cl A * |
|
|
20,900 |
|
|
|
361 |
|
Ribbon Communications Inc * |
|
|
13,520 |
|
|
|
41 |
|
Rimini Street Inc * |
|
|
10,000 |
|
|
|
45 |
|
RingCentral Inc, Cl A * |
|
|
18,700 |
|
|
|
2,447 |
|
Riot Blockchain *(A) |
|
|
17,300 |
|
|
|
298 |
|
Rogers Corp * |
|
|
4,293 |
|
|
|
1,172 |
|
Sabre Corp * |
|
|
75,200 |
|
|
|
822 |
|
Sailpoint Technologies Holdings Inc * |
|
|
20,800 |
|
|
|
860 |
|
Sanmina Corp * |
|
|
14,166 |
|
|
|
564 |
|
Sapiens International Corp NV |
|
|
7,000 |
|
|
|
189 |
|
ScanSource Inc * |
|
|
6,496 |
|
|
|
205 |
|
SecureWorks Corp, Cl A * |
|
|
2,000 |
|
|
|
31 |
|
Semtech Corp * |
|
|
14,775 |
|
|
|
1,025 |
|
Shift4 Payments Inc, Cl A * |
|
|
9,800 |
|
|
|
516 |
|
ShotSpotter Inc * |
|
|
1,400 |
|
|
|
36 |
|
Silicon Laboratories Inc * |
|
|
9,082 |
|
|
|
1,396 |
|
SiTime Corp * |
|
|
3,600 |
|
|
|
728 |
|
SkyWater Technology *(A) |
|
|
1,700 |
|
|
|
20 |
|
SMART Global Holdings Inc * |
|
|
8,800 |
|
|
|
242 |
|
Smartsheet Inc, Cl A * |
|
|
27,600 |
|
|
|
1,467 |
|
Smith Micro Software Inc * |
|
|
9,500 |
|
|
|
40 |
|
Snowflake Inc, Cl A * |
|
|
45,400 |
|
|
|
12,061 |
|
SolarWinds Corp |
|
|
7,850 |
|
|
|
106 |
|
Splunk Inc * |
|
|
37,222 |
|
|
|
4,396 |
|
Sprout Social Inc, Cl A * |
|
|
10,200 |
|
|
|
664 |
|
SPS Commerce Inc * |
|
|
7,858 |
|
|
|
1,020 |
|
SS&C Technologies Holdings Inc |
|
|
51,318 |
|
|
|
3,847 |
|
StarTek Inc * |
|
|
4,000 |
|
|
|
18 |
|
StoneCo Ltd, Cl A * |
|
|
50,000 |
|
|
|
562 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Stronghold Digital Mining, Cl A * |
|
|
1,600 |
|
|
$ |
20 |
|
Sumo Logic Inc * |
|
|
18,700 |
|
|
|
225 |
|
SunPower Corp, Cl A *(A) |
|
|
18,336 |
|
|
|
329 |
|
Super Micro Computer Inc * |
|
|
10,300 |
|
|
|
405 |
|
Switch Inc, Cl A |
|
|
26,300 |
|
|
|
684 |
|
Synaptics Inc * |
|
|
8,887 |
|
|
|
2,030 |
|
TD SYNNEX Corp |
|
|
9,581 |
|
|
|
976 |
|
Telos * |
|
|
8,500 |
|
|
|
97 |
|
Tenable Holdings Inc * |
|
|
20,900 |
|
|
|
1,157 |
|
Teradata Corp * |
|
|
24,500 |
|
|
|
1,225 |
|
Thoughtworks Holding Inc * |
|
|
9,100 |
|
|
|
208 |
|
Trade Desk Inc/The, Cl A * |
|
|
99,900 |
|
|
|
8,523 |
|
TTEC Holdings Inc |
|
|
4,227 |
|
|
|
336 |
|
TTM Technologies Inc * |
|
|
23,487 |
|
|
|
295 |
|
Tucows Inc, Cl A *(A) |
|
|
2,200 |
|
|
|
148 |
|
Turtle Beach Corp * |
|
|
4,000 |
|
|
|
95 |
|
Twilio Inc, Cl A * |
|
|
38,242 |
|
|
|
6,685 |
|
Ubiquiti Inc |
|
|
1,500 |
|
|
|
381 |
|
Ultra Clean Holdings Inc * |
|
|
9,852 |
|
|
|
451 |
|
Unisys Corp * |
|
|
15,183 |
|
|
|
324 |
|
Unity Software Inc * |
|
|
34,500 |
|
|
|
3,673 |
|
Universal Display Corp |
|
|
10,051 |
|
|
|
1,557 |
|
Upland Software Inc * |
|
|
5,700 |
|
|
|
107 |
|
Varonis Systems Inc, Cl B * |
|
|
24,100 |
|
|
|
1,051 |
|
Veeco Instruments Inc * |
|
|
11,010 |
|
|
|
315 |
|
Velodyne Lidar *(A) |
|
|
17,700 |
|
|
|
65 |
|
Verint Systems Inc * |
|
|
14,650 |
|
|
|
736 |
|
Veritone Inc * |
|
|
5,500 |
|
|
|
93 |
|
Verra Mobility Corp, Cl A * |
|
|
32,300 |
|
|
|
543 |
|
Viant Technology, Cl A * |
|
|
2,600 |
|
|
|
21 |
|
Viasat Inc * |
|
|
15,956 |
|
|
|
728 |
|
Viavi Solutions Inc * |
|
|
54,200 |
|
|
|
889 |
|
VirnetX Holding Corp * |
|
|
20,442 |
|
|
|
37 |
|
Vishay Intertechnology Inc |
|
|
30,417 |
|
|
|
584 |
|
Vishay Precision Group Inc * |
|
|
3,164 |
|
|
|
99 |
|
VMware Inc, Cl A |
|
|
51,109 |
|
|
|
5,996 |
|
Vonage Holdings Corp * |
|
|
54,320 |
|
|
|
1,104 |
|
Vontier Corp |
|
|
39,500 |
|
|
|
960 |
|
Weave Communications Inc * |
|
|
1,000 |
|
|
|
10 |
|
Western Union Co/The |
|
|
92,000 |
|
|
|
1,673 |
|
WEX Inc * |
|
|
10,376 |
|
|
|
1,748 |
|
Wix.com Ltd * |
|
|
12,100 |
|
|
|
1,108 |
|
Wolfspeed Inc * |
|
|
26,423 |
|
|
|
2,714 |
|
Workday Inc, Cl A * |
|
|
43,666 |
|
|
|
10,002 |
|
Workiva Inc, Cl A * |
|
|
9,700 |
|
|
|
1,021 |
|
Xerox Holdings Corp |
|
|
32,000 |
|
|
|
631 |
|
Xperi Holding Corp |
|
|
23,950 |
|
|
|
415 |
|
Yext Inc * |
|
|
25,100 |
|
|
|
186 |
|
Zendesk Inc * |
|
|
27,523 |
|
|
|
3,211 |
|
Zoom Video Communications Inc, Cl A * |
|
|
49,921 |
|
|
|
6,620 |
|
Zscaler Inc * |
|
|
18,100 |
|
|
|
4,329 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zuora Inc, Cl A * |
|
|
26,300 |
|
|
$ |
399 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
376,048 |
|
Materials — 4.3% |
|
|
|
|
AdvanSix Inc |
|
|
5,900 |
|
|
|
236 |
|
Alcoa Corp |
|
|
43,200 |
|
|
|
3,255 |
|
Allegheny Technologies Inc * |
|
|
30,100 |
|
|
|
775 |
|
American Vanguard Corp |
|
|
8,099 |
|
|
|
122 |
|
Amyris Inc *(A) |
|
|
37,000 |
|
|
|
169 |
|
AptarGroup Inc |
|
|
15,066 |
|
|
|
1,836 |
|
Arconic Corp * |
|
|
24,300 |
|
|
|
746 |
|
Ardagh Metal Packaging SA *(A) |
|
|
46,050 |
|
|
|
383 |
|
Ashland Global Holdings Inc |
|
|
12,808 |
|
|
|
1,182 |
|
Aspen Aerogels Inc * |
|
|
4,800 |
|
|
|
142 |
|
Avient Corp |
|
|
21,132 |
|
|
|
1,107 |
|
Axalta Coating Systems Ltd * |
|
|
47,600 |
|
|
|
1,287 |
|
Balchem Corp |
|
|
7,288 |
|
|
|
1,008 |
|
Berry Global Group Inc * |
|
|
30,941 |
|
|
|
1,877 |
|
Cabot Corp |
|
|
12,832 |
|
|
|
939 |
|
Carpenter Technology Corp |
|
|
9,601 |
|
|
|
369 |
|
Century Aluminum Co * |
|
|
12,297 |
|
|
|
290 |
|
Chase Corp |
|
|
1,500 |
|
|
|
138 |
|
Chemours Co/The |
|
|
37,400 |
|
|
|
1,032 |
|
Clearwater Paper Corp * |
|
|
3,751 |
|
|
|
108 |
|
Cleveland-Cliffs Inc * |
|
|
104,460 |
|
|
|
2,336 |
|
Coeur Mining Inc * |
|
|
58,261 |
|
|
|
250 |
|
Commercial Metals Co |
|
|
27,141 |
|
|
|
1,046 |
|
Compass Minerals International Inc |
|
|
7,840 |
|
|
|
460 |
|
Constellium, Cl A * |
|
|
28,600 |
|
|
|
556 |
|
Crown Holdings Inc |
|
|
28,151 |
|
|
|
3,453 |
|
Danimer Scientific *(A) |
|
|
26,700 |
|
|
|
106 |
|
Diversey Holdings Ltd * |
|
|
19,500 |
|
|
|
187 |
|
Eagle Materials Inc |
|
|
9,183 |
|
|
|
1,256 |
|
Ecovyst |
|
|
12,200 |
|
|
|
133 |
|
Element Solutions Inc |
|
|
53,900 |
|
|
|
1,325 |
|
Ferro Corp * |
|
|
18,705 |
|
|
|
406 |
|
Forterra Inc * |
|
|
6,600 |
|
|
|
155 |
|
FutureFuel Corp |
|
|
3,876 |
|
|
|
29 |
|
Gatos Silver * |
|
|
7,500 |
|
|
|
25 |
|
GCP Applied Technologies Inc * |
|
|
12,024 |
|
|
|
380 |
|
Glatfelter |
|
|
10,271 |
|
|
|
141 |
|
Graphic Packaging Holding Co |
|
|
65,817 |
|
|
|
1,354 |
|
Greif Inc, Cl A |
|
|
6,319 |
|
|
|
363 |
|
Greif Inc, Cl B |
|
|
1,300 |
|
|
|
74 |
|
Hawkins Inc |
|
|
4,346 |
|
|
|
197 |
|
Haynes International Inc |
|
|
2,823 |
|
|
|
103 |
|
HB Fuller Co |
|
|
12,033 |
|
|
|
823 |
|
Hecla Mining Co |
|
|
121,968 |
|
|
|
703 |
|
Huntsman Corp |
|
|
47,524 |
|
|
|
1,922 |
|
Ingevity Corp * |
|
|
8,300 |
|
|
|
566 |
|
Innospec Inc |
|
|
5,513 |
|
|
|
526 |
|
Intrepid Potash * |
|
|
1,960 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kaiser Aluminum Corp |
|
|
3,754 |
|
|
$ |
362 |
|
Koppers Holdings Inc |
|
|
4,473 |
|
|
|
128 |
|
Kraton Corp * |
|
|
7,080 |
|
|
|
327 |
|
Kronos Worldwide Inc |
|
|
5,084 |
|
|
|
75 |
|
Livent Corp * |
|
|
36,200 |
|
|
|
852 |
|
Louisiana-Pacific Corp |
|
|
20,242 |
|
|
|
1,456 |
|
Marrone Bio Innovations * |
|
|
12,500 |
|
|
|
9 |
|
Materion Corp |
|
|
4,574 |
|
|
|
382 |
|
Minerals Technologies Inc |
|
|
7,524 |
|
|
|
527 |
|
MP Materials *(A) |
|
|
17,000 |
|
|
|
776 |
|
Myers Industries Inc |
|
|
8,418 |
|
|
|
140 |
|
Neenah Inc |
|
|
3,793 |
|
|
|
148 |
|
NewMarket Corp |
|
|
1,497 |
|
|
|
476 |
|
Novagold Resources Inc * |
|
|
55,300 |
|
|
|
386 |
|
O-I Glass Inc * |
|
|
38,000 |
|
|
|
486 |
|
Olin Corp |
|
|
33,016 |
|
|
|
1,701 |
|
Olympic Steel Inc |
|
|
1,927 |
|
|
|
52 |
|
Orion Engineered Carbons SA |
|
|
14,400 |
|
|
|
224 |
|
Pactiv Evergreen Inc |
|
|
8,700 |
|
|
|
84 |
|
Perpetua Resources * |
|
|
5,700 |
|
|
|
20 |
|
PolyMet Mining * |
|
|
6,200 |
|
|
|
17 |
|
PureCycle Technologies *(A) |
|
|
12,200 |
|
|
|
85 |
|
Quaker Chemical Corp |
|
|
3,034 |
|
|
|
563 |
|
Ranpak Holdings Corp, Cl A * |
|
|
8,300 |
|
|
|
201 |
|
Rayonier Advanced Materials Inc * |
|
|
13,917 |
|
|
|
82 |
|
Reliance Steel & Aluminum Co |
|
|
14,238 |
|
|
|
2,718 |
|
Royal Gold Inc |
|
|
15,002 |
|
|
|
1,819 |
|
RPM International Inc |
|
|
29,288 |
|
|
|
2,477 |
|
Ryerson Holding Corp |
|
|
4,900 |
|
|
|
128 |
|
Schnitzer Steel Industries Inc, Cl A |
|
|
5,956 |
|
|
|
290 |
|
Schweitzer-Mauduit International Inc |
|
|
5,638 |
|
|
|
176 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
9,459 |
|
|
|
1,325 |
|
Sensient Technologies Corp |
|
|
9,535 |
|
|
|
783 |
|
Silgan Holdings Inc |
|
|
18,960 |
|
|
|
794 |
|
Sonoco Products Co |
|
|
22,621 |
|
|
|
1,328 |
|
Southern Copper Corp |
|
|
19,429 |
|
|
|
1,348 |
|
Steel Dynamics Inc |
|
|
43,237 |
|
|
|
3,052 |
|
Stepan Co |
|
|
4,825 |
|
|
|
500 |
|
Summit Materials Inc, Cl A * |
|
|
26,706 |
|
|
|
834 |
|
SunCoke Energy Inc |
|
|
18,646 |
|
|
|
148 |
|
Sylvamo Corp * |
|
|
7,700 |
|
|
|
269 |
|
TimkenSteel Corp * |
|
|
10,104 |
|
|
|
182 |
|
Tredegar Corp |
|
|
5,341 |
|
|
|
61 |
|
TriMas Corp |
|
|
9,876 |
|
|
|
321 |
|
Trinseo PLC |
|
|
8,900 |
|
|
|
462 |
|
Tronox Holdings PLC |
|
|
25,800 |
|
|
|
524 |
|
UFP Technologies Inc * |
|
|
1,800 |
|
|
|
124 |
|
United States Lime & Minerals Inc |
|
|
400 |
|
|
|
47 |
|
United States Steel Corp |
|
|
61,600 |
|
|
|
1,676 |
|
Valhi |
|
|
500 |
|
|
|
13 |
|
Valvoline Inc |
|
|
41,736 |
|
|
|
1,349 |
|
Verso Corp |
|
|
5,800 |
|
|
|
154 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Warrior Met Coal Inc |
|
|
12,600 |
|
|
$ |
397 |
|
Westlake Corp |
|
|
7,510 |
|
|
|
828 |
|
Worthington Industries Inc |
|
|
7,402 |
|
|
|
422 |
|
Zymergen *(A) |
|
|
18,000 |
|
|
|
69 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
70,164 |
|
Real Estate — 7.7% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
20,139 |
|
|
|
432 |
|
Agree Realty Corp ‡ |
|
|
15,447 |
|
|
|
991 |
|
Alexander & Baldwin Inc ‡ |
|
|
16,191 |
|
|
|
363 |
|
Alexander's Inc ‡ |
|
|
488 |
|
|
|
124 |
|
American Assets Trust Inc ‡ |
|
|
11,391 |
|
|
|
416 |
|
American Campus Communities Inc ‡ |
|
|
31,362 |
|
|
|
1,688 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
64,900 |
|
|
|
2,467 |
|
Americold Realty Trust ‡ |
|
|
61,200 |
|
|
|
1,635 |
|
Apartment Income ‡ |
|
|
35,800 |
|
|
|
1,848 |
|
Apartment Investment and Management Co, Cl A ‡ |
|
|
34,000 |
|
|
|
243 |
|
Apple Hospitality Inc ‡ |
|
|
48,800 |
|
|
|
863 |
|
Armada Hoffler Properties Inc ‡ |
|
|
13,800 |
|
|
|
203 |
|
Ashford Hospitality Trust Inc *‡ |
|
|
3,050 |
|
|
|
26 |
|
Braemar Hotels & Resorts Inc *‡(A) |
|
|
13,600 |
|
|
|
81 |
|
Brandywine Realty Trust ‡ |
|
|
38,639 |
|
|
|
515 |
|
Brixmor Property Group Inc ‡ |
|
|
67,900 |
|
|
|
1,706 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
35,900 |
|
|
|
778 |
|
BRT Apartments Corp ‡ |
|
|
2,400 |
|
|
|
53 |
|
Camden Property Trust ‡ |
|
|
22,638 |
|
|
|
3,738 |
|
CareTrust Inc ‡ |
|
|
22,653 |
|
|
|
396 |
|
CatchMark Timber Trust Inc, Cl A ‡ |
|
|
11,000 |
|
|
|
84 |
|
Centerspace ‡ |
|
|
3,403 |
|
|
|
320 |
|
Chatham Lodging Trust *‡ |
|
|
10,435 |
|
|
|
143 |
|
City Office Inc ‡ |
|
|
11,000 |
|
|
|
189 |
|
Clipper Realty Inc ‡ |
|
|
3,500 |
|
|
|
33 |
|
Community Healthcare Trust Inc ‡ |
|
|
5,400 |
|
|
|
225 |
|
CorePoint Lodging Inc *‡ |
|
|
8,250 |
|
|
|
132 |
|
Corporate Office Properties Trust ‡ |
|
|
25,430 |
|
|
|
667 |
|
Cousins Properties Inc ‡ |
|
|
34,145 |
|
|
|
1,319 |
|
CTO Realty Growth Inc ‡ |
|
|
518 |
|
|
|
32 |
|
CubeSmart ‡ |
|
|
49,122 |
|
|
|
2,368 |
|
Cushman & Wakefield PLC * |
|
|
31,600 |
|
|
|
693 |
|
CyrusOne Inc ‡ |
|
|
29,129 |
|
|
|
2,632 |
|
DiamondRock Hospitality Co *‡ |
|
|
47,607 |
|
|
|
455 |
|
DigitalBridge Group *‡ |
|
|
110,594 |
|
|
|
802 |
|
Diversified Healthcare Trust ‡ |
|
|
55,107 |
|
|
|
159 |
|
Douglas Elliman * |
|
|
15,445 |
|
|
|
116 |
|
Douglas Emmett Inc ‡ |
|
|
38,785 |
|
|
|
1,229 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
19,500 |
|
|
|
406 |
|
EastGroup Properties Inc ‡ |
|
|
9,185 |
|
|
|
1,752 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
33,000 |
|
|
|
312 |
|
EPR Properties ‡ |
|
|
16,951 |
|
|
|
844 |
|
Equity Commonwealth *‡ |
|
|
26,344 |
|
|
|
700 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
40,164 |
|
|
|
2,997 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Essential Properties Realty Trust Inc ‡ |
|
|
28,000 |
|
|
$ |
708 |
|
eXp World Holdings Inc (A) |
|
|
13,900 |
|
|
|
372 |
|
Farmland Partners Inc ‡ |
|
|
9,000 |
|
|
|
105 |
|
Fathom Holdings * |
|
|
1,100 |
|
|
|
14 |
|
First Industrial Realty Trust Inc ‡ |
|
|
29,453 |
|
|
|
1,696 |
|
Forestar Group Inc * |
|
|
3,867 |
|
|
|
71 |
|
Four Corners Property Trust Inc ‡ |
|
|
17,319 |
|
|
|
457 |
|
Franklin Street Properties Corp ‡ |
|
|
27,996 |
|
|
|
162 |
|
FRP Holdings Inc * |
|
|
1,438 |
|
|
|
83 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
51,731 |
|
|
|
2,349 |
|
Getty Realty Corp ‡ |
|
|
9,189 |
|
|
|
253 |
|
Gladstone Commercial Corp ‡ |
|
|
8,919 |
|
|
|
189 |
|
Gladstone Land Corp ‡ |
|
|
7,000 |
|
|
|
209 |
|
Global Medical Inc ‡ |
|
|
15,000 |
|
|
|
235 |
|
Global Net Lease Inc ‡ |
|
|
24,033 |
|
|
|
342 |
|
Healthcare Realty Trust Inc ‡ |
|
|
33,855 |
|
|
|
883 |
|
Healthcare Trust of America Inc, Cl A ‡ |
|
|
50,150 |
|
|
|
1,474 |
|
Hersha Hospitality Trust, Cl A *‡ |
|
|
9,019 |
|
|
|
83 |
|
Highwoods Properties Inc ‡ |
|
|
23,268 |
|
|
|
1,014 |
|
Howard Hughes Corp/The * |
|
|
9,517 |
|
|
|
910 |
|
Hudson Pacific Properties Inc ‡ |
|
|
33,970 |
|
|
|
897 |
|
Independence Realty Trust Inc ‡ |
|
|
24,401 |
|
|
|
617 |
|
Indus Realty Trust ‡ |
|
|
1,403 |
|
|
|
107 |
|
Industrial Logistics Properties Trust ‡ |
|
|
15,409 |
|
|
|
345 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
5,400 |
|
|
|
1,018 |
|
Invitation Homes Inc ‡ |
|
|
137,081 |
|
|
|
5,182 |
|
iStar Inc ‡(A) |
|
|
14,918 |
|
|
|
375 |
|
JBG SMITH Properties ‡ |
|
|
27,600 |
|
|
|
736 |
|
Jones Lang LaSalle Inc * |
|
|
11,547 |
|
|
|
2,843 |
|
Kennedy-Wilson Holdings Inc |
|
|
27,029 |
|
|
|
598 |
|
Kilroy Realty Corp ‡ |
|
|
26,643 |
|
|
|
1,908 |
|
Kite Realty Group Trust ‡ |
|
|
49,421 |
|
|
|
1,084 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
19,797 |
|
|
|
2,159 |
|
Lexington Realty Trust, Cl B ‡ |
|
|
62,790 |
|
|
|
971 |
|
Life Storage Inc ‡ |
|
|
18,639 |
|
|
|
2,360 |
|
LTC Properties Inc ‡ |
|
|
9,217 |
|
|
|
312 |
|
Macerich Co/The ‡(A) |
|
|
48,045 |
|
|
|
735 |
|
Marcus & Millichap Inc |
|
|
5,100 |
|
|
|
254 |
|
Medical Properties Trust Inc ‡ |
|
|
135,562 |
|
|
|
2,757 |
|
National Health Investors Inc ‡ |
|
|
9,864 |
|
|
|
526 |
|
National Retail Properties Inc ‡ |
|
|
40,043 |
|
|
|
1,706 |
|
National Storage Affiliates Trust ‡ |
|
|
18,800 |
|
|
|
1,095 |
|
Necessity Retail ‡ |
|
|
28,700 |
|
|
|
202 |
|
NETSTREIT Corp ‡ |
|
|
10,200 |
|
|
|
226 |
|
Newmark Group Inc, Cl A |
|
|
34,005 |
|
|
|
601 |
|
NexPoint Residential Trust Inc ‡ |
|
|
4,900 |
|
|
|
416 |
|
Office Properties Income Trust ‡ |
|
|
10,391 |
|
|
|
260 |
|
Omega Healthcare Investors Inc ‡ |
|
|
54,757 |
|
|
|
1,543 |
|
One Liberty Properties Inc ‡ |
|
|
3,662 |
|
|
|
106 |
|
Opendoor Technologies Inc * |
|
|
103,100 |
|
|
|
861 |
|
Orion Office Inc *‡ |
|
|
11,900 |
|
|
|
203 |
|
Outfront Media Inc ‡ |
|
|
32,709 |
|
|
|
873 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Paramount Group Inc ‡ |
|
|
42,000 |
|
|
$ |
470 |
|
Park Hotels & Resorts Inc *‡ |
|
|
53,459 |
|
|
|
1,007 |
|
Pebblebrook Hotel Trust ‡ |
|
|
29,225 |
|
|
|
658 |
|
Phillips Edison & Co Inc ‡ |
|
|
4,000 |
|
|
|
129 |
|
Physicians Realty Trust ‡ |
|
|
49,500 |
|
|
|
805 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
28,566 |
|
|
|
487 |
|
Plymouth Industrial Inc ‡ |
|
|
7,000 |
|
|
|
183 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
2,600 |
|
|
|
45 |
|
PotlatchDeltic Corp ‡ |
|
|
14,812 |
|
|
|
813 |
|
Preferred Apartment Communities Inc ‡ |
|
|
11,600 |
|
|
|
293 |
|
PS Business Parks Inc ‡ |
|
|
4,528 |
|
|
|
721 |
|
Rafael Holdings Inc, Cl B * |
|
|
1,600 |
|
|
|
5 |
|
Rayonier Inc ‡ |
|
|
32,753 |
|
|
|
1,300 |
|
RE/MAX Holdings Inc, Cl A |
|
|
4,200 |
|
|
|
124 |
|
Realogy Holdings Corp * |
|
|
26,502 |
|
|
|
482 |
|
Redfin Corp *(A) |
|
|
23,300 |
|
|
|
504 |
|
Retail Opportunity Investments Corp ‡ |
|
|
26,759 |
|
|
|
486 |
|
Retail Value Inc ‡ |
|
|
3,344 |
|
|
|
10 |
|
Rexford Industrial Realty Inc ‡ |
|
|
34,800 |
|
|
|
2,441 |
|
RLJ Lodging Trust ‡ |
|
|
37,154 |
|
|
|
520 |
|
RMR Group Inc/The, Cl A |
|
|
4,170 |
|
|
|
122 |
|
RPT Realty ‡ |
|
|
18,837 |
|
|
|
244 |
|
Ryman Hospitality Properties Inc *‡ |
|
|
12,360 |
|
|
|
1,089 |
|
Sabra Health Care Inc ‡ |
|
|
52,020 |
|
|
|
699 |
|
Safehold Inc ‡ |
|
|
5,000 |
|
|
|
307 |
|
Saul Centers Inc ‡ |
|
|
2,644 |
|
|
|
122 |
|
Seritage Growth Properties *‡(A) |
|
|
7,500 |
|
|
|
76 |
|
Service Properties Trust ‡ |
|
|
38,741 |
|
|
|
334 |
|
SITE Centers Corp ‡ |
|
|
38,907 |
|
|
|
605 |
|
SL Green Realty Corp ‡(A) |
|
|
15,384 |
|
|
|
1,223 |
|
Spirit Realty Capital Inc ‡ |
|
|
28,313 |
|
|
|
1,313 |
|
St. Joe |
|
|
7,300 |
|
|
|
394 |
|
STAG Industrial Inc ‡ |
|
|
40,156 |
|
|
|
1,564 |
|
STORE Capital Corp ‡ |
|
|
56,000 |
|
|
|
1,720 |
|
Summit Hotel Properties Inc *‡ |
|
|
23,629 |
|
|
|
234 |
|
Sun Communities Inc ‡ |
|
|
26,321 |
|
|
|
4,764 |
|
Sunstone Hotel Investors Inc *‡ |
|
|
48,938 |
|
|
|
518 |
|
Tanger Factory Outlet Centers Inc ‡(A) |
|
|
23,549 |
|
|
|
393 |
|
Tejon Ranch Co * |
|
|
6,376 |
|
|
|
108 |
|
Terreno Realty Corp ‡ |
|
|
16,863 |
|
|
|
1,160 |
|
UMH Properties Inc ‡ |
|
|
9,500 |
|
|
|
219 |
|
Uniti Group Inc ‡ |
|
|
45,160 |
|
|
|
586 |
|
Universal Health Realty Income Trust ‡ |
|
|
3,116 |
|
|
|
178 |
|
Urban Edge Properties ‡ |
|
|
27,900 |
|
|
|
508 |
|
Urstadt Biddle Properties Inc, Cl A ‡ |
|
|
6,156 |
|
|
|
116 |
|
Veris Residential ‡ |
|
|
19,767 |
|
|
|
334 |
|
VICI Properties Inc ‡ |
|
|
144,800 |
|
|
|
4,049 |
|
Washington Real Estate Investment Trust ‡ |
|
|
20,413 |
|
|
|
477 |
|
Whitestone, Cl B ‡ |
|
|
12,377 |
|
|
|
146 |
|
WP Carey Inc ‡ |
|
|
42,400 |
|
|
|
3,282 |
|
Xenia Hotels & Resorts Inc *‡ |
|
|
25,700 |
|
|
|
476 |
|
Zillow Group Inc, Cl A * |
|
|
13,691 |
|
|
|
784 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zillow Group Inc, Cl C *(A) |
|
|
38,797 |
|
|
$ |
2,232 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
124,519 |
|
Utilities — 2.1% |
|
|
|
|
ALLETE Inc |
|
|
11,770 |
|
|
|
741 |
|
American States Water Co |
|
|
8,274 |
|
|
|
696 |
|
Artesian Resources Corp, Cl A |
|
|
2,184 |
|
|
|
101 |
|
Avangrid Inc (A) |
|
|
12,950 |
|
|
|
581 |
|
Avista Corp |
|
|
16,752 |
|
|
|
748 |
|
Black Hills Corp |
|
|
14,402 |
|
|
|
1,008 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
14,000 |
|
|
|
986 |
|
Brookfield Renewable Corp, Cl A |
|
|
28,913 |
|
|
|
1,080 |
|
Cadiz Inc * |
|
|
4,300 |
|
|
|
11 |
|
California Water Service Group |
|
|
11,841 |
|
|
|
674 |
|
Chesapeake Utilities Corp |
|
|
3,815 |
|
|
|
507 |
|
Clearway Energy Inc, Cl A |
|
|
7,800 |
|
|
|
239 |
|
Clearway Energy Inc, Cl C |
|
|
18,300 |
|
|
|
611 |
|
Essential Utilities Inc |
|
|
52,837 |
|
|
|
2,489 |
|
Global Water Resources Inc |
|
|
2,800 |
|
|
|
43 |
|
Hawaiian Electric Industries Inc |
|
|
23,858 |
|
|
|
978 |
|
IDACORP Inc |
|
|
11,424 |
|
|
|
1,188 |
|
MGE Energy Inc |
|
|
8,214 |
|
|
|
592 |
|
Middlesex Water Co |
|
|
4,001 |
|
|
|
400 |
|
National Fuel Gas Co |
|
|
20,288 |
|
|
|
1,263 |
|
New Jersey Resources Corp |
|
|
21,894 |
|
|
|
955 |
|
Northwest Natural Holding Co |
|
|
7,076 |
|
|
|
368 |
|
NorthWestern Corp |
|
|
12,146 |
|
|
|
735 |
|
OGE Energy Corp |
|
|
46,176 |
|
|
|
1,734 |
|
ONE Gas Inc |
|
|
12,100 |
|
|
|
1,005 |
|
Ormat Technologies Inc (A) |
|
|
10,334 |
|
|
|
737 |
|
Otter Tail Corp |
|
|
9,546 |
|
|
|
590 |
|
PG&E Corp * |
|
|
348,400 |
|
|
|
3,961 |
|
PNM Resources Inc |
|
|
19,717 |
|
|
|
891 |
|
Portland General Electric Co |
|
|
20,200 |
|
|
|
1,026 |
|
Pure Cycle Corp * |
|
|
5,900 |
|
|
|
70 |
|
SJW Group |
|
|
6,264 |
|
|
|
409 |
|
South Jersey Industries Inc |
|
|
23,496 |
|
|
|
797 |
|
Southwest Gas Holdings Inc |
|
|
12,441 |
|
|
|
883 |
|
Spire Inc |
|
|
11,403 |
|
|
|
765 |
|
Sunnova Energy International Inc * |
|
|
18,900 |
|
|
|
381 |
|
UGI Corp |
|
|
47,696 |
|
|
|
1,833 |
|
Unitil Corp |
|
|
3,558 |
|
|
|
180 |
|
Via Renewables Inc, Cl A (A) |
|
|
2,000 |
|
|
|
22 |
|
Vistra Corp |
|
|
109,868 |
|
|
|
2,507 |
|
York Water Co/The |
|
|
2,952 |
|
|
|
132 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,917 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,155,003) ($ Thousands) |
|
|
|
|
|
|
1,614,521 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
|
Number of
Rights |
|
|
Market Value
($ Thousands) |
|
RIGHTS — 0.0% |
Media General Inc CVR *‡‡(C) |
|
|
20,200 |
|
|
$ |
– |
|
Tobira Therapeutics CVR *‡‡(C) |
|
|
2,300 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 3.9% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(D) |
|
|
63,087,906 |
|
|
|
63,101 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $63,089) ($ Thousands) |
|
|
63,101 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.6% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
9,241,271 |
|
|
|
9,241 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $9,241) ($ Thousands) |
|
|
|
|
|
|
9,241 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 103.8% |
|
|
|
|
|
|
|
|
(Cost $1,227,333) ($ Thousands) |
|
$ |
1,686,863 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
58 |
|
|
|
Mar-2022 |
|
|
$ |
6,407 |
|
|
$ |
5,929 |
|
|
$ |
(478 |
) |
S&P Mid Cap 400 Index E-MINI |
|
|
20 |
|
|
|
Mar-2022 |
|
|
|
5,550 |
|
|
|
5,316 |
|
|
|
(234 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
11,957 |
|
|
$ |
11,245 |
|
|
$ |
(712 |
) |
|
Percentages are based on Net Assets of $1,625,767 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
‡ |
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 February 28, 2022. The total market value of securities on loan at February 28, 2022 was $63,085 ($ Thousands). |
(B) |
Security is a Master Limited Partnership. At February 28, 2022, such securities amounted to $866 ($ 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 February 28, 2022 was $63,101 ($ Thousands). |
Cl — Class |
CVR — Contingent Value Rights |
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 February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Common Stock |
|
|
1,614,521 |
|
|
|
– |
|
|
|
– |
|
|
|
1,614,521 |
|
Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
^ |
|
|
– |
^ |
Affiliated Partnership |
|
|
– |
|
|
|
63,101 |
|
|
|
– |
|
|
|
63,101 |
|
Cash Equivalent |
|
|
9,241 |
|
|
|
– |
|
|
|
– |
|
|
|
9,241 |
|
Total Investments in Securities |
|
|
1,623,762 |
|
|
|
63,101 |
|
|
|
– |
^ |
|
|
1,686,863 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(712 |
) |
|
|
– |
|
|
|
– |
|
|
|
(712 |
) |
Total Other Financial Instruments |
|
|
(712 |
) |
|
|
– |
|
|
|
– |
|
|
|
(712 |
) |
|
*
|
Futures contracts are valued at the unrealized depreciaton on the instrument.
|
^ Amount represents less than $500.
(1) A reconciliation of Level 3 instruments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Extended Market Index Fund (Concluded)
For the period ended February 28, 2022, there were no transfers in or out of Level 3.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value
5/31/2021 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain
(Loss) |
|
|
Change in Unrealized Appreciation/
(Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
1,682 |
|
|
$ |
224 |
|
|
$ |
(351 |
) |
|
$ |
74 |
|
|
$ |
(193 |
) |
|
$ |
1,436 |
|
|
|
24,519 |
|
|
$ |
19 |
|
|
$ |
— |
|
SEI Liquidity Fund, L.P. |
|
|
90,850 |
|
|
|
251,556 |
|
|
|
(279,301 |
) |
|
|
4 |
|
|
|
(8 |
) |
|
|
63,101 |
|
|
|
63,087,906 |
|
|
|
333 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
7,519 |
|
|
|
236,993 |
|
|
|
(235,271 |
) |
|
|
— |
|
|
|
— |
|
|
|
9,241 |
|
|
|
9,241,271 |
|
|
|
1 |
|
|
|
— |
|
Totals |
|
$ |
100,051 |
|
|
$ |
488,773 |
|
|
$ |
(514,923 |
) |
|
$ |
78 |
|
|
$ |
(201 |
) |
|
$ |
73,778 |
|
|
|
|
|
|
$ |
353 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.5% |
| |
|
|
|
|
|
|
|
|
Communication Services — 1.7% |
|
|
|
|
Advantage Solutions Inc * |
|
|
18,205 |
|
|
$ |
143 |
|
Altice USA Inc, Cl A * |
|
|
14,200 |
|
|
|
164 |
|
AMC Networks Inc, Cl A * |
|
|
9,100 |
|
|
|
377 |
|
Anterix Inc * |
|
|
700 |
|
|
|
37 |
|
ATN International Inc |
|
|
700 |
|
|
|
23 |
|
Audacy Inc, Cl A * |
|
|
54,900 |
|
|
|
170 |
|
Cable One Inc |
|
|
119 |
|
|
|
171 |
|
Cargurus Inc, Cl A * |
|
|
4,956 |
|
|
|
240 |
|
Cars.com Inc * |
|
|
11,940 |
|
|
|
193 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
64,839 |
|
|
|
243 |
|
Cogent Communications Holdings Inc |
|
|
2,350 |
|
|
|
149 |
|
DHI Group Inc * |
|
|
26,271 |
|
|
|
149 |
|
Gannett Co Inc * |
|
|
41,600 |
|
|
|
207 |
|
Gray Television Inc |
|
|
13,500 |
|
|
|
316 |
|
Hemisphere Media Group Inc, Cl A * |
|
|
9,959 |
|
|
|
53 |
|
Integral Ad Science Holding * |
|
|
492 |
|
|
|
9 |
|
John Wiley & Sons Inc, Cl A |
|
|
100 |
|
|
|
5 |
|
Liberty Latin America Ltd, Cl A * |
|
|
13,187 |
|
|
|
133 |
|
Liberty TripAdvisor Holdings Inc, Cl A * |
|
|
40,078 |
|
|
|
85 |
|
MediaAlpha Inc, Cl A * |
|
|
4,640 |
|
|
|
67 |
|
Nexstar Media Group Inc, Cl A |
|
|
3,600 |
|
|
|
666 |
|
Ooma Inc * |
|
|
11,868 |
|
|
|
199 |
|
QuinStreet Inc * |
|
|
13,888 |
|
|
|
156 |
|
Scholastic Corp |
|
|
1,600 |
|
|
|
67 |
|
Shenandoah Telecommunications Co |
|
|
1,900 |
|
|
|
43 |
|
Telephone and Data Systems Inc |
|
|
12,000 |
|
|
|
208 |
|
Ziff Davis Inc * |
|
|
330 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,306 |
|
Consumer Discretionary — 12.0% |
|
|
|
|
1-800-Flowers.com Inc, Cl A * |
|
|
4,494 |
|
|
|
70 |
|
Aaron's Co Inc/The |
|
|
7,900 |
|
|
|
166 |
|
Academy Sports & Outdoors Inc * |
|
|
4,912 |
|
|
|
159 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
41,900 |
|
|
|
388 |
|
American Eagle Outfitters Inc (A) |
|
|
26,527 |
|
|
|
559 |
|
American Public Education Inc * |
|
|
15,428 |
|
|
|
308 |
|
Arko Corp |
|
|
16,810 |
|
|
|
140 |
|
AutoNation Inc * |
|
|
1,360 |
|
|
|
156 |
|
Beazer Homes USA Inc * |
|
|
22,574 |
|
|
|
370 |
|
Big Lots Inc |
|
|
7,300 |
|
|
|
254 |
|
Biglari Holdings Inc, Cl B * |
|
|
987 |
|
|
|
136 |
|
Bluegreen Vacations Holding Corp, Cl A * |
|
|
6,375 |
|
|
|
181 |
|
Boot Barn Holdings Inc * |
|
|
7,784 |
|
|
|
677 |
|
Boyd Gaming Corp |
|
|
3,557 |
|
|
|
252 |
|
Buckle Inc/The |
|
|
6,012 |
|
|
|
216 |
|
Caleres Inc |
|
|
2,820 |
|
|
|
59 |
|
Carriage Services Inc, Cl A |
|
|
8,490 |
|
|
|
418 |
|
Cato Corp/The, Cl A |
|
|
12,370 |
|
|
|
218 |
|
Cavco Industries Inc * |
|
|
804 |
|
|
|
219 |
|
Century Casinos Inc * |
|
|
10,600 |
|
|
|
130 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Choice Hotels International Inc |
|
|
1,941 |
|
|
$ |
280 |
|
Chuy's Holdings Inc * |
|
|
5,813 |
|
|
|
190 |
|
Citi Trends Inc * |
|
|
1,190 |
|
|
|
44 |
|
Conn's Inc * |
|
|
8,359 |
|
|
|
153 |
|
Container Store Group Inc/The * |
|
|
26,390 |
|
|
|
233 |
|
Dana Inc |
|
|
15,100 |
|
|
|
281 |
|
Dick's Sporting Goods Inc |
|
|
2,842 |
|
|
|
298 |
|
Dillard's Inc, Cl A |
|
|
180 |
|
|
|
45 |
|
Dorman Products Inc * |
|
|
1,160 |
|
|
|
108 |
|
El Pollo Loco Holdings Inc * |
|
|
23,785 |
|
|
|
316 |
|
Ethan Allen Interiors Inc |
|
|
32,530 |
|
|
|
848 |
|
Fiesta Restaurant Group Inc * |
|
|
6,502 |
|
|
|
66 |
|
Five Below Inc * |
|
|
160 |
|
|
|
26 |
|
Genesco Inc * |
|
|
6,190 |
|
|
|
397 |
|
Gentex Corp |
|
|
6,400 |
|
|
|
194 |
|
Gentherm Inc * |
|
|
10,566 |
|
|
|
896 |
|
G-III Apparel Group Ltd * |
|
|
14,700 |
|
|
|
408 |
|
Goodyear Tire & Rubber Co/The * |
|
|
8,707 |
|
|
|
135 |
|
Group 1 Automotive Inc |
|
|
3,300 |
|
|
|
600 |
|
H&R Block Inc |
|
|
11,100 |
|
|
|
275 |
|
Hamilton Beach Brands Holding Co, Cl A |
|
|
7,308 |
|
|
|
110 |
|
Haverty Furniture Cos Inc |
|
|
26,309 |
|
|
|
747 |
|
Helen of Troy Ltd * |
|
|
850 |
|
|
|
175 |
|
Hibbett Inc |
|
|
10,165 |
|
|
|
458 |
|
Hooker Furnishings Corp |
|
|
10,420 |
|
|
|
219 |
|
Hyatt Hotels Corp, Cl A * |
|
|
2,250 |
|
|
|
219 |
|
Johnson Outdoors Inc, Cl A |
|
|
1,909 |
|
|
|
157 |
|
La-Z-Boy Inc |
|
|
9,000 |
|
|
|
263 |
|
Lazydays Holdings Inc *(A) |
|
|
23,380 |
|
|
|
426 |
|
Lifetime Brands Inc |
|
|
5,941 |
|
|
|
78 |
|
Liquidity Services Inc * |
|
|
6,700 |
|
|
|
115 |
|
Lovesac Co/The * |
|
|
11,689 |
|
|
|
497 |
|
Lumber Liquidators Holdings Inc * |
|
|
11,773 |
|
|
|
189 |
|
M/I Homes Inc * |
|
|
7,200 |
|
|
|
355 |
|
Macy's Inc |
|
|
8,538 |
|
|
|
221 |
|
Marine Products Corp |
|
|
4,699 |
|
|
|
57 |
|
MarineMax Inc * |
|
|
3,400 |
|
|
|
156 |
|
MasterCraft Boat Holdings Inc * |
|
|
11,600 |
|
|
|
332 |
|
Mattel Inc * |
|
|
9,920 |
|
|
|
248 |
|
MDC Holdings Inc |
|
|
10,600 |
|
|
|
470 |
|
Meritage Homes Corp * |
|
|
3,200 |
|
|
|
316 |
|
Modine Manufacturing Co * |
|
|
44,500 |
|
|
|
450 |
|
Monarch Casino & Resort Inc * |
|
|
3,373 |
|
|
|
263 |
|
Motorcar Parts of America Inc * |
|
|
3,930 |
|
|
|
64 |
|
Movado Group Inc |
|
|
11,413 |
|
|
|
450 |
|
Murphy USA Inc |
|
|
2,170 |
|
|
|
392 |
|
Noodles & Co, Cl A * |
|
|
8,526 |
|
|
|
58 |
|
Nordstrom Inc * |
|
|
7,800 |
|
|
|
162 |
|
ODP Corp/The * |
|
|
7,100 |
|
|
|
312 |
|
OneWater Marine Inc, Cl A * |
|
|
6,890 |
|
|
|
350 |
|
Party City Holdco Inc * |
|
|
11,770 |
|
|
|
51 |
|
Penske Automotive Group Inc |
|
|
310 |
|
|
|
31 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Perdoceo Education Corp * |
|
|
22,359 |
|
|
$ |
234 |
|
PetMed Express Inc |
|
|
1,200 |
|
|
|
32 |
|
Planet Fitness Inc, Cl A * |
|
|
3,120 |
|
|
|
264 |
|
Pool Corp |
|
|
352 |
|
|
|
161 |
|
Porch Group * |
|
|
6,140 |
|
|
|
50 |
|
Qurate Retail Inc * |
|
|
23,700 |
|
|
|
131 |
|
RealReal Inc/The * |
|
|
27,430 |
|
|
|
244 |
|
Rent-A-Center Inc/TX, Cl A |
|
|
3,800 |
|
|
|
108 |
|
Sally Beauty Holdings Inc * |
|
|
20,200 |
|
|
|
349 |
|
SeaWorld Entertainment Inc * |
|
|
4,297 |
|
|
|
298 |
|
Service Corp International/US |
|
|
3,600 |
|
|
|
219 |
|
Shoe Carnival Inc |
|
|
14,676 |
|
|
|
428 |
|
Shutterstock Inc |
|
|
1,280 |
|
|
|
116 |
|
Signet Jewelers Ltd |
|
|
4,900 |
|
|
|
346 |
|
Skyline Champion Corp * |
|
|
3,059 |
|
|
|
206 |
|
Sonic Automotive Inc, Cl A |
|
|
5,600 |
|
|
|
301 |
|
Sportsman's Warehouse Holdings Inc * |
|
|
10,728 |
|
|
|
122 |
|
Standard Motor Products Inc |
|
|
2,100 |
|
|
|
92 |
|
Superior Group of Cos Inc |
|
|
4,361 |
|
|
|
89 |
|
Tenneco Inc, Cl A * |
|
|
13,680 |
|
|
|
264 |
|
Tilly's Inc, Cl A * |
|
|
31,325 |
|
|
|
398 |
|
TopBuild Corp * |
|
|
2,105 |
|
|
|
452 |
|
Tri Pointe Homes Inc * |
|
|
24,200 |
|
|
|
541 |
|
Tupperware Brands Corp * |
|
|
9,000 |
|
|
|
164 |
|
Unifi Inc * |
|
|
20,744 |
|
|
|
389 |
|
Vista Outdoor Inc * |
|
|
6,070 |
|
|
|
221 |
|
Vivint Smart Home * |
|
|
18,250 |
|
|
|
131 |
|
Williams-Sonoma Inc |
|
|
400 |
|
|
|
58 |
|
Wingstop Inc |
|
|
7,890 |
|
|
|
1,147 |
|
Winmark Corp |
|
|
1,393 |
|
|
|
315 |
|
Winnebago Industries Inc |
|
|
3,300 |
|
|
|
211 |
|
WW International Inc * |
|
|
31,330 |
|
|
|
319 |
|
Wyndham Hotels & Resorts Inc |
|
|
21,800 |
|
|
|
1,884 |
|
Zumiez Inc * |
|
|
4,478 |
|
|
|
199 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,743 |
|
Consumer Staples — 5.4% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
6,600 |
|
|
|
192 |
|
Andersons Inc/The |
|
|
5,669 |
|
|
|
258 |
|
Beauty Health Co/The * |
|
|
28,387 |
|
|
|
550 |
|
BellRing Brands Inc, Cl A * |
|
|
900 |
|
|
|
23 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
8,690 |
|
|
|
546 |
|
Bunge Ltd |
|
|
5,150 |
|
|
|
538 |
|
Cal-Maine Foods Inc * |
|
|
2,500 |
|
|
|
111 |
|
Casey's General Stores Inc |
|
|
1,190 |
|
|
|
224 |
|
Central Garden & Pet Co * |
|
|
3,940 |
|
|
|
186 |
|
Central Garden & Pet Co, Cl A * |
|
|
2,850 |
|
|
|
125 |
|
Coca-Cola Consolidated Inc |
|
|
284 |
|
|
|
141 |
|
Edgewell Personal Care Co |
|
|
9,100 |
|
|
|
325 |
|
Energizer Holdings Inc |
|
|
11,100 |
|
|
|
371 |
|
Flowers Foods Inc |
|
|
17,398 |
|
|
|
477 |
|
Fresh Del Monte Produce Inc |
|
|
200 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Hain Celestial Group Inc/The * |
|
|
3,200 |
|
|
$ |
116 |
|
Hostess Brands Inc, Cl A * |
|
|
70,499 |
|
|
|
1,519 |
|
Ingles Markets Inc, Cl A |
|
|
11,660 |
|
|
|
959 |
|
Ingredion Inc |
|
|
9,200 |
|
|
|
816 |
|
Inter Parfums Inc |
|
|
3,519 |
|
|
|
327 |
|
J & J Snack Foods Corp |
|
|
840 |
|
|
|
138 |
|
John B Sanfilippo & Son Inc |
|
|
960 |
|
|
|
76 |
|
Lancaster Colony Corp |
|
|
860 |
|
|
|
145 |
|
MGP Ingredients Inc |
|
|
3,338 |
|
|
|
266 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
12,166 |
|
|
|
206 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
5,600 |
|
|
|
260 |
|
Post Holdings Inc * |
|
|
590 |
|
|
|
62 |
|
PriceSmart Inc |
|
|
1,480 |
|
|
|
108 |
|
Primo Water Corp |
|
|
5,300 |
|
|
|
77 |
|
Sanderson Farms Inc |
|
|
790 |
|
|
|
141 |
|
Seaboard Corp |
|
|
16 |
|
|
|
62 |
|
Seneca Foods Corp, Cl A * |
|
|
8,000 |
|
|
|
398 |
|
Simply Good Foods Co/The * |
|
|
4,661 |
|
|
|
185 |
|
SpartanNash Co |
|
|
23,600 |
|
|
|
664 |
|
Sprouts Farmers Market Inc * |
|
|
23,800 |
|
|
|
678 |
|
Tootsie Roll Industries Inc |
|
|
3,156 |
|
|
|
106 |
|
United Natural Foods Inc * |
|
|
13,539 |
|
|
|
545 |
|
Universal Corp/VA |
|
|
8,300 |
|
|
|
449 |
|
USANA Health Sciences Inc * |
|
|
780 |
|
|
|
69 |
|
Vector Group Ltd |
|
|
3,100 |
|
|
|
35 |
|
Veru Inc * |
|
|
11,370 |
|
|
|
64 |
|
Village Super Market Inc, Cl A |
|
|
16,744 |
|
|
|
381 |
|
WD-40 Co |
|
|
550 |
|
|
|
117 |
|
Weis Markets Inc |
|
|
4,182 |
|
|
|
258 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,299 |
|
Energy — 4.8% |
|
|
|
|
Alto Ingredients * |
|
|
56,994 |
|
|
|
332 |
|
Berry Corp |
|
|
12,050 |
|
|
|
121 |
|
Cactus Inc, Cl A |
|
|
23,068 |
|
|
|
1,169 |
|
California Resources Corp |
|
|
4,586 |
|
|
|
189 |
|
Centennial Resource Development Inc/DE, Cl A * |
|
|
28,738 |
|
|
|
252 |
|
Centrus Energy, Cl A * |
|
|
2,750 |
|
|
|
124 |
|
Civitas Resources Inc |
|
|
8,600 |
|
|
|
434 |
|
Comstock Resources Inc * |
|
|
63,370 |
|
|
|
526 |
|
DHT Holdings Inc |
|
|
9,500 |
|
|
|
60 |
|
Dorian LPG Ltd * |
|
|
4,630 |
|
|
|
64 |
|
Earthstone Energy Inc, Cl A * |
|
|
8,511 |
|
|
|
111 |
|
Enviva |
|
|
3,313 |
|
|
|
231 |
|
Expro Group Holdings * |
|
|
16,824 |
|
|
|
271 |
|
Gevo *(A) |
|
|
43,490 |
|
|
|
154 |
|
Golar LNG Ltd * |
|
|
5,600 |
|
|
|
97 |
|
International Seaways Inc |
|
|
10,620 |
|
|
|
194 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
9,819 |
|
|
|
219 |
|
Matador Resources Co |
|
|
4,724 |
|
|
|
234 |
|
Nabors Industries Ltd * |
|
|
1,961 |
|
|
|
246 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
National Energy Services Reunited Corp * |
|
|
24,501 |
|
|
$ |
218 |
|
NexTier Oilfield Solutions Inc * |
|
|
36,774 |
|
|
|
293 |
|
Northern Oil and Gas Inc |
|
|
9,361 |
|
|
|
235 |
|
Oasis Petroleum Inc |
|
|
1,897 |
|
|
|
251 |
|
Ovintiv Inc |
|
|
7,531 |
|
|
|
345 |
|
Par Pacific Holdings Inc * |
|
|
12,175 |
|
|
|
166 |
|
Patterson-UTI Energy Inc |
|
|
19,399 |
|
|
|
280 |
|
PDC Energy Inc |
|
|
20,186 |
|
|
|
1,302 |
|
REX American Resources Corp * |
|
|
2,950 |
|
|
|
279 |
|
RPC Inc * |
|
|
29,019 |
|
|
|
255 |
|
Scorpio Tankers Inc |
|
|
17,348 |
|
|
|
302 |
|
Select Energy Services Inc, Cl A * |
|
|
24,064 |
|
|
|
199 |
|
SFL Corp Ltd |
|
|
35,220 |
|
|
|
350 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
23,841 |
|
|
|
248 |
|
Southwestern Energy Co * |
|
|
30,000 |
|
|
|
150 |
|
Teekay Tankers Ltd, Cl A * |
|
|
1,900 |
|
|
|
27 |
|
VAALCO Energy Inc |
|
|
68,300 |
|
|
|
385 |
|
W&T Offshore Inc * |
|
|
168,490 |
|
|
|
819 |
|
Whiting Petroleum Corp |
|
|
3,421 |
|
|
|
253 |
|
World Fuel Services Corp |
|
|
18,000 |
|
|
|
510 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,895 |
|
Financials — 20.4% |
|
|
|
|
1st Source Corp |
|
|
1,000 |
|
|
|
48 |
|
AFC Gamma Inc |
|
|
4,870 |
|
|
|
96 |
|
Alerus Financial Corp |
|
|
1,000 |
|
|
|
29 |
|
Alleghany Corp * |
|
|
350 |
|
|
|
232 |
|
Amalgamated Financial Corp |
|
|
7,496 |
|
|
|
129 |
|
American Equity Investment Life Holding Co |
|
|
7,200 |
|
|
|
271 |
|
American National Group Inc |
|
|
2,700 |
|
|
|
510 |
|
AMERISAFE Inc |
|
|
1,600 |
|
|
|
75 |
|
Apollo Commercial Real Estate Finance Inc |
|
|
18,100 |
|
|
|
236 |
|
Apollo Investment Corp |
|
|
21,366 |
|
|
|
287 |
|
Arbor Realty Trust Inc ‡ |
|
|
22,000 |
|
|
|
396 |
|
ARMOUR Residential REIT Inc ‡(A) |
|
|
20,530 |
|
|
|
167 |
|
Arrow Financial Corp |
|
|
2,541 |
|
|
|
87 |
|
AssetMark Financial Holdings Inc * |
|
|
12,484 |
|
|
|
293 |
|
Associated Banc-Corp |
|
|
30,700 |
|
|
|
749 |
|
Assurant Inc |
|
|
1,460 |
|
|
|
248 |
|
Atlantic Capital Bancshares Inc * |
|
|
5,815 |
|
|
|
188 |
|
Atlanticus Holdings Corp * |
|
|
1,130 |
|
|
|
60 |
|
Axis Capital Holdings Ltd |
|
|
2,900 |
|
|
|
158 |
|
Axos Financial Inc * |
|
|
3,633 |
|
|
|
199 |
|
B Riley Financial Inc |
|
|
2,325 |
|
|
|
138 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
4,480 |
|
|
|
69 |
|
Bank First Corp |
|
|
300 |
|
|
|
21 |
|
Bank of Marin Bancorp |
|
|
4,650 |
|
|
|
164 |
|
Banner Corp |
|
|
100 |
|
|
|
6 |
|
BlackRock Capital Investment Corp |
|
|
5,000 |
|
|
|
20 |
|
Bridgewater Bancshares Inc * |
|
|
7,083 |
|
|
|
119 |
|
Brown & Brown Inc |
|
|
4,500 |
|
|
|
304 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Business First Bancshares Inc |
|
|
1,200 |
|
|
$ |
31 |
|
Byline Bancorp Inc |
|
|
4,800 |
|
|
|
131 |
|
Cambridge Bancorp |
|
|
410 |
|
|
|
36 |
|
Camden National Corp |
|
|
11,498 |
|
|
|
547 |
|
Capital Bancorp Inc |
|
|
3,860 |
|
|
|
96 |
|
Capital City Bank Group Inc |
|
|
1,400 |
|
|
|
39 |
|
Capstar Financial Holdings Inc |
|
|
4,587 |
|
|
|
98 |
|
Carter Bankshares Inc * |
|
|
7,741 |
|
|
|
129 |
|
Cathay General Bancorp |
|
|
8,600 |
|
|
|
404 |
|
Cboe Global Markets Inc |
|
|
2,090 |
|
|
|
245 |
|
Central Pacific Financial Corp |
|
|
8,230 |
|
|
|
240 |
|
City Holding Co |
|
|
350 |
|
|
|
28 |
|
Civista Bancshares Inc |
|
|
8,665 |
|
|
|
211 |
|
CNB Financial Corp/PA |
|
|
1,100 |
|
|
|
29 |
|
CNO Financial Group Inc |
|
|
40,000 |
|
|
|
967 |
|
Cohen & Steers Inc |
|
|
140 |
|
|
|
11 |
|
Columbia Financial Inc * |
|
|
4,400 |
|
|
|
93 |
|
Community Trust Bancorp Inc |
|
|
7,300 |
|
|
|
309 |
|
ConnectOne Bancorp Inc |
|
|
6,199 |
|
|
|
205 |
|
Crawford & Co, Cl A |
|
|
13,290 |
|
|
|
102 |
|
CrossFirst Bankshares Inc * |
|
|
10,680 |
|
|
|
168 |
|
Cullen/Frost Bankers Inc |
|
|
1,652 |
|
|
|
233 |
|
Curo Group Holdings Corp |
|
|
14,373 |
|
|
|
192 |
|
Customers Bancorp Inc * |
|
|
24,890 |
|
|
|
1,532 |
|
Diamond Hill Investment Group Inc |
|
|
290 |
|
|
|
56 |
|
Dime Community Bancshares Inc |
|
|
3,434 |
|
|
|
117 |
|
Dynex Capital Inc (A) |
|
|
19,134 |
|
|
|
294 |
|
Employers Holdings Inc |
|
|
1,550 |
|
|
|
60 |
|
Enova International Inc * |
|
|
8,609 |
|
|
|
351 |
|
Enterprise Financial Services Corp |
|
|
1,750 |
|
|
|
87 |
|
Equity Bancshares Inc, Cl A |
|
|
3,510 |
|
|
|
110 |
|
Erie Indemnity Co, Cl A |
|
|
910 |
|
|
|
159 |
|
Evercore Inc, Cl A |
|
|
310 |
|
|
|
39 |
|
Everest Re Group Ltd |
|
|
920 |
|
|
|
274 |
|
EZCORP Inc, Cl A * |
|
|
24,940 |
|
|
|
149 |
|
FactSet Research Systems Inc |
|
|
670 |
|
|
|
272 |
|
Farmers National Banc Corp |
|
|
10,610 |
|
|
|
183 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
3,800 |
|
|
|
470 |
|
Federated Hermes Inc, Cl B |
|
|
10,100 |
|
|
|
330 |
|
Financial Institutions Inc |
|
|
14,061 |
|
|
|
449 |
|
First American Financial Corp |
|
|
3,100 |
|
|
|
208 |
|
First BanCorp/Puerto Rico |
|
|
16,651 |
|
|
|
235 |
|
First Bancshares Inc/The |
|
|
2,497 |
|
|
|
88 |
|
First Busey Corp |
|
|
9,500 |
|
|
|
261 |
|
First Business Financial Services Inc |
|
|
9,400 |
|
|
|
310 |
|
First Commonwealth Financial Corp |
|
|
16,200 |
|
|
|
262 |
|
First Community Bankshares Inc |
|
|
6,390 |
|
|
|
187 |
|
First Financial Bankshares Inc |
|
|
24,137 |
|
|
|
1,157 |
|
First Financial Corp/IN |
|
|
3,120 |
|
|
|
145 |
|
First Horizon Corp |
|
|
21,000 |
|
|
|
493 |
|
First Internet Bancorp |
|
|
4,429 |
|
|
|
217 |
|
First Interstate BancSystem Inc, Cl A |
|
|
5,560 |
|
|
|
226 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
First of Long Island Corp/The |
|
|
6,335 |
|
|
$ |
138 |
|
Flagstar Bancorp Inc |
|
|
11,300 |
|
|
|
515 |
|
Flushing Financial Corp |
|
|
21,730 |
|
|
|
510 |
|
FNB Corp/PA |
|
|
31,700 |
|
|
|
426 |
|
FS KKR Capital Corp |
|
|
14,600 |
|
|
|
317 |
|
Fulton Financial Corp |
|
|
25,500 |
|
|
|
460 |
|
Great Southern Bancorp Inc |
|
|
1,150 |
|
|
|
71 |
|
Greenhill & Co Inc |
|
|
9,610 |
|
|
|
170 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
10,820 |
|
|
|
78 |
|
Hamilton Lane Inc, Cl A |
|
|
15,279 |
|
|
|
1,193 |
|
Hancock Whitney Corp |
|
|
8,000 |
|
|
|
445 |
|
Hanmi Financial Corp |
|
|
28,263 |
|
|
|
738 |
|
Hanover Insurance Group Inc/The |
|
|
3,460 |
|
|
|
483 |
|
HarborOne Bancorp Inc |
|
|
15,509 |
|
|
|
229 |
|
HBT Financial Inc |
|
|
7,720 |
|
|
|
148 |
|
Heartland Financial USA Inc |
|
|
1,750 |
|
|
|
87 |
|
Heritage Commerce Corp |
|
|
7,602 |
|
|
|
90 |
|
Heritage Insurance Holdings Inc |
|
|
25,379 |
|
|
|
142 |
|
Hilltop Holdings Inc |
|
|
17,000 |
|
|
|
526 |
|
Hingham Institution For Savings The |
|
|
90 |
|
|
|
32 |
|
HomeStreet Inc |
|
|
10,600 |
|
|
|
545 |
|
HomeTrust Bancshares Inc |
|
|
6,030 |
|
|
|
181 |
|
Hope Bancorp Inc |
|
|
26,100 |
|
|
|
443 |
|
Houlihan Lokey Inc, Cl A |
|
|
1,990 |
|
|
|
205 |
|
Independent Bank Corp/MI |
|
|
32,680 |
|
|
|
778 |
|
Invesco Mortgage Capital Inc |
|
|
76,500 |
|
|
|
167 |
|
Investors Bancorp Inc |
|
|
31,100 |
|
|
|
521 |
|
Investors Title Co |
|
|
90 |
|
|
|
17 |
|
Kinsale Capital Group Inc |
|
|
780 |
|
|
|
164 |
|
Lakeland Bancorp Inc |
|
|
31,070 |
|
|
|
561 |
|
Lazard Ltd, Cl A (B) |
|
|
7,300 |
|
|
|
253 |
|
Macatawa Bank Corp |
|
|
9,830 |
|
|
|
90 |
|
Mercantile Bank Corp |
|
|
12,910 |
|
|
|
476 |
|
Merchants Bancorp/IN |
|
|
6,390 |
|
|
|
185 |
|
Mercury General Corp |
|
|
1,900 |
|
|
|
105 |
|
Meridian |
|
|
5,800 |
|
|
|
205 |
|
Metrocity Bankshares Inc |
|
|
2,429 |
|
|
|
59 |
|
Metropolitan Bank Holding Corp * |
|
|
4,469 |
|
|
|
457 |
|
Midland States Bancorp Inc |
|
|
13,400 |
|
|
|
393 |
|
MidWestOne Financial Group Inc |
|
|
1,000 |
|
|
|
30 |
|
Morningstar Inc |
|
|
770 |
|
|
|
216 |
|
Mr Cooper Group Inc * |
|
|
4,955 |
|
|
|
252 |
|
MVB Financial Corp |
|
|
350 |
|
|
|
14 |
|
National Western Life Group Inc, Cl A |
|
|
300 |
|
|
|
64 |
|
NBT Bancorp Inc |
|
|
2,100 |
|
|
|
81 |
|
New Mountain Finance Corp |
|
|
22,600 |
|
|
|
305 |
|
New Residential Investment Corp ‡ |
|
|
31,400 |
|
|
|
326 |
|
New York Mortgage Trust Inc ‡ |
|
|
57,400 |
|
|
|
201 |
|
Nicolet Bankshares Inc * |
|
|
5,925 |
|
|
|
564 |
|
Northrim BanCorp Inc |
|
|
1,612 |
|
|
|
72 |
|
Oaktree Specialty Lending Corp |
|
|
39,300 |
|
|
|
293 |
|
OceanFirst Financial Corp |
|
|
3,000 |
|
|
|
67 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
OFG Bancorp |
|
|
22,500 |
|
|
$ |
634 |
|
Old National Bancorp/IN |
|
|
14,400 |
|
|
|
263 |
|
Old Second Bancorp Inc |
|
|
4,960 |
|
|
|
71 |
|
Oportun Financial Corp * |
|
|
6,407 |
|
|
|
105 |
|
Oppenheimer Holdings Inc, Cl A |
|
|
9,778 |
|
|
|
422 |
|
Origin Bancorp Inc |
|
|
1,690 |
|
|
|
78 |
|
PCB Bancorp (A) |
|
|
10,100 |
|
|
|
238 |
|
PCSB Financial Corp |
|
|
8,353 |
|
|
|
156 |
|
Peapack-Gladstone Financial Corp |
|
|
5,103 |
|
|
|
193 |
|
PennantPark Investment Corp |
|
|
55,400 |
|
|
|
426 |
|
PennyMac Mortgage Investment Trust ‡ |
|
|
16,000 |
|
|
|
250 |
|
Peoples Bancorp Inc/OH |
|
|
8,130 |
|
|
|
254 |
|
Piper Sandler Cos |
|
|
850 |
|
|
|
126 |
|
PJT Partners Inc |
|
|
1,850 |
|
|
|
118 |
|
Popular Inc |
|
|
12,374 |
|
|
|
1,137 |
|
Primis Financial Corp |
|
|
14,600 |
|
|
|
209 |
|
Prospect Capital Corp |
|
|
19,800 |
|
|
|
160 |
|
Provident Bancorp Inc |
|
|
5,433 |
|
|
|
89 |
|
Pzena Investment Management Inc, Cl A |
|
|
22,201 |
|
|
|
205 |
|
QCR Holdings Inc |
|
|
3,613 |
|
|
|
202 |
|
RBB Bancorp |
|
|
7,490 |
|
|
|
181 |
|
Redwood Trust Inc ‡ |
|
|
28,900 |
|
|
|
300 |
|
Regional Management Corp |
|
|
17,982 |
|
|
|
923 |
|
RenaissanceRe Holdings Ltd |
|
|
1,410 |
|
|
|
213 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
650 |
|
|
|
30 |
|
RLI Corp |
|
|
1,680 |
|
|
|
171 |
|
Safety Insurance Group Inc |
|
|
890 |
|
|
|
74 |
|
Selective Insurance Group Inc |
|
|
2,280 |
|
|
|
190 |
|
ServisFirst Bancshares Inc |
|
|
2,636 |
|
|
|
230 |
|
Sierra Bancorp |
|
|
900 |
|
|
|
24 |
|
Silvergate Capital Corp, Cl A * |
|
|
3,255 |
|
|
|
417 |
|
Simmons First National Corp, Cl A |
|
|
2,000 |
|
|
|
57 |
|
Sixth Street Specialty Lending Inc (A) |
|
|
10,400 |
|
|
|
244 |
|
SmartFinancial Inc |
|
|
900 |
|
|
|
24 |
|
Southern First Bancshares Inc * |
|
|
450 |
|
|
|
26 |
|
Southern Missouri Bancorp Inc |
|
|
550 |
|
|
|
29 |
|
Spirit of Texas Bancshares Inc |
|
|
8,600 |
|
|
|
245 |
|
StepStone Group Inc, Cl A |
|
|
5,610 |
|
|
|
194 |
|
Stewart Information Services Corp |
|
|
2,000 |
|
|
|
136 |
|
Stifel Financial Corp |
|
|
21,369 |
|
|
|
1,571 |
|
StoneX Group Inc * |
|
|
2,905 |
|
|
|
219 |
|
Synovus Financial Corp |
|
|
9,400 |
|
|
|
495 |
|
Tompkins Financial Corp |
|
|
750 |
|
|
|
59 |
|
Towne Bank/Portsmouth VA |
|
|
3,200 |
|
|
|
100 |
|
Trean Insurance Group Inc * |
|
|
13,613 |
|
|
|
97 |
|
TriCo Bancshares |
|
|
2,200 |
|
|
|
95 |
|
TriState Capital Holdings Inc * |
|
|
5,180 |
|
|
|
172 |
|
TrustCo Bank Corp NY |
|
|
1,200 |
|
|
|
41 |
|
UMB Financial Corp |
|
|
720 |
|
|
|
73 |
|
Umpqua Holdings Corp |
|
|
22,700 |
|
|
|
485 |
|
United Community Banks Inc/GA |
|
|
49,017 |
|
|
|
1,895 |
|
United Fire Group Inc |
|
|
1,400 |
|
|
|
39 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Universal Insurance Holdings Inc |
|
|
46,798 |
|
|
$ |
541 |
|
Univest Financial Corp |
|
|
8,630 |
|
|
|
250 |
|
Virtu Financial Inc, Cl A |
|
|
6,550 |
|
|
|
230 |
|
Virtus Investment Partners Inc |
|
|
330 |
|
|
|
79 |
|
W R Berkley Corp |
|
|
3,170 |
|
|
|
286 |
|
Walker & Dunlop Inc |
|
|
1,846 |
|
|
|
255 |
|
Waterstone Financial Inc |
|
|
24,721 |
|
|
|
483 |
|
White Mountains Insurance Group Ltd |
|
|
128 |
|
|
|
134 |
|
Wintrust Financial Corp |
|
|
2,712 |
|
|
|
269 |
|
WisdomTree Investments Inc |
|
|
10,090 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,621 |
|
Health Care — 12.8% |
|
|
|
|
Acadia Healthcare Co Inc * |
|
|
10,772 |
|
|
|
611 |
|
Aclaris Therapeutics Inc * |
|
|
2,800 |
|
|
|
42 |
|
Affimed NV * |
|
|
16,072 |
|
|
|
71 |
|
Akero Therapeutics Inc * |
|
|
1,500 |
|
|
|
27 |
|
Albireo Pharma Inc * |
|
|
4,490 |
|
|
|
150 |
|
Allscripts Healthcare Solutions Inc * |
|
|
11,420 |
|
|
|
222 |
|
AMN Healthcare Services Inc * |
|
|
3,155 |
|
|
|
335 |
|
Amneal Pharmaceuticals Inc * |
|
|
13,770 |
|
|
|
62 |
|
Amphastar Pharmaceuticals Inc * |
|
|
13,525 |
|
|
|
375 |
|
Amylyx Pharmaceuticals *(A) |
|
|
4,098 |
|
|
|
135 |
|
AnaptysBio Inc * |
|
|
17,490 |
|
|
|
535 |
|
Anika Therapeutics Inc * |
|
|
4,379 |
|
|
|
142 |
|
Apyx Medical Corp * |
|
|
5,719 |
|
|
|
58 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
12,020 |
|
|
|
288 |
|
Arcus Biosciences Inc * |
|
|
5,983 |
|
|
|
223 |
|
Arcutis Biotherapeutics Inc * |
|
|
3,570 |
|
|
|
64 |
|
Atea Pharmaceuticals * |
|
|
18,520 |
|
|
|
117 |
|
Atrion Corp |
|
|
50 |
|
|
|
36 |
|
Aveanna Healthcare Holdings Inc * |
|
|
10,781 |
|
|
|
57 |
|
Avid Bioservices Inc * |
|
|
5,742 |
|
|
|
118 |
|
Avidity Biosciences Inc * |
|
|
10,977 |
|
|
|
186 |
|
BioAtla * |
|
|
10,530 |
|
|
|
68 |
|
BioCryst Pharmaceuticals Inc * |
|
|
13,606 |
|
|
|
226 |
|
BioDelivery Sciences International Inc * |
|
|
149,120 |
|
|
|
832 |
|
Biohaven Pharmaceutical Holding Co Ltd * |
|
|
1,825 |
|
|
|
217 |
|
Bio-Techne Corp |
|
|
554 |
|
|
|
232 |
|
Black Diamond Therapeutics Inc *(A) |
|
|
14,345 |
|
|
|
45 |
|
Blueprint Medicines Corp * |
|
|
1,320 |
|
|
|
80 |
|
Bruker Corp |
|
|
2,560 |
|
|
|
180 |
|
Catalent Inc * |
|
|
2,560 |
|
|
|
261 |
|
Catalyst Pharmaceuticals Inc * |
|
|
80,176 |
|
|
|
625 |
|
Charles River Laboratories International Inc * |
|
|
382 |
|
|
|
111 |
|
Chemed Corp |
|
|
490 |
|
|
|
234 |
|
Chinook Therapeutics * |
|
|
2,300 |
|
|
|
29 |
|
Collegium Pharmaceutical Inc * |
|
|
5,520 |
|
|
|
107 |
|
Computer Programs and Systems Inc * |
|
|
6,050 |
|
|
|
186 |
|
CorVel Corp * |
|
|
670 |
|
|
|
107 |
|
Cross Country Healthcare Inc * |
|
|
8,842 |
|
|
|
197 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Curis Inc * |
|
|
29,860 |
|
|
$ |
100 |
|
Cutera Inc * |
|
|
1,855 |
|
|
|
71 |
|
Cytokinetics Inc * |
|
|
5,463 |
|
|
|
193 |
|
DermTech Inc * |
|
|
8,260 |
|
|
|
106 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
8,441 |
|
|
|
400 |
|
Enanta Pharmaceuticals Inc * |
|
|
1,300 |
|
|
|
92 |
|
Encompass Health Corp |
|
|
350 |
|
|
|
23 |
|
Endo International PLC * |
|
|
162,100 |
|
|
|
504 |
|
Ensign Group Inc/The |
|
|
11,958 |
|
|
|
1,005 |
|
Envista Holdings Corp * |
|
|
4,944 |
|
|
|
237 |
|
Forma Therapeutics Holdings Inc * |
|
|
6,900 |
|
|
|
68 |
|
Generation Bio Co * |
|
|
14,121 |
|
|
|
72 |
|
Globus Medical Inc, Cl A * |
|
|
2,700 |
|
|
|
190 |
|
Gossamer Bio Inc * |
|
|
3,500 |
|
|
|
32 |
|
Halozyme Therapeutics Inc * |
|
|
12,916 |
|
|
|
458 |
|
Harpoon Therapeutics Inc * |
|
|
9,957 |
|
|
|
41 |
|
HealthStream Inc * |
|
|
9,710 |
|
|
|
199 |
|
Henry Schein Inc * |
|
|
3,080 |
|
|
|
266 |
|
ICU Medical Inc * |
|
|
780 |
|
|
|
185 |
|
ImmunityBio * |
|
|
13,930 |
|
|
|
95 |
|
Innoviva Inc * |
|
|
62,667 |
|
|
|
1,204 |
|
Inspire Medical Systems Inc * |
|
|
3,454 |
|
|
|
843 |
|
Instil Bio Inc *(A) |
|
|
8,510 |
|
|
|
91 |
|
Intra-Cellular Therapies Inc * |
|
|
6,017 |
|
|
|
334 |
|
Invacare Corp * |
|
|
56,120 |
|
|
|
115 |
|
iRadimed Corp * |
|
|
1,369 |
|
|
|
68 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
60,300 |
|
|
|
649 |
|
iTeos Therapeutics Inc * |
|
|
11,607 |
|
|
|
419 |
|
IVERIC bio Inc * |
|
|
12,301 |
|
|
|
197 |
|
Jazz Pharmaceuticals PLC * |
|
|
1,520 |
|
|
|
209 |
|
Karyopharm Therapeutics Inc * |
|
|
18,342 |
|
|
|
189 |
|
Kezar Life Sciences Inc * |
|
|
13,429 |
|
|
|
199 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
7,573 |
|
|
|
78 |
|
Krystal Biotech Inc * |
|
|
2,812 |
|
|
|
179 |
|
Lannett Co Inc * |
|
|
15,700 |
|
|
|
13 |
|
Lantheus Holdings Inc * |
|
|
21,473 |
|
|
|
1,027 |
|
LeMaitre Vascular Inc |
|
|
2,975 |
|
|
|
141 |
|
Lexicon Pharmaceuticals Inc * |
|
|
23,000 |
|
|
|
48 |
|
Masimo Corp * |
|
|
880 |
|
|
|
139 |
|
MaxCyte Inc * |
|
|
8,650 |
|
|
|
60 |
|
Medpace Holdings Inc * |
|
|
650 |
|
|
|
99 |
|
Meridian Bioscience Inc * |
|
|
9,559 |
|
|
|
242 |
|
Merit Medical Systems Inc * |
|
|
1,600 |
|
|
|
104 |
|
Mesa Laboratories Inc |
|
|
230 |
|
|
|
59 |
|
Mirum Pharmaceuticals Inc * |
|
|
198 |
|
|
|
5 |
|
Molina Healthcare Inc * |
|
|
970 |
|
|
|
298 |
|
Morphic Holding Inc * |
|
|
1,100 |
|
|
|
44 |
|
Mustang Bio Inc * |
|
|
38,273 |
|
|
|
33 |
|
National HealthCare Corp |
|
|
1,200 |
|
|
|
78 |
|
Natus Medical Inc * |
|
|
4,200 |
|
|
|
117 |
|
Neogen Corp * |
|
|
4,300 |
|
|
|
154 |
|
NextGen Healthcare Inc * |
|
|
5,600 |
|
|
|
109 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nkarta * |
|
|
10,660 |
|
|
$ |
97 |
|
Ocular Therapeutix Inc * |
|
|
49,550 |
|
|
|
276 |
|
Omnicell Inc * |
|
|
12,936 |
|
|
|
1,672 |
|
Option Care Health Inc * |
|
|
8,059 |
|
|
|
207 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
9,780 |
|
|
|
73 |
|
ORIC Pharmaceuticals Inc * |
|
|
6,410 |
|
|
|
50 |
|
Orthofix Medical Inc * |
|
|
2,000 |
|
|
|
68 |
|
OrthoPediatrics Corp * |
|
|
600 |
|
|
|
34 |
|
Pacira BioSciences Inc * |
|
|
1,800 |
|
|
|
120 |
|
Passage Bio * |
|
|
14,950 |
|
|
|
50 |
|
Patterson Cos Inc |
|
|
7,500 |
|
|
|
224 |
|
PerkinElmer Inc |
|
|
1,090 |
|
|
|
196 |
|
Perrigo Co PLC |
|
|
2,100 |
|
|
|
75 |
|
Personalis Inc * |
|
|
25,945 |
|
|
|
272 |
|
Phibro Animal Health Corp, Cl A |
|
|
2,800 |
|
|
|
60 |
|
PMV Pharmaceuticals Inc * |
|
|
4,030 |
|
|
|
64 |
|
Precigen Inc * |
|
|
100,540 |
|
|
|
226 |
|
Precision BioSciences Inc * |
|
|
30,982 |
|
|
|
132 |
|
Premier Inc, Cl A |
|
|
4,700 |
|
|
|
169 |
|
Prestige Consumer Healthcare Inc * |
|
|
14,950 |
|
|
|
890 |
|
Privia Health Group Inc * |
|
|
1,450 |
|
|
|
37 |
|
Progyny Inc * |
|
|
16,735 |
|
|
|
659 |
|
Prometheus Biosciences Inc * |
|
|
6,190 |
|
|
|
270 |
|
Puma Biotechnology Inc * |
|
|
25,260 |
|
|
|
58 |
|
QIAGEN NV * |
|
|
2,750 |
|
|
|
137 |
|
Radius Health Inc * |
|
|
10,280 |
|
|
|
86 |
|
Relmada Therapeutics Inc * |
|
|
600 |
|
|
|
12 |
|
Repligen Corp * |
|
|
6,270 |
|
|
|
1,233 |
|
Rigel Pharmaceuticals Inc * |
|
|
51,325 |
|
|
|
129 |
|
Rubius Therapeutics Inc * |
|
|
1,068 |
|
|
|
5 |
|
Sana Biotechnology Inc * |
|
|
51,740 |
|
|
|
334 |
|
Seer, Cl A * |
|
|
4,690 |
|
|
|
72 |
|
Select Medical Holdings Corp |
|
|
15,300 |
|
|
|
354 |
|
Selecta Biosciences Inc * |
|
|
38,610 |
|
|
|
71 |
|
Seres Therapeutics Inc * |
|
|
9,892 |
|
|
|
79 |
|
Sharps Compliance Corp * |
|
|
8,778 |
|
|
|
54 |
|
Sierra Oncology * |
|
|
7,025 |
|
|
|
217 |
|
SIGA Technologies Inc * |
|
|
38,020 |
|
|
|
228 |
|
Stoke Therapeutics Inc * |
|
|
3,126 |
|
|
|
61 |
|
Supernus Pharmaceuticals Inc * |
|
|
2,300 |
|
|
|
73 |
|
Surface Oncology Inc * |
|
|
44,950 |
|
|
|
162 |
|
Surmodics Inc * |
|
|
750 |
|
|
|
34 |
|
Sutro Biopharma Inc * |
|
|
7,098 |
|
|
|
63 |
|
Syndax Pharmaceuticals Inc * |
|
|
4,584 |
|
|
|
71 |
|
Syros Pharmaceuticals Inc * |
|
|
39,007 |
|
|
|
50 |
|
Tenet Healthcare Corp * |
|
|
7,028 |
|
|
|
604 |
|
United Therapeutics Corp * |
|
|
8,139 |
|
|
|
1,353 |
|
Utah Medical Products Inc |
|
|
1,110 |
|
|
|
100 |
|
Vanda Pharmaceuticals Inc * |
|
|
41,620 |
|
|
|
473 |
|
Vapotherm Inc * |
|
|
1,400 |
|
|
|
21 |
|
Verve Therapeutics * |
|
|
3,374 |
|
|
|
110 |
|
Viemed Healthcare Inc * |
|
|
36,886 |
|
|
|
142 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Xencor Inc * |
|
|
800 |
|
|
$ |
25 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,804 |
|
Industrials — 16.0% |
|
|
|
|
ABM Industries Inc |
|
|
3,700 |
|
|
|
166 |
|
Acacia Research Corp * |
|
|
15,060 |
|
|
|
58 |
|
ACCO Brands Corp |
|
|
49,600 |
|
|
|
427 |
|
Air Lease Corp, Cl A |
|
|
5,800 |
|
|
|
242 |
|
Alaska Air Group Inc * |
|
|
3,400 |
|
|
|
191 |
|
Allied Motion Technologies Inc |
|
|
1,930 |
|
|
|
67 |
|
AMERCO * |
|
|
316 |
|
|
|
182 |
|
American Woodmark Corp * |
|
|
3,200 |
|
|
|
171 |
|
Apogee Enterprises Inc |
|
|
5,700 |
|
|
|
257 |
|
Applied Industrial Technologies Inc |
|
|
1,280 |
|
|
|
129 |
|
ArcBest Corp |
|
|
7,300 |
|
|
|
677 |
|
Argan Inc |
|
|
7,132 |
|
|
|
277 |
|
Atkore Inc * |
|
|
10,707 |
|
|
|
1,089 |
|
Atlas Air Worldwide Holdings Inc * |
|
|
10,752 |
|
|
|
842 |
|
AZZ Inc |
|
|
1,400 |
|
|
|
69 |
|
Barrett Business Services Inc |
|
|
450 |
|
|
|
27 |
|
BlueLinx Holdings Inc * |
|
|
2,582 |
|
|
|
231 |
|
Boise Cascade Co |
|
|
3,243 |
|
|
|
259 |
|
CACI International Inc, Cl A * |
|
|
840 |
|
|
|
235 |
|
Casella Waste Systems Inc, Cl A * |
|
|
2,350 |
|
|
|
177 |
|
CBIZ Inc * |
|
|
4,100 |
|
|
|
160 |
|
Chart Industries Inc * |
|
|
3,270 |
|
|
|
472 |
|
Clean Harbors Inc * |
|
|
2,050 |
|
|
|
196 |
|
Concrete Pumping Holdings Inc * |
|
|
6,320 |
|
|
|
47 |
|
CoreCivic Inc *‡ |
|
|
22,000 |
|
|
|
200 |
|
Cornerstone Building Brands Inc * |
|
|
9,392 |
|
|
|
207 |
|
Costamare Inc |
|
|
36,533 |
|
|
|
493 |
|
Covenant Logistics Group Inc, Cl A |
|
|
9,683 |
|
|
|
218 |
|
CRA International Inc |
|
|
5,462 |
|
|
|
485 |
|
Crane Co |
|
|
3,900 |
|
|
|
394 |
|
Curtiss-Wright Corp |
|
|
3,758 |
|
|
|
554 |
|
Daseke Inc * |
|
|
66,477 |
|
|
|
834 |
|
Deluxe Corp |
|
|
7,700 |
|
|
|
240 |
|
Desktop Metal, Cl A *(A) |
|
|
31,950 |
|
|
|
133 |
|
Ducommun Inc * |
|
|
4,495 |
|
|
|
227 |
|
DXP Enterprises Inc/TX * |
|
|
3,335 |
|
|
|
96 |
|
Eagle Bulk Shipping Inc |
|
|
3,908 |
|
|
|
206 |
|
EMCOR Group Inc |
|
|
3,700 |
|
|
|
427 |
|
Ennis Inc |
|
|
20,203 |
|
|
|
379 |
|
EnPro Industries Inc |
|
|
2,333 |
|
|
|
258 |
|
Evoqua Water Technologies Corp * |
|
|
6,156 |
|
|
|
263 |
|
Exponent Inc |
|
|
16,685 |
|
|
|
1,581 |
|
Federal Signal Corp |
|
|
8,165 |
|
|
|
295 |
|
First Advantage Corp * |
|
|
12,630 |
|
|
|
204 |
|
Forrester Research Inc * |
|
|
5,701 |
|
|
|
296 |
|
Forward Air Corp |
|
|
4,476 |
|
|
|
462 |
|
Franklin Covey Co * |
|
|
10,389 |
|
|
|
479 |
|
FTI Consulting Inc * |
|
|
1,540 |
|
|
|
225 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Genco Shipping & Trading Ltd |
|
|
13,756 |
|
|
$ |
265 |
|
Generac Holdings Inc * |
|
|
1,834 |
|
|
|
579 |
|
Global Industrial Co |
|
|
10,312 |
|
|
|
328 |
|
GMS Inc * |
|
|
4,400 |
|
|
|
239 |
|
Gorman-Rupp Co/The |
|
|
200 |
|
|
|
7 |
|
Hawaiian Holdings Inc * |
|
|
10,800 |
|
|
|
207 |
|
Heartland Express Inc |
|
|
5,000 |
|
|
|
72 |
|
Heidrick & Struggles International Inc |
|
|
6,647 |
|
|
|
284 |
|
Helios Technologies Inc |
|
|
11,343 |
|
|
|
889 |
|
Herc Holdings Inc |
|
|
8,636 |
|
|
|
1,374 |
|
Heritage-Crystal Clean Inc * |
|
|
14,796 |
|
|
|
415 |
|
Hub Group Inc, Cl A * |
|
|
2,150 |
|
|
|
181 |
|
Hubbell Inc, Cl B |
|
|
1,000 |
|
|
|
178 |
|
ICF International Inc |
|
|
1,280 |
|
|
|
113 |
|
Infrastructure and Energy Alternatives * |
|
|
33,108 |
|
|
|
360 |
|
INNOVATE Corp *(A) |
|
|
17,404 |
|
|
|
58 |
|
Insteel Industries Inc |
|
|
3,505 |
|
|
|
130 |
|
Interface Inc, Cl A |
|
|
16,600 |
|
|
|
217 |
|
John Bean Technologies Corp |
|
|
6,442 |
|
|
|
730 |
|
Kadant Inc |
|
|
520 |
|
|
|
103 |
|
KBR Inc |
|
|
6,452 |
|
|
|
320 |
|
Kelly Services Inc, Cl A |
|
|
18,800 |
|
|
|
399 |
|
Kforce Inc |
|
|
4,650 |
|
|
|
350 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
4,305 |
|
|
|
235 |
|
Landstar System Inc |
|
|
1,430 |
|
|
|
221 |
|
Manitowoc Co Inc/The * |
|
|
4,460 |
|
|
|
74 |
|
ManTech International Corp/VA, Cl A |
|
|
1,770 |
|
|
|
148 |
|
Marten Transport Ltd |
|
|
5,300 |
|
|
|
91 |
|
Matson Inc |
|
|
4,063 |
|
|
|
450 |
|
Matthews International Corp, Cl A |
|
|
6,500 |
|
|
|
216 |
|
MDU Resources Group Inc |
|
|
17,600 |
|
|
|
471 |
|
Meritor Inc * |
|
|
18,500 |
|
|
|
659 |
|
Miller Industries Inc/TN |
|
|
3,657 |
|
|
|
113 |
|
MRC Global Inc * |
|
|
23,365 |
|
|
|
236 |
|
MSA Safety Inc |
|
|
1,380 |
|
|
|
192 |
|
MYR Group Inc * |
|
|
1,360 |
|
|
|
122 |
|
Northwest Pipe Co * |
|
|
4,150 |
|
|
|
118 |
|
NV5 Global Inc * |
|
|
7,467 |
|
|
|
801 |
|
Park Aerospace Corp |
|
|
18,292 |
|
|
|
254 |
|
Park-Ohio Holdings Corp |
|
|
7,900 |
|
|
|
126 |
|
Planet Labs PBC * |
|
|
37,558 |
|
|
|
212 |
|
Primoris Services Corp |
|
|
18,400 |
|
|
|
485 |
|
Quad/Graphics Inc, Cl A *(A) |
|
|
21,039 |
|
|
|
115 |
|
Quanex Building Products Corp |
|
|
18,759 |
|
|
|
429 |
|
Radiant Logistics Inc * |
|
|
26,774 |
|
|
|
185 |
|
Resources Connection Inc |
|
|
21,923 |
|
|
|
364 |
|
Rush Enterprises Inc, Cl A |
|
|
3,200 |
|
|
|
166 |
|
Ryder System Inc |
|
|
3,500 |
|
|
|
276 |
|
Safe Bulkers Inc * |
|
|
16,140 |
|
|
|
67 |
|
Saia Inc * |
|
|
830 |
|
|
|
238 |
|
Schneider National Inc, Cl B |
|
|
4,300 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Science Applications International Corp |
|
|
2,200 |
|
|
$ |
193 |
|
Shyft Group Inc/The |
|
|
4,871 |
|
|
|
197 |
|
SkyWest Inc * |
|
|
5,000 |
|
|
|
141 |
|
SP Plus Corp * |
|
|
4,918 |
|
|
|
147 |
|
Standex International Corp |
|
|
970 |
|
|
|
103 |
|
Sterling Construction Co Inc * |
|
|
5,880 |
|
|
|
174 |
|
Sun Country Airlines Holdings Inc * |
|
|
2,480 |
|
|
|
67 |
|
Tennant Co |
|
|
1,010 |
|
|
|
80 |
|
Tetra Tech Inc |
|
|
1,650 |
|
|
|
262 |
|
Textainer Group Holdings Ltd |
|
|
6,500 |
|
|
|
231 |
|
Titan International Inc * |
|
|
21,980 |
|
|
|
246 |
|
Titan Machinery Inc * |
|
|
5,923 |
|
|
|
168 |
|
Toro Co/The |
|
|
1,880 |
|
|
|
176 |
|
Transcat Inc * |
|
|
700 |
|
|
|
55 |
|
Trex Co Inc * |
|
|
5,498 |
|
|
|
505 |
|
TriNet Group Inc * |
|
|
1,720 |
|
|
|
150 |
|
Triton International Ltd |
|
|
16,894 |
|
|
|
1,110 |
|
TrueBlue Inc * |
|
|
400 |
|
|
|
11 |
|
UniFirst Corp/MA |
|
|
610 |
|
|
|
111 |
|
Universal Logistics Holdings Inc |
|
|
16,950 |
|
|
|
324 |
|
US Xpress Enterprises Inc, Cl A * |
|
|
12,642 |
|
|
|
57 |
|
Vectrus Inc * |
|
|
5,072 |
|
|
|
232 |
|
Veritiv Corp * |
|
|
1,532 |
|
|
|
164 |
|
Wabash National Corp |
|
|
7,900 |
|
|
|
135 |
|
Werner Enterprises Inc |
|
|
12,200 |
|
|
|
530 |
|
WESCO International Inc * |
|
|
2,580 |
|
|
|
314 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
60,902 |
|
|
|
2,164 |
|
Zurn Water Solutions Corp |
|
|
22,962 |
|
|
|
747 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
39,572 |
|
Information Technology — 12.3% |
|
|
|
|
A10 Networks Inc |
|
|
37,312 |
|
|
|
531 |
|
ACI Worldwide Inc * |
|
|
4,600 |
|
|
|
154 |
|
Agilysys Inc * |
|
|
1,950 |
|
|
|
82 |
|
Alkami Technology Inc * |
|
|
6,510 |
|
|
|
103 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
4,759 |
|
|
|
256 |
|
Ambarella Inc * |
|
|
1,402 |
|
|
|
196 |
|
Amdocs Ltd |
|
|
3,300 |
|
|
|
260 |
|
American Software Inc/GA, Cl A |
|
|
2,100 |
|
|
|
46 |
|
Amkor Technology Inc |
|
|
34,900 |
|
|
|
791 |
|
Arlo Technologies Inc * |
|
|
12,170 |
|
|
|
113 |
|
Arrow Electronics Inc * |
|
|
2,000 |
|
|
|
244 |
|
Aspen Technology Inc * |
|
|
1,660 |
|
|
|
253 |
|
Avalara Inc * |
|
|
4,348 |
|
|
|
452 |
|
Avaya Holdings Corp * |
|
|
9,500 |
|
|
|
131 |
|
Aviat Networks * |
|
|
4,614 |
|
|
|
131 |
|
Avnet Inc |
|
|
9,600 |
|
|
|
404 |
|
Axcelis Technologies Inc * |
|
|
5,392 |
|
|
|
373 |
|
AXT Inc * |
|
|
12,803 |
|
|
|
95 |
|
Azenta Inc |
|
|
11,716 |
|
|
|
1,025 |
|
Bel Fuse Inc, Cl B |
|
|
10,088 |
|
|
|
159 |
|
Blackbaud Inc * |
|
|
2,050 |
|
|
|
128 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BTRS Holdings Inc, Cl A * |
|
|
11,580 |
|
|
$ |
71 |
|
Casa Systems Inc * |
|
|
19,907 |
|
|
|
83 |
|
Cass Information Systems Inc |
|
|
3,880 |
|
|
|
154 |
|
CDK Global Inc |
|
|
4,750 |
|
|
|
215 |
|
ChannelAdvisor Corp * |
|
|
8,946 |
|
|
|
161 |
|
Ciena Corp * |
|
|
3,890 |
|
|
|
266 |
|
Cirrus Logic Inc * |
|
|
2,380 |
|
|
|
207 |
|
Clearfield Inc * |
|
|
3,831 |
|
|
|
246 |
|
CommVault Systems Inc * |
|
|
2,400 |
|
|
|
151 |
|
Concentrix Corp |
|
|
2,488 |
|
|
|
497 |
|
CoreCard * |
|
|
600 |
|
|
|
19 |
|
CSG Systems International Inc |
|
|
13,778 |
|
|
|
850 |
|
CTS Corp |
|
|
2,100 |
|
|
|
80 |
|
Digi International Inc * |
|
|
12,283 |
|
|
|
247 |
|
Diodes Inc * |
|
|
5,858 |
|
|
|
525 |
|
Dolby Laboratories Inc, Cl A |
|
|
260 |
|
|
|
20 |
|
eGain Corp * |
|
|
12,394 |
|
|
|
146 |
|
EMCORE Corp * |
|
|
12,718 |
|
|
|
49 |
|
ePlus Inc * |
|
|
1,620 |
|
|
|
76 |
|
ExlService Holdings Inc * |
|
|
1,710 |
|
|
|
207 |
|
Extreme Networks Inc * |
|
|
13,868 |
|
|
|
159 |
|
F5 Inc * |
|
|
1,180 |
|
|
|
237 |
|
Fair Isaac Corp * |
|
|
610 |
|
|
|
287 |
|
Genpact Ltd |
|
|
5,300 |
|
|
|
222 |
|
Hackett Group Inc/The |
|
|
27,845 |
|
|
|
577 |
|
I3 Verticals Inc, Cl A * |
|
|
3,446 |
|
|
|
91 |
|
Ichor Holdings Ltd * |
|
|
4,777 |
|
|
|
168 |
|
Impinj Inc * |
|
|
2,306 |
|
|
|
159 |
|
International Money Express Inc * |
|
|
31,864 |
|
|
|
512 |
|
Jack Henry & Associates Inc |
|
|
1,660 |
|
|
|
293 |
|
Juniper Networks Inc |
|
|
8,061 |
|
|
|
273 |
|
Kimball Electronics Inc * |
|
|
14,756 |
|
|
|
254 |
|
Kopin Corp *(A) |
|
|
8,745 |
|
|
|
23 |
|
Limelight Networks Inc * |
|
|
49,378 |
|
|
|
193 |
|
Littelfuse Inc |
|
|
4,734 |
|
|
|
1,222 |
|
Manhattan Associates Inc * |
|
|
1,730 |
|
|
|
231 |
|
Maximus Inc |
|
|
2,600 |
|
|
|
205 |
|
MaxLinear Inc, Cl A * |
|
|
3,992 |
|
|
|
245 |
|
Methode Electronics Inc |
|
|
8,200 |
|
|
|
374 |
|
Mitek Systems Inc * |
|
|
11,194 |
|
|
|
166 |
|
MoneyGram International Inc * |
|
|
18,607 |
|
|
|
200 |
|
Monolithic Power Systems Inc |
|
|
640 |
|
|
|
294 |
|
NETGEAR Inc * |
|
|
8,800 |
|
|
|
234 |
|
NetScout Systems Inc * |
|
|
1,000 |
|
|
|
31 |
|
NortonLifeLock Inc |
|
|
2,000 |
|
|
|
58 |
|
Nova Ltd *(A) |
|
|
10,580 |
|
|
|
1,109 |
|
Novanta Inc * |
|
|
5,931 |
|
|
|
810 |
|
NVE Corp |
|
|
5,636 |
|
|
|
322 |
|
ON24 * |
|
|
3,750 |
|
|
|
58 |
|
Onto Innovation Inc * |
|
|
2,503 |
|
|
|
216 |
|
OSI Systems Inc * |
|
|
1,050 |
|
|
|
85 |
|
PAR Technology Corp * |
|
|
6,405 |
|
|
|
269 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Paylocity Holding Corp * |
|
|
720 |
|
|
$ |
153 |
|
PC Connection Inc * |
|
|
1,700 |
|
|
|
83 |
|
PDF Solutions Inc * |
|
|
6,016 |
|
|
|
165 |
|
Photronics Inc * |
|
|
34,411 |
|
|
|
634 |
|
Power Integrations Inc |
|
|
2,390 |
|
|
|
215 |
|
Progress Software Corp |
|
|
7,080 |
|
|
|
312 |
|
Pure Storage Inc, Cl A * |
|
|
7,972 |
|
|
|
207 |
|
Qualys Inc * |
|
|
1,430 |
|
|
|
179 |
|
Rambus Inc * |
|
|
10,835 |
|
|
|
293 |
|
Rimini Street Inc * |
|
|
36,082 |
|
|
|
163 |
|
Sanmina Corp * |
|
|
9,400 |
|
|
|
374 |
|
Sapiens International Corp NV |
|
|
1,900 |
|
|
|
51 |
|
ScanSource Inc * |
|
|
11,000 |
|
|
|
347 |
|
SecureWorks Corp, Cl A * |
|
|
4,425 |
|
|
|
68 |
|
Silicon Laboratories Inc * |
|
|
1,065 |
|
|
|
164 |
|
SiTime Corp * |
|
|
868 |
|
|
|
175 |
|
SMART Global Holdings Inc * |
|
|
27,317 |
|
|
|
750 |
|
Sprout Social Inc, Cl A * |
|
|
9,387 |
|
|
|
611 |
|
SPS Commerce Inc * |
|
|
10,286 |
|
|
|
1,336 |
|
StarTek Inc * |
|
|
22,698 |
|
|
|
99 |
|
Super Micro Computer Inc * |
|
|
4,905 |
|
|
|
193 |
|
Synaptics Inc * |
|
|
1,279 |
|
|
|
292 |
|
TaskUS Inc, Cl A * |
|
|
7,999 |
|
|
|
230 |
|
TTM Technologies Inc * |
|
|
17,600 |
|
|
|
221 |
|
Tucows Inc, Cl A * |
|
|
700 |
|
|
|
47 |
|
Ultra Clean Holdings Inc * |
|
|
3,300 |
|
|
|
151 |
|
Veeco Instruments Inc * |
|
|
15,823 |
|
|
|
452 |
|
Verint Systems Inc * |
|
|
3,250 |
|
|
|
163 |
|
Verra Mobility Corp, Cl A * |
|
|
14,418 |
|
|
|
242 |
|
Viant Technology, Cl A * |
|
|
11,001 |
|
|
|
91 |
|
Viavi Solutions Inc * |
|
|
48,000 |
|
|
|
787 |
|
Vishay Intertechnology Inc |
|
|
23,300 |
|
|
|
447 |
|
Vishay Precision Group Inc * |
|
|
24,165 |
|
|
|
759 |
|
Zeta Global Holdings, Cl A *(A) |
|
|
18,893 |
|
|
|
246 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
30,474 |
|
Materials — 5.2% |
|
|
|
|
AdvanSix Inc |
|
|
13,000 |
|
|
|
521 |
|
American Vanguard Corp |
|
|
4,730 |
|
|
|
71 |
|
Avery Dennison Corp |
|
|
1,420 |
|
|
|
250 |
|
Balchem Corp |
|
|
1,560 |
|
|
|
216 |
|
Cabot Corp |
|
|
10,891 |
|
|
|
797 |
|
Century Aluminum Co * |
|
|
11,902 |
|
|
|
281 |
|
Chase Corp |
|
|
670 |
|
|
|
62 |
|
Commercial Metals Co |
|
|
19,700 |
|
|
|
759 |
|
Forterra Inc * |
|
|
18,698 |
|
|
|
440 |
|
Greif Inc, Cl A |
|
|
14,900 |
|
|
|
857 |
|
Hawkins Inc |
|
|
4,520 |
|
|
|
205 |
|
Huntsman Corp |
|
|
8,000 |
|
|
|
323 |
|
Koppers Holdings Inc |
|
|
12,827 |
|
|
|
367 |
|
Kronos Worldwide Inc |
|
|
21,904 |
|
|
|
323 |
|
Livent Corp * |
|
|
8,095 |
|
|
|
191 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LSB Industries Inc * |
|
|
14,227 |
|
|
$ |
246 |
|
MP Materials * |
|
|
4,776 |
|
|
|
218 |
|
Myers Industries Inc |
|
|
8,415 |
|
|
|
140 |
|
NewMarket Corp |
|
|
340 |
|
|
|
108 |
|
Novagold Resources Inc * |
|
|
18,700 |
|
|
|
130 |
|
O-I Glass Inc * |
|
|
19,200 |
|
|
|
245 |
|
Olin Corp |
|
|
3,537 |
|
|
|
182 |
|
Packaging Corp of America |
|
|
1,730 |
|
|
|
255 |
|
Ranpak Holdings Corp, Cl A * |
|
|
19,447 |
|
|
|
471 |
|
Reliance Steel & Aluminum Co |
|
|
1,386 |
|
|
|
265 |
|
Resolute Forest Products Inc * |
|
|
48,200 |
|
|
|
601 |
|
Royal Gold Inc |
|
|
2,260 |
|
|
|
274 |
|
Ryerson Holding Corp |
|
|
7,947 |
|
|
|
208 |
|
Schnitzer Steel Industries Inc, Cl A |
|
|
6,100 |
|
|
|
297 |
|
Schweitzer-Mauduit International Inc |
|
|
8,200 |
|
|
|
256 |
|
Sealed Air Corp |
|
|
4,522 |
|
|
|
304 |
|
Sensient Technologies Corp |
|
|
830 |
|
|
|
68 |
|
Silgan Holdings Inc |
|
|
16,933 |
|
|
|
709 |
|
Sonoco Products Co |
|
|
3,700 |
|
|
|
217 |
|
Stepan Co |
|
|
900 |
|
|
|
93 |
|
Summit Materials Inc, Cl A * |
|
|
18,794 |
|
|
|
587 |
|
SunCoke Energy Inc |
|
|
41,670 |
|
|
|
330 |
|
Tredegar Corp |
|
|
24,350 |
|
|
|
280 |
|
TriMas Corp |
|
|
3,500 |
|
|
|
114 |
|
Trinseo PLC |
|
|
3,700 |
|
|
|
192 |
|
UFP Technologies Inc * |
|
|
800 |
|
|
|
55 |
|
Warrior Met Coal Inc |
|
|
7,413 |
|
|
|
233 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,741 |
|
Real Estate — 5.3% |
|
|
|
|
Alexander & Baldwin Inc ‡ |
|
|
3,700 |
|
|
|
83 |
|
Alexander's Inc ‡ |
|
|
180 |
|
|
|
46 |
|
American Assets Trust Inc ‡ |
|
|
8,800 |
|
|
|
322 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
5,900 |
|
|
|
224 |
|
Apple Hospitality REIT Inc ‡ |
|
|
68,424 |
|
|
|
1,210 |
|
Armada Hoffler Properties Inc ‡ |
|
|
3,800 |
|
|
|
56 |
|
Ashford Hospitality Trust Inc *‡ |
|
|
9,685 |
|
|
|
83 |
|
Camden Property Trust ‡ |
|
|
1,900 |
|
|
|
314 |
|
Cedar Realty Trust Inc ‡ |
|
|
20,166 |
|
|
|
484 |
|
Centerspace ‡ |
|
|
1,120 |
|
|
|
105 |
|
Chatham Lodging Trust *‡ |
|
|
19,300 |
|
|
|
265 |
|
City Office REIT Inc ‡ |
|
|
2,700 |
|
|
|
46 |
|
Community Healthcare Trust Inc ‡ |
|
|
1,900 |
|
|
|
79 |
|
CubeSmart ‡ |
|
|
4,650 |
|
|
|
224 |
|
Cushman & Wakefield PLC * |
|
|
19,000 |
|
|
|
417 |
|
EastGroup Properties Inc ‡ |
|
|
2,606 |
|
|
|
497 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
3,290 |
|
|
|
246 |
|
Fathom Holdings * |
|
|
4,137 |
|
|
|
53 |
|
First Industrial Realty Trust Inc ‡ |
|
|
6,928 |
|
|
|
399 |
|
Forestar Group Inc * |
|
|
13,978 |
|
|
|
256 |
|
Franklin Street Properties Corp ‡ |
|
|
45,400 |
|
|
|
262 |
|
FRP Holdings Inc * |
|
|
450 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Getty Realty Corp ‡ |
|
|
3,800 |
|
|
$ |
105 |
|
Gladstone Commercial Corp ‡ |
|
|
15,500 |
|
|
|
328 |
|
Gladstone Land Corp ‡ |
|
|
6,555 |
|
|
|
196 |
|
Global Net Lease Inc ‡ |
|
|
18,300 |
|
|
|
260 |
|
Healthcare Realty Trust Inc ‡ |
|
|
2,000 |
|
|
|
52 |
|
Independence Realty Trust Inc ‡ |
|
|
10,778 |
|
|
|
272 |
|
Industrial Logistics Properties Trust ‡ |
|
|
14,200 |
|
|
|
318 |
|
Kite Realty Group Trust ‡ |
|
|
7,000 |
|
|
|
154 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
2,070 |
|
|
|
226 |
|
Life Storage Inc ‡ |
|
|
2,190 |
|
|
|
277 |
|
Marcus & Millichap Inc |
|
|
1,600 |
|
|
|
80 |
|
National Health Investors Inc ‡ |
|
|
3,800 |
|
|
|
203 |
|
National Storage Affiliates Trust ‡ |
|
|
7,184 |
|
|
|
419 |
|
NexPoint Residential Trust Inc ‡ |
|
|
4,641 |
|
|
|
394 |
|
Office Properties Income Trust ‡ |
|
|
13,400 |
|
|
|
336 |
|
One Liberty Properties Inc ‡ |
|
|
1,100 |
|
|
|
32 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
22,800 |
|
|
|
389 |
|
Plymouth Industrial REIT Inc ‡ |
|
|
11,500 |
|
|
|
300 |
|
PotlatchDeltic Corp ‡ |
|
|
200 |
|
|
|
11 |
|
Preferred Apartment Communities Inc ‡ |
|
|
15,000 |
|
|
|
379 |
|
PS Business Parks Inc ‡ |
|
|
1,080 |
|
|
|
172 |
|
RE/MAX Holdings Inc, Cl A |
|
|
1,600 |
|
|
|
47 |
|
Realogy Holdings Corp * |
|
|
16,700 |
|
|
|
304 |
|
Rexford Industrial Realty Inc ‡ |
|
|
2,745 |
|
|
|
193 |
|
RMR Group Inc/The, Cl A |
|
|
100 |
|
|
|
3 |
|
Sabra Health Care Inc ‡ |
|
|
34,700 |
|
|
|
466 |
|
Saul Centers Inc ‡ |
|
|
850 |
|
|
|
39 |
|
Service Properties Trust ‡ |
|
|
21,900 |
|
|
|
189 |
|
Tanger Factory Outlet Centers Inc ‡ |
|
|
22,800 |
|
|
|
380 |
|
Tejon Ranch Co * |
|
|
4,720 |
|
|
|
80 |
|
Terreno Realty Corp ‡ |
|
|
2,900 |
|
|
|
199 |
|
UMH Properties Inc ‡ |
|
|
4,300 |
|
|
|
99 |
|
Uniti Group Inc ‡ |
|
|
19,920 |
|
|
|
258 |
|
Universal Health Realty Income Trust ‡ |
|
|
850 |
|
|
|
49 |
|
Urstadt Biddle Properties Inc, Cl A ‡ |
|
|
5,650 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,012 |
|
Utilities — 1.6% |
|
|
|
|
ALLETE Inc |
|
|
1,450 |
|
|
|
91 |
|
American States Water Co |
|
|
2,030 |
|
|
|
171 |
|
Artesian Resources Corp, Cl A |
|
|
3,232 |
|
|
|
150 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
2,500 |
|
|
|
176 |
|
California Water Service Group |
|
|
2,550 |
|
|
|
145 |
|
Chesapeake Utilities Corp |
|
|
1,200 |
|
|
|
159 |
|
Essential Utilities Inc |
|
|
5,000 |
|
|
|
236 |
|
Hawaiian Electric Industries Inc |
|
|
4,650 |
|
|
|
191 |
|
IDACORP Inc |
|
|
2,090 |
|
|
|
217 |
|
MGE Energy Inc |
|
|
1,820 |
|
|
|
131 |
|
Middlesex Water Co |
|
|
1,340 |
|
|
|
134 |
|
National Fuel Gas Co |
|
|
8,800 |
|
|
|
548 |
|
New Jersey Resources Corp |
|
|
4,400 |
|
|
|
192 |
|
NiSource Inc |
|
|
2,200 |
|
|
|
64 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Northwest Natural Holding Co |
|
|
1,650 |
|
|
$ |
86 |
|
NorthWestern Corp |
|
|
2,700 |
|
|
|
163 |
|
Otter Tail Corp |
|
|
2,000 |
|
|
|
124 |
|
Portland General Electric Co |
|
|
4,450 |
|
|
|
226 |
|
Pure Cycle Corp * |
|
|
8,759 |
|
|
|
104 |
|
SJW Group |
|
|
1,450 |
|
|
|
95 |
|
Spire Inc |
|
|
1,900 |
|
|
|
127 |
|
UGI Corp |
|
|
2,000 |
|
|
|
77 |
|
Unitil Corp |
|
|
2,050 |
|
|
|
103 |
|
Via Renewables Inc, Cl A (A) |
|
|
13,183 |
|
|
|
147 |
|
York Water Co/The |
|
|
1,400 |
|
|
|
63 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,920 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $207,325) ($ Thousands) |
|
|
|
|
|
|
241,387 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Media General Inc CVR *‡‡(C) |
|
|
1,155 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 1.1% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(D) |
|
|
2,837,767 |
|
|
$ |
2,838 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $2,838) ($ Thousands) |
|
|
2,838 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.5% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
6,147,976 |
|
|
|
6,148 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $6,148) ($ Thousands) |
|
|
|
|
|
|
6,148 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 101.1% |
|
|
|
|
|
|
|
|
(Cost $216,311) ($ Thousands) |
|
$ |
250,373 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
8 |
|
|
|
Mar-2022 |
|
|
$ |
810 |
|
|
$ |
818 |
|
|
$ |
8 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $247,691 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
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 February 28, 2022. The total market value of securities on loan at February 28, 2022 was $2,776 ($ Thousands). |
(B) |
Security is a Master Limited Partnership. At February 28, 2022, such securities amounted to $253 ($ 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 February 28, 2022 was $2,838 ($ 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 February 28, 2022, in valuing the Fund’s investments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Common Stock |
|
|
241,387 |
|
|
|
– |
|
|
|
– |
|
|
|
241,387 |
|
Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
^ |
|
|
– |
^ |
Affiliated Partnership |
|
|
– |
|
|
|
2,838 |
|
|
|
– |
|
|
|
2,838 |
|
Cash Equivalent |
|
|
6,148 |
|
|
|
– |
|
|
|
– |
|
|
|
6,148 |
|
Total Investments in Securities |
|
|
247,535 |
|
|
|
2,838 |
|
|
|
– |
^ |
|
|
250,373 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
8 |
|
|
|
– |
|
|
|
– |
|
|
|
8 |
|
Total Other Financial Instruments |
|
|
8 |
|
|
|
– |
|
|
|
– |
|
|
|
8 |
|
(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 $500.
For the period ended February 28, 2022, there were no transfers in or out of Level 3.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap Fund (Concluded)
For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual and annual financial statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain/(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
10,120 |
|
|
$ |
52,642 |
|
|
$ |
(59,924 |
) |
|
$ |
1 |
|
|
$ |
(1 |
) |
|
$ |
2,838 |
|
|
|
2,837,767 |
|
|
$ |
26 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
4,935 |
|
|
|
59,051 |
|
|
|
(57,838 |
) |
|
|
— |
|
|
|
— |
|
|
|
6,148 |
|
|
|
6,147,976 |
|
|
|
— |
|
|
|
— |
|
Totals |
|
$ |
15,055 |
|
|
$ |
111,693 |
|
|
$ |
(117,762 |
) |
|
$ |
1 |
|
|
$ |
(1 |
) |
|
$ |
8,986 |
|
|
|
|
|
|
$ |
26 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 3.5% |
|
|
|
|
Advantage Solutions Inc * |
|
|
23,690 |
|
|
$ |
187 |
|
Cable One Inc |
|
|
556 |
|
|
|
797 |
|
Cargurus Inc, Cl A * |
|
|
11,472 |
|
|
|
556 |
|
Cars.com Inc * |
|
|
16,630 |
|
|
|
269 |
|
Cinemark Holdings Inc *(A) |
|
|
180,113 |
|
|
|
3,159 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
150,069 |
|
|
|
561 |
|
Cogent Communications Holdings Inc |
|
|
13,161 |
|
|
|
834 |
|
Gannett Co Inc * |
|
|
56,290 |
|
|
|
279 |
|
Hemisphere Media Group Inc, Cl A * |
|
|
13,504 |
|
|
|
72 |
|
Integral Ad Science Holding * |
|
|
737 |
|
|
|
14 |
|
Liberty Latin America Ltd, Cl A * |
|
|
18,087 |
|
|
|
182 |
|
Liberty TripAdvisor Holdings Inc, Cl A * |
|
|
57,749 |
|
|
|
123 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
188,526 |
|
|
|
2,896 |
|
MediaAlpha Inc, Cl A * |
|
|
6,006 |
|
|
|
86 |
|
Nexstar Media Group Inc, Cl A |
|
|
7,543 |
|
|
|
1,396 |
|
Ooma Inc * |
|
|
14,072 |
|
|
|
235 |
|
QuinStreet Inc * |
|
|
18,882 |
|
|
|
212 |
|
Reservoir Media Inc *(A) |
|
|
24,979 |
|
|
|
179 |
|
TEGNA Inc |
|
|
66,103 |
|
|
|
1,515 |
|
Ziff Davis Inc * |
|
|
6,514 |
|
|
|
655 |
|
ZipRecruiter Inc, Cl A * |
|
|
15,447 |
|
|
|
309 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,516 |
|
Consumer Discretionary — 14.0% |
|
|
|
|
1-800-Flowers.com Inc, Cl A * |
|
|
6,100 |
|
|
|
94 |
|
2U Inc * |
|
|
15,075 |
|
|
|
158 |
|
Aaron's Co Inc/The |
|
|
36,653 |
|
|
|
769 |
|
Academy Sports & Outdoors Inc * |
|
|
6,960 |
|
|
|
225 |
|
Advance Auto Parts Inc |
|
|
4,429 |
|
|
|
906 |
|
American Eagle Outfitters Inc (A) |
|
|
170,813 |
|
|
|
3,601 |
|
American Public Education Inc * |
|
|
21,524 |
|
|
|
430 |
|
Arko Corp |
|
|
13,320 |
|
|
|
111 |
|
Beazer Homes USA Inc * |
|
|
30,983 |
|
|
|
507 |
|
Biglari Holdings Inc, Cl B * |
|
|
1,374 |
|
|
|
189 |
|
Bloomin' Brands Inc |
|
|
82,200 |
|
|
|
2,023 |
|
Bluegreen Vacations Holding Corp, Cl A * |
|
|
8,218 |
|
|
|
233 |
|
Boyd Gaming Corp |
|
|
8,229 |
|
|
|
584 |
|
Brinker International Inc * |
|
|
43,145 |
|
|
|
1,835 |
|
Brunswick Corp/DE |
|
|
12,001 |
|
|
|
1,146 |
|
Buckle Inc/The |
|
|
8,289 |
|
|
|
298 |
|
Caleres Inc |
|
|
3,660 |
|
|
|
76 |
|
Callaway Golf Co * |
|
|
36,038 |
|
|
|
892 |
|
Canada Goose Holdings Inc * |
|
|
6,730 |
|
|
|
176 |
|
Carriage Services Inc, Cl A |
|
|
12,285 |
|
|
|
605 |
|
Carter's Inc |
|
|
18,089 |
|
|
|
1,749 |
|
Cato Corp/The, Cl A |
|
|
16,960 |
|
|
|
299 |
|
Cavco Industries Inc * |
|
|
1,861 |
|
|
|
507 |
|
Century Casinos Inc * |
|
|
14,710 |
|
|
|
181 |
|
Choice Hotels International Inc |
|
|
4,483 |
|
|
|
647 |
|
Churchill Downs Inc |
|
|
4,951 |
|
|
|
1,193 |
|
Chuy's Holdings Inc * |
|
|
7,880 |
|
|
|
257 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Citi Trends Inc * |
|
|
1,670 |
|
|
$ |
62 |
|
Clarus Corp |
|
|
10,072 |
|
|
|
229 |
|
Conn's Inc * |
|
|
12,567 |
|
|
|
231 |
|
Container Store Group Inc/The * |
|
|
35,870 |
|
|
|
317 |
|
Cooper-Standard Holdings Inc * |
|
|
8,273 |
|
|
|
105 |
|
Dave & Buster's Entertainment Inc * |
|
|
10,268 |
|
|
|
445 |
|
Domino's Pizza Inc |
|
|
1,978 |
|
|
|
855 |
|
Dorman Products Inc * |
|
|
7,406 |
|
|
|
692 |
|
El Pollo Loco Holdings Inc * |
|
|
32,182 |
|
|
|
427 |
|
Ethan Allen Interiors Inc |
|
|
26,570 |
|
|
|
692 |
|
Fiesta Restaurant Group Inc * |
|
|
9,221 |
|
|
|
93 |
|
Frontdoor Inc * |
|
|
22,962 |
|
|
|
690 |
|
Genesco Inc * |
|
|
1,690 |
|
|
|
108 |
|
Gentherm Inc * |
|
|
6,742 |
|
|
|
572 |
|
Goodyear Tire & Rubber Co/The * |
|
|
49,482 |
|
|
|
766 |
|
Grand Canyon Education Inc * |
|
|
6,963 |
|
|
|
605 |
|
Hamilton Beach Brands Holding Co, Cl A |
|
|
10,297 |
|
|
|
156 |
|
Hanesbrands Inc |
|
|
27,595 |
|
|
|
426 |
|
Haverty Furniture Cos Inc |
|
|
18,179 |
|
|
|
516 |
|
Hibbett Inc |
|
|
5,573 |
|
|
|
251 |
|
Hooker Furnishings Corp |
|
|
14,484 |
|
|
|
304 |
|
Hyatt Hotels Corp, Cl A * |
|
|
5,208 |
|
|
|
506 |
|
Johnson Outdoors Inc, Cl A |
|
|
2,557 |
|
|
|
211 |
|
KB Home |
|
|
23,416 |
|
|
|
904 |
|
Lazydays Holdings Inc *(A) |
|
|
32,130 |
|
|
|
586 |
|
Lifetime Brands Inc |
|
|
8,050 |
|
|
|
105 |
|
Liquidity Services Inc * |
|
|
7,960 |
|
|
|
137 |
|
Lovesac Co/The * |
|
|
16,161 |
|
|
|
687 |
|
Lumber Liquidators Holdings Inc * |
|
|
16,564 |
|
|
|
266 |
|
Macy's Inc |
|
|
19,750 |
|
|
|
512 |
|
Malibu Boats Inc, Cl A * |
|
|
2,179 |
|
|
|
152 |
|
Marine Products Corp |
|
|
6,676 |
|
|
|
81 |
|
MarineMax Inc * |
|
|
3,130 |
|
|
|
143 |
|
MasterCraft Boat Holdings Inc * |
|
|
16,120 |
|
|
|
462 |
|
Mattel Inc * |
|
|
22,947 |
|
|
|
573 |
|
Modine Manufacturing Co * |
|
|
194,353 |
|
|
|
1,963 |
|
Monarch Casino & Resort Inc * |
|
|
4,780 |
|
|
|
372 |
|
Monro Inc |
|
|
15,662 |
|
|
|
731 |
|
Motorcar Parts of America Inc * |
|
|
4,780 |
|
|
|
77 |
|
Movado Group Inc |
|
|
22,053 |
|
|
|
869 |
|
Murphy USA Inc |
|
|
13,086 |
|
|
|
2,365 |
|
Noodles & Co, Cl A * |
|
|
11,033 |
|
|
|
75 |
|
OneWater Marine Inc, Cl A * |
|
|
9,479 |
|
|
|
482 |
|
Oxford Industries Inc |
|
|
6,241 |
|
|
|
552 |
|
Party City Holdco Inc * |
|
|
16,560 |
|
|
|
72 |
|
Planet Fitness Inc, Cl A * |
|
|
7,205 |
|
|
|
610 |
|
PlayAGS Inc * |
|
|
43,097 |
|
|
|
361 |
|
Pool Corp |
|
|
1,923 |
|
|
|
882 |
|
Porch Group * |
|
|
8,430 |
|
|
|
68 |
|
RealReal Inc/The *(A) |
|
|
38,510 |
|
|
|
343 |
|
Sally Beauty Holdings Inc * |
|
|
38,106 |
|
|
|
659 |
|
SeaWorld Entertainment Inc * |
|
|
9,923 |
|
|
|
689 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Shoe Carnival Inc |
|
|
17,108 |
|
|
$ |
499 |
|
Shutterstock Inc |
|
|
12,380 |
|
|
|
1,121 |
|
Skechers USA Inc, Cl A * |
|
|
28,810 |
|
|
|
1,325 |
|
Skyline Champion Corp * |
|
|
7,082 |
|
|
|
476 |
|
Sportsman's Warehouse Holdings Inc * |
|
|
13,670 |
|
|
|
156 |
|
Steven Madden Ltd |
|
|
15,184 |
|
|
|
648 |
|
Stoneridge Inc * |
|
|
11,713 |
|
|
|
193 |
|
Superior Group of Cos Inc |
|
|
5,990 |
|
|
|
123 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
37,486 |
|
|
|
1,106 |
|
Tenneco Inc, Cl A * |
|
|
19,135 |
|
|
|
369 |
|
Tilly's Inc, Cl A * |
|
|
43,160 |
|
|
|
548 |
|
Tractor Supply Co |
|
|
2,127 |
|
|
|
433 |
|
Unifi Inc * |
|
|
25,407 |
|
|
|
477 |
|
Urban Outfitters Inc * |
|
|
48,652 |
|
|
|
1,338 |
|
Vera Bradley Inc * |
|
|
218,737 |
|
|
|
1,654 |
|
Vista Outdoor Inc * |
|
|
8,680 |
|
|
|
316 |
|
Vivint Smart Home * |
|
|
25,280 |
|
|
|
182 |
|
Wingstop Inc |
|
|
4,042 |
|
|
|
588 |
|
Winmark Corp |
|
|
1,792 |
|
|
|
405 |
|
WW International Inc * |
|
|
43,200 |
|
|
|
440 |
|
YETI Holdings Inc * |
|
|
9,638 |
|
|
|
593 |
|
Zumiez Inc * |
|
|
6,227 |
|
|
|
277 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
57,995 |
|
Consumer Staples — 3.9% |
|
|
|
|
Andersons Inc/The |
|
|
13,121 |
|
|
|
598 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
13,468 |
|
|
|
847 |
|
Cal-Maine Foods Inc * |
|
|
14,068 |
|
|
|
623 |
|
Casey's General Stores Inc |
|
|
4,220 |
|
|
|
794 |
|
Central Garden & Pet Co * |
|
|
6,414 |
|
|
|
304 |
|
Energizer Holdings Inc |
|
|
18,728 |
|
|
|
625 |
|
Flowers Foods Inc |
|
|
20,352 |
|
|
|
558 |
|
Hain Celestial Group Inc/The * |
|
|
17,090 |
|
|
|
621 |
|
Hostess Brands Inc, Cl A * |
|
|
102,090 |
|
|
|
2,199 |
|
Ingles Markets Inc, Cl A |
|
|
3,639 |
|
|
|
299 |
|
Ingredion Inc |
|
|
15,956 |
|
|
|
1,416 |
|
Inter Parfums Inc |
|
|
8,975 |
|
|
|
834 |
|
MGP Ingredients Inc (A) |
|
|
17,816 |
|
|
|
1,418 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
17,685 |
|
|
|
300 |
|
Performance Food Group Co * |
|
|
10,272 |
|
|
|
576 |
|
Seneca Foods Corp, Cl A * |
|
|
9,947 |
|
|
|
495 |
|
Simply Good Foods Co/The * |
|
|
10,784 |
|
|
|
427 |
|
Spectrum Brands Holdings Inc |
|
|
8,687 |
|
|
|
806 |
|
TreeHouse Foods Inc * |
|
|
37,583 |
|
|
|
1,475 |
|
Turning Point Brands Inc |
|
|
7,256 |
|
|
|
243 |
|
Veru Inc * |
|
|
14,879 |
|
|
|
83 |
|
Village Super Market Inc, Cl A |
|
|
10,392 |
|
|
|
237 |
|
Weis Markets Inc |
|
|
4,178 |
|
|
|
258 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,036 |
|
Energy — 6.4% |
|
|
|
|
Alto Ingredients * |
|
|
79,840 |
|
|
|
466 |
|
Berry Corp |
|
|
15,833 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cactus Inc, Cl A |
|
|
36,025 |
|
|
$ |
1,825 |
|
California Resources Corp |
|
|
10,608 |
|
|
|
437 |
|
Centennial Resource Development Inc/DE, Cl A * |
|
|
66,481 |
|
|
|
584 |
|
Centrus Energy, Cl A * |
|
|
3,740 |
|
|
|
169 |
|
Comstock Resources Inc * |
|
|
87,180 |
|
|
|
724 |
|
Coterra Energy Inc, Cl A |
|
|
40,930 |
|
|
|
955 |
|
Delek US Holdings Inc * |
|
|
183,467 |
|
|
|
3,161 |
|
Diamondback Energy Inc |
|
|
8,032 |
|
|
|
1,109 |
|
Dorian LPG Ltd * |
|
|
7,050 |
|
|
|
97 |
|
Earthstone Energy Inc, Cl A * |
|
|
11,118 |
|
|
|
145 |
|
Enviva |
|
|
7,663 |
|
|
|
534 |
|
Expro Group Holdings * |
|
|
22,862 |
|
|
|
368 |
|
Gevo *(A) |
|
|
60,970 |
|
|
|
216 |
|
Helmerich & Payne Inc |
|
|
31,484 |
|
|
|
1,141 |
|
International Seaways Inc |
|
|
10,160 |
|
|
|
186 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
22,710 |
|
|
|
508 |
|
Matador Resources Co |
|
|
10,909 |
|
|
|
541 |
|
Nabors Industries Ltd * |
|
|
2,761 |
|
|
|
347 |
|
National Energy Services Reunited Corp * |
|
|
9,546 |
|
|
|
85 |
|
NCS Multistage Holdings Inc * |
|
|
2,663 |
|
|
|
111 |
|
NexTier Oilfield Solutions Inc * |
|
|
85,070 |
|
|
|
677 |
|
Northern Oil and Gas Inc |
|
|
52,212 |
|
|
|
1,310 |
|
Oasis Petroleum Inc |
|
|
12,762 |
|
|
|
1,691 |
|
Ovintiv Inc |
|
|
17,392 |
|
|
|
797 |
|
Par Pacific Holdings Inc * |
|
|
17,073 |
|
|
|
232 |
|
Patterson-UTI Energy Inc |
|
|
44,876 |
|
|
|
648 |
|
PDC Energy Inc |
|
|
30,145 |
|
|
|
1,945 |
|
REX American Resources Corp * |
|
|
3,477 |
|
|
|
328 |
|
RPC Inc * |
|
|
67,131 |
|
|
|
589 |
|
Scorpio Tankers Inc |
|
|
24,719 |
|
|
|
430 |
|
Select Energy Services Inc, Cl A * |
|
|
83,443 |
|
|
|
691 |
|
SFL Corp Ltd |
|
|
38,265 |
|
|
|
381 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
33,662 |
|
|
|
350 |
|
Southwestern Energy Co * |
|
|
234,949 |
|
|
|
1,172 |
|
W&T Offshore Inc * |
|
|
132,580 |
|
|
|
644 |
|
Whiting Petroleum Corp |
|
|
7,914 |
|
|
|
584 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
26,336 |
|
Financials — 19.1% |
|
|
|
|
AFC Gamma Inc |
|
|
6,190 |
|
|
|
122 |
|
Amalgamated Financial Corp |
|
|
10,770 |
|
|
|
185 |
|
American Equity Investment Life Holding Co |
|
|
84,841 |
|
|
|
3,197 |
|
Argo Group International Holdings Ltd |
|
|
6,341 |
|
|
|
267 |
|
ARMOUR Residential REIT Inc ‡(A) |
|
|
27,290 |
|
|
|
222 |
|
Arrow Financial Corp |
|
|
2,327 |
|
|
|
80 |
|
AssetMark Financial Holdings Inc * |
|
|
16,965 |
|
|
|
398 |
|
Atlantic Capital Bancshares Inc * |
|
|
8,171 |
|
|
|
264 |
|
Atlanticus Holdings Corp * |
|
|
1,660 |
|
|
|
88 |
|
Axos Financial Inc * |
|
|
8,410 |
|
|
|
460 |
|
B Riley Financial Inc |
|
|
3,259 |
|
|
|
194 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
7,480 |
|
|
$ |
116 |
|
Bank of Marin Bancorp |
|
|
5,540 |
|
|
|
196 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
41,195 |
|
|
|
1,582 |
|
Bank OZK |
|
|
24,254 |
|
|
|
1,140 |
|
BankUnited Inc |
|
|
118,130 |
|
|
|
5,221 |
|
Bridgewater Bancshares Inc * |
|
|
7,957 |
|
|
|
134 |
|
Build Acquisition Corp * |
|
|
27,466 |
|
|
|
269 |
|
Byline Bancorp Inc |
|
|
6,450 |
|
|
|
176 |
|
Capital Bancorp Inc |
|
|
5,200 |
|
|
|
129 |
|
Capstar Financial Holdings Inc |
|
|
4,465 |
|
|
|
96 |
|
Carter Bankshares Inc * |
|
|
7,488 |
|
|
|
125 |
|
Central Pacific Financial Corp |
|
|
9,670 |
|
|
|
282 |
|
Chimera Investment Corp ‡ |
|
|
103,923 |
|
|
|
1,265 |
|
CNO Financial Group Inc |
|
|
129,900 |
|
|
|
3,140 |
|
Cohen & Steers Inc |
|
|
10,960 |
|
|
|
891 |
|
ConnectOne Bancorp Inc |
|
|
14,349 |
|
|
|
474 |
|
Crawford & Co, Cl A |
|
|
19,540 |
|
|
|
151 |
|
CrossFirst Bankshares Inc * |
|
|
15,880 |
|
|
|
250 |
|
Cullen/Frost Bankers Inc |
|
|
3,824 |
|
|
|
538 |
|
Curo Group Holdings Corp |
|
|
18,356 |
|
|
|
245 |
|
Customers Bancorp Inc * |
|
|
7,523 |
|
|
|
463 |
|
Dynex Capital Inc (A) |
|
|
55,469 |
|
|
|
853 |
|
Enova International Inc * |
|
|
16,957 |
|
|
|
691 |
|
Equity Bancshares Inc, Cl A |
|
|
2,790 |
|
|
|
88 |
|
Evercore Inc, Cl A |
|
|
3,502 |
|
|
|
445 |
|
EZCORP Inc, Cl A * |
|
|
32,810 |
|
|
|
197 |
|
FactSet Research Systems Inc |
|
|
1,934 |
|
|
|
785 |
|
Farmers National Banc Corp |
|
|
9,810 |
|
|
|
169 |
|
Financial Institutions Inc |
|
|
5,883 |
|
|
|
188 |
|
First BanCorp/Puerto Rico |
|
|
38,518 |
|
|
|
544 |
|
First Bancshares Inc/The |
|
|
2,718 |
|
|
|
96 |
|
First Commonwealth Financial Corp |
|
|
114,129 |
|
|
|
1,843 |
|
First Community Bankshares Inc |
|
|
9,240 |
|
|
|
271 |
|
First Financial Corp/IN |
|
|
3,260 |
|
|
|
152 |
|
First Internet Bancorp |
|
|
5,939 |
|
|
|
290 |
|
First Interstate BancSystem Inc, Cl A |
|
|
37,249 |
|
|
|
1,512 |
|
First of Long Island Corp/The |
|
|
6,871 |
|
|
|
150 |
|
FirstMark Horizon Acquisition Corp, Cl A * |
|
|
7,251 |
|
|
|
72 |
|
Flushing Financial Corp |
|
|
9,446 |
|
|
|
222 |
|
FNB Corp/PA |
|
|
203,971 |
|
|
|
2,739 |
|
Globe Life Inc |
|
|
6,955 |
|
|
|
702 |
|
Green Dot Corp, Cl A * |
|
|
34,172 |
|
|
|
979 |
|
Greenhill & Co Inc |
|
|
11,903 |
|
|
|
210 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
13,121 |
|
|
|
94 |
|
Hamilton Lane Inc, Cl A |
|
|
8,911 |
|
|
|
696 |
|
Hanmi Financial Corp |
|
|
18,388 |
|
|
|
480 |
|
Hanover Insurance Group Inc/The |
|
|
10,781 |
|
|
|
1,504 |
|
HarborOne Bancorp Inc |
|
|
21,523 |
|
|
|
318 |
|
HBT Financial Inc |
|
|
11,650 |
|
|
|
223 |
|
Hercules Capital (A) |
|
|
52,588 |
|
|
|
945 |
|
Heritage Commerce Corp |
|
|
8,776 |
|
|
|
104 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Heritage Insurance Holdings Inc |
|
|
14,189 |
|
|
$ |
79 |
|
Home BancShares Inc/AR |
|
|
43,941 |
|
|
|
1,029 |
|
HomeTrust Bancshares Inc |
|
|
6,870 |
|
|
|
207 |
|
Independent Bank Corp/MI |
|
|
13,745 |
|
|
|
327 |
|
Lakeland Bancorp Inc |
|
|
19,930 |
|
|
|
360 |
|
Macatawa Bank Corp |
|
|
12,123 |
|
|
|
111 |
|
MarketAxess Holdings Inc |
|
|
1,111 |
|
|
|
424 |
|
Mercantile Bank Corp |
|
|
3,373 |
|
|
|
124 |
|
Merchants Bancorp/IN |
|
|
8,280 |
|
|
|
240 |
|
Metrocity Bankshares Inc |
|
|
3,932 |
|
|
|
96 |
|
Metropolitan Bank Holding Corp * |
|
|
8,051 |
|
|
|
823 |
|
MGIC Investment Corp |
|
|
67,201 |
|
|
|
1,020 |
|
Morningstar Inc |
|
|
2,928 |
|
|
|
822 |
|
Mr Cooper Group Inc * |
|
|
11,462 |
|
|
|
583 |
|
National Western Life Group Inc, Cl A |
|
|
380 |
|
|
|
81 |
|
Nicolet Bankshares Inc * |
|
|
10,107 |
|
|
|
963 |
|
NMI Holdings Inc, Cl A * |
|
|
34,021 |
|
|
|
787 |
|
Northrim BanCorp Inc |
|
|
2,084 |
|
|
|
93 |
|
OFG Bancorp |
|
|
48,845 |
|
|
|
1,376 |
|
Old National Bancorp/IN |
|
|
92,451 |
|
|
|
1,690 |
|
Old Second Bancorp Inc |
|
|
4,960 |
|
|
|
71 |
|
Oportun Financial Corp * |
|
|
10,643 |
|
|
|
174 |
|
Oppenheimer Holdings Inc, Cl A |
|
|
13,871 |
|
|
|
599 |
|
Origin Bancorp Inc |
|
|
2,020 |
|
|
|
93 |
|
PacWest Bancorp |
|
|
83,736 |
|
|
|
4,138 |
|
PCSB Financial Corp |
|
|
9,070 |
|
|
|
169 |
|
Peapack-Gladstone Financial Corp |
|
|
5,004 |
|
|
|
189 |
|
Peoples Bancorp Inc/OH |
|
|
8,440 |
|
|
|
264 |
|
Pinnacle Financial Partners Inc |
|
|
22,886 |
|
|
|
2,313 |
|
Popular Inc |
|
|
7,112 |
|
|
|
653 |
|
PROG Holdings Inc * |
|
|
48,989 |
|
|
|
1,501 |
|
Prosperity Bancshares Inc |
|
|
11,990 |
|
|
|
893 |
|
Provident Bancorp Inc |
|
|
7,805 |
|
|
|
128 |
|
Pzena Investment Management Inc, Cl A |
|
|
29,888 |
|
|
|
276 |
|
QCR Holdings Inc |
|
|
2,958 |
|
|
|
165 |
|
RBB Bancorp |
|
|
11,220 |
|
|
|
271 |
|
Regional Management Corp |
|
|
9,665 |
|
|
|
496 |
|
ServisFirst Bancshares Inc |
|
|
6,101 |
|
|
|
533 |
|
StepStone Group Inc, Cl A |
|
|
7,691 |
|
|
|
266 |
|
Stifel Financial Corp |
|
|
6,829 |
|
|
|
502 |
|
StoneX Group Inc * |
|
|
6,723 |
|
|
|
507 |
|
Tishman Speyer Innovation Corp II * |
|
|
22,840 |
|
|
|
224 |
|
Trean Insurance Group Inc * |
|
|
22,883 |
|
|
|
162 |
|
TriState Capital Holdings Inc * |
|
|
8,257 |
|
|
|
274 |
|
Umpqua Holdings Corp |
|
|
178,818 |
|
|
|
3,818 |
|
Universal Insurance Holdings Inc |
|
|
37,775 |
|
|
|
437 |
|
Univest Financial Corp |
|
|
42,561 |
|
|
|
1,233 |
|
Virtu Financial Inc, Cl A |
|
|
15,152 |
|
|
|
532 |
|
Walker & Dunlop Inc |
|
|
4,271 |
|
|
|
591 |
|
Warrior Technologies Acquisition Co * |
|
|
23,397 |
|
|
|
233 |
|
Waterstone Financial Inc |
|
|
27,991 |
|
|
|
547 |
|
Webster Financial Corp |
|
|
11,278 |
|
|
|
679 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Western Alliance Bancorp |
|
|
21,005 |
|
|
$ |
1,969 |
|
Wintrust Financial Corp |
|
|
27,667 |
|
|
|
2,749 |
|
WisdomTree Investments Inc |
|
|
55,703 |
|
|
|
314 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
79,120 |
|
Health Care — 9.9% |
|
|
|
|
4D Molecular Therapeutics Inc * |
|
|
10,348 |
|
|
|
142 |
|
Absci Corp *(A) |
|
|
9,062 |
|
|
|
85 |
|
Affimed NV * |
|
|
22,488 |
|
|
|
99 |
|
Albireo Pharma Inc * |
|
|
10,020 |
|
|
|
334 |
|
Allscripts Healthcare Solutions Inc * |
|
|
26,420 |
|
|
|
514 |
|
AMN Healthcare Services Inc * |
|
|
2,753 |
|
|
|
292 |
|
Amneal Pharmaceuticals Inc * |
|
|
18,370 |
|
|
|
83 |
|
Amphastar Pharmaceuticals Inc * |
|
|
21,339 |
|
|
|
591 |
|
Amylyx Pharmaceuticals *(A) |
|
|
9,487 |
|
|
|
312 |
|
AnaptysBio Inc * |
|
|
21,891 |
|
|
|
669 |
|
Anika Therapeutics Inc * |
|
|
5,852 |
|
|
|
190 |
|
Apyx Medical Corp * |
|
|
7,516 |
|
|
|
76 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
16,620 |
|
|
|
398 |
|
Arcus Biosciences Inc * |
|
|
13,816 |
|
|
|
514 |
|
Arcutis Biotherapeutics Inc * |
|
|
4,660 |
|
|
|
83 |
|
Arvinas Inc * |
|
|
2,618 |
|
|
|
170 |
|
Atea Pharmaceuticals * |
|
|
25,810 |
|
|
|
164 |
|
Aveanna Healthcare Holdings Inc * |
|
|
13,843 |
|
|
|
73 |
|
Avid Bioservices Inc * |
|
|
7,994 |
|
|
|
164 |
|
Avidity Biosciences Inc * |
|
|
15,167 |
|
|
|
257 |
|
Axogen Inc * |
|
|
18,120 |
|
|
|
169 |
|
BioAtla * |
|
|
14,390 |
|
|
|
93 |
|
BioCryst Pharmaceuticals Inc * |
|
|
31,473 |
|
|
|
523 |
|
BioDelivery Sciences International Inc * |
|
|
117,978 |
|
|
|
658 |
|
Biohaven Pharmaceutical Holding Co Ltd * |
|
|
4,225 |
|
|
|
502 |
|
Black Diamond Therapeutics Inc *(A) |
|
|
20,122 |
|
|
|
63 |
|
C4 Therapeutics Inc * |
|
|
5,564 |
|
|
|
125 |
|
Cano Health Inc *(A) |
|
|
26,752 |
|
|
|
130 |
|
Cardiovascular Systems Inc * |
|
|
11,288 |
|
|
|
238 |
|
CareDx Inc * |
|
|
6,652 |
|
|
|
255 |
|
Castle Biosciences Inc * |
|
|
3,028 |
|
|
|
131 |
|
Catalyst Pharmaceuticals Inc * |
|
|
134,283 |
|
|
|
1,047 |
|
Certara Inc * |
|
|
6,453 |
|
|
|
164 |
|
Chemed Corp |
|
|
2,138 |
|
|
|
1,023 |
|
Codex DNA Inc *(A) |
|
|
6,963 |
|
|
|
71 |
|
Co-Diagnostics Inc *(A) |
|
|
119,585 |
|
|
|
694 |
|
Collegium Pharmaceutical Inc * |
|
|
7,460 |
|
|
|
145 |
|
Computer Programs and Systems Inc * |
|
|
4,516 |
|
|
|
139 |
|
Cross Country Healthcare Inc * |
|
|
14,611 |
|
|
|
326 |
|
CryoLife Inc * |
|
|
6,233 |
|
|
|
122 |
|
Curis Inc * |
|
|
40,720 |
|
|
|
136 |
|
Cutera Inc * |
|
|
2,592 |
|
|
|
99 |
|
Cytokinetics Inc * |
|
|
12,644 |
|
|
|
447 |
|
DermTech Inc *(A) |
|
|
11,690 |
|
|
|
150 |
|
DICE Therapeutics Inc *(A) |
|
|
6,628 |
|
|
|
123 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
10,239 |
|
|
|
485 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Encompass Health Corp |
|
|
13,676 |
|
|
$ |
903 |
|
Endo International PLC * |
|
|
78,700 |
|
|
|
245 |
|
Ensign Group Inc/The |
|
|
14,170 |
|
|
|
1,191 |
|
Envista Holdings Corp * |
|
|
39,827 |
|
|
|
1,912 |
|
Erasca Inc *(A) |
|
|
7,473 |
|
|
|
93 |
|
Forma Therapeutics Holdings Inc * |
|
|
11,500 |
|
|
|
113 |
|
Generation Bio Co * |
|
|
18,830 |
|
|
|
96 |
|
Harpoon Therapeutics Inc * |
|
|
13,548 |
|
|
|
56 |
|
HealthEquity Inc * |
|
|
6,473 |
|
|
|
348 |
|
HealthStream Inc * |
|
|
8,420 |
|
|
|
173 |
|
Heron Therapeutics Inc * |
|
|
20,403 |
|
|
|
145 |
|
ImmunityBio *(A) |
|
|
18,000 |
|
|
|
123 |
|
Inhibrx Inc * |
|
|
7,201 |
|
|
|
155 |
|
Innoviva Inc * |
|
|
17,881 |
|
|
|
343 |
|
Instil Bio Inc *(A) |
|
|
21,367 |
|
|
|
229 |
|
Integra LifeSciences Holdings Corp * |
|
|
14,294 |
|
|
|
959 |
|
Intra-Cellular Therapies Inc * |
|
|
13,917 |
|
|
|
772 |
|
Invacare Corp * |
|
|
76,730 |
|
|
|
157 |
|
iRadimed Corp * |
|
|
2,206 |
|
|
|
110 |
|
iTeos Therapeutics Inc * |
|
|
21,092 |
|
|
|
762 |
|
IVERIC bio Inc * |
|
|
28,451 |
|
|
|
456 |
|
Karyopharm Therapeutics Inc *(A) |
|
|
42,296 |
|
|
|
437 |
|
Kezar Life Sciences Inc * |
|
|
31,060 |
|
|
|
461 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
24,382 |
|
|
|
250 |
|
Krystal Biotech Inc * |
|
|
6,493 |
|
|
|
413 |
|
Lantheus Holdings Inc * |
|
|
13,790 |
|
|
|
659 |
|
LeMaitre Vascular Inc |
|
|
22,282 |
|
|
|
1,058 |
|
Lexicon Pharmaceuticals Inc * |
|
|
30,709 |
|
|
|
64 |
|
MaxCyte Inc * |
|
|
31,056 |
|
|
|
216 |
|
MEDNAX Inc * |
|
|
9,176 |
|
|
|
215 |
|
Meridian Bioscience Inc * |
|
|
10,046 |
|
|
|
254 |
|
Merit Medical Systems Inc * |
|
|
8,677 |
|
|
|
564 |
|
Mirum Pharmaceuticals Inc * |
|
|
843 |
|
|
|
20 |
|
Mustang Bio Inc * |
|
|
56,625 |
|
|
|
49 |
|
Nevro Corp * |
|
|
2,596 |
|
|
|
186 |
|
Nkarta * |
|
|
14,190 |
|
|
|
129 |
|
NuVasive Inc * |
|
|
10,955 |
|
|
|
593 |
|
Ocular Therapeutix Inc * |
|
|
68,417 |
|
|
|
382 |
|
Omnicell Inc * |
|
|
1,368 |
|
|
|
177 |
|
Option Care Health Inc * |
|
|
18,653 |
|
|
|
479 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
13,290 |
|
|
|
99 |
|
ORIC Pharmaceuticals Inc * |
|
|
24,504 |
|
|
|
190 |
|
Paragon 28 Inc *(A) |
|
|
10,160 |
|
|
|
166 |
|
Passage Bio * |
|
|
21,920 |
|
|
|
73 |
|
Personalis Inc * |
|
|
35,940 |
|
|
|
377 |
|
PMV Pharmaceuticals Inc * |
|
|
12,866 |
|
|
|
204 |
|
Precigen Inc *(A) |
|
|
137,020 |
|
|
|
308 |
|
Precision BioSciences Inc * |
|
|
44,416 |
|
|
|
189 |
|
Prestige Consumer Healthcare Inc * |
|
|
24,322 |
|
|
|
1,448 |
|
Privia Health Group Inc * |
|
|
10,418 |
|
|
|
268 |
|
Prometheus Biosciences Inc *(A) |
|
|
14,294 |
|
|
|
622 |
|
Puma Biotechnology Inc * |
|
|
35,390 |
|
|
|
81 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Quest Diagnostics Inc |
|
|
6,177 |
|
|
$ |
811 |
|
Quidel Corp * |
|
|
4,483 |
|
|
|
474 |
|
Radius Health Inc * |
|
|
14,100 |
|
|
|
117 |
|
Relay Therapeutics Inc * |
|
|
6,776 |
|
|
|
163 |
|
Rigel Pharmaceuticals Inc * |
|
|
69,038 |
|
|
|
173 |
|
Rubius Therapeutics Inc * |
|
|
3,439 |
|
|
|
17 |
|
Sana Biotechnology Inc * |
|
|
71,480 |
|
|
|
462 |
|
Seer, Cl A * |
|
|
6,490 |
|
|
|
99 |
|
Selecta Biosciences Inc * |
|
|
52,290 |
|
|
|
97 |
|
Seres Therapeutics Inc * |
|
|
13,910 |
|
|
|
111 |
|
Sharps Compliance Corp * |
|
|
12,076 |
|
|
|
74 |
|
Sierra Oncology *(A) |
|
|
16,251 |
|
|
|
502 |
|
SIGA Technologies Inc * |
|
|
40,592 |
|
|
|
244 |
|
Sight Sciences Inc * |
|
|
11,575 |
|
|
|
202 |
|
Sonendo Inc *(A) |
|
|
21,193 |
|
|
|
102 |
|
SpringWorks Therapeutics Inc * |
|
|
3,165 |
|
|
|
179 |
|
STERIS PLC |
|
|
5,025 |
|
|
|
1,206 |
|
Stoke Therapeutics Inc * |
|
|
4,317 |
|
|
|
84 |
|
Surface Oncology Inc * |
|
|
62,370 |
|
|
|
225 |
|
Sutro Biopharma Inc * |
|
|
9,579 |
|
|
|
85 |
|
Syndax Pharmaceuticals Inc * |
|
|
6,427 |
|
|
|
100 |
|
Syneos Health Inc, Cl A * |
|
|
3,311 |
|
|
|
262 |
|
Syros Pharmaceuticals Inc * |
|
|
53,453 |
|
|
|
69 |
|
Talis Biomedical Corp * |
|
|
5,322 |
|
|
|
11 |
|
Tenet Healthcare Corp * |
|
|
6,547 |
|
|
|
563 |
|
US Physical Therapy Inc |
|
|
5,774 |
|
|
|
531 |
|
Utah Medical Products Inc |
|
|
1,022 |
|
|
|
92 |
|
Vanda Pharmaceuticals Inc * |
|
|
10,260 |
|
|
|
117 |
|
Veracyte Inc * |
|
|
9,913 |
|
|
|
276 |
|
Verve Therapeutics * |
|
|
4,768 |
|
|
|
156 |
|
Viemed Healthcare Inc * |
|
|
50,686 |
|
|
|
195 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
41,039 |
|
Industrials — 18.1% |
|
|
|
|
ABM Industries Inc |
|
|
36,070 |
|
|
|
1,617 |
|
Acacia Research Corp * |
|
|
19,680 |
|
|
|
75 |
|
ACCO Brands Corp |
|
|
417,522 |
|
|
|
3,591 |
|
ACV Auctions Inc, Cl A * |
|
|
29,475 |
|
|
|
389 |
|
Air Lease Corp, Cl A |
|
|
17,313 |
|
|
|
723 |
|
Alight Inc * |
|
|
41,887 |
|
|
|
437 |
|
Allied Motion Technologies Inc |
|
|
2,498 |
|
|
|
87 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
23,498 |
|
|
|
939 |
|
Altra Industrial Motion Corp |
|
|
29,048 |
|
|
|
1,234 |
|
Argan Inc |
|
|
13,169 |
|
|
|
512 |
|
Atkore Inc * |
|
|
7,407 |
|
|
|
753 |
|
Atlas Air Worldwide Holdings Inc * |
|
|
12,135 |
|
|
|
951 |
|
BlueLinx Holdings Inc * |
|
|
5,972 |
|
|
|
534 |
|
Boise Cascade Co |
|
|
7,503 |
|
|
|
600 |
|
BWX Technologies Inc |
|
|
29,988 |
|
|
|
1,602 |
|
Byrna Technologies Inc *(A) |
|
|
21,199 |
|
|
|
212 |
|
CACI International Inc, Cl A * |
|
|
3,921 |
|
|
|
1,097 |
|
Carlisle Cos Inc |
|
|
4,973 |
|
|
|
1,181 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cimpress PLC * |
|
|
4,025 |
|
|
$ |
254 |
|
CIRCOR International Inc * |
|
|
15,867 |
|
|
|
427 |
|
Clean Harbors Inc * |
|
|
21,023 |
|
|
|
2,006 |
|
Concrete Pumping Holdings Inc * |
|
|
9,150 |
|
|
|
68 |
|
Cornerstone Building Brands Inc * |
|
|
12,968 |
|
|
|
286 |
|
Costamare Inc |
|
|
51,795 |
|
|
|
699 |
|
Covenant Logistics Group Inc, Cl A |
|
|
12,688 |
|
|
|
286 |
|
CRA International Inc |
|
|
6,598 |
|
|
|
586 |
|
Curtiss-Wright Corp |
|
|
3,839 |
|
|
|
566 |
|
Daseke Inc * |
|
|
108,442 |
|
|
|
1,361 |
|
Desktop Metal, Cl A *(A) |
|
|
45,150 |
|
|
|
188 |
|
Ducommun Inc * |
|
|
6,360 |
|
|
|
321 |
|
DXP Enterprises Inc/TX * |
|
|
4,850 |
|
|
|
139 |
|
Eagle Bulk Shipping Inc |
|
|
9,040 |
|
|
|
477 |
|
EMCOR Group Inc |
|
|
8,428 |
|
|
|
974 |
|
Enerpac Tool Group Corp, Cl A |
|
|
23,240 |
|
|
|
401 |
|
Ennis Inc |
|
|
7,176 |
|
|
|
135 |
|
EnPro Industries Inc |
|
|
18,549 |
|
|
|
2,049 |
|
Evoqua Water Technologies Corp * |
|
|
14,248 |
|
|
|
608 |
|
First Advantage Corp * |
|
|
43,589 |
|
|
|
704 |
|
Forrester Research Inc * |
|
|
11,974 |
|
|
|
622 |
|
Forward Air Corp |
|
|
10,930 |
|
|
|
1,128 |
|
Franklin Covey Co * |
|
|
14,692 |
|
|
|
677 |
|
Gates Industrial Corp PLC * |
|
|
56,535 |
|
|
|
895 |
|
Genco Shipping & Trading Ltd |
|
|
25,822 |
|
|
|
498 |
|
GFL Environmental Inc |
|
|
22,697 |
|
|
|
664 |
|
Global Industrial Co |
|
|
14,905 |
|
|
|
474 |
|
Graham Corp |
|
|
1,287 |
|
|
|
10 |
|
Harsco Corp * |
|
|
36,344 |
|
|
|
433 |
|
Heartland Express Inc |
|
|
11,295 |
|
|
|
162 |
|
Heidrick & Struggles International Inc |
|
|
7,603 |
|
|
|
325 |
|
Herc Holdings Inc |
|
|
2,444 |
|
|
|
389 |
|
Heritage-Crystal Clean Inc * |
|
|
49,262 |
|
|
|
1,381 |
|
Hexcel Corp |
|
|
15,163 |
|
|
|
878 |
|
Hillenbrand Inc |
|
|
17,071 |
|
|
|
814 |
|
Hudson Technologies Inc * |
|
|
89,669 |
|
|
|
343 |
|
Huntington Ingalls Industries Inc |
|
|
3,468 |
|
|
|
709 |
|
Huron Consulting Group Inc * |
|
|
16,584 |
|
|
|
818 |
|
Infrastructure and Energy Alternatives * |
|
|
49,198 |
|
|
|
535 |
|
INNOVATE Corp *(A) |
|
|
23,378 |
|
|
|
78 |
|
Insperity Inc |
|
|
7,372 |
|
|
|
663 |
|
Insteel Industries Inc |
|
|
4,987 |
|
|
|
185 |
|
ITT Inc |
|
|
17,197 |
|
|
|
1,511 |
|
JetBlue Airways Corp * |
|
|
130,485 |
|
|
|
1,993 |
|
John Bean Technologies Corp |
|
|
1,362 |
|
|
|
154 |
|
KBR Inc |
|
|
14,934 |
|
|
|
741 |
|
Kelly Services Inc, Cl A |
|
|
24,776 |
|
|
|
526 |
|
Kirby Corp * |
|
|
7,637 |
|
|
|
498 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
6,955 |
|
|
|
379 |
|
Korn Ferry |
|
|
19,310 |
|
|
|
1,280 |
|
Landstar System Inc |
|
|
5,377 |
|
|
|
830 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Legalzoom.com Inc *(A) |
|
|
10,682 |
|
|
$ |
167 |
|
Manitowoc Co Inc/The * |
|
|
5,490 |
|
|
|
91 |
|
ManTech International Corp/VA, Cl A |
|
|
9,347 |
|
|
|
779 |
|
Masonite International Corp * |
|
|
11,327 |
|
|
|
1,068 |
|
Matson Inc |
|
|
14,130 |
|
|
|
1,565 |
|
Matthews International Corp, Cl A |
|
|
20,174 |
|
|
|
669 |
|
Miller Industries Inc/TN |
|
|
3,049 |
|
|
|
94 |
|
MRC Global Inc * |
|
|
33,040 |
|
|
|
334 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
5,644 |
|
|
|
437 |
|
NN Inc * |
|
|
143,788 |
|
|
|
372 |
|
Nordson Corp |
|
|
3,130 |
|
|
|
709 |
|
Northwest Pipe Co * |
|
|
5,672 |
|
|
|
162 |
|
Park Aerospace Corp |
|
|
20,605 |
|
|
|
286 |
|
Quanex Building Products Corp |
|
|
25,421 |
|
|
|
581 |
|
Radiant Logistics Inc * |
|
|
27,127 |
|
|
|
187 |
|
Regal Rexnord Corp |
|
|
16,910 |
|
|
|
2,712 |
|
Resources Connection Inc |
|
|
22,583 |
|
|
|
375 |
|
Ritchie Bros Auctioneers Inc |
|
|
11,894 |
|
|
|
623 |
|
Safe Bulkers Inc * |
|
|
22,100 |
|
|
|
92 |
|
Shyft Group Inc/The |
|
|
5,981 |
|
|
|
242 |
|
Snap-on Inc |
|
|
3,662 |
|
|
|
770 |
|
SP Plus Corp * |
|
|
16,644 |
|
|
|
497 |
|
SPX FLOW Inc |
|
|
11,049 |
|
|
|
949 |
|
Standex International Corp |
|
|
18,301 |
|
|
|
1,939 |
|
Sterling Construction Co Inc * |
|
|
7,944 |
|
|
|
235 |
|
Sun Country Airlines Holdings Inc * |
|
|
2,960 |
|
|
|
80 |
|
Tennant Co |
|
|
5,691 |
|
|
|
448 |
|
Tetra Tech Inc |
|
|
3,961 |
|
|
|
629 |
|
Textainer Group Holdings Ltd |
|
|
9,390 |
|
|
|
333 |
|
Titan International Inc * |
|
|
31,280 |
|
|
|
350 |
|
Titan Machinery Inc * |
|
|
6,481 |
|
|
|
184 |
|
TriNet Group Inc * |
|
|
5,833 |
|
|
|
509 |
|
Triton International Ltd |
|
|
8,546 |
|
|
|
561 |
|
TrueBlue Inc * |
|
|
23,381 |
|
|
|
636 |
|
UFP Industries Inc |
|
|
12,200 |
|
|
|
1,046 |
|
UniFirst Corp/MA |
|
|
3,580 |
|
|
|
649 |
|
Universal Logistics Holdings Inc |
|
|
5,810 |
|
|
|
111 |
|
US Xpress Enterprises Inc, Cl A * |
|
|
17,149 |
|
|
|
78 |
|
Vectrus Inc * |
|
|
6,982 |
|
|
|
320 |
|
Veritiv Corp * |
|
|
3,539 |
|
|
|
379 |
|
WESCO International Inc * |
|
|
11,033 |
|
|
|
1,343 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
21,035 |
|
|
|
747 |
|
Zurn Water Solutions Corp |
|
|
12,680 |
|
|
|
412 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
74,412 |
|
Information Technology — 12.9% |
|
|
|
|
8x8 Inc * |
|
|
29,715 |
|
|
|
385 |
|
A10 Networks Inc |
|
|
52,705 |
|
|
|
751 |
|
Actua Corp *(B) |
|
|
39,640 |
|
|
|
— |
|
Alkami Technology Inc * |
|
|
22,991 |
|
|
|
362 |
|
Allegro MicroSystems Inc * |
|
|
6,750 |
|
|
|
194 |
|
Alliance Data Systems Corp |
|
|
32,713 |
|
|
|
2,206 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Alpha & Omega Semiconductor Ltd * |
|
|
6,558 |
|
|
$ |
353 |
|
Ambarella Inc * |
|
|
3,246 |
|
|
|
454 |
|
Arlo Technologies Inc * |
|
|
15,360 |
|
|
|
143 |
|
Asure Software Inc * |
|
|
27,825 |
|
|
|
194 |
|
AudioCodes Ltd |
|
|
26,300 |
|
|
|
745 |
|
Aviat Networks * |
|
|
6,639 |
|
|
|
188 |
|
Axcelis Technologies Inc * |
|
|
8,656 |
|
|
|
599 |
|
AXT Inc * |
|
|
17,469 |
|
|
|
130 |
|
Belden Inc |
|
|
13,904 |
|
|
|
783 |
|
Broadridge Financial Solutions Inc |
|
|
4,974 |
|
|
|
727 |
|
BTRS Holdings Inc, Cl A * |
|
|
15,810 |
|
|
|
96 |
|
Casa Systems Inc * |
|
|
26,618 |
|
|
|
111 |
|
Cass Information Systems Inc |
|
|
2,720 |
|
|
|
108 |
|
ChannelAdvisor Corp * |
|
|
12,470 |
|
|
|
224 |
|
Ciena Corp * |
|
|
8,982 |
|
|
|
615 |
|
Clearfield Inc * |
|
|
7,544 |
|
|
|
484 |
|
CMC Materials Inc |
|
|
1,298 |
|
|
|
241 |
|
Cognex Corp |
|
|
6,523 |
|
|
|
441 |
|
Concentrix Corp |
|
|
2,772 |
|
|
|
554 |
|
Consensus Cloud Solutions Inc * |
|
|
3,822 |
|
|
|
213 |
|
CSG Systems International Inc |
|
|
9,319 |
|
|
|
575 |
|
CTS Corp |
|
|
7,999 |
|
|
|
303 |
|
Datto Holding Corp *(A) |
|
|
11,901 |
|
|
|
279 |
|
Digi International Inc * |
|
|
17,122 |
|
|
|
344 |
|
Diodes Inc * |
|
|
4,601 |
|
|
|
412 |
|
eGain Corp * |
|
|
13,287 |
|
|
|
157 |
|
EMCORE Corp * |
|
|
17,370 |
|
|
|
67 |
|
ExlService Holdings Inc * |
|
|
7,037 |
|
|
|
850 |
|
Extreme Networks Inc * |
|
|
32,099 |
|
|
|
369 |
|
ForgeRock Inc, Cl A *(A) |
|
|
16,425 |
|
|
|
243 |
|
Hackett Group Inc/The |
|
|
32,746 |
|
|
|
678 |
|
Harmonic Inc * |
|
|
97,481 |
|
|
|
908 |
|
I3 Verticals Inc, Cl A * |
|
|
6,632 |
|
|
|
175 |
|
Ichor Holdings Ltd * |
|
|
6,640 |
|
|
|
234 |
|
Impinj Inc * |
|
|
5,336 |
|
|
|
367 |
|
International Money Express Inc * |
|
|
57,102 |
|
|
|
917 |
|
Jack Henry & Associates Inc |
|
|
5,207 |
|
|
|
921 |
|
Juniper Networks Inc |
|
|
18,614 |
|
|
|
629 |
|
Kimball Electronics Inc * |
|
|
4,589 |
|
|
|
79 |
|
KnowBe4 Inc, Cl A * |
|
|
9,652 |
|
|
|
194 |
|
Kopin Corp *(A) |
|
|
11,777 |
|
|
|
31 |
|
Kulicke & Soffa Industries Inc |
|
|
18,069 |
|
|
|
944 |
|
Latch Inc *(A) |
|
|
26,069 |
|
|
|
108 |
|
Limelight Networks Inc * |
|
|
114,228 |
|
|
|
447 |
|
Littelfuse Inc |
|
|
3,412 |
|
|
|
881 |
|
Lumentum Holdings Inc * |
|
|
17,789 |
|
|
|
1,759 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
10,086 |
|
|
|
606 |
|
MaxLinear Inc, Cl A * |
|
|
9,217 |
|
|
|
565 |
|
Mimecast Ltd * |
|
|
8,667 |
|
|
|
689 |
|
Mitek Systems Inc * |
|
|
8,237 |
|
|
|
122 |
|
Model N Inc * |
|
|
7,887 |
|
|
|
194 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Momentive Global Inc * |
|
|
41,738 |
|
|
$ |
656 |
|
MoneyGram International Inc * |
|
|
26,015 |
|
|
|
279 |
|
NVE Corp |
|
|
7,156 |
|
|
|
409 |
|
ON24 * |
|
|
5,130 |
|
|
|
80 |
|
Onto Innovation Inc * |
|
|
5,781 |
|
|
|
498 |
|
PDF Solutions Inc * |
|
|
13,925 |
|
|
|
381 |
|
Photronics Inc * |
|
|
170,219 |
|
|
|
3,135 |
|
Ping Identity Holding Corp * |
|
|
11,884 |
|
|
|
250 |
|
Power Integrations Inc |
|
|
11,457 |
|
|
|
1,031 |
|
Pure Storage Inc, Cl A * |
|
|
18,452 |
|
|
|
479 |
|
Rackspace Technology Inc * |
|
|
108,711 |
|
|
|
1,210 |
|
Rambus Inc * |
|
|
25,020 |
|
|
|
676 |
|
Rimini Street Inc * |
|
|
50,519 |
|
|
|
229 |
|
Rogers Corp * |
|
|
6,087 |
|
|
|
1,662 |
|
ScanSource Inc * |
|
|
2,280 |
|
|
|
72 |
|
SecureWorks Corp, Cl A * |
|
|
5,856 |
|
|
|
90 |
|
Silicon Laboratories Inc * |
|
|
2,465 |
|
|
|
379 |
|
Silicon Motion Technology Corp ADR |
|
|
20,952 |
|
|
|
1,520 |
|
SiTime Corp * |
|
|
2,010 |
|
|
|
406 |
|
SMART Global Holdings Inc * |
|
|
25,289 |
|
|
|
694 |
|
StarTek Inc * |
|
|
29,888 |
|
|
|
131 |
|
Sumo Logic Inc * |
|
|
12,250 |
|
|
|
147 |
|
Super Micro Computer Inc * |
|
|
91,796 |
|
|
|
3,607 |
|
Switch Inc, Cl A |
|
|
33,192 |
|
|
|
864 |
|
Synaptics Inc * |
|
|
2,960 |
|
|
|
676 |
|
TTEC Holdings Inc |
|
|
7,725 |
|
|
|
614 |
|
Universal Display Corp |
|
|
5,098 |
|
|
|
790 |
|
Upland Software Inc * |
|
|
10,681 |
|
|
|
201 |
|
Veeco Instruments Inc * |
|
|
30,571 |
|
|
|
873 |
|
Verra Mobility Corp, Cl A * |
|
|
33,371 |
|
|
|
561 |
|
Vertex Inc, Cl A * |
|
|
8,731 |
|
|
|
122 |
|
Viant Technology, Cl A * |
|
|
15,728 |
|
|
|
129 |
|
Viavi Solutions Inc * |
|
|
96,124 |
|
|
|
1,576 |
|
Vishay Intertechnology Inc |
|
|
50,800 |
|
|
|
975 |
|
Vishay Precision Group Inc * |
|
|
19,170 |
|
|
|
602 |
|
Weave Communications Inc * |
|
|
12,591 |
|
|
|
127 |
|
Zeta Global Holdings, Cl A *(A) |
|
|
43,705 |
|
|
|
569 |
|
Zuora Inc, Cl A * |
|
|
14,892 |
|
|
|
226 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
53,274 |
|
Materials — 4.7% |
|
|
|
|
Alamos Gold Inc, Cl A |
|
|
45,476 |
|
|
|
335 |
|
American Vanguard Corp |
|
|
7,140 |
|
|
|
108 |
|
Cabot Corp |
|
|
21,536 |
|
|
|
1,576 |
|
Century Aluminum Co * |
|
|
60,928 |
|
|
|
1,439 |
|
Commercial Metals Co |
|
|
53,782 |
|
|
|
2,073 |
|
Forterra Inc * |
|
|
26,300 |
|
|
|
620 |
|
Hawkins Inc |
|
|
2,870 |
|
|
|
130 |
|
Huntsman Corp |
|
|
18,503 |
|
|
|
748 |
|
Ingevity Corp * |
|
|
10,330 |
|
|
|
705 |
|
Innospec Inc |
|
|
6,711 |
|
|
|
641 |
|
Koppers Holdings Inc |
|
|
3,804 |
|
|
|
109 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kronos Worldwide Inc |
|
|
26,463 |
|
|
$ |
390 |
|
Livent Corp * |
|
|
86,503 |
|
|
|
2,037 |
|
LSB Industries Inc * |
|
|
32,929 |
|
|
|
570 |
|
MP Materials *(A) |
|
|
11,048 |
|
|
|
504 |
|
O-I Glass Inc * |
|
|
60,032 |
|
|
|
767 |
|
Olin Corp |
|
|
8,182 |
|
|
|
421 |
|
Quaker Chemical Corp |
|
|
3,542 |
|
|
|
657 |
|
Ranpak Holdings Corp, Cl A * |
|
|
4,681 |
|
|
|
113 |
|
Reliance Steel & Aluminum Co |
|
|
8,697 |
|
|
|
1,660 |
|
Ryerson Holding Corp |
|
|
10,936 |
|
|
|
286 |
|
Sealed Air Corp |
|
|
10,442 |
|
|
|
701 |
|
Silgan Holdings Inc |
|
|
26,503 |
|
|
|
1,110 |
|
SunCoke Energy Inc |
|
|
55,380 |
|
|
|
439 |
|
Tredegar Corp |
|
|
8,710 |
|
|
|
100 |
|
Valvoline Inc |
|
|
26,380 |
|
|
|
853 |
|
Warrior Met Coal Inc |
|
|
17,158 |
|
|
|
540 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,632 |
|
Real Estate — 3.1% |
|
|
|
|
American Campus Communities Inc ‡ |
|
|
23,023 |
|
|
|
1,239 |
|
Americold Realty Trust ‡ |
|
|
19,625 |
|
|
|
524 |
|
Ashford Hospitality Trust Inc *‡ |
|
|
13,020 |
|
|
|
112 |
|
Corporate Office Properties Trust ‡ |
|
|
21,782 |
|
|
|
571 |
|
EastGroup Properties Inc ‡ |
|
|
2,953 |
|
|
|
563 |
|
eXp World Holdings Inc (A) |
|
|
25,121 |
|
|
|
672 |
|
Fathom Holdings * |
|
|
6,103 |
|
|
|
78 |
|
First Industrial Realty Trust Inc ‡ |
|
|
7,124 |
|
|
|
410 |
|
Forestar Group Inc * |
|
|
18,790 |
|
|
|
344 |
|
Gladstone Land Corp ‡ |
|
|
15,172 |
|
|
|
454 |
|
Independence Realty Trust Inc ‡ |
|
|
17,990 |
|
|
|
455 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
3,695 |
|
|
|
696 |
|
Kennedy-Wilson Holdings Inc |
|
|
29,420 |
|
|
|
651 |
|
Lexington Realty Trust, Cl B ‡ |
|
|
46,998 |
|
|
|
727 |
|
National Storage Affiliates Trust ‡ |
|
|
8,297 |
|
|
|
483 |
|
Newmark Group Inc, Cl A |
|
|
136,133 |
|
|
|
2,407 |
|
NexPoint Residential Trust Inc ‡ |
|
|
21,133 |
|
|
|
1,796 |
|
RE/MAX Holdings Inc, Cl A |
|
|
2,750 |
|
|
|
82 |
|
Rexford Industrial Realty Inc ‡ |
|
|
6,350 |
|
|
|
445 |
|
Tejon Ranch Co * |
|
|
6,240 |
|
|
|
106 |
|
Urstadt Biddle Properties Inc, Cl A ‡ |
|
|
4,580 |
|
|
|
86 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,901 |
|
Utilities — 1.7% |
|
|
|
|
Algonquin Power & Utilities Corp (A) |
|
|
67,135 |
|
|
|
972 |
|
Artesian Resources Corp, Cl A |
|
|
2,952 |
|
|
|
137 |
|
Black Hills Corp |
|
|
13,154 |
|
|
|
921 |
|
IDACORP Inc |
|
|
10,586 |
|
|
|
1,100 |
|
Portland General Electric Co |
|
|
41,046 |
|
|
|
2,084 |
|
Pure Cycle Corp * |
|
|
19,581 |
|
|
|
232 |
|
Spire Inc |
|
|
9,565 |
|
|
|
642 |
|
UGI Corp |
|
|
16,672 |
|
|
|
641 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Via Renewables Inc, Cl A (A) |
|
|
17,348 |
|
|
$ |
194 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,923 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $336,225) ($ Thousands) |
|
|
|
|
|
|
402,184 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANT — 0.0% |
Latch Inc, Expires 06/07/2026 |
|
|
|
|
|
|
|
|
Strike Price $11.50 * |
|
|
7,807 |
|
|
|
6 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrant |
|
|
|
|
|
|
|
|
(Cost $15) ($ Thousands) |
|
|
|
|
|
|
6 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Media General Inc CVR *‡‡(B) |
|
|
3,306 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 3.8% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(C) |
|
|
15,635,300 |
|
|
|
15,638 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $15,636) ($ Thousands) |
|
|
15,638 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.8% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
11,638,928 |
|
|
|
11,639 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,639) ($ Thousands) |
|
|
|
|
|
|
11,639 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 103.9% |
|
|
|
|
|
|
|
|
(Cost $363,515) ($ Thousands) |
|
$ |
429,467 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Continued)
A list of the open futures contracts held by the Fund at February 28, 2022 is as follow:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
4 |
|
|
|
Mar-2022 |
|
|
$ |
397 |
|
|
$ |
409 |
|
|
$ |
12 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $413,531 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
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 February 28, 2022. The total market value of securities on loan at February 28, 2022 was $15,281 ($ 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 February 28, 2022 was $15,638 ($ Thousands). |
ADR — American Depositary Receipt |
Cl — Class |
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 February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Common Stock |
|
|
402,184 |
|
|
|
– |
|
|
|
– |
|
|
|
402,184 |
|
Warrant |
|
|
– |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
^ |
|
|
– |
|
Affiliated Partnership |
|
|
– |
|
|
|
15,638 |
|
|
|
– |
|
|
|
15,638 |
|
Cash Equivalent |
|
|
11,639 |
|
|
|
– |
|
|
|
– |
|
|
|
11,639 |
|
Total Investments in Securities |
|
|
413,823 |
|
|
|
15,644 |
|
|
|
– |
^ |
|
|
429,467 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
12 |
|
|
|
– |
|
|
|
– |
|
|
|
12 |
|
Total Other Financial Instruments |
|
|
12 |
|
|
|
– |
|
|
|
– |
|
|
|
12 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation 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.
^Securities market value less than $500.
For the period ended February 28, 2022, there were no transfers in or out of Level 3.
For more information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small Cap II Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
31,950 |
|
|
$ |
86,892 |
|
|
$ |
(103,201 |
) |
|
$ |
3 |
|
|
$ |
(6 |
) |
|
$ |
15,638 |
|
|
|
15,635,300 |
|
|
$ |
77 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
9,606 |
|
|
|
155,367 |
|
|
|
(153,334 |
) |
|
|
— |
|
|
|
— |
|
|
|
11,639 |
|
|
|
11,638,928 |
|
|
|
1 |
|
|
|
— |
|
Totals |
|
$ |
41,556 |
|
|
$ |
242,259 |
|
|
$ |
(256,535 |
) |
|
$ |
3 |
|
|
$ |
(6 |
) |
|
$ |
27,277 |
|
|
|
|
|
|
$ |
78 |
|
|
$ |
- |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small/Mid Cap Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.5% |
| |
|
|
|
|
|
|
|
|
Communication Services — 4.8% |
|
|
|
|
AMC Networks Inc, Cl A * |
|
|
27,200 |
|
|
$ |
1,128 |
|
Audacy Inc, Cl A * |
|
|
173,700 |
|
|
|
538 |
|
Cable One Inc |
|
|
2,025 |
|
|
|
2,902 |
|
Cargurus Inc, Cl A * |
|
|
28,987 |
|
|
|
1,404 |
|
Cars.com Inc * |
|
|
129,030 |
|
|
|
2,088 |
|
Cogent Communications Holdings Inc |
|
|
47,940 |
|
|
|
3,039 |
|
Gogo Inc *(A) |
|
|
62,727 |
|
|
|
893 |
|
Gray Television Inc |
|
|
59,700 |
|
|
|
1,399 |
|
John Wiley & Sons Inc, Cl A |
|
|
86,718 |
|
|
|
4,363 |
|
Lumen Technologies Inc (A) |
|
|
112,300 |
|
|
|
1,163 |
|
Nexstar Media Group Inc, Cl A |
|
|
84,211 |
|
|
|
15,583 |
|
Paramount Global, Cl B |
|
|
20,700 |
|
|
|
634 |
|
Sinclair Broadcast Group Inc, Cl A |
|
|
36,688 |
|
|
|
1,101 |
|
TEGNA Inc |
|
|
72,400 |
|
|
|
1,659 |
|
Yelp Inc, Cl A * |
|
|
25,940 |
|
|
|
879 |
|
Ziff Davis Inc * |
|
|
97,039 |
|
|
|
9,762 |
|
ZipRecruiter Inc, Cl A * |
|
|
47,902 |
|
|
|
957 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,492 |
|
Consumer Discretionary — 12.1% |
|
|
|
|
2U Inc *(A) |
|
|
47,401 |
|
|
|
498 |
|
Aaron's Co Inc/The |
|
|
133,507 |
|
|
|
2,802 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
21,700 |
|
|
|
826 |
|
Advance Auto Parts Inc |
|
|
16,134 |
|
|
|
3,299 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
90,600 |
|
|
|
839 |
|
American Eagle Outfitters Inc (A) |
|
|
80,899 |
|
|
|
1,705 |
|
Arko Corp |
|
|
111,310 |
|
|
|
929 |
|
Asbury Automotive Group Inc * |
|
|
6,126 |
|
|
|
1,189 |
|
Big Lots Inc (A) |
|
|
32,600 |
|
|
|
1,133 |
|
Boot Barn Holdings Inc * |
|
|
23,760 |
|
|
|
2,068 |
|
BorgWarner Inc |
|
|
34,400 |
|
|
|
1,411 |
|
Brunswick Corp/DE |
|
|
43,715 |
|
|
|
4,176 |
|
Canada Goose Holdings Inc *(A) |
|
|
20,822 |
|
|
|
543 |
|
Carter's Inc |
|
|
5,608 |
|
|
|
542 |
|
Churchill Downs Inc |
|
|
20,334 |
|
|
|
4,898 |
|
Dick's Sporting Goods Inc (A) |
|
|
22,466 |
|
|
|
2,359 |
|
Domino's Pizza Inc |
|
|
7,204 |
|
|
|
3,114 |
|
Ethan Allen Interiors Inc |
|
|
29,100 |
|
|
|
758 |
|
Everi Holdings Inc * |
|
|
40,264 |
|
|
|
942 |
|
Farfetch Ltd, Cl A * |
|
|
39,423 |
|
|
|
751 |
|
Foot Locker Inc |
|
|
37,100 |
|
|
|
1,173 |
|
Fox Factory Holding Corp * |
|
|
3,286 |
|
|
|
388 |
|
Frontdoor Inc * |
|
|
67,630 |
|
|
|
2,032 |
|
Funko Inc, Cl A * |
|
|
60,771 |
|
|
|
1,061 |
|
Gentherm Inc * |
|
|
19,225 |
|
|
|
1,631 |
|
Golden Entertainment Inc * |
|
|
23,495 |
|
|
|
1,338 |
|
Goodyear Tire & Rubber Co/The * |
|
|
71,642 |
|
|
|
1,110 |
|
Grand Canyon Education Inc * |
|
|
16,229 |
|
|
|
1,409 |
|
Group 1 Automotive Inc |
|
|
8,900 |
|
|
|
1,619 |
|
Hanesbrands Inc |
|
|
114,636 |
|
|
|
1,771 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Harley-Davidson Inc |
|
|
42,300 |
|
|
$ |
1,747 |
|
Haverty Furniture Cos Inc (A) |
|
|
38,200 |
|
|
|
1,085 |
|
Helen of Troy Ltd * |
|
|
10,190 |
|
|
|
2,096 |
|
KB Home |
|
|
85,292 |
|
|
|
3,293 |
|
Kohl's Corp |
|
|
18,000 |
|
|
|
1,001 |
|
Lear Corp |
|
|
5,400 |
|
|
|
850 |
|
Lithia Motors Inc, Cl A |
|
|
17,257 |
|
|
|
5,881 |
|
MarineMax Inc * |
|
|
22,300 |
|
|
|
1,020 |
|
MDC Holdings Inc |
|
|
20,400 |
|
|
|
904 |
|
Monro Inc |
|
|
57,048 |
|
|
|
2,663 |
|
ODP Corp/The * |
|
|
35,698 |
|
|
|
1,571 |
|
Oxford Industries Inc |
|
|
11,379 |
|
|
|
1,006 |
|
Papa John's International Inc |
|
|
10,961 |
|
|
|
1,171 |
|
Patrick Industries Inc |
|
|
13,554 |
|
|
|
967 |
|
Perdoceo Education Corp * |
|
|
45,800 |
|
|
|
479 |
|
Polaris Inc (A) |
|
|
4,697 |
|
|
|
571 |
|
Pool Corp |
|
|
7,004 |
|
|
|
3,212 |
|
PulteGroup Inc |
|
|
35,200 |
|
|
|
1,748 |
|
Qurate Retail Inc * |
|
|
68,700 |
|
|
|
379 |
|
Red Rock Resorts Inc, Cl A |
|
|
24,002 |
|
|
|
1,207 |
|
Rent-A-Center Inc/TX, Cl A |
|
|
17,000 |
|
|
|
483 |
|
Sally Beauty Holdings Inc * |
|
|
138,237 |
|
|
|
2,389 |
|
Shoe Carnival Inc |
|
|
25,952 |
|
|
|
757 |
|
Shutterstock Inc |
|
|
44,080 |
|
|
|
3,991 |
|
Skechers USA Inc, Cl A * |
|
|
62,440 |
|
|
|
2,871 |
|
Sonic Automotive Inc, Cl A |
|
|
20,900 |
|
|
|
1,123 |
|
Sonos Inc * |
|
|
28,309 |
|
|
|
775 |
|
Sportradar Holding, Cl A *(A) |
|
|
36,713 |
|
|
|
538 |
|
Standard Motor Products Inc |
|
|
23,722 |
|
|
|
1,037 |
|
Stride Inc * |
|
|
36,215 |
|
|
|
1,216 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
33,395 |
|
|
|
985 |
|
Toll Brothers Inc |
|
|
39,300 |
|
|
|
2,132 |
|
TopBuild Corp * |
|
|
6,422 |
|
|
|
1,379 |
|
Tractor Supply Co |
|
|
7,747 |
|
|
|
1,579 |
|
Under Armour Inc, Cl C *(A) |
|
|
49,307 |
|
|
|
771 |
|
Victoria's Secret & Co * |
|
|
56,236 |
|
|
|
3,016 |
|
Vista Outdoor Inc * |
|
|
30,343 |
|
|
|
1,106 |
|
Vroom Inc *(A) |
|
|
85,401 |
|
|
|
519 |
|
Whirlpool Corp |
|
|
14,400 |
|
|
|
2,898 |
|
Wingstop Inc |
|
|
38,980 |
|
|
|
5,666 |
|
Winnebago Industries Inc |
|
|
23,879 |
|
|
|
1,530 |
|
Wyndham Hotels & Resorts Inc |
|
|
70,024 |
|
|
|
6,051 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
123,977 |
|
Consumer Staples — 3.5% |
|
|
|
|
Beauty Health Co/The * |
|
|
87,272 |
|
|
|
1,691 |
|
Casey's General Stores Inc |
|
|
15,373 |
|
|
|
2,891 |
|
Central Garden & Pet Co * |
|
|
20,313 |
|
|
|
962 |
|
Energizer Holdings Inc |
|
|
30,800 |
|
|
|
1,028 |
|
Hostess Brands Inc, Cl A * |
|
|
176,370 |
|
|
|
3,799 |
|
Ingles Markets Inc, Cl A |
|
|
23,000 |
|
|
|
1,891 |
|
Ingredion Inc |
|
|
24,400 |
|
|
|
2,165 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Inter Parfums Inc |
|
|
10,126 |
|
|
$ |
941 |
|
J M Smucker Co/The |
|
|
19,900 |
|
|
|
2,682 |
|
MGP Ingredients Inc |
|
|
15,106 |
|
|
|
1,203 |
|
Molson Coors Beverage Co, Cl B |
|
|
44,100 |
|
|
|
2,301 |
|
Performance Food Group Co * |
|
|
19,984 |
|
|
|
1,120 |
|
SpartanNash Co |
|
|
42,000 |
|
|
|
1,182 |
|
Spectrum Brands Holdings Inc |
|
|
54,861 |
|
|
|
5,090 |
|
Sprouts Farmers Market Inc * |
|
|
76,700 |
|
|
|
2,184 |
|
United Natural Foods Inc * |
|
|
67,957 |
|
|
|
2,734 |
|
Universal Corp/VA |
|
|
18,300 |
|
|
|
990 |
|
Weis Markets Inc |
|
|
16,300 |
|
|
|
1,005 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,859 |
|
Energy — 4.1% |
|
|
|
|
Cactus Inc, Cl A |
|
|
55,695 |
|
|
|
2,822 |
|
Chesapeake Energy Corp (A) |
|
|
17,318 |
|
|
|
1,338 |
|
CNX Resources Corp * |
|
|
72,000 |
|
|
|
1,177 |
|
Coterra Energy Inc, Cl A |
|
|
149,087 |
|
|
|
3,478 |
|
Diamondback Energy Inc |
|
|
29,277 |
|
|
|
4,043 |
|
DT Midstream Inc |
|
|
49,573 |
|
|
|
2,632 |
|
Earthstone Energy Inc, Cl A * |
|
|
78,338 |
|
|
|
1,018 |
|
HollyFrontier Corp * |
|
|
62,400 |
|
|
|
1,900 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
219,666 |
|
|
|
4,910 |
|
Marathon Oil Corp |
|
|
79,900 |
|
|
|
1,803 |
|
Matador Resources Co |
|
|
25,996 |
|
|
|
1,289 |
|
Northern Oil and Gas Inc |
|
|
111,445 |
|
|
|
2,795 |
|
Oasis Petroleum Inc |
|
|
30,498 |
|
|
|
4,041 |
|
Oceaneering International Inc * |
|
|
76,401 |
|
|
|
1,119 |
|
PBF Energy Inc, Cl A * |
|
|
58,000 |
|
|
|
964 |
|
Rattler Midstream LP (B) |
|
|
108,226 |
|
|
|
1,495 |
|
SM Energy Co |
|
|
30,195 |
|
|
|
1,072 |
|
Viper Energy Partners LP (B) |
|
|
110,382 |
|
|
|
3,246 |
|
Whiting Petroleum Corp |
|
|
16,447 |
|
|
|
1,215 |
|
World Fuel Services Corp |
|
|
26,900 |
|
|
|
762 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,119 |
|
Financials — 16.2% |
|
|
|
|
AG Mortgage Investment Trust Inc |
|
|
20,500 |
|
|
|
185 |
|
Ally Financial Inc |
|
|
40,300 |
|
|
|
2,011 |
|
American Equity Investment Life Holding Co |
|
|
22,700 |
|
|
|
856 |
|
American Financial Group Inc/OH |
|
|
10,900 |
|
|
|
1,476 |
|
Annaly Capital Management Inc ‡ |
|
|
82,200 |
|
|
|
572 |
|
Ares Capital Corp |
|
|
35,700 |
|
|
|
780 |
|
Associated Banc-Corp |
|
|
129,185 |
|
|
|
3,151 |
|
Atlantic Union Bankshares Corp |
|
|
25,825 |
|
|
|
1,049 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
30,600 |
|
|
|
473 |
|
Bank OZK |
|
|
100,256 |
|
|
|
4,714 |
|
Banner Corp |
|
|
18,360 |
|
|
|
1,131 |
|
BGC Partners Inc, Cl A |
|
|
594,780 |
|
|
|
2,724 |
|
Capitol Federal Financial Inc |
|
|
96,794 |
|
|
|
1,057 |
|
Cathay General Bancorp |
|
|
25,871 |
|
|
|
1,217 |
|
Central Pacific Financial Corp |
|
|
36,278 |
|
|
|
1,059 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Chimera Investment Corp ‡ |
|
|
61,200 |
|
|
$ |
745 |
|
Citizens Financial Group Inc |
|
|
40,500 |
|
|
|
2,123 |
|
CNA Financial Corp |
|
|
29,500 |
|
|
|
1,348 |
|
CNO Financial Group Inc |
|
|
120,886 |
|
|
|
2,922 |
|
Cohen & Steers Inc |
|
|
39,922 |
|
|
|
3,244 |
|
Columbia Banking System Inc |
|
|
101,181 |
|
|
|
3,706 |
|
Cowen Inc, Cl A |
|
|
30,173 |
|
|
|
895 |
|
Customers Bancorp Inc * |
|
|
50,105 |
|
|
|
3,084 |
|
Donnelley Financial Solutions Inc * |
|
|
19,300 |
|
|
|
620 |
|
Enterprise Financial Services Corp |
|
|
23,638 |
|
|
|
1,169 |
|
Equitable Holdings Inc |
|
|
30,200 |
|
|
|
986 |
|
Essent Group Ltd |
|
|
17,600 |
|
|
|
778 |
|
Evercore Inc, Cl A |
|
|
12,758 |
|
|
|
1,620 |
|
Everest Re Group Ltd |
|
|
3,500 |
|
|
|
1,044 |
|
FactSet Research Systems Inc |
|
|
7,044 |
|
|
|
2,861 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
5,750 |
|
|
|
711 |
|
Fifth Third Bancorp |
|
|
23,500 |
|
|
|
1,124 |
|
First American Financial Corp |
|
|
31,700 |
|
|
|
2,125 |
|
First Financial Bankshares Inc |
|
|
95,906 |
|
|
|
4,596 |
|
First Horizon Corp |
|
|
109,100 |
|
|
|
2,562 |
|
First Merchants Corp |
|
|
93,651 |
|
|
|
4,096 |
|
FirstMark Horizon Acquisition Corp, Cl A * |
|
|
22,835 |
|
|
|
227 |
|
Flushing Financial Corp |
|
|
39,300 |
|
|
|
923 |
|
FNB Corp/PA |
|
|
81,000 |
|
|
|
1,088 |
|
FS KKR Capital Corp |
|
|
35,800 |
|
|
|
777 |
|
Fulton Financial Corp |
|
|
114,825 |
|
|
|
2,069 |
|
Globe Life Inc |
|
|
25,332 |
|
|
|
2,558 |
|
Hamilton Lane Inc, Cl A |
|
|
79,083 |
|
|
|
6,176 |
|
Hancock Whitney Corp |
|
|
40,905 |
|
|
|
2,278 |
|
Hanmi Financial Corp |
|
|
62,800 |
|
|
|
1,640 |
|
Home BancShares Inc/AR |
|
|
160,056 |
|
|
|
3,747 |
|
HomeStreet Inc |
|
|
14,144 |
|
|
|
728 |
|
Hope Bancorp Inc |
|
|
61,078 |
|
|
|
1,036 |
|
Houlihan Lokey Inc, Cl A |
|
|
12,109 |
|
|
|
1,245 |
|
KeyCorp |
|
|
78,400 |
|
|
|
1,965 |
|
Lincoln National Corp |
|
|
14,100 |
|
|
|
951 |
|
LPL Financial Holdings Inc |
|
|
7,537 |
|
|
|
1,364 |
|
MarketAxess Holdings Inc |
|
|
4,049 |
|
|
|
1,544 |
|
MFA Financial Inc ‡ |
|
|
185,800 |
|
|
|
754 |
|
MGIC Investment Corp |
|
|
81,200 |
|
|
|
1,233 |
|
Morningstar Inc |
|
|
10,779 |
|
|
|
3,025 |
|
Navient Corp |
|
|
92,300 |
|
|
|
1,625 |
|
New Residential Investment Corp ‡ |
|
|
85,300 |
|
|
|
885 |
|
Oaktree Specialty Lending Corp |
|
|
218,200 |
|
|
|
1,626 |
|
OceanFirst Financial Corp |
|
|
51,143 |
|
|
|
1,145 |
|
OFG Bancorp |
|
|
42,300 |
|
|
|
1,192 |
|
Pacific Premier Bancorp Inc |
|
|
64,956 |
|
|
|
2,514 |
|
PacWest Bancorp |
|
|
206,460 |
|
|
|
10,203 |
|
Piper Sandler Cos |
|
|
8,611 |
|
|
|
1,275 |
|
Popular Inc |
|
|
24,900 |
|
|
|
2,287 |
|
Preferred Bank/Los Angeles CA |
|
|
10,200 |
|
|
|
800 |
|
Prosperity Bancshares Inc |
|
|
43,674 |
|
|
|
3,252 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Provident Financial Services Inc |
|
|
47,787 |
|
|
$ |
1,134 |
|
Radian Group Inc |
|
|
40,700 |
|
|
|
973 |
|
Regions Financial Corp |
|
|
63,600 |
|
|
|
1,538 |
|
Reinsurance Group of America Inc, Cl A |
|
|
6,400 |
|
|
|
710 |
|
RLI Corp |
|
|
10,345 |
|
|
|
1,050 |
|
Selective Insurance Group Inc |
|
|
13,201 |
|
|
|
1,098 |
|
Silvergate Capital Corp, Cl A * |
|
|
9,933 |
|
|
|
1,272 |
|
Starwood Property Trust Inc ‡ |
|
|
200,879 |
|
|
|
4,789 |
|
StepStone Group Inc, Cl A |
|
|
30,334 |
|
|
|
1,047 |
|
Stewart Information Services Corp |
|
|
20,147 |
|
|
|
1,368 |
|
Stifel Financial Corp |
|
|
70,700 |
|
|
|
5,196 |
|
Synovus Financial Corp |
|
|
19,300 |
|
|
|
1,016 |
|
Towne Bank/Portsmouth VA |
|
|
33,035 |
|
|
|
1,030 |
|
Umpqua Holdings Corp |
|
|
70,500 |
|
|
|
1,505 |
|
United Community Banks Inc/GA |
|
|
149,579 |
|
|
|
5,783 |
|
Universal Insurance Holdings Inc |
|
|
27,000 |
|
|
|
312 |
|
Unum Group |
|
|
39,000 |
|
|
|
1,089 |
|
Veritex Holdings Inc |
|
|
34,563 |
|
|
|
1,404 |
|
Victory Capital Holdings Inc, Cl A |
|
|
22,000 |
|
|
|
730 |
|
Voya Financial Inc (A) |
|
|
20,900 |
|
|
|
1,408 |
|
Washington Federal Inc |
|
|
30,647 |
|
|
|
1,090 |
|
WisdomTree Investments Inc (A) |
|
|
134,050 |
|
|
|
755 |
|
Zions Bancorp NA |
|
|
37,000 |
|
|
|
2,623 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
165,866 |
|
Health Care — 11.2% |
|
|
|
|
ABIOMED Inc * |
|
|
1,549 |
|
|
|
481 |
|
Acadia Healthcare Co Inc * |
|
|
32,869 |
|
|
|
1,864 |
|
Agios Pharmaceuticals Inc * |
|
|
15,158 |
|
|
|
472 |
|
Alector Inc * |
|
|
47,424 |
|
|
|
751 |
|
AMN Healthcare Services Inc * |
|
|
30,912 |
|
|
|
3,281 |
|
Amphastar Pharmaceuticals Inc * |
|
|
47,141 |
|
|
|
1,306 |
|
Arvinas Inc * |
|
|
6,688 |
|
|
|
433 |
|
Avanos Medical Inc * |
|
|
15,025 |
|
|
|
532 |
|
Axogen Inc * |
|
|
45,808 |
|
|
|
428 |
|
C4 Therapeutics Inc * |
|
|
16,335 |
|
|
|
366 |
|
Cano Health Inc *(A) |
|
|
84,572 |
|
|
|
412 |
|
CareDx Inc * |
|
|
47,546 |
|
|
|
1,825 |
|
Catalyst Pharmaceuticals Inc * |
|
|
248,700 |
|
|
|
1,940 |
|
Certara Inc * |
|
|
19,574 |
|
|
|
496 |
|
Chemed Corp |
|
|
7,787 |
|
|
|
3,724 |
|
Community Health Systems Inc * |
|
|
79,649 |
|
|
|
837 |
|
Cooper Cos Inc/The |
|
|
1,088 |
|
|
|
445 |
|
Cross Country Healthcare Inc * |
|
|
45,056 |
|
|
|
1,006 |
|
DaVita Inc * |
|
|
23,500 |
|
|
|
2,650 |
|
Dynavax Technologies Corp, Cl A *(A) |
|
|
84,705 |
|
|
|
1,038 |
|
Encompass Health Corp |
|
|
49,815 |
|
|
|
3,289 |
|
Ensign Group Inc/The |
|
|
99,415 |
|
|
|
8,355 |
|
Exact Sciences Corp * |
|
|
5,390 |
|
|
|
421 |
|
Halozyme Therapeutics Inc * |
|
|
39,706 |
|
|
|
1,408 |
|
HealthEquity Inc * |
|
|
19,328 |
|
|
|
1,038 |
|
Henry Schein Inc * |
|
|
14,598 |
|
|
|
1,261 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Heron Therapeutics Inc *(A) |
|
|
62,156 |
|
|
$ |
441 |
|
Hologic Inc * |
|
|
15,595 |
|
|
|
1,110 |
|
Innoviva Inc * |
|
|
89,300 |
|
|
|
1,715 |
|
Inotiv Inc * |
|
|
27,875 |
|
|
|
737 |
|
Inspire Medical Systems Inc * |
|
|
10,615 |
|
|
|
2,591 |
|
Integer Holdings Corp * |
|
|
11,088 |
|
|
|
930 |
|
Intercept Pharmaceuticals Inc *(A) |
|
|
58,924 |
|
|
|
840 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
97,700 |
|
|
|
1,051 |
|
iTeos Therapeutics Inc * |
|
|
24,235 |
|
|
|
876 |
|
Jazz Pharmaceuticals PLC * |
|
|
13,000 |
|
|
|
1,786 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
77,773 |
|
|
|
796 |
|
Lannett Co Inc * |
|
|
35,947 |
|
|
|
30 |
|
Lantheus Holdings Inc * |
|
|
47,692 |
|
|
|
2,281 |
|
LeMaitre Vascular Inc |
|
|
73,258 |
|
|
|
3,478 |
|
LivaNova PLC * |
|
|
12,528 |
|
|
|
987 |
|
Masimo Corp * |
|
|
3,413 |
|
|
|
537 |
|
MEDNAX Inc * |
|
|
24,542 |
|
|
|
576 |
|
Merit Medical Systems Inc * |
|
|
43,452 |
|
|
|
2,826 |
|
Mesa Laboratories Inc |
|
|
4,027 |
|
|
|
1,028 |
|
Nevro Corp * |
|
|
7,995 |
|
|
|
573 |
|
NextGen Healthcare Inc * |
|
|
67,877 |
|
|
|
1,326 |
|
Omnicell Inc * |
|
|
39,356 |
|
|
|
5,088 |
|
Option Care Health Inc * |
|
|
48,519 |
|
|
|
1,247 |
|
Prestige Consumer Healthcare Inc * |
|
|
22,368 |
|
|
|
1,332 |
|
Privia Health Group Inc * |
|
|
25,163 |
|
|
|
648 |
|
Progyny Inc * |
|
|
51,442 |
|
|
|
2,025 |
|
Quest Diagnostics Inc |
|
|
33,101 |
|
|
|
4,345 |
|
Quidel Corp * |
|
|
14,069 |
|
|
|
1,488 |
|
REGENXBIO Inc * |
|
|
31,209 |
|
|
|
818 |
|
Relay Therapeutics Inc * |
|
|
16,943 |
|
|
|
409 |
|
Repligen Corp * |
|
|
20,150 |
|
|
|
3,964 |
|
Select Medical Holdings Corp |
|
|
34,800 |
|
|
|
806 |
|
Sotera Health Co * |
|
|
39,937 |
|
|
|
873 |
|
SpringWorks Therapeutics Inc * |
|
|
8,518 |
|
|
|
482 |
|
STERIS PLC |
|
|
29,873 |
|
|
|
7,170 |
|
Supernus Pharmaceuticals Inc * |
|
|
33,912 |
|
|
|
1,084 |
|
Syneos Health Inc, Cl A * |
|
|
71,866 |
|
|
|
5,692 |
|
Talis Biomedical Corp *(A) |
|
|
19,294 |
|
|
|
40 |
|
Travere Therapeutics Inc * |
|
|
40,035 |
|
|
|
1,091 |
|
United Therapeutics Corp * |
|
|
18,640 |
|
|
|
3,098 |
|
Universal Health Services Inc, Cl B |
|
|
13,600 |
|
|
|
1,957 |
|
US Physical Therapy Inc |
|
|
24,999 |
|
|
|
2,299 |
|
Vanda Pharmaceuticals Inc * |
|
|
47,400 |
|
|
|
538 |
|
Veracyte Inc * |
|
|
23,995 |
|
|
|
667 |
|
Vir Biotechnology Inc * |
|
|
19,970 |
|
|
|
503 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
114,238 |
|
Industrials — 18.2% |
|
|
|
|
ABM Industries Inc |
|
|
94,221 |
|
|
|
4,224 |
|
Acuity Brands Inc |
|
|
9,400 |
|
|
|
1,714 |
|
ACV Auctions Inc, Cl A * |
|
|
91,568 |
|
|
|
1,208 |
|
AGCO Corp |
|
|
20,900 |
|
|
|
2,511 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Air Lease Corp, Cl A |
|
|
63,063 |
|
|
$ |
2,633 |
|
Alight Inc * |
|
|
89,552 |
|
|
|
935 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
132,892 |
|
|
|
5,308 |
|
Apogee Enterprises Inc |
|
|
31,100 |
|
|
|
1,402 |
|
Applied Industrial Technologies Inc |
|
|
11,101 |
|
|
|
1,122 |
|
ArcBest Corp |
|
|
25,905 |
|
|
|
2,401 |
|
Atkore Inc * |
|
|
35,867 |
|
|
|
3,648 |
|
Atlas Air Worldwide Holdings Inc * |
|
|
24,315 |
|
|
|
1,905 |
|
Beacon Roofing Supply Inc * |
|
|
21,958 |
|
|
|
1,311 |
|
BlueLinx Holdings Inc * |
|
|
15,239 |
|
|
|
1,362 |
|
Boise Cascade Co |
|
|
14,660 |
|
|
|
1,172 |
|
BWX Technologies Inc |
|
|
111,108 |
|
|
|
5,935 |
|
Carlisle Cos Inc |
|
|
18,115 |
|
|
|
4,300 |
|
CH Robinson Worldwide Inc |
|
|
20,347 |
|
|
|
1,967 |
|
Chart Industries Inc * |
|
|
10,060 |
|
|
|
1,453 |
|
Cimpress PLC * |
|
|
9,358 |
|
|
|
590 |
|
Clean Harbors Inc * |
|
|
12,478 |
|
|
|
1,191 |
|
Colfax Corp * |
|
|
141,529 |
|
|
|
5,691 |
|
CoreCivic Inc *‡ |
|
|
62,100 |
|
|
|
566 |
|
Crane Co |
|
|
14,800 |
|
|
|
1,496 |
|
Deluxe Corp |
|
|
26,200 |
|
|
|
815 |
|
EMCOR Group Inc |
|
|
9,524 |
|
|
|
1,100 |
|
Ennis Inc |
|
|
45,100 |
|
|
|
847 |
|
Exponent Inc |
|
|
47,180 |
|
|
|
4,471 |
|
Federal Signal Corp |
|
|
25,110 |
|
|
|
907 |
|
Forward Air Corp |
|
|
12,435 |
|
|
|
1,283 |
|
GATX Corp |
|
|
11,347 |
|
|
|
1,210 |
|
Genco Shipping & Trading Ltd |
|
|
53,000 |
|
|
|
1,022 |
|
Generac Holdings Inc * |
|
|
11,284 |
|
|
|
3,560 |
|
GFL Environmental Inc |
|
|
82,672 |
|
|
|
2,418 |
|
GMS Inc * |
|
|
19,072 |
|
|
|
1,035 |
|
GXO Logistics Inc * |
|
|
39,945 |
|
|
|
3,353 |
|
Heartland Express Inc |
|
|
17,525 |
|
|
|
252 |
|
Heidrick & Struggles International Inc |
|
|
23,386 |
|
|
|
1,000 |
|
Helios Technologies Inc |
|
|
34,868 |
|
|
|
2,734 |
|
Herc Holdings Inc |
|
|
29,079 |
|
|
|
4,627 |
|
Hillenbrand Inc |
|
|
45,643 |
|
|
|
2,178 |
|
Hub Group Inc, Cl A * |
|
|
13,992 |
|
|
|
1,181 |
|
Huntington Ingalls Industries Inc |
|
|
20,234 |
|
|
|
4,136 |
|
Insperity Inc |
|
|
26,871 |
|
|
|
2,417 |
|
Interface Inc, Cl A |
|
|
129,875 |
|
|
|
1,695 |
|
JetBlue Airways Corp * |
|
|
61,600 |
|
|
|
941 |
|
John Bean Technologies Corp |
|
|
23,944 |
|
|
|
2,714 |
|
Kaman Corp |
|
|
44,588 |
|
|
|
1,936 |
|
KAR Auction Services Inc * |
|
|
225,963 |
|
|
|
4,171 |
|
Kforce Inc |
|
|
14,817 |
|
|
|
1,114 |
|
Kirby Corp * |
|
|
23,207 |
|
|
|
1,512 |
|
Korn Ferry |
|
|
14,240 |
|
|
|
943 |
|
Landstar System Inc |
|
|
19,585 |
|
|
|
3,024 |
|
ManpowerGroup Inc |
|
|
14,300 |
|
|
|
1,520 |
|
ManTech International Corp/VA, Cl A |
|
|
34,048 |
|
|
|
2,839 |
|
Matson Inc |
|
|
28,069 |
|
|
|
3,109 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MDU Resources Group Inc |
|
|
58,000 |
|
|
$ |
1,553 |
|
Meritor Inc * |
|
|
62,300 |
|
|
|
2,218 |
|
Middleby Corp/The * |
|
|
7,554 |
|
|
|
1,342 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
20,573 |
|
|
|
1,594 |
|
Nordson Corp |
|
|
11,401 |
|
|
|
2,582 |
|
NOW Inc * |
|
|
119,921 |
|
|
|
1,120 |
|
NV5 Global Inc * |
|
|
22,780 |
|
|
|
2,443 |
|
Oshkosh Corp |
|
|
8,300 |
|
|
|
922 |
|
Owens Corning |
|
|
18,500 |
|
|
|
1,724 |
|
Planet Labs PBC *(A) |
|
|
114,616 |
|
|
|
646 |
|
Quad/Graphics Inc, Cl A *(A) |
|
|
86,600 |
|
|
|
475 |
|
Ritchie Bros Auctioneers Inc |
|
|
37,372 |
|
|
|
1,957 |
|
Ryder System Inc |
|
|
15,400 |
|
|
|
1,214 |
|
Sensata Technologies Holding PLC * |
|
|
44,996 |
|
|
|
2,606 |
|
Simpson Manufacturing Co Inc |
|
|
9,072 |
|
|
|
1,075 |
|
SkyWest Inc * |
|
|
13,600 |
|
|
|
382 |
|
Snap-on Inc |
|
|
20,741 |
|
|
|
4,359 |
|
Standex International Corp |
|
|
39,693 |
|
|
|
4,205 |
|
Sterling Check Corp *(A) |
|
|
24,396 |
|
|
|
514 |
|
Tennant Co |
|
|
18,573 |
|
|
|
1,463 |
|
Tetra Tech Inc |
|
|
14,439 |
|
|
|
2,292 |
|
Timken Co/The |
|
|
12,700 |
|
|
|
833 |
|
Titan Machinery Inc * |
|
|
38,396 |
|
|
|
1,088 |
|
Trex Co Inc * |
|
|
16,787 |
|
|
|
1,542 |
|
TriNet Group Inc * |
|
|
18,357 |
|
|
|
1,603 |
|
Triton International Ltd |
|
|
42,600 |
|
|
|
2,798 |
|
UFP Industries Inc |
|
|
56,409 |
|
|
|
4,837 |
|
UniFirst Corp/MA |
|
|
13,040 |
|
|
|
2,363 |
|
Vectrus Inc * |
|
|
12,800 |
|
|
|
587 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
158,133 |
|
|
|
5,618 |
|
Woodward Inc |
|
|
4,818 |
|
|
|
600 |
|
XPO Logistics Inc * |
|
|
46,409 |
|
|
|
3,373 |
|
Zurn Water Solutions Corp |
|
|
54,215 |
|
|
|
1,763 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
185,800 |
|
Information Technology — 13.1% |
|
|
|
|
8x8 Inc * |
|
|
89,914 |
|
|
|
1,165 |
|
ACI Worldwide Inc * |
|
|
144,370 |
|
|
|
4,839 |
|
Alarm.com Holdings Inc * |
|
|
4,959 |
|
|
|
326 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
21,563 |
|
|
|
1,159 |
|
Altair Engineering Inc, Cl A * |
|
|
9,359 |
|
|
|
622 |
|
Amdocs Ltd |
|
|
22,600 |
|
|
|
1,779 |
|
Amkor Technology Inc |
|
|
104,400 |
|
|
|
2,367 |
|
Anaplan Inc * |
|
|
12,752 |
|
|
|
604 |
|
Arrow Electronics Inc * |
|
|
18,900 |
|
|
|
2,304 |
|
AudioCodes Ltd |
|
|
97,463 |
|
|
|
2,762 |
|
Avalara Inc * |
|
|
13,364 |
|
|
|
1,389 |
|
Azenta Inc |
|
|
35,748 |
|
|
|
3,129 |
|
Belden Inc |
|
|
27,705 |
|
|
|
1,561 |
|
Box Inc, Cl A * |
|
|
43,059 |
|
|
|
1,103 |
|
Broadridge Financial Solutions Inc |
|
|
18,117 |
|
|
|
2,649 |
|
ChannelAdvisor Corp * |
|
|
15,261 |
|
|
|
274 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cirrus Logic Inc * |
|
|
10,700 |
|
|
$ |
929 |
|
CMC Materials Inc |
|
|
4,732 |
|
|
|
878 |
|
Cognex Corp |
|
|
23,761 |
|
|
|
1,605 |
|
Cognyte Software Ltd * |
|
|
122,436 |
|
|
|
1,366 |
|
Consensus Cloud Solutions Inc * |
|
|
8,470 |
|
|
|
471 |
|
CSG Systems International Inc |
|
|
18,241 |
|
|
|
1,126 |
|
CTS Corp |
|
|
31,605 |
|
|
|
1,199 |
|
Diodes Inc * |
|
|
11,979 |
|
|
|
1,073 |
|
Ebix Inc (A) |
|
|
21,500 |
|
|
|
635 |
|
Euronet Worldwide Inc * |
|
|
30,845 |
|
|
|
3,955 |
|
Evo Payments Inc, Cl A * |
|
|
21,184 |
|
|
|
511 |
|
ExlService Holdings Inc * |
|
|
11,418 |
|
|
|
1,379 |
|
Extreme Networks Inc * |
|
|
100,885 |
|
|
|
1,159 |
|
GLOBALFOUNDRIES Inc *(A) |
|
|
27,224 |
|
|
|
1,655 |
|
I3 Verticals Inc, Cl A * |
|
|
38,900 |
|
|
|
1,027 |
|
Jabil Inc |
|
|
42,700 |
|
|
|
2,468 |
|
Jack Henry & Associates Inc |
|
|
18,968 |
|
|
|
3,354 |
|
Juniper Networks Inc |
|
|
34,500 |
|
|
|
1,166 |
|
KnowBe4 Inc, Cl A * |
|
|
29,043 |
|
|
|
585 |
|
Kulicke & Soffa Industries Inc |
|
|
85,936 |
|
|
|
4,489 |
|
Littelfuse Inc |
|
|
25,164 |
|
|
|
6,498 |
|
Mandiant Inc * |
|
|
24,544 |
|
|
|
486 |
|
Mimecast Ltd * |
|
|
16,686 |
|
|
|
1,327 |
|
Momentive Global Inc * |
|
|
64,507 |
|
|
|
1,014 |
|
Monday.com Ltd * |
|
|
1,769 |
|
|
|
281 |
|
N-able Inc * |
|
|
77,876 |
|
|
|
901 |
|
NCR Corp * |
|
|
21,400 |
|
|
|
867 |
|
New Relic Inc * |
|
|
14,348 |
|
|
|
950 |
|
Nova Ltd * |
|
|
32,530 |
|
|
|
3,409 |
|
Novanta Inc * |
|
|
18,138 |
|
|
|
2,478 |
|
ON Semiconductor Corp * |
|
|
33,189 |
|
|
|
2,078 |
|
PAR Technology Corp *(A) |
|
|
19,544 |
|
|
|
820 |
|
Perficient Inc * |
|
|
10,412 |
|
|
|
1,061 |
|
Ping Identity Holding Corp * |
|
|
19,831 |
|
|
|
417 |
|
Power Integrations Inc |
|
|
41,733 |
|
|
|
3,756 |
|
Repay Holdings Corp, Cl A * |
|
|
61,413 |
|
|
|
1,061 |
|
Sanmina Corp * |
|
|
25,300 |
|
|
|
1,006 |
|
Seagate Technology Holdings PLC |
|
|
27,000 |
|
|
|
2,785 |
|
Silicon Motion Technology Corp ADR |
|
|
73,196 |
|
|
|
5,310 |
|
SMART Global Holdings Inc * |
|
|
43,820 |
|
|
|
1,203 |
|
Smartsheet Inc, Cl A * |
|
|
12,611 |
|
|
|
671 |
|
SolarWinds Corp * |
|
|
31,427 |
|
|
|
426 |
|
Sprout Social Inc, Cl A * |
|
|
28,859 |
|
|
|
1,879 |
|
SPS Commerce Inc * |
|
|
26,617 |
|
|
|
3,456 |
|
Sumo Logic Inc * |
|
|
47,833 |
|
|
|
576 |
|
Super Micro Computer Inc * |
|
|
27,009 |
|
|
|
1,061 |
|
Switch Inc, Cl A |
|
|
120,903 |
|
|
|
3,146 |
|
TaskUS Inc, Cl A * |
|
|
24,590 |
|
|
|
706 |
|
TD SYNNEX Corp |
|
|
10,700 |
|
|
|
1,090 |
|
Teledyne Technologies Inc * |
|
|
5,612 |
|
|
|
2,410 |
|
Tenable Holdings Inc * |
|
|
8,857 |
|
|
|
490 |
|
Trimble Inc * |
|
|
16,719 |
|
|
|
1,166 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TTEC Holdings Inc |
|
|
38,432 |
|
|
$ |
3,055 |
|
TTM Technologies Inc * |
|
|
68,500 |
|
|
|
861 |
|
Ultra Clean Holdings Inc * |
|
|
37,763 |
|
|
|
1,730 |
|
Universal Display Corp |
|
|
18,568 |
|
|
|
2,876 |
|
Verint Systems Inc * |
|
|
79,951 |
|
|
|
4,016 |
|
Verra Mobility Corp, Cl A * |
|
|
70,935 |
|
|
|
1,192 |
|
Viavi Solutions Inc * |
|
|
146,480 |
|
|
|
2,402 |
|
Vishay Intertechnology Inc |
|
|
87,476 |
|
|
|
1,679 |
|
Western Union Co/The |
|
|
32,400 |
|
|
|
589 |
|
Xerox Holdings Corp |
|
|
43,900 |
|
|
|
865 |
|
Zendesk Inc * |
|
|
15,302 |
|
|
|
1,785 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
134,897 |
|
Materials — 6.0% |
|
|
|
|
AdvanSix Inc |
|
|
24,561 |
|
|
|
984 |
|
Ashland Global Holdings Inc |
|
|
42,980 |
|
|
|
3,966 |
|
Axalta Coating Systems Ltd * |
|
|
152,977 |
|
|
|
4,137 |
|
Berry Global Group Inc * |
|
|
31,500 |
|
|
|
1,910 |
|
Cabot Corp |
|
|
34,300 |
|
|
|
2,509 |
|
Celanese Corp, Cl A |
|
|
16,000 |
|
|
|
2,228 |
|
Chemours Co/The |
|
|
29,500 |
|
|
|
814 |
|
Commercial Metals Co |
|
|
30,214 |
|
|
|
1,165 |
|
Eastman Chemical Co |
|
|
7,500 |
|
|
|
889 |
|
FMC Corp |
|
|
59,199 |
|
|
|
6,941 |
|
Graphic Packaging Holding Co |
|
|
37,323 |
|
|
|
768 |
|
Huntsman Corp |
|
|
48,000 |
|
|
|
1,941 |
|
Materion Corp |
|
|
13,700 |
|
|
|
1,145 |
|
Mosaic Co/The |
|
|
51,060 |
|
|
|
2,677 |
|
O-I Glass Inc * |
|
|
89,400 |
|
|
|
1,143 |
|
Quaker Chemical Corp |
|
|
12,901 |
|
|
|
2,395 |
|
Ranpak Holdings Corp, Cl A * |
|
|
59,355 |
|
|
|
1,436 |
|
Reliance Steel & Aluminum Co |
|
|
32,793 |
|
|
|
6,259 |
|
Schweitzer-Mauduit International Inc |
|
|
22,500 |
|
|
|
702 |
|
Silgan Holdings Inc |
|
|
180,921 |
|
|
|
7,577 |
|
Steel Dynamics Inc |
|
|
13,000 |
|
|
|
918 |
|
Summit Materials Inc, Cl A * |
|
|
57,783 |
|
|
|
1,804 |
|
TimkenSteel Corp * |
|
|
63,600 |
|
|
|
1,147 |
|
Trinseo PLC |
|
|
29,242 |
|
|
|
1,519 |
|
Tronox Holdings PLC |
|
|
77,781 |
|
|
|
1,579 |
|
Valvoline Inc |
|
|
22,900 |
|
|
|
740 |
|
Westrock Co |
|
|
49,900 |
|
|
|
2,259 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61,552 |
|
Real Estate — 6.6% |
|
|
|
|
Americold Realty Trust ‡ |
|
|
71,485 |
|
|
|
1,910 |
|
Apple Hospitality REIT Inc ‡ |
|
|
210,355 |
|
|
|
3,721 |
|
Brandywine Realty Trust ‡ |
|
|
80,600 |
|
|
|
1,074 |
|
Brixmor Property Group Inc ‡ |
|
|
69,700 |
|
|
|
1,751 |
|
Centerspace ‡ |
|
|
11,044 |
|
|
|
1,038 |
|
City Office REIT Inc ‡ |
|
|
72,700 |
|
|
|
1,252 |
|
CTO Realty Growth Inc ‡ |
|
|
12,210 |
|
|
|
765 |
|
Cushman & Wakefield PLC * |
|
|
115,284 |
|
|
|
2,527 |
|
EastGroup Properties Inc ‡ |
|
|
6,033 |
|
|
|
1,151 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
eXp World Holdings Inc (A) |
|
|
91,504 |
|
|
$ |
2,447 |
|
Four Corners Property Trust Inc ‡ |
|
|
37,155 |
|
|
|
980 |
|
Franklin Street Properties Corp ‡ |
|
|
150,900 |
|
|
|
872 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
146,097 |
|
|
|
6,634 |
|
Howard Hughes Corp/The * |
|
|
29,797 |
|
|
|
2,848 |
|
Independence Realty Trust Inc ‡ |
|
|
46,416 |
|
|
|
1,173 |
|
Industrial Logistics Properties Trust ‡ |
|
|
35,900 |
|
|
|
803 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
13,461 |
|
|
|
2,537 |
|
Iron Mountain Inc ‡ |
|
|
28,700 |
|
|
|
1,412 |
|
Kennedy-Wilson Holdings Inc |
|
|
107,229 |
|
|
|
2,374 |
|
Kite Realty Group Trust ‡ |
|
|
118,608 |
|
|
|
2,601 |
|
Medical Properties Trust Inc ‡ |
|
|
324,535 |
|
|
|
6,601 |
|
National Storage Affiliates Trust ‡ |
|
|
16,892 |
|
|
|
984 |
|
Newmark Group Inc, Cl A |
|
|
269,449 |
|
|
|
4,764 |
|
NexPoint Residential Trust Inc ‡ |
|
|
47,613 |
|
|
|
4,046 |
|
Office Properties Income Trust ‡ |
|
|
45,400 |
|
|
|
1,137 |
|
Omega Healthcare Investors Inc ‡ |
|
|
29,900 |
|
|
|
842 |
|
Pebblebrook Hotel Trust ‡ |
|
|
49,721 |
|
|
|
1,119 |
|
Phillips Edison & Co Inc ‡ |
|
|
9,992 |
|
|
|
323 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
55,300 |
|
|
|
942 |
|
RE/MAX Holdings Inc, Cl A |
|
|
21,552 |
|
|
|
639 |
|
Retail Value Inc *‡ |
|
|
6,428 |
|
|
|
20 |
|
RPT Realty ‡ |
|
|
65,300 |
|
|
|
846 |
|
Sabra Health Care Inc ‡ |
|
|
81,500 |
|
|
|
1,095 |
|
Service Properties Trust ‡ |
|
|
48,500 |
|
|
|
419 |
|
SITE Centers Corp ‡ |
|
|
69,418 |
|
|
|
1,080 |
|
Tanger Factory Outlet Centers Inc ‡(A) |
|
|
132,444 |
|
|
|
2,209 |
|
Uniti Group Inc ‡ |
|
|
71,260 |
|
|
|
924 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
67,860 |
|
Utilities — 1.7% |
|
|
|
|
Algonquin Power & Utilities Corp (A) |
|
|
244,538 |
|
|
|
3,541 |
|
Chesapeake Utilities Corp |
|
|
8,810 |
|
|
|
1,171 |
|
National Fuel Gas Co |
|
|
20,600 |
|
|
|
1,282 |
|
NRG Energy Inc |
|
|
59,700 |
|
|
|
2,259 |
|
Otter Tail Corp |
|
|
21,421 |
|
|
|
1,325 |
|
PNM Resources Inc |
|
|
23,100 |
|
|
|
1,044 |
|
Portland General Electric Co |
|
|
17,773 |
|
|
|
902 |
|
UGI Corp |
|
|
95,129 |
|
|
|
3,657 |
|
Vistra Corp |
|
|
104,200 |
|
|
|
2,378 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,559 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $794,253) ($ Thousands) |
|
|
|
|
|
|
1,000,219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 2.4% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(C) |
|
|
24,542,306 |
|
|
$ |
24,538 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $24,543) ($ Thousands) |
|
|
24,538 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 3.2% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
32,681,245 |
|
|
|
32,681 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $32,681) ($ Thousands) |
|
|
|
|
|
|
32,681 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 103.1% |
|
|
|
|
|
|
|
|
(Cost $851,477) ($ Thousands) |
|
$ |
1,057,438 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,026,096 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $23,986 ($ Thousands). |
(B) |
Security is a Master Limited Partnership. At February 28, 2022, such securities amounted to $4,741 ($ Thousands), or 0.5% 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 February 28, 2022 was $24,538 ($ 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 February 28, 2022, in valuing the Fund’s investments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,000,219 |
|
|
|
– |
|
|
|
– |
|
|
|
1,000,219 |
|
Affiliated Partnership |
|
|
– |
|
|
|
24,538 |
|
|
|
– |
|
|
|
24,538 |
|
Cash Equivalent |
|
|
32,681 |
|
|
|
– |
|
|
|
– |
|
|
|
32,681 |
|
Total Investments in Securities |
|
|
1,032,900 |
|
|
|
24,538 |
|
|
|
– |
|
|
|
1,057,438 |
|
For the period ended February 28, 2022, 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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Small/Mid Cap Equity Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value
5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain
(Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
65,133 |
|
|
$ |
170,618 |
|
|
$ |
(211,207 |
) |
|
$ |
8 |
|
|
$ |
(14 |
) |
|
$ |
24,538 |
|
|
|
24,542,306 |
|
|
$ |
68 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
30,279 |
|
|
|
324,179 |
|
|
|
(321,778 |
) |
|
|
1 |
|
|
|
— |
|
|
|
32,681 |
|
|
|
32,681,245 |
|
|
|
3 |
|
|
|
— |
|
Totals |
|
$ |
95,412 |
|
|
$ |
494,797 |
|
|
$ |
(532,985 |
) |
|
$ |
9 |
|
|
$ |
(14 |
) |
|
$ |
57,219 |
|
|
|
|
|
|
$ |
71 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Equity Factor Allocation Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 9.6% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
6,435 |
|
|
$ |
17,382 |
|
Alphabet Inc, Cl C * |
|
|
9,086 |
|
|
|
24,512 |
|
Altice USA Inc, Cl A * |
|
|
88,585 |
|
|
|
1,024 |
|
AT&T Inc |
|
|
386,272 |
|
|
|
9,151 |
|
Cars.com Inc * |
|
|
46,987 |
|
|
|
760 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
83,642 |
|
|
|
313 |
|
Comcast Corp, Cl A |
|
|
114,414 |
|
|
|
5,350 |
|
Interpublic Group of Cos Inc/The |
|
|
62,715 |
|
|
|
2,308 |
|
John Wiley & Sons Inc, Cl A |
|
|
1,114 |
|
|
|
56 |
|
Meta Platforms Inc, Cl A * |
|
|
39,717 |
|
|
|
8,381 |
|
News Corp, Cl A |
|
|
43,215 |
|
|
|
965 |
|
Omnicom Group Inc |
|
|
62,439 |
|
|
|
5,238 |
|
Playtika Holding Corp * |
|
|
16,361 |
|
|
|
337 |
|
Scholastic Corp |
|
|
11,126 |
|
|
|
468 |
|
Sirius XM Holdings Inc |
|
|
26,583 |
|
|
|
164 |
|
Verizon Communications Inc |
|
|
208,104 |
|
|
|
11,169 |
|
Walt Disney Co/The * |
|
|
639 |
|
|
|
95 |
|
WideOpenWest Inc * |
|
|
15,427 |
|
|
|
262 |
|
Ziff Davis Inc * |
|
|
30,210 |
|
|
|
3,039 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
90,974 |
|
Consumer Discretionary — 10.3% |
|
|
|
|
Aaron's Co Inc/The |
|
|
20,916 |
|
|
|
439 |
|
Academy Sports & Outdoors Inc * |
|
|
68,077 |
|
|
|
2,204 |
|
Amazon.com Inc * |
|
|
4,659 |
|
|
|
14,309 |
|
AutoNation Inc * |
|
|
4,604 |
|
|
|
528 |
|
AutoZone Inc * |
|
|
3,113 |
|
|
|
5,801 |
|
Bath & Body Works Inc |
|
|
121,469 |
|
|
|
6,483 |
|
Big 5 Sporting Goods Corp |
|
|
13,989 |
|
|
|
232 |
|
Boyd Gaming Corp |
|
|
18,113 |
|
|
|
1,285 |
|
Carriage Services Inc, Cl A |
|
|
4,572 |
|
|
|
225 |
|
Cato Corp/The, Cl A |
|
|
12,943 |
|
|
|
228 |
|
Crocs Inc * |
|
|
6,475 |
|
|
|
542 |
|
Dick's Sporting Goods Inc |
|
|
8,099 |
|
|
|
850 |
|
Domino's Pizza Inc |
|
|
4,509 |
|
|
|
1,949 |
|
eBay Inc |
|
|
74,471 |
|
|
|
4,065 |
|
Ethan Allen Interiors Inc |
|
|
15,042 |
|
|
|
392 |
|
Foot Locker Inc |
|
|
14,648 |
|
|
|
463 |
|
Ford Motor Co |
|
|
68,912 |
|
|
|
1,210 |
|
Garmin Ltd |
|
|
4,661 |
|
|
|
515 |
|
Genesco Inc * |
|
|
9,886 |
|
|
|
634 |
|
Genuine Parts Co |
|
|
4,520 |
|
|
|
552 |
|
Graham Holdings Co, Cl B |
|
|
2,636 |
|
|
|
1,585 |
|
H&R Block Inc |
|
|
132,819 |
|
|
|
3,295 |
|
Home Depot Inc/The |
|
|
3,516 |
|
|
|
1,111 |
|
International Game Technology PLC |
|
|
19,823 |
|
|
|
607 |
|
Lennar Corp, Cl A |
|
|
60,090 |
|
|
|
5,401 |
|
Lennar Corp, Cl B |
|
|
10,273 |
|
|
|
776 |
|
Lowe's Cos Inc |
|
|
5,098 |
|
|
|
1,127 |
|
Lululemon Athletica Inc * |
|
|
3,030 |
|
|
|
969 |
|
Macy's Inc |
|
|
219,869 |
|
|
|
5,699 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mattel Inc * |
|
|
59,249 |
|
|
$ |
1,480 |
|
NIKE Inc, Cl B |
|
|
4,591 |
|
|
|
627 |
|
O'Reilly Automotive Inc * |
|
|
1,570 |
|
|
|
1,019 |
|
Oxford Industries Inc |
|
|
4,521 |
|
|
|
400 |
|
Perdoceo Education Corp * |
|
|
48,283 |
|
|
|
506 |
|
Pool Corp |
|
|
1,198 |
|
|
|
549 |
|
PulteGroup Inc |
|
|
54,314 |
|
|
|
2,697 |
|
Qurate Retail Inc |
|
|
262,032 |
|
|
|
1,444 |
|
Sally Beauty Holdings Inc * |
|
|
33,171 |
|
|
|
573 |
|
Shutterstock Inc |
|
|
15,895 |
|
|
|
1,439 |
|
Signet Jewelers Ltd |
|
|
24,413 |
|
|
|
1,721 |
|
Smith & Wesson Brands Inc |
|
|
35,457 |
|
|
|
625 |
|
Starbucks Corp |
|
|
7,596 |
|
|
|
697 |
|
Stride Inc * |
|
|
12,327 |
|
|
|
414 |
|
Sturm Ruger & Co Inc |
|
|
11,010 |
|
|
|
797 |
|
Target Corp |
|
|
33,444 |
|
|
|
6,681 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
83,745 |
|
|
|
2,470 |
|
Tempur Sealy International Inc |
|
|
3,197 |
|
|
|
106 |
|
Tesla Inc * |
|
|
1,186 |
|
|
|
1,032 |
|
TJX Cos Inc/The |
|
|
32,074 |
|
|
|
2,120 |
|
Toll Brothers Inc |
|
|
17,864 |
|
|
|
969 |
|
Tractor Supply Co |
|
|
3,540 |
|
|
|
721 |
|
Tri Pointe Homes Inc * |
|
|
84,204 |
|
|
|
1,884 |
|
Vista Outdoor Inc * |
|
|
45,116 |
|
|
|
1,644 |
|
Williams-Sonoma Inc |
|
|
3,815 |
|
|
|
553 |
|
Winmark Corp |
|
|
256 |
|
|
|
58 |
|
Yum! Brands Inc |
|
|
7,195 |
|
|
|
882 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
97,584 |
|
Consumer Staples — 9.2% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
105,137 |
|
|
|
3,065 |
|
Altria Group Inc |
|
|
64,832 |
|
|
|
3,325 |
|
Andersons Inc/The |
|
|
7,594 |
|
|
|
346 |
|
Archer-Daniels-Midland Co |
|
|
13,703 |
|
|
|
1,075 |
|
Brown-Forman Corp, Cl A |
|
|
1,350 |
|
|
|
82 |
|
Brown-Forman Corp, Cl B |
|
|
5,741 |
|
|
|
374 |
|
Bunge Ltd |
|
|
63,957 |
|
|
|
6,687 |
|
Casey's General Stores Inc |
|
|
1,167 |
|
|
|
219 |
|
Church & Dwight Co Inc |
|
|
6,850 |
|
|
|
670 |
|
Coca-Cola Co/The |
|
|
33,893 |
|
|
|
2,109 |
|
Colgate-Palmolive Co |
|
|
48,581 |
|
|
|
3,738 |
|
Costco Wholesale Corp |
|
|
4,102 |
|
|
|
2,130 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,647 |
|
|
|
1,673 |
|
Flowers Foods Inc |
|
|
5,717 |
|
|
|
157 |
|
General Mills Inc |
|
|
2,933 |
|
|
|
198 |
|
Herbalife Nutrition Ltd * |
|
|
61,912 |
|
|
|
2,203 |
|
Hershey Co/The |
|
|
7,178 |
|
|
|
1,452 |
|
Ingles Markets Inc, Cl A |
|
|
10,720 |
|
|
|
881 |
|
Ingredion Inc |
|
|
2,095 |
|
|
|
186 |
|
J M Smucker Co/The |
|
|
33,412 |
|
|
|
4,502 |
|
Keurig Dr Pepper Inc |
|
|
7,543 |
|
|
|
292 |
|
Kroger Co/The |
|
|
244,950 |
|
|
|
11,464 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Monster Beverage Corp * |
|
|
10,542 |
|
|
$ |
890 |
|
Nature's Sunshine Products Inc |
|
|
7,437 |
|
|
|
130 |
|
PepsiCo Inc |
|
|
29,761 |
|
|
|
4,873 |
|
Philip Morris International Inc |
|
|
34,871 |
|
|
|
3,525 |
|
Procter & Gamble Co/The |
|
|
98,387 |
|
|
|
15,338 |
|
SpartanNash Co |
|
|
21,003 |
|
|
|
591 |
|
Tyson Foods Inc, Cl A |
|
|
28,973 |
|
|
|
2,685 |
|
United Natural Foods Inc * |
|
|
13,045 |
|
|
|
525 |
|
Village Super Market Inc, Cl A |
|
|
5,775 |
|
|
|
132 |
|
Walgreens Boots Alliance Inc |
|
|
94,996 |
|
|
|
4,378 |
|
Walmart Inc |
|
|
57,108 |
|
|
|
7,719 |
|
WD-40 Co |
|
|
415 |
|
|
|
88 |
|
Weis Markets Inc |
|
|
1,976 |
|
|
|
122 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
87,824 |
|
Energy — 2.0% |
|
|
|
|
APA Corp |
|
|
119,298 |
|
|
|
4,251 |
|
California Resources Corp |
|
|
22,893 |
|
|
|
944 |
|
Chesapeake Energy Corp |
|
|
9,512 |
|
|
|
735 |
|
Chevron Corp |
|
|
8,601 |
|
|
|
1,238 |
|
ConocoPhillips |
|
|
27,593 |
|
|
|
2,617 |
|
EOG Resources Inc |
|
|
13,208 |
|
|
|
1,518 |
|
Exxon Mobil Corp |
|
|
63,454 |
|
|
|
4,976 |
|
Marathon Oil Corp |
|
|
30,617 |
|
|
|
691 |
|
Oasis Petroleum Inc |
|
|
2,228 |
|
|
|
295 |
|
Whiting Petroleum Corp |
|
|
21,545 |
|
|
|
1,591 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,856 |
|
Financials — 12.9% |
|
|
|
|
Aflac Inc |
|
|
19,461 |
|
|
|
1,189 |
|
AGNC Investment Corp ‡ |
|
|
369,292 |
|
|
|
4,768 |
|
Ally Financial Inc |
|
|
152,672 |
|
|
|
7,618 |
|
Amalgamated Financial Corp |
|
|
8,564 |
|
|
|
147 |
|
American Financial Group Inc/OH |
|
|
2,072 |
|
|
|
281 |
|
Ameriprise Financial Inc |
|
|
753 |
|
|
|
226 |
|
Annaly Capital Management Inc ‡ |
|
|
55,869 |
|
|
|
389 |
|
Apollo Global Management Inc |
|
|
40,574 |
|
|
|
2,648 |
|
Ares Management Corp, Cl A |
|
|
10,105 |
|
|
|
819 |
|
Bank of America Corp |
|
|
5,050 |
|
|
|
223 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
1,244 |
|
|
|
400 |
|
Blackstone Inc, Cl A |
|
|
2,020 |
|
|
|
257 |
|
Brighthouse Financial Inc * |
|
|
60,749 |
|
|
|
3,175 |
|
Brightsphere Investment Group Inc |
|
|
38,073 |
|
|
|
909 |
|
Capital Bancorp Inc |
|
|
5,428 |
|
|
|
135 |
|
Capital One Financial Corp |
|
|
64,131 |
|
|
|
9,829 |
|
Carlyle Group Inc/The |
|
|
48,152 |
|
|
|
2,257 |
|
Chimera Investment Corp ‡ |
|
|
164,109 |
|
|
|
1,997 |
|
Citigroup Inc |
|
|
140,146 |
|
|
|
8,301 |
|
Civista Bancshares Inc |
|
|
10,579 |
|
|
|
258 |
|
CNB Financial Corp/PA |
|
|
10,346 |
|
|
|
271 |
|
Cohen & Steers Inc |
|
|
2,437 |
|
|
|
198 |
|
Cowen Inc, Cl A |
|
|
17,477 |
|
|
|
518 |
|
Credit Acceptance Corp * |
|
|
625 |
|
|
|
344 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Customers Bancorp Inc * |
|
|
20,547 |
|
|
$ |
1,265 |
|
Discover Financial Services |
|
|
5,499 |
|
|
|
679 |
|
Donegal Group Inc, Cl A |
|
|
9,889 |
|
|
|
135 |
|
Donnelley Financial Solutions Inc * |
|
|
29,237 |
|
|
|
938 |
|
FactSet Research Systems Inc |
|
|
1,086 |
|
|
|
441 |
|
Fidelity National Financial Inc |
|
|
7,849 |
|
|
|
374 |
|
Financial Institutions Inc |
|
|
10,972 |
|
|
|
350 |
|
First American Financial Corp |
|
|
31,877 |
|
|
|
2,137 |
|
First BanCorp/Puerto Rico |
|
|
173,110 |
|
|
|
2,444 |
|
First Bank |
|
|
10,498 |
|
|
|
153 |
|
First Republic Bank/CA |
|
|
2,741 |
|
|
|
475 |
|
FS Bancorp Inc |
|
|
5,024 |
|
|
|
161 |
|
Genworth Financial Inc, Cl A * |
|
|
353,253 |
|
|
|
1,434 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
18,058 |
|
|
|
130 |
|
Hanover Insurance Group Inc/The |
|
|
1,192 |
|
|
|
166 |
|
Home Bancorp Inc |
|
|
5,231 |
|
|
|
205 |
|
Houlihan Lokey Inc, Cl A |
|
|
14,947 |
|
|
|
1,537 |
|
Independent Bank Corp/MI |
|
|
14,771 |
|
|
|
352 |
|
JPMorgan Chase & Co |
|
|
656 |
|
|
|
93 |
|
KKR & Co Inc |
|
|
13,059 |
|
|
|
785 |
|
Luther Burbank Corp |
|
|
11,625 |
|
|
|
150 |
|
Merchants Bancorp/IN |
|
|
10,114 |
|
|
|
293 |
|
Metropolitan Bank Holding Corp * |
|
|
2,910 |
|
|
|
298 |
|
MFA Financial Inc ‡ |
|
|
355,266 |
|
|
|
1,442 |
|
MidWestOne Financial Group Inc |
|
|
9,770 |
|
|
|
295 |
|
Mr Cooper Group Inc * |
|
|
17,019 |
|
|
|
865 |
|
Navient Corp |
|
|
124,406 |
|
|
|
2,191 |
|
New Residential Investment Corp ‡ |
|
|
269,937 |
|
|
|
2,802 |
|
New York Community Bancorp Inc |
|
|
298,087 |
|
|
|
3,440 |
|
OFG Bancorp |
|
|
34,620 |
|
|
|
976 |
|
Popular Inc |
|
|
60,974 |
|
|
|
5,600 |
|
Preferred Bank/Los Angeles CA |
|
|
3,927 |
|
|
|
308 |
|
Prudential Financial Inc |
|
|
44,506 |
|
|
|
4,970 |
|
QCR Holdings Inc |
|
|
10,390 |
|
|
|
580 |
|
Raymond James Financial Inc |
|
|
27,321 |
|
|
|
2,996 |
|
RBB Bancorp |
|
|
9,848 |
|
|
|
237 |
|
Redwood Trust Inc ‡ |
|
|
74,163 |
|
|
|
771 |
|
RenaissanceRe Holdings Ltd |
|
|
11,399 |
|
|
|
1,719 |
|
S&P Global Inc |
|
|
4,297 |
|
|
|
1,614 |
|
Sculptor Capital Management Inc, Cl A (A) |
|
|
14,687 |
|
|
|
188 |
|
Signature Bank/New York NY |
|
|
5,516 |
|
|
|
1,902 |
|
SiriusPoint Ltd * |
|
|
53,500 |
|
|
|
395 |
|
SLM Corp |
|
|
265,229 |
|
|
|
5,225 |
|
South Plains Financial Inc |
|
|
7,130 |
|
|
|
197 |
|
Southern Missouri Bancorp Inc |
|
|
5,350 |
|
|
|
287 |
|
State Street Corp |
|
|
47,804 |
|
|
|
4,079 |
|
Stewart Information Services Corp |
|
|
8,511 |
|
|
|
578 |
|
Stifel Financial Corp |
|
|
6,797 |
|
|
|
500 |
|
Summit Financial Group Inc |
|
|
7,948 |
|
|
|
217 |
|
Synchrony Financial |
|
|
184,593 |
|
|
|
7,897 |
|
T Rowe Price Group Inc |
|
|
4,823 |
|
|
|
697 |
|
Travelers Cos Inc/The |
|
|
4,395 |
|
|
|
755 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
W R Berkley Corp |
|
|
24,584 |
|
|
$ |
2,220 |
|
Washington Federal Inc |
|
|
44,816 |
|
|
|
1,595 |
|
Wells Fargo & Co |
|
|
52,841 |
|
|
|
2,820 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
122,510 |
|
Health Care — 15.8% |
|
|
|
|
Abbott Laboratories |
|
|
3,302 |
|
|
|
398 |
|
AbbVie Inc |
|
|
33,987 |
|
|
|
5,022 |
|
Agilent Technologies Inc |
|
|
1,395 |
|
|
|
182 |
|
Allscripts Healthcare Solutions Inc * |
|
|
35,794 |
|
|
|
697 |
|
AmerisourceBergen Corp, Cl A |
|
|
51,600 |
|
|
|
7,355 |
|
Amgen Inc |
|
|
11,475 |
|
|
|
2,599 |
|
AMN Healthcare Services Inc * |
|
|
11,905 |
|
|
|
1,264 |
|
Avantor Inc * |
|
|
46,859 |
|
|
|
1,626 |
|
Avid Bioservices Inc * |
|
|
12,800 |
|
|
|
262 |
|
Baxter International Inc |
|
|
3,171 |
|
|
|
269 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
1,667 |
|
|
|
1,043 |
|
Bristol-Myers Squibb Co |
|
|
60,800 |
|
|
|
4,175 |
|
Bruker Corp |
|
|
8,057 |
|
|
|
567 |
|
Cardinal Health Inc |
|
|
142,461 |
|
|
|
7,694 |
|
Catalent Inc * |
|
|
6,412 |
|
|
|
654 |
|
Community Health Systems Inc * |
|
|
80,718 |
|
|
|
848 |
|
CorVel Corp * |
|
|
2,004 |
|
|
|
319 |
|
Cross Country Healthcare Inc * |
|
|
10,567 |
|
|
|
236 |
|
CVS Health Corp |
|
|
112,217 |
|
|
|
11,631 |
|
Danaher Corp |
|
|
27,329 |
|
|
|
7,499 |
|
DaVita Inc * |
|
|
26,362 |
|
|
|
2,973 |
|
Edwards Lifesciences Corp * |
|
|
962 |
|
|
|
108 |
|
Eli Lilly & Co |
|
|
2,886 |
|
|
|
721 |
|
Endo International PLC * |
|
|
147,175 |
|
|
|
458 |
|
Fulgent Genetics Inc * |
|
|
14,617 |
|
|
|
911 |
|
Gilead Sciences Inc |
|
|
76,890 |
|
|
|
4,644 |
|
HCA Healthcare Inc |
|
|
6,939 |
|
|
|
1,737 |
|
Henry Schein Inc * |
|
|
4,268 |
|
|
|
369 |
|
Hologic Inc * |
|
|
82,925 |
|
|
|
5,902 |
|
IDEXX Laboratories Inc * |
|
|
2,405 |
|
|
|
1,280 |
|
IQVIA Holdings Inc * |
|
|
1,924 |
|
|
|
443 |
|
Johnson & Johnson |
|
|
40,903 |
|
|
|
6,732 |
|
Laboratory Corp of America Holdings * |
|
|
18,824 |
|
|
|
5,106 |
|
McKesson Corp |
|
|
49,360 |
|
|
|
13,572 |
|
Medpace Holdings Inc * |
|
|
2,998 |
|
|
|
459 |
|
Medtronic PLC |
|
|
20,818 |
|
|
|
2,186 |
|
Merck & Co Inc |
|
|
9,118 |
|
|
|
698 |
|
Merit Medical Systems Inc * |
|
|
5,963 |
|
|
|
388 |
|
Mettler-Toledo International Inc * |
|
|
691 |
|
|
|
973 |
|
Moderna Inc * |
|
|
1,434 |
|
|
|
220 |
|
Option Care Health Inc * |
|
|
10,104 |
|
|
|
260 |
|
Organon & Co |
|
|
140,626 |
|
|
|
5,250 |
|
Pfizer Inc |
|
|
232,633 |
|
|
|
10,920 |
|
Prestige Consumer Healthcare Inc * |
|
|
2,766 |
|
|
|
165 |
|
Quest Diagnostics Inc |
|
|
39,218 |
|
|
|
5,148 |
|
Regeneron Pharmaceuticals Inc * |
|
|
3,100 |
|
|
|
1,917 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ResMed Inc |
|
|
385 |
|
|
$ |
95 |
|
Senseonics Holdings Inc * |
|
|
127,189 |
|
|
|
229 |
|
STAAR Surgical Co * |
|
|
5,130 |
|
|
|
407 |
|
Tenet Healthcare Corp * |
|
|
29,537 |
|
|
|
2,540 |
|
Thermo Fisher Scientific Inc |
|
|
10,613 |
|
|
|
5,773 |
|
United Therapeutics Corp * |
|
|
31,830 |
|
|
|
5,290 |
|
UnitedHealth Group Inc |
|
|
8,313 |
|
|
|
3,956 |
|
Veeva Systems Inc, Cl A * |
|
|
2,677 |
|
|
|
613 |
|
Vertex Pharmaceuticals Inc * |
|
|
6,925 |
|
|
|
1,593 |
|
Viatris Inc, Cl W * |
|
|
113,125 |
|
|
|
1,246 |
|
Waters Corp * |
|
|
1,961 |
|
|
|
621 |
|
Zoetis Inc, Cl A |
|
|
2,693 |
|
|
|
521 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
150,764 |
|
Industrials — 6.5% |
|
|
|
|
3M Co |
|
|
5,077 |
|
|
|
755 |
|
A O Smith Corp |
|
|
4,028 |
|
|
|
276 |
|
ACCO Brands Corp |
|
|
65,212 |
|
|
|
561 |
|
AMERCO |
|
|
1,163 |
|
|
|
672 |
|
Argan Inc |
|
|
10,080 |
|
|
|
392 |
|
Atlas Air Worldwide Holdings Inc * |
|
|
19,617 |
|
|
|
1,537 |
|
Builders FirstSource Inc * |
|
|
12,182 |
|
|
|
907 |
|
CACI International Inc, Cl A * |
|
|
7,017 |
|
|
|
1,963 |
|
Caesarstone Ltd |
|
|
14,105 |
|
|
|
169 |
|
Carlisle Cos Inc |
|
|
12,496 |
|
|
|
2,967 |
|
CH Robinson Worldwide Inc |
|
|
4,005 |
|
|
|
387 |
|
Cintas Corp |
|
|
2,104 |
|
|
|
790 |
|
Costamare Inc |
|
|
34,620 |
|
|
|
467 |
|
Crane Co |
|
|
6,347 |
|
|
|
642 |
|
Deere & Co |
|
|
8,570 |
|
|
|
3,085 |
|
Donaldson Co Inc |
|
|
4,004 |
|
|
|
217 |
|
Dover Corp |
|
|
4,114 |
|
|
|
645 |
|
Eagle Bulk Shipping Inc |
|
|
6,091 |
|
|
|
321 |
|
Emerson Electric Co |
|
|
3,302 |
|
|
|
307 |
|
Encore Wire Corp |
|
|
13,802 |
|
|
|
1,607 |
|
Expeditors International of Washington Inc |
|
|
52,290 |
|
|
|
5,405 |
|
Fastenal Co |
|
|
5,517 |
|
|
|
284 |
|
FTI Consulting Inc * |
|
|
470 |
|
|
|
69 |
|
Genco Shipping & Trading Ltd |
|
|
21,080 |
|
|
|
406 |
|
GEO Group Inc/The |
|
|
80,953 |
|
|
|
482 |
|
Graco Inc |
|
|
5,055 |
|
|
|
364 |
|
GrafTech International Ltd |
|
|
27,758 |
|
|
|
280 |
|
Honeywell International Inc |
|
|
3,235 |
|
|
|
614 |
|
IDEX Corp |
|
|
2,336 |
|
|
|
448 |
|
Illinois Tool Works Inc |
|
|
4,044 |
|
|
|
875 |
|
Johnson Controls International plc |
|
|
19,997 |
|
|
|
1,299 |
|
Kadant Inc |
|
|
914 |
|
|
|
180 |
|
Kforce Inc |
|
|
2,164 |
|
|
|
163 |
|
Korn Ferry |
|
|
15,571 |
|
|
|
1,032 |
|
L3Harris Technologies Inc |
|
|
3,381 |
|
|
|
853 |
|
Landstar System Inc |
|
|
1,203 |
|
|
|
186 |
|
Lennox International Inc |
|
|
1,018 |
|
|
|
272 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lockheed Martin Corp |
|
|
2,324 |
|
|
$ |
1,008 |
|
ManpowerGroup Inc |
|
|
15,283 |
|
|
|
1,624 |
|
Masco Corp |
|
|
64,438 |
|
|
|
3,611 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
1,327 |
|
|
|
103 |
|
Mueller Industries Inc |
|
|
16,740 |
|
|
|
955 |
|
Nielsen Holdings PLC |
|
|
245,711 |
|
|
|
4,280 |
|
Nordson Corp |
|
|
1,814 |
|
|
|
411 |
|
Northrop Grumman Corp |
|
|
3,465 |
|
|
|
1,532 |
|
Pentair PLC |
|
|
5,133 |
|
|
|
297 |
|
Preformed Line Products Co |
|
|
2,111 |
|
|
|
118 |
|
Robert Half International Inc |
|
|
37,678 |
|
|
|
4,532 |
|
Rollins Inc |
|
|
6,919 |
|
|
|
226 |
|
Ryder System Inc |
|
|
35,783 |
|
|
|
2,821 |
|
Safe Bulkers Inc * |
|
|
39,276 |
|
|
|
164 |
|
Schneider National Inc, Cl B |
|
|
12,439 |
|
|
|
325 |
|
Science Applications International Corp |
|
|
6,936 |
|
|
|
608 |
|
Simpson Manufacturing Co Inc |
|
|
1,174 |
|
|
|
139 |
|
Snap-on Inc |
|
|
1,713 |
|
|
|
360 |
|
Toro Co/The |
|
|
3,348 |
|
|
|
314 |
|
TransUnion |
|
|
946 |
|
|
|
86 |
|
TrueBlue Inc * |
|
|
767 |
|
|
|
21 |
|
Tutor Perini Corp * |
|
|
28,884 |
|
|
|
283 |
|
United Parcel Service Inc, Cl B |
|
|
14,469 |
|
|
|
3,045 |
|
Waste Management Inc |
|
|
5,404 |
|
|
|
780 |
|
Watts Water Technologies Inc, Cl A |
|
|
796 |
|
|
|
115 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
62,915 |
|
|
|
2,235 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61,872 |
|
Information Technology — 28.6% |
|
|
|
|
Accenture PLC, Cl A |
|
|
12,927 |
|
|
|
4,085 |
|
Advanced Micro Devices Inc * |
|
|
13,874 |
|
|
|
1,711 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
14,499 |
|
|
|
780 |
|
Amdocs Ltd |
|
|
38,786 |
|
|
|
3,052 |
|
Amkor Technology Inc |
|
|
70,131 |
|
|
|
1,590 |
|
Amphenol Corp, Cl A |
|
|
9,722 |
|
|
|
739 |
|
Apple Inc |
|
|
296,121 |
|
|
|
48,896 |
|
Arista Networks Inc * |
|
|
20,047 |
|
|
|
2,460 |
|
Arrow Electronics Inc * |
|
|
58,190 |
|
|
|
7,092 |
|
Atlassian Corp PLC, Cl A * |
|
|
2,908 |
|
|
|
889 |
|
Automatic Data Processing Inc |
|
|
2,770 |
|
|
|
566 |
|
Avaya Holdings Corp * |
|
|
58,540 |
|
|
|
806 |
|
Avnet Inc |
|
|
83,746 |
|
|
|
3,523 |
|
Box Inc, Cl A * |
|
|
4,236 |
|
|
|
109 |
|
Broadcom Inc |
|
|
2,054 |
|
|
|
1,207 |
|
Cadence Design Systems Inc * |
|
|
13,253 |
|
|
|
2,007 |
|
CDK Global Inc |
|
|
63,579 |
|
|
|
2,883 |
|
Cirrus Logic Inc * |
|
|
4,575 |
|
|
|
397 |
|
Cisco Systems Inc/Delaware |
|
|
16,749 |
|
|
|
934 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
58,378 |
|
|
|
5,028 |
|
CommScope Holding Co Inc * |
|
|
50,791 |
|
|
|
485 |
|
CommVault Systems Inc * |
|
|
8,680 |
|
|
|
546 |
|
Concentrix Corp |
|
|
6,571 |
|
|
|
1,313 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Conduent Inc * |
|
|
113,125 |
|
|
$ |
551 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
1,023 |
|
|
|
200 |
|
CSG Systems International Inc |
|
|
22,989 |
|
|
|
1,419 |
|
Datadog Inc, Cl A * |
|
|
11,099 |
|
|
|
1,788 |
|
Dell Technologies Inc, Cl C |
|
|
12,716 |
|
|
|
648 |
|
Diebold Nixdorf Inc * |
|
|
48,382 |
|
|
|
421 |
|
Dolby Laboratories Inc, Cl A |
|
|
18,548 |
|
|
|
1,393 |
|
Dropbox Inc, Cl A * |
|
|
134,015 |
|
|
|
3,041 |
|
Dynatrace Inc * |
|
|
3,719 |
|
|
|
165 |
|
EPAM Systems Inc * |
|
|
3,197 |
|
|
|
664 |
|
EVERTEC Inc |
|
|
6,589 |
|
|
|
266 |
|
F5 Inc * |
|
|
7,090 |
|
|
|
1,424 |
|
Fair Isaac Corp * |
|
|
3,993 |
|
|
|
1,881 |
|
Fiserv Inc * |
|
|
11,143 |
|
|
|
1,088 |
|
Fortinet Inc * |
|
|
11,301 |
|
|
|
3,893 |
|
Gartner Inc * |
|
|
4,630 |
|
|
|
1,298 |
|
Genpact Ltd |
|
|
5,836 |
|
|
|
244 |
|
HP Inc |
|
|
345,471 |
|
|
|
11,870 |
|
Intel Corp |
|
|
185,117 |
|
|
|
8,830 |
|
International Business Machines Corp |
|
|
71,337 |
|
|
|
8,740 |
|
Intuit Inc |
|
|
2,517 |
|
|
|
1,194 |
|
Jabil Inc |
|
|
84,207 |
|
|
|
4,868 |
|
Juniper Networks Inc |
|
|
40,915 |
|
|
|
1,383 |
|
Keysight Technologies Inc * |
|
|
4,414 |
|
|
|
695 |
|
KLA Corp |
|
|
1,347 |
|
|
|
469 |
|
Kulicke & Soffa Industries Inc |
|
|
41,319 |
|
|
|
2,159 |
|
Lattice Semiconductor Corp * |
|
|
35,522 |
|
|
|
2,224 |
|
Littelfuse Inc |
|
|
882 |
|
|
|
228 |
|
Manhattan Associates Inc * |
|
|
9,298 |
|
|
|
1,243 |
|
MaxLinear Inc, Cl A * |
|
|
4,253 |
|
|
|
261 |
|
Microsoft Corp |
|
|
182,944 |
|
|
|
54,662 |
|
Motorola Solutions Inc |
|
|
3,513 |
|
|
|
774 |
|
NCR Corp * |
|
|
16,043 |
|
|
|
650 |
|
NetApp Inc |
|
|
23,788 |
|
|
|
1,865 |
|
NETGEAR Inc * |
|
|
19,298 |
|
|
|
514 |
|
NortonLifeLock Inc |
|
|
244,052 |
|
|
|
7,073 |
|
NVIDIA Corp |
|
|
28,639 |
|
|
|
6,984 |
|
ON Semiconductor Corp * |
|
|
26,892 |
|
|
|
1,684 |
|
Onto Innovation Inc * |
|
|
4,748 |
|
|
|
409 |
|
Oracle Corp |
|
|
132,911 |
|
|
|
10,097 |
|
Palo Alto Networks Inc * |
|
|
3,179 |
|
|
|
1,889 |
|
Paychex Inc |
|
|
31,049 |
|
|
|
3,697 |
|
Photronics Inc * |
|
|
60,946 |
|
|
|
1,123 |
|
Progress Software Corp |
|
|
10,786 |
|
|
|
475 |
|
QUALCOMM Inc |
|
|
26,606 |
|
|
|
4,576 |
|
Rambus Inc * |
|
|
19,220 |
|
|
|
519 |
|
Rimini Street Inc * |
|
|
29,063 |
|
|
|
132 |
|
Sanmina Corp * |
|
|
43,381 |
|
|
|
1,726 |
|
Skyworks Solutions Inc |
|
|
4,184 |
|
|
|
578 |
|
SMART Global Holdings Inc * |
|
|
23,482 |
|
|
|
645 |
|
Synaptics Inc * |
|
|
5,800 |
|
|
|
1,325 |
|
Texas Instruments Inc |
|
|
4,696 |
|
|
|
798 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Trade Desk Inc/The, Cl A * |
|
|
1,924 |
|
|
$ |
164 |
|
Unisys Corp * |
|
|
33,597 |
|
|
|
718 |
|
Veeco Instruments Inc * |
|
|
14,805 |
|
|
|
423 |
|
Verint Systems Inc * |
|
|
30,627 |
|
|
|
1,538 |
|
VeriSign Inc * |
|
|
3,581 |
|
|
|
765 |
|
Visa Inc, Cl A |
|
|
11,157 |
|
|
|
2,411 |
|
Vishay Intertechnology Inc |
|
|
56,175 |
|
|
|
1,078 |
|
VMware Inc, Cl A |
|
|
3,863 |
|
|
|
453 |
|
Western Union Co/The |
|
|
284,137 |
|
|
|
5,166 |
|
Xperi Holding Corp |
|
|
73,155 |
|
|
|
1,267 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
271,824 |
|
Materials — 1.0% |
|
|
|
|
Avery Dennison Corp |
|
|
2,623 |
|
|
|
462 |
|
Berry Global Group Inc * |
|
|
9,944 |
|
|
|
603 |
|
CF Industries Holdings Inc |
|
|
4,125 |
|
|
|
335 |
|
Chemours Co/The |
|
|
15,091 |
|
|
|
417 |
|
Crown Holdings Inc |
|
|
19,423 |
|
|
|
2,383 |
|
Dow Inc |
|
|
22,333 |
|
|
|
1,317 |
|
NewMarket Corp |
|
|
193 |
|
|
|
61 |
|
Olin Corp |
|
|
3,373 |
|
|
|
174 |
|
Reliance Steel & Aluminum Co |
|
|
2,033 |
|
|
|
388 |
|
Sealed Air Corp |
|
|
13,183 |
|
|
|
885 |
|
Sensient Technologies Corp |
|
|
1,235 |
|
|
|
101 |
|
Sherwin-Williams Co/The |
|
|
2,624 |
|
|
|
690 |
|
Silgan Holdings Inc |
|
|
48,189 |
|
|
|
2,018 |
|
Sonoco Products Co |
|
|
2,854 |
|
|
|
168 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,002 |
|
Real Estate — 2.0% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
512 |
|
|
|
97 |
|
Brixmor Property Group Inc ‡ |
|
|
11,638 |
|
|
|
292 |
|
CBRE Group Inc, Cl A * |
|
|
30,150 |
|
|
|
2,920 |
|
Cushman & Wakefield PLC * |
|
|
26,186 |
|
|
|
574 |
|
Duke Realty Corp ‡ |
|
|
8,617 |
|
|
|
457 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
8,153 |
|
|
|
170 |
|
EastGroup Properties Inc ‡ |
|
|
2,485 |
|
|
|
474 |
|
Equity Commonwealth *‡ |
|
|
79,203 |
|
|
|
2,104 |
|
Extra Space Storage Inc ‡ |
|
|
13,077 |
|
|
|
2,460 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Independence Realty Trust Inc ‡ |
|
|
30,743 |
|
|
$ |
777 |
|
Jones Lang LaSalle Inc * |
|
|
7,961 |
|
|
|
1,960 |
|
Marcus & Millichap Inc |
|
|
7,021 |
|
|
|
349 |
|
Newmark Group Inc, Cl A |
|
|
17,447 |
|
|
|
308 |
|
Prologis Inc ‡ |
|
|
10,935 |
|
|
|
1,595 |
|
Realogy Holdings Corp * |
|
|
74,512 |
|
|
|
1,355 |
|
Regency Centers Corp ‡ |
|
|
16,036 |
|
|
|
1,057 |
|
Simon Property Group Inc ‡ |
|
|
4,732 |
|
|
|
651 |
|
SITE Centers Corp ‡ |
|
|
33,044 |
|
|
|
514 |
|
Spirit Realty Capital Inc ‡ |
|
|
2,478 |
|
|
|
115 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,229 |
|
Utilities — 1.4% |
|
|
|
|
American Water Works Co Inc |
|
|
3,511 |
|
|
|
530 |
|
Constellation Energy Corp |
|
|
39 |
|
|
|
2 |
|
Exelon Corp |
|
|
158,728 |
|
|
|
6,755 |
|
National Fuel Gas Co |
|
|
2,777 |
|
|
|
173 |
|
NextEra Energy Inc |
|
|
17,427 |
|
|
|
1,364 |
|
Otter Tail Corp |
|
|
12,038 |
|
|
|
745 |
|
PG&E Corp * |
|
|
308,577 |
|
|
|
3,509 |
|
UGI Corp |
|
|
6,618 |
|
|
|
254 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,332 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $744,608) ($ Thousands) |
|
|
|
|
|
|
943,771 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.1% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
879,023 |
|
|
|
879 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $879) ($ Thousands) |
|
|
|
|
|
|
879 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.4% |
|
|
|
|
|
|
|
|
(Cost $745,487) ($ Thousands) |
|
$ |
944,650 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
2 |
|
|
|
Mar-2022 |
|
|
$ |
435 |
|
|
$ |
437 |
|
|
$ |
2 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $949,971 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
(A) |
Security is a Master Limited Partnership. At February 28, 2022, such securities amounted to $188 ($ Thousands), or 0.0% of the Net Assets of the Fund. |
Cl — Class |
Ltd. — Limited |
PLC — Public Limited Company |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Equity Factor Allocation Fund (Concluded)
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund's investments and other financial instruments carried at value ($Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
943,771 |
|
|
|
– |
|
|
|
– |
|
|
|
943,771 |
|
Cash Equivalent |
|
|
879 |
|
|
|
– |
|
|
|
– |
|
|
|
879 |
|
Total Investments in Securities |
|
|
944,650 |
|
|
|
– |
|
|
|
– |
|
|
|
944,650 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
2 |
|
|
|
– |
|
|
|
– |
|
|
|
2 |
|
Total Other Financial Instruments |
|
|
2 |
|
|
|
– |
|
|
|
– |
|
|
|
2 |
|
|
*
|
Futures contracts are value at the unrealized appreciation on the instrument.
|
For the period ended February 28, 2022, there were no transfers in or out of Level 3.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
- |
|
|
$ |
178,345 |
|
|
$ |
(177,466 |
) |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
879 |
|
|
|
879,023 |
|
|
$ |
1 |
|
|
$ |
- |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.7% |
|
|
|
|
Advantage Solutions Inc * |
|
|
38,245 |
|
|
$ |
301 |
|
Alphabet Inc, Cl A * |
|
|
786 |
|
|
|
2,123 |
|
Alphabet Inc, Cl C * |
|
|
929 |
|
|
|
2,506 |
|
AT&T Inc |
|
|
419,100 |
|
|
|
9,929 |
|
Comcast Corp, Cl A |
|
|
203,507 |
|
|
|
9,516 |
|
Electronic Arts Inc |
|
|
14,669 |
|
|
|
1,908 |
|
Entravision Communications Corp, Cl A |
|
|
3,550 |
|
|
|
23 |
|
Fox Corp |
|
|
202,610 |
|
|
|
8,300 |
|
IMAX Corp * |
|
|
9,731 |
|
|
|
201 |
|
Interpublic Group of Cos Inc/The |
|
|
15,468 |
|
|
|
569 |
|
Meta Platforms Inc, Cl A * |
|
|
474 |
|
|
|
100 |
|
Netflix Inc * |
|
|
1,524 |
|
|
|
601 |
|
Nippon Telegraph & Telephone Corp ADR (A) |
|
|
140,100 |
|
|
|
4,050 |
|
Omnicom Group Inc |
|
|
159,524 |
|
|
|
13,382 |
|
Scholastic Corp |
|
|
11,162 |
|
|
|
470 |
|
Shenandoah Telecommunications Co |
|
|
1,244 |
|
|
|
28 |
|
SK Telecom Co Ltd ADR |
|
|
86,124 |
|
|
|
2,159 |
|
Verizon Communications Inc |
|
|
487,334 |
|
|
|
26,155 |
|
World Wrestling Entertainment Inc, Cl A |
|
|
54,452 |
|
|
|
3,227 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85,548 |
|
Consumer Discretionary — 7.6% |
|
|
|
|
AMMO *(A) |
|
|
12,020 |
|
|
|
57 |
|
AutoZone Inc * |
|
|
3,200 |
|
|
|
5,963 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
23,900 |
|
|
|
3,522 |
|
Choice Hotels International Inc |
|
|
5,620 |
|
|
|
811 |
|
Domino's Pizza Inc |
|
|
1,214 |
|
|
|
525 |
|
Dorman Products Inc * |
|
|
4,038 |
|
|
|
377 |
|
DR Horton Inc |
|
|
49,600 |
|
|
|
4,236 |
|
eBay Inc |
|
|
70,700 |
|
|
|
3,859 |
|
Frontdoor Inc * |
|
|
10,522 |
|
|
|
316 |
|
Gentex Corp |
|
|
27,539 |
|
|
|
834 |
|
Graham Holdings Co, Cl B |
|
|
364 |
|
|
|
219 |
|
H&R Block Inc |
|
|
168,643 |
|
|
|
4,184 |
|
Hilton Worldwide Holdings Inc * |
|
|
271 |
|
|
|
40 |
|
Honda Motor Co Ltd ADR |
|
|
112,200 |
|
|
|
3,429 |
|
Marriott International Inc/MD, Cl A * |
|
|
12,067 |
|
|
|
2,053 |
|
Murphy USA Inc |
|
|
23,900 |
|
|
|
4,320 |
|
ONE Group Hospitality Inc/The * |
|
|
13,248 |
|
|
|
155 |
|
Service Corp International/US |
|
|
79,600 |
|
|
|
4,844 |
|
Standard Motor Products Inc |
|
|
7,340 |
|
|
|
321 |
|
Sturm Ruger & Co Inc |
|
|
51,400 |
|
|
|
3,722 |
|
Target Corp |
|
|
105,044 |
|
|
|
20,985 |
|
Terminix Global Holdings Inc * |
|
|
11,308 |
|
|
|
481 |
|
Toyota Motor Corp ADR (A) |
|
|
30,300 |
|
|
|
5,543 |
|
Vail Resorts Inc |
|
|
8,732 |
|
|
|
2,275 |
|
Winmark Corp |
|
|
384 |
|
|
|
87 |
|
Yum China Holdings Inc |
|
|
31,014 |
|
|
|
1,613 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
74,771 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Consumer Staples — 16.6% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
12,575 |
|
|
$ |
367 |
|
Altria Group Inc |
|
|
118,300 |
|
|
|
6,068 |
|
Archer-Daniels-Midland Co |
|
|
66,300 |
|
|
|
5,201 |
|
Bunge Ltd |
|
|
19,491 |
|
|
|
2,038 |
|
Calavo Growers Inc |
|
|
1,505 |
|
|
|
64 |
|
Cal-Maine Foods Inc |
|
|
13,989 |
|
|
|
619 |
|
Campbell Soup Co |
|
|
28,729 |
|
|
|
1,292 |
|
Church & Dwight Co Inc |
|
|
39,497 |
|
|
|
3,865 |
|
Clorox Co/The |
|
|
17,053 |
|
|
|
2,486 |
|
Coca-Cola Co/The |
|
|
96,148 |
|
|
|
5,984 |
|
Coca-Cola Consolidated Inc |
|
|
1,276 |
|
|
|
634 |
|
Colgate-Palmolive Co |
|
|
77,290 |
|
|
|
5,947 |
|
Conagra Brands Inc |
|
|
190,835 |
|
|
|
6,673 |
|
Costco Wholesale Corp |
|
|
6,111 |
|
|
|
3,173 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
3,389 |
|
|
|
1,004 |
|
Flowers Foods Inc |
|
|
134,277 |
|
|
|
3,680 |
|
General Mills Inc |
|
|
214,518 |
|
|
|
14,465 |
|
Hain Celestial Group Inc/The * |
|
|
16,726 |
|
|
|
608 |
|
Hershey Co/The |
|
|
33,316 |
|
|
|
6,738 |
|
Hormel Foods Corp |
|
|
73,975 |
|
|
|
3,524 |
|
Hostess Brands Inc, Cl A * |
|
|
26,059 |
|
|
|
561 |
|
Ingles Markets Inc, Cl A |
|
|
405 |
|
|
|
33 |
|
Ingredion Inc |
|
|
32,800 |
|
|
|
2,911 |
|
Inter Parfums Inc |
|
|
1,987 |
|
|
|
185 |
|
J & J Snack Foods Corp |
|
|
4,078 |
|
|
|
668 |
|
J M Smucker Co/The |
|
|
106,831 |
|
|
|
14,395 |
|
John B Sanfilippo & Son Inc |
|
|
8,548 |
|
|
|
680 |
|
Kellogg Co (A) |
|
|
174,390 |
|
|
|
11,151 |
|
Kraft Heinz Co/The |
|
|
199,900 |
|
|
|
7,840 |
|
Kroger Co/The |
|
|
368,376 |
|
|
|
17,240 |
|
Landec Corp * |
|
|
3,190 |
|
|
|
37 |
|
MGP Ingredients Inc (A) |
|
|
2,705 |
|
|
|
215 |
|
Mondelez International Inc, Cl A |
|
|
9,967 |
|
|
|
653 |
|
PepsiCo Inc |
|
|
11,107 |
|
|
|
1,819 |
|
PriceSmart Inc |
|
|
4,615 |
|
|
|
336 |
|
Procter & Gamble Co/The |
|
|
32,293 |
|
|
|
5,034 |
|
Reynolds Consumer Products Inc |
|
|
36,192 |
|
|
|
1,077 |
|
Seaboard Corp |
|
|
73 |
|
|
|
282 |
|
Simply Good Foods Co/The * |
|
|
14,309 |
|
|
|
567 |
|
Tattooed Chef Inc *(A) |
|
|
2,218 |
|
|
|
27 |
|
Tootsie Roll Industries Inc |
|
|
14,331 |
|
|
|
484 |
|
Tyson Foods Inc, Cl A |
|
|
179,829 |
|
|
|
16,663 |
|
Universal Corp/VA |
|
|
10,136 |
|
|
|
548 |
|
USANA Health Sciences Inc * |
|
|
6,034 |
|
|
|
531 |
|
Utz Brands Inc (A) |
|
|
24,841 |
|
|
|
379 |
|
Vector Group Ltd |
|
|
33,330 |
|
|
|
374 |
|
Village Super Market Inc, Cl A |
|
|
1,361 |
|
|
|
31 |
|
Walmart Inc |
|
|
21,974 |
|
|
|
2,970 |
|
WD-40 Co |
|
|
1,485 |
|
|
|
315 |
|
Weis Markets Inc |
|
|
9,593 |
|
|
|
592 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Whole Earth Brands Inc * |
|
|
49,102 |
|
|
$ |
466 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
163,494 |
|
Energy — 1.8% |
|
|
|
|
Cheniere Energy Inc |
|
|
15,210 |
|
|
|
2,021 |
|
Chevron Corp |
|
|
51,400 |
|
|
|
7,401 |
|
DT Midstream Inc |
|
|
15,500 |
|
|
|
823 |
|
EOG Resources Inc |
|
|
21,962 |
|
|
|
2,524 |
|
Exxon Mobil Corp |
|
|
11,524 |
|
|
|
904 |
|
Kinder Morgan Inc |
|
|
231,700 |
|
|
|
4,032 |
|
SFL Corp Ltd |
|
|
11,649 |
|
|
|
116 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,821 |
|
Financials — 12.2% |
|
|
|
|
Aflac Inc |
|
|
226,200 |
|
|
|
13,819 |
|
AGNC Investment Corp ‡ |
|
|
9,067 |
|
|
|
117 |
|
Alerus Financial Corp |
|
|
3,967 |
|
|
|
114 |
|
Allstate Corp/The |
|
|
137,000 |
|
|
|
16,763 |
|
American Financial Group Inc/OH |
|
|
32,000 |
|
|
|
4,333 |
|
Annaly Capital Management Inc ‡ |
|
|
364,500 |
|
|
|
2,537 |
|
Arbor Realty Trust Inc ‡ |
|
|
15,238 |
|
|
|
274 |
|
Argo Group International Holdings Ltd |
|
|
11,979 |
|
|
|
505 |
|
Bank of New York Mellon Corp/The |
|
|
155,100 |
|
|
|
8,244 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
61,132 |
|
|
|
19,651 |
|
Business First Bancshares Inc |
|
|
4,092 |
|
|
|
107 |
|
Byline Bancorp Inc |
|
|
6,178 |
|
|
|
168 |
|
Canadian Imperial Bank of Commerce |
|
|
44,100 |
|
|
|
5,578 |
|
Cboe Global Markets Inc |
|
|
24,645 |
|
|
|
2,891 |
|
Chimera Investment Corp ‡ |
|
|
29,999 |
|
|
|
365 |
|
Columbia Financial Inc * |
|
|
10,961 |
|
|
|
233 |
|
Community Bank System Inc |
|
|
1,862 |
|
|
|
136 |
|
Credit Acceptance Corp * |
|
|
4,134 |
|
|
|
2,274 |
|
Dynex Capital Inc (A) |
|
|
31,885 |
|
|
|
490 |
|
Eastern Bankshares Inc |
|
|
24,672 |
|
|
|
539 |
|
Employers Holdings Inc |
|
|
7,980 |
|
|
|
310 |
|
Everest Re Group Ltd |
|
|
14,000 |
|
|
|
4,175 |
|
GCM Grosvenor (A) |
|
|
50,098 |
|
|
|
500 |
|
Hartford Financial Services Group Inc/The |
|
|
68,500 |
|
|
|
4,759 |
|
HCI Group Inc |
|
|
1,655 |
|
|
|
103 |
|
HomeTrust Bancshares Inc |
|
|
1,457 |
|
|
|
44 |
|
Houlihan Lokey Inc, Cl A |
|
|
5,584 |
|
|
|
574 |
|
Invesco Mortgage Capital Inc |
|
|
65,282 |
|
|
|
142 |
|
Investors Bancorp Inc |
|
|
320,600 |
|
|
|
5,367 |
|
JPMorgan Chase & Co |
|
|
4,311 |
|
|
|
611 |
|
Kearny Financial Corp/MD |
|
|
33,283 |
|
|
|
440 |
|
KKR Real Estate Finance Trust Inc |
|
|
1,574 |
|
|
|
34 |
|
Loblaw Cos Ltd |
|
|
76,100 |
|
|
|
5,932 |
|
Marsh & McLennan Cos Inc |
|
|
23,614 |
|
|
|
3,670 |
|
Mercury General Corp |
|
|
19,265 |
|
|
|
1,060 |
|
MFA Financial Inc ‡ |
|
|
67,862 |
|
|
|
275 |
|
Morningstar Inc |
|
|
9,056 |
|
|
|
2,542 |
|
National Bank Holdings Corp, Cl A |
|
|
11,323 |
|
|
|
502 |
|
NI Holdings Inc * |
|
|
2,325 |
|
|
|
42 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
PCSB Financial Corp |
|
|
7,401 |
|
|
$ |
138 |
|
Ready Capital Corp |
|
|
18,762 |
|
|
|
279 |
|
Redwood Trust Inc ‡ |
|
|
20,404 |
|
|
|
212 |
|
Safety Insurance Group Inc |
|
|
8,467 |
|
|
|
706 |
|
StepStone Group Inc, Cl A |
|
|
11,089 |
|
|
|
383 |
|
Stewart Information Services Corp |
|
|
6,303 |
|
|
|
428 |
|
Two Harbors Investment Corp ‡ |
|
|
50,914 |
|
|
|
258 |
|
Virtu Financial Inc, Cl A |
|
|
84,210 |
|
|
|
2,954 |
|
Waterstone Financial Inc |
|
|
16,306 |
|
|
|
319 |
|
White Mountains Insurance Group Ltd |
|
|
1,381 |
|
|
|
1,450 |
|
Zions Bancorp NA |
|
|
34,715 |
|
|
|
2,461 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
119,808 |
|
Health Care — 18.2% |
|
|
|
|
AbbVie Inc |
|
|
101,193 |
|
|
|
14,953 |
|
AdaptHealth Corp, Cl A * |
|
|
6,122 |
|
|
|
107 |
|
Alkermes PLC * |
|
|
9,615 |
|
|
|
239 |
|
Amgen Inc |
|
|
44,700 |
|
|
|
10,124 |
|
AMN Healthcare Services Inc * |
|
|
3,122 |
|
|
|
331 |
|
Amphastar Pharmaceuticals Inc * |
|
|
26,886 |
|
|
|
745 |
|
Bristol-Myers Squibb Co |
|
|
355,033 |
|
|
|
24,380 |
|
Cerner Corp |
|
|
41,666 |
|
|
|
3,885 |
|
Citius Pharmaceuticals Inc *(A) |
|
|
77,130 |
|
|
|
119 |
|
CONMED Corp |
|
|
200 |
|
|
|
29 |
|
CVS Health Corp |
|
|
135,413 |
|
|
|
14,036 |
|
Danaher Corp |
|
|
2,143 |
|
|
|
588 |
|
DENTSPLY SIRONA Inc |
|
|
49,274 |
|
|
|
2,668 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
3,712 |
|
|
|
176 |
|
Gilead Sciences Inc |
|
|
260,249 |
|
|
|
15,719 |
|
Harvard Bioscience Inc * |
|
|
3,095 |
|
|
|
17 |
|
HealthStream Inc * |
|
|
10,051 |
|
|
|
206 |
|
Henry Schein Inc * |
|
|
21,116 |
|
|
|
1,824 |
|
Horizon Therapeutics PLC * |
|
|
7,567 |
|
|
|
690 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
28,422 |
|
|
|
306 |
|
iTeos Therapeutics Inc * |
|
|
7,903 |
|
|
|
285 |
|
Johnson & Johnson |
|
|
118,326 |
|
|
|
19,473 |
|
McKesson Corp |
|
|
29,100 |
|
|
|
8,001 |
|
Merck & Co Inc |
|
|
326,812 |
|
|
|
25,027 |
|
Mesa Laboratories Inc |
|
|
1,152 |
|
|
|
294 |
|
Natus Medical Inc * |
|
|
5,125 |
|
|
|
143 |
|
Omnicell Inc * |
|
|
2,806 |
|
|
|
363 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
1,535 |
|
|
|
11 |
|
Organon & Co |
|
|
28,260 |
|
|
|
1,055 |
|
Orthofix Medical Inc * |
|
|
7,729 |
|
|
|
263 |
|
Pacira BioSciences Inc * |
|
|
4,718 |
|
|
|
315 |
|
Patterson Cos Inc |
|
|
11,274 |
|
|
|
337 |
|
Pfizer Inc |
|
|
365,855 |
|
|
|
17,173 |
|
Premier Inc, Cl A |
|
|
104,832 |
|
|
|
3,768 |
|
Prestige Consumer Healthcare Inc * |
|
|
12,094 |
|
|
|
720 |
|
QIAGEN NV * |
|
|
27,452 |
|
|
|
1,364 |
|
Quest Diagnostics Inc |
|
|
28,100 |
|
|
|
3,689 |
|
Regeneron Pharmaceuticals Inc * |
|
|
968 |
|
|
|
598 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sharps Compliance Corp * |
|
|
7,572 |
|
|
$ |
47 |
|
SIGA Technologies Inc * |
|
|
30,891 |
|
|
|
185 |
|
United Therapeutics Corp * |
|
|
23,330 |
|
|
|
3,877 |
|
Vanda Pharmaceuticals Inc * |
|
|
1,216 |
|
|
|
14 |
|
Viemed Healthcare Inc * |
|
|
22,935 |
|
|
|
88 |
|
West Pharmaceutical Services Inc |
|
|
2,130 |
|
|
|
824 |
|
XBiotech Inc (A) |
|
|
3,309 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
179,089 |
|
Industrials — 8.3% |
|
|
|
|
3M Co |
|
|
26,889 |
|
|
|
3,997 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
161,500 |
|
|
|
6,450 |
|
AMERCO |
|
|
1,072 |
|
|
|
619 |
|
AZZ Inc |
|
|
1,491 |
|
|
|
73 |
|
BWX Technologies Inc |
|
|
5,736 |
|
|
|
306 |
|
CBIZ Inc * |
|
|
10,386 |
|
|
|
404 |
|
CH Robinson Worldwide Inc |
|
|
45,828 |
|
|
|
4,431 |
|
Cummins Inc |
|
|
28,900 |
|
|
|
5,899 |
|
Encore Wire Corp |
|
|
554 |
|
|
|
65 |
|
Expeditors International of Washington Inc |
|
|
36,798 |
|
|
|
3,803 |
|
Exponent Inc |
|
|
1,764 |
|
|
|
167 |
|
FTI Consulting Inc * |
|
|
20,045 |
|
|
|
2,927 |
|
General Dynamics Corp |
|
|
22,509 |
|
|
|
5,277 |
|
Huntington Ingalls Industries Inc |
|
|
25,698 |
|
|
|
5,253 |
|
JB Hunt Transport Services Inc |
|
|
651 |
|
|
|
132 |
|
Kforce Inc |
|
|
2,887 |
|
|
|
217 |
|
Korn Ferry |
|
|
2,486 |
|
|
|
165 |
|
Landstar System Inc |
|
|
4,647 |
|
|
|
718 |
|
Lockheed Martin Corp |
|
|
11,200 |
|
|
|
4,859 |
|
Northrop Grumman Corp |
|
|
31,040 |
|
|
|
13,724 |
|
Old Dominion Freight Line Inc |
|
|
2,261 |
|
|
|
710 |
|
Otis Worldwide Corp |
|
|
13,855 |
|
|
|
1,085 |
|
Republic Services Inc, Cl A |
|
|
22,800 |
|
|
|
2,742 |
|
Robert Half International Inc |
|
|
38,243 |
|
|
|
4,600 |
|
Schneider National Inc, Cl B |
|
|
122,700 |
|
|
|
3,205 |
|
Snap-on Inc |
|
|
23,500 |
|
|
|
4,939 |
|
Toro Co/The |
|
|
16,342 |
|
|
|
1,533 |
|
TrueBlue Inc * |
|
|
865 |
|
|
|
24 |
|
Werner Enterprises Inc |
|
|
77,491 |
|
|
|
3,368 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
81,692 |
|
Information Technology — 15.2% |
|
|
|
|
A10 Networks Inc |
|
|
5,080 |
|
|
|
72 |
|
Amdocs Ltd |
|
|
241,502 |
|
|
|
19,006 |
|
Arrow Electronics Inc * |
|
|
27,800 |
|
|
|
3,388 |
|
Avnet Inc |
|
|
73,800 |
|
|
|
3,105 |
|
Broadridge Financial Solutions Inc |
|
|
7,858 |
|
|
|
1,149 |
|
Canon Inc ADR (A) |
|
|
94,900 |
|
|
|
2,243 |
|
CDK Global Inc |
|
|
62,364 |
|
|
|
2,828 |
|
Cisco Systems Inc/Delaware |
|
|
303,429 |
|
|
|
16,922 |
|
CSG Systems International Inc |
|
|
115,336 |
|
|
|
7,119 |
|
Datto Holding Corp * |
|
|
45,693 |
|
|
|
1,072 |
|
Dell Technologies Inc, Cl C |
|
|
38,100 |
|
|
|
1,942 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Hewlett Packard Enterprise Co |
|
|
286,000 |
|
|
$ |
4,553 |
|
Intel Corp |
|
|
387,900 |
|
|
|
18,503 |
|
International Business Machines Corp |
|
|
115,600 |
|
|
|
14,162 |
|
Jack Henry & Associates Inc |
|
|
4,187 |
|
|
|
740 |
|
Jamf Holding Corp * |
|
|
42,369 |
|
|
|
1,449 |
|
Juniper Networks Inc |
|
|
148,680 |
|
|
|
5,024 |
|
Maximus Inc |
|
|
3,537 |
|
|
|
279 |
|
Microsoft Corp |
|
|
8,385 |
|
|
|
2,506 |
|
Oracle Corp |
|
|
275,015 |
|
|
|
20,893 |
|
OSI Systems Inc * |
|
|
6,781 |
|
|
|
547 |
|
Progress Software Corp |
|
|
10,739 |
|
|
|
473 |
|
Rackspace Technology Inc * |
|
|
16,922 |
|
|
|
188 |
|
Sapiens International Corp NV |
|
|
14,856 |
|
|
|
401 |
|
Seagate Technology Holdings PLC |
|
|
81,800 |
|
|
|
8,439 |
|
SPS Commerce Inc * |
|
|
1,853 |
|
|
|
241 |
|
Tucows Inc, Cl A *(A) |
|
|
431 |
|
|
|
29 |
|
Tyler Technologies Inc * |
|
|
210 |
|
|
|
90 |
|
VMware Inc, Cl A |
|
|
16,787 |
|
|
|
1,969 |
|
Western Union Co/The |
|
|
539,900 |
|
|
|
9,815 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
149,147 |
|
Materials — 3.4% |
|
|
|
|
Balchem Corp |
|
|
3,578 |
|
|
|
495 |
|
Berry Global Group Inc * |
|
|
102,600 |
|
|
|
6,223 |
|
International Paper Co |
|
|
67,900 |
|
|
|
2,956 |
|
NewMarket Corp |
|
|
19,320 |
|
|
|
6,139 |
|
Novagold Resources Inc * |
|
|
27,766 |
|
|
|
194 |
|
Packaging Corp of America |
|
|
36,600 |
|
|
|
5,387 |
|
Sealed Air Corp |
|
|
67,600 |
|
|
|
4,538 |
|
Sherwin-Williams Co/The |
|
|
1,019 |
|
|
|
268 |
|
Silgan Holdings Inc |
|
|
147,500 |
|
|
|
6,177 |
|
Valvoline Inc |
|
|
21,947 |
|
|
|
710 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,087 |
|
Real Estate — 2.4% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
2,673 |
|
|
|
171 |
|
Brandywine Realty Trust ‡ |
|
|
270,500 |
|
|
|
3,606 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
21,462 |
|
|
|
465 |
|
City Office REIT Inc ‡ |
|
|
9,451 |
|
|
|
163 |
|
CubeSmart ‡ |
|
|
18,107 |
|
|
|
873 |
|
Douglas Elliman * |
|
|
16,923 |
|
|
|
128 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
6,148 |
|
|
|
128 |
|
Extra Space Storage Inc ‡ |
|
|
6,633 |
|
|
|
1,248 |
|
Healthcare Realty Trust Inc ‡ |
|
|
4,893 |
|
|
|
128 |
|
Iron Mountain Inc ‡(A) |
|
|
160,400 |
|
|
|
7,888 |
|
Jones Lang LaSalle Inc * |
|
|
2,173 |
|
|
|
535 |
|
National Storage Affiliates Trust ‡ |
|
|
4,620 |
|
|
|
269 |
|
Plymouth Industrial REIT Inc ‡ |
|
|
7,776 |
|
|
|
203 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
34,454 |
|
|
|
601 |
|
PS Business Parks Inc ‡ |
|
|
1,736 |
|
|
|
276 |
|
Public Storage ‡ |
|
|
16,344 |
|
|
|
5,802 |
|
Retail Opportunity Investments Corp ‡ |
|
|
12,493 |
|
|
|
227 |
|
RMR Group Inc/The, Cl A |
|
|
3,660 |
|
|
|
107 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
RPT Realty ‡ |
|
|
10,459 |
|
|
$ |
135 |
|
SITE Centers Corp ‡ |
|
|
8,387 |
|
|
|
130 |
|
Terreno Realty Corp ‡ |
|
|
4,287 |
|
|
|
295 |
|
Urban Edge Properties ‡ |
|
|
12,989 |
|
|
|
237 |
|
Urstadt Biddle Properties Inc, Cl A ‡ |
|
|
7,253 |
|
|
|
137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,752 |
|
Utilities — 3.9% |
|
|
|
|
American States Water Co |
|
|
6,717 |
|
|
|
565 |
|
Artesian Resources Corp, Cl A |
|
|
2,987 |
|
|
|
139 |
|
Avista Corp |
|
|
5,516 |
|
|
|
246 |
|
California Water Service Group |
|
|
8,140 |
|
|
|
463 |
|
Chesapeake Utilities Corp |
|
|
5,173 |
|
|
|
688 |
|
DTE Energy Co |
|
|
31,000 |
|
|
|
3,769 |
|
Entergy Corp |
|
|
33,400 |
|
|
|
3,514 |
|
Evergy Inc |
|
|
222,300 |
|
|
|
13,874 |
|
Hawaiian Electric Industries Inc |
|
|
36,925 |
|
|
|
1,513 |
|
National Fuel Gas Co |
|
|
65,600 |
|
|
|
4,083 |
|
Northwest Natural Holding Co |
|
|
4,110 |
|
|
|
214 |
|
Portland General Electric Co |
|
|
117,321 |
|
|
|
5,956 |
|
Pure Cycle Corp * |
|
|
11,804 |
|
|
|
140 |
|
UGI Corp |
|
|
79,500 |
|
|
|
3,056 |
|
Via Renewables Inc, Cl A |
|
|
4,100 |
|
|
|
46 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
38,266 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $745,202) ($ Thousands) |
|
|
|
|
|
$ |
966,475 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 1.2% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(B) |
|
|
11,999,347 |
|
|
|
11,995 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $12,000) ($ Thousands) |
|
|
11,995 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.4% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
23,099,314 |
|
|
|
23,099 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $23,099) ($ Thousands) |
|
|
|
|
|
|
23,099 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 101.9% |
|
|
|
|
|
|
|
|
(Cost $780,301) ($ Thousands) |
|
$ |
1,001,569 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
19 |
|
|
|
Mar-2022 |
|
|
$ |
4,174 |
|
|
$ |
4,150 |
|
|
$ |
(25 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $982,786 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $11,605 ($ Thousands). |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 28, 2022 was $11,995 ($ 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 February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
966,475 |
|
|
|
– |
|
|
|
– |
|
|
|
966,475 |
|
Affiliated Partnership |
|
|
– |
|
|
|
11,995 |
|
|
|
– |
|
|
|
11,995 |
|
Cash Equivalent |
|
|
23,099 |
|
|
|
– |
|
|
|
– |
|
|
|
23,099 |
|
Total Investments in Securities |
|
|
989,574 |
|
|
|
11,995 |
|
|
|
– |
|
|
|
1,001,569 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(25 |
) |
|
|
– |
|
|
|
– |
|
|
|
(25 |
) |
Total Other Financial Instruments |
|
|
(25 |
) |
|
|
– |
|
|
|
– |
|
|
|
(25 |
) |
|
*
|
Futures contracts are valued at the unrealized depreciation on the instrument.
|
For the period ended February 28, 2022, 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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
U.S. Managed Volatility Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
32,350 |
|
|
$ |
111,763 |
|
|
$ |
(132,112 |
) |
|
$ |
1 |
|
|
$ |
(7 |
) |
|
$ |
11,995 |
|
|
|
11,999,347 |
|
|
$ |
35 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
20,511 |
|
|
|
228,193 |
|
|
|
(225,605 |
) |
|
|
— |
|
|
|
— |
|
|
|
23,099 |
|
|
|
23,099,314 |
|
|
|
2 |
|
|
|
— |
|
Totals |
|
$ |
52,861 |
|
|
$ |
339,956 |
|
|
$ |
(357,717 |
) |
|
$ |
1 |
|
|
$ |
(7 |
) |
|
$ |
35,094 |
|
|
|
|
|
|
$ |
37 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.3% |
Australia — 0.3% |
AGL Energy Ltd |
|
|
1,205,000 |
|
|
$ |
6,615 |
|
Newcrest Mining Ltd |
|
|
67,490 |
|
|
|
1,248 |
|
Sonic Healthcare Ltd |
|
|
8,073 |
|
|
|
208 |
|
Telstra Corp Ltd |
|
|
65,492 |
|
|
|
189 |
|
| |
|
|
|
|
|
|
8,260 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.0% |
Oberbank AG |
|
|
175 |
|
|
|
19 |
|
Oesterreichische Post AG |
|
|
6,377 |
|
|
|
260 |
|
Telekom Austria AG, Cl A |
|
|
38,558 |
|
|
|
316 |
|
| |
|
|
|
|
|
|
595 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.8% |
Ageas SA/NV |
|
|
111,600 |
|
|
|
5,378 |
|
Etablissements Franz Colruyt NV |
|
|
56,200 |
|
|
|
2,250 |
|
KBC Group NV |
|
|
68,081 |
|
|
|
4,880 |
|
Proximus SADP |
|
|
329,796 |
|
|
|
6,573 |
|
Solvay SA |
|
|
4,558 |
|
|
|
510 |
|
Warehouses De Pauw CVA ‡ |
|
|
10,748 |
|
|
|
425 |
|
| |
|
|
|
|
|
|
20,016 |
|
| |
|
|
|
|
|
|
|
|
Canada — 5.0% |
Alimentation Couche-Tard |
|
|
152,130 |
|
|
|
5,967 |
|
Bank of Montreal |
|
|
52,300 |
|
|
|
5,968 |
|
Bank of Nova Scotia/The |
|
|
106,000 |
|
|
|
7,676 |
|
Canadian Imperial Bank of Commerce (A) |
|
|
116,400 |
|
|
|
14,723 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
71,000 |
|
|
|
10,461 |
|
Cogeco Communications Inc |
|
|
58,200 |
|
|
|
4,644 |
|
Emera Inc |
|
|
56,200 |
|
|
|
2,627 |
|
Empire Co Ltd, Cl A |
|
|
67,100 |
|
|
|
2,077 |
|
Franco-Nevada Corp |
|
|
4,000 |
|
|
|
589 |
|
George Weston Ltd |
|
|
110,114 |
|
|
|
11,932 |
|
Great-West Lifeco Inc |
|
|
191,600 |
|
|
|
5,760 |
|
Hydro One Ltd |
|
|
42,600 |
|
|
|
1,051 |
|
Loblaw Cos Ltd |
|
|
334,051 |
|
|
|
26,040 |
|
Metro Inc/CN, Cl A |
|
|
151,200 |
|
|
|
7,887 |
|
North West Co Inc/The |
|
|
1,369 |
|
|
|
39 |
|
Power Corp of Canada |
|
|
274,900 |
|
|
|
8,472 |
|
Quebecor Inc, Cl B |
|
|
197,400 |
|
|
|
4,314 |
|
TMX Group Ltd |
|
|
8,000 |
|
|
|
808 |
|
Toronto-Dominion Bank/The |
|
|
83,300 |
|
|
|
6,717 |
|
| |
|
|
|
|
|
|
127,752 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 1.5% |
AP Moller - Maersk A/S, Cl B |
|
|
1,164 |
|
|
|
3,699 |
|
Carlsberg AS, Cl B |
|
|
95,841 |
|
|
|
14,077 |
|
Coloplast A/S, Cl B |
|
|
35,167 |
|
|
|
5,301 |
|
Danske Bank A/S |
|
|
95,786 |
|
|
|
1,632 |
|
DSV A/S |
|
|
6,246 |
|
|
|
1,157 |
|
Genmab A/S * |
|
|
3,890 |
|
|
|
1,309 |
|
Novo Nordisk A/S, Cl B |
|
|
102,563 |
|
|
|
10,581 |
|
Novozymes A/S, Cl B |
|
|
13,720 |
|
|
|
902 |
|
Schouw & Co A/S |
|
|
247 |
|
|
|
22 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sparekassen Sjaelland-Fyn A/S |
|
|
1,842 |
|
|
$ |
54 |
|
| |
|
|
|
|
|
|
38,734 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.7% |
Aspo Oyj |
|
|
27 |
|
|
|
– |
|
Elisa Oyj, Cl A |
|
|
122,476 |
|
|
|
6,812 |
|
Kesko Oyj, Cl B |
|
|
15,406 |
|
|
|
455 |
|
Orion Oyj, Cl B |
|
|
108,650 |
|
|
|
5,125 |
|
TietoEVRY Oyj |
|
|
147,700 |
|
|
|
4,147 |
|
| |
|
|
|
|
|
|
16,539 |
|
| |
|
|
|
|
|
|
|
|
France — 2.1% |
Axway Software SA |
|
|
762 |
|
|
|
16 |
|
Boiron SA |
|
|
56 |
|
|
|
3 |
|
Carrefour SA |
|
|
425,686 |
|
|
|
8,518 |
|
Dassault Systemes |
|
|
6,275 |
|
|
|
303 |
|
Fountaine Pajot SA |
|
|
344 |
|
|
|
49 |
|
La Francaise des Jeux SAEM |
|
|
18,567 |
|
|
|
770 |
|
Orange SA |
|
|
680,000 |
|
|
|
8,206 |
|
Pernod Ricard SA |
|
|
12,241 |
|
|
|
2,681 |
|
Remy Cointreau SA |
|
|
1,885 |
|
|
|
363 |
|
Sanofi |
|
|
189,928 |
|
|
|
19,933 |
|
Societe BIC SA |
|
|
77,200 |
|
|
|
4,076 |
|
Stef |
|
|
149 |
|
|
|
16 |
|
Technip Energies * |
|
|
38,467 |
|
|
|
435 |
|
TotalEnergies SE |
|
|
133,400 |
|
|
|
6,805 |
|
| |
|
|
|
|
|
|
52,174 |
|
| |
|
|
|
|
|
|
|
|
Germany — 1.7% |
Allianz SE |
|
|
16,900 |
|
|
|
3,856 |
|
Bayerische Motoren Werke AG |
|
|
45,600 |
|
|
|
4,422 |
|
Commerzbank AG |
|
|
36,442 |
|
|
|
306 |
|
Deutsche Telekom AG |
|
|
615,200 |
|
|
|
11,002 |
|
E.ON SE |
|
|
814,800 |
|
|
|
11,029 |
|
Freenet AG |
|
|
266,100 |
|
|
|
7,110 |
|
Henkel AG & Co KGaA |
|
|
30,008 |
|
|
|
2,299 |
|
McKesson Europe AG |
|
|
1,563 |
|
|
|
41 |
|
Merck KGaA |
|
|
17,841 |
|
|
|
3,569 |
|
Uniper SE |
|
|
8,108 |
|
|
|
257 |
|
United Internet |
|
|
7,091 |
|
|
|
240 |
|
| |
|
|
|
|
|
|
44,131 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 2.2% |
Bank of East Asia Ltd |
|
|
16,792 |
|
|
|
28 |
|
BOC Hong Kong Holdings Ltd |
|
|
1,801,500 |
|
|
|
6,542 |
|
Cafe de Coral Holdings Ltd |
|
|
22,000 |
|
|
|
34 |
|
Chinney Investments Ltd |
|
|
88,000 |
|
|
|
18 |
|
CITIC Telecom International Holdings Ltd |
|
|
872,000 |
|
|
|
310 |
|
CK Hutchison Holdings Ltd |
|
|
449,500 |
|
|
|
3,157 |
|
CK Infrastructure Holdings Ltd |
|
|
18,500 |
|
|
|
115 |
|
CLP Holdings Ltd |
|
|
1,012,180 |
|
|
|
10,202 |
|
Dah Sing Banking Group Ltd |
|
|
58,680 |
|
|
|
53 |
|
Fountain SET Holdings Ltd |
|
|
174,279 |
|
|
|
31 |
|
Hang Seng Bank Ltd |
|
|
124,900 |
|
|
|
2,303 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
HK Electric Investments & HK Electric Investments Ltd |
|
|
2,951,521 |
|
|
$ |
2,916 |
|
HKT Trust & HKT Ltd |
|
|
4,135,686 |
|
|
|
5,588 |
|
Hong Kong & China Gas Co Ltd |
|
|
3,358,372 |
|
|
|
5,080 |
|
Kerry Logistics Network Ltd |
|
|
117,465 |
|
|
|
285 |
|
Langham Hospitality Investments and Langham Hospitality Investments Ltd |
|
|
196,500 |
|
|
|
22 |
|
Link ‡ |
|
|
414,200 |
|
|
|
3,352 |
|
MTR Corp Ltd |
|
|
702,000 |
|
|
|
3,641 |
|
PCCW Ltd |
|
|
3,158,000 |
|
|
|
1,766 |
|
Plover Bay Technologies Ltd |
|
|
144,000 |
|
|
|
69 |
|
Power Assets Holdings Ltd |
|
|
911,500 |
|
|
|
5,756 |
|
Prosperity ‡ |
|
|
266,000 |
|
|
|
99 |
|
Regal Hotels International Holdings Ltd |
|
|
46,000 |
|
|
|
19 |
|
SmarTone Telecommunications Holdings Ltd |
|
|
153,344 |
|
|
|
87 |
|
Sun Hung Kai Properties Ltd |
|
|
352,500 |
|
|
|
4,096 |
|
Transport International Holdings Ltd |
|
|
13,200 |
|
|
|
21 |
|
VTech Holdings Ltd |
|
|
62,233 |
|
|
|
513 |
|
Yue Yuen Industrial Holdings Ltd |
|
|
22 |
|
|
|
– |
|
| |
|
|
|
|
|
|
56,103 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.5% |
Accenture PLC, Cl A |
|
|
19,206 |
|
|
|
6,070 |
|
Kerry Group PLC, Cl A |
|
|
51,913 |
|
|
|
6,214 |
|
| |
|
|
|
|
|
|
12,284 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.7% |
Bank Hapoalim BM |
|
|
276,355 |
|
|
|
2,931 |
|
Bank Leumi Le-Israel BM |
|
|
653,000 |
|
|
|
7,065 |
|
Bezeq The Israeli Telecommunication Corp Ltd * |
|
|
538,491 |
|
|
|
885 |
|
Isracard Ltd |
|
|
1 |
|
|
|
– |
|
Israel Discount Bank Ltd, Cl A |
|
|
23,713 |
|
|
|
156 |
|
Neto ME Holdings Ltd |
|
|
1,148 |
|
|
|
77 |
|
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd |
|
|
14,424 |
|
|
|
1,196 |
|
Retailors Ltd * |
|
|
1,002 |
|
|
|
26 |
|
Shufersal Ltd |
|
|
404,826 |
|
|
|
3,621 |
|
Strauss Group Ltd |
|
|
34,839 |
|
|
|
1,145 |
|
| |
|
|
|
|
|
|
17,102 |
|
| |
|
|
|
|
|
|
|
|
Italy — 1.7% |
A2A SpA |
|
|
4,431,100 |
|
|
|
7,891 |
|
ACEA SpA |
|
|
12,421 |
|
|
|
238 |
|
Assicurazioni Generali SpA |
|
|
10,587 |
|
|
|
211 |
|
Credito Emiliano |
|
|
12,722 |
|
|
|
93 |
|
Eni SpA |
|
|
1,411,010 |
|
|
|
21,908 |
|
Ferrari NV |
|
|
7,101 |
|
|
|
1,533 |
|
Hera SpA |
|
|
1,694,079 |
|
|
|
6,592 |
|
Iren SpA |
|
|
795,339 |
|
|
|
2,249 |
|
Italgas SpA |
|
|
92,300 |
|
|
|
599 |
|
Newlat Food SpA * |
|
|
12,678 |
|
|
|
100 |
|
Orsero SpA |
|
|
4,664 |
|
|
|
70 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Recordati SpA |
|
|
9,376 |
|
|
$ |
458 |
|
| |
|
|
|
|
|
|
41,942 |
|
| |
|
|
|
|
|
|
|
|
Japan — 8.9% |
Achilles Corp |
|
|
2,300 |
|
|
|
26 |
|
Ahjikan Co Ltd |
|
|
5,308 |
|
|
|
39 |
|
Akita Bank Ltd |
|
|
5,600 |
|
|
|
85 |
|
Aozora Bank Ltd |
|
|
85,300 |
|
|
|
1,925 |
|
Araya Industrial Co Ltd |
|
|
3,800 |
|
|
|
57 |
|
Arcs Co Ltd |
|
|
32,800 |
|
|
|
621 |
|
Asante Inc |
|
|
2,600 |
|
|
|
35 |
|
Atsugi Co Ltd |
|
|
8,850 |
|
|
|
47 |
|
Bank of Saga Ltd |
|
|
2,600 |
|
|
|
35 |
|
Belc Co Ltd |
|
|
4,500 |
|
|
|
215 |
|
Bridgestone Corp |
|
|
135,100 |
|
|
|
5,549 |
|
Calbee Inc |
|
|
18,100 |
|
|
|
406 |
|
Canon Inc |
|
|
308,500 |
|
|
|
7,262 |
|
Cawachi Ltd |
|
|
24,400 |
|
|
|
520 |
|
C'BON COSMETICS Co Ltd |
|
|
3,200 |
|
|
|
51 |
|
Choushimaru Co Ltd |
|
|
7,894 |
|
|
|
77 |
|
Chukyo Bank Ltd/The |
|
|
2,000 |
|
|
|
29 |
|
Computer Engineering & Consulting |
|
|
14,200 |
|
|
|
139 |
|
Create Medic Co Ltd |
|
|
2,784 |
|
|
|
23 |
|
Daihatsu Diesel Manufacturing Co Ltd |
|
|
6,400 |
|
|
|
28 |
|
Daiohs Corp |
|
|
2,700 |
|
|
|
23 |
|
Doshisha Co Ltd |
|
|
6,100 |
|
|
|
82 |
|
Doutor Nichires Holdings |
|
|
16,800 |
|
|
|
237 |
|
DyDo Group Holdings Inc |
|
|
4,596 |
|
|
|
206 |
|
Earth Corp |
|
|
12,000 |
|
|
|
586 |
|
Ebara Foods Industry Inc |
|
|
1,600 |
|
|
|
40 |
|
Ehime Bank Ltd |
|
|
3,400 |
|
|
|
28 |
|
ENEOS Holdings Inc |
|
|
1,100,600 |
|
|
|
4,384 |
|
ESTELLE Holdings Co Ltd |
|
|
6,000 |
|
|
|
34 |
|
Feed One Co Ltd |
|
|
5,900 |
|
|
|
35 |
|
FIDEA Holdings Co Ltd |
|
|
2,400 |
|
|
|
29 |
|
Fujicco Co Ltd |
|
|
6,200 |
|
|
|
108 |
|
Fukuda Denshi Co Ltd |
|
|
400 |
|
|
|
28 |
|
Fukuoka Corp ‡ |
|
|
21 |
|
|
|
29 |
|
Global One Real Estate Investment ‡ |
|
|
279 |
|
|
|
269 |
|
Health Care & Medical Investment ‡ |
|
|
80 |
|
|
|
98 |
|
Heiwado Co Ltd |
|
|
15,800 |
|
|
|
275 |
|
Hitachi Ltd |
|
|
525 |
|
|
|
26 |
|
Hokuto Corp |
|
|
21,300 |
|
|
|
365 |
|
Hyakujushi Bank Ltd |
|
|
4,000 |
|
|
|
63 |
|
ITOCHU Corp |
|
|
126,500 |
|
|
|
4,126 |
|
Itochu Enex Co Ltd |
|
|
4,800 |
|
|
|
44 |
|
Itochu-Shokuhin Co Ltd |
|
|
953 |
|
|
|
41 |
|
Itoham Yonekyu Holdings Inc |
|
|
10,800 |
|
|
|
65 |
|
Japan Post Insurance Co Ltd |
|
|
99,500 |
|
|
|
1,695 |
|
Japan Tobacco Inc |
|
|
820,100 |
|
|
|
15,118 |
|
JFE Systems |
|
|
1,400 |
|
|
|
29 |
|
J-Oil Mills Inc |
|
|
1,400 |
|
|
|
21 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kaken Pharmaceutical Co Ltd |
|
|
29,400 |
|
|
$ |
1,079 |
|
Kato Sangyo Co Ltd |
|
|
15,200 |
|
|
|
409 |
|
KDDI Corp |
|
|
710,500 |
|
|
|
23,217 |
|
Keiyo Bank Ltd |
|
|
31,400 |
|
|
|
140 |
|
KFC Holdings Japan Ltd |
|
|
6,700 |
|
|
|
169 |
|
Kinden Corp |
|
|
267,500 |
|
|
|
3,799 |
|
Kitano Construction Corp |
|
|
1,300 |
|
|
|
24 |
|
Kohnan Shoji Co Ltd |
|
|
138,458 |
|
|
|
4,394 |
|
K's Holdings Corp |
|
|
404,800 |
|
|
|
4,371 |
|
Kyokuyo Co Ltd |
|
|
14,100 |
|
|
|
400 |
|
KYORIN Holdings Inc |
|
|
24,100 |
|
|
|
392 |
|
Lawson Inc |
|
|
40,700 |
|
|
|
1,699 |
|
Maezawa Kasei Industries |
|
|
2,400 |
|
|
|
27 |
|
Marimo Regional Revitalization ‡ |
|
|
33 |
|
|
|
36 |
|
McDonald's Holdings Co Japan Ltd |
|
|
164,300 |
|
|
|
7,050 |
|
MEIJI Holdings Co Ltd |
|
|
10,300 |
|
|
|
619 |
|
Ministop Co Ltd |
|
|
20,800 |
|
|
|
260 |
|
Miroku Jyoho Service Co Ltd |
|
|
9,400 |
|
|
|
124 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
7,400 |
|
|
|
200 |
|
Miyazaki Bank |
|
|
1,500 |
|
|
|
29 |
|
Miyoshi Oil & Fat Co Ltd |
|
|
10,118 |
|
|
|
102 |
|
Mizuho Financial Group Inc |
|
|
793,440 |
|
|
|
10,516 |
|
Mochida Pharmaceutical Co Ltd |
|
|
10,800 |
|
|
|
360 |
|
Morozoff Ltd |
|
|
1,222 |
|
|
|
30 |
|
MOS Food Services Inc |
|
|
4,600 |
|
|
|
122 |
|
MS&AD Insurance Group Holdings Inc |
|
|
22,400 |
|
|
|
763 |
|
Nakanishi Inc |
|
|
2,200 |
|
|
|
41 |
|
Nanto Bank |
|
|
3,700 |
|
|
|
69 |
|
Nichirin Co Ltd |
|
|
4,100 |
|
|
|
54 |
|
Nihon Chouzai Co Ltd |
|
|
11,100 |
|
|
|
134 |
|
Nihon Kohden Corp |
|
|
3,500 |
|
|
|
96 |
|
Nippn Corp |
|
|
237,642 |
|
|
|
3,529 |
|
Nippon Electric Glass Co Ltd |
|
|
177,000 |
|
|
|
4,260 |
|
Nippon Telegraph & Telephone Corp |
|
|
1,109,000 |
|
|
|
31,736 |
|
Nisshin Oillio Group Ltd/The |
|
|
4,849 |
|
|
|
129 |
|
Nissin Foods Holdings Co Ltd |
|
|
19,200 |
|
|
|
1,530 |
|
Nissui Pharmaceutical Co Ltd |
|
|
11,900 |
|
|
|
104 |
|
NSD CO |
|
|
1,500 |
|
|
|
28 |
|
Oita Bank |
|
|
1,700 |
|
|
|
30 |
|
Okinawa Cellular Telephone Co |
|
|
5,411 |
|
|
|
243 |
|
Okuwa Co Ltd |
|
|
8,700 |
|
|
|
74 |
|
Ooedo Onsen Investment ‡ |
|
|
230 |
|
|
|
131 |
|
Oracle Corp Japan |
|
|
30,054 |
|
|
|
2,136 |
|
Osaki Electric |
|
|
7,300 |
|
|
|
31 |
|
Otsuka Holdings Co Ltd |
|
|
28,000 |
|
|
|
967 |
|
OUG Holdings Inc |
|
|
2,682 |
|
|
|
65 |
|
Plenus Co Ltd |
|
|
8,100 |
|
|
|
141 |
|
Rengo Co Ltd |
|
|
543,000 |
|
|
|
4,051 |
|
Rock Field Co Ltd |
|
|
7,700 |
|
|
|
106 |
|
Rohm |
|
|
4,100 |
|
|
|
324 |
|
San ju San Financial Group |
|
|
3,400 |
|
|
|
45 |
|
San-A Co Ltd, Cl A |
|
|
3,000 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sankyo Co Ltd |
|
|
12,200 |
|
|
$ |
340 |
|
Senko Group Holdings Co Ltd |
|
|
429,100 |
|
|
|
3,528 |
|
Shikoku Bank |
|
|
9,800 |
|
|
|
68 |
|
Shinmaywa Industries |
|
|
16,400 |
|
|
|
133 |
|
Showa Sangyo Co Ltd |
|
|
13,700 |
|
|
|
327 |
|
SKY Perfect JSAT Holdings Inc |
|
|
477,100 |
|
|
|
1,788 |
|
SoftBank Corp |
|
|
1,887,900 |
|
|
|
23,827 |
|
Sojitz Corp |
|
|
530,500 |
|
|
|
8,794 |
|
Sompo Holdings Inc |
|
|
21,600 |
|
|
|
941 |
|
SOSiLA Logistics ‡ |
|
|
28 |
|
|
|
36 |
|
SRA Holdings |
|
|
4,100 |
|
|
|
104 |
|
ST Corp |
|
|
5,400 |
|
|
|
73 |
|
Sugi Holdings Co Ltd |
|
|
28,400 |
|
|
|
1,611 |
|
Sundrug Co Ltd |
|
|
55,300 |
|
|
|
1,500 |
|
Teijin Ltd |
|
|
537,800 |
|
|
|
6,475 |
|
TIS Inc |
|
|
3,700 |
|
|
|
88 |
|
Toho Holdings Co Ltd |
|
|
1,911 |
|
|
|
31 |
|
Tosoh Corp |
|
|
45,300 |
|
|
|
706 |
|
Toyo Kanetsu |
|
|
1,600 |
|
|
|
34 |
|
Trend Micro Inc/Japan |
|
|
99,400 |
|
|
|
5,547 |
|
Tsuruha Holdings Inc |
|
|
9,200 |
|
|
|
735 |
|
Unicafe Inc |
|
|
9,700 |
|
|
|
82 |
|
Unicharm Corp |
|
|
115,300 |
|
|
|
4,340 |
|
United Super Markets Holdings Inc |
|
|
70,300 |
|
|
|
649 |
|
Valor Holdings Co Ltd |
|
|
19,500 |
|
|
|
377 |
|
Vital KSK Holdings Inc |
|
|
19,700 |
|
|
|
140 |
|
Wowow Inc |
|
|
6,276 |
|
|
|
96 |
|
XYMAX Investment Corp ‡ |
|
|
100 |
|
|
|
101 |
|
Yakult Honsha |
|
|
36,100 |
|
|
|
1,955 |
|
Yamaguchi Financial Group Inc |
|
|
365,000 |
|
|
|
2,263 |
|
Yamanashi Chuo Bank |
|
|
3,100 |
|
|
|
27 |
|
Yaoko Co Ltd |
|
|
10,000 |
|
|
|
571 |
|
Zaoh Co Ltd |
|
|
2,000 |
|
|
|
33 |
|
ZIGExN Co Ltd |
|
|
28,400 |
|
|
|
72 |
|
ZOZO Inc |
|
|
34,700 |
|
|
|
987 |
|
| |
|
|
|
|
|
|
224,128 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 2.2% |
ABN AMRO Bank NV |
|
|
109,694 |
|
|
|
1,451 |
|
ASR Nederland NV |
|
|
149,500 |
|
|
|
6,443 |
|
Heineken Holding NV |
|
|
3,042 |
|
|
|
248 |
|
Heineken NV |
|
|
16,088 |
|
|
|
1,626 |
|
ING Groep NV |
|
|
313,911 |
|
|
|
3,675 |
|
JDE Peet's |
|
|
15,328 |
|
|
|
503 |
|
Koninklijke Ahold Delhaize NV |
|
|
730,175 |
|
|
|
22,457 |
|
Koninklijke KPN NV |
|
|
641,916 |
|
|
|
2,201 |
|
NN Group NV |
|
|
137,300 |
|
|
|
6,584 |
|
Randstad NV |
|
|
19,116 |
|
|
|
1,292 |
|
Shell PLC |
|
|
116,238 |
|
|
|
3,097 |
|
Signify NV |
|
|
78,500 |
|
|
|
3,999 |
|
Wolters Kluwer NV |
|
|
28,336 |
|
|
|
2,880 |
|
| |
|
|
|
|
|
|
56,456 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
New Zealand — 0.1% |
Argosy Property Ltd ‡ |
|
|
41,575 |
|
|
$ |
39 |
|
Freightways Ltd |
|
|
4,589 |
|
|
|
38 |
|
Heartland Group Holdings Ltd |
|
|
21,087 |
|
|
|
32 |
|
Investore Property Ltd ‡ |
|
|
188 |
|
|
|
– |
|
Mainfreight Ltd |
|
|
5,818 |
|
|
|
314 |
|
Spark New Zealand Ltd |
|
|
569,720 |
|
|
|
1,745 |
|
Vector Ltd |
|
|
8,778 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
2,191 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.8% |
AF Gruppen ASA |
|
|
582 |
|
|
|
13 |
|
Aker BP ASA |
|
|
8,602 |
|
|
|
269 |
|
DNB Bank ASA |
|
|
144,449 |
|
|
|
3,232 |
|
Equinor ASA |
|
|
108,581 |
|
|
|
3,445 |
|
Gjensidige Forsikring ASA |
|
|
17,425 |
|
|
|
432 |
|
Kongsberg Gruppen ASA |
|
|
14,885 |
|
|
|
525 |
|
Odfjell Drilling * |
|
|
21,690 |
|
|
|
55 |
|
Orkla ASA |
|
|
664,693 |
|
|
|
6,239 |
|
Sparebank 1 Oestlandet |
|
|
7,876 |
|
|
|
125 |
|
SpareBank 1 SR-Bank ASA |
|
|
47,123 |
|
|
|
700 |
|
Sparebanken More |
|
|
56 |
|
|
|
3 |
|
Telenor ASA |
|
|
279,160 |
|
|
|
4,140 |
|
Veidekke ASA |
|
|
7,635 |
|
|
|
118 |
|
Yara International ASA |
|
|
6,054 |
|
|
|
308 |
|
| |
|
|
|
|
|
|
19,604 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.2% |
Jeronimo Martins SGPS SA |
|
|
213,340 |
|
|
|
4,604 |
|
REN - Redes Energeticas Nacionais SGPS SA |
|
|
264,138 |
|
|
|
767 |
|
| |
|
|
|
|
|
|
5,371 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 1.3% |
Bukit Sembawang Estates Ltd |
|
|
1,700 |
|
|
|
6 |
|
Dairy Farm International Holdings Ltd |
|
|
116,400 |
|
|
|
309 |
|
DBS Group Holdings Ltd |
|
|
184,000 |
|
|
|
4,608 |
|
Great Eastern Holdings Ltd |
|
|
4,800 |
|
|
|
72 |
|
Hour Glass Ltd/The |
|
|
2,599 |
|
|
|
4 |
|
Jardine Cycle & Carriage Ltd |
|
|
3,400 |
|
|
|
55 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
900,100 |
|
|
|
7,754 |
|
Raffles Medical Group Ltd |
|
|
9,400 |
|
|
|
8 |
|
Sheng Siong Group Ltd |
|
|
1,456,233 |
|
|
|
1,637 |
|
Singapore Technologies Engineering Ltd |
|
|
828,800 |
|
|
|
2,339 |
|
United Overseas Bank Ltd |
|
|
761,000 |
|
|
|
16,861 |
|
| |
|
|
|
|
|
|
33,653 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.4% |
Endesa SA |
|
|
232,400 |
|
|
|
5,105 |
|
Financiera Alba |
|
|
2,011 |
|
|
|
117 |
|
Red Electrica Corp SA |
|
|
184,100 |
|
|
|
3,680 |
|
| |
|
|
|
|
|
|
8,902 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.6% |
Axfood AB |
|
|
234,971 |
|
|
|
6,183 |
|
Essity AB, Cl B |
|
|
117,725 |
|
|
|
3,051 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Industrivarden AB, Cl A |
|
|
7,570 |
|
|
$ |
211 |
|
Nordea Bank Abp |
|
|
12,840 |
|
|
|
144 |
|
Solid Forsakring * |
|
|
5,598 |
|
|
|
28 |
|
Svenska Handelsbanken AB, Cl A |
|
|
492,100 |
|
|
|
4,722 |
|
| |
|
|
|
|
|
|
14,339 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 3.8% |
Alcon Inc |
|
|
20,289 |
|
|
|
1,564 |
|
Allreal Holding AG |
|
|
4,655 |
|
|
|
1,010 |
|
Barry Callebaut AG |
|
|
402 |
|
|
|
929 |
|
Basellandschaftliche Kantonalbank |
|
|
120 |
|
|
|
121 |
|
Berner Kantonalbank AG |
|
|
607 |
|
|
|
143 |
|
BKW AG |
|
|
5,985 |
|
|
|
756 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
319 |
|
|
|
3,394 |
|
Crealogix Holding AG |
|
|
301 |
|
|
|
37 |
|
Emmi AG |
|
|
1,669 |
|
|
|
1,949 |
|
Graubuendner Kantonalbank |
|
|
22 |
|
|
|
40 |
|
Helvetia Holding AG |
|
|
24,300 |
|
|
|
2,956 |
|
Investis Holding SA |
|
|
813 |
|
|
|
95 |
|
Luzerner Kantonalbank AG |
|
|
502 |
|
|
|
224 |
|
Mobimo Holding AG |
|
|
1,360 |
|
|
|
457 |
|
Nestle SA |
|
|
22,941 |
|
|
|
2,991 |
|
Novartis AG |
|
|
139,681 |
|
|
|
12,278 |
|
Orior AG |
|
|
1,137 |
|
|
|
104 |
|
PSP Swiss Property AG |
|
|
20,548 |
|
|
|
2,659 |
|
Roche Holding AG |
|
|
54,099 |
|
|
|
20,628 |
|
SGS SA |
|
|
1,082 |
|
|
|
3,104 |
|
SKAN Group AG |
|
|
1,091 |
|
|
|
80 |
|
Sonova Holding AG |
|
|
16,862 |
|
|
|
6,551 |
|
St. Galler Kantonalbank |
|
|
869 |
|
|
|
426 |
|
Straumann Holding AG |
|
|
244 |
|
|
|
386 |
|
Swiss Life Holding AG |
|
|
18,252 |
|
|
|
11,114 |
|
Swiss Prime Site AG |
|
|
3,093 |
|
|
|
304 |
|
Swisscom AG |
|
|
36,151 |
|
|
|
21,690 |
|
TX Group AG |
|
|
944 |
|
|
|
148 |
|
Valiant Holding AG |
|
|
4,437 |
|
|
|
462 |
|
Walliser Kantonalbank * |
|
|
299 |
|
|
|
35 |
|
Zug Estates Holding, Cl B |
|
|
17 |
|
|
|
36 |
|
| |
|
|
|
|
|
|
96,671 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 4.7% |
3i Group PLC |
|
|
241,600 |
|
|
|
4,313 |
|
Aferian PLC |
|
|
28,544 |
|
|
|
55 |
|
Alliance Pharma PLC |
|
|
70,500 |
|
|
|
98 |
|
Amcor PLC |
|
|
20,622 |
|
|
|
240 |
|
Aon PLC, Cl A |
|
|
14,117 |
|
|
|
4,124 |
|
Auto Trader Group PLC |
|
|
59,874 |
|
|
|
537 |
|
BAE Systems PLC |
|
|
786,900 |
|
|
|
7,592 |
|
Big Yellow Group PLC ‡ |
|
|
9,563 |
|
|
|
184 |
|
British American Tobacco PLC |
|
|
311,300 |
|
|
|
13,576 |
|
Bunzl PLC |
|
|
13,787 |
|
|
|
552 |
|
CareTech Holdings PLC |
|
|
1,275 |
|
|
|
10 |
|
Diversified Energy PLC |
|
|
358,191 |
|
|
|
562 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ferguson PLC |
|
|
38,983 |
|
|
$ |
5,984 |
|
Genus PLC |
|
|
10,697 |
|
|
|
464 |
|
GlaxoSmithKline PLC |
|
|
1,254,351 |
|
|
|
26,119 |
|
Greggs PLC |
|
|
2,421 |
|
|
|
82 |
|
Howden Joinery Group PLC |
|
|
9,094 |
|
|
|
103 |
|
Impact Healthcare PLC ‡ |
|
|
34,014 |
|
|
|
50 |
|
Imperial Brands PLC |
|
|
503,439 |
|
|
|
11,072 |
|
J Sainsbury PLC |
|
|
1,540,522 |
|
|
|
5,670 |
|
Liberty Global PLC * |
|
|
83,714 |
|
|
|
2,166 |
|
Linde PLC |
|
|
13,924 |
|
|
|
4,083 |
|
M&G PLC |
|
|
385,354 |
|
|
|
1,064 |
|
Sage Group PLC/The |
|
|
39,077 |
|
|
|
365 |
|
Savannah Energy PLC * |
|
|
24,269 |
|
|
|
9 |
|
Seagate Technology Holdings PLC |
|
|
118,600 |
|
|
|
12,235 |
|
Tate & Lyle PLC |
|
|
76,191 |
|
|
|
762 |
|
Tesco PLC |
|
|
540,328 |
|
|
|
2,094 |
|
Unilever PLC |
|
|
320,192 |
|
|
|
16,111 |
|
| |
|
|
|
|
|
|
120,276 |
|
| |
|
|
|
|
|
|
|
|
United States — 58.1% |
Communication Services — 5.7% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
4,843 |
|
|
|
13,082 |
|
Alphabet Inc, Cl C * |
|
|
1,885 |
|
|
|
5,085 |
|
AT&T Inc |
|
|
1,320,860 |
|
|
|
31,291 |
|
BCE Inc |
|
|
125,530 |
|
|
|
6,594 |
|
Comcast Corp, Cl A |
|
|
259,193 |
|
|
|
12,120 |
|
Electronic Arts Inc |
|
|
191 |
|
|
|
25 |
|
Fox Corp |
|
|
195,216 |
|
|
|
7,805 |
|
Interpublic Group of Cos Inc/The |
|
|
25,607 |
|
|
|
942 |
|
John Wiley & Sons Inc, Cl A |
|
|
10,749 |
|
|
|
541 |
|
Liberty Global PLC, Cl A * |
|
|
51,827 |
|
|
|
1,336 |
|
Liberty Media Corp-Liberty SiriusXM, Cl C * |
|
|
10,548 |
|
|
|
531 |
|
Meta Platforms Inc, Cl A * |
|
|
12,637 |
|
|
|
2,667 |
|
Omnicom Group Inc |
|
|
112,946 |
|
|
|
9,475 |
|
Scholastic Corp |
|
|
28,823 |
|
|
|
1,213 |
|
Verizon Communications Inc |
|
|
933,564 |
|
|
|
50,104 |
|
Yelp Inc, Cl A * |
|
|
8,540 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
143,101 |
|
Consumer Discretionary — 3.2% |
|
|
|
|
Advance Auto Parts Inc |
|
|
43,700 |
|
|
|
8,936 |
|
AutoZone Inc * |
|
|
9,301 |
|
|
|
17,331 |
|
Choice Hotels International Inc |
|
|
702 |
|
|
|
101 |
|
Domino's Pizza Inc |
|
|
1,096 |
|
|
|
474 |
|
DR Horton Inc |
|
|
74,500 |
|
|
|
6,362 |
|
eBay Inc |
|
|
76,000 |
|
|
|
4,149 |
|
Ford Motor Co |
|
|
233,500 |
|
|
|
4,100 |
|
General Motors Co * |
|
|
76,100 |
|
|
|
3,556 |
|
Genuine Parts Co |
|
|
3,978 |
|
|
|
486 |
|
Home Depot Inc/The |
|
|
16,481 |
|
|
|
5,205 |
|
Johnson Outdoors Inc, Cl A |
|
|
948 |
|
|
|
78 |
|
O'Reilly Automotive Inc * |
|
|
1,586 |
|
|
|
1,030 |
|
Pool Corp |
|
|
517 |
|
|
|
237 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Target Corp |
|
|
108,636 |
|
|
$ |
21,702 |
|
Whirlpool Corp |
|
|
31,400 |
|
|
|
6,320 |
|
| |
|
|
|
|
|
|
80,067 |
|
Consumer Staples — 11.1% |
|
|
|
|
Altria Group Inc |
|
|
116,000 |
|
|
|
5,950 |
|
Archer-Daniels-Midland Co |
|
|
127,800 |
|
|
|
10,026 |
|
Casey's General Stores Inc |
|
|
21,320 |
|
|
|
4,010 |
|
Central Garden & Pet Co, Cl A * |
|
|
4,810 |
|
|
|
212 |
|
Church & Dwight Co Inc |
|
|
84,246 |
|
|
|
8,243 |
|
Clorox Co/The |
|
|
19,335 |
|
|
|
2,819 |
|
Colgate-Palmolive Co |
|
|
181,553 |
|
|
|
13,970 |
|
Conagra Brands Inc |
|
|
294,527 |
|
|
|
10,300 |
|
Costco Wholesale Corp |
|
|
33,691 |
|
|
|
17,494 |
|
Flowers Foods Inc |
|
|
116,029 |
|
|
|
3,180 |
|
General Mills Inc |
|
|
318,909 |
|
|
|
21,504 |
|
Hershey Co/The |
|
|
47,240 |
|
|
|
9,555 |
|
Hormel Foods Corp |
|
|
81,140 |
|
|
|
3,866 |
|
Ingredion Inc |
|
|
49,600 |
|
|
|
4,402 |
|
J M Smucker Co/The |
|
|
158,147 |
|
|
|
21,310 |
|
John B Sanfilippo & Son Inc |
|
|
8,796 |
|
|
|
699 |
|
Kellogg Co |
|
|
320,664 |
|
|
|
20,503 |
|
Keurig Dr Pepper Inc |
|
|
8,964 |
|
|
|
347 |
|
Kimberly-Clark Corp |
|
|
67,670 |
|
|
|
8,807 |
|
Kraft Heinz Co/The |
|
|
298,000 |
|
|
|
11,688 |
|
Kroger Co/The |
|
|
660,842 |
|
|
|
30,927 |
|
McCormick & Co Inc/MD |
|
|
5,352 |
|
|
|
509 |
|
Molson Coors Beverage Co, Cl B |
|
|
118,300 |
|
|
|
6,173 |
|
Mondelez International Inc, Cl A |
|
|
102,056 |
|
|
|
6,683 |
|
PepsiCo Inc |
|
|
39,355 |
|
|
|
6,444 |
|
Philip Morris International Inc |
|
|
56,588 |
|
|
|
5,719 |
|
Procter & Gamble Co/The |
|
|
98,964 |
|
|
|
15,427 |
|
Tyson Foods Inc, Cl A |
|
|
158,969 |
|
|
|
14,730 |
|
USANA Health Sciences Inc * |
|
|
12,099 |
|
|
|
1,065 |
|
Walmart Inc |
|
|
110,255 |
|
|
|
14,902 |
|
| |
|
|
|
|
|
|
281,464 |
|
Energy — 0.4% |
|
|
|
|
Chevron Corp |
|
|
58,800 |
|
|
|
8,467 |
|
DT Midstream Inc |
|
|
28,882 |
|
|
|
1,534 |
|
| |
|
|
|
|
|
|
10,001 |
|
Financials — 5.4% |
|
|
|
|
Aflac Inc |
|
|
173,000 |
|
|
|
10,569 |
|
Allstate Corp/The |
|
|
218,900 |
|
|
|
26,785 |
|
American Financial Group Inc/OH |
|
|
38,100 |
|
|
|
5,158 |
|
Annaly Capital Management Inc ‡ |
|
|
540,500 |
|
|
|
3,762 |
|
Arthur J Gallagher & Co |
|
|
14,149 |
|
|
|
2,238 |
|
Bank of New York Mellon Corp/The |
|
|
217,800 |
|
|
|
11,576 |
|
Berkshire Hathaway, Cl A * |
|
|
6 |
|
|
|
2,857 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
85,642 |
|
|
|
27,530 |
|
Brown & Brown Inc |
|
|
42,799 |
|
|
|
2,894 |
|
Cboe Global Markets Inc |
|
|
48,480 |
|
|
|
5,686 |
|
CME Group Inc, Cl A |
|
|
19,911 |
|
|
|
4,709 |
|
Everest Re Group Ltd |
|
|
26,600 |
|
|
|
7,933 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Fidus Investment Corp |
|
|
485 |
|
|
$ |
9 |
|
First American Financial Corp |
|
|
1,655 |
|
|
|
111 |
|
Hartford Financial Services Group Inc/The |
|
|
144,800 |
|
|
|
10,061 |
|
Intercontinental Exchange Inc |
|
|
49,010 |
|
|
|
6,279 |
|
Marsh & McLennan Cos Inc |
|
|
42,165 |
|
|
|
6,553 |
|
Nelnet Inc, Cl A |
|
|
1,651 |
|
|
|
133 |
|
New Mountain Finance Corp |
|
|
1,132 |
|
|
|
15 |
|
Oaktree Specialty Lending Corp |
|
|
266 |
|
|
|
2 |
|
Provident Financial Holdings Inc (A) |
|
|
2,655 |
|
|
|
44 |
|
Sixth Street Specialty Lending Inc |
|
|
607 |
|
|
|
14 |
|
SLR Senior Investment Corp |
|
|
121 |
|
|
|
2 |
|
Stellus Capital Investment Corp |
|
|
100 |
|
|
|
1 |
|
Waterstone Financial Inc |
|
|
69,975 |
|
|
|
1,367 |
|
| |
|
|
|
|
|
|
136,288 |
|
Health Care — 11.3% |
|
|
|
|
AbbVie Inc |
|
|
66,346 |
|
|
|
9,804 |
|
Agilent Technologies Inc |
|
|
41,815 |
|
|
|
5,451 |
|
Amgen Inc |
|
|
72,300 |
|
|
|
16,375 |
|
Becton Dickinson and Co |
|
|
20,005 |
|
|
|
5,427 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
9,837 |
|
|
|
6,157 |
|
Bristol-Myers Squibb Co |
|
|
372,914 |
|
|
|
25,608 |
|
Cerner Corp |
|
|
196,993 |
|
|
|
18,370 |
|
Chemed Corp |
|
|
13,555 |
|
|
|
6,483 |
|
CVS Health Corp |
|
|
166,503 |
|
|
|
17,258 |
|
Gilead Sciences Inc |
|
|
333,455 |
|
|
|
20,141 |
|
HCA Healthcare Inc |
|
|
9,799 |
|
|
|
2,453 |
|
Henry Schein Inc * |
|
|
55,438 |
|
|
|
4,789 |
|
IDEXX Laboratories Inc * |
|
|
4,249 |
|
|
|
2,262 |
|
Johnson & Johnson |
|
|
216,014 |
|
|
|
35,549 |
|
Laboratory Corp of America Holdings * |
|
|
21,203 |
|
|
|
5,751 |
|
McKesson Corp |
|
|
3,659 |
|
|
|
1,006 |
|
Merck & Co Inc |
|
|
362,235 |
|
|
|
27,740 |
|
Mettler-Toledo International Inc * |
|
|
4,439 |
|
|
|
6,253 |
|
Molina Healthcare Inc * |
|
|
2,697 |
|
|
|
828 |
|
National HealthCare Corp |
|
|
16,078 |
|
|
|
1,045 |
|
Organon & Co |
|
|
30,990 |
|
|
|
1,157 |
|
Pfizer Inc |
|
|
791,803 |
|
|
|
37,167 |
|
Phibro Animal Health Corp, Cl A |
|
|
2,423 |
|
|
|
52 |
|
Prestige Consumer Healthcare Inc * |
|
|
26,357 |
|
|
|
1,569 |
|
Quest Diagnostics Inc |
|
|
66,187 |
|
|
|
8,688 |
|
Regeneron Pharmaceuticals Inc * |
|
|
10,703 |
|
|
|
6,618 |
|
Taro Pharmaceutical Industries Ltd * |
|
|
7,891 |
|
|
|
385 |
|
United Therapeutics Corp * |
|
|
2,970 |
|
|
|
494 |
|
Vertex Pharmaceuticals Inc * |
|
|
17,376 |
|
|
|
3,997 |
|
Waters Corp * |
|
|
19,830 |
|
|
|
6,281 |
|
West Pharmaceutical Services Inc |
|
|
3,838 |
|
|
|
1,486 |
|
| |
|
|
|
|
|
|
286,644 |
|
Industrials — 4.3% |
|
|
|
|
3M Co |
|
|
17,268 |
|
|
|
2,567 |
|
A O Smith Corp |
|
|
23,226 |
|
|
|
1,593 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
162,700 |
|
|
|
6,498 |
|
AMERCO |
|
|
8,276 |
|
|
|
4,780 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CACI International Inc, Cl A * |
|
|
21,900 |
|
|
$ |
6,127 |
|
CH Robinson Worldwide Inc |
|
|
67,699 |
|
|
|
6,545 |
|
Cummins Inc |
|
|
29,300 |
|
|
|
5,981 |
|
Expeditors International of Washington Inc |
|
|
121,546 |
|
|
|
12,563 |
|
General Dynamics Corp |
|
|
28,253 |
|
|
|
6,624 |
|
Graco Inc |
|
|
13,536 |
|
|
|
976 |
|
Insperity Inc |
|
|
1,236 |
|
|
|
111 |
|
Lockheed Martin Corp |
|
|
28,640 |
|
|
|
12,424 |
|
Northrop Grumman Corp |
|
|
50,262 |
|
|
|
22,223 |
|
Robert Half International Inc |
|
|
80,546 |
|
|
|
9,689 |
|
Waste Management Inc |
|
|
8,293 |
|
|
|
1,198 |
|
Watsco Inc |
|
|
618 |
|
|
|
169 |
|
Werner Enterprises Inc |
|
|
182,200 |
|
|
|
7,918 |
|
ZIM Integrated Shipping Services Ltd |
|
|
4,540 |
|
|
|
317 |
|
| |
|
|
|
|
|
|
108,303 |
|
Information Technology — 11.2% |
|
|
|
|
Amdocs Ltd |
|
|
270,017 |
|
|
|
21,250 |
|
Apple Inc |
|
|
1,581 |
|
|
|
261 |
|
Arista Networks Inc * |
|
|
46,480 |
|
|
|
5,704 |
|
Arrow Electronics Inc * |
|
|
2,126 |
|
|
|
259 |
|
Broadcom Inc |
|
|
10,974 |
|
|
|
6,447 |
|
Cadence Design Systems Inc * |
|
|
3,276 |
|
|
|
496 |
|
Check Point Software Technologies Ltd * |
|
|
147,568 |
|
|
|
21,380 |
|
Ciena Corp * |
|
|
47,952 |
|
|
|
3,281 |
|
Cisco Systems Inc/Delaware |
|
|
590,799 |
|
|
|
32,949 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
90,200 |
|
|
|
7,769 |
|
CommVault Systems Inc * |
|
|
42,254 |
|
|
|
2,658 |
|
CSG Systems International Inc |
|
|
46,100 |
|
|
|
2,845 |
|
Dell Technologies Inc, Cl C |
|
|
177,424 |
|
|
|
9,041 |
|
EPAM Systems Inc * |
|
|
942 |
|
|
|
196 |
|
F5 Inc * |
|
|
58,267 |
|
|
|
11,703 |
|
Fair Isaac Corp * |
|
|
1,209 |
|
|
|
570 |
|
Fortinet Inc * |
|
|
15,607 |
|
|
|
5,377 |
|
Gartner Inc * |
|
|
4,256 |
|
|
|
1,193 |
|
HP Inc |
|
|
40,315 |
|
|
|
1,385 |
|
Intel Corp |
|
|
629,400 |
|
|
|
30,022 |
|
International Business Machines Corp |
|
|
165,800 |
|
|
|
20,312 |
|
Jack Henry & Associates Inc |
|
|
8,549 |
|
|
|
1,511 |
|
Juniper Networks Inc |
|
|
530,832 |
|
|
|
17,937 |
|
Keysight Technologies Inc * |
|
|
14,404 |
|
|
|
2,267 |
|
Kyndryl Holdings Inc * |
|
|
33,160 |
|
|
|
526 |
|
Microsoft Corp |
|
|
19,221 |
|
|
|
5,743 |
|
Motorola Solutions Inc |
|
|
36,790 |
|
|
|
8,110 |
|
National Instruments Corp |
|
|
19,490 |
|
|
|
782 |
|
NetApp Inc |
|
|
20,194 |
|
|
|
1,583 |
|
NetScout Systems Inc * |
|
|
28,326 |
|
|
|
882 |
|
Oracle Corp |
|
|
544,236 |
|
|
|
41,346 |
|
Paychex Inc |
|
|
8,473 |
|
|
|
1,009 |
|
Progress Software Corp |
|
|
3,578 |
|
|
|
158 |
|
Radware Ltd * |
|
|
59,034 |
|
|
|
2,031 |
|
Silicom Ltd * |
|
|
2,397 |
|
|
|
100 |
|
SS&C Technologies Holdings Inc |
|
|
46,547 |
|
|
|
3,490 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Synopsys Inc * |
|
|
2,813 |
|
|
$ |
879 |
|
VMware Inc, Cl A |
|
|
15,254 |
|
|
|
1,790 |
|
Western Union Co/The |
|
|
420,100 |
|
|
|
7,637 |
|
| |
|
|
|
|
|
|
282,879 |
|
Materials — 2.7% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
1,725 |
|
|
|
408 |
|
AptarGroup Inc |
|
|
12,186 |
|
|
|
1,485 |
|
Avery Dennison Corp |
|
|
3,109 |
|
|
|
548 |
|
Berry Global Group Inc * |
|
|
65,400 |
|
|
|
3,966 |
|
Ecolab Inc |
|
|
24,684 |
|
|
|
4,351 |
|
Huntsman Corp |
|
|
2,422 |
|
|
|
98 |
|
Materion Corp |
|
|
16,079 |
|
|
|
1,343 |
|
NewMarket Corp |
|
|
29,900 |
|
|
|
9,501 |
|
Nucor Corp |
|
|
11,777 |
|
|
|
1,550 |
|
Packaging Corp of America |
|
|
64,422 |
|
|
|
9,482 |
|
Reliance Steel & Aluminum Co |
|
|
55,876 |
|
|
|
10,665 |
|
Royal Gold Inc |
|
|
40,266 |
|
|
|
4,883 |
|
Sealed Air Corp |
|
|
82,700 |
|
|
|
5,552 |
|
Sherwin-Williams Co/The |
|
|
6,353 |
|
|
|
1,672 |
|
Silgan Holdings Inc |
|
|
314,557 |
|
|
|
13,174 |
|
Sonoco Products Co |
|
|
6,599 |
|
|
|
387 |
|
Stepan Co |
|
|
881 |
|
|
|
91 |
|
| |
|
|
|
|
|
|
69,156 |
|
Real Estate — 0.7% |
|
|
|
|
Brandywine Realty Trust ‡ |
|
|
319,900 |
|
|
|
4,264 |
|
Extra Space Storage Inc ‡ |
|
|
18,831 |
|
|
|
3,543 |
|
Public Storage ‡ |
|
|
31,630 |
|
|
|
11,230 |
|
| |
|
|
|
|
|
|
19,037 |
|
Utilities — 2.1% |
|
|
|
|
Alliant Energy Corp |
|
|
19,231 |
|
|
|
1,123 |
|
American Electric Power Co Inc |
|
|
35,905 |
|
|
|
3,255 |
|
Consolidated Edison Inc |
|
|
52,996 |
|
|
|
4,545 |
|
Entergy Corp |
|
|
77,600 |
|
|
|
8,164 |
|
Evergy Inc |
|
|
266,500 |
|
|
|
16,632 |
|
National Fuel Gas Co |
|
|
126,200 |
|
|
|
7,855 |
|
PPL Corp |
|
|
128,810 |
|
|
|
3,371 |
|
UGI Corp |
|
|
217,627 |
|
|
|
8,366 |
|
| |
|
|
|
|
|
|
53,311 |
|
| |
|
|
|
|
|
|
1,470,251 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $2,273,951) ($ Thousands) |
|
|
|
|
|
|
2,487,474 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.1% |
Germany — 0.1% |
FUCHS PETROLUB SE |
|
|
8,195 |
|
|
|
326 |
|
Henkel AG & Co KGaA |
|
|
25,973 |
|
|
|
2,052 |
|
Villeroy & Boch AG |
|
|
971 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $2,692) ($ Thousands) |
|
|
|
|
|
$ |
2,404 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.5% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(B) |
|
|
13,213,621 |
|
|
|
13,226 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $13,217) ($ Thousands) |
|
|
13,226 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
41,192,151 |
|
|
|
41,192 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $41,192) ($ Thousands) |
|
|
|
|
|
|
41,192 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.5% |
|
|
|
|
|
|
|
|
(Cost $2,331,052) ($ Thousands) |
|
$ |
2,544,296 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
33 |
|
|
|
Mar-2022 |
|
|
$ |
1,540 |
|
|
$ |
1,456 |
|
|
$ |
(68 |
) |
FTSE 100 Index |
|
|
6 |
|
|
|
Mar-2022 |
|
|
|
605 |
|
|
|
598 |
|
|
|
(1 |
) |
Hang Seng Index |
|
|
2 |
|
|
|
Mar-2022 |
|
|
|
296 |
|
|
|
290 |
|
|
|
(6 |
) |
S&P 500 Index E-MINI |
|
|
38 |
|
|
|
Mar-2022 |
|
|
|
8,445 |
|
|
|
8,299 |
|
|
|
(146 |
) |
SPI 200 Index |
|
|
2 |
|
|
|
Mar-2022 |
|
|
|
250 |
|
|
|
255 |
|
|
|
– |
|
TOPIX Index |
|
|
5 |
|
|
|
Mar-2022 |
|
|
|
826 |
|
|
|
821 |
|
|
|
(9 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
11,962 |
|
|
$ |
11,719 |
|
|
$ |
(230 |
) |
A list of the open forwards contracts held by the Fund at February 28, 2022, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
NZD |
|
|
|
1,736 |
|
|
|
USD |
|
|
|
1,153 |
|
|
$ |
(22 |
) |
BNP Paribas |
|
|
03/04/22 |
|
|
|
AUD |
|
|
|
16,187 |
|
|
|
USD |
|
|
|
11,572 |
|
|
|
(174 |
) |
BNP Paribas |
|
|
03/04/22 |
|
|
|
NOK |
|
|
|
60,979 |
|
|
|
USD |
|
|
|
6,944 |
|
|
|
9 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
CAD |
|
|
|
78,814 |
|
|
|
USD |
|
|
|
62,219 |
|
|
|
78 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
SEK |
|
|
|
80,463 |
|
|
|
USD |
|
|
|
8,746 |
|
|
|
219 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
HKD |
|
|
|
214,697 |
|
|
|
USD |
|
|
|
27,548 |
|
|
|
71 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
NZD |
|
|
|
95 |
|
|
|
USD |
|
|
|
63 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
185 |
|
|
|
NZD |
|
|
|
276 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
16 |
|
|
|
NZD |
|
|
|
24 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
209 |
|
|
|
NOK |
|
|
|
1,852 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
43 |
|
|
|
NOK |
|
|
|
380 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
622 |
|
|
|
SGD |
|
|
|
838 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
682 |
|
|
|
AUD |
|
|
|
949 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,134 |
|
|
|
SEK |
|
|
|
10,489 |
|
|
|
(23 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,337 |
|
|
|
HKD |
|
|
|
10,427 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,434 |
|
|
|
GBP |
|
|
|
1,058 |
|
|
|
(14 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
AUD |
|
|
|
1,724 |
|
|
|
USD |
|
|
|
1,234 |
|
|
|
(17 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,384 |
|
|
|
CAD |
|
|
|
1,763 |
|
|
|
6 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
647 |
|
|
|
CAD |
|
|
|
821 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
CHF |
|
|
|
2,360 |
|
|
|
USD |
|
|
|
2,559 |
|
|
|
(14 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
2,793 |
|
|
|
DKK |
|
|
|
18,221 |
|
|
|
(41 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
GBP |
|
|
|
2,752 |
|
|
|
USD |
|
|
|
3,741 |
|
|
|
48 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
GBP |
|
|
|
339 |
|
|
|
USD |
|
|
|
450 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SGD |
|
|
|
3,324 |
|
|
|
USD |
|
|
|
2,473 |
|
|
|
25 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SGD |
|
|
|
34 |
|
|
|
USD |
|
|
|
25 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
3,170 |
|
|
|
CHF |
|
|
|
2,929 |
|
|
|
24 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
687 |
|
|
|
CHF |
|
|
|
630 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
NOK |
|
|
|
500 |
|
|
|
USD |
|
|
|
57 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
NOK |
|
|
|
4,142 |
|
|
|
USD |
|
|
|
465 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
5,364 |
|
|
|
EUR |
|
|
|
4,712 |
|
|
|
(70 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
2,563 |
|
|
|
JPY |
|
|
|
296,170 |
|
|
|
9 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
3,160 |
|
|
|
JPY |
|
|
|
363,448 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
CAD |
|
|
|
1,190 |
|
|
|
USD |
|
|
|
939 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
CAD |
|
|
|
4,984 |
|
|
|
USD |
|
|
|
3,925 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SEK |
|
|
|
5,713 |
|
|
|
USD |
|
|
|
615 |
|
|
|
10 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SEK |
|
|
|
1,413 |
|
|
|
USD |
|
|
|
147 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
DKK |
|
|
|
6,531 |
|
|
|
USD |
|
|
|
999 |
|
|
|
12 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
DKK |
|
|
|
1,198 |
|
|
|
USD |
|
|
|
179 |
|
|
$ |
(2 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
EUR |
|
|
|
7,414 |
|
|
|
USD |
|
|
|
8,441 |
|
|
|
112 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
EUR |
|
|
|
994 |
|
|
|
USD |
|
|
|
1,105 |
|
|
|
(12 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
HKD |
|
|
|
20,288 |
|
|
|
USD |
|
|
|
2,602 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
JPY |
|
|
|
190,226 |
|
|
|
USD |
|
|
|
1,656 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
JPY |
|
|
|
866,508 |
|
|
|
USD |
|
|
|
7,492 |
|
|
|
(32 |
) |
Morgan Stanley |
|
|
12/15/21 |
|
|
|
CLP |
|
|
|
13,215,516 |
|
|
|
USD |
|
|
|
209,301 |
|
|
|
1,560 |
|
Standard Chartered |
|
|
03/04/22 |
|
|
|
SGD |
|
|
|
21,171 |
|
|
|
USD |
|
|
|
15,712 |
|
|
|
115 |
|
Westpac Banking |
|
|
03/04/22 |
|
|
|
EUR |
|
|
|
117,441 |
|
|
|
USD |
|
|
|
133,055 |
|
|
|
1,124 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
2,992 |
|
|
Percentages are based on Net Assets of $2,531,234 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $12,418 ($ Thousands). |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 28, 2022 was $13,226 ($ Thousands). |
AUD — Australian Dollar |
CAD — Canadian Dollar |
CHF — Swiss Franc |
Cl — Class |
CLP — Chilean Peso |
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 |
MXN — Mexican Peso |
NOK — Norwegian Krone |
NZD — New Zealand Dollar |
PLC — Public Limited Company |
S&P— Standard & Poor's |
SGD — Singapore Dollar |
SEK — Swedish Krona |
Ser — Series |
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 February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,791,279 |
|
|
|
696,195 |
|
|
|
– |
|
|
|
2,487,474 |
|
Preferred Stock |
|
|
– |
|
|
|
2,404 |
|
|
|
– |
|
|
|
2,404 |
|
Affiliated Partnership |
|
|
– |
|
|
|
13,226 |
|
|
|
– |
|
|
|
13,226 |
|
Cash Equivalent |
|
|
41,192 |
|
|
|
– |
|
|
|
– |
|
|
|
41,192 |
|
Total Investments in Securities |
|
|
1,832,471 |
|
|
|
711,825 |
|
|
|
– |
|
|
|
2,544,296 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(230 |
) |
|
|
– |
|
|
|
– |
|
|
|
(230 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
3,444 |
|
|
|
– |
|
|
|
3,444 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(452 |
) |
|
|
– |
|
|
|
(452 |
) |
Total Other Financial Instruments |
|
|
(230 |
) |
|
|
2,992 |
|
|
|
– |
|
|
|
2,762 |
|
|
*
|
Futures contracts and forwards contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, there were no transfers in or out of Level 3.
For information regarding the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual and annual financial statements.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Global Managed Volatility Fund (Concluded)
The following is a summary of the transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value
5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
21,842 |
|
|
$ |
152,156 |
|
|
$ |
(160,782 |
) |
|
$ |
1 |
|
|
$ |
9 |
|
|
$ |
13,226 |
|
|
|
13,213,621 |
|
|
$ |
191 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
— |
|
|
|
427,517 |
|
|
|
(386,325 |
) |
|
|
— |
|
|
|
— |
|
|
|
41,192 |
|
|
|
41,192,151 |
|
|
|
3 |
|
|
|
— |
|
Totals |
|
$ |
21,842 |
|
|
$ |
579,673 |
|
|
$ |
(547,107 |
) |
|
$ |
1 |
|
|
$ |
9 |
|
|
$ |
54,418 |
|
|
|
|
|
|
$ |
194 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 94.8% |
Argentina — 0.1% |
Ternium SA ADR |
|
|
270,299 |
|
|
$ |
10,617 |
|
Australia — 3.0% |
Adbri Ltd |
|
|
608,537 |
|
|
|
1,479 |
|
Altium Ltd |
|
|
32,487 |
|
|
|
767 |
|
Aristocrat Leisure Ltd |
|
|
173,980 |
|
|
|
4,803 |
|
ASX Ltd |
|
|
551,697 |
|
|
|
33,284 |
|
Beacon Lighting Group Ltd |
|
|
12,449 |
|
|
|
24 |
|
BGP Holdings * |
|
|
239,898 |
|
|
|
– |
|
BHP Group Ltd |
|
|
586,334 |
|
|
|
20,230 |
|
BlueScope Steel Ltd |
|
|
1,826,988 |
|
|
|
27,385 |
|
Fortescue Metals Group Ltd |
|
|
2,172,306 |
|
|
|
29,131 |
|
GrainCorp Ltd, Cl A |
|
|
11,293 |
|
|
|
70 |
|
Incitec Pivot Ltd |
|
|
999,438 |
|
|
|
2,264 |
|
Lynas Rare Earths Ltd * |
|
|
2,266,917 |
|
|
|
17,167 |
|
Macquarie Group Ltd |
|
|
42,240 |
|
|
|
5,605 |
|
Mineral Resources Ltd |
|
|
37,896 |
|
|
|
1,275 |
|
Orora Ltd |
|
|
848,712 |
|
|
|
2,306 |
|
Premier Investments Ltd |
|
|
4,382 |
|
|
|
89 |
|
Qantas Airways Ltd * |
|
|
11,521,970 |
|
|
|
42,970 |
|
Ridley Corp Ltd |
|
|
27,537 |
|
|
|
29 |
|
Seven West Media Ltd * |
|
|
37,897 |
|
|
|
17 |
|
Sonic Healthcare Ltd |
|
|
720,049 |
|
|
|
18,551 |
|
South32 Ltd |
|
|
10,255,407 |
|
|
|
36,512 |
|
Suncorp Group Ltd |
|
|
5,135,490 |
|
|
|
40,414 |
|
Technology One Ltd |
|
|
75,373 |
|
|
|
546 |
|
Whitehaven Coal Ltd |
|
|
1,048,765 |
|
|
|
2,490 |
|
| |
|
|
|
|
|
|
287,408 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.4% |
ANDRITZ AG |
|
|
104,561 |
|
|
|
4,686 |
|
Erste Group Bank AG |
|
|
12,104 |
|
|
|
435 |
|
OMV AG |
|
|
527,898 |
|
|
|
25,152 |
|
Raiffeisen Bank International AG * |
|
|
46,168 |
|
|
|
763 |
|
voestalpine AG |
|
|
70,059 |
|
|
|
2,317 |
|
| |
|
|
|
|
|
|
33,353 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.3% |
KBC Group NV |
|
|
453,851 |
|
|
|
32,529 |
|
Brazil — 1.4% |
Atacadao SA |
|
|
5,455,400 |
|
|
|
20,173 |
|
B3 SA - Brasil Bolsa Balcao |
|
|
14,586,174 |
|
|
|
41,281 |
|
Banco Bradesco SA ADR |
|
|
2,422,050 |
|
|
|
9,349 |
|
Banco do Brasil SA |
|
|
338,100 |
|
|
|
2,311 |
|
BrasilAgro - Co Brasileira de Propriedades Agricolas |
|
|
35,400 |
|
|
|
226 |
|
Cia de Saneamento de Minas Gerais-COPASA (Brazil) |
|
|
94,500 |
|
|
|
260 |
|
Cia Siderurgica Nacional SA |
|
|
555,251 |
|
|
|
2,705 |
|
CPFL Energia SA |
|
|
4,188,100 |
|
|
|
24,600 |
|
Jalles Machado SA |
|
|
26,200 |
|
|
|
55 |
|
JBS SA |
|
|
3,624,400 |
|
|
|
25,250 |
|
Minerva SA/Brazil |
|
|
931,944 |
|
|
|
1,955 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Petroleo Brasileiro SA ADR |
|
|
374,681 |
|
|
$ |
5,354 |
|
| |
|
|
|
|
|
|
133,519 |
|
| |
|
|
|
|
|
|
|
|
Canada — 3.1% |
Advantage Energy Ltd * |
|
|
350,800 |
|
|
|
2,049 |
|
Aritzia Inc * |
|
|
76,896 |
|
|
|
2,922 |
|
Birchcliff Energy Ltd (A) |
|
|
604,500 |
|
|
|
3,212 |
|
BRP Inc |
|
|
154,344 |
|
|
|
11,054 |
|
Canadian Natural Resources Ltd |
|
|
394,100 |
|
|
|
22,002 |
|
Canfor Corp * |
|
|
177,499 |
|
|
|
4,015 |
|
Capstone Mining Corp * |
|
|
68,300 |
|
|
|
354 |
|
Celestica Inc * |
|
|
12,700 |
|
|
|
151 |
|
CI Financial Corp |
|
|
93,718 |
|
|
|
1,533 |
|
Colliers International Group Inc |
|
|
2,451 |
|
|
|
337 |
|
Dollarama Inc |
|
|
245,276 |
|
|
|
12,667 |
|
Finning International Inc |
|
|
76,400 |
|
|
|
2,222 |
|
First Quantum Minerals Ltd |
|
|
1,225,423 |
|
|
|
35,912 |
|
Gildan Activewear Inc |
|
|
207,400 |
|
|
|
8,137 |
|
Home Capital Group Inc, Cl B |
|
|
497,200 |
|
|
|
15,018 |
|
IBI Group Inc * |
|
|
11,700 |
|
|
|
130 |
|
Interfor Corp * |
|
|
48,800 |
|
|
|
1,486 |
|
Magna International Inc, Cl A |
|
|
311,738 |
|
|
|
23,145 |
|
Martinrea International Inc |
|
|
74,445 |
|
|
|
580 |
|
MEG Energy Corp * |
|
|
187,600 |
|
|
|
2,448 |
|
Methanex Corp |
|
|
8,000 |
|
|
|
416 |
|
National Bank of Canada |
|
|
168,771 |
|
|
|
13,523 |
|
North West Co Inc/The |
|
|
23,000 |
|
|
|
653 |
|
Nutrien Ltd |
|
|
132,900 |
|
|
|
11,422 |
|
NuVista Energy Ltd * |
|
|
424,127 |
|
|
|
3,230 |
|
Peyto Exploration & Development Corp (A) |
|
|
143,313 |
|
|
|
1,236 |
|
Richelieu Hardware Ltd |
|
|
6,200 |
|
|
|
237 |
|
SNC-Lavalin Group Inc |
|
|
1,741,500 |
|
|
|
39,187 |
|
TMX Group Ltd |
|
|
287,056 |
|
|
|
28,978 |
|
Toromont Industries Ltd |
|
|
227,514 |
|
|
|
19,272 |
|
Tourmaline Oil Corp |
|
|
535,000 |
|
|
|
21,090 |
|
Uni-Select Inc * |
|
|
1,652 |
|
|
|
34 |
|
West Fraser Timber Co Ltd |
|
|
30,200 |
|
|
|
3,013 |
|
WSP Global Inc |
|
|
67,100 |
|
|
|
8,227 |
|
| |
|
|
|
|
|
|
299,892 |
|
| |
|
|
|
|
|
|
|
|
China — 2.3% |
Bank of Communications Co Ltd, Cl H |
|
|
3,656,985 |
|
|
|
2,508 |
|
China Coal Energy Co Ltd, Cl H |
|
|
5,173,645 |
|
|
|
3,253 |
|
China Construction Bank Corp, Cl H |
|
|
32,850,000 |
|
|
|
24,638 |
|
China Everbright Bank Co Ltd, Cl H |
|
|
2,172,000 |
|
|
|
808 |
|
COSCO SHIPPING Holdings Co Ltd, Cl H * |
|
|
73,000 |
|
|
|
148 |
|
Industrial Bank Co Ltd, Cl A |
|
|
6,712,700 |
|
|
|
23,550 |
|
JD.com Inc, Cl A * |
|
|
103,667 |
|
|
|
3,726 |
|
Li Ning Co Ltd |
|
|
625,500 |
|
|
|
6,254 |
|
LONGi Green Energy Technology Co Ltd, Cl A * |
|
|
4,575,222 |
|
|
|
56,700 |
|
Midea Group Co Ltd, Cl A |
|
|
4,859,057 |
|
|
|
51,518 |
|
NXP Semiconductors NV |
|
|
131,780 |
|
|
|
25,054 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Oppein Home Group Inc, Cl A |
|
|
1,070,250 |
|
|
$ |
21,539 |
|
PICC Property & Casualty Co Ltd |
|
|
5,270,000 |
|
|
|
5,565 |
|
Zhenro Properties Group Ltd |
|
|
810,000 |
|
|
|
70 |
|
| |
|
|
|
|
|
|
225,331 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 2.8% |
ALK-Abello A/S * |
|
|
1,010 |
|
|
|
387 |
|
AP Moller - Maersk A/S, Cl B |
|
|
10,247 |
|
|
|
32,562 |
|
Coloplast A/S, Cl B |
|
|
55,669 |
|
|
|
8,391 |
|
D/S Nordern A/S |
|
|
29,124 |
|
|
|
762 |
|
Demant A/S * |
|
|
385,812 |
|
|
|
16,328 |
|
DSV A/S |
|
|
79,023 |
|
|
|
14,642 |
|
Genmab A/S * |
|
|
102,319 |
|
|
|
34,437 |
|
Novo Nordisk A/S, Cl B |
|
|
1,136,603 |
|
|
|
117,258 |
|
Pandora A/S |
|
|
352,512 |
|
|
|
36,566 |
|
Royal Unibrew A/S |
|
|
62,400 |
|
|
|
6,660 |
|
Solar A/S, Cl B |
|
|
1,206 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
268,136 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.3% |
Fortum Oyj |
|
|
228,640 |
|
|
|
4,832 |
|
Kesko Oyj, Cl B |
|
|
285,944 |
|
|
|
8,452 |
|
Metso Outotec Oyj |
|
|
465,470 |
|
|
|
3,962 |
|
Orion Oyj, Cl B |
|
|
146,942 |
|
|
|
6,931 |
|
Sampo Oyj, Cl A |
|
|
116,380 |
|
|
|
5,535 |
|
| |
|
|
|
|
|
|
29,712 |
|
| |
|
|
|
|
|
|
|
|
France — 7.4% |
Air Liquide SA |
|
|
210,220 |
|
|
|
34,914 |
|
Airbus SE |
|
|
292,500 |
|
|
|
37,426 |
|
Alstom SA |
|
|
774,774 |
|
|
|
19,757 |
|
BNP Paribas SA |
|
|
652,540 |
|
|
|
38,068 |
|
Catana Group |
|
|
6,122 |
|
|
|
52 |
|
Cie de Saint-Gobain |
|
|
813,770 |
|
|
|
50,401 |
|
Criteo SA ADR * |
|
|
113,015 |
|
|
|
3,759 |
|
Danone SA |
|
|
472,140 |
|
|
|
28,717 |
|
Esker SA |
|
|
419 |
|
|
|
99 |
|
EssilorLuxottica SA |
|
|
50,300 |
|
|
|
8,800 |
|
Eurofins Scientific SE |
|
|
122,665 |
|
|
|
12,362 |
|
Euronext NV |
|
|
299,865 |
|
|
|
27,020 |
|
Faurecia SE |
|
|
721,051 |
|
|
|
27,305 |
|
Ipsen SA |
|
|
62,126 |
|
|
|
7,236 |
|
Legrand SA |
|
|
116,809 |
|
|
|
11,067 |
|
L'Oreal SA |
|
|
71,776 |
|
|
|
28,363 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
38,435 |
|
|
|
28,324 |
|
Orange SA |
|
|
1,661,010 |
|
|
|
20,044 |
|
Pernod Ricard SA |
|
|
72,754 |
|
|
|
15,938 |
|
Publicis Groupe SA |
|
|
447,741 |
|
|
|
29,817 |
|
Remy Cointreau SA |
|
|
28,345 |
|
|
|
5,465 |
|
Sanofi |
|
|
909,709 |
|
|
|
95,473 |
|
Sartorius Stedim Biotech |
|
|
17,183 |
|
|
|
6,623 |
|
Schneider Electric SE |
|
|
60,935 |
|
|
|
9,489 |
|
Societe Generale SA |
|
|
598,659 |
|
|
|
17,129 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sodexo SA |
|
|
1,267,282 |
|
|
$ |
106,442 |
|
Somfy SA |
|
|
759 |
|
|
|
136 |
|
Stellantis NV |
|
|
1,700,962 |
|
|
|
31,159 |
|
Veolia Environnement SA |
|
|
315,530 |
|
|
|
11,015 |
|
| |
|
|
|
|
|
|
712,400 |
|
| |
|
|
|
|
|
|
|
|
Germany — 4.2% |
adidas AG |
|
|
96,610 |
|
|
|
22,672 |
|
Aroundtown SA |
|
|
4,870,566 |
|
|
|
30,141 |
|
BioNTech SE ADR *(A) |
|
|
117,063 |
|
|
|
17,654 |
|
Carl Zeiss Meditec AG |
|
|
65,863 |
|
|
|
10,318 |
|
Continental AG * |
|
|
246,454 |
|
|
|
21,008 |
|
Dermapharm Holding SE |
|
|
350 |
|
|
|
25 |
|
Deutsche Bank AG |
|
|
176,563 |
|
|
|
2,206 |
|
Deutsche Boerse AG |
|
|
198,158 |
|
|
|
33,678 |
|
Deutsche Post AG |
|
|
118,769 |
|
|
|
5,984 |
|
Deutsche Telekom AG |
|
|
1,748,980 |
|
|
|
31,276 |
|
Fresenius Medical Care AG & Co KGaA |
|
|
499,610 |
|
|
|
32,100 |
|
Heidelberger Druckmaschinen AG * |
|
|
293,969 |
|
|
|
826 |
|
K+S AG |
|
|
162,113 |
|
|
|
4,150 |
|
Knorr-Bremse AG |
|
|
153,560 |
|
|
|
13,473 |
|
Merck KGaA |
|
|
121,184 |
|
|
|
24,240 |
|
QIAGEN NV * |
|
|
117,296 |
|
|
|
5,840 |
|
Rheinmetall AG |
|
|
445,555 |
|
|
|
66,358 |
|
SAP SE |
|
|
346,191 |
|
|
|
39,159 |
|
Scout24 SE |
|
|
179,757 |
|
|
|
10,409 |
|
Siemens AG |
|
|
214,610 |
|
|
|
30,115 |
|
Siemens Energy AG |
|
|
107,308 |
|
|
|
2,518 |
|
Wacker Chemie AG |
|
|
14,643 |
|
|
|
2,246 |
|
| |
|
|
|
|
|
|
406,396 |
|
| |
|
|
|
|
|
|
|
|
Greece — 0.0% |
Danaos Corp |
|
|
634 |
|
|
|
59 |
|
National Bank of Greece SA * |
|
|
221,702 |
|
|
|
818 |
|
| |
|
|
|
|
|
|
877 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 6.2% |
AIA Group Ltd |
|
|
1,420,200 |
|
|
|
14,804 |
|
Alibaba Group Holding Ltd * |
|
|
2,091,400 |
|
|
|
27,738 |
|
Alibaba Group Holding Ltd ADR * |
|
|
95,518 |
|
|
|
10,047 |
|
ASM Pacific Technology Ltd |
|
|
174,500 |
|
|
|
1,914 |
|
Bank of China Ltd, Cl H |
|
|
8,699,000 |
|
|
|
3,390 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
52,790 |
|
|
|
– |
|
China Resources Gas Group Ltd |
|
|
4,114,000 |
|
|
|
18,885 |
|
China Resources Land Ltd |
|
|
7,586,000 |
|
|
|
36,941 |
|
China Risun Group Ltd |
|
|
1,989,000 |
|
|
|
1,241 |
|
China Sanjiang Fine Chemicals Co Ltd |
|
|
1,844,242 |
|
|
|
489 |
|
Chow Tai Fook Jewellery Group Ltd |
|
|
1,585,200 |
|
|
|
3,299 |
|
CIFI Holdings Group Co Ltd |
|
|
46,086,600 |
|
|
|
32,187 |
|
Dongyue Group Ltd |
|
|
450,000 |
|
|
|
657 |
|
Galaxy Entertainment Group Ltd * |
|
|
3,508,000 |
|
|
|
19,555 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
535,535 |
|
|
|
25,942 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
25,698,181 |
|
|
|
15,372 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kunlun Energy Co Ltd |
|
|
34,624,000 |
|
|
$ |
34,091 |
|
Lee & Man Paper Manufacturing Ltd |
|
|
2,639,243 |
|
|
|
1,699 |
|
Lenovo Group Ltd |
|
|
12,574,000 |
|
|
|
14,028 |
|
Lonking Holdings Ltd |
|
|
1,502,732 |
|
|
|
401 |
|
NetDragon Websoft Holdings Ltd |
|
|
325,000 |
|
|
|
730 |
|
Nine Dragons Paper Holdings Ltd |
|
|
5,526,000 |
|
|
|
5,311 |
|
Orient Overseas International Ltd |
|
|
593,003 |
|
|
|
16,780 |
|
PetroChina Co Ltd, Cl H |
|
|
28,334,045 |
|
|
|
15,377 |
|
Samsonite International SA * |
|
|
29,593,650 |
|
|
|
66,363 |
|
Sands China Ltd * |
|
|
13,755,200 |
|
|
|
36,149 |
|
Shanghai Pharmaceuticals Holding Co Ltd, Cl H |
|
|
18,660,000 |
|
|
|
33,658 |
|
SITC International Holdings Co Ltd |
|
|
665,000 |
|
|
|
2,746 |
|
Skyworth Group Ltd * |
|
|
706,000 |
|
|
|
400 |
|
Techtronic Industries Co Ltd |
|
|
303,000 |
|
|
|
5,094 |
|
Tencent Holdings Ltd |
|
|
333,200 |
|
|
|
17,951 |
|
Tingyi Cayman Islands Holding Corp |
|
|
992,000 |
|
|
|
2,187 |
|
Tongcheng Travel Holdings Ltd * |
|
|
9,643,200 |
|
|
|
17,983 |
|
Topsports International Holdings Ltd |
|
|
41,064,000 |
|
|
|
42,849 |
|
Xinyi Glass Holdings Ltd |
|
|
15,524,000 |
|
|
|
40,902 |
|
Zhongsheng Group Holdings Ltd |
|
|
4,441,500 |
|
|
|
31,026 |
|
| |
|
|
|
|
|
|
598,186 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.2% |
OTP Bank Nyrt * |
|
|
557,668 |
|
|
|
21,694 |
|
India — 1.4% |
Butterfly Gandhimathi Appliances Ltd |
|
|
3,466 |
|
|
|
64 |
|
Coal India Ltd |
|
|
672,781 |
|
|
|
1,525 |
|
GAIL India Ltd |
|
|
1,189,702 |
|
|
|
2,307 |
|
HCL Technologies Ltd |
|
|
10,031 |
|
|
|
151 |
|
HDFC Bank Ltd ADR |
|
|
427,494 |
|
|
|
26,577 |
|
Hindustan Aeronautics Ltd |
|
|
123,830 |
|
|
|
2,296 |
|
Hindustan Petroleum Corp Ltd |
|
|
229,724 |
|
|
|
840 |
|
Indian Oil Corp Ltd |
|
|
2,393,512 |
|
|
|
3,682 |
|
Infosys Ltd |
|
|
270,075 |
|
|
|
6,165 |
|
Karnataka Bank Ltd/The |
|
|
166,869 |
|
|
|
134 |
|
Kewal Kiran Clothing Ltd |
|
|
9,323 |
|
|
|
25 |
|
KPIT Technologies Ltd |
|
|
81,978 |
|
|
|
630 |
|
Mindtree Ltd |
|
|
11,485 |
|
|
|
596 |
|
Mphasis Ltd |
|
|
89,754 |
|
|
|
3,740 |
|
National Aluminium Co Ltd |
|
|
4,731,568 |
|
|
|
7,707 |
|
Nava Bharat Ventures Ltd |
|
|
28,192 |
|
|
|
48 |
|
Oracle Financial Services Software Ltd |
|
|
17,989 |
|
|
|
815 |
|
Orient Green Power Co Ltd * |
|
|
39,573 |
|
|
|
6 |
|
Page Industries Ltd |
|
|
3,615 |
|
|
|
2,036 |
|
Persistent Systems Ltd |
|
|
66,361 |
|
|
|
3,505 |
|
Power Grid Corp of India Ltd |
|
|
7,901,117 |
|
|
|
22,013 |
|
Precision Wires India Ltd |
|
|
15,991 |
|
|
|
19 |
|
Redington India Ltd |
|
|
529,020 |
|
|
|
1,089 |
|
Reliance Industries Ltd |
|
|
206,610 |
|
|
|
6,515 |
|
Tata Elxsi Ltd |
|
|
14,721 |
|
|
|
1,269 |
|
Tech Mahindra Ltd |
|
|
1,976,894 |
|
|
|
37,282 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WNS Holdings Ltd ADR * |
|
|
11,264 |
|
|
$ |
931 |
|
| |
|
|
|
|
|
|
131,967 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.1% |
Adaro Energy Tbk PT |
|
|
17,171,000 |
|
|
|
2,943 |
|
Astra Agro Lestari Tbk PT |
|
|
273,460 |
|
|
|
217 |
|
Bank Mandiri Persero Tbk PT |
|
|
3,523,500 |
|
|
|
1,888 |
|
Bank Tabungan Negara Persero Tbk PT * |
|
|
488,682 |
|
|
|
61 |
|
Dharma Satya Nusantara Tbk PT |
|
|
1,371,800 |
|
|
|
60 |
|
Gudang Garam Tbk PT |
|
|
105,867 |
|
|
|
232 |
|
Hanjaya Mandala Sampoerna Tbk PT |
|
|
753,659 |
|
|
|
51 |
|
Japfa Comfeed Indonesia Tbk PT |
|
|
1,655,800 |
|
|
|
182 |
|
Telkom Indonesia Persero Tbk PT |
|
|
5,711,900 |
|
|
|
1,728 |
|
United Tractors Tbk PT |
|
|
1,651,500 |
|
|
|
2,874 |
|
| |
|
|
|
|
|
|
10,236 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 1.6% |
Accenture PLC, Cl A |
|
|
78,473 |
|
|
|
24,799 |
|
Bank of Ireland Group PLC * |
|
|
5,797,315 |
|
|
|
38,071 |
|
CRH PLC |
|
|
627,900 |
|
|
|
28,070 |
|
ICON PLC * |
|
|
243,686 |
|
|
|
58,000 |
|
| |
|
|
|
|
|
|
148,940 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.8% |
Bank Hapoalim BM |
|
|
1,490,397 |
|
|
|
15,808 |
|
Bank Leumi Le-Israel BM |
|
|
5,496,359 |
|
|
|
59,466 |
|
Bezeq The Israeli Telecommunication Corp Ltd * |
|
|
44,347 |
|
|
|
73 |
|
Check Point Software Technologies Ltd * |
|
|
389,963 |
|
|
|
56,498 |
|
ICL Group Ltd |
|
|
453,160 |
|
|
|
5,228 |
|
Inmode Ltd * |
|
|
90,616 |
|
|
|
3,868 |
|
Isracard Ltd |
|
|
18 |
|
|
|
– |
|
Israel Discount Bank Ltd, Cl A |
|
|
1,725,229 |
|
|
|
11,346 |
|
Mizrahi Tefahot Bank Ltd |
|
|
70,603 |
|
|
|
2,755 |
|
Perion Network Ltd * |
|
|
4,063 |
|
|
|
93 |
|
ZIM Integrated Shipping Services Ltd |
|
|
194,529 |
|
|
|
13,576 |
|
| |
|
|
|
|
|
|
168,711 |
|
| |
|
|
|
|
|
|
|
|
Italy — 3.5% |
Aeffe SpA * |
|
|
23,423 |
|
|
|
60 |
|
Azimut Holding SpA |
|
|
79,272 |
|
|
|
1,904 |
|
Banca IFIS SpA |
|
|
56,630 |
|
|
|
1,204 |
|
Banco BPM SpA |
|
|
2,189,431 |
|
|
|
7,495 |
|
Danieli & C Officine Meccaniche SpA |
|
|
5,930 |
|
|
|
93 |
|
DiaSorin SpA |
|
|
5,225 |
|
|
|
784 |
|
Enel SpA |
|
|
4,090,970 |
|
|
|
30,126 |
|
Eni SpA |
|
|
2,187,461 |
|
|
|
33,964 |
|
EXOR NV |
|
|
176,053 |
|
|
|
13,338 |
|
Iveco Group NV * |
|
|
473,172 |
|
|
|
3,953 |
|
Mediobanca Banca di Credito Finanziario SpA |
|
|
2,784,930 |
|
|
|
29,130 |
|
MFE-MediaForEurope, Cl A * |
|
|
322,857 |
|
|
|
291 |
|
MFE-MediaForEurope, Cl B * |
|
|
379,719 |
|
|
|
468 |
|
Pirelli & C SpA |
|
|
5,057,270 |
|
|
|
27,889 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Prysmian SpA |
|
|
1,770,196 |
|
|
$ |
58,224 |
|
Recordati SpA |
|
|
61,283 |
|
|
|
2,993 |
|
Sanlorenzo SpA/Ameglia |
|
|
673 |
|
|
|
29 |
|
Stellantis NV |
|
|
3,951,384 |
|
|
|
72,308 |
|
Tenaris SA |
|
|
148,258 |
|
|
|
1,928 |
|
UniCredit SpA |
|
|
3,936,401 |
|
|
|
49,108 |
|
| |
|
|
|
|
|
|
335,289 |
|
| |
|
|
|
|
|
|
|
|
Japan — 12.4% |
Advantest Corp |
|
|
336,300 |
|
|
|
26,728 |
|
AEON Financial Service Co Ltd |
|
|
228,100 |
|
|
|
2,355 |
|
Amada Co Ltd |
|
|
2,280,000 |
|
|
|
20,229 |
|
Aoyama Trading Co Ltd |
|
|
11,600 |
|
|
|
69 |
|
Arealink Co Ltd |
|
|
2,000 |
|
|
|
23 |
|
Asahi Group Holdings Ltd |
|
|
1,864,200 |
|
|
|
75,487 |
|
Bank of Saga Ltd |
|
|
1,800 |
|
|
|
24 |
|
Brother Industries Ltd |
|
|
83,900 |
|
|
|
1,523 |
|
Canon Inc |
|
|
630,700 |
|
|
|
14,846 |
|
Capcom Co Ltd (A) |
|
|
581,200 |
|
|
|
13,707 |
|
Chori Co Ltd |
|
|
1,600 |
|
|
|
25 |
|
COLOPL Inc * |
|
|
121,700 |
|
|
|
684 |
|
Daihatsu Diesel Manufacturing Co Ltd |
|
|
5,200 |
|
|
|
23 |
|
Daihen Corp |
|
|
1,300 |
|
|
|
49 |
|
Dai-ichi Life Holdings Inc |
|
|
87,200 |
|
|
|
1,824 |
|
Daisue Construction Co Ltd |
|
|
2,500 |
|
|
|
29 |
|
Daito Trust Construction Co Ltd |
|
|
321,900 |
|
|
|
35,702 |
|
Daitron Co Ltd |
|
|
1,600 |
|
|
|
25 |
|
Daiwa House Industry Co Ltd |
|
|
112,500 |
|
|
|
3,204 |
|
Daiwa Industries Ltd |
|
|
2,500 |
|
|
|
24 |
|
Digital Hearts Holdings Co Ltd |
|
|
3,900 |
|
|
|
53 |
|
Digital Holdings Inc |
|
|
4,600 |
|
|
|
60 |
|
Dip Corp |
|
|
417,100 |
|
|
|
12,340 |
|
Disco Corp |
|
|
17,400 |
|
|
|
4,889 |
|
Elecom Co Ltd |
|
|
11,400 |
|
|
|
157 |
|
ENEOS Holdings Inc |
|
|
5,508,600 |
|
|
|
21,941 |
|
Fudo Tetra Corp |
|
|
2,000 |
|
|
|
27 |
|
Fuji Electric Co Ltd |
|
|
769,500 |
|
|
|
39,719 |
|
Fujibo Holdings Inc |
|
|
1,000 |
|
|
|
31 |
|
Fujitsu Ltd |
|
|
187,200 |
|
|
|
27,037 |
|
Glory Ltd |
|
|
3,600 |
|
|
|
65 |
|
GungHo Online Entertainment Inc |
|
|
1,116,000 |
|
|
|
24,601 |
|
Gunze Ltd |
|
|
1,400 |
|
|
|
48 |
|
Hirata Corp |
|
|
1,000 |
|
|
|
45 |
|
Hitachi Ltd |
|
|
1,313,200 |
|
|
|
64,735 |
|
Horiba Ltd |
|
|
398,700 |
|
|
|
22,913 |
|
I-PEX Inc |
|
|
6,700 |
|
|
|
86 |
|
Japan Post Insurance Co Ltd |
|
|
201,100 |
|
|
|
3,425 |
|
JK Holdings Co Ltd |
|
|
3,600 |
|
|
|
33 |
|
Kanamoto Co Ltd |
|
|
5,200 |
|
|
|
103 |
|
Kao Corp |
|
|
481,400 |
|
|
|
22,528 |
|
KDDI Corp |
|
|
662,100 |
|
|
|
21,635 |
|
Keyence Corp |
|
|
54,349 |
|
|
|
25,552 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Konami Holdings Corp |
|
|
413,900 |
|
|
$ |
23,406 |
|
Konica Minolta Inc |
|
|
585,700 |
|
|
|
2,477 |
|
Lawson Inc |
|
|
70,400 |
|
|
|
2,939 |
|
Makita Corp |
|
|
113,000 |
|
|
|
4,043 |
|
Mazda Motor Corp |
|
|
697,000 |
|
|
|
5,166 |
|
Miroku Jyoho Service Co Ltd |
|
|
6,800 |
|
|
|
90 |
|
Mitsubishi Electric Corp |
|
|
737,900 |
|
|
|
8,860 |
|
Mitsubishi UFJ Financial Group Inc |
|
|
9,756,400 |
|
|
|
60,359 |
|
Mitsui & Co Ltd |
|
|
352,200 |
|
|
|
8,791 |
|
Mixi Inc |
|
|
264,700 |
|
|
|
5,136 |
|
Nihon M&A Center Holdings Inc |
|
|
14,600 |
|
|
|
214 |
|
Nihon Unisys Ltd |
|
|
86,100 |
|
|
|
2,363 |
|
Nikon Corp |
|
|
224,200 |
|
|
|
2,330 |
|
Nippon Shinyaku Co Ltd |
|
|
234,100 |
|
|
|
15,173 |
|
Nippon Telegraph & Telephone Corp |
|
|
37,100 |
|
|
|
1,062 |
|
Nippon Thompson Co Ltd |
|
|
12,000 |
|
|
|
57 |
|
Nissan Tokyo Sales Holdings Co Ltd |
|
|
86,600 |
|
|
|
177 |
|
Nitto Seiko Co Ltd |
|
|
5,400 |
|
|
|
24 |
|
Nittoku Co Ltd |
|
|
3,700 |
|
|
|
86 |
|
Okabe Co Ltd |
|
|
6,100 |
|
|
|
38 |
|
ORIX Corp |
|
|
4,069,100 |
|
|
|
80,724 |
|
Pacific Industrial Co Ltd |
|
|
5,300 |
|
|
|
47 |
|
Pasona Group Inc |
|
|
3,800 |
|
|
|
83 |
|
Pigeon Corp |
|
|
184,100 |
|
|
|
3,395 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
1,216,660 |
|
|
|
50,701 |
|
Sankyu Inc |
|
|
495,700 |
|
|
|
17,238 |
|
SBI Holdings Inc/Japan |
|
|
1,151,315 |
|
|
|
30,148 |
|
SCREEN Holdings Co Ltd |
|
|
381,800 |
|
|
|
37,356 |
|
Seiko Epson Corp |
|
|
197,800 |
|
|
|
3,043 |
|
Seven & i Holdings Co Ltd |
|
|
355,700 |
|
|
|
17,292 |
|
Shimamura Co Ltd |
|
|
74,900 |
|
|
|
6,775 |
|
Shimano Inc |
|
|
34,800 |
|
|
|
8,095 |
|
Shin-Etsu Chemical Co Ltd |
|
|
30,400 |
|
|
|
4,696 |
|
Shinnihon Corp |
|
|
3,800 |
|
|
|
25 |
|
Showa Denko KK |
|
|
1,766,400 |
|
|
|
32,471 |
|
Sinfonia Technology Co Ltd |
|
|
2,900 |
|
|
|
33 |
|
SMS Co Ltd |
|
|
347,000 |
|
|
|
9,337 |
|
Soda Nikka Co Ltd |
|
|
4,600 |
|
|
|
29 |
|
Sompo Holdings Inc |
|
|
34,300 |
|
|
|
1,495 |
|
Sony Group Corp |
|
|
763,971 |
|
|
|
78,489 |
|
Sprix Ltd |
|
|
2,400 |
|
|
|
30 |
|
Star Micronics Co Ltd |
|
|
7,200 |
|
|
|
92 |
|
Sumitomo Forestry Co Ltd |
|
|
3,900 |
|
|
|
75 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
276,700 |
|
|
|
9,868 |
|
Sumitomo Rubber Industries Ltd |
|
|
171,000 |
|
|
|
1,656 |
|
Suzuki Motor Corp |
|
|
781,700 |
|
|
|
31,093 |
|
T&D Holdings Inc |
|
|
62,500 |
|
|
|
908 |
|
Takaoka Toko Co Ltd |
|
|
4,000 |
|
|
|
51 |
|
TIS Inc |
|
|
256,600 |
|
|
|
6,081 |
|
Tobishima Corp |
|
|
4,500 |
|
|
|
45 |
|
Tochigi Bank |
|
|
17,500 |
|
|
|
34 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Toei Animation Co Ltd |
|
|
89,700 |
|
|
$ |
7,983 |
|
Toho Holdings Co Ltd |
|
|
45,300 |
|
|
|
746 |
|
Tokio Marine Holdings Inc |
|
|
52,600 |
|
|
|
3,006 |
|
Tokyo Electron Ltd |
|
|
53,400 |
|
|
|
26,151 |
|
Toshiba Corp |
|
|
25,300 |
|
|
|
1,008 |
|
Tosoh Corp |
|
|
2,557,700 |
|
|
|
39,881 |
|
Trend Micro Inc/Japan |
|
|
64,500 |
|
|
|
3,599 |
|
UT Group Co Ltd |
|
|
616,300 |
|
|
|
18,718 |
|
Wakita & Co Ltd |
|
|
3,600 |
|
|
|
31 |
|
Workman Co Ltd |
|
|
113,400 |
|
|
|
4,970 |
|
Xebio Holdings Co Ltd |
|
|
4,500 |
|
|
|
38 |
|
Yamaha Motor Co Ltd |
|
|
61,100 |
|
|
|
1,374 |
|
Yondenko Corp |
|
|
1,900 |
|
|
|
27 |
|
Yurtec Corp |
|
|
5,600 |
|
|
|
36 |
|
Z Holdings Corp |
|
|
4,952,200 |
|
|
|
24,074 |
|
| |
|
|
|
|
|
|
1,194,441 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.0% |
Majorel Group Luxembourg SA * |
|
|
1,969 |
|
|
|
60 |
|
Malaysia — 0.1% |
Hong Leong Financial Group Bhd |
|
|
123,020 |
|
|
|
566 |
|
Pantech Group Holdings Bhd |
|
|
216,400 |
|
|
|
32 |
|
Petronas Chemicals Group Bhd |
|
|
3,172,600 |
|
|
|
7,221 |
|
| |
|
|
|
|
|
|
7,819 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.4% |
Arca Continental SAB de CV |
|
|
199,233 |
|
|
|
1,316 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
5,503,930 |
|
|
|
37,440 |
|
| |
|
|
|
|
|
|
38,756 |
|
| |
|
|
|
|
|
|
|
|
Monaco — 0.0% |
Costamare Inc |
|
|
6,655 |
|
|
|
90 |
|
Netherlands — 4.7% |
ABN AMRO Bank NV |
|
|
2,065,680 |
|
|
|
27,321 |
|
Adyen NV * |
|
|
13,248 |
|
|
|
27,245 |
|
ArcelorMittal SA |
|
|
1,547,082 |
|
|
|
48,040 |
|
ASML Holding NV |
|
|
101,952 |
|
|
|
68,235 |
|
BE Semiconductor Industries NV |
|
|
97,151 |
|
|
|
8,215 |
|
ING Groep NV |
|
|
5,626,138 |
|
|
|
65,862 |
|
Koninklijke Ahold Delhaize NV |
|
|
897,320 |
|
|
|
27,598 |
|
Koninklijke DSM NV |
|
|
171,652 |
|
|
|
32,168 |
|
NN Group NV |
|
|
1,151,728 |
|
|
|
55,233 |
|
OCI NV * |
|
|
983,366 |
|
|
|
27,943 |
|
Randstad NV |
|
|
293,434 |
|
|
|
19,828 |
|
Universal Music Group NV |
|
|
441,349 |
|
|
|
10,114 |
|
Wolters Kluwer NV |
|
|
387,534 |
|
|
|
39,384 |
|
| |
|
|
|
|
|
|
457,186 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.7% |
Aker BP ASA |
|
|
448,724 |
|
|
|
14,030 |
|
DNB Bank ASA |
|
|
3,221,402 |
|
|
|
72,076 |
|
Equinor ASA |
|
|
1,021,131 |
|
|
|
32,394 |
|
FLEX LNG Ltd (A) |
|
|
27,902 |
|
|
|
692 |
|
Gjensidige Forsikring ASA |
|
|
392,210 |
|
|
|
9,719 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kongsberg Gruppen ASA |
|
|
10,423 |
|
|
$ |
368 |
|
MPC Container Ships AS |
|
|
607,898 |
|
|
|
1,912 |
|
Norsk Hydro ASA |
|
|
888,240 |
|
|
|
8,427 |
|
Salmar ASA |
|
|
293,210 |
|
|
|
21,637 |
|
| |
|
|
|
|
|
|
161,255 |
|
| |
|
|
|
|
|
|
|
|
Poland — 0.3% |
Asseco Poland SA |
|
|
5,628 |
|
|
|
99 |
|
Bank Polska Kasa Opieki SA |
|
|
199,190 |
|
|
|
5,482 |
|
Cognor Holding SA |
|
|
41,096 |
|
|
|
45 |
|
Enea SA |
|
|
23,360 |
|
|
|
49 |
|
Orange Polska SA |
|
|
366,955 |
|
|
|
683 |
|
PGE Polska Grupa Energetyczna SA * |
|
|
571,768 |
|
|
|
1,114 |
|
Polskie Gornictwo Naftowe i Gazownictwo SA |
|
|
1,871,271 |
|
|
|
2,483 |
|
Powszechna Kasa Oszczednosci Bank Polski SA * |
|
|
720,317 |
|
|
|
6,936 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
867,127 |
|
|
|
6,535 |
|
Santander Bank Polska SA |
|
|
8,857 |
|
|
|
665 |
|
Tauron Polska Energia SA * |
|
|
216,977 |
|
|
|
129 |
|
| |
|
|
|
|
|
|
24,220 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.4% |
EDP - Energias de Portugal SA |
|
|
8,390,810 |
|
|
|
40,831 |
|
Qatar — 0.1% |
Gulf International Services QSC * |
|
|
152,244 |
|
|
|
74 |
|
Industries Qatar QSC |
|
|
374,699 |
|
|
|
1,883 |
|
Mekdam Holding Group |
|
|
38,114 |
|
|
|
101 |
|
Ooredoo QPSC |
|
|
238,410 |
|
|
|
503 |
|
Qatar National Bank QPSC |
|
|
1,745,029 |
|
|
|
10,447 |
|
| |
|
|
|
|
|
|
13,008 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Raspadskaya OJSC (B) |
|
|
374,156 |
|
|
|
559 |
|
Saudi Arabia — 0.8% |
Al Rajhi Bank |
|
|
472,355 |
|
|
|
20,251 |
|
Arabian Cement Co/Saudi Arabia |
|
|
135,430 |
|
|
|
1,446 |
|
Astra Industrial Group |
|
|
142,790 |
|
|
|
1,495 |
|
Bank AlBilad * |
|
|
49,058 |
|
|
|
770 |
|
Bawan Co |
|
|
102,169 |
|
|
|
990 |
|
Etihad Etisalat Co |
|
|
266,058 |
|
|
|
2,479 |
|
National Industrialization Co * |
|
|
1,303,903 |
|
|
|
7,862 |
|
National Medical Care Co |
|
|
19,877 |
|
|
|
372 |
|
Saudi Basic Industries Corp |
|
|
913,862 |
|
|
|
30,408 |
|
Saudi Electricity Co |
|
|
236,052 |
|
|
|
1,737 |
|
Saudi Kayan Petrochemical Co * |
|
|
808,541 |
|
|
|
4,400 |
|
United International Transportation Co |
|
|
274,676 |
|
|
|
3,576 |
|
Zamil Industrial Investment Co * |
|
|
241,983 |
|
|
|
1,810 |
|
| |
|
|
|
|
|
|
77,596 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.0% |
Jardine Cycle & Carriage Ltd |
|
|
103,200 |
|
|
|
1,665 |
|
South Africa — 0.3% |
ArcelorMittal South Africa Ltd * |
|
|
135,846 |
|
|
|
77 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Clicks Group Ltd |
|
|
673,190 |
|
|
$ |
13,056 |
|
Harmony Gold Mining Co Ltd ADR |
|
|
29,780 |
|
|
|
127 |
|
Investec Ltd |
|
|
16,991 |
|
|
|
95 |
|
MTN Group * |
|
|
583,330 |
|
|
|
7,242 |
|
Shoprite Holdings Ltd |
|
|
301,580 |
|
|
|
4,475 |
|
Thungela Resources Ltd * |
|
|
32,059 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
25,362 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 5.6% |
Agabang&Company * |
|
|
18,483 |
|
|
|
62 |
|
BNK Financial Group Inc |
|
|
912,896 |
|
|
|
5,989 |
|
Coway Co Ltd |
|
|
816,401 |
|
|
|
48,915 |
|
Daishin Securities Co Ltd |
|
|
34,929 |
|
|
|
496 |
|
DB HiTek Co Ltd |
|
|
14,156 |
|
|
|
823 |
|
DGB Financial Group Inc |
|
|
183,394 |
|
|
|
1,448 |
|
Doosan Co Ltd |
|
|
13,472 |
|
|
|
1,276 |
|
Fila Holdings Corp |
|
|
60,114 |
|
|
|
1,784 |
|
Hana Financial Group Inc |
|
|
906,321 |
|
|
|
36,772 |
|
Hanwha Aerospace Co Ltd |
|
|
59,282 |
|
|
|
2,586 |
|
Hyosung TNC Corp |
|
|
2,851 |
|
|
|
1,156 |
|
Hyundai Engineering & Construction Co Ltd |
|
|
30,233 |
|
|
|
1,091 |
|
Hyundai Steel Co |
|
|
111,743 |
|
|
|
3,716 |
|
Ilshin Spinning Co Ltd |
|
|
206 |
|
|
|
20 |
|
KB Financial Group Inc |
|
|
1,207,006 |
|
|
|
59,908 |
|
Kia Corp |
|
|
610,736 |
|
|
|
38,028 |
|
Korea Investment Holdings Co Ltd |
|
|
7,078 |
|
|
|
469 |
|
KT Corp |
|
|
162,266 |
|
|
|
4,323 |
|
KT Corp SP ADR * |
|
|
604,051 |
|
|
|
7,967 |
|
LG Display Co Ltd (A) |
|
|
263,211 |
|
|
|
4,123 |
|
LG Electronics Inc |
|
|
221,204 |
|
|
|
23,147 |
|
LG Household & Health Care Ltd |
|
|
8,130 |
|
|
|
6,440 |
|
Lotte Confectionery Co Ltd |
|
|
316 |
|
|
|
31 |
|
LS Electric Co Ltd |
|
|
9,570 |
|
|
|
344 |
|
LX Semicon Co Ltd |
|
|
14,574 |
|
|
|
1,400 |
|
Meritz Financial Group Inc |
|
|
863 |
|
|
|
26 |
|
POSCO Holdings Inc |
|
|
58,179 |
|
|
|
13,845 |
|
Sajodaerim Corp |
|
|
1,585 |
|
|
|
38 |
|
Samsung Card Co Ltd |
|
|
32,499 |
|
|
|
869 |
|
Samsung Electronics Co Ltd |
|
|
1,822,697 |
|
|
|
110,610 |
|
Shinhan Financial Group Co Ltd |
|
|
362,856 |
|
|
|
11,788 |
|
SK Hynix Inc |
|
|
653,646 |
|
|
|
68,558 |
|
SK Square Co Ltd * |
|
|
260,869 |
|
|
|
12,148 |
|
SK Telecom Co Ltd |
|
|
1,371,859 |
|
|
|
62,368 |
|
SPC Samlip Co Ltd |
|
|
642 |
|
|
|
45 |
|
Unid Co Ltd |
|
|
12,581 |
|
|
|
912 |
|
Woori Financial Group Inc |
|
|
467,773 |
|
|
|
5,590 |
|
| |
|
|
|
|
|
|
539,111 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.6% |
Amadeus IT Group SA, Cl A * |
|
|
570,910 |
|
|
|
38,186 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
1,479,220 |
|
|
|
8,750 |
|
Industria de Diseno Textil SA |
|
|
356,947 |
|
|
|
9,408 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Laboratorios Farmaceuticos Rovi SA |
|
|
1,649 |
|
|
$ |
134 |
|
| |
|
|
|
|
|
|
56,478 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 2.0% |
Assa Abloy AB, Cl B |
|
|
521,037 |
|
|
|
13,857 |
|
Atlas Copco AB, Cl A |
|
|
105,300 |
|
|
|
5,511 |
|
BE Group AB |
|
|
5,886 |
|
|
|
88 |
|
Byggmax Group AB |
|
|
33,821 |
|
|
|
237 |
|
Clas Ohlson AB, Cl B |
|
|
34,854 |
|
|
|
394 |
|
Essity AB, Cl B |
|
|
951,550 |
|
|
|
24,659 |
|
Ferronordic AB |
|
|
9,299 |
|
|
|
110 |
|
Fortnox AB |
|
|
112,905 |
|
|
|
454 |
|
Getinge AB, Cl B |
|
|
263,721 |
|
|
|
10,356 |
|
H & M Hennes & Mauritz AB, Cl B |
|
|
733,320 |
|
|
|
12,434 |
|
Hexagon AB, Cl B |
|
|
995,908 |
|
|
|
13,571 |
|
Husqvarna AB, Cl B |
|
|
697,669 |
|
|
|
8,448 |
|
Kinnevik AB, Cl B * |
|
|
315,592 |
|
|
|
8,100 |
|
Lundin Energy AB |
|
|
153,524 |
|
|
|
5,702 |
|
New Wave Group AB, Cl B |
|
|
23,713 |
|
|
|
362 |
|
Nordea Bank Abp |
|
|
3,023,600 |
|
|
|
33,847 |
|
Securitas AB, Cl B |
|
|
2,122,314 |
|
|
|
25,839 |
|
Swedish Match AB |
|
|
4,043,000 |
|
|
|
29,666 |
|
| |
|
|
|
|
|
|
193,635 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 5.4% |
Alcon Inc |
|
|
114,430 |
|
|
|
8,823 |
|
Belimo Holding AG |
|
|
5,616 |
|
|
|
2,985 |
|
Bossard Holding AG |
|
|
430 |
|
|
|
120 |
|
Comet Holding AG |
|
|
1,917 |
|
|
|
582 |
|
Georg Fischer AG |
|
|
361 |
|
|
|
446 |
|
Holcim Ltd |
|
|
1,081,073 |
|
|
|
54,187 |
|
Kuehne + Nagel International AG |
|
|
84,961 |
|
|
|
23,264 |
|
Lonza Group AG |
|
|
47,460 |
|
|
|
32,914 |
|
Nestle SA |
|
|
874,030 |
|
|
|
113,961 |
|
Novartis AG |
|
|
7,487 |
|
|
|
658 |
|
Partners Group Holding AG |
|
|
15,075 |
|
|
|
20,454 |
|
Roche Holding AG |
|
|
421,282 |
|
|
|
160,207 |
|
Sonova Holding AG |
|
|
48,743 |
|
|
|
18,938 |
|
STMicroelectronics NV |
|
|
652,089 |
|
|
|
27,445 |
|
Straumann Holding AG |
|
|
10,827 |
|
|
|
17,147 |
|
Swatch Group AG/The, Cl B |
|
|
118,250 |
|
|
|
36,646 |
|
Tecan Group AG |
|
|
4,227 |
|
|
|
1,831 |
|
UBS Group AG |
|
|
152,163 |
|
|
|
2,771 |
|
| |
|
|
|
|
|
|
523,379 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 4.1% |
Acer Inc |
|
|
2,550,000 |
|
|
|
2,647 |
|
Asia Vital Components Co Ltd |
|
|
605,000 |
|
|
|
2,413 |
|
ASPEED Technology Inc |
|
|
14,000 |
|
|
|
1,379 |
|
Asustek Computer Inc |
|
|
997,000 |
|
|
|
13,299 |
|
Cathay Financial Holding Co Ltd |
|
|
2,820,000 |
|
|
|
6,319 |
|
China Development Financial Holding Corp |
|
|
3,837,000 |
|
|
|
2,630 |
|
Compal Electronics Inc |
|
|
3,490,000 |
|
|
|
3,180 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CTBC Financial Holding Co Ltd |
|
|
3,352,000 |
|
|
$ |
3,274 |
|
eMemory Technology Inc |
|
|
32,000 |
|
|
|
2,155 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
1,836,000 |
|
|
|
9,714 |
|
Faraday Technology Corp |
|
|
285,000 |
|
|
|
2,841 |
|
Fubon Financial Holding Co Ltd |
|
|
1,435,170 |
|
|
|
3,868 |
|
General Interface Solution Holding Ltd |
|
|
845,000 |
|
|
|
2,755 |
|
Gigabyte Technology Co Ltd |
|
|
1,444,000 |
|
|
|
7,384 |
|
Global Unichip Corp |
|
|
7,000 |
|
|
|
116 |
|
Greatek Electronics Inc |
|
|
273,000 |
|
|
|
718 |
|
Holtek Semiconductor Inc |
|
|
431,000 |
|
|
|
1,693 |
|
Hon Hai Precision Industry Co Ltd |
|
|
7,995,000 |
|
|
|
29,663 |
|
King Yuan Electronics Co Ltd |
|
|
2,002,000 |
|
|
|
3,148 |
|
Lite-On Technology Corp |
|
|
3,459,000 |
|
|
|
8,509 |
|
Macronix International Co Ltd |
|
|
1,125,000 |
|
|
|
1,773 |
|
MediaTek Inc |
|
|
839,018 |
|
|
|
32,754 |
|
Micro-Star International Co Ltd |
|
|
1,293,000 |
|
|
|
7,324 |
|
Novatek Microelectronics Corp |
|
|
2,265,000 |
|
|
|
37,673 |
|
OptoTech Corp |
|
|
898,000 |
|
|
|
1,705 |
|
Pegatron Corp |
|
|
493,000 |
|
|
|
1,226 |
|
Pou Chen Corp |
|
|
5,358,000 |
|
|
|
6,184 |
|
Realtek Semiconductor Corp |
|
|
658,000 |
|
|
|
10,843 |
|
Silicon Motion Technology Corp ADR |
|
|
13,086 |
|
|
|
949 |
|
Simplo Technology Co Ltd |
|
|
2,002,000 |
|
|
|
22,471 |
|
Taishin Financial Holding Co Ltd |
|
|
7,344,252 |
|
|
|
5,153 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
5,506,267 |
|
|
|
117,723 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
189,684 |
|
|
|
20,298 |
|
Topco Scientific Co Ltd |
|
|
62,000 |
|
|
|
384 |
|
Wan Hai Lines Ltd |
|
|
440,000 |
|
|
|
3,002 |
|
WT Microelectronics Co Ltd |
|
|
108,000 |
|
|
|
324 |
|
Yuanta Financial Holding Co Ltd |
|
|
21,414,183 |
|
|
|
19,095 |
|
| |
|
|
|
|
|
|
396,586 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 1.1% |
Airports of Thailand PCL * |
|
|
2,038,200 |
|
|
|
4,030 |
|
Bangkok Bank PCL |
|
|
2,116,000 |
|
|
|
9,096 |
|
Indorama Ventures PCL |
|
|
1,228,000 |
|
|
|
1,706 |
|
Kasikornbank PCL |
|
|
4,123,400 |
|
|
|
20,694 |
|
Krung Thai Bank PCL |
|
|
2,804,800 |
|
|
|
1,207 |
|
PTT Exploration & Production PCL |
|
|
1,111,900 |
|
|
|
4,691 |
|
PTT Global Chemical PCL |
|
|
14,400 |
|
|
|
23 |
|
Sansiri PCL |
|
|
4,493,800 |
|
|
|
170 |
|
Siam Commercial Bank PCL/The |
|
|
17,034,200 |
|
|
|
65,732 |
|
Thai Oil PCL |
|
|
884,600 |
|
|
|
1,467 |
|
Tisco Financial Group PCL |
|
|
8,600 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
108,842 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 0.0% |
Akbank TAS |
|
|
610,235 |
|
|
|
311 |
|
Enka Insaat ve Sanayi AS |
|
|
108,173 |
|
|
|
96 |
|
KOC Holding AS |
|
|
360,777 |
|
|
|
827 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tekfen Holding AS |
|
|
15,928 |
|
|
$ |
21 |
|
| |
|
|
|
|
|
|
1,255 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.2% |
Abu Dhabi Commercial Bank PJSC |
|
|
398,654 |
|
|
|
1,169 |
|
Dubai Islamic Bank PJSC |
|
|
1,253,434 |
|
|
|
2,082 |
|
Emaar Properties PJSC |
|
|
3,334,456 |
|
|
|
4,634 |
|
Emirates NBD Bank PJSC |
|
|
482,688 |
|
|
|
1,880 |
|
First Abu Dhabi Bank PJSC |
|
|
1,144,314 |
|
|
|
6,436 |
|
| |
|
|
|
|
|
|
16,201 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 12.8% |
888 Holdings PLC |
|
|
23,393 |
|
|
|
76 |
|
Anglo American PLC |
|
|
1,905,984 |
|
|
|
98,121 |
|
Antofagasta PLC |
|
|
1,328,418 |
|
|
|
27,119 |
|
Aon PLC, Cl A |
|
|
69,801 |
|
|
|
20,392 |
|
Aptiv PLC * |
|
|
206,888 |
|
|
|
26,780 |
|
Ashtead Group PLC |
|
|
386,461 |
|
|
|
25,015 |
|
Atlassian Corp PLC, Cl A * |
|
|
73,580 |
|
|
|
22,495 |
|
British American Tobacco PLC |
|
|
186,950 |
|
|
|
8,153 |
|
Clarkson PLC |
|
|
1,023 |
|
|
|
45 |
|
CNH Industrial NV |
|
|
2,317,124 |
|
|
|
33,313 |
|
ConvaTec Group PLC |
|
|
18,594,804 |
|
|
|
45,340 |
|
Dechra Pharmaceuticals PLC |
|
|
185,664 |
|
|
|
10,277 |
|
Diageo PLC |
|
|
1,208,473 |
|
|
|
60,061 |
|
Endava PLC ADR * |
|
|
64,199 |
|
|
|
8,550 |
|
Endeavour Mining PLC |
|
|
902,590 |
|
|
|
24,352 |
|
Entain PLC * |
|
|
1,456,160 |
|
|
|
32,767 |
|
Evraz PLC (A) |
|
|
860,326 |
|
|
|
1,699 |
|
Ferguson PLC |
|
|
174,568 |
|
|
|
26,795 |
|
Ferrexpo PLC |
|
|
2,514,912 |
|
|
|
5,773 |
|
Firstgroup PLC * |
|
|
96,128 |
|
|
|
127 |
|
Frasers Group PLC * |
|
|
30,969 |
|
|
|
266 |
|
Fresnillo PLC |
|
|
374,273 |
|
|
|
3,629 |
|
GlaxoSmithKline PLC |
|
|
1,330,874 |
|
|
|
27,713 |
|
Glencore PLC |
|
|
804,770 |
|
|
|
4,760 |
|
Globaltrans Investment PLC GDR |
|
|
6,013 |
|
|
|
11 |
|
Greencore Group PLC * |
|
|
10,838,444 |
|
|
|
19,014 |
|
Howden Joinery Group PLC |
|
|
247,188 |
|
|
|
2,811 |
|
Inchcape PLC |
|
|
11,317 |
|
|
|
113 |
|
Indivior PLC * |
|
|
245,093 |
|
|
|
920 |
|
Informa PLC * |
|
|
8,375,885 |
|
|
|
65,481 |
|
Intertek Group PLC |
|
|
386,211 |
|
|
|
27,629 |
|
Investec PLC |
|
|
807,235 |
|
|
|
4,402 |
|
Just Group PLC * |
|
|
73,701 |
|
|
|
82 |
|
Kingfisher PLC |
|
|
22,768,437 |
|
|
|
93,826 |
|
Linde PLC |
|
|
129,701 |
|
|
|
37,746 |
|
London Stock Exchange Group PLC |
|
|
116,750 |
|
|
|
10,351 |
|
Man Group PLC/Jersey |
|
|
46,253 |
|
|
|
120 |
|
Marks & Spencer Group PLC * |
|
|
342,777 |
|
|
|
804 |
|
Melrose Industries PLC |
|
|
43,649,520 |
|
|
|
85,027 |
|
NatWest Group PLC |
|
|
20,398,767 |
|
|
|
62,334 |
|
Ninety One PLC |
|
|
299,409 |
|
|
|
993 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nomad Foods Ltd * |
|
|
3,494,955 |
|
|
$ |
88,003 |
|
Pagegroup PLC |
|
|
123,008 |
|
|
|
936 |
|
Persimmon PLC |
|
|
786,050 |
|
|
|
25,260 |
|
Prudential PLC |
|
|
574,256 |
|
|
|
8,630 |
|
QinetiQ Group PLC |
|
|
311,042 |
|
|
|
1,221 |
|
RELX PLC |
|
|
841,943 |
|
|
|
25,644 |
|
Royal Mail PLC |
|
|
511,368 |
|
|
|
2,681 |
|
Sensata Technologies Holding PLC * |
|
|
839,869 |
|
|
|
48,637 |
|
Shell PLC |
|
|
2,014,336 |
|
|
|
53,652 |
|
Smith & Nephew PLC |
|
|
2,080,790 |
|
|
|
36,840 |
|
Smiths News PLC |
|
|
201 |
|
|
|
– |
|
Speedy Hire PLC |
|
|
89,405 |
|
|
|
63 |
|
SThree PLC |
|
|
3,037 |
|
|
|
18 |
|
Unilever PLC |
|
|
284,443 |
|
|
|
14,290 |
|
Vodafone Group PLC |
|
|
3,533,550 |
|
|
|
6,185 |
|
Wise PLC, Cl A * |
|
|
24,368 |
|
|
|
177 |
|
| |
|
|
|
|
|
|
1,237,519 |
|
| |
|
|
|
|
|
|
|
|
United States — 1.7% |
Baker Hughes Co, Cl A |
|
|
2,220,350 |
|
|
|
65,234 |
|
Berry Global Group Inc * |
|
|
735,388 |
|
|
|
44,601 |
|
Gentex Corp |
|
|
716,973 |
|
|
|
21,703 |
|
Globant SA * |
|
|
17,690 |
|
|
|
4,847 |
|
S&P Global Inc |
|
|
80,410 |
|
|
|
30,210 |
|
| |
|
|
|
|
|
|
166,595 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $8,173,195) ($ Thousands) |
|
|
|
|
|
|
9,137,642 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.6% |
Brazil — 0.3% |
Braskem SA |
|
|
318,300 |
|
|
|
2,949 |
|
Itau Unibanco Holding SA * |
|
|
1,006,100 |
|
|
|
4,974 |
|
Petroleo Brasileiro SA |
|
|
2,886,800 |
|
|
|
19,052 |
|
| |
|
|
|
|
|
|
26,975 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
South Korea — 0.3% |
Samsung Electronics Co Ltd |
|
|
455,426 |
|
|
$ |
25,336 |
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $52,666) ($ Thousands) |
|
|
|
|
|
|
52,311 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 0.1% |
United States — 0.1% |
iShares MSCI ACWI ex US ETF |
|
|
1,000 |
|
|
|
52 |
|
iShares Trust iShares ESG Aware MSCI EAFE ETF |
|
|
137,420 |
|
|
|
10,127 |
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $10,404) ($ Thousands) |
|
|
|
|
|
|
10,179 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.2% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(C) |
|
|
20,141,926 |
|
|
|
20,151 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $20,137) ($ Thousands) |
|
|
20,151 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.7% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
261,949,789 |
|
|
|
261,950 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $261,950) ($ Thousands) |
|
|
|
|
|
|
261,950 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 98.4% |
|
|
|
|
|
|
|
|
(Cost $8,518,352) ($ Thousands) |
|
$ |
9,482,233 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
2,044 |
|
|
|
Mar-2022 |
|
|
$ |
92,642 |
|
|
$ |
90,157 |
|
|
$ |
(2,574 |
) |
FTSE 100 Index |
|
|
416 |
|
|
|
Mar-2022 |
|
|
|
40,464 |
|
|
|
41,497 |
|
|
|
874 |
|
Hang Seng Index |
|
|
45 |
|
|
|
Mar-2022 |
|
|
|
6,706 |
|
|
|
6,524 |
|
|
|
(175 |
) |
S&P TSX 60 Index |
|
|
134 |
|
|
|
Mar-2022 |
|
|
|
26,393 |
|
|
|
26,949 |
|
|
|
224 |
|
SPI 200 Index |
|
|
196 |
|
|
|
Mar-2022 |
|
|
|
24,866 |
|
|
|
24,972 |
|
|
|
(302 |
) |
TOPIX Index |
|
|
365 |
|
|
|
Mar-2022 |
|
|
|
61,037 |
|
|
|
59,927 |
|
|
|
(980 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
252,108 |
|
|
$ |
250,026 |
|
|
$ |
(2,933 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at February 28, 2022, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
03/17/22 |
|
|
|
USD |
|
|
|
2,145 |
|
|
|
GBP |
|
|
|
1,603 |
|
|
$ |
6 |
|
Bank of America |
|
|
03/17/22 |
|
|
|
USD |
|
|
|
23,748 |
|
|
|
GBP |
|
|
|
17,537 |
|
|
|
(217 |
) |
Bank of America |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
3,326 |
|
|
|
MXN |
|
|
|
68,178 |
|
|
|
(2 |
) |
Bank of America |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
10,831 |
|
|
|
DKK |
|
|
|
71,008 |
|
|
|
(97 |
) |
Bank of America |
|
|
03/24/22 |
|
|
|
DKK |
|
|
|
16,249 |
|
|
|
USD |
|
|
|
2,479 |
|
|
|
23 |
|
Bank of America |
|
|
03/24/22 |
|
|
|
MXN |
|
|
|
46,256 |
|
|
|
USD |
|
|
|
2,238 |
|
|
|
(17 |
) |
Bank of America |
|
|
03/24/22 |
|
|
|
SEK |
|
|
|
84,528 |
|
|
|
USD |
|
|
|
9,256 |
|
|
|
292 |
|
Bank of America |
|
|
04/07/22 |
|
|
|
USD |
|
|
|
14,769 |
|
|
|
INR |
|
|
|
1,111,738 |
|
|
|
(104 |
) |
Bank of America |
|
|
04/13/22 |
|
|
|
CHF |
|
|
|
9,708 |
|
|
|
USD |
|
|
|
10,638 |
|
|
|
33 |
|
Bank of America |
|
|
04/22/22 |
|
|
|
USD |
|
|
|
4,465 |
|
|
|
CAD |
|
|
|
5,677 |
|
|
|
12 |
|
Bank of America |
|
|
04/22/22 |
|
|
|
CAD |
|
|
|
11,461 |
|
|
|
USD |
|
|
|
8,940 |
|
|
|
(99 |
) |
Bank of America |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,600 |
|
|
|
HKD |
|
|
|
20,282 |
|
|
|
(4 |
) |
Bank of America |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,766 |
|
|
|
TWD |
|
|
|
75,866 |
|
|
|
(52 |
) |
Bank of America |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,079 |
|
|
|
JPY |
|
|
|
239,804 |
|
|
|
6 |
|
Bank of America |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
8,066 |
|
|
|
JPY |
|
|
|
926,658 |
|
|
|
(8 |
) |
Bank of America |
|
|
04/28/22 |
|
|
|
JPY |
|
|
|
1,503,960 |
|
|
|
USD |
|
|
|
13,018 |
|
|
|
(60 |
) |
Bank of America |
|
|
04/28/22 |
|
|
|
KRW |
|
|
|
62,683,992 |
|
|
|
USD |
|
|
|
52,678 |
|
|
|
624 |
|
Bank of America |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
1,853 |
|
|
|
EUR |
|
|
|
1,622 |
|
|
|
(26 |
) |
Barclays PLC |
|
|
03/02/22 |
|
|
|
USD |
|
|
|
20,839 |
|
|
|
RUB |
|
|
|
1,557,373 |
|
|
|
(6,309 |
) |
Barclays PLC |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
2,048 |
|
|
|
SEK |
|
|
|
19,554 |
|
|
|
25 |
|
Barclays PLC |
|
|
04/07/22 |
|
|
|
USD |
|
|
|
7,815 |
|
|
|
INR |
|
|
|
589,593 |
|
|
|
(37 |
) |
Barclays PLC |
|
|
04/07/22 |
|
|
|
INR |
|
|
|
245,180 |
|
|
|
USD |
|
|
|
3,247 |
|
|
|
13 |
|
Barclays PLC |
|
|
04/07/22 |
|
|
|
INR |
|
|
|
157,053 |
|
|
|
USD |
|
|
|
2,062 |
|
|
|
(10 |
) |
Barclays PLC |
|
|
04/22/22 |
|
|
|
USD |
|
|
|
2,186 |
|
|
|
CAD |
|
|
|
2,774 |
|
|
|
1 |
|
Barclays PLC |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
19,481 |
|
|
|
HKD |
|
|
|
151,840 |
|
|
|
(44 |
) |
Barclays PLC |
|
|
04/29/22 |
|
|
|
TWD |
|
|
|
315,180 |
|
|
|
USD |
|
|
|
11,366 |
|
|
|
91 |
|
BNP Paribas |
|
|
03/17/22 |
|
|
|
GBP |
|
|
|
666 |
|
|
|
USD |
|
|
|
901 |
|
|
|
8 |
|
BNP Paribas |
|
|
04/22/22 |
|
|
|
CAD |
|
|
|
4,536 |
|
|
|
USD |
|
|
|
3,570 |
|
|
|
(7 |
) |
BNP Paribas |
|
|
04/29/22 |
|
|
|
USD |
|
|
|
2,067 |
|
|
|
TWD |
|
|
|
58,057 |
|
|
|
10 |
|
BNP Paribas |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
6,412 |
|
|
|
TWD |
|
|
|
177,961 |
|
|
|
(45 |
) |
BNP Paribas |
|
|
04/28/22 |
|
|
|
TWD |
|
|
|
67,661 |
|
|
|
USD |
|
|
|
2,461 |
|
|
|
41 |
|
Brown Brothers Harriman |
|
|
03/02/22 |
|
|
|
USD |
|
|
|
2,148 |
|
|
|
RUB |
|
|
|
167,649 |
|
|
|
(584 |
) |
Brown Brothers Harriman |
|
|
03/17/22 |
|
|
|
USD |
|
|
|
3,236 |
|
|
|
GBP |
|
|
|
2,418 |
|
|
|
9 |
|
Brown Brothers Harriman |
|
|
04/07/22 |
|
|
|
USD |
|
|
|
2,142 |
|
|
|
INR |
|
|
|
162,045 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
04/28/22 |
|
|
|
KRW |
|
|
|
6,489,960 |
|
|
|
USD |
|
|
|
5,350 |
|
|
|
(40 |
) |
Citigroup |
|
|
03/02/22 |
|
|
|
RUB |
|
|
|
344,066 |
|
|
|
USD |
|
|
|
4,332 |
|
|
|
1,122 |
|
Citigroup |
|
|
04/07/22 |
|
|
|
USD |
|
|
|
2,266 |
|
|
|
INR |
|
|
|
169,784 |
|
|
|
(26 |
) |
Citigroup |
|
|
04/07/22 |
|
|
|
INR |
|
|
|
158,672 |
|
|
|
USD |
|
|
|
2,090 |
|
|
|
(3 |
) |
Citigroup |
|
|
04/13/22 |
|
|
|
CHF |
|
|
|
2,050 |
|
|
|
USD |
|
|
|
2,211 |
|
|
|
(28 |
) |
Citigroup |
|
|
04/22/22 |
|
|
|
CAD |
|
|
|
4,754 |
|
|
|
USD |
|
|
|
3,729 |
|
|
|
(20 |
) |
Citigroup |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
7,517 |
|
|
|
EUR |
|
|
|
6,727 |
|
|
|
58 |
|
Citigroup |
|
|
05/12/22 |
|
|
|
EUR |
|
|
|
10,174 |
|
|
|
USD |
|
|
|
11,577 |
|
|
|
121 |
|
Deutsche Bank |
|
|
03/03/22 |
|
|
|
ILS |
|
|
|
40,353 |
|
|
|
USD |
|
|
|
12,875 |
|
|
|
285 |
|
Deutsche Bank |
|
|
03/17/22 |
|
|
|
GBP |
|
|
|
2,743 |
|
|
|
USD |
|
|
|
3,712 |
|
|
|
31 |
|
Deutsche Bank |
|
|
03/17/22 |
|
|
|
USD |
|
|
|
3,332 |
|
|
|
GBP |
|
|
|
2,453 |
|
|
|
(42 |
) |
Deutsche Bank |
|
|
03/24/22 |
|
|
|
SEK |
|
|
|
54,578 |
|
|
|
USD |
|
|
|
5,973 |
|
|
|
184 |
|
Deutsche Bank |
|
|
03/24/22 |
|
|
|
NOK |
|
|
|
56,491 |
|
|
|
USD |
|
|
|
6,414 |
|
|
|
(11 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Deutsche Bank |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
4,630 |
|
|
|
JPY |
|
|
|
533,631 |
|
|
$ |
10 |
|
Deutsche Bank |
|
|
05/06/22 |
|
|
|
USD |
|
|
|
2,807 |
|
|
|
HUF |
|
|
|
938,410 |
|
|
|
22 |
|
Goldman Sachs |
|
|
03/03/22 |
|
|
|
BRL |
|
|
|
16,147 |
|
|
|
USD |
|
|
|
3,136 |
|
|
|
2 |
|
Goldman Sachs |
|
|
03/17/22 |
|
|
|
GBP |
|
|
|
17,700 |
|
|
|
USD |
|
|
|
23,949 |
|
|
|
200 |
|
Goldman Sachs |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
2,051 |
|
|
|
MXN |
|
|
|
42,428 |
|
|
|
18 |
|
Goldman Sachs |
|
|
03/24/22 |
|
|
|
MXN |
|
|
|
108,086 |
|
|
|
USD |
|
|
|
5,266 |
|
|
|
(4 |
) |
Goldman Sachs |
|
|
04/22/22 |
|
|
|
CAD |
|
|
|
5,041 |
|
|
|
USD |
|
|
|
3,957 |
|
|
|
(19 |
) |
Goldman Sachs |
|
|
04/28/22 |
|
|
|
AUD |
|
|
|
3,068 |
|
|
|
USD |
|
|
|
2,186 |
|
|
|
(42 |
) |
Goldman Sachs |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
9,627 |
|
|
|
EUR |
|
|
|
8,495 |
|
|
|
(61 |
) |
HSBC |
|
|
03/03/22 |
|
|
|
ILS |
|
|
|
22,056 |
|
|
|
USD |
|
|
|
7,044 |
|
|
|
163 |
|
HSBC |
|
|
03/03/22 |
|
|
|
BRL |
|
|
|
66,659 |
|
|
|
USD |
|
|
|
13,070 |
|
|
|
135 |
|
HSBC |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
3,992 |
|
|
|
TWD |
|
|
|
110,729 |
|
|
|
(31 |
) |
HSBC |
|
|
04/28/22 |
|
|
|
TWD |
|
|
|
1,277,689 |
|
|
|
USD |
|
|
|
46,295 |
|
|
|
589 |
|
HSBC |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
7,642 |
|
|
|
EUR |
|
|
|
6,722 |
|
|
|
(72 |
) |
JPMorgan Chase Bank |
|
|
04/13/22 |
|
|
|
USD |
|
|
|
2,321 |
|
|
|
CHF |
|
|
|
2,107 |
|
|
|
(20 |
) |
JPMorgan Chase Bank |
|
|
04/21/22 |
|
|
|
USD |
|
|
|
2,238 |
|
|
|
SGD |
|
|
|
3,009 |
|
|
|
(21 |
) |
JPMorgan Chase Bank |
|
|
04/28/22 |
|
|
|
HKD |
|
|
|
19,614 |
|
|
|
USD |
|
|
|
2,512 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
4,879 |
|
|
|
EUR |
|
|
|
4,256 |
|
|
|
(87 |
) |
Morgan Stanley |
|
|
03/03/22 |
|
|
|
USD |
|
|
|
27,089 |
|
|
|
BRL |
|
|
|
148,599 |
|
|
|
1,747 |
|
Morgan Stanley |
|
|
03/03/22 |
|
|
|
BRL |
|
|
|
39,299 |
|
|
|
USD |
|
|
|
7,624 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
03/17/22 |
|
|
|
USD |
|
|
|
4,413 |
|
|
|
GBP |
|
|
|
3,275 |
|
|
|
(20 |
) |
Morgan Stanley |
|
|
03/17/22 |
|
|
|
GBP |
|
|
|
6,176 |
|
|
|
USD |
|
|
|
8,279 |
|
|
|
(8 |
) |
Morgan Stanley |
|
|
03/24/22 |
|
|
|
MXN |
|
|
|
126,276 |
|
|
|
USD |
|
|
|
6,123 |
|
|
|
(33 |
) |
Morgan Stanley |
|
|
04/07/22 |
|
|
|
USD |
|
|
|
33,564 |
|
|
|
INR |
|
|
|
2,537,074 |
|
|
|
(97 |
) |
Morgan Stanley |
|
|
04/13/22 |
|
|
|
USD |
|
|
|
2,250 |
|
|
|
CHF |
|
|
|
2,073 |
|
|
|
15 |
|
Morgan Stanley |
|
|
04/21/22 |
|
|
|
USD |
|
|
|
12,400 |
|
|
|
SGD |
|
|
|
16,709 |
|
|
|
(88 |
) |
Morgan Stanley |
|
|
04/21/22 |
|
|
|
USD |
|
|
|
20,260 |
|
|
|
ZAR |
|
|
|
310,853 |
|
|
|
(268 |
) |
Morgan Stanley |
|
|
04/22/22 |
|
|
|
USD |
|
|
|
163,118 |
|
|
|
CAD |
|
|
|
207,401 |
|
|
|
444 |
|
Morgan Stanley |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,500 |
|
|
|
AUD |
|
|
|
3,471 |
|
|
|
20 |
|
Morgan Stanley |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,160 |
|
|
|
JPY |
|
|
|
248,539 |
|
|
|
1 |
|
Morgan Stanley |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,627 |
|
|
|
JPY |
|
|
|
301,387 |
|
|
|
(6 |
) |
Morgan Stanley |
|
|
04/28/22 |
|
|
|
AUD |
|
|
|
5,492 |
|
|
|
USD |
|
|
|
3,933 |
|
|
|
(54 |
) |
Morgan Stanley |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
4,954 |
|
|
|
KRW |
|
|
|
5,994,333 |
|
|
|
24 |
|
Morgan Stanley |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,677 |
|
|
|
KRW |
|
|
|
3,201,266 |
|
|
|
(19 |
) |
Morgan Stanley |
|
|
04/28/22 |
|
|
|
HKD |
|
|
|
19,194 |
|
|
|
USD |
|
|
|
2,461 |
|
|
|
4 |
|
Morgan Stanley |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
44,497 |
|
|
|
TWD |
|
|
|
1,222,779 |
|
|
|
(756 |
) |
Morgan Stanley |
|
|
04/28/22 |
|
|
|
TWD |
|
|
|
66,677 |
|
|
|
USD |
|
|
|
2,423 |
|
|
|
38 |
|
Morgan Stanley |
|
|
04/28/22 |
|
|
|
JPY |
|
|
|
711,895 |
|
|
|
USD |
|
|
|
6,203 |
|
|
|
13 |
|
Morgan Stanley |
|
|
04/28/22 |
|
|
|
JPY |
|
|
|
101,222 |
|
|
|
USD |
|
|
|
877 |
|
|
|
(3 |
) |
Morgan Stanley |
|
|
04/28/22 |
|
|
|
KRW |
|
|
|
9,469,997 |
|
|
|
USD |
|
|
|
7,905 |
|
|
|
41 |
|
Morgan Stanley |
|
|
05/12/22 |
|
|
|
EUR |
|
|
|
4,860 |
|
|
|
USD |
|
|
|
5,562 |
|
|
|
89 |
|
Morgan Stanley |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
3,205 |
|
|
|
EUR |
|
|
|
2,869 |
|
|
|
26 |
|
Morgan Stanley |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
12,010 |
|
|
|
EUR |
|
|
|
10,503 |
|
|
|
(183 |
) |
National Bank of Australia |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
55,219 |
|
|
|
AUD |
|
|
|
78,132 |
|
|
|
1,511 |
|
RBS |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
3,319 |
|
|
|
JPY |
|
|
|
383,303 |
|
|
|
14 |
|
RBS |
|
|
04/28/22 |
|
|
|
AUD |
|
|
|
3,436 |
|
|
|
USD |
|
|
|
2,452 |
|
|
|
(43 |
) |
RBS |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
3,094 |
|
|
|
EUR |
|
|
|
2,765 |
|
|
|
20 |
|
Standard Bank |
|
|
04/07/22 |
|
|
|
INR |
|
|
|
168,655 |
|
|
|
USD |
|
|
|
2,244 |
|
|
|
19 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Standard Bank |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
3,780 |
|
|
|
AUD |
|
|
|
5,288 |
|
|
$ |
60 |
|
Standard Bank |
|
|
04/28/22 - 04/29/22 |
|
|
|
USD |
|
|
|
4,013 |
|
|
|
TWD |
|
|
|
111,519 |
|
|
|
(24 |
) |
Standard Bank |
|
|
04/28/22 |
|
|
|
TWD |
|
|
|
221,761 |
|
|
|
USD |
|
|
|
8,015 |
|
|
|
82 |
|
Standard Bank |
|
|
04/28/22 |
|
|
|
JPY |
|
|
|
13,716,003 |
|
|
|
USD |
|
|
|
119,379 |
|
|
|
112 |
|
UBS |
|
|
03/02/22 |
|
|
|
RUB |
|
|
|
192,542 |
|
|
|
USD |
|
|
|
2,497 |
|
|
|
701 |
|
UBS |
|
|
03/03/22 |
|
|
|
BRL |
|
|
|
26,494 |
|
|
|
USD |
|
|
|
5,069 |
|
|
|
(72 |
) |
UBS |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
2,379 |
|
|
|
DKK |
|
|
|
15,850 |
|
|
|
17 |
|
UBS |
|
|
04/13/22 |
|
|
|
CHF |
|
|
|
5,947 |
|
|
|
USD |
|
|
|
6,426 |
|
|
|
(70 |
) |
UBS |
|
|
04/13/22 |
|
|
|
USD |
|
|
|
14,627 |
|
|
|
CHF |
|
|
|
13,525 |
|
|
|
148 |
|
UBS |
|
|
04/22/22 |
|
|
|
USD |
|
|
|
11,113 |
|
|
|
CAD |
|
|
|
14,140 |
|
|
|
38 |
|
UBS |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
5,100 |
|
|
|
JPY |
|
|
|
588,138 |
|
|
|
14 |
|
UBS |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
5,450 |
|
|
|
JPY |
|
|
|
626,177 |
|
|
|
(5 |
) |
UBS |
|
|
05/06/22 |
|
|
|
HUF |
|
|
|
6,046,580 |
|
|
|
USD |
|
|
|
19,221 |
|
|
|
994 |
|
UBS |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
7,473 |
|
|
|
EUR |
|
|
|
6,545 |
|
|
|
(103 |
) |
UBS |
|
|
05/12/22 |
|
|
|
EUR |
|
|
|
114,340 |
|
|
|
USD |
|
|
|
130,837 |
|
|
|
2,081 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
2,302 |
|
|
Percentages are based on Net Assets of $9,640,774 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $18,905 ($ Thousands). |
(B) |
Securities considered illiquid. The total value of such securities as of February 28, 2022 was $1,117 ($ Thousands) and represented 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 February 28, 2022 was $20,151 ($ Thousands). |
ACWI — All Country World Index
ADR — American Depositary Receipt |
AUD — Australian Dollar |
BRL — Brazilian Real |
CAD — Canadian Dollar |
CHF — Swiss Franc |
Cl — Class |
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 |
GDR — Global Depositary Receipt |
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 |
PJSC — Public Joint-Stock Company |
PLC — Public Limited Company |
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 |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Equity Ex-US Fund (Concluded)
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Common Stock |
|
|
1,139,582 |
|
|
|
7,998,060 |
|
|
|
– |
|
|
|
9,137,642 |
|
Preferred Stock |
|
|
26,975 |
|
|
|
25,336 |
|
|
|
– |
|
|
|
52,311 |
|
Exchange Traded Funds |
|
|
10,179 |
|
|
|
– |
|
|
|
– |
|
|
|
10,179 |
|
Affiliated Partnership |
|
|
– |
|
|
|
20,151 |
|
|
|
– |
|
|
|
20,151 |
|
Cash Equivalent |
|
|
261,950 |
|
|
|
– |
|
|
|
– |
|
|
|
261,950 |
|
Total Investments in Securities |
|
|
1,438,686 |
|
|
|
8,043,547 |
|
|
|
– |
|
|
|
9,482,233 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
1,098 |
|
|
|
– |
|
|
|
– |
|
|
|
1,098 |
|
Unrealized Depreciation |
|
|
(4,031 |
) |
|
|
– |
|
|
|
– |
|
|
|
(4,031 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
12,409 |
|
|
|
– |
|
|
|
12,409 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(10,107 |
) |
|
|
– |
|
|
|
(10,107 |
) |
Total Other Financial Instruments |
|
|
(2,933 |
) |
|
|
2,302 |
|
|
|
– |
|
|
|
(631 |
) |
(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.
|
*
|
Futures contracts and Forward Contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain
(Loss) |
|
|
Change in
Unrealized Appreciation/
(Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
145,937 |
|
|
$ |
528,993 |
|
|
$ |
(654,788 |
) |
|
$ |
18 |
|
|
$ |
(9 |
) |
|
$ |
20,151 |
|
|
|
20,141,926 |
|
|
$ |
780 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
342,536 |
|
|
|
913,759 |
|
|
|
(994,353 |
) |
|
|
8 |
|
|
|
— |
|
|
|
261,950 |
|
|
|
261,949,789 |
|
|
|
17 |
|
|
|
— |
|
Totals |
|
$ |
488,473 |
|
|
$ |
1,442,752 |
|
|
$ |
(1,649,141 |
) |
|
$ |
26 |
|
|
$ |
(9 |
) |
|
$ |
282,101 |
|
|
|
|
|
|
$ |
797 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Screened World Equity Ex-US Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 95.0% |
Argentina — 0.0% |
Ternium SA ADR |
|
|
843 |
|
|
$ |
33 |
|
Australia — 4.0% |
Aristocrat Leisure Ltd |
|
|
6,710 |
|
|
|
185 |
|
Australian Vintage Ltd |
|
|
55,293 |
|
|
|
30 |
|
BGP Holdings *(A) |
|
|
4,500 |
|
|
|
– |
|
BHP Group Ltd |
|
|
23,592 |
|
|
|
814 |
|
BlueScope Steel Ltd |
|
|
33,687 |
|
|
|
505 |
|
ClearView Wealth |
|
|
38,689 |
|
|
|
20 |
|
Cogstate Ltd * |
|
|
18,585 |
|
|
|
26 |
|
Euroz Hartleys Group |
|
|
8,177 |
|
|
|
9 |
|
GR Engineering Services |
|
|
15,488 |
|
|
|
25 |
|
GrainCorp Ltd, Cl A |
|
|
52,637 |
|
|
|
324 |
|
Kelly Partners Group Holdings |
|
|
2,467 |
|
|
|
9 |
|
Lynas Rare Earths Ltd * |
|
|
54,195 |
|
|
|
410 |
|
Macmahon Holdings Ltd |
|
|
286,343 |
|
|
|
37 |
|
Macquarie Group Ltd |
|
|
1,630 |
|
|
|
216 |
|
Mader Group |
|
|
10,186 |
|
|
|
17 |
|
Midway Ltd * |
|
|
9,210 |
|
|
|
6 |
|
Mineral Resources Ltd |
|
|
6,761 |
|
|
|
228 |
|
MMA Offshore * |
|
|
26,297 |
|
|
|
9 |
|
MotorCycle Holdings Ltd |
|
|
14,298 |
|
|
|
31 |
|
NZME |
|
|
20,554 |
|
|
|
20 |
|
OM Holdings Ltd |
|
|
113,500 |
|
|
|
81 |
|
PTB Group |
|
|
15,686 |
|
|
|
14 |
|
Qantas Airways Ltd * |
|
|
258,832 |
|
|
|
965 |
|
Sonic Healthcare Ltd |
|
|
10,865 |
|
|
|
280 |
|
South32 Ltd |
|
|
239,012 |
|
|
|
851 |
|
Trajan Group Holdings * |
|
|
4,425 |
|
|
|
11 |
|
Zimplats Holdings |
|
|
484 |
|
|
|
9 |
|
| |
|
|
|
|
|
|
5,132 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.8% |
ANDRITZ AG |
|
|
2,906 |
|
|
|
130 |
|
Erste Group Bank AG |
|
|
2,220 |
|
|
|
80 |
|
OMV AG |
|
|
14,248 |
|
|
|
679 |
|
Palfinger AG |
|
|
2,459 |
|
|
|
72 |
|
Strabag SE |
|
|
389 |
|
|
|
16 |
|
| |
|
|
|
|
|
|
977 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.0% |
Ion Beam Applications |
|
|
1,530 |
|
|
|
32 |
|
Brazil — 1.3% |
Banco Bradesco SA ADR |
|
|
73,834 |
|
|
|
285 |
|
CPFL Energia SA |
|
|
93,600 |
|
|
|
550 |
|
JBS SA |
|
|
35,100 |
|
|
|
245 |
|
Marfrig Global Foods SA |
|
|
46,300 |
|
|
|
199 |
|
Petroleo Brasileiro SA ADR |
|
|
28,213 |
|
|
|
403 |
|
| |
|
|
|
|
|
|
1,682 |
|
| |
|
|
|
|
|
|
|
|
Canada — 4.6% |
Amerigo Resources Ltd |
|
|
54,300 |
|
|
|
71 |
|
Bonterra Energy Corp * |
|
|
20,800 |
|
|
|
160 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BRP Inc |
|
|
3,915 |
|
|
$ |
280 |
|
Canadian Natural Resources Ltd |
|
|
7,600 |
|
|
|
424 |
|
Canfor Corp * |
|
|
17,300 |
|
|
|
391 |
|
Cardinal Energy Ltd * |
|
|
17,900 |
|
|
|
91 |
|
Corus Entertainment Inc, Cl B |
|
|
2,817 |
|
|
|
11 |
|
Crew Energy Inc * |
|
|
33,872 |
|
|
|
99 |
|
Dollarama Inc |
|
|
7,477 |
|
|
|
386 |
|
E-L Financial Corp Ltd, Cl L |
|
|
100 |
|
|
|
72 |
|
Hammond Power Solutions Inc, Cl A |
|
|
5,300 |
|
|
|
51 |
|
High Liner Foods Inc |
|
|
7,300 |
|
|
|
75 |
|
Home Capital Group Inc, Cl B |
|
|
12,000 |
|
|
|
363 |
|
Lassonde Industries Inc |
|
|
600 |
|
|
|
72 |
|
Linamar Corp |
|
|
1,200 |
|
|
|
63 |
|
Medical Facilities |
|
|
2,500 |
|
|
|
20 |
|
National Bank of Canada |
|
|
5,145 |
|
|
|
412 |
|
Nutrien Ltd |
|
|
5,200 |
|
|
|
447 |
|
NuVista Energy Ltd * |
|
|
14,249 |
|
|
|
109 |
|
PHX Energy Services Corp |
|
|
8,600 |
|
|
|
41 |
|
Points.com * |
|
|
1,100 |
|
|
|
20 |
|
Russel Metals Inc |
|
|
3,100 |
|
|
|
77 |
|
SNC-Lavalin Group Inc |
|
|
33,200 |
|
|
|
747 |
|
Toromont Industries Ltd |
|
|
6,936 |
|
|
|
588 |
|
Total Energy Services Inc * |
|
|
7,500 |
|
|
|
37 |
|
Tourmaline Oil Corp |
|
|
2,600 |
|
|
|
103 |
|
Trican Well Service * |
|
|
109,400 |
|
|
|
294 |
|
WSP Global Inc |
|
|
2,500 |
|
|
|
307 |
|
| |
|
|
|
|
|
|
5,811 |
|
| |
|
|
|
|
|
|
|
|
China — 3.1% |
China Construction Bank Corp, Cl H |
|
|
682,000 |
|
|
|
511 |
|
China Index Holdings Ltd ADR * |
|
|
7,650 |
|
|
|
7 |
|
JD.com Inc, Cl A * |
|
|
3,855 |
|
|
|
138 |
|
Kunlun Energy Co Ltd |
|
|
88,000 |
|
|
|
87 |
|
Li Ning Co Ltd |
|
|
24,500 |
|
|
|
245 |
|
LONGi Green Energy Technology Co Ltd, Cl A * |
|
|
87,120 |
|
|
|
1,080 |
|
Midea Group Co Ltd, Cl A |
|
|
94,800 |
|
|
|
1,005 |
|
Oppein Home Group Inc, Cl A |
|
|
27,863 |
|
|
|
561 |
|
PICC Property & Casualty Co Ltd |
|
|
208,000 |
|
|
|
220 |
|
Viomi Technology Co Ltd ADR * |
|
|
7,301 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
3,868 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 3.2% |
Coloplast A/S, Cl B |
|
|
1,690 |
|
|
|
255 |
|
Demant A/S * |
|
|
8,400 |
|
|
|
355 |
|
DSV A/S |
|
|
3,909 |
|
|
|
724 |
|
Genmab A/S * |
|
|
2,647 |
|
|
|
891 |
|
North Media A/S |
|
|
3,339 |
|
|
|
43 |
|
Novo Nordisk A/S, Cl B |
|
|
15,119 |
|
|
|
1,560 |
|
Royal Unibrew A/S |
|
|
2,430 |
|
|
|
259 |
|
Sparekassen Sjaelland-Fyn A/S |
|
|
563 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
4,104 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Finland — 0.5% |
Alma Media Oyj |
|
|
1,111 |
|
|
$ |
12 |
|
Consti Oyj |
|
|
934 |
|
|
|
12 |
|
Fortum Oyj |
|
|
8,820 |
|
|
|
186 |
|
Metso Outotec Oyj |
|
|
17,965 |
|
|
|
153 |
|
Rapala VMC Oyj |
|
|
2,924 |
|
|
|
20 |
|
Relais Group Oyj |
|
|
492 |
|
|
|
12 |
|
Sampo Oyj, Cl A |
|
|
4,510 |
|
|
|
215 |
|
Scanfil Oyj |
|
|
1,817 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
624 |
|
| |
|
|
|
|
|
|
|
|
France — 6.3% |
BNP Paribas SA |
|
|
5,720 |
|
|
|
334 |
|
Cie de Saint-Gobain |
|
|
15,515 |
|
|
|
961 |
|
Criteo SA ADR * |
|
|
4,451 |
|
|
|
148 |
|
Dekuple |
|
|
321 |
|
|
|
9 |
|
EssilorLuxottica SA |
|
|
1,940 |
|
|
|
339 |
|
Eurofins Scientific SE |
|
|
1,003 |
|
|
|
101 |
|
Guerbet |
|
|
864 |
|
|
|
27 |
|
Haulotte Group SA * |
|
|
3,874 |
|
|
|
19 |
|
Legrand SA |
|
|
3,552 |
|
|
|
337 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
1,289 |
|
|
|
950 |
|
Moulinvest |
|
|
624 |
|
|
|
33 |
|
Pernod Ricard SA |
|
|
2,218 |
|
|
|
486 |
|
Poujoulat |
|
|
140 |
|
|
|
12 |
|
Remy Cointreau SA |
|
|
1,100 |
|
|
|
212 |
|
Sanofi |
|
|
11,787 |
|
|
|
1,237 |
|
Sartorius Stedim Biotech |
|
|
866 |
|
|
|
334 |
|
Schneider Electric SE |
|
|
2,360 |
|
|
|
368 |
|
Societe Generale SA |
|
|
13,852 |
|
|
|
396 |
|
Sodexo SA |
|
|
12,529 |
|
|
|
1,052 |
|
Somfy SA |
|
|
392 |
|
|
|
70 |
|
Stellantis NV |
|
|
1,330 |
|
|
|
24 |
|
Sword Group |
|
|
1,097 |
|
|
|
48 |
|
Vente-Unique.Com SA |
|
|
2,529 |
|
|
|
37 |
|
Veolia Environnement SA |
|
|
12,190 |
|
|
|
426 |
|
Vetoquinol SA |
|
|
206 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
7,990 |
|
| |
|
|
|
|
|
|
|
|
Germany — 2.9% |
Bastei Luebbe AG |
|
|
2,568 |
|
|
|
20 |
|
Bayer AG |
|
|
149 |
|
|
|
9 |
|
Carl Zeiss Meditec AG |
|
|
1,255 |
|
|
|
197 |
|
Deutsche Bank AG |
|
|
5,981 |
|
|
|
75 |
|
Deutsche Post AG |
|
|
11,217 |
|
|
|
565 |
|
DocCheck AG |
|
|
330 |
|
|
|
9 |
|
Ecotel Communication |
|
|
483 |
|
|
|
14 |
|
K+S AG |
|
|
2,702 |
|
|
|
69 |
|
KSB SE & Co KGaA |
|
|
47 |
|
|
|
24 |
|
Merck KGaA |
|
|
3,586 |
|
|
|
717 |
|
Rheinmetall AG |
|
|
8,494 |
|
|
|
1,265 |
|
SAP SE |
|
|
3,298 |
|
|
|
373 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Scout24 SE |
|
|
5,480 |
|
|
$ |
317 |
|
| |
|
|
|
|
|
|
3,654 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 7.7% |
361 Degrees International Ltd * |
|
|
81,000 |
|
|
|
40 |
|
AIA Group Ltd |
|
|
46,400 |
|
|
|
484 |
|
Alibaba Group Holding Ltd ADR * |
|
|
2,904 |
|
|
|
305 |
|
Build King Holdings Ltd |
|
|
269,107 |
|
|
|
31 |
|
China Boqi Environmental Holding Co Ltd |
|
|
148,000 |
|
|
|
25 |
|
China Foods Ltd |
|
|
124,000 |
|
|
|
53 |
|
China Resources Land Ltd |
|
|
182,000 |
|
|
|
886 |
|
China XLX Fertiliser Ltd |
|
|
232,000 |
|
|
|
179 |
|
CPMC Holdings Ltd |
|
|
57,000 |
|
|
|
31 |
|
Goodbaby International Holdings Ltd * |
|
|
215,000 |
|
|
|
26 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
1,251,000 |
|
|
|
748 |
|
Inner Mongolia Yitai Coal Co Ltd, Cl H |
|
|
31,000 |
|
|
|
27 |
|
Johnson Electric Holdings Ltd |
|
|
19,000 |
|
|
|
32 |
|
Launch Tech Co Ltd, Cl H * |
|
|
77,500 |
|
|
|
30 |
|
Lee & Man Paper Manufacturing Ltd |
|
|
161,000 |
|
|
|
104 |
|
Lee's Pharmaceutical Holdings |
|
|
49,500 |
|
|
|
18 |
|
Lenovo Group Ltd |
|
|
240,000 |
|
|
|
268 |
|
Lion Rock Group Ltd |
|
|
134,180 |
|
|
|
15 |
|
Midland Holdings Ltd * |
|
|
468,304 |
|
|
|
59 |
|
Nameson Holdings Ltd |
|
|
94,000 |
|
|
|
6 |
|
Orient Overseas International Ltd |
|
|
13,500 |
|
|
|
382 |
|
PAX Global Technology Ltd |
|
|
137,000 |
|
|
|
102 |
|
Plover Bay Technologies Ltd |
|
|
64,000 |
|
|
|
31 |
|
Samsonite International SA * |
|
|
667,330 |
|
|
|
1,497 |
|
Sands China Ltd * |
|
|
307,200 |
|
|
|
807 |
|
Shanghai Pharmaceuticals Holding Co Ltd, Cl H |
|
|
196,900 |
|
|
|
355 |
|
Shenguan Holdings Group Ltd |
|
|
900,000 |
|
|
|
53 |
|
SITC International Holdings Co Ltd |
|
|
91,000 |
|
|
|
376 |
|
Stella International Holdings Ltd |
|
|
34,500 |
|
|
|
35 |
|
TCL Electronics Holdings Ltd * |
|
|
106,000 |
|
|
|
50 |
|
Techtronic Industries Co Ltd |
|
|
11,500 |
|
|
|
193 |
|
Tencent Holdings Ltd |
|
|
10,600 |
|
|
|
571 |
|
Texwinca Holdings Ltd |
|
|
662,000 |
|
|
|
139 |
|
Time Watch Investments Ltd * |
|
|
263,233 |
|
|
|
20 |
|
TK Group Holdings Ltd |
|
|
30,000 |
|
|
|
9 |
|
Topsports International Holdings Ltd |
|
|
851,000 |
|
|
|
888 |
|
Xinyi Glass Holdings Ltd |
|
|
333,000 |
|
|
|
877 |
|
| |
|
|
|
|
|
|
9,752 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.0% |
Waberer's International Nyrt * |
|
|
2,121 |
|
|
|
12 |
|
India — 2.8% |
|
|
|
8,940 |
|
|
|
44 |
|
Andhra Sugars |
|
|
29,055 |
|
|
|
56 |
|
Century Enka Ltd |
|
|
18,742 |
|
|
|
130 |
|
Dwarikesh Sugar Industries Ltd |
|
|
250,799 |
|
|
|
300 |
|
Forbes & Co Ltd * |
|
|
596 |
|
|
|
4 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
GHCL Ltd |
|
|
17,444 |
|
|
$ |
97 |
|
Gulf Oil Lubricants India |
|
|
11,462 |
|
|
|
68 |
|
HDFC Bank Ltd ADR |
|
|
14,310 |
|
|
|
890 |
|
IIFL Securities |
|
|
43,051 |
|
|
|
49 |
|
Indian Metals & Ferro Alloys Ltd |
|
|
19,018 |
|
|
|
86 |
|
Kirloskar Pneumatic Co Ltd |
|
|
6,648 |
|
|
|
37 |
|
KPR Mill Ltd |
|
|
14,150 |
|
|
|
120 |
|
Monte Carlo Fashions Ltd |
|
|
8,974 |
|
|
|
59 |
|
Orient Cement Ltd |
|
|
70,124 |
|
|
|
136 |
|
PTC India Ltd |
|
|
19,285 |
|
|
|
22 |
|
Redington India Ltd |
|
|
140,972 |
|
|
|
290 |
|
Reliance Industries Ltd |
|
|
7,960 |
|
|
|
251 |
|
Sandur Manganese & Iron Ores Ltd/The |
|
|
2,073 |
|
|
|
82 |
|
Tech Mahindra Ltd |
|
|
43,458 |
|
|
|
820 |
|
Visaka Industries Ltd |
|
|
8,216 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
3,603 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.4% |
Astra Otoparts |
|
|
317,300 |
|
|
|
23 |
|
Bank OCBC Nisp * |
|
|
220,300 |
|
|
|
10 |
|
Bayan Resources |
|
|
10,700 |
|
|
|
28 |
|
Bukit Asam Tbk PT |
|
|
987,000 |
|
|
|
218 |
|
Indika Energy * |
|
|
774,800 |
|
|
|
121 |
|
Mandala Multifinance Tbk PT |
|
|
294,300 |
|
|
|
22 |
|
Mitrabahtera Segara Sejati * |
|
|
409,600 |
|
|
|
23 |
|
Nippon Indosari Corpindo |
|
|
76,300 |
|
|
|
7 |
|
Pelita Samudera Shipping |
|
|
302,600 |
|
|
|
9 |
|
Salim Ivomas Pratama |
|
|
631,500 |
|
|
|
22 |
|
Ultrajaya Milk Industry & Trading Co Tbk PT |
|
|
104,000 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
494 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.5% |
CRH PLC |
|
|
5,990 |
|
|
|
268 |
|
ICON PLC * |
|
|
1,100 |
|
|
|
262 |
|
James Hardie Industries PLC ADR |
|
|
3,773 |
|
|
|
122 |
|
| |
|
|
|
|
|
|
652 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.7% |
Almogim Holdings |
|
|
6,574 |
|
|
|
16 |
|
Bank Hapoalim BM |
|
|
30,514 |
|
|
|
324 |
|
Check Point Software Technologies Ltd * |
|
|
7,415 |
|
|
|
1,074 |
|
Duniec Brothers Ltd |
|
|
1,295 |
|
|
|
81 |
|
ICL Group Ltd |
|
|
17,470 |
|
|
|
201 |
|
Ilex Medical |
|
|
2,134 |
|
|
|
100 |
|
Inmode Ltd * |
|
|
3,974 |
|
|
|
170 |
|
ZIM Integrated Shipping Services Ltd |
|
|
3,264 |
|
|
|
228 |
|
| |
|
|
|
|
|
|
2,194 |
|
| |
|
|
|
|
|
|
|
|
Italy — 3.9% |
Banco BPM SpA |
|
|
84,285 |
|
|
|
288 |
|
Emak SpA |
|
|
7,542 |
|
|
|
14 |
|
Eni SpA |
|
|
59,434 |
|
|
|
923 |
|
Gefran |
|
|
2,700 |
|
|
|
30 |
|
Prysmian SpA |
|
|
33,776 |
|
|
|
1,111 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Stellantis NV |
|
|
78,680 |
|
|
$ |
1,440 |
|
Tenaris SA |
|
|
4,181 |
|
|
|
54 |
|
UniCredit SpA |
|
|
83,572 |
|
|
|
1,043 |
|
| |
|
|
|
|
|
|
4,903 |
|
| |
|
|
|
|
|
|
|
|
Japan — 8.6% |
Ainavo Holdings Co Ltd |
|
|
2,175 |
|
|
|
19 |
|
Asahi Group Holdings Ltd |
|
|
31,100 |
|
|
|
1,259 |
|
Brother Industries Ltd |
|
|
6,200 |
|
|
|
112 |
|
Canon Inc |
|
|
7,300 |
|
|
|
172 |
|
Capcom Co Ltd |
|
|
12,000 |
|
|
|
283 |
|
Chubu Shiryo Co Ltd |
|
|
15,200 |
|
|
|
139 |
|
Cosmos Initia |
|
|
4,100 |
|
|
|
15 |
|
Digital Holdings Inc |
|
|
2,600 |
|
|
|
34 |
|
Earth Corp |
|
|
4,700 |
|
|
|
230 |
|
E-Guardian Inc * |
|
|
2,900 |
|
|
|
66 |
|
Fujikura Ltd * |
|
|
33,400 |
|
|
|
180 |
|
Fujitsu Ltd |
|
|
4,700 |
|
|
|
679 |
|
Furyu Corp |
|
|
19,000 |
|
|
|
173 |
|
Gecoss |
|
|
1,800 |
|
|
|
13 |
|
Himaraya Co Ltd |
|
|
3,100 |
|
|
|
26 |
|
Hitachi Ltd |
|
|
27,900 |
|
|
|
1,375 |
|
Hokuhoku Financial Group Inc |
|
|
5,800 |
|
|
|
47 |
|
Hokuriku Gas Co Ltd |
|
|
500 |
|
|
|
13 |
|
Ichiyoshi Securities Co Ltd |
|
|
4,900 |
|
|
|
28 |
|
IwaiCosmo Holdings Inc |
|
|
7,900 |
|
|
|
97 |
|
Iwaki |
|
|
2,600 |
|
|
|
23 |
|
Jaccs Co Ltd |
|
|
2,600 |
|
|
|
74 |
|
Kanefusa Corp |
|
|
2,300 |
|
|
|
14 |
|
Kyowa Electronic Instruments Co Ltd |
|
|
9,800 |
|
|
|
33 |
|
Marubeni Corp |
|
|
32,800 |
|
|
|
344 |
|
Mitsubishi Electric Corp |
|
|
21,200 |
|
|
|
255 |
|
Nice |
|
|
800 |
|
|
|
13 |
|
Nippon Telegraph & Telephone Corp |
|
|
17,440 |
|
|
|
499 |
|
NJS Co Ltd |
|
|
1,900 |
|
|
|
33 |
|
ORIX Corp |
|
|
56,300 |
|
|
|
1,117 |
|
Pigeon Corp |
|
|
5,700 |
|
|
|
105 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
5,500 |
|
|
|
229 |
|
Riken Technos Corp |
|
|
9,200 |
|
|
|
37 |
|
Rohm |
|
|
1,000 |
|
|
|
79 |
|
Shimano Inc |
|
|
1,000 |
|
|
|
233 |
|
Shin-Etsu Chemical Co Ltd |
|
|
1,200 |
|
|
|
185 |
|
Shofu Inc |
|
|
1,600 |
|
|
|
24 |
|
Showa Denko KK |
|
|
35,500 |
|
|
|
653 |
|
SK-Electronics Co Ltd |
|
|
6,400 |
|
|
|
48 |
|
SMS Co Ltd |
|
|
10,500 |
|
|
|
283 |
|
Sompo Holdings Inc |
|
|
2,900 |
|
|
|
126 |
|
Sony Group Corp |
|
|
3,300 |
|
|
|
339 |
|
Space Co Ltd |
|
|
3,000 |
|
|
|
24 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
10,800 |
|
|
|
385 |
|
Toei Animation Co Ltd |
|
|
2,700 |
|
|
|
240 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Toyo Machinery & Metal |
|
|
1,800 |
|
|
$ |
10 |
|
Trend Micro Inc/Japan |
|
|
3,000 |
|
|
|
167 |
|
Tsubakimoto Kogyo Co Ltd |
|
|
700 |
|
|
|
25 |
|
UNITED Inc/Japan |
|
|
4,800 |
|
|
|
72 |
|
Workman Co Ltd |
|
|
3,400 |
|
|
|
149 |
|
Xebio Holdings Co Ltd |
|
|
8,900 |
|
|
|
74 |
|
ZIGExN Co Ltd |
|
|
20,500 |
|
|
|
52 |
|
| |
|
|
|
|
|
|
10,904 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.3% |
Allianz Malaysia Bhd |
|
|
15,800 |
|
|
|
48 |
|
Berjaya Food |
|
|
11,400 |
|
|
|
9 |
|
CB Industrial Product Holding |
|
|
28,100 |
|
|
|
9 |
|
DKSH Holdings Malaysia Bhd |
|
|
30,600 |
|
|
|
37 |
|
Hai-O Enterprise Bhd, Cl O |
|
|
15,853 |
|
|
|
7 |
|
Innoprise Plantations |
|
|
116,300 |
|
|
|
56 |
|
Kim Loong Resources Bhd |
|
|
27,300 |
|
|
|
14 |
|
Matrix Concepts Holdings |
|
|
42,600 |
|
|
|
24 |
|
MKH Bhd |
|
|
99,700 |
|
|
|
34 |
|
Scicom MSC |
|
|
60,700 |
|
|
|
17 |
|
Taliworks |
|
|
347,900 |
|
|
|
81 |
|
TH Plantations * |
|
|
64,800 |
|
|
|
16 |
|
| |
|
|
|
|
|
|
352 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 5.6% |
Adyen NV * |
|
|
110 |
|
|
|
226 |
|
ArcelorMittal SA |
|
|
12,722 |
|
|
|
395 |
|
ASML Holding NV |
|
|
1,815 |
|
|
|
1,215 |
|
Brunel International NV |
|
|
3,087 |
|
|
|
36 |
|
ING Groep NV |
|
|
132,798 |
|
|
|
1,555 |
|
NN Group NV |
|
|
35,760 |
|
|
|
1,715 |
|
OCI NV * |
|
|
19,683 |
|
|
|
559 |
|
SNS Reaal *(A) |
|
|
1,762 |
|
|
|
– |
|
Universal Music Group NV |
|
|
13,447 |
|
|
|
308 |
|
Wolters Kluwer NV |
|
|
11,104 |
|
|
|
1,129 |
|
| |
|
|
|
|
|
|
7,138 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.2% |
Briscoe Group Ltd |
|
|
13,568 |
|
|
|
53 |
|
Eroad Ltd * |
|
|
2,608 |
|
|
|
7 |
|
Rakon Ltd * |
|
|
49,213 |
|
|
|
60 |
|
Skellerup Holdings Ltd |
|
|
13,632 |
|
|
|
54 |
|
Steel & Tube Holdings Ltd |
|
|
53,444 |
|
|
|
56 |
|
| |
|
|
|
|
|
|
230 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.3% |
Aker BP ASA |
|
|
7,265 |
|
|
|
227 |
|
Equinor ASA |
|
|
24,700 |
|
|
|
784 |
|
Gjensidige Forsikring ASA |
|
|
11,957 |
|
|
|
296 |
|
Norsk Hydro ASA |
|
|
34,930 |
|
|
|
331 |
|
Western Bulk Chartering * |
|
|
6,344 |
|
|
|
42 |
|
Wilh Wilhelmsen Holding, Cl B |
|
|
397 |
|
|
|
11 |
|
Wilson |
|
|
1,214 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
1,702 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Peru — 0.0% |
Empresa Siderurgica del Peru SAA |
|
|
28,617 |
|
|
$ |
12 |
|
Philippines — 0.0% |
Ginebra San Miguel |
|
|
5,020 |
|
|
|
11 |
|
Poland — 0.6% |
AB SA |
|
|
1,137 |
|
|
|
12 |
|
Amica SA |
|
|
1,207 |
|
|
|
28 |
|
BNPP Bank Polska SA * |
|
|
952 |
|
|
|
18 |
|
Budimex SA |
|
|
494 |
|
|
|
27 |
|
Cognor Holding SA |
|
|
24,049 |
|
|
|
26 |
|
ComArch SA |
|
|
1,972 |
|
|
|
83 |
|
Dom Development SA |
|
|
1,163 |
|
|
|
29 |
|
ING Bank Slaski SA |
|
|
742 |
|
|
|
43 |
|
Lubelski Wegiel Bogdanka SA * |
|
|
23,362 |
|
|
|
204 |
|
PKP Cargo * |
|
|
14,365 |
|
|
|
42 |
|
Polskie Gornictwo Naftowe i Gazownictwo SA |
|
|
40,852 |
|
|
|
54 |
|
Powszechna Kasa Oszczednosci Bank Polski SA * |
|
|
954 |
|
|
|
9 |
|
Stalprodukt SA |
|
|
672 |
|
|
|
44 |
|
Tim SA/Siechnice |
|
|
4,165 |
|
|
|
32 |
|
Toya SA |
|
|
13,420 |
|
|
|
20 |
|
Unimot SA |
|
|
1,772 |
|
|
|
16 |
|
VRG SA * |
|
|
9,417 |
|
|
|
9 |
|
Wielton SA |
|
|
10,402 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
717 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.6% |
Commercial Bank PSQC/The |
|
|
86,683 |
|
|
|
164 |
|
Industries Qatar QSC |
|
|
63,419 |
|
|
|
319 |
|
Qatar Aluminum Manufacturing |
|
|
251,139 |
|
|
|
154 |
|
Qatar National Cement Co QSC |
|
|
35,899 |
|
|
|
61 |
|
| |
|
|
|
|
|
|
698 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Raspadskaya OJSC |
|
|
14,758 |
|
|
|
22 |
|
Singapore — 0.4% |
Boustead Singapore Ltd |
|
|
35,165 |
|
|
|
25 |
|
BRC Asia Ltd |
|
|
77,500 |
|
|
|
95 |
|
Excelpoint Technology |
|
|
39,400 |
|
|
|
40 |
|
Food Empire Holdings Ltd |
|
|
75,700 |
|
|
|
29 |
|
Geo Energy Resources Ltd |
|
|
192,600 |
|
|
|
64 |
|
HRnetgroup Ltd |
|
|
61,100 |
|
|
|
35 |
|
Jardine Cycle & Carriage Ltd |
|
|
11,800 |
|
|
|
190 |
|
Samudera Shipping Line |
|
|
78,200 |
|
|
|
45 |
|
Sing Investments & Finance Ltd |
|
|
21,700 |
|
|
|
24 |
|
Tiong Seng Holdings Ltd |
|
|
7,037 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
548 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 1.1% |
Blue Label Telecoms Ltd * |
|
|
289,784 |
|
|
|
99 |
|
Clicks Group Ltd |
|
|
20,560 |
|
|
|
399 |
|
Combined Motor Holdings Ltd |
|
|
9,481 |
|
|
|
17 |
|
Kumba Iron Ore Ltd |
|
|
2,690 |
|
|
|
106 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Metair Investments Ltd |
|
|
11,852 |
|
|
$ |
21 |
|
Mpact Ltd * |
|
|
37,554 |
|
|
|
76 |
|
Sappi Ltd * |
|
|
46,269 |
|
|
|
153 |
|
Shoprite Holdings Ltd |
|
|
11,860 |
|
|
|
176 |
|
Thungela Resources Ltd * |
|
|
12,474 |
|
|
|
113 |
|
Vodacom Group Ltd |
|
|
27,650 |
|
|
|
265 |
|
| |
|
|
|
|
|
|
1,425 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 5.1% |
Coway Co Ltd |
|
|
21,703 |
|
|
|
1,300 |
|
CROWNHAITAI Holdings Co Ltd |
|
|
6,658 |
|
|
|
49 |
|
Dongkuk Industries Co Ltd |
|
|
3,166 |
|
|
|
9 |
|
Dongwon F&B Co Ltd |
|
|
1,867 |
|
|
|
269 |
|
Dongwon Industries Co Ltd |
|
|
327 |
|
|
|
57 |
|
DTR Automotive Corp |
|
|
1,736 |
|
|
|
108 |
|
Eusu Holdings |
|
|
4,060 |
|
|
|
19 |
|
Hana Financial Group Inc |
|
|
8,199 |
|
|
|
332 |
|
Hansol Holdings Co Ltd |
|
|
13,363 |
|
|
|
36 |
|
KB Financial Group Inc |
|
|
13,654 |
|
|
|
678 |
|
Kia Corp |
|
|
4,090 |
|
|
|
255 |
|
Korea District Heating |
|
|
664 |
|
|
|
20 |
|
LG Electronics Inc |
|
|
5,983 |
|
|
|
626 |
|
LG Household & Health Care Ltd |
|
|
248 |
|
|
|
197 |
|
Lotte Confectionery Co Ltd |
|
|
1,470 |
|
|
|
142 |
|
Lotte Food Co Ltd |
|
|
204 |
|
|
|
53 |
|
LX Hausys Ltd |
|
|
2,513 |
|
|
|
115 |
|
LX INTERNATIONAL CORP |
|
|
11,692 |
|
|
|
288 |
|
Maeil Holdings Co Ltd |
|
|
10,365 |
|
|
|
82 |
|
Sajodaerim Corp |
|
|
1,514 |
|
|
|
36 |
|
Samsung Electronics Co Ltd |
|
|
1,380 |
|
|
|
84 |
|
Samsung Electronics Co Ltd GDR |
|
|
751 |
|
|
|
1,123 |
|
SeAH Holdings Corp |
|
|
282 |
|
|
|
25 |
|
Shinhan Financial Group Co Ltd |
|
|
16,583 |
|
|
|
539 |
|
Youngone Corp * |
|
|
2,544 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
6,532 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.5% |
Banco Santander SA |
|
|
99,680 |
|
|
|
333 |
|
Industria de Diseno Textil SA |
|
|
10,875 |
|
|
|
286 |
|
| |
|
|
|
|
|
|
619 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 1.5% |
Assa Abloy AB, Cl B |
|
|
15,883 |
|
|
|
422 |
|
Atlas Copco AB, Cl A |
|
|
4,090 |
|
|
|
214 |
|
Ferronordic AB |
|
|
2,393 |
|
|
|
28 |
|
FM Mattsson Mora Group AB, Cl B |
|
|
622 |
|
|
|
15 |
|
Fortnox AB |
|
|
4,425 |
|
|
|
18 |
|
Getinge AB, Cl B |
|
|
2,591 |
|
|
|
102 |
|
Hexagon AB, Cl B |
|
|
30,271 |
|
|
|
413 |
|
Lundin Energy AB |
|
|
6,985 |
|
|
|
259 |
|
Raketech Group Holding * |
|
|
6,872 |
|
|
|
17 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
32,220 |
|
|
|
374 |
|
| |
|
|
|
|
|
|
1,862 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Switzerland — 5.7% |
Alcon Inc |
|
|
4,410 |
|
|
$ |
340 |
|
Holcim Ltd |
|
|
26,670 |
|
|
|
1,337 |
|
Kuehne + Nagel International AG |
|
|
2,144 |
|
|
|
587 |
|
Lonza Group AG |
|
|
500 |
|
|
|
347 |
|
Nestle SA |
|
|
4,990 |
|
|
|
651 |
|
Novartis AG |
|
|
946 |
|
|
|
83 |
|
Partners Group Holding AG |
|
|
459 |
|
|
|
623 |
|
Roche Holding AG |
|
|
4,299 |
|
|
|
1,635 |
|
Sonova Holding AG |
|
|
1,584 |
|
|
|
615 |
|
Straumann Holding AG |
|
|
321 |
|
|
|
508 |
|
UBS Group AG |
|
|
25,932 |
|
|
|
472 |
|
Zehnder Group AG |
|
|
889 |
|
|
|
77 |
|
| |
|
|
|
|
|
|
7,275 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 4.4% |
Asustek Computer Inc |
|
|
40,000 |
|
|
|
534 |
|
Axiomtek |
|
|
27,000 |
|
|
|
61 |
|
Chien Kuo Construction Co Ltd |
|
|
69,000 |
|
|
|
35 |
|
Coretronic Corp |
|
|
35,000 |
|
|
|
90 |
|
CTBC Financial Holding Co Ltd |
|
|
678,000 |
|
|
|
662 |
|
eGalax_eMPIA Technology Inc |
|
|
25,000 |
|
|
|
75 |
|
Hon Hai Precision Industry Co Ltd |
|
|
242,000 |
|
|
|
898 |
|
Insyde Software |
|
|
18,000 |
|
|
|
63 |
|
MediaTek Inc |
|
|
10,000 |
|
|
|
390 |
|
Posiflex Technology Inc |
|
|
24,000 |
|
|
|
88 |
|
Realtek Semiconductor Corp |
|
|
23,000 |
|
|
|
379 |
|
Scientech Corp |
|
|
62,000 |
|
|
|
198 |
|
Sinmag Equipment |
|
|
8,000 |
|
|
|
30 |
|
Sonix Technology Co Ltd |
|
|
63,000 |
|
|
|
199 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
28,000 |
|
|
|
598 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
5,782 |
|
|
|
619 |
|
TPK Holding Co Ltd |
|
|
253,000 |
|
|
|
352 |
|
Yuanta Financial Holding Co Ltd |
|
|
359,160 |
|
|
|
320 |
|
| |
|
|
|
|
|
|
5,591 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 2.1% |
Airports of Thailand PCL * |
|
|
78,800 |
|
|
|
156 |
|
Bangkok Bank PCL |
|
|
45,100 |
|
|
|
194 |
|
Bangkok Life Assurance PCL |
|
|
92,400 |
|
|
|
124 |
|
Kang Yong Electric PCL |
|
|
1,600 |
|
|
|
18 |
|
Kiatnakin Phatra Bank PCL |
|
|
57,000 |
|
|
|
120 |
|
Ladprao General Hospital |
|
|
109,600 |
|
|
|
19 |
|
Lanna Resources PCL |
|
|
410,900 |
|
|
|
241 |
|
PTT Global Chemical PCL |
|
|
91,800 |
|
|
|
150 |
|
Ratchaphruek Hospital PLC |
|
|
96,000 |
|
|
|
20 |
|
S Kijchai Enterprise PCL |
|
|
174,100 |
|
|
|
51 |
|
Siam Commercial Bank PCL/The |
|
|
394,000 |
|
|
|
1,520 |
|
Thai Stanley Electric PCL |
|
|
5,400 |
|
|
|
31 |
|
| |
|
|
|
|
|
|
2,644 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Turkey — 0.0% |
KOC Holding AS |
|
|
15,513 |
|
|
$ |
36 |
|
Yapi ve Kredi Bankasi AS |
|
|
30,967 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
44 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.0% |
Ras Al Khaimah Ceramics |
|
|
55,449 |
|
|
|
48 |
|
United Kingdom — 11.8% |
Anglo American PLC |
|
|
10,800 |
|
|
|
556 |
|
Aon PLC, Cl A |
|
|
2,128 |
|
|
|
622 |
|
Atlassian Corp PLC, Cl A * |
|
|
2,146 |
|
|
|
656 |
|
Cerillion PLC |
|
|
3,698 |
|
|
|
34 |
|
CNH Industrial NV |
|
|
9,257 |
|
|
|
133 |
|
ConvaTec Group PLC |
|
|
261,063 |
|
|
|
637 |
|
Dechra Pharmaceuticals PLC |
|
|
5,630 |
|
|
|
312 |
|
Diageo PLC |
|
|
9,649 |
|
|
|
480 |
|
Evraz PLC |
|
|
33,209 |
|
|
|
66 |
|
Exillon Energy PLC * |
|
|
4,819 |
|
|
|
– |
|
Ferrexpo PLC |
|
|
7,137 |
|
|
|
16 |
|
Fresnillo PLC |
|
|
8,294 |
|
|
|
80 |
|
GlaxoSmithKline PLC |
|
|
13,066 |
|
|
|
272 |
|
GlaxoSmithKline PLC ADR |
|
|
13,568 |
|
|
|
568 |
|
Glencore PLC |
|
|
31,650 |
|
|
|
187 |
|
Greencore Group PLC * |
|
|
196,128 |
|
|
|
344 |
|
Greggs PLC |
|
|
1,924 |
|
|
|
65 |
|
Gresham Technologies PLC |
|
|
9,760 |
|
|
|
21 |
|
Gulf Keystone Petroleum Ltd |
|
|
17,361 |
|
|
|
45 |
|
Hargreaves Services PLC |
|
|
10,356 |
|
|
|
70 |
|
Impellam Group PLC * |
|
|
3,091 |
|
|
|
20 |
|
Informa PLC * |
|
|
160,005 |
|
|
|
1,251 |
|
Intertek Group PLC |
|
|
5,151 |
|
|
|
369 |
|
Investec PLC |
|
|
22,788 |
|
|
|
124 |
|
Kingfisher PLC |
|
|
305,729 |
|
|
|
1,260 |
|
Linde PLC |
|
|
840 |
|
|
|
244 |
|
London Stock Exchange Group PLC |
|
|
3,560 |
|
|
|
316 |
|
Macfarlane Group PLC |
|
|
19,861 |
|
|
|
35 |
|
Melrose Industries PLC |
|
|
479,702 |
|
|
|
934 |
|
Mercia Asset Management PLC |
|
|
54,167 |
|
|
|
23 |
|
NatWest Group PLC |
|
|
519,151 |
|
|
|
1,586 |
|
Nomad Foods Ltd * |
|
|
51,209 |
|
|
|
1,289 |
|
Norcros PLC |
|
|
9,391 |
|
|
|
34 |
|
NWF Group PLC |
|
|
12,655 |
|
|
|
35 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Prudential PLC |
|
|
17,505 |
|
|
$ |
263 |
|
RELX PLC |
|
|
27,157 |
|
|
|
827 |
|
Sensata Technologies Holding PLC * |
|
|
16,365 |
|
|
|
948 |
|
Vodafone Group PLC |
|
|
136,690 |
|
|
|
239 |
|
| |
|
|
|
|
|
|
14,961 |
|
| |
|
|
|
|
|
|
|
|
United States — 1.5% |
Berry Global Group Inc * |
|
|
16,308 |
|
|
|
989 |
|
Gentex Corp |
|
|
14,360 |
|
|
|
435 |
|
Globant SA * |
|
|
680 |
|
|
|
186 |
|
Philip Morris International Inc |
|
|
3,070 |
|
|
|
310 |
|
| |
|
|
|
|
|
|
1,920 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $110,331) ($ Thousands) |
|
|
|
|
|
|
120,772 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.5% |
Brazil — 0.4% |
Braskem SA |
|
|
15,412 |
|
|
|
143 |
|
Cia de Saneamento do Parana * |
|
|
184,500 |
|
|
|
143 |
|
Itau Unibanco Holding SA* |
|
|
38,700 |
|
|
|
191 |
|
| |
|
|
|
|
|
|
477 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.1% |
Schaeffler AG |
|
|
21,709 |
|
|
|
148 |
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $659) ($ Thousands) |
|
|
|
|
|
|
625 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
2,219,340 |
|
|
|
2,219 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $2,219) ($ Thousands) |
|
|
|
|
|
|
2,219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 97.2% |
|
|
|
|
|
|
|
|
(Cost $113,209) ($ Thousands) |
|
$ |
123,616 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
18 |
|
|
|
Mar-2022 |
|
|
$ |
860 |
|
|
$ |
794 |
|
|
$ |
(60 |
) |
FTSE 100 Index |
|
|
3 |
|
|
|
Mar-2022 |
|
|
|
308 |
|
|
|
299 |
|
|
|
(5 |
) |
S&P TSX 60 Index |
|
|
1 |
|
|
|
Mar-2022 |
|
|
|
203 |
|
|
|
201 |
|
|
|
(2 |
) |
SPI 200 Index |
|
|
3 |
|
|
|
Mar-2022 |
|
|
|
381 |
|
|
|
382 |
|
|
|
(3 |
) |
TOPIX Index |
|
|
4 |
|
|
|
Mar-2022 |
|
|
|
663 |
|
|
|
657 |
|
|
|
(6 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
2,415 |
|
|
$ |
2,333 |
|
|
$ |
(76 |
) |
|
Percentages are based on Net Assets of $127,193 ($ Thousands). |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Screened World Equity Ex-US Fund (Concluded)
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
ADR — American Depositary Receipt |
Cl — Class |
FTSE — Financial Times Stock Exchange |
GDR — Global Depositary Receipt |
Ltd — Limited |
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 February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Common Stock |
|
|
18,089 |
|
|
|
102,683 |
|
|
|
– |
^ |
|
|
120,772 |
|
Preferred Stock |
|
|
477 |
|
|
|
148 |
|
|
|
– |
|
|
|
625 |
|
Cash Equivalent |
|
|
2,219 |
|
|
|
– |
|
|
|
– |
|
|
|
2,219 |
|
Total Investments in Securities |
|
|
20,785 |
|
|
|
102,831 |
|
|
|
– |
|
|
|
123,616 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(76 |
) |
|
|
– |
|
|
|
– |
|
|
|
(76 |
) |
Total Other Financial Instruments |
|
|
(76 |
) |
|
|
– |
|
|
|
– |
|
|
|
(76 |
) |
|
*
|
Futures contracts are valued at the unrealized 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 $500.
For the period ended February 28, 2022, there were no transfers in or out of Level 3.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
2,266 |
|
|
$ |
14,855 |
|
|
$ |
(14,902 |
) |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
2,219 |
|
|
|
2,219,340 |
|
|
$ |
- |
|
|
$ |
- |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 91.2% |
Argentina — 0.0% |
Telecom Argentina SA ADR |
|
|
2,566 |
|
|
$ |
13 |
|
Australia — 0.1% |
AGL Energy Ltd |
|
|
16,300 |
|
|
|
89 |
|
CSL Ltd |
|
|
251 |
|
|
|
48 |
|
Harvey Norman Holdings Ltd |
|
|
8,114 |
|
|
|
31 |
|
Stockland ‡ |
|
|
4,825 |
|
|
|
15 |
|
Tabcorp Holdings Ltd |
|
|
7,914 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
212 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.2% |
Erste Group Bank AG |
|
|
395 |
|
|
|
14 |
|
Strabag SE |
|
|
4,494 |
|
|
|
182 |
|
Vienna Insurance Group AG Wiener Versicherung Gruppe |
|
|
6,400 |
|
|
|
168 |
|
Wienerberger AG |
|
|
1,919 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
422 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.3% |
Ageas SA/NV |
|
|
2,200 |
|
|
|
106 |
|
Anheuser-Busch InBev SA/NV |
|
|
8,268 |
|
|
|
510 |
|
Etablissements Franz Colruyt NV |
|
|
2,100 |
|
|
|
84 |
|
Sofina |
|
|
97 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
738 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 0.4% |
Ambev SA |
|
|
69,173 |
|
|
|
204 |
|
Cia Brasileira de Distribuicao |
|
|
64,707 |
|
|
|
293 |
|
Embraer SA * |
|
|
88,000 |
|
|
|
301 |
|
Iochpe Maxion |
|
|
13,900 |
|
|
|
35 |
|
JBS SA |
|
|
12,534 |
|
|
|
87 |
|
Marfrig Global Foods SA |
|
|
13,000 |
|
|
|
56 |
|
Telefonica Brasil |
|
|
19,600 |
|
|
|
191 |
|
| |
|
|
|
|
|
|
1,167 |
|
| |
|
|
|
|
|
|
|
|
Canada — 1.0% |
Alimentation Couche-Tard |
|
|
4,500 |
|
|
|
177 |
|
Aritzia Inc * |
|
|
1,426 |
|
|
|
54 |
|
Bank of Montreal |
|
|
2,070 |
|
|
|
236 |
|
BlackBerry Ltd * |
|
|
1,356 |
|
|
|
9 |
|
Brookfield Asset Management Inc, Cl A |
|
|
282 |
|
|
|
15 |
|
Cameco |
|
|
479 |
|
|
|
12 |
|
Canaccord Genuity Group Inc |
|
|
1,228 |
|
|
|
13 |
|
Canadian Imperial Bank of Commerce |
|
|
2,430 |
|
|
|
307 |
|
Canadian Natural Resources Ltd |
|
|
2,060 |
|
|
|
115 |
|
Canadian Pacific Railway Ltd |
|
|
660 |
|
|
|
46 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
1,200 |
|
|
|
177 |
|
Cogeco Communications Inc |
|
|
1,500 |
|
|
|
120 |
|
Gildan Activewear Inc |
|
|
3,331 |
|
|
|
131 |
|
iA Financial Corp Inc |
|
|
364 |
|
|
|
22 |
|
IGM Financial Inc |
|
|
254 |
|
|
|
9 |
|
Intact Financial Corp |
|
|
538 |
|
|
|
77 |
|
Keyera Corp |
|
|
852 |
|
|
|
20 |
|
Loblaw Cos Ltd |
|
|
4,526 |
|
|
|
353 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
National Bank of Canada |
|
|
1,404 |
|
|
$ |
113 |
|
North West Co Inc/The |
|
|
538 |
|
|
|
15 |
|
Open Text Corp |
|
|
331 |
|
|
|
14 |
|
Richelieu Hardware Ltd |
|
|
662 |
|
|
|
25 |
|
Ritchie Bros Auctioneers |
|
|
300 |
|
|
|
16 |
|
Russel Metals Inc |
|
|
1,056 |
|
|
|
26 |
|
TFI International Inc |
|
|
1,443 |
|
|
|
150 |
|
Toronto-Dominion Bank/The |
|
|
1,300 |
|
|
|
105 |
|
Tourmaline Oil Corp |
|
|
4,336 |
|
|
|
171 |
|
| |
|
|
|
|
|
|
2,528 |
|
| |
|
|
|
|
|
|
|
|
Chile — 0.1% |
CAP SA |
|
|
14,414 |
|
|
|
168 |
|
Empresa Nacional de Telecomunicaciones |
|
|
7,487 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
196 |
|
| |
|
|
|
|
|
|
|
|
China — 1.9% |
Anhui Anke Biotechnology Group, Cl A |
|
|
34,288 |
|
|
|
59 |
|
Bank of Communications Co Ltd, Cl H |
|
|
337,000 |
|
|
|
231 |
|
Bank of Jiangsu Co Ltd, Cl A |
|
|
37,599 |
|
|
|
40 |
|
BYD Co Ltd, Cl H |
|
|
12,500 |
|
|
|
382 |
|
China Construction Bank Corp, Cl H |
|
|
671,000 |
|
|
|
503 |
|
China Petroleum & Chemical Corp, Cl H |
|
|
494,000 |
|
|
|
246 |
|
China Shenhua Energy Co Ltd, Cl H |
|
|
160,500 |
|
|
|
444 |
|
China United Network Communications, Cl A |
|
|
460,600 |
|
|
|
279 |
|
Contemporary Amperex Technology Co Ltd, Cl A |
|
|
4,100 |
|
|
|
350 |
|
COSCO SHIPPING Holdings Co Ltd, Cl A * |
|
|
7,800 |
|
|
|
22 |
|
COSCO SHIPPING Holdings Co Ltd, Cl H * |
|
|
5,000 |
|
|
|
10 |
|
Dongfeng Motor Group Co Ltd, Cl H |
|
|
10,000 |
|
|
|
8 |
|
JD.com Inc ADR * |
|
|
1,300 |
|
|
|
93 |
|
JD.com Inc, Cl A * |
|
|
357 |
|
|
|
13 |
|
JOYY Inc ADR |
|
|
225 |
|
|
|
10 |
|
Kunlun Energy Co Ltd |
|
|
12,000 |
|
|
|
12 |
|
Li Ning Co Ltd |
|
|
3,401 |
|
|
|
34 |
|
NetEase Inc ADR |
|
|
2,800 |
|
|
|
267 |
|
NIO Inc ADR * |
|
|
16,100 |
|
|
|
368 |
|
NXP Semiconductors NV |
|
|
2,174 |
|
|
|
413 |
|
PICC Property & Casualty Co Ltd |
|
|
334,000 |
|
|
|
353 |
|
Pinduoduo Inc ADR * |
|
|
208 |
|
|
|
11 |
|
Sinomine Resource Group, Cl A |
|
|
3,100 |
|
|
|
53 |
|
Tech-Bank Food, Cl A |
|
|
322,896 |
|
|
|
337 |
|
Xiamen Xiangyu Co Ltd, Cl A |
|
|
91,700 |
|
|
|
118 |
|
Xilinmen Furniture Co Ltd, Cl A |
|
|
53,800 |
|
|
|
280 |
|
YTO Express Group, Cl A |
|
|
10,100 |
|
|
|
28 |
|
ZTO Express Cayman Inc ADR |
|
|
1,729 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
5,015 |
|
| |
|
|
|
|
|
|
|
|
Croatia — 0.0% |
Hrvatski Telekom dd |
|
|
2,818 |
|
|
|
77 |
|
Czech Republic — 0.1% |
CEZ AS |
|
|
3,415 |
|
|
|
131 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Komercni Banka |
|
|
4,393 |
|
|
$ |
173 |
|
| |
|
|
|
|
|
|
304 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 0.1% |
AP Moller - Maersk A/S, Cl A |
|
|
16 |
|
|
|
48 |
|
AP Moller - Maersk A/S, Cl B |
|
|
10 |
|
|
|
32 |
|
Coloplast A/S, Cl B |
|
|
253 |
|
|
|
38 |
|
Novozymes A/S, Cl B |
|
|
157 |
|
|
|
10 |
|
Pandora A/S |
|
|
144 |
|
|
|
15 |
|
Scandinavian Tobacco Group A/S |
|
|
8,800 |
|
|
|
200 |
|
| |
|
|
|
|
|
|
343 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 0.0% |
Oriental Weavers |
|
|
19,694 |
|
|
|
10 |
|
Telecom Egypt Co |
|
|
8,383 |
|
|
|
10 |
|
| |
|
|
|
|
|
|
20 |
|
| |
|
|
|
|
|
|
|
|
Estonia — 0.1% |
Enefit Green * |
|
|
33,629 |
|
|
|
143 |
|
Tallinna Kaubamaja Grupp AS |
|
|
10,570 |
|
|
|
133 |
|
| |
|
|
|
|
|
|
276 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.6% |
Elisa Oyj, Cl A |
|
|
741 |
|
|
|
41 |
|
Kesko Oyj, Cl B |
|
|
1,088 |
|
|
|
32 |
|
Metsa Board Oyj, Cl B |
|
|
2,909 |
|
|
|
29 |
|
Metso Outotec Oyj |
|
|
41,831 |
|
|
|
356 |
|
Nokia Oyj |
|
|
94,067 |
|
|
|
508 |
|
Stora Enso Oyj, Cl R |
|
|
32,351 |
|
|
|
623 |
|
| |
|
|
|
|
|
|
1,589 |
|
| |
|
|
|
|
|
|
|
|
France — 2.8% |
Alstom SA |
|
|
11,380 |
|
|
|
290 |
|
Atos SE |
|
|
8,314 |
|
|
|
296 |
|
AXA SA |
|
|
26,650 |
|
|
|
721 |
|
BNP Paribas SA |
|
|
11,381 |
|
|
|
664 |
|
Bollore SA |
|
|
2,887 |
|
|
|
15 |
|
Bouygues SA |
|
|
353 |
|
|
|
13 |
|
Carrefour SA |
|
|
9,260 |
|
|
|
185 |
|
Cie de Saint-Gobain |
|
|
9,666 |
|
|
|
599 |
|
Cie Generale des Etablissements Michelin SCA, Cl B |
|
|
295 |
|
|
|
41 |
|
Credit Agricole SA |
|
|
1,212 |
|
|
|
16 |
|
Eurazeo SA |
|
|
141 |
|
|
|
11 |
|
Hermes International |
|
|
429 |
|
|
|
592 |
|
Kering SA |
|
|
37 |
|
|
|
26 |
|
La Francaise des Jeux SAEM |
|
|
247 |
|
|
|
10 |
|
L'Oreal SA |
|
|
34 |
|
|
|
13 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
292 |
|
|
|
215 |
|
Publicis Groupe SA |
|
|
12,254 |
|
|
|
816 |
|
Renault |
|
|
786 |
|
|
|
25 |
|
Rexel SA |
|
|
27,930 |
|
|
|
617 |
|
Sanofi |
|
|
10,079 |
|
|
|
1,058 |
|
Societe BIC SA |
|
|
2,300 |
|
|
|
121 |
|
Societe Generale SA |
|
|
592 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TotalEnergies SE |
|
|
19,408 |
|
|
$ |
990 |
|
Valeo SA |
|
|
457 |
|
|
|
10 |
|
| |
|
|
|
|
|
|
7,361 |
|
| |
|
|
|
|
|
|
|
|
Germany — 1.8% |
Allianz SE |
|
|
5,164 |
|
|
|
1,178 |
|
Aroundtown SA |
|
|
1,352 |
|
|
|
8 |
|
BASF SE |
|
|
2,264 |
|
|
|
149 |
|
Bayerische Motoren Werke AG |
|
|
4,530 |
|
|
|
439 |
|
Beiersdorf AG |
|
|
94 |
|
|
|
10 |
|
Continental AG * |
|
|
3,588 |
|
|
|
306 |
|
Covestro AG |
|
|
15,385 |
|
|
|
806 |
|
Deutsche Post AG |
|
|
3,200 |
|
|
|
161 |
|
Deutsche Telekom AG |
|
|
29,446 |
|
|
|
527 |
|
HeidelbergCement AG |
|
|
8,580 |
|
|
|
559 |
|
Mercedes-Benz Group |
|
|
1,927 |
|
|
|
151 |
|
Merck KGaA |
|
|
55 |
|
|
|
11 |
|
MTU Aero Engines AG |
|
|
1,767 |
|
|
|
429 |
|
| |
|
|
|
|
|
|
4,734 |
|
| |
|
|
|
|
|
|
|
|
Greece — 0.1% |
Alpha Services and Holdings SA * |
|
|
95,874 |
|
|
|
130 |
|
Danaos Corp |
|
|
731 |
|
|
|
68 |
|
Fourlis Holdings SA * |
|
|
19,206 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
283 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 1.6% |
Agricultural Bank of China Ltd, Cl H |
|
|
981,000 |
|
|
|
372 |
|
Alibaba Group Holding Ltd * |
|
|
24,652 |
|
|
|
327 |
|
Alibaba Group Holding Ltd ADR * |
|
|
3,936 |
|
|
|
414 |
|
Beijing Enterprises Holdings Ltd |
|
|
89,500 |
|
|
|
306 |
|
BOC Hong Kong Holdings Ltd |
|
|
3,500 |
|
|
|
13 |
|
Central China Real Estate |
|
|
212,000 |
|
|
|
17 |
|
China Aoyuan Group Ltd |
|
|
53,278 |
|
|
|
9 |
|
China Merchants Bank Co Ltd, Cl H |
|
|
2,000 |
|
|
|
17 |
|
China Railway Signal & Communication Corp Ltd, Cl H |
|
|
552,000 |
|
|
|
201 |
|
China Resources Power Holdings Co Ltd |
|
|
54,446 |
|
|
|
122 |
|
China State Construction International Holdings Ltd |
|
|
10,000 |
|
|
|
14 |
|
China Yongda Automobiles Services Holdings Ltd |
|
|
16,000 |
|
|
|
19 |
|
Far East Horizon Ltd |
|
|
179,145 |
|
|
|
153 |
|
Haitian International Holdings Ltd |
|
|
5,000 |
|
|
|
13 |
|
HKT Trust & HKT Ltd |
|
|
9,000 |
|
|
|
12 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
700 |
|
|
|
34 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
149,000 |
|
|
|
89 |
|
JNBY Design Ltd |
|
|
25,499 |
|
|
|
35 |
|
Joinn Laboratories China, Cl H |
|
|
700 |
|
|
|
6 |
|
Legend Holdings, Cl H |
|
|
21,784 |
|
|
|
31 |
|
Lenovo Group Ltd |
|
|
62,000 |
|
|
|
69 |
|
Meituan, Cl B * |
|
|
4,600 |
|
|
|
102 |
|
Melco Resorts & Entertainment ADR * |
|
|
1,010 |
|
|
|
10 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Minth Group Ltd |
|
|
2,000 |
|
|
$ |
7 |
|
New China Life Insurance Co Ltd, Cl H |
|
|
43,400 |
|
|
|
124 |
|
Nine Dragons Paper Holdings Ltd |
|
|
13,000 |
|
|
|
12 |
|
People's Insurance Co Group of China Ltd/The, Cl H |
|
|
561,000 |
|
|
|
181 |
|
PetroChina Co Ltd, Cl H |
|
|
668,000 |
|
|
|
363 |
|
Pharmaron Beijing, Cl H |
|
|
1,400 |
|
|
|
17 |
|
Postal Savings Bank of China Co Ltd, Cl H |
|
|
15,000 |
|
|
|
12 |
|
Shenzhen Expressway Co Ltd, Cl H |
|
|
138,000 |
|
|
|
139 |
|
Shougang Fushan Resources Group Ltd |
|
|
566,000 |
|
|
|
187 |
|
Sun Hung Kai Properties Ltd |
|
|
5,000 |
|
|
|
58 |
|
Tencent Holdings Ltd |
|
|
6,990 |
|
|
|
377 |
|
Tingyi Cayman Islands Holding Corp |
|
|
54,000 |
|
|
|
119 |
|
Xinyi Glass Holdings Ltd |
|
|
38,000 |
|
|
|
100 |
|
Zhongliang Holdings Group |
|
|
131,500 |
|
|
|
52 |
|
| |
|
|
|
|
|
|
4,133 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.8% |
Magyar Telekom Telecommunications PLC |
|
|
369,381 |
|
|
|
466 |
|
MOL Hungarian Oil & Gas PLC |
|
|
67,789 |
|
|
|
532 |
|
OTP Bank Nyrt |
|
|
12,554 |
|
|
|
488 |
|
Richter Gedeon Nyrt |
|
|
28,600 |
|
|
|
604 |
|
| |
|
|
|
|
|
|
2,090 |
|
| |
|
|
|
|
|
|
|
|
India — 1.7% |
Apollo Hospitals Enterprise |
|
|
494 |
|
|
|
32 |
|
Asian Paints Ltd |
|
|
4,414 |
|
|
|
187 |
|
Bajaj Auto Ltd |
|
|
241 |
|
|
|
11 |
|
Bajaj Finance Ltd |
|
|
175 |
|
|
|
16 |
|
Bharat Petroleum Corp Ltd |
|
|
2,243 |
|
|
|
10 |
|
Bharti Airtel Ltd * |
|
|
3,493 |
|
|
|
32 |
|
Chambal Fertilisers and Chemicals |
|
|
10,618 |
|
|
|
54 |
|
Divi's Laboratories Ltd |
|
|
237 |
|
|
|
13 |
|
GAIL India Ltd |
|
|
27,295 |
|
|
|
53 |
|
Grasim Industries Ltd |
|
|
4,366 |
|
|
|
93 |
|
HDFC Bank Ltd |
|
|
1,792 |
|
|
|
34 |
|
Hindalco Industries Ltd |
|
|
9,426 |
|
|
|
73 |
|
Hindustan Petroleum Corp Ltd |
|
|
57,541 |
|
|
|
210 |
|
ICICI Bank Ltd |
|
|
1,641 |
|
|
|
16 |
|
Indian Oil Corp Ltd |
|
|
114,746 |
|
|
|
176 |
|
Infosys Ltd |
|
|
10,424 |
|
|
|
238 |
|
Infosys Ltd ADR |
|
|
21,800 |
|
|
|
489 |
|
Jagran Prakashan Ltd * |
|
|
14,165 |
|
|
|
13 |
|
Jindal Saw Ltd |
|
|
60,734 |
|
|
|
71 |
|
Jindal Steel & Power Ltd * |
|
|
29,468 |
|
|
|
168 |
|
Larsen & Toubro Infotech Ltd |
|
|
497 |
|
|
|
39 |
|
Motherson Sumi Systems * |
|
|
13,580 |
|
|
|
18 |
|
Motilal Oswal Financial Services |
|
|
1,502 |
|
|
|
18 |
|
Muthoot Finance Ltd |
|
|
610 |
|
|
|
11 |
|
NHPC Ltd |
|
|
612,000 |
|
|
|
224 |
|
NMDC Ltd |
|
|
5,593 |
|
|
|
11 |
|
Oil & Natural Gas Corp Ltd |
|
|
109,647 |
|
|
|
237 |
|
Oil India Ltd |
|
|
63,500 |
|
|
|
190 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Page Industries Ltd |
|
|
472 |
|
|
$ |
266 |
|
Power Finance Corp Ltd |
|
|
154,126 |
|
|
|
226 |
|
REC Ltd |
|
|
92,931 |
|
|
|
152 |
|
SRF |
|
|
2,473 |
|
|
|
79 |
|
Steel Authority of India Ltd |
|
|
243,888 |
|
|
|
316 |
|
Tata Consultancy Services Ltd |
|
|
1,442 |
|
|
|
68 |
|
Tata Consumer Products Ltd |
|
|
1,304 |
|
|
|
13 |
|
Tata Steel Ltd |
|
|
3,076 |
|
|
|
50 |
|
Titan Co Ltd |
|
|
4,018 |
|
|
|
137 |
|
Trent |
|
|
3,173 |
|
|
|
47 |
|
Vedanta Ltd |
|
|
71,310 |
|
|
|
362 |
|
Welspun Corp Ltd |
|
|
8,881 |
|
|
|
17 |
|
Wipro Ltd |
|
|
4,477 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
4,503 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.1% |
Erajaya Swasembada Tbk PT |
|
|
2,797,836 |
|
|
|
109 |
|
Matahari Department Store Tbk PT |
|
|
222,853 |
|
|
|
71 |
|
| |
|
|
|
|
|
|
180 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.4% |
Accenture PLC, Cl A |
|
|
77 |
|
|
|
24 |
|
CRH PLC |
|
|
17,565 |
|
|
|
785 |
|
James Hardie Industries PLC |
|
|
4,774 |
|
|
|
157 |
|
| |
|
|
|
|
|
|
966 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.1% |
Bank Hapoalim BM |
|
|
3,485 |
|
|
|
37 |
|
Bank Leumi Le-Israel BM |
|
|
3,279 |
|
|
|
35 |
|
Check Point Software Technologies Ltd * |
|
|
900 |
|
|
|
130 |
|
Mizrahi Tefahot Bank Ltd |
|
|
837 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
235 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.9% |
Eni SpA |
|
|
26,584 |
|
|
|
413 |
|
Ferrari NV |
|
|
68 |
|
|
|
15 |
|
Hera SpA |
|
|
53,900 |
|
|
|
210 |
|
Infrastrutture Wireless Italiane |
|
|
1,243 |
|
|
|
13 |
|
Intesa Sanpaolo SpA |
|
|
271,715 |
|
|
|
684 |
|
Iveco Group NV * |
|
|
12,800 |
|
|
|
107 |
|
Sesa SpA |
|
|
72 |
|
|
|
11 |
|
Snam SpA |
|
|
3,202 |
|
|
|
18 |
|
Telecom Italia SpA/Milano |
|
|
29,720 |
|
|
|
12 |
|
Terna - Rete Elettrica Nazionale |
|
|
2,808 |
|
|
|
23 |
|
UniCredit SpA |
|
|
56,328 |
|
|
|
703 |
|
UnipolSai Assicurazioni SpA |
|
|
75,012 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
2,413 |
|
| |
|
|
|
|
|
|
|
|
Japan — 12.4% |
AEON Investment Corp ‡ |
|
|
100 |
|
|
|
124 |
|
AGC Inc |
|
|
300 |
|
|
|
13 |
|
Aisin Corp |
|
|
9,200 |
|
|
|
336 |
|
Alps Alpine Co Ltd |
|
|
19,900 |
|
|
|
199 |
|
Aoyama Trading Co Ltd |
|
|
10,900 |
|
|
|
65 |
|
Aozora Bank Ltd |
|
|
5,700 |
|
|
|
129 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Canon Inc |
|
|
24,557 |
|
|
$ |
578 |
|
Citizen Watch Co Ltd |
|
|
70,500 |
|
|
|
306 |
|
Cosel Co Ltd |
|
|
7,100 |
|
|
|
51 |
|
Credit Saison Co Ltd |
|
|
43,800 |
|
|
|
493 |
|
Dai-ichi Life Holdings Inc |
|
|
36,500 |
|
|
|
764 |
|
Daito Trust Construction Co Ltd |
|
|
3,401 |
|
|
|
377 |
|
DCM Holdings Co Ltd |
|
|
22,400 |
|
|
|
218 |
|
East Japan Railway Co |
|
|
6,500 |
|
|
|
387 |
|
Eizo Corp |
|
|
3,600 |
|
|
|
116 |
|
FANUC Corp |
|
|
4,000 |
|
|
|
739 |
|
Fuji Electric Co Ltd |
|
|
200 |
|
|
|
10 |
|
Fuji Media Holdings Inc |
|
|
18,200 |
|
|
|
198 |
|
FUJIFILM Holdings Corp |
|
|
5,531 |
|
|
|
350 |
|
Fujitsu Ltd |
|
|
200 |
|
|
|
29 |
|
H.U. Group Holdings Inc |
|
|
5,300 |
|
|
|
140 |
|
Hachijuni Bank Ltd/The |
|
|
22,300 |
|
|
|
85 |
|
Hirogin Holdings Inc |
|
|
17,800 |
|
|
|
105 |
|
Hitachi Ltd |
|
|
400 |
|
|
|
20 |
|
Hokuetsu Corp |
|
|
23,700 |
|
|
|
148 |
|
Honda Motor Co Ltd |
|
|
34,000 |
|
|
|
1,042 |
|
Ito En |
|
|
300 |
|
|
|
17 |
|
Itochu Enex Co Ltd |
|
|
22,300 |
|
|
|
203 |
|
Japan Lifeline Co Ltd |
|
|
21,900 |
|
|
|
209 |
|
Japan Post Bank Co Ltd |
|
|
1,800 |
|
|
|
16 |
|
Japan Tobacco Inc |
|
|
63,685 |
|
|
|
1,174 |
|
JFE Holdings Inc |
|
|
30,700 |
|
|
|
462 |
|
JGC Holdings Corp |
|
|
56,600 |
|
|
|
568 |
|
JTEKT |
|
|
21,800 |
|
|
|
188 |
|
Kajima Corp |
|
|
36,500 |
|
|
|
492 |
|
Kao Corp |
|
|
14,600 |
|
|
|
683 |
|
KDDI Corp |
|
|
17,400 |
|
|
|
569 |
|
Kirin Holdings Co Ltd |
|
|
48,000 |
|
|
|
797 |
|
Komeri Co Ltd |
|
|
12,100 |
|
|
|
297 |
|
K's Holdings Corp |
|
|
25,000 |
|
|
|
270 |
|
Kuraray Co Ltd |
|
|
32,500 |
|
|
|
305 |
|
KYORIN Holdings Inc |
|
|
12,700 |
|
|
|
206 |
|
Mabuchi Motor Co Ltd |
|
|
5,500 |
|
|
|
190 |
|
Macnica Fuji Electronics Holdings Inc |
|
|
658 |
|
|
|
15 |
|
Makita Corp |
|
|
300 |
|
|
|
11 |
|
Meitec Corp |
|
|
2,900 |
|
|
|
171 |
|
Mitsubishi Chemical Holdings Corp |
|
|
21,082 |
|
|
|
150 |
|
Mitsubishi Corp |
|
|
9,100 |
|
|
|
308 |
|
Mitsubishi Estate Co Ltd |
|
|
67,500 |
|
|
|
1,033 |
|
Mitsubishi Gas Chemical Co Inc |
|
|
2,265 |
|
|
|
40 |
|
Mitsubishi HC Capital Inc |
|
|
20,200 |
|
|
|
105 |
|
Mitsubishi UFJ Financial Group Inc |
|
|
85,300 |
|
|
|
528 |
|
Mitsui High-Tec Inc |
|
|
305 |
|
|
|
22 |
|
Mizuho Financial Group Inc |
|
|
22,800 |
|
|
|
302 |
|
MS&AD Insurance Group Holdings Inc |
|
|
10,000 |
|
|
|
341 |
|
NGK Spark Plug Co Ltd |
|
|
4,500 |
|
|
|
81 |
|
NH Foods Ltd |
|
|
7,300 |
|
|
|
275 |
|
Nikon Corp |
|
|
4,382 |
|
|
|
46 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nippon Express Holdings Inc |
|
|
200 |
|
|
$ |
12 |
|
Nippon Paint Holdings Co Ltd |
|
|
2,100 |
|
|
|
19 |
|
Nippon Steel Corp |
|
|
59,900 |
|
|
|
1,112 |
|
Nippon Telegraph & Telephone Corp |
|
|
28,500 |
|
|
|
816 |
|
Nippon Television Holdings Inc |
|
|
32,300 |
|
|
|
371 |
|
Nippon Yusen KK |
|
|
526 |
|
|
|
49 |
|
Nishi-Nippon Financial Holdings Inc |
|
|
23,800 |
|
|
|
171 |
|
Nitto Denko Corp |
|
|
233 |
|
|
|
17 |
|
Nomura Holdings Inc |
|
|
45,600 |
|
|
|
209 |
|
Nomura Research Institute Ltd |
|
|
826 |
|
|
|
29 |
|
North Pacific Bank Ltd |
|
|
37,500 |
|
|
|
83 |
|
NSK Ltd |
|
|
72,600 |
|
|
|
473 |
|
NTT Data Corp |
|
|
7,451 |
|
|
|
142 |
|
Obayashi Corp |
|
|
21,900 |
|
|
|
183 |
|
Oji Holdings |
|
|
12,300 |
|
|
|
63 |
|
Oracle Corp Japan |
|
|
300 |
|
|
|
21 |
|
ORIX Corp |
|
|
600 |
|
|
|
12 |
|
Osaka Gas Co Ltd |
|
|
17,100 |
|
|
|
313 |
|
OSG Corp |
|
|
16,400 |
|
|
|
275 |
|
Otsuka Corp |
|
|
9,000 |
|
|
|
348 |
|
Panasonic Corp |
|
|
4,500 |
|
|
|
47 |
|
Park24 Co Ltd |
|
|
16,300 |
|
|
|
245 |
|
Rengo Co Ltd |
|
|
25,400 |
|
|
|
190 |
|
Resona Holdings Inc |
|
|
3,800 |
|
|
|
17 |
|
Ricoh Co Ltd |
|
|
2,200 |
|
|
|
19 |
|
Sawai Group Holdings Co Ltd |
|
|
6,200 |
|
|
|
246 |
|
Secom Co Ltd |
|
|
200 |
|
|
|
15 |
|
Seiko Epson Corp |
|
|
29,200 |
|
|
|
449 |
|
Seino Holdings |
|
|
13,000 |
|
|
|
136 |
|
Sekisui House Ltd |
|
|
600 |
|
|
|
12 |
|
Shionogi & Co Ltd |
|
|
300 |
|
|
|
20 |
|
SoftBank Group Corp |
|
|
18,900 |
|
|
|
848 |
|
Sony Group Corp |
|
|
10,700 |
|
|
|
1,099 |
|
Stanley Electric |
|
|
5,300 |
|
|
|
126 |
|
Sumitomo Electric Industries Ltd |
|
|
56,600 |
|
|
|
749 |
|
Sumitomo Heavy Industries Ltd |
|
|
8,900 |
|
|
|
217 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
30,600 |
|
|
|
1,091 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
23,300 |
|
|
|
831 |
|
Suzuken Co Ltd/Aichi Japan |
|
|
5,800 |
|
|
|
187 |
|
Takashimaya Co Ltd |
|
|
12,500 |
|
|
|
122 |
|
Takeda Pharmaceutical Co Ltd |
|
|
21,900 |
|
|
|
669 |
|
Teijin Ltd |
|
|
12,400 |
|
|
|
149 |
|
Toagosei |
|
|
2,300 |
|
|
|
22 |
|
Toho Holdings Co Ltd |
|
|
10,800 |
|
|
|
178 |
|
Tokyo Electron Ltd |
|
|
1,273 |
|
|
|
623 |
|
Tokyo Gas Co Ltd |
|
|
52,000 |
|
|
|
1,062 |
|
Tokyo Ohka Kogyo Co Ltd |
|
|
149 |
|
|
|
9 |
|
Toray Industries Inc |
|
|
110,000 |
|
|
|
630 |
|
TOTO |
|
|
200 |
|
|
|
8 |
|
Toyota Motor Corp |
|
|
410 |
|
|
|
8 |
|
Trend Micro Inc/Japan |
|
|
400 |
|
|
|
22 |
|
United Arrows Ltd |
|
|
6,900 |
|
|
|
103 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Wacoal Holdings Corp |
|
|
8,000 |
|
|
$ |
138 |
|
Xebio Holdings Co Ltd |
|
|
8,900 |
|
|
|
74 |
|
Yamada Holdings Co Ltd |
|
|
81,400 |
|
|
|
283 |
|
Yamaha Motor Co Ltd |
|
|
5,210 |
|
|
|
117 |
|
| |
|
|
|
|
|
|
32,575 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.2% |
Astro Malaysia Holdings |
|
|
74,900 |
|
|
|
18 |
|
Axiata Group |
|
|
13,900 |
|
|
|
13 |
|
Hong Leong Bank Bhd |
|
|
3,500 |
|
|
|
17 |
|
Kossan Rubber Industries |
|
|
83,600 |
|
|
|
34 |
|
Malaysian Pacific Industries Bhd |
|
|
1,227 |
|
|
|
11 |
|
Nestle Malaysia Bhd |
|
|
674 |
|
|
|
21 |
|
Petronas Chemicals Group Bhd |
|
|
42,296 |
|
|
|
96 |
|
RHB Bank Bhd |
|
|
130,700 |
|
|
|
184 |
|
Supermax Corp Bhd |
|
|
683,398 |
|
|
|
171 |
|
Telekom Malaysia Bhd |
|
|
7,600 |
|
|
|
9 |
|
| |
|
|
|
|
|
|
574 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.0% |
Alpek SAB de CV, Cl A |
|
|
4,007 |
|
|
|
5 |
|
Netherlands — 1.7% |
APERAM SA |
|
|
8,380 |
|
|
|
468 |
|
ArcelorMittal SA |
|
|
14,999 |
|
|
|
466 |
|
CNH Industrial NV |
|
|
46,000 |
|
|
|
659 |
|
ING Groep NV |
|
|
45,833 |
|
|
|
536 |
|
Koninklijke Ahold Delhaize NV |
|
|
37,388 |
|
|
|
1,150 |
|
NN Group NV |
|
|
3,244 |
|
|
|
156 |
|
Prosus NV |
|
|
4,671 |
|
|
|
288 |
|
Signify NV |
|
|
12,293 |
|
|
|
626 |
|
| |
|
|
|
|
|
|
4,349 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.0% |
Spark New Zealand Ltd |
|
|
9,720 |
|
|
|
30 |
|
Nigeria — 0.0% |
Zenith Bank PLC |
|
|
273,581 |
|
|
|
18 |
|
Norway — 0.1% |
Austevoll Seafood ASA |
|
|
8,600 |
|
|
|
122 |
|
Europris ASA |
|
|
2,090 |
|
|
|
13 |
|
Gjensidige Forsikring ASA |
|
|
469 |
|
|
|
12 |
|
| |
|
|
|
|
|
|
147 |
|
| |
|
|
|
|
|
|
|
|
Pakistan — 0.0% |
Habib Bank Ltd |
|
|
63,667 |
|
|
|
42 |
|
Kot Addu Power Co Ltd |
|
|
105,565 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
59 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.1% |
Alliance Global Group Inc |
|
|
28,400 |
|
|
|
7 |
|
DMCI Holdings Inc |
|
|
1,491,280 |
|
|
|
248 |
|
International Container Terminal Services Inc |
|
|
5,470 |
|
|
|
22 |
|
LT Group Inc |
|
|
125,400 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nickel Asia |
|
|
303,513 |
|
|
$ |
46 |
|
| |
|
|
|
|
|
|
347 |
|
| |
|
|
|
|
|
|
|
|
Poland — 1.0% |
Bank Handlowy w Warszawie SA |
|
|
13,410 |
|
|
|
186 |
|
Bank Polska Kasa Opieki SA |
|
|
5,500 |
|
|
|
151 |
|
Benefit Systems * |
|
|
776 |
|
|
|
107 |
|
CAPITEA * |
|
|
158,863 |
|
|
|
– |
|
Ciech SA |
|
|
12,491 |
|
|
|
120 |
|
ComArch SA |
|
|
2,742 |
|
|
|
116 |
|
Grupa Kety SA |
|
|
1,749 |
|
|
|
240 |
|
LPP |
|
|
5 |
|
|
|
10 |
|
Orange Polska SA * |
|
|
64,302 |
|
|
|
120 |
|
Powszechna Kasa Oszczednosci Bank Polski SA * |
|
|
72,671 |
|
|
|
700 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
86,223 |
|
|
|
650 |
|
Toya SA |
|
|
73,963 |
|
|
|
111 |
|
VRG SA * |
|
|
95,776 |
|
|
|
87 |
|
| |
|
|
|
|
|
|
2,598 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.1% |
EDP - Energias de Portugal SA |
|
|
5,249 |
|
|
|
26 |
|
REN - Redes Energeticas Nacionais SGPS SA |
|
|
46,500 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
161 |
|
| |
|
|
|
|
|
|
|
|
Romania — 0.6% |
Banca Transilvania SA |
|
|
285,332 |
|
|
|
165 |
|
BRD-Groupe Societe Generale SA |
|
|
77,937 |
|
|
|
354 |
|
Fondul Proprietatea SA |
|
|
562,627 |
|
|
|
254 |
|
OMV Petrom SA |
|
|
4,243,686 |
|
|
|
447 |
|
Societatea Nationala de Gaze Naturale ROMGAZ SA |
|
|
23,000 |
|
|
|
201 |
|
Sphera Franchise Group |
|
|
35,121 |
|
|
|
128 |
|
| |
|
|
|
|
|
|
1,549 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.1% |
Detsky Mir PJSC |
|
|
101,061 |
|
|
|
35 |
|
Gazprom Neft PJSC |
|
|
7,643 |
|
|
|
14 |
|
Gazprom PJSC |
|
|
125,045 |
|
|
|
80 |
|
HeadHunter Group PLC ADR |
|
|
161 |
|
|
|
2 |
|
Inter RAO UES PJSC |
|
|
2,649,312 |
|
|
|
30 |
|
Magnit PJSC |
|
|
2,567 |
|
|
|
37 |
|
Magnitogorsk Iron & Steel Works PJSC |
|
|
26,960 |
|
|
|
6 |
|
MMC Norilsk Nickel PJSC |
|
|
354 |
|
|
|
17 |
|
PhosAgro PJSC GDR |
|
|
12,000 |
|
|
|
78 |
|
Raspadskaya OJSC (A) |
|
|
9,273 |
|
|
|
14 |
|
Rosneft Oil Co PJSC |
|
|
35,283 |
|
|
|
30 |
|
Sberbank of Russia PJSC |
|
|
105,050 |
|
|
|
64 |
|
X5 Retail Group NV GDR |
|
|
10,491 |
|
|
|
32 |
|
| |
|
|
|
|
|
|
439 |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 0.2% |
Al Rajhi Bank |
|
|
6,072 |
|
|
|
260 |
|
Aldrees Petroleum and Transport Services |
|
|
1,034 |
|
|
|
23 |
|
Ataa Educational |
|
|
1,777 |
|
|
|
32 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bank AlBilad * |
|
|
1,408 |
|
|
$ |
22 |
|
Sahara International Petrochemical Co |
|
|
1,688 |
|
|
|
21 |
|
Saudi Basic Industries Corp |
|
|
550 |
|
|
|
18 |
|
Saudi Electricity Co |
|
|
7,054 |
|
|
|
52 |
|
Saudi Industrial Investment Group |
|
|
1,701 |
|
|
|
16 |
|
| |
|
|
|
|
|
|
444 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.2% |
Best World International Ltd (B) |
|
|
24,994 |
|
|
|
25 |
|
DBS Group Holdings Ltd |
|
|
7,000 |
|
|
|
175 |
|
Keppel Corp Ltd |
|
|
5,100 |
|
|
|
23 |
|
Sheng Siong Group Ltd |
|
|
9,641 |
|
|
|
11 |
|
Singapore Exchange Ltd |
|
|
5,300 |
|
|
|
36 |
|
United Overseas Bank Ltd |
|
|
11,200 |
|
|
|
248 |
|
| |
|
|
|
|
|
|
518 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 0.3% |
Aspen Pharmacare Holdings Ltd |
|
|
4,465 |
|
|
|
58 |
|
Barloworld Ltd |
|
|
15,363 |
|
|
|
122 |
|
Clicks Group Ltd |
|
|
670 |
|
|
|
13 |
|
DataTec Ltd |
|
|
5,239 |
|
|
|
12 |
|
Exxaro Resources Ltd |
|
|
1,251 |
|
|
|
16 |
|
KAP Industrial Holdings |
|
|
27,591 |
|
|
|
8 |
|
Mediclinic International PLC * |
|
|
24,070 |
|
|
|
107 |
|
Motus Holdings Ltd |
|
|
16,680 |
|
|
|
119 |
|
MTN Group |
|
|
1,659 |
|
|
|
21 |
|
Old Mutual Ltd |
|
|
288,796 |
|
|
|
236 |
|
PPC Ltd * |
|
|
96,325 |
|
|
|
25 |
|
Sappi Ltd |
|
|
20,760 |
|
|
|
69 |
|
Sibanye Stillwater Ltd |
|
|
5,196 |
|
|
|
25 |
|
SPAR Group Ltd/The |
|
|
969 |
|
|
|
10 |
|
| |
|
|
|
|
|
|
841 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 1.8% |
BNK Financial Group Inc |
|
|
4,744 |
|
|
|
31 |
|
Chongkundang Holdings Corp * |
|
|
249 |
|
|
|
14 |
|
CJ Corp |
|
|
283 |
|
|
|
20 |
|
CJ Freshway Corp |
|
|
200 |
|
|
|
6 |
|
Daou Data Corp |
|
|
5,757 |
|
|
|
67 |
|
Doosan Co Ltd * |
|
|
604 |
|
|
|
57 |
|
Hana Financial Group Inc |
|
|
9,103 |
|
|
|
369 |
|
Hyundai Motor Co |
|
|
100 |
|
|
|
15 |
|
Kakao Corp |
|
|
428 |
|
|
|
34 |
|
KB Financial Group Inc |
|
|
6,712 |
|
|
|
333 |
|
KCC |
|
|
85 |
|
|
|
24 |
|
Korea Real Estate Investment & Trust |
|
|
31,496 |
|
|
|
57 |
|
KT Corp |
|
|
12,132 |
|
|
|
323 |
|
KT&G Corp |
|
|
2,100 |
|
|
|
139 |
|
KUMHOE&C Co Ltd * |
|
|
5,245 |
|
|
|
47 |
|
Kyeryong Construction Industrial Co Ltd |
|
|
1,736 |
|
|
|
51 |
|
LG HelloVision Co Ltd |
|
|
7,680 |
|
|
|
32 |
|
LG Innotek Co Ltd |
|
|
195 |
|
|
|
54 |
|
LG Uplus Corp |
|
|
26,750 |
|
|
|
294 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LX INTERNATIONAL CORP |
|
|
6,931 |
|
|
$ |
171 |
|
Osstem Implant Co Ltd |
|
|
204 |
|
|
|
24 |
|
PHA |
|
|
3,846 |
|
|
|
28 |
|
POSCO Holdings Inc |
|
|
340 |
|
|
|
81 |
|
Samsung Electronics Co Ltd |
|
|
11,643 |
|
|
|
707 |
|
Samsung Electronics Co Ltd GDR |
|
|
814 |
|
|
|
1,220 |
|
Samsung Life Insurance Co Ltd |
|
|
314 |
|
|
|
16 |
|
Seah Besteel |
|
|
4,659 |
|
|
|
69 |
|
SeAH Steel Corp |
|
|
737 |
|
|
|
61 |
|
Seegene Inc |
|
|
722 |
|
|
|
31 |
|
Shinsegae Inc |
|
|
492 |
|
|
|
108 |
|
SK Hynix Inc |
|
|
480 |
|
|
|
50 |
|
SK Square Co Ltd * |
|
|
2,356 |
|
|
|
110 |
|
SK Telecom Co Ltd |
|
|
2,700 |
|
|
|
123 |
|
Value Added Technology |
|
|
2,125 |
|
|
|
65 |
|
Woongjin Thinkbig |
|
|
5,799 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
4,845 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.5% |
Banco Santander SA |
|
|
256,274 |
|
|
|
855 |
|
CaixaBank SA |
|
|
7,956 |
|
|
|
26 |
|
Endesa SA |
|
|
7,900 |
|
|
|
174 |
|
Financiera Alba |
|
|
277 |
|
|
|
16 |
|
Grifols SA |
|
|
16,399 |
|
|
|
312 |
|
Industria de Diseno Textil SA |
|
|
1,156 |
|
|
|
30 |
|
Viscofan SA |
|
|
573 |
|
|
|
36 |
|
| |
|
|
|
|
|
|
1,449 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.3% |
Autoliv Inc |
|
|
3,967 |
|
|
|
351 |
|
Axfood AB |
|
|
942 |
|
|
|
25 |
|
Electrolux, Cl B |
|
|
793 |
|
|
|
14 |
|
Evolution AB |
|
|
410 |
|
|
|
48 |
|
Getinge AB, Cl B |
|
|
417 |
|
|
|
16 |
|
Husqvarna AB, Cl B |
|
|
891 |
|
|
|
11 |
|
Investment Latour, Cl B |
|
|
960 |
|
|
|
27 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
858 |
|
|
|
10 |
|
Swedish Match AB |
|
|
28,200 |
|
|
|
207 |
|
| |
|
|
|
|
|
|
709 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 1.1% |
Bachem Holding, Cl B |
|
|
17 |
|
|
|
10 |
|
Cie Financiere Richemont SA, Cl A |
|
|
5,283 |
|
|
|
718 |
|
Geberit AG |
|
|
47 |
|
|
|
31 |
|
Intershop Holding AG |
|
|
30 |
|
|
|
20 |
|
Kuehne + Nagel International AG |
|
|
974 |
|
|
|
267 |
|
LEM Holding SA |
|
|
13 |
|
|
|
31 |
|
Novartis AG |
|
|
809 |
|
|
|
71 |
|
Partners Group Holding AG |
|
|
111 |
|
|
|
151 |
|
Roche Holding AG |
|
|
3,779 |
|
|
|
1,437 |
|
Schindler Holding AG |
|
|
65 |
|
|
|
14 |
|
Swatch Group AG/The |
|
|
274 |
|
|
|
16 |
|
Swiss Life Holding AG |
|
|
200 |
|
|
|
122 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Swisscom AG |
|
|
39 |
|
|
$ |
24 |
|
| |
|
|
|
|
|
|
2,912 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 2.2% |
Asustek Computer Inc |
|
|
22,000 |
|
|
|
293 |
|
Cathay Financial Holding Co Ltd |
|
|
111,061 |
|
|
|
249 |
|
Chailease Holding Co Ltd |
|
|
1,896 |
|
|
|
17 |
|
Chicony Electronics Co Ltd |
|
|
78,000 |
|
|
|
251 |
|
Chunghwa Telecom Co Ltd |
|
|
26,600 |
|
|
|
119 |
|
Coretronic Corp |
|
|
58,000 |
|
|
|
149 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
19,390 |
|
|
|
103 |
|
Feng Hsin Steel Co Ltd |
|
|
6,349 |
|
|
|
19 |
|
General Interface Solution Holding Ltd |
|
|
11,000 |
|
|
|
36 |
|
Global Unichip Corp |
|
|
16,000 |
|
|
|
266 |
|
Hon Hai Precision Industry Co Ltd |
|
|
48,000 |
|
|
|
178 |
|
Jarllytec Co Ltd |
|
|
15,000 |
|
|
|
40 |
|
Lien Hwa Industrial Holdings Corp |
|
|
9,201 |
|
|
|
22 |
|
MediaTek Inc |
|
|
3,468 |
|
|
|
135 |
|
Nanya Technology Corp * |
|
|
10,000 |
|
|
|
28 |
|
Novatek Microelectronics Corp |
|
|
8,946 |
|
|
|
149 |
|
Parade Technologies Ltd |
|
|
1,000 |
|
|
|
69 |
|
Pou Chen Corp |
|
|
109,000 |
|
|
|
126 |
|
Quanta Computer Inc |
|
|
14,000 |
|
|
|
47 |
|
Realtek Semiconductor Corp |
|
|
13,029 |
|
|
|
215 |
|
Ruentex Development |
|
|
5,000 |
|
|
|
13 |
|
Silicon Motion Technology Corp ADR |
|
|
2,020 |
|
|
|
146 |
|
SinoPac Financial Holdings Co Ltd |
|
|
298,000 |
|
|
|
183 |
|
Sitronix Technology Corp |
|
|
28,000 |
|
|
|
297 |
|
Taishin Financial Holding Co Ltd |
|
|
40,000 |
|
|
|
28 |
|
Taiwan Cement Corp |
|
|
7,000 |
|
|
|
12 |
|
Taiwan Cooperative Financial Holding Co Ltd |
|
|
118,973 |
|
|
|
113 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
85,849 |
|
|
|
1,835 |
|
Unimicron Technology Corp |
|
|
1,000 |
|
|
|
9 |
|
United Microelectronics Corp |
|
|
21,000 |
|
|
|
40 |
|
Winbond Electronics Corp |
|
|
291,000 |
|
|
|
349 |
|
Yuanta Financial Holding Co Ltd |
|
|
185,000 |
|
|
|
165 |
|
| |
|
|
|
|
|
|
5,701 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.4% |
AP Thailand |
|
|
402,100 |
|
|
|
131 |
|
Bangkok Bank PCL |
|
|
35,900 |
|
|
|
154 |
|
Central Retail Corp PCL |
|
|
9,000 |
|
|
|
11 |
|
Com7 PCL, Cl F |
|
|
118,112 |
|
|
|
300 |
|
Indorama Ventures PCL |
|
|
8,200 |
|
|
|
11 |
|
Kiatnakin Phatra Bank PCL |
|
|
91,900 |
|
|
|
193 |
|
Krungthai Card PCL |
|
|
7,800 |
|
|
|
15 |
|
Thai Union Group PCL |
|
|
282,200 |
|
|
|
177 |
|
| |
|
|
|
|
|
|
992 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 0.2% |
Anadolu Efes Biracilik Ve Malt Sanayii AS |
|
|
92,563 |
|
|
|
162 |
|
KOC Holding AS |
|
|
70,966 |
|
|
|
163 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Migros Ticaret AS * |
|
|
65,837 |
|
|
$ |
171 |
|
Turk Hava Yollari AO * |
|
|
30,651 |
|
|
|
57 |
|
Vestel Elektronik Sanayi ve Ticaret AS |
|
|
12,850 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
574 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.0% |
Dubai Islamic Bank PJSC |
|
|
14,143 |
|
|
|
24 |
|
First Abu Dhabi Bank PJSC |
|
|
2,515 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
38 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 4.0% |
Adient PLC * |
|
|
10,400 |
|
|
|
465 |
|
Aon PLC, Cl A |
|
|
42 |
|
|
|
12 |
|
Associated British Foods PLC |
|
|
784 |
|
|
|
20 |
|
AstraZeneca PLC |
|
|
1,019 |
|
|
|
124 |
|
BAE Systems PLC |
|
|
26,500 |
|
|
|
256 |
|
Barclays PLC |
|
|
12,493 |
|
|
|
31 |
|
Berkeley Group Holdings |
|
|
199 |
|
|
|
11 |
|
BP PLC |
|
|
121,900 |
|
|
|
595 |
|
British American Tobacco PLC |
|
|
4,800 |
|
|
|
209 |
|
British Land Co PLC/The ‡ |
|
|
2,990 |
|
|
|
21 |
|
BT Group PLC, Cl A |
|
|
7,296 |
|
|
|
18 |
|
Clarivate PLC * |
|
|
1,161 |
|
|
|
17 |
|
Evraz PLC |
|
|
21,791 |
|
|
|
43 |
|
GlaxoSmithKline PLC |
|
|
55,073 |
|
|
|
1,147 |
|
Globaltrans Investment PLC GDR |
|
|
27,819 |
|
|
|
53 |
|
Halyk Savings Bank of Kazakhstan JSC GDR |
|
|
35,706 |
|
|
|
360 |
|
Imperial Brands PLC |
|
|
6,300 |
|
|
|
138 |
|
Informa PLC * |
|
|
92,532 |
|
|
|
723 |
|
Intermediate Capital Group PLC |
|
|
3,165 |
|
|
|
73 |
|
International Consolidated Airlines Group SA |
|
|
182,161 |
|
|
|
359 |
|
Intertek Group PLC |
|
|
255 |
|
|
|
18 |
|
J Sainsbury PLC |
|
|
8,740 |
|
|
|
32 |
|
JD Sports Fashion |
|
|
7,981 |
|
|
|
16 |
|
Kaspi.KZ JSC GDR |
|
|
2,800 |
|
|
|
169 |
|
Kingfisher PLC |
|
|
2,325 |
|
|
|
10 |
|
Land Securities Group PLC ‡ |
|
|
1,514 |
|
|
|
16 |
|
Linde PLC |
|
|
3,745 |
|
|
|
1,098 |
|
Lloyds Banking Group PLC |
|
|
1,147,977 |
|
|
|
746 |
|
London Stock Exchange Group PLC |
|
|
443 |
|
|
|
39 |
|
MD Medical Group Investments PLC GDR |
|
|
29,105 |
|
|
|
168 |
|
Next PLC |
|
|
553 |
|
|
|
50 |
|
Nova Ljubljanska Banka dd GDR |
|
|
13,800 |
|
|
|
208 |
|
Pearson PLC |
|
|
88,932 |
|
|
|
773 |
|
Perrigo Co PLC |
|
|
7,900 |
|
|
|
281 |
|
Persimmon PLC |
|
|
740 |
|
|
|
24 |
|
Phoenix Group Holdings |
|
|
2,176 |
|
|
|
18 |
|
Reckitt Benckiser Group PLC |
|
|
265 |
|
|
|
22 |
|
Spirax-Sarco Engineering PLC |
|
|
146 |
|
|
|
23 |
|
St James's Place PLC |
|
|
688 |
|
|
|
13 |
|
Taylor Wimpey PLC |
|
|
8,064 |
|
|
|
16 |
|
Tesco PLC |
|
|
27,034 |
|
|
|
105 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Travis Perkins PLC |
|
|
23,288 |
|
|
$ |
447 |
|
Unilever PLC |
|
|
4,200 |
|
|
|
211 |
|
Vodafone Group PLC |
|
|
26,766 |
|
|
|
47 |
|
Whitbread PLC * |
|
|
14,809 |
|
|
|
576 |
|
WPP PLC |
|
|
49,729 |
|
|
|
699 |
|
| |
|
|
|
|
|
|
10,500 |
|
| |
|
|
|
|
|
|
|
|
United States — 48.5% |
Communication Services — 3.4% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
1,115 |
|
|
|
3,012 |
|
Alphabet Inc, Cl C * |
|
|
324 |
|
|
|
874 |
|
AT&T Inc |
|
|
65,300 |
|
|
|
1,547 |
|
Comcast Corp, Cl A |
|
|
6,300 |
|
|
|
294 |
|
Discovery Inc, Cl A * |
|
|
13,500 |
|
|
|
379 |
|
Fox Corp |
|
|
9,100 |
|
|
|
381 |
|
Interpublic Group of Cos Inc/The |
|
|
8,785 |
|
|
|
323 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
888 |
|
|
|
54 |
|
Lumen Technologies Inc |
|
|
4,888 |
|
|
|
51 |
|
Meta Platforms Inc, Cl A * |
|
|
5,360 |
|
|
|
1,131 |
|
News Corp, Cl A |
|
|
1,147 |
|
|
|
26 |
|
Verizon Communications Inc |
|
|
11,000 |
|
|
|
590 |
|
Walt Disney Co/The * |
|
|
656 |
|
|
|
97 |
|
| |
|
|
|
|
|
|
8,759 |
|
Consumer Discretionary — 8.5% |
|
|
|
|
Advance Auto Parts Inc |
|
|
6,000 |
|
|
|
1,227 |
|
AutoZone Inc * |
|
|
1,207 |
|
|
|
2,249 |
|
Beazer Homes USA Inc * |
|
|
26,320 |
|
|
|
431 |
|
Best Buy Co Inc |
|
|
884 |
|
|
|
85 |
|
Chewy Inc, Cl A * |
|
|
201 |
|
|
|
9 |
|
Crocs Inc * |
|
|
979 |
|
|
|
82 |
|
Dana Inc |
|
|
29,390 |
|
|
|
547 |
|
Darden Restaurants Inc |
|
|
154 |
|
|
|
22 |
|
Designer Brands Inc, Cl A * |
|
|
51,970 |
|
|
|
678 |
|
Dollar General Corp |
|
|
142 |
|
|
|
28 |
|
Dollar Tree Inc * |
|
|
9,600 |
|
|
|
1,364 |
|
DR Horton Inc |
|
|
1,600 |
|
|
|
137 |
|
eBay Inc |
|
|
23,170 |
|
|
|
1,265 |
|
Express Inc * |
|
|
80,050 |
|
|
|
381 |
|
Foot Locker Inc |
|
|
12,740 |
|
|
|
403 |
|
Ford Motor Co |
|
|
7,613 |
|
|
|
134 |
|
Gap Inc/The |
|
|
29,940 |
|
|
|
436 |
|
Garmin Ltd |
|
|
517 |
|
|
|
57 |
|
Gentex Corp |
|
|
18,130 |
|
|
|
549 |
|
Hasbro Inc |
|
|
614 |
|
|
|
60 |
|
Las Vegas Sands Corp * |
|
|
21,700 |
|
|
|
930 |
|
Lennar Corp, Cl A |
|
|
6,348 |
|
|
|
571 |
|
Lowe's Cos Inc |
|
|
11,426 |
|
|
|
2,526 |
|
M/I Homes Inc * |
|
|
6,780 |
|
|
|
334 |
|
Mattel Inc * |
|
|
5,520 |
|
|
|
138 |
|
McDonald's Corp |
|
|
42 |
|
|
|
10 |
|
Murphy USA Inc |
|
|
1,493 |
|
|
|
270 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Newell Brands Inc |
|
|
33,444 |
|
|
$ |
794 |
|
NIKE Inc, Cl B |
|
|
7,547 |
|
|
|
1,030 |
|
Peloton Interactive Inc, Cl A * |
|
|
301 |
|
|
|
9 |
|
PulteGroup Inc |
|
|
203 |
|
|
|
10 |
|
Service Corp International/US |
|
|
4,111 |
|
|
|
250 |
|
Sportsman's Warehouse Holdings Inc * |
|
|
46,090 |
|
|
|
526 |
|
Tapestry Inc |
|
|
13,000 |
|
|
|
532 |
|
Target Corp |
|
|
5,899 |
|
|
|
1,178 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
16,580 |
|
|
|
489 |
|
Tenneco Inc, Cl A * |
|
|
38,800 |
|
|
|
748 |
|
TJX Cos Inc/The |
|
|
13,610 |
|
|
|
900 |
|
Tractor Supply Co |
|
|
2,527 |
|
|
|
515 |
|
Ulta Beauty Inc * |
|
|
346 |
|
|
|
130 |
|
Whirlpool Corp |
|
|
1,100 |
|
|
|
221 |
|
| |
|
|
|
|
|
|
22,255 |
|
Consumer Staples — 3.3% |
|
|
|
|
Altria Group Inc |
|
|
3,000 |
|
|
|
154 |
|
Archer-Daniels-Midland Co |
|
|
5,018 |
|
|
|
394 |
|
Bunge Ltd |
|
|
635 |
|
|
|
66 |
|
Coca-Cola Co/The |
|
|
2,254 |
|
|
|
140 |
|
Colgate-Palmolive Co |
|
|
8,119 |
|
|
|
625 |
|
Conagra Brands Inc |
|
|
30,100 |
|
|
|
1,053 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
1,295 |
|
|
|
384 |
|
General Mills Inc |
|
|
2,100 |
|
|
|
141 |
|
Hershey Co/The |
|
|
2,377 |
|
|
|
481 |
|
J M Smucker Co/The |
|
|
3,200 |
|
|
|
431 |
|
Kellogg Co |
|
|
3,472 |
|
|
|
222 |
|
Kraft Heinz Co/The |
|
|
6,500 |
|
|
|
255 |
|
Kroger Co/The |
|
|
18,352 |
|
|
|
859 |
|
Molson Coors Beverage Co, Cl B |
|
|
253 |
|
|
|
13 |
|
PepsiCo Inc |
|
|
8,344 |
|
|
|
1,366 |
|
Philip Morris International Inc |
|
|
6,300 |
|
|
|
637 |
|
Procter & Gamble Co/The |
|
|
3,318 |
|
|
|
517 |
|
Tyson Foods Inc, Cl A |
|
|
3,900 |
|
|
|
361 |
|
United Natural Foods Inc * |
|
|
8,450 |
|
|
|
340 |
|
Walgreens Boots Alliance Inc |
|
|
364 |
|
|
|
17 |
|
Walmart Inc |
|
|
1,148 |
|
|
|
155 |
|
| |
|
|
|
|
|
|
8,611 |
|
Energy — 2.6% |
|
|
|
|
Baker Hughes Co, Cl A |
|
|
2,095 |
|
|
|
62 |
|
Chevron Corp |
|
|
12,400 |
|
|
|
1,786 |
|
CVR Energy Inc |
|
|
23,880 |
|
|
|
415 |
|
Delek US Holdings Inc * |
|
|
29,910 |
|
|
|
515 |
|
Devon Energy Corp |
|
|
10,242 |
|
|
|
610 |
|
Halliburton Co |
|
|
780 |
|
|
|
26 |
|
HollyFrontier Corp |
|
|
21,940 |
|
|
|
668 |
|
Kinder Morgan Inc |
|
|
11,000 |
|
|
|
191 |
|
Liberty Oilfield Services Inc, Cl A * |
|
|
58,980 |
|
|
|
736 |
|
Murphy Oil Corp |
|
|
21,400 |
|
|
|
742 |
|
ProPetro Holding Corp * |
|
|
88,710 |
|
|
|
1,133 |
|
Schlumberger NV |
|
|
349 |
|
|
|
14 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Valero Energy Corp |
|
|
128 |
|
|
$ |
11 |
|
| |
|
|
|
|
|
|
6,909 |
|
Financials — 8.0% |
|
|
|
|
Aflac Inc |
|
|
16,633 |
|
|
|
1,016 |
|
Allstate Corp/The |
|
|
14,400 |
|
|
|
1,762 |
|
Ally Financial Inc |
|
|
37,394 |
|
|
|
1,866 |
|
American Express Co |
|
|
2,949 |
|
|
|
574 |
|
American Financial Group Inc/OH |
|
|
700 |
|
|
|
95 |
|
American International Group Inc |
|
|
21,100 |
|
|
|
1,292 |
|
Annaly Capital Management Inc ‡ |
|
|
24,400 |
|
|
|
170 |
|
Apollo Global Management Inc |
|
|
851 |
|
|
|
56 |
|
Bank of New York Mellon Corp/The |
|
|
837 |
|
|
|
44 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
1,000 |
|
|
|
321 |
|
BlackRock Inc, Cl A |
|
|
708 |
|
|
|
527 |
|
Blackstone Inc, Cl A |
|
|
2,292 |
|
|
|
292 |
|
Brown & Brown Inc |
|
|
1,124 |
|
|
|
76 |
|
Capital One Financial Corp |
|
|
77 |
|
|
|
12 |
|
Carlyle Group Inc/The |
|
|
2,770 |
|
|
|
130 |
|
Citigroup Inc |
|
|
15,366 |
|
|
|
910 |
|
CME Group Inc, Cl A |
|
|
4,011 |
|
|
|
949 |
|
Cohen & Steers Inc |
|
|
317 |
|
|
|
26 |
|
Enova International Inc * |
|
|
599 |
|
|
|
24 |
|
Equitable Holdings Inc |
|
|
40,220 |
|
|
|
1,314 |
|
Evercore Inc, Cl A |
|
|
606 |
|
|
|
77 |
|
Everest Re Group Ltd |
|
|
860 |
|
|
|
256 |
|
FactSet Research Systems Inc |
|
|
1,794 |
|
|
|
728 |
|
Goldman Sachs Group Inc/The |
|
|
103 |
|
|
|
35 |
|
Hartford Financial Services Group Inc/The |
|
|
3,500 |
|
|
|
243 |
|
Houlihan Lokey Inc, Cl A |
|
|
837 |
|
|
|
86 |
|
Huntington Bancshares Inc/OH |
|
|
606 |
|
|
|
9 |
|
Kearny Financial Corp/MD |
|
|
19,000 |
|
|
|
251 |
|
KeyCorp |
|
|
1,303 |
|
|
|
33 |
|
Lincoln National Corp |
|
|
8,000 |
|
|
|
539 |
|
Moelis & Co, Cl A |
|
|
830 |
|
|
|
40 |
|
Moody's Corp |
|
|
7,068 |
|
|
|
2,276 |
|
Morgan Stanley |
|
|
943 |
|
|
|
86 |
|
MSCI Inc, Cl A |
|
|
2,219 |
|
|
|
1,113 |
|
Northern Trust Corp |
|
|
201 |
|
|
|
23 |
|
Oaktree Specialty Lending Corp |
|
|
24,500 |
|
|
|
182 |
|
Progressive Corp/The |
|
|
7,041 |
|
|
|
746 |
|
Regions Financial Corp |
|
|
569 |
|
|
|
14 |
|
S&P Global Inc |
|
|
1,166 |
|
|
|
438 |
|
Signature Bank/New York NY |
|
|
970 |
|
|
|
335 |
|
State Street Corp |
|
|
236 |
|
|
|
20 |
|
US Bancorp |
|
|
2,800 |
|
|
|
158 |
|
Victory Capital Holdings Inc, Cl A |
|
|
322 |
|
|
|
11 |
|
Wells Fargo & Co |
|
|
28,000 |
|
|
|
1,494 |
|
Western Alliance Bancorp |
|
|
1,521 |
|
|
|
143 |
|
Willis Towers Watson PLC |
|
|
580 |
|
|
|
129 |
|
Wintrust Financial Corp |
|
|
844 |
|
|
|
84 |
|
| |
|
|
|
|
|
|
21,005 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Health Care — 7.1% |
|
|
|
|
AbbVie Inc |
|
|
990 |
|
|
$ |
146 |
|
Agilent Technologies Inc |
|
|
2,471 |
|
|
|
322 |
|
AmerisourceBergen Corp, Cl A |
|
|
9,100 |
|
|
|
1,297 |
|
Amgen Inc |
|
|
1,500 |
|
|
|
340 |
|
Becton Dickinson and Co |
|
|
3,930 |
|
|
|
1,066 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
39 |
|
|
|
24 |
|
Bristol-Myers Squibb Co |
|
|
9,300 |
|
|
|
639 |
|
Cardinal Health Inc |
|
|
475 |
|
|
|
26 |
|
Cigna Corp |
|
|
138 |
|
|
|
33 |
|
CVS Health Corp |
|
|
15,891 |
|
|
|
1,647 |
|
Danaher Corp |
|
|
1,614 |
|
|
|
443 |
|
Gilead Sciences Inc |
|
|
3,900 |
|
|
|
236 |
|
HCA Healthcare Inc |
|
|
212 |
|
|
|
53 |
|
Hologic Inc * |
|
|
205 |
|
|
|
15 |
|
IQVIA Holdings Inc * |
|
|
2,703 |
|
|
|
622 |
|
Johnson & Johnson |
|
|
13,176 |
|
|
|
2,168 |
|
McKesson Corp |
|
|
1,700 |
|
|
|
467 |
|
Medpace Holdings Inc * |
|
|
223 |
|
|
|
34 |
|
Merck & Co Inc |
|
|
17,793 |
|
|
|
1,363 |
|
Mettler-Toledo International Inc * |
|
|
583 |
|
|
|
821 |
|
Organon & Co |
|
|
27,790 |
|
|
|
1,037 |
|
PerkinElmer Inc |
|
|
689 |
|
|
|
124 |
|
Pfizer Inc |
|
|
10,200 |
|
|
|
479 |
|
Prestige Consumer Healthcare Inc * |
|
|
790 |
|
|
|
47 |
|
Quest Diagnostics Inc |
|
|
2,769 |
|
|
|
364 |
|
Regeneron Pharmaceuticals Inc * |
|
|
21 |
|
|
|
13 |
|
ResMed Inc |
|
|
760 |
|
|
|
188 |
|
Shockwave Medical Inc * |
|
|
474 |
|
|
|
84 |
|
Thermo Fisher Scientific Inc |
|
|
1,008 |
|
|
|
548 |
|
United Therapeutics Corp * |
|
|
6,000 |
|
|
|
997 |
|
UnitedHealth Group Inc |
|
|
6,009 |
|
|
|
2,860 |
|
Viatris Inc, Cl W * |
|
|
1,174 |
|
|
|
13 |
|
West Pharmaceutical Services Inc |
|
|
385 |
|
|
|
149 |
|
Zimmer Biomet Holdings Inc |
|
|
153 |
|
|
|
19 |
|
Zoetis Inc, Cl A |
|
|
130 |
|
|
|
25 |
|
| |
|
|
|
|
|
|
18,709 |
|
Industrials — 4.7% |
|
|
|
|
Alaska Air Group Inc * |
|
|
8,640 |
|
|
|
485 |
|
Allison Transmission Holdings Inc, Cl A |
|
|
5,300 |
|
|
|
212 |
|
AMETEK Inc |
|
|
100 |
|
|
|
13 |
|
CACI International Inc, Cl A * |
|
|
600 |
|
|
|
168 |
|
Carrier Global Corp |
|
|
18,989 |
|
|
|
852 |
|
Caterpillar Inc |
|
|
54 |
|
|
|
10 |
|
Cintas Corp |
|
|
298 |
|
|
|
112 |
|
Copart Inc * |
|
|
320 |
|
|
|
39 |
|
Cummins Inc |
|
|
1,000 |
|
|
|
204 |
|
Curtiss-Wright Corp |
|
|
4,700 |
|
|
|
693 |
|
Dover Corp |
|
|
529 |
|
|
|
83 |
|
Eaton Corp PLC |
|
|
495 |
|
|
|
76 |
|
Emerson Electric Co |
|
|
98 |
|
|
|
9 |
|
Expeditors International of Washington Inc |
|
|
2,856 |
|
|
|
295 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
FedEx Corp |
|
|
150 |
|
|
$ |
33 |
|
Fortive Corp |
|
|
255 |
|
|
|
17 |
|
Graco Inc |
|
|
11,294 |
|
|
|
814 |
|
Hawaiian Holdings Inc * |
|
|
26,680 |
|
|
|
512 |
|
Jacobs Engineering Group Inc |
|
|
526 |
|
|
|
65 |
|
Johnson Controls International plc |
|
|
371 |
|
|
|
24 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
218 |
|
|
|
12 |
|
Korn Ferry |
|
|
815 |
|
|
|
54 |
|
L3Harris Technologies Inc |
|
|
1,101 |
|
|
|
278 |
|
Leidos Holdings Inc |
|
|
637 |
|
|
|
65 |
|
Lockheed Martin Corp |
|
|
500 |
|
|
|
217 |
|
Manitowoc Co Inc/The * |
|
|
15,000 |
|
|
|
248 |
|
Meritor Inc * |
|
|
23,290 |
|
|
|
829 |
|
Middleby Corp/The * |
|
|
5,169 |
|
|
|
918 |
|
MillerKnoll |
|
|
16,700 |
|
|
|
649 |
|
Northrop Grumman Corp |
|
|
600 |
|
|
|
265 |
|
Old Dominion Freight Line Inc |
|
|
294 |
|
|
|
92 |
|
Otis Worldwide Corp |
|
|
9,948 |
|
|
|
779 |
|
Parker-Hannifin Corp |
|
|
3,274 |
|
|
|
970 |
|
Plug Power Inc * |
|
|
628 |
|
|
|
16 |
|
Robert Half International Inc |
|
|
2,193 |
|
|
|
264 |
|
Rockwell Automation Inc |
|
|
677 |
|
|
|
181 |
|
Saia Inc * |
|
|
287 |
|
|
|
83 |
|
Trane Technologies PLC |
|
|
1,108 |
|
|
|
171 |
|
Union Pacific Corp |
|
|
4,920 |
|
|
|
1,210 |
|
Wabash National Corp |
|
|
11,350 |
|
|
|
194 |
|
Xylem Inc/NY |
|
|
125 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
12,222 |
|
Information Technology — 8.6% |
|
|
|
|
Adobe Inc * |
|
|
1,446 |
|
|
|
676 |
|
Advanced Micro Devices Inc * |
|
|
2,733 |
|
|
|
337 |
|
Amdocs Ltd |
|
|
6,000 |
|
|
|
472 |
|
Amphenol Corp, Cl A |
|
|
4,930 |
|
|
|
375 |
|
Analog Devices Inc |
|
|
5,730 |
|
|
|
918 |
|
Apple Inc |
|
|
13,716 |
|
|
|
2,265 |
|
Arrow Electronics Inc * |
|
|
775 |
|
|
|
94 |
|
Automatic Data Processing Inc |
|
|
165 |
|
|
|
34 |
|
Avnet Inc |
|
|
12,050 |
|
|
|
507 |
|
Broadridge Financial Solutions Inc |
|
|
208 |
|
|
|
30 |
|
CDW Corp/DE |
|
|
235 |
|
|
|
41 |
|
Cisco Systems Inc/Delaware |
|
|
4,700 |
|
|
|
262 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,370 |
|
|
|
118 |
|
Corning Inc |
|
|
2,901 |
|
|
|
117 |
|
Dell Technologies Inc, Cl C |
|
|
3,300 |
|
|
|
168 |
|
DXC Technology Co * |
|
|
52,980 |
|
|
|
1,803 |
|
EPAM Systems Inc * |
|
|
71 |
|
|
|
15 |
|
Fidelity National Information Services Inc |
|
|
124 |
|
|
|
12 |
|
Fortinet Inc * |
|
|
234 |
|
|
|
81 |
|
Gartner Inc * |
|
|
1,073 |
|
|
|
301 |
|
HP Inc |
|
|
728 |
|
|
|
25 |
|
Intel Corp |
|
|
24,929 |
|
|
|
1,189 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
International Business Machines Corp |
|
|
11,288 |
|
|
$ |
1,383 |
|
Intuit Inc |
|
|
923 |
|
|
|
438 |
|
Juniper Networks Inc |
|
|
5,200 |
|
|
|
176 |
|
KLA Corp |
|
|
1,719 |
|
|
|
599 |
|
Kyndryl Holdings Inc * |
|
|
600 |
|
|
|
10 |
|
Lam Research Corp |
|
|
1,586 |
|
|
|
890 |
|
Manhattan Associates Inc * |
|
|
1,001 |
|
|
|
134 |
|
Mastercard Inc, Cl A |
|
|
3,932 |
|
|
|
1,419 |
|
Microsoft Corp |
|
|
13,278 |
|
|
|
3,967 |
|
Motorola Solutions Inc |
|
|
729 |
|
|
|
161 |
|
NortonLifeLock Inc |
|
|
4,368 |
|
|
|
127 |
|
Oracle Corp |
|
|
21,432 |
|
|
|
1,628 |
|
Paychex Inc |
|
|
5,610 |
|
|
|
668 |
|
QUALCOMM Inc |
|
|
995 |
|
|
|
171 |
|
Seagate Technology Holdings PLC |
|
|
4,375 |
|
|
|
451 |
|
Skyworks Solutions Inc |
|
|
595 |
|
|
|
82 |
|
SS&C Technologies Holdings Inc |
|
|
239 |
|
|
|
18 |
|
Teradyne Inc |
|
|
2,073 |
|
|
|
244 |
|
VeriSign Inc * |
|
|
92 |
|
|
|
20 |
|
Western Union Co/The |
|
|
11,300 |
|
|
|
205 |
|
Zebra Technologies Corp, Cl A * |
|
|
117 |
|
|
|
48 |
|
| |
|
|
|
|
|
|
22,679 |
|
Materials — 1.3% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
159 |
|
|
|
38 |
|
Berry Global Group Inc * |
|
|
2,400 |
|
|
|
145 |
|
Martin Marietta Materials Inc |
|
|
29 |
|
|
|
11 |
|
Packaging Corp of America |
|
|
5,445 |
|
|
|
801 |
|
Pactiv Evergreen Inc |
|
|
22,557 |
|
|
|
217 |
|
Reliance Steel & Aluminum Co |
|
|
3,742 |
|
|
|
714 |
|
Sealed Air Corp |
|
|
2,648 |
|
|
|
178 |
|
Sherwin-Williams Co/The |
|
|
4,447 |
|
|
|
1,170 |
|
Silgan Holdings Inc |
|
|
3,000 |
|
|
|
126 |
|
Westrock Co |
|
|
1,239 |
|
|
|
56 |
|
| |
|
|
|
|
|
|
3,456 |
|
Real Estate — 0.3% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
1,419 |
|
|
|
30 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
56 |
|
|
|
11 |
|
Brandywine Realty Trust ‡ |
|
|
10,000 |
|
|
|
133 |
|
Duke Realty Corp ‡ |
|
|
435 |
|
|
|
23 |
|
Essex Property Trust Inc ‡ |
|
|
64 |
|
|
|
20 |
|
Extra Space Storage Inc ‡ |
|
|
282 |
|
|
|
53 |
|
Independence Realty Trust Inc ‡ |
|
|
1,697 |
|
|
|
43 |
|
Invitation Homes Inc ‡ |
|
|
640 |
|
|
|
24 |
|
Jones Lang LaSalle Inc * |
|
|
709 |
|
|
|
175 |
|
SITE Centers Corp ‡ |
|
|
1,639 |
|
|
|
26 |
|
Sun Communities Inc ‡ |
|
|
1,779 |
|
|
|
322 |
|
| |
|
|
|
|
|
|
860 |
|
Utilities — 0.7% |
|
|
|
|
Entergy Corp |
|
|
900 |
|
|
|
95 |
|
Evergy Inc |
|
|
3,500 |
|
|
|
219 |
|
National Fuel Gas Co |
|
|
20,700 |
|
|
|
1,288 |
|
Otter Tail Corp |
|
|
2,900 |
|
|
|
179 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
UGI Corp |
|
|
3,700 |
|
|
$ |
142 |
|
| |
|
|
|
|
|
|
1,923 |
|
| |
|
|
|
|
|
|
127,388 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $198,245) ($ Thousands) |
|
|
|
|
|
|
239,560 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK (B) — 0.5% |
Brazil — 0.0% |
Braskem SA |
|
|
6,900 |
|
|
|
64 |
|
Metalurgica Gerdau SA |
|
|
8,300 |
|
|
|
17 |
|
Petroleo Brasileiro SA |
|
|
4,600 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
111 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.5% |
Bayerische Motoren Werke AG |
|
|
151 |
|
|
|
12 |
|
Draegerwerk AG & Co KGaA |
|
|
2,900 |
|
|
|
165 |
|
Porsche Automobil Holding SE |
|
|
4,072 |
|
|
|
413 |
|
Volkswagen AG |
|
|
2,697 |
|
|
|
535 |
|
| |
|
|
|
|
|
|
1,125 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Sberbank of Russia PJSC |
|
|
147,000 |
|
|
|
27 |
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $1,838) ($ Thousands) |
|
|
|
|
|
|
1,263 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.7% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
1,852,194 |
|
|
|
1,852 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $1,852) ($ Thousands) |
|
|
|
|
|
|
1,852 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 92.4% |
|
|
|
|
|
|
|
|
(Cost $201,935) ($ Thousands) |
|
$ |
242,675 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
71 |
|
|
|
Mar-2022 |
|
|
$ |
3,208 |
|
|
$ |
3,132 |
|
|
$ |
(69 |
) |
FTSE 100 Index |
|
|
10 |
|
|
|
Mar-2022 |
|
|
|
1,002 |
|
|
|
997 |
|
|
|
(2 |
) |
Hang Seng Index |
|
|
8 |
|
|
|
Apr-2022 |
|
|
|
1,206 |
|
|
|
1,160 |
|
|
|
(46 |
) |
MSCI Singapore Index |
|
|
20 |
|
|
|
Apr-2022 |
|
|
|
510 |
|
|
|
488 |
|
|
|
(17 |
) |
OMX Stockholm 30 |
|
|
25 |
|
|
|
Mar-2022 |
|
|
|
592 |
|
|
|
565 |
|
|
|
(21 |
) |
S&P 500 Index E-MINI |
|
|
133 |
|
|
|
Mar-2022 |
|
|
|
30,630 |
|
|
|
29,047 |
|
|
|
(1,583 |
) |
S&P TSX 60 Index |
|
|
25 |
|
|
|
Mar-2022 |
|
|
|
4,925 |
|
|
|
5,028 |
|
|
|
53 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
SPI 200 Index |
|
|
24 |
|
|
|
Mar-2022 |
|
|
$ |
3,096 |
|
|
$ |
3,058 |
|
|
$ |
(86 |
) |
| |
|
|
|
|
|
|
|
|
|
|
45,169 |
|
|
|
43,475 |
|
|
|
(1,771 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MSCI Emerging Markets |
|
|
(170 |
) |
|
|
Mar-2022 |
|
|
$ |
(10,390 |
) |
|
$ |
(10,002 |
) |
|
$ |
388 |
|
TOPIX Index |
|
|
(96 |
) |
|
|
Mar-2022 |
|
|
|
(16,675 |
) |
|
|
(15,762 |
) |
|
|
741 |
|
| |
|
|
|
|
|
|
|
|
|
|
(27,065 |
) |
|
|
(25,764 |
) |
|
|
1,129 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
18,104 |
|
|
$ |
17,711 |
|
|
$ |
(642 |
) |
A list of the open forward foreign currency contracts held by the Fund at February 28, 2022, is as follows:
>
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
03/04/22 |
|
|
|
DKK |
|
|
|
2,018 |
|
|
|
USD |
|
|
|
307 |
|
|
$ |
2 |
|
Barclays PLC |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
2,400 |
|
|
|
SEK |
|
|
|
22,068 |
|
|
|
(61 |
) |
Barclays PLC |
|
|
03/04/22 |
|
|
|
CHF |
|
|
|
2,839 |
|
|
|
USD |
|
|
|
3,093 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
03/04/22 |
|
|
|
GBP |
|
|
|
5,546 |
|
|
|
USD |
|
|
|
7,524 |
|
|
|
83 |
|
Barclays PLC |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
9,545 |
|
|
|
GBP |
|
|
|
7,036 |
|
|
|
(105 |
) |
Barclays PLC |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
15,638 |
|
|
|
JPY |
|
|
|
1,786,630 |
|
|
|
(125 |
) |
Barclays PLC |
|
|
03/04/22 |
|
|
|
JPY |
|
|
|
3,751,041 |
|
|
|
USD |
|
|
|
32,832 |
|
|
|
262 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
NZD |
|
|
|
80 |
|
|
|
USD |
|
|
|
53 |
|
|
|
(1 |
) |
BNP Paribas |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
162 |
|
|
|
NZD |
|
|
|
244 |
|
|
|
3 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
404 |
|
|
|
NOK |
|
|
|
3,552 |
|
|
|
— |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
AUD |
|
|
|
565 |
|
|
|
USD |
|
|
|
404 |
|
|
|
(6 |
) |
BNP Paribas |
|
|
03/04/22 |
|
|
|
NOK |
|
|
|
1,174 |
|
|
|
USD |
|
|
|
134 |
|
|
|
— |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
HKD |
|
|
|
1,638 |
|
|
|
USD |
|
|
|
210 |
|
|
|
1 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,753 |
|
|
|
DKK |
|
|
|
11,513 |
|
|
|
(14 |
) |
BNP Paribas |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,887 |
|
|
|
HKD |
|
|
|
14,709 |
|
|
|
(5 |
) |
BNP Paribas |
|
|
03/04/22 |
|
|
|
CAD |
|
|
|
3,281 |
|
|
|
USD |
|
|
|
2,590 |
|
|
|
4 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
SEK |
|
|
|
3,319 |
|
|
|
USD |
|
|
|
361 |
|
|
|
9 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
4,557 |
|
|
|
AUD |
|
|
|
6,373 |
|
|
|
69 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
6,768 |
|
|
|
CHF |
|
|
|
6,211 |
|
|
|
3 |
|
BNP Paribas |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
7,765 |
|
|
|
CAD |
|
|
|
9,836 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
13 |
|
|
|
NZD |
|
|
|
19 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1 |
|
|
|
NZD |
|
|
|
1 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
20 |
|
|
|
NOK |
|
|
|
173 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
9 |
|
|
|
NOK |
|
|
|
81 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
NZD |
|
|
|
3 |
|
|
|
USD |
|
|
|
2 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
NZD |
|
|
|
26 |
|
|
|
USD |
|
|
|
17 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
— |
|
|
|
SGD |
|
|
|
1 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
65 |
|
|
|
SGD |
|
|
|
87 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
113 |
|
|
|
DKK |
|
|
|
735 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
114 |
|
|
|
HKD |
|
|
|
892 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SGD |
|
|
|
118 |
|
|
|
USD |
|
|
|
87 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SGD |
|
|
|
13 |
|
|
|
USD |
|
|
|
10 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
160 |
|
|
|
SEK |
|
|
|
1,471 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
281 |
|
|
|
AUD |
|
|
|
392 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
NOK |
|
|
|
59 |
|
|
|
USD |
|
|
|
7 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
NOK |
|
|
|
382 |
|
|
|
USD |
|
|
|
43 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
315 |
|
|
|
CAD |
|
|
|
401 |
|
|
|
1 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
276 |
|
|
|
CAD |
|
|
|
350 |
|
|
$ |
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
603 |
|
|
|
CHF |
|
|
|
557 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
57 |
|
|
|
CHF |
|
|
|
52 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
AUD |
|
|
|
699 |
|
|
|
USD |
|
|
|
500 |
|
|
|
(8 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
CHF |
|
|
|
80 |
|
|
|
USD |
|
|
|
87 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
CHF |
|
|
|
721 |
|
|
|
USD |
|
|
|
781 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,018 |
|
|
|
GBP |
|
|
|
751 |
|
|
|
(11 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
GBP |
|
|
|
973 |
|
|
|
USD |
|
|
|
1,318 |
|
|
|
13 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
GBP |
|
|
|
113 |
|
|
|
USD |
|
|
|
150 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
CAD |
|
|
|
74 |
|
|
|
USD |
|
|
|
58 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
CAD |
|
|
|
1,118 |
|
|
|
USD |
|
|
|
877 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
DKK |
|
|
|
1,154 |
|
|
|
USD |
|
|
|
176 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
DKK |
|
|
|
149 |
|
|
|
USD |
|
|
|
22 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
HKD |
|
|
|
1,628 |
|
|
|
USD |
|
|
|
209 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SEK |
|
|
|
2,295 |
|
|
|
USD |
|
|
|
247 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
SEK |
|
|
|
317 |
|
|
|
USD |
|
|
|
33 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,823 |
|
|
|
JPY |
|
|
|
210,714 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
1,513 |
|
|
|
JPY |
|
|
|
173,746 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
3,440 |
|
|
|
EUR |
|
|
|
3,023 |
|
|
|
(44 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
EUR |
|
|
|
3,303 |
|
|
|
USD |
|
|
|
3,758 |
|
|
|
48 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
EUR |
|
|
|
332 |
|
|
|
USD |
|
|
|
369 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
JPY |
|
|
|
152,513 |
|
|
|
USD |
|
|
|
1,327 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/22 |
|
|
|
JPY |
|
|
|
332,147 |
|
|
|
USD |
|
|
|
2,872 |
|
|
|
(12 |
) |
Standard Chartered |
|
|
03/04/22 |
|
|
|
SGD |
|
|
|
660 |
|
|
|
USD |
|
|
|
490 |
|
|
|
3 |
|
Standard Chartered |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
755 |
|
|
|
SGD |
|
|
|
1,017 |
|
|
|
(5 |
) |
Westpac Banking |
|
|
03/04/22 |
|
|
|
USD |
|
|
|
22,082 |
|
|
|
EUR |
|
|
|
19,491 |
|
|
|
(188 |
) |
Westpac Banking |
|
|
03/04/22 |
|
|
|
EUR |
|
|
|
24,821 |
|
|
|
USD |
|
|
|
28,121 |
|
|
|
240 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
137 |
|
|
Percentages are based on Net Assets of $262,665 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
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 |
OJSC — Open Joint-Stock Company |
OMX — Offset Market Exchange |
PCL — Public Company Limited |
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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
World Select Equity Fund (Concluded)
The following is a summary of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Common Stock |
|
|
138,433 |
|
|
|
101,102 |
|
|
|
25 |
|
|
|
239,560 |
|
Preferred Stock |
|
|
111 |
|
|
|
1,152 |
|
|
|
– |
|
|
|
1,263 |
|
Cash Equivalent |
|
|
1,852 |
|
|
|
– |
|
|
|
– |
|
|
|
1,852 |
|
Total Investments in Securities |
|
|
140,396 |
|
|
|
102,254 |
|
|
|
25 |
|
|
|
242,675 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
1,182 |
|
|
|
– |
|
|
|
– |
|
|
|
1,182 |
|
Unrealized Depreciation |
|
|
(1,824 |
) |
|
|
– |
|
|
|
– |
|
|
|
(1,824 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
764 |
|
|
|
– |
|
|
|
764 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(627 |
) |
|
|
– |
|
|
|
(627 |
) |
Total Other Financial Instruments |
|
|
(642 |
) |
|
|
137 |
|
|
|
– |
|
|
|
(505 |
) |
(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.
|
*
|
Futures contracts and forwards contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value
5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain/ (Loss) |
|
|
Change in Unrealized Appreciation/(Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
4,159 |
|
|
$ |
40,563 |
|
|
$ |
(42,870 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,852 |
|
|
|
1,852,194 |
|
|
$ |
1 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 95.2% |
Argentina — 0.3% |
Arcos Dorados Holdings, Cl A * |
|
|
283,818 |
|
|
$ |
2,194 |
|
Corp America Airports SA * |
|
|
266,076 |
|
|
|
1,469 |
|
| |
|
|
|
|
|
|
3,663 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
Vienna Insurance Group AG Wiener Versicherung Gruppe |
|
|
49,426 |
|
|
|
1,300 |
|
Bangladesh — 0.2% |
BRAC Bank Ltd |
|
|
4,382,570 |
|
|
|
2,756 |
|
Brazil — 4.0% |
Ambev SA |
|
|
336,600 |
|
|
|
993 |
|
Banco do Brasil SA |
|
|
1,133,554 |
|
|
|
7,747 |
|
Banco Santander Brasil SA |
|
|
318,800 |
|
|
|
1,915 |
|
Cia Brasileira de Aluminio * |
|
|
825,400 |
|
|
|
3,198 |
|
Cosan SA |
|
|
1,256,100 |
|
|
|
5,147 |
|
CPFL Energia SA |
|
|
411,200 |
|
|
|
2,415 |
|
CSN Mineracao SA |
|
|
1,434,900 |
|
|
|
1,727 |
|
Empreendimentos Pague Menos S * |
|
|
714,100 |
|
|
|
1,522 |
|
Gerdau SA ADR |
|
|
296,677 |
|
|
|
1,445 |
|
Hapvida Participacoes e Investimentos SA |
|
|
1,336,136 |
|
|
|
3,146 |
|
JBS SA |
|
|
439,300 |
|
|
|
3,060 |
|
Lojas Renner SA |
|
|
285,100 |
|
|
|
1,401 |
|
Magazine Luiza SA |
|
|
2,101,500 |
|
|
|
2,452 |
|
Marfrig Global Foods SA |
|
|
277,200 |
|
|
|
1,193 |
|
Oncoclinicas do Brasil Servicos Medicos * |
|
|
767,000 |
|
|
|
1,492 |
|
Petro Rio * |
|
|
150,700 |
|
|
|
755 |
|
Petroleo Brasileiro SA ADR, Cl A |
|
|
286,293 |
|
|
|
3,748 |
|
Santos Brasil Participacoes SA |
|
|
1,677,100 |
|
|
|
2,110 |
|
Sinqia |
|
|
442,900 |
|
|
|
1,472 |
|
SLC Agricola SA |
|
|
74,080 |
|
|
|
632 |
|
TIM SA/Brazil |
|
|
656,900 |
|
|
|
1,735 |
|
XP Inc, Cl A * |
|
|
49,075 |
|
|
|
1,587 |
|
| |
|
|
|
|
|
|
50,892 |
|
| |
|
|
|
|
|
|
|
|
Canada — 1.7% |
Aclara Resources * |
|
|
460,380 |
|
|
|
388 |
|
Capstone Mining Corp * |
|
|
405,854 |
|
|
|
2,102 |
|
Dundee Precious Metals Inc |
|
|
349,876 |
|
|
|
2,069 |
|
Endeavour Mining |
|
|
89,519 |
|
|
|
2,363 |
|
First Quantum Minerals Ltd |
|
|
150,715 |
|
|
|
4,417 |
|
Gran Tierra Energy Inc * |
|
|
1,076,244 |
|
|
|
1,485 |
|
Ivanhoe Mines Ltd, Cl A * |
|
|
397,180 |
|
|
|
4,040 |
|
Neo Performance Materials Inc |
|
|
107,828 |
|
|
|
1,360 |
|
Parex Resources Inc |
|
|
129,039 |
|
|
|
2,844 |
|
| |
|
|
|
|
|
|
21,068 |
|
| |
|
|
|
|
|
|
|
|
Chile — 1.3% |
Banco Santander Chile ADR |
|
|
197,443 |
|
|
|
3,854 |
|
Cia Cervecerias Unidas SA ADR |
|
|
123,430 |
|
|
|
1,972 |
|
Empresas CMPC SA |
|
|
1,001,350 |
|
|
|
1,664 |
|
Falabella SA |
|
|
650,515 |
|
|
|
2,153 |
|
Quinenco SA |
|
|
398,310 |
|
|
|
1,027 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sociedad Quimica y Minera de Chile SA ADR |
|
|
89,606 |
|
|
$ |
5,930 |
|
| |
|
|
|
|
|
|
16,600 |
|
| |
|
|
|
|
|
|
|
|
China — 10.6% |
360 DigiTech Inc ADR |
|
|
71,992 |
|
|
|
1,350 |
|
Autohome Inc ADR * |
|
|
48,491 |
|
|
|
1,483 |
|
Baidu Inc ADR * |
|
|
3,971 |
|
|
|
605 |
|
Bank of Communications, Cl A |
|
|
1,512,700 |
|
|
|
1,147 |
|
Bank of Communications Co Ltd, Cl H |
|
|
2,368,000 |
|
|
|
1,624 |
|
Beijing Huafeng Test & Control Technology, Cl A * |
|
|
32,073 |
|
|
|
2,123 |
|
Beijing Kingsoft Office Software, Cl A |
|
|
33,684 |
|
|
|
1,144 |
|
BYD Co Ltd, Cl H |
|
|
64,000 |
|
|
|
1,958 |
|
China Coal Energy Co Ltd, Cl H |
|
|
1,568,000 |
|
|
|
986 |
|
China Construction Bank Corp, Cl H |
|
|
17,686,000 |
|
|
|
13,265 |
|
China Everbright Bank Co Ltd, Cl H |
|
|
4,777,000 |
|
|
|
1,777 |
|
China Jushi, Cl A |
|
|
807,681 |
|
|
|
2,191 |
|
China Life Insurance Co Ltd, Cl H |
|
|
649,000 |
|
|
|
1,075 |
|
China Medical System Holdings Ltd |
|
|
2,642,000 |
|
|
|
4,699 |
|
China National Building Material Co Ltd, Cl H |
|
|
966,000 |
|
|
|
1,242 |
|
China Northern Rare Earth Group High-Tech, Cl A |
|
|
99,700 |
|
|
|
781 |
|
China Petroleum & Chemical, Cl A |
|
|
2,381,173 |
|
|
|
1,642 |
|
China Petroleum & Chemical Corp, Cl H |
|
|
6,168,000 |
|
|
|
3,068 |
|
China Railway Group Ltd, Cl H |
|
|
3,039,000 |
|
|
|
1,785 |
|
China Shenhua Energy Co Ltd, Cl H |
|
|
308,500 |
|
|
|
854 |
|
Contemporary Amperex Technology Co Ltd, Cl A |
|
|
23,320 |
|
|
|
1,992 |
|
COSCO SHIPPING Holdings Co Ltd, Cl H * |
|
|
1,497,050 |
|
|
|
3,038 |
|
Daqin Railway Co Ltd, Cl A |
|
|
535,045 |
|
|
|
578 |
|
Daqo New Energy Corp ADR * |
|
|
5,293 |
|
|
|
254 |
|
Dongfeng Motor Group Co Ltd, Cl H |
|
|
4,086,000 |
|
|
|
3,510 |
|
FinVolution Group ADR |
|
|
69,689 |
|
|
|
284 |
|
Guangzhou GRG Metrology & Test Co Ltd, Cl A * |
|
|
24,563 |
|
|
|
83 |
|
Guangzhou Tinci Materials Technology, Cl A |
|
|
63,200 |
|
|
|
1,070 |
|
Haier Smart Home Co Ltd, Cl H |
|
|
1,752,600 |
|
|
|
6,112 |
|
Hangzhou Robam Appliances Co Ltd, Cl A |
|
|
197,777 |
|
|
|
1,045 |
|
Hundsun Technologies Inc, Cl A |
|
|
164,580 |
|
|
|
1,365 |
|
JD.com Inc ADR * |
|
|
30,738 |
|
|
|
2,202 |
|
JD.com Inc, Cl A * |
|
|
15,823 |
|
|
|
569 |
|
Jiangxi Copper, Cl H |
|
|
581,000 |
|
|
|
1,053 |
|
Kingdee International Software Group Co Ltd |
|
|
647,000 |
|
|
|
1,595 |
|
Kunlun Energy Co Ltd |
|
|
4,786,000 |
|
|
|
4,680 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
3,875 |
|
|
|
1,101 |
|
Li Ning Co Ltd |
|
|
440,500 |
|
|
|
4,404 |
|
Lufax Holding Ltd ADR * |
|
|
530,504 |
|
|
|
3,432 |
|
NetEase Inc ADR |
|
|
29,730 |
|
|
|
2,834 |
|
PICC Property & Casualty Co Ltd |
|
|
7,962,000 |
|
|
|
8,407 |
|
Pinduoduo Inc ADR * |
|
|
7,725 |
|
|
|
401 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ping An Insurance Group Co of China Ltd, Cl A |
|
|
332,500 |
|
|
$ |
2,674 |
|
Ping An Insurance Group Co of China Ltd, Cl H |
|
|
711,000 |
|
|
|
5,490 |
|
Power Construction Corp of China, Cl A |
|
|
1,010,426 |
|
|
|
1,230 |
|
Qingdao Haier Biomedical, Cl A |
|
|
109,007 |
|
|
|
1,252 |
|
Shenzhen Overseas Chinese Town, Cl A |
|
|
1,462,500 |
|
|
|
1,600 |
|
Shenzhou International Group Holdings Ltd |
|
|
265,400 |
|
|
|
4,466 |
|
Sinopec Engineering Group Co Ltd, Cl H |
|
|
1,948,500 |
|
|
|
935 |
|
Tongwei Co Ltd, Cl A |
|
|
291,995 |
|
|
|
1,994 |
|
Vipshop Holdings Ltd ADR * |
|
|
285,417 |
|
|
|
2,474 |
|
Weichai Power Co Ltd, Cl H |
|
|
2,514,000 |
|
|
|
4,254 |
|
Wuhu Sanqi Interactive Entertainment Network Technology Group Co Ltd, Cl A |
|
|
676,600 |
|
|
|
2,239 |
|
Wuliangye Yibin Co Ltd, Cl A |
|
|
110,415 |
|
|
|
3,331 |
|
Wuxi Lead Intelligent Equipment, Cl A |
|
|
100,867 |
|
|
|
1,083 |
|
Xtep International Holdings Ltd |
|
|
989,500 |
|
|
|
1,645 |
|
Zhejiang Expressway Co Ltd, Cl H |
|
|
1,926,000 |
|
|
|
1,741 |
|
ZTO Express Cayman Inc ADR |
|
|
72,678 |
|
|
|
2,140 |
|
| |
|
|
|
|
|
|
133,356 |
|
| |
|
|
|
|
|
|
|
|
Czech Republic — 0.1% |
Moneta Money Bank AS |
|
|
307,926 |
|
|
|
1,221 |
|
Egypt — 0.2% |
Commercial International Bank Egypt SAE GDR * |
|
|
722,680 |
|
|
|
2,031 |
|
Germany — 0.1% |
Krones |
|
|
17,218 |
|
|
|
1,578 |
|
Greece — 1.2% |
Alpha Services and Holdings SA * |
|
|
1,083,156 |
|
|
|
1,474 |
|
Eurobank Ergasias Services and Holdings SA * |
|
|
3,809,438 |
|
|
|
4,134 |
|
Mytilineos Holdings |
|
|
91,913 |
|
|
|
1,480 |
|
National Bank of Greece SA * |
|
|
1,106,657 |
|
|
|
4,084 |
|
OPAP SA |
|
|
39,158 |
|
|
|
570 |
|
Piraeus Financial Holdings SA * |
|
|
1,308,487 |
|
|
|
2,070 |
|
Star Bulk Carriers Corp |
|
|
57,430 |
|
|
|
1,727 |
|
| |
|
|
|
|
|
|
15,539 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 11.8% |
Agricultural Bank of China Ltd, Cl H |
|
|
12,321,000 |
|
|
|
4,675 |
|
AIA Group Ltd |
|
|
446,240 |
|
|
|
4,652 |
|
Alibaba Group Holding Ltd ADR * |
|
|
59,820 |
|
|
|
6,292 |
|
Anhui Conch Cement Co Ltd, Cl H |
|
|
868,000 |
|
|
|
4,655 |
|
Bank of China Ltd, Cl H |
|
|
7,570,000 |
|
|
|
2,950 |
|
Beijing Enterprises Holdings Ltd |
|
|
644,500 |
|
|
|
2,206 |
|
China Datang Renewable Power, Cl H |
|
|
6,297,000 |
|
|
|
2,381 |
|
China Everbright Environment Group Ltd |
|
|
1,776,000 |
|
|
|
1,275 |
|
China Feihe |
|
|
1,547,000 |
|
|
|
1,847 |
|
China Galaxy Securities, Cl H |
|
|
1,211,500 |
|
|
|
695 |
|
China Lesso Group Holdings Ltd |
|
|
1,859,000 |
|
|
|
2,862 |
|
China Meidong Auto Holdings Ltd |
|
|
432,000 |
|
|
|
2,037 |
|
China Mengniu Dairy Co Ltd |
|
|
876,000 |
|
|
|
5,700 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
China Merchants Port Holdings Co Ltd |
|
|
910,000 |
|
|
$ |
1,715 |
|
China Power International Development |
|
|
1,231,000 |
|
|
|
697 |
|
China Resources Land Ltd |
|
|
2,334,000 |
|
|
|
11,355 |
|
CIMC Enric Holdings Ltd |
|
|
2,242,000 |
|
|
|
2,674 |
|
CITIC Ltd |
|
|
1,917,000 |
|
|
|
2,241 |
|
First Pacific Co Ltd |
|
|
7,750,000 |
|
|
|
3,040 |
|
Guangzhou Automobile Group Co Ltd, Cl H |
|
|
3,446,000 |
|
|
|
3,398 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
11,624,000 |
|
|
|
6,953 |
|
Kingboard Laminates Holdings Ltd |
|
|
1,412,500 |
|
|
|
2,354 |
|
Kingsoft |
|
|
525,600 |
|
|
|
1,946 |
|
Lenovo Group Ltd |
|
|
4,166,000 |
|
|
|
4,648 |
|
NetEase |
|
|
294,170 |
|
|
|
5,726 |
|
New Horizon Health Ltd * |
|
|
260,000 |
|
|
|
976 |
|
Nine Dragons Paper Holdings Ltd |
|
|
825,000 |
|
|
|
789 |
|
PAX Global Technology Ltd |
|
|
1,590,000 |
|
|
|
1,179 |
|
PetroChina Co Ltd, Cl H |
|
|
6,008,000 |
|
|
|
3,261 |
|
Shandong Weigao Group Medical Polymer Co Ltd, Cl H |
|
|
867,600 |
|
|
|
1,202 |
|
Shanghai Pharmaceuticals Holding Co Ltd, Cl H |
|
|
368,800 |
|
|
|
665 |
|
Techtronic Industries Co Ltd |
|
|
289,500 |
|
|
|
4,867 |
|
Tencent Holdings Ltd |
|
|
306,781 |
|
|
|
16,527 |
|
Tian Lun Gas Holdings |
|
|
832,000 |
|
|
|
687 |
|
Towngas Smart Energy |
|
|
3,970,000 |
|
|
|
2,821 |
|
Truly International Holdings |
|
|
3,560,000 |
|
|
|
1,238 |
|
Uni-President China Holdings Ltd |
|
|
2,442,000 |
|
|
|
2,541 |
|
Vinda International Holdings Ltd |
|
|
498,000 |
|
|
|
1,424 |
|
WH Group Ltd |
|
|
3,333,815 |
|
|
|
2,325 |
|
WuXi AppTec Co Ltd, Cl H |
|
|
266,044 |
|
|
|
3,780 |
|
Wuxi Biologics Cayman Inc * |
|
|
151,000 |
|
|
|
1,250 |
|
Xinyi Solar Holdings Ltd |
|
|
3,607,000 |
|
|
|
6,536 |
|
Yadea Group Holdings Ltd |
|
|
2,524,000 |
|
|
|
3,741 |
|
Zhongsheng Group Holdings Ltd |
|
|
405,500 |
|
|
|
2,832 |
|
Zoomlion Heavy Industry Science and Technology Co Ltd |
|
|
3,182,600 |
|
|
|
2,113 |
|
| |
|
|
|
|
|
|
149,728 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.6% |
OTP Bank Nyrt |
|
|
101,407 |
|
|
|
3,920 |
|
Richter Gedeon Nyrt |
|
|
181,709 |
|
|
|
3,837 |
|
| |
|
|
|
|
|
|
7,757 |
|
| |
|
|
|
|
|
|
|
|
India — 10.2% |
Apollo Tyres Ltd |
|
|
393,664 |
|
|
|
975 |
|
Asian Paints Ltd |
|
|
37,617 |
|
|
|
1,595 |
|
Aster DM Healthcare * |
|
|
525,490 |
|
|
|
1,205 |
|
Astral Ltd |
|
|
38,160 |
|
|
|
993 |
|
Avenue Supermarts Ltd, Cl A * |
|
|
23,116 |
|
|
|
1,345 |
|
Bank of Baroda * |
|
|
610,563 |
|
|
|
874 |
|
Bata India Ltd |
|
|
56,844 |
|
|
|
1,377 |
|
BSE |
|
|
2,807 |
|
|
|
74 |
|
Cipla Ltd/India |
|
|
48,614 |
|
|
|
599 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Computer Age Management Services |
|
|
33,269 |
|
|
$ |
1,112 |
|
Dabur India |
|
|
15,920 |
|
|
|
120 |
|
Divi's Laboratories Ltd |
|
|
74,902 |
|
|
|
4,261 |
|
Dr Lal PathLabs Ltd |
|
|
50,165 |
|
|
|
1,687 |
|
Finolex Cables Ltd |
|
|
210,853 |
|
|
|
1,167 |
|
GAIL India Ltd |
|
|
1,238,614 |
|
|
|
2,401 |
|
Godrej Properties Ltd * |
|
|
60,265 |
|
|
|
1,213 |
|
Grasim Industries Ltd |
|
|
22,407 |
|
|
|
478 |
|
HCL Technologies Ltd |
|
|
360,153 |
|
|
|
5,387 |
|
HDFC Bank Ltd |
|
|
161,967 |
|
|
|
3,046 |
|
Hero MotoCorp Ltd |
|
|
70,486 |
|
|
|
2,386 |
|
Hindalco Industries Ltd |
|
|
775,557 |
|
|
|
5,969 |
|
Hindustan Petroleum Corp Ltd |
|
|
249,061 |
|
|
|
911 |
|
Housing Development Finance Corp Ltd |
|
|
161,749 |
|
|
|
5,076 |
|
ICICI Bank Ltd ADR |
|
|
488,755 |
|
|
|
9,516 |
|
Indian Energy Exchange Ltd |
|
|
900,357 |
|
|
|
2,492 |
|
Infosys Ltd |
|
|
179,801 |
|
|
|
4,104 |
|
Infosys Ltd ADR |
|
|
217,052 |
|
|
|
4,875 |
|
Ipca Laboratories |
|
|
136,498 |
|
|
|
1,785 |
|
ITC Ltd |
|
|
195,469 |
|
|
|
564 |
|
Kotak Mahindra Bank Ltd |
|
|
191,012 |
|
|
|
4,707 |
|
KPIT Technologies Ltd |
|
|
457,289 |
|
|
|
3,514 |
|
Narayana Hrudayalaya * |
|
|
174,512 |
|
|
|
1,597 |
|
NCC Ltd/India |
|
|
1,051,766 |
|
|
|
877 |
|
Oil & Natural Gas Corp Ltd |
|
|
2,427,671 |
|
|
|
5,238 |
|
Petronet LNG Ltd |
|
|
736,273 |
|
|
|
2,104 |
|
PI Industries |
|
|
41,751 |
|
|
|
1,378 |
|
PNC Infratech Ltd |
|
|
442,352 |
|
|
|
1,570 |
|
PTC India Ltd |
|
|
1,568,733 |
|
|
|
1,784 |
|
PVR Ltd * |
|
|
69,109 |
|
|
|
1,517 |
|
Quess |
|
|
191,513 |
|
|
|
1,627 |
|
REC Ltd |
|
|
547,946 |
|
|
|
896 |
|
Shriram Transport Finance Co Ltd |
|
|
74,363 |
|
|
|
1,118 |
|
Star Health & Allied Insurance * |
|
|
236,922 |
|
|
|
2,223 |
|
State Bank of India |
|
|
387,884 |
|
|
|
2,507 |
|
Sun Pharmaceutical Industries |
|
|
227,301 |
|
|
|
2,556 |
|
Tata Consultancy Services Ltd |
|
|
89,085 |
|
|
|
4,215 |
|
Tata Steel Ltd |
|
|
166,947 |
|
|
|
2,734 |
|
Tech Mahindra Ltd |
|
|
128,907 |
|
|
|
2,431 |
|
Titan Co Ltd |
|
|
34,523 |
|
|
|
1,178 |
|
UPL Ltd |
|
|
355,208 |
|
|
|
3,145 |
|
Varun Beverages Ltd |
|
|
257,512 |
|
|
|
3,260 |
|
Vedanta Ltd |
|
|
200,672 |
|
|
|
1,019 |
|
VST Tillers Tractors |
|
|
49,667 |
|
|
|
1,731 |
|
WNS Holdings Ltd ADR * |
|
|
72,283 |
|
|
|
5,973 |
|
| |
|
|
|
|
|
|
128,486 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 3.0% |
Astra International Tbk PT |
|
|
3,467,500 |
|
|
|
1,405 |
|
Avia Avian * |
|
|
36,847,800 |
|
|
|
2,090 |
|
Bank Central Asia Tbk PT |
|
|
4,945,500 |
|
|
|
2,777 |
|
Bank Mandiri Persero Tbk PT |
|
|
770,300 |
|
|
|
413 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bank Rakyat Indonesia Persero Tbk PT |
|
|
26,788,876 |
|
|
$ |
8,501 |
|
Cisarua Mountain Dairy TBK * |
|
|
10,816,900 |
|
|
|
2,648 |
|
Matahari Department Store Tbk PT |
|
|
8,981,500 |
|
|
|
2,868 |
|
Medikaloka Hermina Tbk PT |
|
|
77,974,500 |
|
|
|
5,794 |
|
Merdeka Copper Gold Tbk PT * |
|
|
7,880,400 |
|
|
|
2,149 |
|
Pakuwon Jati Tbk PT |
|
|
81,229,684 |
|
|
|
2,603 |
|
Telkom Indonesia Persero Tbk PT |
|
|
3,989,400 |
|
|
|
1,207 |
|
Ultrajaya Milk Industry & Trading Co Tbk PT |
|
|
31,400,000 |
|
|
|
3,357 |
|
Vale Indonesia |
|
|
4,925,600 |
|
|
|
1,875 |
|
| |
|
|
|
|
|
|
37,687 |
|
| |
|
|
|
|
|
|
|
|
Kenya — 0.2% |
ARM Cement Ltd * |
|
|
10 |
|
|
|
– |
|
Equity Group Holdings PLC/Kenya |
|
|
5,792,163 |
|
|
|
2,547 |
|
| |
|
|
|
|
|
|
2,547 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 2.3% |
America Movil SAB de CV ADR, Cl L |
|
|
64,587 |
|
|
|
1,170 |
|
Arca Continental SAB de CV |
|
|
198,848 |
|
|
|
1,314 |
|
Banco del Bajio SA |
|
|
838,600 |
|
|
|
2,044 |
|
Coca-Cola Femsa SAB de CV |
|
|
257,837 |
|
|
|
1,431 |
|
GCC |
|
|
120,000 |
|
|
|
799 |
|
Grupo Aeroportuario del Centro Norte SAB de CV, Cl B |
|
|
343,310 |
|
|
|
2,479 |
|
Grupo Aeroportuario del Sureste SAB de CV ADR |
|
|
12,344 |
|
|
|
2,666 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
985,600 |
|
|
|
6,704 |
|
Grupo Mexico SAB de CV, Ser B |
|
|
835,701 |
|
|
|
4,279 |
|
Megacable Holdings SAB de CV |
|
|
349,100 |
|
|
|
1,029 |
|
Promotora y Operadora de Infraestructura SAB de CV |
|
|
75,900 |
|
|
|
598 |
|
Wal-Mart de Mexico SAB de CV |
|
|
1,201,117 |
|
|
|
4,585 |
|
| |
|
|
|
|
|
|
29,098 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.2% |
BE Semiconductor Industries NV |
|
|
26,475 |
|
|
|
2,239 |
|
Nigeria — 0.4% |
Zenith Bank PLC |
|
|
76,698,031 |
|
|
|
4,999 |
|
Pakistan — 0.3% |
United Bank Ltd/Pakistan |
|
|
4,070,761 |
|
|
|
3,412 |
|
Philippines — 3.1% |
AllHome Corp |
|
|
17,413,000 |
|
|
|
2,995 |
|
Alliance Global Group Inc |
|
|
19,991,310 |
|
|
|
5,004 |
|
Ayala Corp |
|
|
376,909 |
|
|
|
6,253 |
|
Ayala Land Inc |
|
|
5,943,100 |
|
|
|
4,532 |
|
BDO Unibank Inc |
|
|
1,862,424 |
|
|
|
4,704 |
|
Century Pacific Food |
|
|
2,522,700 |
|
|
|
1,322 |
|
GT Capital Holdings Inc |
|
|
387,410 |
|
|
|
4,386 |
|
Metropolitan Bank & Trust Co |
|
|
2,324,900 |
|
|
|
2,595 |
|
Monde Nissin Corp * |
|
|
8,915,200 |
|
|
|
2,883 |
|
Robinsons Land Corp |
|
|
8,086,500 |
|
|
|
3,051 |
|
Wilcon Depot Inc |
|
|
2,102,600 |
|
|
|
1,200 |
|
| |
|
|
|
|
|
|
38,925 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Poland — 0.5% |
Bank Polska Kasa Opieki SA |
|
|
63,771 |
|
|
$ |
1,755 |
|
Cyfrowy Polsat SA |
|
|
144,871 |
|
|
|
943 |
|
Dino Polska SA * |
|
|
22,873 |
|
|
|
1,613 |
|
PGE Polska Grupa Energetyczna SA * |
|
|
333,823 |
|
|
|
651 |
|
Polski Koncern Naftowy ORLEN SA |
|
|
42,186 |
|
|
|
717 |
|
STS Holding * |
|
|
306,134 |
|
|
|
1,191 |
|
| |
|
|
|
|
|
|
6,870 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.2% |
Industries Qatar QSC |
|
|
269,883 |
|
|
|
1,356 |
|
Qatar Islamic Bank SAQ |
|
|
113,143 |
|
|
|
654 |
|
| |
|
|
|
|
|
|
2,010 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.8% |
Gazprom PJSC ADR |
|
|
593,590 |
|
|
|
1,691 |
|
LUKOIL PJSC ADR |
|
|
153,750 |
|
|
|
3,569 |
|
MMC Norilsk Nickel PJSC ADR |
|
|
75,778 |
|
|
|
975 |
|
Mobile TeleSystems PJSC ADR |
|
|
556,416 |
|
|
|
1,530 |
|
Moscow Exchange PJSC * |
|
|
945,410 |
|
|
|
439 |
|
Ozon Holdings ADR * |
|
|
30,008 |
|
|
|
273 |
|
Sberbank of Russia PJSC ADR |
|
|
104,765 |
|
|
|
115 |
|
Surgutneftegas PJSC ADR |
|
|
528,675 |
|
|
|
1,015 |
|
Yandex NV, Cl A * |
|
|
50,933 |
|
|
|
751 |
|
| |
|
|
|
|
|
|
10,358 |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 1.7% |
Al Rajhi Bank |
|
|
125,046 |
|
|
|
5,361 |
|
Riyad Bank |
|
|
91,255 |
|
|
|
864 |
|
Sahara International Petrochemical Co |
|
|
56,319 |
|
|
|
701 |
|
Saudi Arabian Oil Co |
|
|
27,406 |
|
|
|
303 |
|
Saudi Kayan Petrochemical Co * |
|
|
324,875 |
|
|
|
1,768 |
|
Saudi National Bank |
|
|
313,810 |
|
|
|
5,711 |
|
Saudi Tadawul Group Holding * |
|
|
54,551 |
|
|
|
2,329 |
|
Saudi Telecom Co |
|
|
98,536 |
|
|
|
3,003 |
|
United Electronics Co |
|
|
34,376 |
|
|
|
1,195 |
|
| |
|
|
|
|
|
|
21,235 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 2.8% |
Absa Group Ltd |
|
|
140,248 |
|
|
|
1,605 |
|
Aspen Pharmacare Holdings Ltd |
|
|
91,561 |
|
|
|
1,192 |
|
Barloworld Ltd |
|
|
138,631 |
|
|
|
1,100 |
|
Bidvest Group Ltd/The |
|
|
70,311 |
|
|
|
960 |
|
Capitec Bank Holdings Ltd |
|
|
20,203 |
|
|
|
2,713 |
|
FirstRand Ltd |
|
|
249,279 |
|
|
|
1,068 |
|
Gold Fields Ltd |
|
|
91,902 |
|
|
|
1,280 |
|
Impala Platinum Holdings Ltd |
|
|
110,522 |
|
|
|
2,108 |
|
Kumba Iron Ore Ltd |
|
|
39,546 |
|
|
|
1,555 |
|
Life Healthcare Group Holdings Ltd |
|
|
589,548 |
|
|
|
855 |
|
Mr Price Group Ltd |
|
|
188,026 |
|
|
|
2,560 |
|
Naspers Ltd, Cl N |
|
|
79,691 |
|
|
|
9,947 |
|
Old Mutual Ltd |
|
|
1,535,871 |
|
|
|
1,252 |
|
Sappi Ltd |
|
|
276,210 |
|
|
|
913 |
|
Sasol Ltd * |
|
|
52,572 |
|
|
|
1,205 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Shoprite Holdings Ltd |
|
|
53,713 |
|
|
$ |
797 |
|
Sibanye Stillwater Ltd |
|
|
464,553 |
|
|
|
2,199 |
|
Vodacom Group Ltd |
|
|
233,142 |
|
|
|
2,234 |
|
| |
|
|
|
|
|
|
35,543 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 11.2% |
AfreecaTV Co Ltd |
|
|
3,252 |
|
|
|
381 |
|
Cheil Worldwide Inc |
|
|
89,666 |
|
|
|
1,678 |
|
CJ CheilJedang Corp |
|
|
19,560 |
|
|
|
6,152 |
|
CJ ENM Co Ltd |
|
|
28,721 |
|
|
|
3,135 |
|
Coway Co Ltd |
|
|
55,367 |
|
|
|
3,320 |
|
DB Insurance Co Ltd |
|
|
7,909 |
|
|
|
406 |
|
Dentium Co Ltd * |
|
|
27,716 |
|
|
|
1,399 |
|
DGB Financial Group Inc |
|
|
290,137 |
|
|
|
2,291 |
|
DL E&C Co Ltd |
|
|
8,029 |
|
|
|
865 |
|
Douzone Bizon Co Ltd |
|
|
16,466 |
|
|
|
670 |
|
Ecopro |
|
|
4,759 |
|
|
|
1,514 |
|
Eugene Technology Co Ltd |
|
|
35,576 |
|
|
|
1,292 |
|
Fila Holdings Corp |
|
|
7,298 |
|
|
|
216 |
|
GS Holdings Corp |
|
|
36,293 |
|
|
|
1,208 |
|
Hana Financial Group Inc |
|
|
262,103 |
|
|
|
10,621 |
|
Hana Materials Inc |
|
|
42,158 |
|
|
|
1,844 |
|
Hankook Tire & Technology Co Ltd |
|
|
47,002 |
|
|
|
1,374 |
|
Hansol Chemical Co Ltd |
|
|
7,128 |
|
|
|
1,291 |
|
Hanwha Corp |
|
|
38,795 |
|
|
|
988 |
|
Hyosung TNC Corp |
|
|
2,337 |
|
|
|
947 |
|
Hyundai Marine & Fire Insurance Co Ltd |
|
|
25,218 |
|
|
|
605 |
|
Hyundai Mipo Dockyard Co Ltd |
|
|
19,993 |
|
|
|
1,331 |
|
Hyundai Mobis Co Ltd |
|
|
12,377 |
|
|
|
2,306 |
|
Iljin Materials Co Ltd |
|
|
12,484 |
|
|
|
965 |
|
KB Financial Group Inc |
|
|
60,970 |
|
|
|
3,026 |
|
KH Vatec |
|
|
80,210 |
|
|
|
1,463 |
|
Kia Corp |
|
|
99,308 |
|
|
|
6,140 |
|
Kumho Petrochemical * |
|
|
12,769 |
|
|
|
1,723 |
|
LG Corp |
|
|
21,079 |
|
|
|
1,327 |
|
LG Electronics Inc |
|
|
60,361 |
|
|
|
6,221 |
|
LG Household & Health Care Ltd |
|
|
1,321 |
|
|
|
1,046 |
|
LG Innotek Co Ltd |
|
|
916 |
|
|
|
254 |
|
Lotte Chemical Corp |
|
|
13,935 |
|
|
|
2,565 |
|
LX INTERNATIONAL CORP |
|
|
22,392 |
|
|
|
552 |
|
LX Semicon Co Ltd |
|
|
16,379 |
|
|
|
1,574 |
|
Meritz Fire & Marine Insurance Co Ltd |
|
|
44,154 |
|
|
|
1,513 |
|
Mirae Asset Securities Co Ltd |
|
|
55,410 |
|
|
|
406 |
|
NAVER Corp |
|
|
7,984 |
|
|
|
2,114 |
|
NCSoft Corp |
|
|
4,266 |
|
|
|
1,592 |
|
NH Investment & Securities |
|
|
27,080 |
|
|
|
260 |
|
POSCO Holdings ADR |
|
|
22,314 |
|
|
|
1,324 |
|
POSCO Holdings Inc |
|
|
5,861 |
|
|
|
1,395 |
|
PSK Inc |
|
|
34,875 |
|
|
|
1,388 |
|
Samsung Electro-Mechanics Co Ltd |
|
|
15,062 |
|
|
|
2,107 |
|
Samsung Electronics Co Ltd |
|
|
670,405 |
|
|
|
40,496 |
|
Samsung Securities Co Ltd |
|
|
11,278 |
|
|
|
397 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Seegene Inc |
|
|
11,097 |
|
|
$ |
479 |
|
SK Hynix Inc |
|
|
76,926 |
|
|
|
7,939 |
|
SK Telecom Co Ltd |
|
|
74,626 |
|
|
|
3,393 |
|
SKC Co Ltd |
|
|
11,398 |
|
|
|
1,320 |
|
SL Corp * |
|
|
79,708 |
|
|
|
1,579 |
|
Youngone Corp |
|
|
16,908 |
|
|
|
598 |
|
| |
|
|
|
|
|
|
140,990 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 14.1% |
Acer Inc |
|
|
1,665,000 |
|
|
|
1,729 |
|
Airtac International Group |
|
|
66,019 |
|
|
|
2,200 |
|
Alchip Technologies Ltd |
|
|
109,000 |
|
|
|
4,250 |
|
Arcadyan Technology Corp |
|
|
370,000 |
|
|
|
1,531 |
|
ASPEED Technology Inc |
|
|
12,300 |
|
|
|
1,212 |
|
Asustek Computer Inc |
|
|
91,000 |
|
|
|
1,214 |
|
Bizlink Holding Inc |
|
|
63,000 |
|
|
|
680 |
|
Chailease Holding Co Ltd |
|
|
582,670 |
|
|
|
5,272 |
|
ChipMOS Technologies |
|
|
280,000 |
|
|
|
527 |
|
Chlitina Holding Ltd |
|
|
178,000 |
|
|
|
1,348 |
|
CTBC Financial Holding Co Ltd |
|
|
6,296,000 |
|
|
|
6,097 |
|
Delta Electronics Inc |
|
|
269,000 |
|
|
|
2,384 |
|
E Ink Holdings Inc |
|
|
488,000 |
|
|
|
2,627 |
|
Elite Material |
|
|
185,000 |
|
|
|
1,803 |
|
Farglory Land Development |
|
|
446,000 |
|
|
|
978 |
|
Fittech * |
|
|
210,000 |
|
|
|
1,523 |
|
Formosa Plastics Corp |
|
|
518,000 |
|
|
|
1,950 |
|
Fubon Financial Holding Co Ltd |
|
|
2,807,700 |
|
|
|
7,567 |
|
Gigabyte Technology Co Ltd |
|
|
98,000 |
|
|
|
501 |
|
Hon Hai Precision Industry Co Ltd |
|
|
1,080,912 |
|
|
|
4,010 |
|
King Yuan Electronics Co Ltd |
|
|
276,000 |
|
|
|
434 |
|
Lite-On Technology Corp |
|
|
623,862 |
|
|
|
1,535 |
|
Macronix International Co Ltd |
|
|
2,334,000 |
|
|
|
3,622 |
|
Makalot Industrial Co Ltd |
|
|
187,000 |
|
|
|
1,475 |
|
MediaTek Inc |
|
|
227,357 |
|
|
|
8,876 |
|
Merida Industry Co Ltd |
|
|
187,000 |
|
|
|
1,904 |
|
Micro-Star International Co Ltd |
|
|
760,000 |
|
|
|
4,215 |
|
momo.com Inc |
|
|
28,000 |
|
|
|
1,000 |
|
Nien Made Enterprise Co Ltd |
|
|
104,000 |
|
|
|
1,352 |
|
Parade Technologies Ltd |
|
|
33,000 |
|
|
|
2,283 |
|
Powertech Technology Inc |
|
|
348,000 |
|
|
|
1,180 |
|
Realtek Semiconductor Corp |
|
|
186,000 |
|
|
|
3,065 |
|
Silergy Corp |
|
|
38,367 |
|
|
|
5,071 |
|
Sino-American Silicon Products Inc |
|
|
265,000 |
|
|
|
1,759 |
|
Taiwan Business Bank |
|
|
5,588,000 |
|
|
|
2,223 |
|
Taiwan Paiho Ltd |
|
|
422,000 |
|
|
|
1,193 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
2,266,000 |
|
|
|
48,594 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
169,024 |
|
|
|
18,087 |
|
Unimicron Technology Corp |
|
|
287,000 |
|
|
|
2,670 |
|
United Microelectronics Corp |
|
|
2,554,000 |
|
|
|
4,832 |
|
Voltronic Power Technology Corp |
|
|
45,950 |
|
|
|
2,382 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Winbond Electronics Corp |
|
|
1,128,000 |
|
|
$ |
1,353 |
|
Wiwynn Corp * |
|
|
117,000 |
|
|
|
4,119 |
|
Yang Ming Marine Transport Corp * |
|
|
465,000 |
|
|
|
1,959 |
|
Yuanta Financial Holding Co Ltd |
|
|
3,680,400 |
|
|
|
3,282 |
|
| |
|
|
|
|
|
|
177,868 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 3.4% |
Bangkok Bank |
|
|
851,100 |
|
|
|
3,659 |
|
Bangkok Chain Hospital |
|
|
1,239,600 |
|
|
|
726 |
|
Bangkok Life Assurance NVDR |
|
|
1,511,800 |
|
|
|
2,032 |
|
Com7 PCL |
|
|
816,200 |
|
|
|
2,074 |
|
Home Product Center PCL |
|
|
10,207,845 |
|
|
|
4,781 |
|
Humanica |
|
|
3,222,600 |
|
|
|
1,261 |
|
JMT Network Services PCL |
|
|
1,485,700 |
|
|
|
3,089 |
|
Kasikornbank PCL |
|
|
171,700 |
|
|
|
862 |
|
Kasikornbank PCL NVDR |
|
|
966,500 |
|
|
|
4,836 |
|
Kiatnakin Bank PCL |
|
|
281,200 |
|
|
|
590 |
|
Krung Thai Bank PCL |
|
|
1,735,400 |
|
|
|
746 |
|
Land & Houses |
|
|
6,761,600 |
|
|
|
1,996 |
|
Major Cineplex Group NVDR |
|
|
1,499,100 |
|
|
|
929 |
|
Mega Lifesciences |
|
|
798,700 |
|
|
|
1,056 |
|
PTT Exploration & Production |
|
|
227,000 |
|
|
|
958 |
|
PTT PCL |
|
|
920,700 |
|
|
|
1,122 |
|
PTT PCL NVDR |
|
|
5,117,700 |
|
|
|
6,187 |
|
Siam Cement PCL/The |
|
|
82,600 |
|
|
|
993 |
|
Sri Trang Agro-Industry PCL |
|
|
3,356,200 |
|
|
|
2,751 |
|
Thai Union Group PCL, Cl F |
|
|
4,004,800 |
|
|
|
2,508 |
|
Tisco Financial Group PCL |
|
|
101,200 |
|
|
|
304 |
|
| |
|
|
|
|
|
|
43,460 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 0.4% |
Akbank TAS |
|
|
891,294 |
|
|
|
454 |
|
BIM Birlesik Magazalar AS |
|
|
224,825 |
|
|
|
1,188 |
|
Ford Otomotiv Sanayi AS |
|
|
28,405 |
|
|
|
556 |
|
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Cl D * |
|
|
689,728 |
|
|
|
587 |
|
Tekfen Holding AS * |
|
|
214,474 |
|
|
|
288 |
|
Tofas Turk Otomobil Fabrikasi AS |
|
|
64,048 |
|
|
|
373 |
|
Turk Hava Yollari AO * |
|
|
177,391 |
|
|
|
330 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
501,283 |
|
|
|
744 |
|
| |
|
|
|
|
|
|
4,520 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 1.6% |
Abu Dhabi Commercial Bank PJSC |
|
|
683,370 |
|
|
|
2,005 |
|
Aldar Properties PJSC |
|
|
921,798 |
|
|
|
1,056 |
|
Dubai Islamic Bank PJSC |
|
|
563,900 |
|
|
|
937 |
|
Emaar Development PJSC * |
|
|
4,444,042 |
|
|
|
5,186 |
|
Emaar Properties PJSC |
|
|
5,527,881 |
|
|
|
7,670 |
|
Fertiglobe |
|
|
2,300,817 |
|
|
|
2,425 |
|
First Abu Dhabi Bank PJSC |
|
|
254,333 |
|
|
|
1,430 |
|
| |
|
|
|
|
|
|
20,709 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 3.6% |
Airtel Africa |
|
|
1,539,674 |
|
|
|
2,887 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Endava PLC ADR * |
|
|
2,334 |
|
|
$ |
311 |
|
Energean PLC * |
|
|
503,146 |
|
|
|
6,932 |
|
Halyk Savings Bank of Kazakhstan JSC GDR |
|
|
428,593 |
|
|
|
4,323 |
|
Hochschild Mining PLC |
|
|
3,350,660 |
|
|
|
5,222 |
|
NAC Kazatomprom JSC GDR |
|
|
189,669 |
|
|
|
5,754 |
|
Nova Ljubljanska Banka dd GDR |
|
|
264,407 |
|
|
|
3,983 |
|
Polymetal International PLC |
|
|
50,326 |
|
|
|
248 |
|
Polyus PJSC GDR |
|
|
9,030 |
|
|
|
607 |
|
SEPLAT Energy |
|
|
3,037,908 |
|
|
|
4,383 |
|
SolGold PLC * |
|
|
6,774,749 |
|
|
|
2,677 |
|
TBC Bank Group PLC |
|
|
138,321 |
|
|
|
2,240 |
|
TCS Group Holding GDR |
|
|
22,288 |
|
|
|
213 |
|
Tullow Oil PLC * |
|
|
2,661,939 |
|
|
|
1,892 |
|
WAG Payment Solutions * |
|
|
1,509,678 |
|
|
|
1,910 |
|
Wizz Air Holdings PLC * |
|
|
49,168 |
|
|
|
2,192 |
|
| |
|
|
|
|
|
|
45,774 |
|
| |
|
|
|
|
|
|
|
|
United States — 1.6% |
Coupang, Cl A * |
|
|
56,594 |
|
|
|
1,501 |
|
Credicorp Ltd |
|
|
30,511 |
|
|
|
4,615 |
|
EPAM Systems Inc * |
|
|
8,280 |
|
|
|
1,720 |
|
Fabrinet * |
|
|
11,013 |
|
|
|
1,103 |
|
Freshworks, Cl A * |
|
|
37,587 |
|
|
|
689 |
|
Globant SA * |
|
|
13,859 |
|
|
|
3,797 |
|
IHS Holding * |
|
|
191,059 |
|
|
|
2,140 |
|
Turquoise Hill Resources * |
|
|
177,299 |
|
|
|
3,643 |
|
Zenvia, Cl A * |
|
|
134,488 |
|
|
|
675 |
|
| |
|
|
|
|
|
|
19,883 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 1.4% |
Ho Chi Minh City Development Joint Stock Commercial Bank * |
|
|
1,964,670 |
|
|
|
2,495 |
|
Hoa Phat Group JSC |
|
|
926,113 |
|
|
|
1,924 |
|
Military Commercial Joint Stock Bank * |
|
|
4,649,081 |
|
|
|
7,050 |
|
Vietnam Technological & Commercial Joint Stock Bank * |
|
|
1,612,520 |
|
|
|
3,590 |
|
Vincom Retail JSC * |
|
|
2,196,659 |
|
|
|
3,229 |
|
| |
|
|
|
|
|
|
18,288 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,058,824) ($ Thousands) |
|
|
|
|
|
|
1,202,390 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (A) — 1.3% |
Brazil — 0.1% |
Cia Energetica de Minas Gerais |
|
|
434,500 |
|
|
$ |
1,080 |
|
Cia Paranaense de Energia |
|
|
418,100 |
|
|
|
562 |
|
| |
|
|
|
|
|
|
1,642 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.1% |
Banco Davivienda SA* |
|
|
215,784 |
|
|
|
1,770 |
|
South Korea — 1.1% |
Hyundai Motor Co |
|
|
47,947 |
|
|
|
3,503 |
|
LG Chem Ltd |
|
|
15,335 |
|
|
|
3,458 |
|
LG Electronics Inc * |
|
|
25,035 |
|
|
|
1,241 |
|
Samsung Electronics Co Ltd |
|
|
93,820 |
|
|
|
5,179 |
|
| |
|
|
|
|
|
|
13,381 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $18,836) ($ Thousands) |
|
|
|
|
|
|
16,793 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.2% |
India — 0.2% |
|
|
|
|
Voltas, Expires 05/28/2023 * |
|
|
134,600 |
|
|
|
2,240 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $693) ($ Thousands) |
|
|
|
|
|
|
2,240 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Thailand — 0.0% |
|
|
|
|
VGI, Expires 04/05/2022 * |
|
|
1,074,900 |
|
|
|
26 |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
17,508,524 |
|
|
|
17,509 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $17,509) ($ Thousands) |
|
|
|
|
|
|
17,509 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 98.1% |
|
|
|
|
|
|
|
|
(Cost $1,095,862) ($ Thousands) |
|
$ |
1,238,958 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MSCI Emerging Markets |
|
|
271 |
|
|
|
Mar-2022 |
|
|
$ |
16,818 |
|
|
$ |
15,944 |
|
|
$ |
(874 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Equity Fund (Concluded)
|
Percentages are based on Net Assets of $1,262,787 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
There is currently no 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 summary of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
298,064 |
|
|
|
904,326 |
|
|
|
– |
|
|
|
1,202,390 |
|
Preferred Stock |
|
|
8,156 |
|
|
|
8,637 |
|
|
|
– |
|
|
|
16,793 |
|
Warrant |
|
|
– |
|
|
|
2,240 |
|
|
|
– |
|
|
|
2,240 |
|
Right |
|
|
26 |
|
|
|
– |
|
|
|
– |
|
|
|
26 |
|
Cash Equivalent |
|
|
17,509 |
|
|
|
– |
|
|
|
– |
|
|
|
17,509 |
|
Total Investments in Securities |
|
|
323,755 |
|
|
|
915,203 |
|
|
|
– |
|
|
|
1,238,958 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(874 |
) |
|
|
– |
|
|
|
– |
|
|
|
(874 |
) |
Total Other Financial Instruments |
|
|
(874 |
) |
|
|
– |
|
|
|
– |
|
|
|
(874 |
) |
|
*
|
Futures contracts are valued at the unrealized depreciation on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain/ (Loss) |
|
|
Change in Unrealized Appreciation/(Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
63,747 |
|
|
$ |
231,957 |
|
|
$ |
(278,195 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
17,509 |
|
|
|
17,508,524 |
|
|
$ |
3 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS — 33.1% |
Aerospace & Defense — 0.8% |
|
|
|
|
Bleriot US Bidco Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 03/11/2028 |
|
$ |
1,729 |
|
|
$ |
1,719 |
|
Peraton Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 03/11/2028 |
|
|
2,192 |
|
|
|
2,178 |
|
Ultra Electronics Holdings PLC, Dollar Denominated Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 11/17/2028 (A) |
|
|
2,165 |
|
|
|
2,146 |
|
| |
|
|
|
|
|
|
6,043 |
|
| |
|
|
|
|
|
|
|
|
Air Transport — 0.7% |
|
|
|
|
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.250%, 05/08/2028 |
|
|
1,519 |
|
|
|
1,545 |
|
American Airlines Inc., 2018 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.459%, LIBOR + 6.250%, 02/13/2026 (B) |
|
|
253 |
|
|
|
242 |
|
American Airlines Inc., 2020 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 05/01/2024 |
|
|
1,103 |
|
|
|
1,049 |
|
Mileage Plus Holdings LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 04/27/2027 |
|
|
905 |
|
|
|
944 |
|
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 10/01/2027 |
|
|
1,175 |
|
|
|
1,227 |
|
| |
|
|
|
|
|
|
5,007 |
|
| |
|
|
|
|
|
|
|
|
Automotive — 0.5% |
|
|
|
|
Autokiniton US Holdings Inc., Closing Date Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 05/29/2028 (B) |
|
|
1,978 |
|
|
|
1,963 |
|
Holley Inc., Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, 11/17/2028 |
|
|
2 |
|
|
|
2 |
|
Holley Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, 11/17/2028 |
|
|
41 |
|
|
|
40 |
|
Truck Hero, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 12/17/2027 (A) |
|
|
1,910 |
|
|
|
1,872 |
|
| |
|
|
|
|
|
|
3,877 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Building & Development — 1.9% |
|
|
|
|
Artera Services, LLC, Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.250%, LIBOR + 2.750%, 10/20/2028 |
|
$ |
823 |
|
|
$ |
792 |
|
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 03/02/2028 |
|
|
1,947 |
|
|
|
1,908 |
|
Crown Subsea Communications Holding, Inc. , Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 06/02/2028 |
|
|
1,338 |
|
|
|
1,337 |
|
Kodiak BP, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 03/31/2028 |
|
|
2,780 |
|
|
|
2,740 |
|
KREF Holdings X LLC, 2021 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, 09/01/2027 |
|
|
1,678 |
|
|
|
1,661 |
|
MI Windows and Doors, LLC, Initial Term Loan Retired, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 12/01/2027 (A) |
|
|
1,154 |
|
|
|
1,149 |
|
Specialty Building Products Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, 10/15/2028 |
|
|
1,286 |
|
|
|
1,273 |
|
SRS Distribution Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.154%, CME Term SOFR + 4.000%, 07/31/2028 |
|
|
2,443 |
|
|
|
2,412 |
|
Tutor Perini Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 07/30/2027 (A)(B) |
|
|
711 |
|
|
|
710 |
|
| |
|
|
|
|
|
|
13,982 |
|
| |
|
|
|
|
|
|
|
|
Business Equipment & Services — 3.1% |
|
|
|
|
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 11/23/2027 |
|
|
2,439 |
|
|
|
2,249 |
|
AVSC Holding Corp., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 03/06/2025 (C) |
|
|
1,132 |
|
|
|
892 |
|
BW Holding, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 12/14/2028 |
|
|
791 |
|
|
|
784 |
|
Electron Bidco Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, 11/01/2028 (A) |
|
|
1,108 |
|
|
|
1,095 |
|
Ensono Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 5.000%, 07/27/2028 |
|
|
1,683 |
|
|
|
1,666 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Marlink AS, Dollar Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 12/04/2028 (A) |
|
$ |
244 |
|
|
$ |
237 |
|
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 10/23/2028 (C) |
|
|
1,438 |
|
|
|
1,423 |
|
Mercury Borrower, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.750%, LIBOR + 7.750%, 07/31/2028 (A) |
|
|
265 |
|
|
|
261 |
|
Mercury Borrower, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.154%, CME Term SOFR + 4.000%, 07/31/2028 (A)(C) |
|
|
1,245 |
|
|
|
1,242 |
|
Mermaid Bidco Inc., Additional Term Facility (USD), 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 5.000%, 12/16/2028 |
|
|
1,669 |
|
|
|
1,640 |
|
Packers Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 03/31/2028 |
|
|
1,530 |
|
|
|
1,501 |
|
Pug LLC, Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.940%, CME Term SOFR + 3.750%, 12/29/2028 |
|
|
763 |
|
|
|
755 |
|
Pug LLC, USD Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.500%, 12/04/2026 |
|
|
1,683 |
|
|
|
1,649 |
|
Service Logic Acquisition, Inc., Closing Date Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 10/29/2027 |
|
|
2,535 |
|
|
|
2,513 |
|
4.000%, LIBOR + 3.250%, 11/02/2027 |
|
|
6 |
|
|
|
6 |
|
Sharp Midco LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 12/31/2028 |
|
|
780 |
|
|
|
774 |
|
TGG TS Acquisition Company, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.209%, LIBOR + 7.000%, 05/29/2026 |
|
|
1,178 |
|
|
|
1,175 |
|
TK Elevator Midco GmbH, Facility B1 (USD), 1st Lien |
|
|
|
|
|
|
|
|
8.000%, LIBOR + 7.250%, 12/01/2028 |
|
|
258 |
|
|
|
256 |
|
4.040%, CME Term SOFR + 3.750%, 11/22/2028 (A) |
|
|
1,465 |
|
|
|
1,453 |
|
William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.709%, LIBOR + 6.500%, 12/14/2025 |
|
|
46 |
|
|
|
45 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
5.250%, LIBOR + 4.250%, 06/05/2025 |
|
$ |
584 |
|
|
$ |
569 |
|
5.250%, LIBOR + 4.250%, 10/02/2025 |
|
|
501 |
|
|
|
488 |
|
3.959%, LIBOR + 3.750%, 10/10/2025 |
|
|
53 |
|
|
|
52 |
|
| |
|
|
|
|
|
|
22,725 |
|
| |
|
|
|
|
|
|
|
|
Cable & Satellite Television — 0.0% |
|
|
|
|
Diamond Sports Group LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.209%, LIBOR + 4.000%, 07/18/2026 |
|
|
994 |
|
|
|
369 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Chemicals & Plastics — 1.2% |
|
|
|
|
Aruba Investments Holdings LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 11/12/2027 (B) |
|
|
505 |
|
|
|
501 |
|
Aruba Investments Holdings LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.442%, CME Term SOFR + 4.250%, 11/16/2027 (B) |
|
|
1,467 |
|
|
|
1,459 |
|
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 01/31/2028 |
|
|
1,608 |
|
|
|
1,603 |
|
DCG Acquisition Corp., Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
4.459%, LIBOR + 4.250%, 08/31/2026 (B)(C) |
|
|
2,763 |
|
|
|
2,742 |
|
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.190%, CME Term SOFR + 4.000%, 01/27/2029 (C) |
|
|
1,395 |
|
|
|
1,390 |
|
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.250%, LIBOR + 2.750%, 06/28/2028 |
|
|
1,015 |
|
|
|
999 |
|
| |
|
|
|
|
|
|
8,694 |
|
| |
|
|
|
|
|
|
|
|
Conglomerates — 0.1% |
|
|
|
|
Conair Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 07/27/2028 (A) |
|
|
668 |
|
|
|
660 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Containers & Glass Products — 2.3% |
|
|
|
|
Anchor Packaging, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.209%, LIBOR + 4.000%, 07/31/2026 (B) |
|
|
1,427 |
|
|
|
1,405 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Berlin Packaging L.L.C., Tranche B-5 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.000%, LIBOR + 6.500%, 10/15/2029 |
|
$ |
451 |
|
|
$ |
448 |
|
3.191%, LIBOR + 3.000%, 10/15/2029 |
|
|
2,119 |
|
|
|
2,103 |
|
Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.356%, LIBOR + 3.250%, 04/03/2024 (A) |
|
|
2,223 |
|
|
|
2,183 |
|
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.500%, 10/02/2027 |
|
|
454 |
|
|
|
451 |
|
Pregis TopCo LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 07/31/2026 |
|
|
1,613 |
|
|
|
1,603 |
|
Pregis TopCo LLC, Third Amendment Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 10/23/2028 |
|
|
1,089 |
|
|
|
1,083 |
|
Pretium PKG Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, 10/02/2028 |
|
|
1,236 |
|
|
|
1,221 |
|
Pretium PKG Holdings, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
7.250%, 10/01/2029 |
|
|
1,685 |
|
|
|
1,673 |
|
Tank Holding Corp., 2020 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.352%, CME Term SOFR + 3.000%, 12/15/2027 |
|
|
1,747 |
|
|
|
1,733 |
|
Tank Holding Corp., 2020 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.500%, 12/04/2026 |
|
|
1,240 |
|
|
|
1,221 |
|
Trident TPI Holdings, Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.709%, LIBOR + 3.500%, 09/13/2024 |
|
|
1,892 |
|
|
|
1,879 |
|
Trident TPI Holdings, Inc., Tranche B-3 DDTL Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.250%, LIBOR + 6.750%, 03/30/2029 |
|
|
20 |
|
|
|
20 |
|
7.250%, LIBOR + 6.750%, 07/23/2029 |
|
|
11 |
|
|
|
11 |
|
Trident TPI Holdings, Inc., Tranche B-3 Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.440%, CME Term SOFR + 3.250%, 01/18/2029 |
|
|
346 |
|
|
|
344 |
|
| |
|
|
|
|
|
|
17,378 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Ecological Services & Equipment — 0.3% |
|
|
|
|
Cast & Crew LLC, Incremental Facility No. 2 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.940%, 12/29/2028 (A) |
|
$ |
1,760 |
|
|
$ |
1,746 |
|
Esdec Solar Group B.V., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.250%, LIBOR + 6.750%, 10/01/2029 |
|
|
693 |
|
|
|
683 |
|
| |
|
|
|
|
|
|
2,429 |
|
| |
|
|
|
|
|
|
|
|
Electronics/Electrical — 5.1% |
|
|
|
|
Apttus Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 05/29/2028 |
|
|
1,333 |
|
|
|
1,326 |
|
athenahealth Group Inc., Initial Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/15/2029 (A) |
|
|
342 |
|
|
|
339 |
|
athenahealth Group Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, 02/15/2029 (A) |
|
|
1,967 |
|
|
|
1,947 |
|
CommerceHub, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 12/01/2027 (C) |
|
|
673 |
|
|
|
662 |
|
Delta Topco, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 3.750%, 10/20/2027 |
|
|
1,675 |
|
|
|
1,665 |
|
ECi Macola/MAX Holding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.459%, LIBOR + 3.250%, 07/31/2027 |
|
|
1,974 |
|
|
|
1,954 |
|
Epicor Software Corporation (fka Eagle Parent Inc.), Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 07/30/2027 (A) |
|
|
606 |
|
|
|
617 |
|
Epicor Software Corporation (fka Eagle Parent Inc.), Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.250%, LIBOR + 5.250%, 06/21/2027 (A) |
|
|
66 |
|
|
|
65 |
|
Hyland Software Inc., 2021 Refinancing Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 05/29/2028 |
|
|
1,981 |
|
|
|
1,986 |
|
Hyland Software, Inc., 2018 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.209%, LIBOR + 7.000%, 05/29/2026 |
|
|
862 |
|
|
|
857 |
|
Idera, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 03/06/2028 (A) |
|
|
1,099 |
|
|
|
1,088 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
ION Trading Finance Limited, Initial Dollar Term Loan (2021), 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 05/29/2028 |
|
$ |
1,836 |
|
|
$ |
1,825 |
|
Ivanti Software, Inc., 2021 Specified Refinancing Loan, 2nd Lien |
|
|
|
|
|
|
|
|
7.750%, 12/01/2028 |
|
|
1,130 |
|
|
|
1,122 |
|
Ivanti Software, Inc., 2021 Specified Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, 12/01/2027 |
|
|
2,242 |
|
|
|
2,208 |
|
MA Financeco., LLC, Tranche B-4 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.000%, 01/08/2027 |
|
|
1,525 |
|
|
|
1,508 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 07/21/2028 (A) |
|
|
52 |
|
|
|
52 |
|
McAfee Corp., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.195%, CME Term SOFR + 4.000%, 03/01/2029 (A) |
|
|
2,716 |
|
|
|
2,675 |
|
MH Sub I, LLC (Micro Holding Corp.), 2020 June New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 3.750%, 04/09/2027 (A) |
|
|
725 |
|
|
|
719 |
|
MH Sub I, LLC (Micro Holding Corp.), Amendment No. 2 Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.500%, 07/01/2024 |
|
|
758 |
|
|
|
748 |
|
MH Sub I, LLC (WebMD Health Corp.), 2021 Replacement Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 03/31/2028 |
|
|
550 |
|
|
|
546 |
|
Mitchell International, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, 10/15/2028 |
|
|
927 |
|
|
|
913 |
|
Motus Group, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, 12/11/2028 |
|
|
850 |
|
|
|
844 |
|
Netsmart, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 10/07/2027 |
|
|
1,724 |
|
|
|
1,715 |
|
Particle Luxembourg S.a.r.l., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.500%, 02/04/2027 (B) |
|
|
664 |
|
|
|
661 |
|
3.709%, LIBOR + 3.500%, 02/12/2027 (B) |
|
|
658 |
|
|
|
656 |
|
Ping Identity Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.040%, 11/22/2028 |
|
|
700 |
|
|
|
693 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, 02/01/2029 (A) |
|
$ |
1,804 |
|
|
$ |
1,776 |
|
Quest Software US Holdings Inc., Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
8.150%, 02/01/2030 (A) |
|
|
983 |
|
|
|
960 |
|
Redstone HoldCo 2 LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 06/02/2028 |
|
|
1,197 |
|
|
|
1,115 |
|
Renaissance Holding Corp., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
3.959%, LIBOR + 3.750%, 02/27/2026 |
|
|
699 |
|
|
|
693 |
|
3.459%, LIBOR + 3.250%, 03/26/2026 |
|
|
304 |
|
|
|
302 |
|
Snap One Holdings Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, 12/08/2028 |
|
|
670 |
|
|
|
663 |
|
Sophia L.P., Closing Date Loan, 2nd Lien |
|
|
|
|
|
|
|
|
3.137%, CME Term SOFR + 3.000%, 10/19/2027 (C) |
|
|
1,000 |
|
|
|
1,015 |
|
Sophia, L.P., Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, 10/07/2027 |
|
|
1,345 |
|
|
|
1,331 |
|
TIBCO Software Inc., Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.000%, 01/08/2027 |
|
|
719 |
|
|
|
713 |
|
Zelis Cost Management Buyer, Inc., Amendment No. 2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.606%, 09/30/2026 |
|
|
307 |
|
|
|
303 |
|
| |
|
|
|
|
|
|
38,262 |
|
| |
|
|
|
|
|
|
|
|
Financial Intermediaries — 2.9% |
|
|
|
|
AI Convoy (Luxembourg) S.a r.l., Facility B1 (USD), 1st Lien |
|
|
|
|
|
|
|
|
4.500%, 01/18/2027 (A) |
|
|
906 |
|
|
|
900 |
|
Apex Group Treasury Limited, Term Loan |
|
|
|
|
|
|
|
|
0.000%, 07/27/2028 (A) |
|
|
30 |
|
|
|
30 |
|
Apex Group Treasury Limited, USD Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.500%, 12/16/2028 |
|
|
1,337 |
|
|
|
1,326 |
|
AssuredPartners Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.750%, LIBOR + 7.250%, 12/01/2028 |
|
|
973 |
|
|
|
957 |
|
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 01/18/2027 |
|
|
616 |
|
|
|
612 |
|
Global IID Parent LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, 12/16/2028 |
|
|
836 |
|
|
|
833 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
HighTower Holding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 06/21/2028 |
|
$ |
1,776 |
|
|
$ |
1,762 |
|
Husky Injection Molding Systems Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.354%, LIBOR + 3.000%, 03/28/2025 |
|
|
1,366 |
|
|
|
1,338 |
|
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 11/09/2027 (A) |
|
|
1,483 |
|
|
|
1,467 |
|
Madison IAQ LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 08/18/2028 |
|
|
1,866 |
|
|
|
1,834 |
|
Mariner Wealth Advisors, LLC, Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.421%, CME Term SOFR + 3.250%, 01/24/2029 |
|
|
47 |
|
|
|
47 |
|
Mirion Technologies (US Holdings), Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 11/19/2028 |
|
|
1 |
|
|
|
1 |
|
Osmosis Buyer Limited, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 5.000%, 08/30/2028 |
|
|
2,663 |
|
|
|
2,645 |
|
5.000%, LIBOR + 4.000%, 08/31/2028 |
|
|
133 |
|
|
|
132 |
|
Osmosis Buyer Limited, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, 09/15/2028 (A) |
|
|
349 |
|
|
|
347 |
|
Paysafe Group Holdings II Limited, Facility B1, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 08/17/2028 |
|
|
199 |
|
|
|
186 |
|
Quirch Foods Holdings, LLC, 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, 10/27/2027 |
|
|
3,163 |
|
|
|
3,155 |
|
Secure Acquisition, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 5.000%, 12/16/2028 (A) |
|
|
313 |
|
|
|
310 |
|
Secure Acquisition/Paragon, Delayed Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 12/16/2028 (A) |
|
|
94 |
|
|
|
93 |
|
Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 11/01/2028 |
|
|
1,453 |
|
|
|
1,441 |
|
Valkyr Purchaser, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 11/05/2027 |
|
|
1,065 |
|
|
|
1,057 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Victory Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, 11/19/2028 |
|
$ |
700 |
|
|
$ |
695 |
|
| |
|
|
|
|
|
|
21,168 |
|
| |
|
|
|
|
|
|
|
|
Food Service — 0.5% |
|
|
|
|
IRB Holding Corp., 2022 Replacement Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, 12/15/2027 (A) |
|
|
1,855 |
|
|
|
1,835 |
|
Naked Juice LLC, Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, 01/24/2029 (A) |
|
|
61 |
|
|
|
60 |
|
Naked Juice LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, 01/24/2029 (A) |
|
|
1,058 |
|
|
|
1,048 |
|
Sovos Brands Intermediate, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 08/02/2028 |
|
|
630 |
|
|
|
627 |
|
| |
|
|
|
|
|
|
3,570 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 3.5% |
|
|
|
|
Air Methods Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 04/22/2024 |
|
|
2,009 |
|
|
|
1,858 |
|
Auris Luxembourg III S.a r.l., Facility B2, 1st Lien |
|
|
|
|
|
|
|
|
3.724%, LIBOR + 3.500%, 04/06/2026 |
|
|
744 |
|
|
|
730 |
|
Confluent Medical Technologies, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.126%, CME Term SOFR + 3.750%, 02/16/2029 |
|
|
980 |
|
|
|
970 |
|
Envision Healthcare Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.724%, LIBOR + 3.500%, 04/06/2026 |
|
|
2,345 |
|
|
|
1,700 |
|
Envision Healthcare Corporation, Series 2020 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 01/18/2027 |
|
|
330 |
|
|
|
233 |
|
eResearchTechnology, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 5.000%, 09/25/2026 |
|
|
2,621 |
|
|
|
2,616 |
|
EyeCare Partners LLC, Amendment No. 1 Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, 11/15/2028 |
|
|
111 |
|
|
|
110 |
|
EyeCare Partners LLC, Amendment No. 1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, 11/15/2028 |
|
|
444 |
|
|
|
439 |
|
FC Compassus, LLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 03/31/2028 |
|
|
881 |
|
|
|
866 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 07/30/2027 (A) |
|
$ |
3,032 |
|
|
$ |
3,014 |
|
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 10/01/2027 |
|
|
1,120 |
|
|
|
1,113 |
|
Mamba Purchaser, Inc., Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
7.000%, 10/15/2029 |
|
|
780 |
|
|
|
777 |
|
Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.137%, 10/19/2027 |
|
|
1,599 |
|
|
|
1,586 |
|
MED ParentCo, LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, Prime Rate + 2.250%, 08/24/2026 |
|
|
2,002 |
|
|
|
1,985 |
|
PetVet Care Centers, LLC (fka Pearl Intermediate Parent LLC), 2021 First Lien Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 12/29/2027 |
|
|
1,954 |
|
|
|
1,939 |
|
PetVet Care Centers, LLC (fka Pearl Intermediate Parent LLC), Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.250%, 03/03/2025 (B) |
|
|
200 |
|
|
|
199 |
|
Phoenix Newco, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.459%, LIBOR + 6.250%, 02/23/2029 |
|
|
2,280 |
|
|
|
2,260 |
|
Pluto Acquisition I, Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 09/15/2028 |
|
|
155 |
|
|
|
154 |
|
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 03/31/2028 |
|
|
3 |
|
|
|
3 |
|
Radnet Management, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 06/08/2028 |
|
|
562 |
|
|
|
557 |
|
Team Health Holdings, Inc., Non-Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 2.750%, 02/06/2024 (A) |
|
|
835 |
|
|
|
795 |
|
Tecostar Holdings, Inc., 2017 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 3.750%, 09/13/2024 |
|
|
3 |
|
|
|
3 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
WCG Purchaser Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.709%, LIBOR + 6.500%, 10/01/2026 |
|
$ |
294 |
|
|
$ |
292 |
|
4.224%, LIBOR + 4.000%, 10/30/2026 |
|
|
293 |
|
|
|
291 |
|
3.606%, LIBOR + 3.500%, 09/30/2026 |
|
|
1,552 |
|
|
|
1,543 |
|
| |
|
|
|
|
|
|
26,033 |
|
| |
|
|
|
|
|
|
|
|
Home Furnishings — 0.1% |
|
|
|
|
TGP Holdings III LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.500%, LIBOR + 3.000%, 10/25/2028 |
|
|
693 |
|
|
|
678 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Industrial Equipment — 1.1% |
|
|
|
|
Groupe Solmax Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 10/02/2028 |
|
|
227 |
|
|
|
226 |
|
4.250%, LIBOR + 3.750%, 10/15/2028 |
|
|
316 |
|
|
|
314 |
|
4.000%, LIBOR + 3.500%, 09/29/2028 |
|
|
431 |
|
|
|
428 |
|
Pro Mach Group, Inc., Closing Date Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.000%, LIBOR + 6.500%, 08/02/2029 |
|
|
1,415 |
|
|
|
1,412 |
|
Pro Mach Group, Inc., Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.758%, LIBOR + 6.250%, 08/31/2029 |
|
|
124 |
|
|
|
124 |
|
Restaurant Technologies, Inc., Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
3.209%, LIBOR + 3.000%, 05/14/2026 (C) |
|
|
974 |
|
|
|
972 |
|
Star US Bidco LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.000%, 01/08/2027 |
|
|
2,508 |
|
|
|
2,488 |
|
TMK Hawk Parent Corp., Initial Tranche A Loan (Super Senior Priority), 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 09/01/2027 (B) |
|
|
726 |
|
|
|
694 |
|
TMK Hawk Parent Corp., Initial Tranche B Loan (Super Senior Priority), 1st Lien |
|
|
|
|
|
|
|
|
4.813%, LIBOR + 4.000%, 09/15/2027 |
|
|
946 |
|
|
|
810 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.500%, 05/07/2028 |
|
|
104 |
|
|
|
101 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
3.750%, LIBOR + 3.000%, 04/23/2028 |
|
$ |
525 |
|
|
$ |
512 |
|
| |
|
|
|
|
|
|
8,081 |
|
| |
|
|
|
|
|
|
|
|
Insurance — 1.4% |
|
|
|
|
Acrisure, LLC, 2020 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.459%, LIBOR + 3.250%, 12/23/2026 |
|
|
1,329 |
|
|
|
1,306 |
|
Acrisure, LLC, 2021-2 Additional Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
|
115 |
|
|
|
114 |
|
Asurion, LLC, New B-7 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 5.000%, 03/26/2026 |
|
|
41 |
|
|
|
40 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.250%, 12/01/2027 |
|
|
703 |
|
|
|
690 |
|
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 03/09/2028 |
|
|
528 |
|
|
|
518 |
|
Cross Financial Corp., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 05/17/2028 |
|
|
1,423 |
|
|
|
1,418 |
|
HIG Finance 2 Limited, 2021 Dollar Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.250%, 02/28/2028 |
|
|
1,591 |
|
|
|
1,573 |
|
Hyperion Insurance Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 11/12/2027 (A) |
|
|
215 |
|
|
|
212 |
|
OneDigital Borrower LLC, 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, 11/16/2027 |
|
|
2,536 |
|
|
|
2,520 |
|
USI Inc., 2021 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.709%, LIBOR + 4.500%, 09/30/2026 |
|
|
1,716 |
|
|
|
1,696 |
|
| |
|
|
|
|
|
|
10,087 |
|
| |
|
|
|
|
|
|
|
|
Leisure Goods/Activities/Movies — 1.6% |
|
|
|
|
Alterra Mountain Company, Series B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 12/31/2028 |
|
|
1,583 |
|
|
|
1,565 |
|
Enterprise Development Authority, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 03/12/2028 (B)(C) |
|
|
2,056 |
|
|
|
2,047 |
|
Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.209%, LIBOR + 3.000%, 11/03/2024 (B) |
|
|
2,504 |
|
|
|
2,371 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Equinox Holdings Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.250%, 02/12/2027 (B) |
|
$ |
754 |
|
|
$ |
761 |
|
Hard Rock Northern Indiana, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, 12/11/2028 |
|
|
935 |
|
|
|
927 |
|
Lakeshore Learning Materials, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, 09/29/2028 |
|
|
944 |
|
|
|
935 |
|
Life Time, Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.500%, 12/22/2027 |
|
|
556 |
|
|
|
559 |
|
MSG National Properties LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.000%, 11/18/2027 (C) |
|
|
1,573 |
|
|
|
1,589 |
|
UFC Holdings LLC, Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 02/01/2028 (A) |
|
|
1 |
|
|
|
1 |
|
United PF Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 11/01/2026 |
|
|
1,243 |
|
|
|
1,192 |
|
| |
|
|
|
|
|
|
11,947 |
|
| |
|
|
|
|
|
|
|
|
Lodging & Casinos — 0.2% |
|
|
|
|
Fertitta Entertainment, LLC, Initial B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.190%, 01/27/2029 (A) |
|
|
1,025 |
|
|
|
1,019 |
|
Raptor Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 09/15/2028 |
|
|
718 |
|
|
|
716 |
|
| |
|
|
|
|
|
|
1,735 |
|
| |
|
|
|
|
|
|
|
|
Miscellaneous — 2.1% |
|
|
|
|
Caldic, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/23/2029 (A) |
|
|
685 |
|
|
|
678 |
|
CROCS, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.449%, 01/26/2029 (A) |
|
|
1,225 |
|
|
|
1,210 |
|
Embecta, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 01/26/2029 (A) |
|
|
700 |
|
|
|
693 |
|
Hunter Douglas, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/09/2029 (A) |
|
|
2,450 |
|
|
|
2,412 |
|
ITP Aero, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/10/2029 (A) |
|
|
1,250 |
|
|
|
1,247 |
|
LHS Borrower/Leaf Home, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/17/2029 (A) |
|
|
2,538 |
|
|
|
2,506 |
|
PointClickCare, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 12/29/2027 (A) |
|
|
690 |
|
|
|
685 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Prince International/Chromaflo/Ferro2, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
4.301%, CME Term SOFR + 4.250%, 12/22/2028 (A) |
|
$ |
1,360 |
|
|
$ |
1,338 |
|
Scientific Games, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/04/2029 (A) |
|
|
975 |
|
|
|
968 |
|
St. George's/Medforth, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 11/15/2028 (A) |
|
|
2,175 |
|
|
|
2,144 |
|
Viasat, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/23/2029 (A) |
|
|
1,578 |
|
|
|
1,547 |
|
| |
|
|
|
|
|
|
15,428 |
|
| |
|
|
|
|
|
|
|
|
Nonferrous Metals/Minerals — 0.1% |
|
|
|
|
AIP RD Buyer Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.440%, CME Term SOFR + 4.250%, 12/22/2028 (A) |
|
|
560 |
|
|
|
558 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Oil & Gas — 0.2% |
|
|
|
|
Woodford Express LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.500%, 02/14/2025 |
|
|
1,437 |
|
|
|
1,418 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Publishing — 0.2% |
|
|
|
|
AppLovin Corporation, Amendment No. 6 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.500%, 10/25/2028 |
|
|
847 |
|
|
|
839 |
|
Dun & Bradstreet Corporation, The, 2022 Incremental Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.440%, 01/18/2029 |
|
|
965 |
|
|
|
952 |
|
| |
|
|
|
|
|
|
1,791 |
|
| |
|
|
|
|
|
|
|
|
Retailers (Except Food & Drug) — 1.0% |
|
|
|
|
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, 03/06/2028 |
|
|
2,002 |
|
|
|
1,990 |
|
LBM Acquisition, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 11/30/2027 (A) |
|
|
1,620 |
|
|
|
1,593 |
|
Learning Care Group (US) No. 2 Inc., 2020 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.250%, 03/17/2027 |
|
|
20 |
|
|
|
20 |
|
4.750%, LIBOR + 4.250%, 02/15/2027 |
|
|
249 |
|
|
|
248 |
|
3.724%, LIBOR + 3.500%, 02/15/2027 |
|
|
249 |
|
|
|
248 |
|
Learning Care Group (US) No. 2 Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.354%, LIBOR + 3.000%, 03/28/2025 |
|
|
488 |
|
|
|
475 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
2.960%, LIBOR + 2.750%, 05/18/2025 |
|
$ |
373 |
|
|
$ |
363 |
|
Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.500%, 12/08/2028 |
|
|
1,627 |
|
|
|
1,541 |
|
Sweetwater Borrower, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.454%, CME Term SOFR + 3.250%, 01/24/2029 |
|
|
861 |
|
|
|
853 |
|
| |
|
|
|
|
|
|
7,331 |
|
| |
|
|
|
|
|
|
|
|
Software & Service — 0.1% |
|
|
|
|
Proofpoint, Inc., Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 08/07/2028 |
|
|
863 |
|
|
|
863 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Surface Transport — 0.9% |
|
|
|
|
Dynasty Acquisition Co., Inc., 2020 Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.224%, LIBOR + 4.000%, 12/30/2026 |
|
|
1,001 |
|
|
|
969 |
|
Dynasty Acquisition Co., Inc., 2020 Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.250%, 12/31/2026 |
|
|
538 |
|
|
|
521 |
|
FCG Acquisitions, Inc., Amendment No. 1 Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.454%, CME Term SOFR + 4.250%, 02/01/2029 |
|
|
51 |
|
|
|
50 |
|
4.126%, CME Term SOFR + 3.750%, 02/16/2029 |
|
|
2 |
|
|
|
2 |
|
3.599%, CME Term SOFR + 3.500%, 02/15/2029 |
|
|
7 |
|
|
|
7 |
|
FCG Acquisitions, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.974%, LIBOR + 4.750%, 04/01/2028 |
|
|
1,547 |
|
|
|
1,532 |
|
FCG Acquisitions, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 04/20/2028 (C) |
|
|
959 |
|
|
|
966 |
|
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 12/11/2028 |
|
|
1,058 |
|
|
|
1,043 |
|
First Student Bidco Inc., Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 12/14/2028 |
|
|
391 |
|
|
|
385 |
|
LaserShip, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.500%, LIBOR + 3.000%, 07/21/2028 |
|
|
943 |
|
|
|
939 |
|
| |
|
|
|
|
|
|
6,414 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Telecommunications — 1.2% |
|
|
|
|
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 03/31/2028 |
|
$ |
— |
|
|
$ |
— |
|
Coral-US Co-Borrower LLC, Term B-6 Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.191%, 10/15/2029 |
|
|
1,060 |
|
|
|
1,049 |
|
DEI Sales Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.500%, LIBOR + 3.000%, 07/21/2028 (C) |
|
|
1,067 |
|
|
|
1,061 |
|
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.500%, 10/27/2027 |
|
|
1,921 |
|
|
|
1,917 |
|
4.750%, LIBOR + 4.000%, 10/29/2027 |
|
|
900 |
|
|
|
898 |
|
Intelsat Jackson Holdings S.A., Tranche B-3 Term Loan Retired, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.250%, 10/17/2024 |
|
|
7 |
|
|
|
7 |
|
Intelsat Jackson Holdings S.A., Tranche B-4 Term Loan Retired, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 4.750%, 12/16/2024 |
|
|
1 |
|
|
|
1 |
|
Safe Fleet Holdings LLC, 2022 Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.271%, CME Term SOFR + 3.750%, 02/23/2029 (A) |
|
|
685 |
|
|
|
677 |
|
Sorenson Communications LLC, 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 04/21/2028 (B) |
|
|
1,807 |
|
|
|
1,802 |
|
VC GB Holdings I Corp, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 11/17/2028 |
|
|
650 |
|
|
|
635 |
|
VC GB Holdings I Corp, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 11/17/2028 (A) |
|
|
1,283 |
|
|
|
1,245 |
|
| |
|
|
|
|
|
|
9,292 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $248,066) ($ Thousands) |
|
|
|
|
|
|
245,820 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 32.8% |
Agency Mortgage-Backed Obligations — 1.3% |
|
|
|
|
FHLMC ARM |
|
|
|
|
|
|
|
|
2.787%, ICE LIBOR USD 12 Month + 2.470%, 03/01/2036(B) |
|
|
625 |
|
|
|
661 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
2.304%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.250%, 06/01/2035(B) |
|
$ |
391 |
|
|
$ |
412 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K028, Cl X1, IO |
|
|
|
|
|
|
|
|
0.218%, 02/25/2023(B) |
|
|
133,684 |
|
|
|
239 |
|
FHLMC REMIC, Ser 2010-83, Cl BA |
|
|
|
|
|
|
|
|
5.000%, 08/25/2040 |
|
|
117 |
|
|
|
125 |
|
FNMA |
|
|
|
|
|
|
|
|
6.000%, 09/01/2039 to 04/01/2040 |
|
|
269 |
|
|
|
308 |
|
3.000%, 05/01/2022 to 12/01/2030 |
|
|
368 |
|
|
|
380 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
2.416%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.332%, 04/01/2034(B) |
|
|
254 |
|
|
|
266 |
|
2.306%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.205%, 05/01/2035(B) |
|
|
134 |
|
|
|
141 |
|
2.280%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.184%, 07/01/2036(B) |
|
|
474 |
|
|
|
501 |
|
2.274%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.193%, 10/01/2024(B) |
|
|
7 |
|
|
|
7 |
|
2.264%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.141%, 10/01/2033(B) |
|
|
320 |
|
|
|
330 |
|
2.247%, 08/01/2034(B) |
|
|
514 |
|
|
|
543 |
|
2.175%, ICE LIBOR USD 12 Month + 1.800%, 05/01/2034(B) |
|
|
171 |
|
|
|
178 |
|
2.123%, ICE LIBOR USD 12 Month + 1.873%, 10/01/2033(B) |
|
|
124 |
|
|
|
130 |
|
2.080%, ICE LIBOR USD 12 Month + 1.557%, 06/01/2035(B) |
|
|
43 |
|
|
|
43 |
|
2.027%, ICE LIBOR USD 12 Month + 1.777%, 09/01/2034(B) |
|
|
339 |
|
|
|
339 |
|
2.020%, ICE LIBOR USD 12 Month + 1.770%, 10/01/2033(B) |
|
|
157 |
|
|
|
157 |
|
1.915%, ICE LIBOR USD 12 Month + 1.665%, 04/01/2033(B) |
|
|
105 |
|
|
|
106 |
|
1.841%, ICE LIBOR USD 12 Month + 1.565%, 05/01/2037(B) |
|
|
331 |
|
|
|
345 |
|
1.825%, ICE LIBOR USD 6 Month + 1.580%, 07/01/2034(B) |
|
|
102 |
|
|
|
105 |
|
1.811%, ICE LIBOR USD 12 Month + 1.601%, 06/01/2035(B) |
|
|
93 |
|
|
|
93 |
|
1.740%, ICE LIBOR USD 12 Month + 1.490%, 10/01/2035(B) |
|
|
357 |
|
|
|
370 |
|
1.581%, ICE LIBOR USD 6 Month + 1.433%, 03/01/2035(B) |
|
|
275 |
|
|
|
283 |
|
FNMA CMO, Ser 2012-136, Cl DC |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
61 |
|
|
|
61 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
$ |
125 |
|
|
$ |
124 |
|
FNMA CMO, Ser 2015-46, Cl BA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2041 |
|
|
11 |
|
|
|
11 |
|
FNMA, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
0.503%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(B) |
|
|
67 |
|
|
|
67 |
|
FREMF Mortgage Trust, Ser 2013-K28, Cl C |
|
|
|
|
|
|
|
|
3.489%, 06/25/2046(B)(D) |
|
|
1,460 |
|
|
|
1,479 |
|
GNMA ARM |
|
|
|
|
|
|
|
|
1.620%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.410%, 09/20/2060 to 11/20/2060 (B) |
|
|
824 |
|
|
|
836 |
|
1.295%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 11/20/2060(B) |
|
|
1,085 |
|
|
|
1,097 |
|
GNMA, Ser 2015-171, Cl IO, IO |
|
|
|
|
|
|
|
|
0.810%, 11/16/2055(B) |
|
|
10,481 |
|
|
|
376 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,113 |
|
Non-Agency Mortgage-Backed Obligations — 31.5% |
|
|
|
|
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D |
|
|
|
|
|
|
|
|
1.728%, ICE LIBOR USD 1 Month + 1.537%, 09/15/2034(B)(D) |
|
|
3,000 |
|
|
|
2,962 |
|
Adjustable Rate Mortgage Trust, Ser 2005-1, Cl 5M1 |
|
|
|
|
|
|
|
|
1.237%, ICE LIBOR USD 1 Month + 1.050%, 05/25/2035(B) |
|
|
2,013 |
|
|
|
1,992 |
|
American Home Mortgage Investment Trust, Ser 2005-2, Cl 4A1 |
|
|
|
|
|
|
|
|
2.034%, ICE LIBOR USD 6 Month + 1.500%, 09/25/2045(B) |
|
|
54 |
|
|
|
54 |
|
Angel Oak Mortgage Trust I LLC, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.649%, 09/25/2048(B)(D) |
|
|
19 |
|
|
|
19 |
|
Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.920%, 11/25/2048(B)(D) |
|
|
105 |
|
|
|
106 |
|
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
3.628%, 03/25/2049(B)(D) |
|
|
47 |
|
|
|
47 |
|
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.993%, 07/26/2049(B)(D) |
|
|
34 |
|
|
|
34 |
|
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(B)(D) |
|
|
23 |
|
|
|
23 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(B)(D) |
|
|
113 |
|
|
|
114 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(B)(D) |
|
$ |
148 |
|
|
$ |
148 |
|
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(B)(D) |
|
|
65 |
|
|
|
64 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(B)(D) |
|
|
633 |
|
|
|
626 |
|
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(B)(D) |
|
|
119 |
|
|
|
118 |
|
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(B)(D) |
|
|
257 |
|
|
|
252 |
|
Angel Oak Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.985%, 04/25/2066(B)(D) |
|
|
1,176 |
|
|
|
1,151 |
|
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(B)(D) |
|
|
209 |
|
|
|
206 |
|
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
0.951%, 07/25/2066(B)(D) |
|
|
383 |
|
|
|
372 |
|
Arroyo Mortgage Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.805%, 01/25/2049(B)(D) |
|
|
871 |
|
|
|
863 |
|
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(B)(D) |
|
|
50 |
|
|
|
50 |
|
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.175%, 10/25/2048(B)(D) |
|
|
1,443 |
|
|
|
1,411 |
|
Banc of America Funding, Ser 2005-F, Cl 4A1 |
|
|
|
|
|
|
|
|
2.628%, 09/20/2035(B) |
|
|
34 |
|
|
|
32 |
|
Banc of America Funding, Ser 2006-D, Cl 3A1 |
|
|
|
|
|
|
|
|
2.994%, 05/20/2036(B) |
|
|
32 |
|
|
|
34 |
|
Banc of America Funding, Ser 2006-I, Cl 1A1 |
|
|
|
|
|
|
|
|
2.110%, 12/20/2036(B) |
|
|
1,410 |
|
|
|
1,452 |
|
Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1 |
|
|
|
|
|
|
|
|
2.602%, 12/25/2033(B) |
|
|
575 |
|
|
|
578 |
|
Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 |
|
|
|
|
|
|
|
|
2.623%, 02/25/2034(B) |
|
|
602 |
|
|
|
617 |
|
Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1 |
|
|
|
|
|
|
|
|
2.582%, 05/25/2034(B) |
|
|
250 |
|
|
|
257 |
|
Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1 |
|
|
|
|
|
|
|
|
2.575%, 02/25/2035(B) |
|
|
12 |
|
|
|
13 |
|
BANK, Ser 2018-BN12, Cl A2 |
|
|
|
|
|
|
|
|
4.074%, 05/15/2061 |
|
|
600 |
|
|
|
612 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Bayview Commercial Asset Trust, Ser 2004-3, Cl A1 |
|
|
|
|
|
|
|
|
0.742%, ICE LIBOR USD 1 Month + 0.555%, 01/25/2035(B)(D) |
|
$ |
1,466 |
|
|
$ |
1,458 |
|
BBCMS Mortgage Trust, Ser 2017-DELC, Cl B |
|
|
|
|
|
|
|
|
1.221%, ICE LIBOR USD 1 Month + 1.030%, 08/15/2036(B)(D) |
|
|
5,000 |
|
|
|
4,944 |
|
BBCMS Mortgage Trust, Ser 2018-TALL, Cl C |
|
|
|
|
|
|
|
|
1.312%, ICE LIBOR USD 1 Month + 1.121%, 03/15/2037(B)(D) |
|
|
3,000 |
|
|
|
2,895 |
|
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 |
|
|
|
|
|
|
|
|
2.585%, 12/25/2033(B) |
|
|
769 |
|
|
|
793 |
|
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 |
|
|
|
|
|
|
|
|
2.491%, 08/25/2034(B) |
|
|
1,118 |
|
|
|
1,163 |
|
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 |
|
|
|
|
|
|
|
|
2.465%, 01/25/2034(B) |
|
|
1,557 |
|
|
|
1,601 |
|
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1 |
|
|
|
|
|
|
|
|
2.006%, 04/25/2034(B) |
|
|
187 |
|
|
|
188 |
|
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2 |
|
|
|
|
|
|
|
|
2.647%, 05/25/2034(B) |
|
|
787 |
|
|
|
761 |
|
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A |
|
|
|
|
|
|
|
|
2.723%, 07/25/2034(B) |
|
|
755 |
|
|
|
766 |
|
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A |
|
|
|
|
|
|
|
|
2.853%, 07/25/2034(B) |
|
|
730 |
|
|
|
744 |
|
Bellemeade Re, Ser 2018-3A, Cl M1B |
|
|
|
|
|
|
|
|
2.037%, ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(B)(D) |
|
|
1,637 |
|
|
|
1,632 |
|
Bellemeade Re, Ser 2019-2A, Cl M1B |
|
|
|
|
|
|
|
|
1.637%, ICE LIBOR USD 1 Month + 1.450%, 04/25/2029(B)(D) |
|
|
490 |
|
|
|
489 |
|
Bellemeade Re, Ser 2019-3A, Cl M1B |
|
|
|
|
|
|
|
|
1.787%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(B)(D) |
|
|
2,038 |
|
|
|
2,035 |
|
Bellemeade Re, Ser 2021-1A, Cl M1A |
|
|
|
|
|
|
|
|
1.799%, SOFR30A + 1.750%, 03/25/2031(B)(D) |
|
|
448 |
|
|
|
448 |
|
Bellemeade Re, Ser 2021-2A, Cl M1A |
|
|
|
|
|
|
|
|
1.249%, SOFR30A + 1.200%, 06/25/2031(B)(D) |
|
|
800 |
|
|
|
791 |
|
Bellemeade Re, Ser 2021-3A, Cl M1A |
|
|
|
|
|
|
|
|
1.049%, SOFR30A + 1.000%, 09/25/2031(B)(D) |
|
|
1,000 |
|
|
|
990 |
|
Bellemeade Re, Ser 2022-1, Cl M1A |
|
|
|
|
|
|
|
|
1.800%, SOFR30A + 1.750%, 01/26/2032(B)(D) |
|
|
1,000 |
|
|
|
998 |
|
BFLD Trust, Ser 2020-OBRK, Cl A |
|
|
|
|
|
|
|
|
2.241%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(B)(D) |
|
|
240 |
|
|
|
238 |
|
BRAVO Residential Funding Trust, Ser 2019-1, Cl A1C |
|
|
|
|
|
|
|
|
3.500%, 03/25/2058(D) |
|
|
677 |
|
|
|
681 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BRAVO Residential Funding Trust, Ser 2019-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
2.748%, 11/25/2059(B)(D) |
|
$ |
507 |
|
|
$ |
502 |
|
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(B)(D) |
|
|
85 |
|
|
|
85 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(B)(D) |
|
|
110 |
|
|
|
108 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(B)(D) |
|
|
155 |
|
|
|
153 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(B)(D) |
|
|
214 |
|
|
|
213 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(B)(D) |
|
|
70 |
|
|
|
69 |
|
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(D) |
|
|
124 |
|
|
|
125 |
|
BX Commercial Mortgage Trust, Ser 2018-BIOA, Cl D |
|
|
|
|
|
|
|
|
1.512%, ICE LIBOR USD 1 Month + 1.321%, 03/15/2037(B)(D) |
|
|
1,818 |
|
|
|
1,795 |
|
BX Commercial Mortgage Trust, Ser 2018-BIOA, Cl A |
|
|
|
|
|
|
|
|
0.862%, ICE LIBOR USD 1 Month + 0.671%, 03/15/2037(B)(D) |
|
|
909 |
|
|
|
901 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |
|
|
|
|
|
|
|
|
1.111%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(B)(D) |
|
|
250 |
|
|
|
249 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl E |
|
|
|
|
|
|
|
|
1.991%, ICE LIBOR USD 1 Month + 1.800%, 10/15/2036(B)(D) |
|
|
1,062 |
|
|
|
1,051 |
|
BX Commercial Mortgage Trust, Ser 2020-VKNG, Cl C |
|
|
|
|
|
|
|
|
1.591%, ICE LIBOR USD 1 Month + 1.400%, 10/15/2037(B)(D) |
|
|
905 |
|
|
|
891 |
|
BX Commercial Mortgage Trust, Ser 2021-ACNT, Cl B |
|
|
|
|
|
|
|
|
1.442%, ICE LIBOR USD 1 Month + 1.250%, 11/15/2038(B)(D) |
|
|
2,000 |
|
|
|
1,968 |
|
BX Commercial Mortgage Trust, Ser 2021-CIP, Cl C |
|
|
|
|
|
|
|
|
1.662%, ICE LIBOR USD 1 Month + 1.471%, 12/15/2038(B)(D) |
|
|
2,000 |
|
|
|
1,960 |
|
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl D |
|
|
|
|
|
|
|
|
1.591%, ICE LIBOR USD 1 Month + 1.400%, 06/15/2038(B)(D) |
|
|
1,500 |
|
|
|
1,465 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
0.843%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(B)(D) |
|
$ |
240 |
|
|
$ |
235 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl E |
|
|
|
|
|
|
|
|
2.191%, ICE LIBOR USD 1 Month + 2.000%, 09/15/2036(B)(D) |
|
|
2,000 |
|
|
|
1,940 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(B)(D) |
|
|
195 |
|
|
|
189 |
|
BX Commercial Mortgage Trust, Ser 2022-LP2, Cl A |
|
|
|
|
|
|
|
|
1.063%, TSFR1M + 1.013%, 02/15/2039(B)(D) |
|
|
2,000 |
|
|
|
1,980 |
|
BX Trust, Ser 2021-LGCY, Cl A |
|
|
|
|
|
|
|
|
0.697%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(B)(D) |
|
|
400 |
|
|
|
385 |
|
BX Trust, Ser 2021-SDMF, Cl B |
|
|
|
|
|
|
|
|
0.929%, ICE LIBOR USD 1 Month + 0.738%, 09/15/2034(B)(D) |
|
|
1,000 |
|
|
|
953 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
1.099%, TSFR1M + 1.000%, 01/15/2039(B)(D) |
|
|
210 |
|
|
|
207 |
|
BX Trust, Ser 2022-VAMF, Cl D |
|
|
|
|
|
|
|
|
1.979%, TSFR1M + 1.880%, 01/15/2039(B)(D) |
|
|
1,000 |
|
|
|
975 |
|
BX, Ser 2021-MFM1, Cl C |
|
|
|
|
|
|
|
|
1.391%, ICE LIBOR USD 1 Month + 1.200%, 01/15/2034(B)(D) |
|
|
1,000 |
|
|
|
968 |
|
BXHPP Trust, Ser 2021-FILM, Cl C |
|
|
|
|
|
|
|
|
1.291%, ICE LIBOR USD 1 Month + 1.100%, 08/15/2036(B)(D) |
|
|
2,530 |
|
|
|
2,435 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
|
|
|
|
|
|
|
|
1.261%, ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(B)(D) |
|
|
2,795 |
|
|
|
2,774 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl B |
|
|
|
|
|
|
|
|
1.441%, ICE LIBOR USD 1 Month + 1.250%, 12/15/2037(B)(D) |
|
|
3,000 |
|
|
|
2,962 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl E |
|
|
|
|
|
|
|
|
2.341%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2037(B)(D) |
|
|
2,000 |
|
|
|
1,973 |
|
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 |
|
|
|
|
|
|
|
|
2.462%, 02/25/2037(B) |
|
|
184 |
|
|
|
189 |
|
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 |
|
|
|
|
|
|
|
|
2.378%, 06/25/2035(B) |
|
|
344 |
|
|
|
349 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
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 |
|
|
|
|
|
|
|
|
1.591%, ICE LIBOR USD 1 Month + 1.400%, 11/15/2036(B)(D) |
|
|
2,000 |
|
|
|
1,992 |
|
CIM Trust, Ser 2017-7, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2057(B)(D) |
|
|
153 |
|
|
|
154 |
|
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 |
|
|
|
|
|
|
|
|
1.021%, ICE LIBOR USD 1 Month + 0.830%, 12/15/2036(B)(D) |
|
|
4,000 |
|
|
|
3,940 |
|
Citigroup Mortgage Loan Trust, Ser 2019-IMC1, Cl A1 |
|
|
|
|
|
|
|
|
2.720%, 07/25/2049(B)(D) |
|
|
18 |
|
|
|
18 |
|
Cold Storage Trust, Ser 2020-ICE5, Cl D |
|
|
|
|
|
|
|
|
2.291%, ICE LIBOR USD 1 Month + 2.100%, 11/15/2037(B)(D) |
|
|
1,474 |
|
|
|
1,461 |
|
COLT Funding LLC, Ser 2021-3R, Cl A1 |
|
|
|
|
|
|
|
|
1.051%, 12/25/2064(B)(D) |
|
|
148 |
|
|
|
145 |
|
COLT Mortgage Loan Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.255%, 09/25/2065(B)(D) |
|
|
101 |
|
|
|
100 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(B)(D) |
|
|
51 |
|
|
|
51 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(B)(D) |
|
|
41 |
|
|
|
41 |
|
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.910%, 06/25/2066(B)(D) |
|
|
162 |
|
|
|
157 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(B)(D) |
|
|
2,963 |
|
|
|
2,859 |
|
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(D) |
|
|
96 |
|
|
|
95 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(B)(D) |
|
|
384 |
|
|
|
371 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A2 |
|
|
|
|
|
|
|
|
1.500%, 10/25/2066(B)(D) |
|
|
1,919 |
|
|
|
1,850 |
|
COLT Mortgage Loan Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.726%, 11/26/2066(B)(D) |
|
|
963 |
|
|
|
942 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(B)(D) |
|
|
472 |
|
|
|
455 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
0.857%, 05/25/2065(B)(D) |
|
$ |
155 |
|
|
$ |
153 |
|
COMM Mortgage Trust, Ser 2013-300P, Cl E |
|
|
|
|
|
|
|
|
4.394%, 08/10/2030(B)(D) |
|
|
800 |
|
|
|
786 |
|
COMM Mortgage Trust, Ser 2013-CR10, Cl XA, IO |
|
|
|
|
|
|
|
|
0.706%, 08/10/2046(B) |
|
|
30,060 |
|
|
|
258 |
|
COMM Mortgage Trust, Ser 2014-CR14, Cl XA, IO |
|
|
|
|
|
|
|
|
0.535%, 02/10/2047(B) |
|
|
24,610 |
|
|
|
223 |
|
COMM Mortgage Trust, Ser 2014-CR15, Cl D |
|
|
|
|
|
|
|
|
4.690%, 02/10/2047(B)(D) |
|
|
700 |
|
|
|
703 |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M1 |
|
|
|
|
|
|
|
|
0.799%, SOFR30A + 0.750%, 10/25/2041(B)(D) |
|
|
458 |
|
|
|
455 |
|
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |
|
|
|
|
|
|
|
|
1.249%, SOFR30A + 1.200%, 01/25/2042(B)(D) |
|
|
1,922 |
|
|
|
1,918 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2005-5, Cl 3A2 |
|
|
|
|
|
|
|
|
0.487%, ICE LIBOR USD 1 Month + 0.300%, 07/25/2035(B) |
|
|
621 |
|
|
|
617 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2066(B)(D) |
|
|
228 |
|
|
|
223 |
|
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 |
|
|
|
|
|
|
|
|
2.365%, 06/25/2034(B) |
|
|
1,299 |
|
|
|
1,360 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
2.573%, 07/25/2049(D) |
|
|
328 |
|
|
|
327 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(B)(D) |
|
|
171 |
|
|
|
167 |
|
CSMC, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.809%, 05/25/2065(B)(D) |
|
|
199 |
|
|
|
196 |
|
CSMC, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.015%, 04/25/2066(B)(D) |
|
|
321 |
|
|
|
310 |
|
DBCG Mortgage Trust, Ser 2017-BBG, Cl C |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2034(B)(D) |
|
|
1,100 |
|
|
|
1,079 |
|
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |
|
|
|
|
|
|
|
|
0.928%, ICE LIBOR USD 1 Month + 0.803%, 05/15/2035(B)(D) |
|
|
2,741 |
|
|
|
2,721 |
|
DBWF Mortgage Trust, Ser 2018-AMXP, Cl D |
|
|
|
|
|
|
|
|
3.791%, 05/05/2035(B)(D) |
|
|
500 |
|
|
|
490 |
|
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.692%, 05/25/2065(D) |
|
|
38 |
|
|
|
37 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(B)(D) |
|
|
70 |
|
|
|
69 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(B)(D) |
|
$ |
76 |
|
|
$ |
74 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
1.260%, 04/25/2066(B)(D) |
|
|
762 |
|
|
|
739 |
|
Eagle Re, Ser 2020-1, Cl M1A |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(B)(D) |
|
|
1,500 |
|
|
|
1,489 |
|
Eagle Re, Ser 2021-2, Cl M1A |
|
|
|
|
|
|
|
|
1.599%, SOFR30A + 1.550%, 04/25/2034(B)(D) |
|
|
3,000 |
|
|
|
2,984 |
|
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 |
|
|
|
|
|
|
|
|
2.892%, 11/25/2059(B)(D) |
|
|
603 |
|
|
|
600 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(B)(D) |
|
|
817 |
|
|
|
811 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(B)(D) |
|
|
1,051 |
|
|
|
1,023 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(B)(D) |
|
|
110 |
|
|
|
107 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
0.893%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(B)(D) |
|
|
350 |
|
|
|
343 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl M1 |
|
|
|
|
|
|
|
|
0.949%, SOFR30A + 0.900%, 12/25/2050(B)(D) |
|
|
251 |
|
|
|
251 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M1 |
|
|
|
|
|
|
|
|
0.699%, SOFR30A + 0.650%, 01/25/2051(B)(D) |
|
|
233 |
|
|
|
232 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl M1 |
|
|
|
|
|
|
|
|
0.799%, SOFR30A + 0.750%, 10/25/2033(B)(D) |
|
|
1,203 |
|
|
|
1,194 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
1.699%, SOFR30A + 1.650%, 01/25/2034(B)(D) |
|
|
250 |
|
|
|
246 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA2, Cl M1 |
|
|
|
|
|
|
|
|
0.749%, SOFR30A + 0.700%, 12/25/2033(B)(D) |
|
|
861 |
|
|
|
858 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA3, Cl M1 |
|
|
|
|
|
|
|
|
0.899%, SOFR30A + 0.850%, 09/25/2041(B)(D) |
|
|
2,500 |
|
|
|
2,474 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1 |
|
|
|
|
|
|
|
|
0.999%, SOFR30A + 0.950%, 12/25/2041(B)(D) |
|
$ |
3,000 |
|
|
$ |
2,959 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
1.899%, SOFR30A + 1.850%, 01/25/2042(B)(D) |
|
|
750 |
|
|
|
738 |
|
FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS |
|
|
|
|
|
|
|
|
1.137%, ICE LIBOR USD 1 Month + 0.950%, 12/25/2030(B)(D) |
|
|
3,000 |
|
|
|
2,987 |
|
FHLMC STACR Trust, Ser 2019-FTR2, Cl M1 |
|
|
|
|
|
|
|
|
1.137%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048(B)(D) |
|
|
1,266 |
|
|
|
1,264 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3 |
|
|
|
|
|
|
|
|
4.887%, ICE LIBOR USD 1 Month + 4.700%, 04/25/2028(B) |
|
|
291 |
|
|
|
303 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2018-HQA1, Cl M2 |
|
|
|
|
|
|
|
|
2.487%, ICE LIBOR USD 1 Month + 2.300%, 09/25/2030(B) |
|
|
1,138 |
|
|
|
1,148 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M1 |
|
|
|
|
|
|
|
|
0.849%, SOFR30A + 0.800%, 08/25/2033(B)(D) |
|
|
1,518 |
|
|
|
1,516 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA7, Cl M1 |
|
|
|
|
|
|
|
|
0.899%, SOFR30A + 0.850%, 11/25/2041(B)(D) |
|
|
1,500 |
|
|
|
1,482 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
5.187%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(B) |
|
|
162 |
|
|
|
163 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
6.087%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(B) |
|
|
207 |
|
|
|
216 |
|
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2 |
|
|
|
|
|
|
|
|
1.037%, ICE LIBOR USD 1 Month + 0.850%, 10/25/2030(B) |
|
|
52 |
|
|
|
52 |
|
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M1 |
|
|
|
|
|
|
|
|
0.949%, SOFR30A + 0.900%, 11/25/2041(B)(D) |
|
|
1,660 |
|
|
|
1,644 |
|
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.555%, 04/25/2065(D) |
|
|
68 |
|
|
|
67 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
1.469%, 04/25/2065(B)(D) |
|
|
280 |
|
|
|
276 |
|
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(B)(D) |
|
|
1,220 |
|
|
|
1,194 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GCAT Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.091%, 05/25/2066(B)(D) |
|
$ |
197 |
|
|
$ |
191 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(B)(D) |
|
|
613 |
|
|
|
592 |
|
GS Mortgage Securities Trust, Ser 2011-GC3, Cl X, IO |
|
|
|
|
|
|
|
|
0.000%, 03/10/2044(B)(D)(E) |
|
|
1,025 |
|
|
|
– |
|
GS Mortgage Securities Trust, Ser 2012-ALOHA, Cl D |
|
|
|
|
|
|
|
|
4.267%, 04/10/2034(B)(D) |
|
|
1,000 |
|
|
|
997 |
|
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B |
|
|
|
|
|
|
|
|
1.541%, ICE LIBOR USD 1 Month + 1.350%, 12/15/2036(B)(D) |
|
|
500 |
|
|
|
495 |
|
GS Mortgage Securities Trust, Ser 2021-STAR, Cl B |
|
|
|
|
|
|
|
|
1.591%, ICE LIBOR USD 1 Month + 1.400%, 12/15/2036(B)(D) |
|
|
2,000 |
|
|
|
1,974 |
|
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 |
|
|
|
|
|
|
|
|
1.275%, 07/25/2061(B)(D) |
|
|
1,182 |
|
|
|
1,156 |
|
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 |
|
|
|
|
|
|
|
|
2.568%, 01/25/2035(B) |
|
|
48 |
|
|
|
47 |
|
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2 |
|
|
|
|
|
|
|
|
3.096%, 04/25/2035(B) |
|
|
177 |
|
|
|
176 |
|
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A |
|
|
|
|
|
|
|
|
2.465%, 08/19/2034(B) |
|
|
992 |
|
|
|
1,062 |
|
Hilton Orlando Trust, Ser 2018-ORL, Cl B |
|
|
|
|
|
|
|
|
1.391%, ICE LIBOR USD 1 Month + 1.200%, 12/15/2034(B)(D) |
|
|
1,000 |
|
|
|
986 |
|
Home RE, Ser 2021-2, Cl M1A |
|
|
|
|
|
|
|
|
1.299%, SOFR30A + 1.250%, 01/25/2034(B)(D) |
|
|
3,000 |
|
|
|
2,984 |
|
Impac CMB Trust, Ser 2004-6, Cl 1A2 |
|
|
|
|
|
|
|
|
0.967%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(B) |
|
|
778 |
|
|
|
775 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(B)(D) |
|
|
275 |
|
|
|
265 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(B)(D) |
|
|
194 |
|
|
|
183 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(B)(D) |
|
|
165 |
|
|
|
155 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-MFP, Cl B |
|
|
|
|
|
|
|
|
1.351%, ICE LIBOR USD 1 Month + 1.160%, 07/15/2036(B)(D) |
|
|
2,000 |
|
|
|
1,975 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO |
|
|
|
|
|
|
|
|
1.876%, 01/16/2037(B)(D) |
|
$ |
12,500 |
|
|
$ |
548 |
|
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2 |
|
|
|
|
|
|
|
|
2.760%, 06/25/2035(B) |
|
|
265 |
|
|
|
271 |
|
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 |
|
|
|
|
|
|
|
|
2.390%, 07/25/2035(B) |
|
|
608 |
|
|
|
617 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
2.270%, 11/25/2033(B) |
|
|
103 |
|
|
|
104 |
|
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1 |
|
|
|
|
|
|
|
|
2.597%, 07/25/2035(B) |
|
|
624 |
|
|
|
639 |
|
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2 |
|
|
|
|
|
|
|
|
2.392%, 07/25/2035(B) |
|
|
407 |
|
|
|
414 |
|
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1 |
|
|
|
|
|
|
|
|
3.212%, 06/25/2037(B) |
|
|
30 |
|
|
|
26 |
|
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(B)(D) |
|
|
108 |
|
|
|
108 |
|
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl E |
|
|
|
|
|
|
|
|
1.991%, ICE LIBOR USD 1 Month + 1.800%, 05/15/2036(B)(D) |
|
|
1,250 |
|
|
|
1,232 |
|
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A |
|
|
|
|
|
|
|
|
0.991%, ICE LIBOR USD 1 Month + 0.800%, 05/15/2036(B)(D) |
|
|
150 |
|
|
|
149 |
|
Life Mortgage Trust, Ser 2021-BMR, Cl D |
|
|
|
|
|
|
|
|
1.591%, ICE LIBOR USD 1 Month + 1.400%, 03/15/2038(B)(D) |
|
|
983 |
|
|
|
952 |
|
Life Mortgage Trust, Ser 2021-BMR, Cl E |
|
|
|
|
|
|
|
|
1.941%, ICE LIBOR USD 1 Month + 1.750%, 03/15/2038(B)(D) |
|
|
1,229 |
|
|
|
1,192 |
|
LSTAR Securities Investment, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.731%, ICE LIBOR USD 1 Month + 2.500%, 05/01/2024(B)(D) |
|
|
201 |
|
|
|
198 |
|
MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1 |
|
|
|
|
|
|
|
|
2.682%, 07/25/2035(B) |
|
|
20 |
|
|
|
19 |
|
MASTR Alternative Loan Trust, Ser 2003-5, Cl 4A1 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2033 |
|
|
854 |
|
|
|
876 |
|
Mellon Residential Funding, Ser 1999-TBC3, Cl A2 |
|
|
|
|
|
|
|
|
2.610%, 10/20/2029(B) |
|
|
122 |
|
|
|
124 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Merrill Lynch Mortgage Investors Trust, Ser 2003-E, Cl A1 |
|
|
|
|
|
|
|
|
0.807%, ICE LIBOR USD 1 Month + 0.620%, 10/25/2028(B) |
|
$ |
447 |
|
|
$ |
443 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
|
|
|
|
|
|
|
|
2.066%, 12/25/2034(B) |
|
|
623 |
|
|
|
628 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A, Cl A1 |
|
|
|
|
|
|
|
|
0.647%, ICE LIBOR USD 1 Month + 0.460%, 03/25/2030(B) |
|
|
822 |
|
|
|
795 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 |
|
|
|
|
|
|
|
|
2.809%, 02/25/2035(B) |
|
|
461 |
|
|
|
448 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A2 |
|
|
|
|
|
|
|
|
2.809%, 02/25/2035(B) |
|
|
1,667 |
|
|
|
1,683 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 |
|
|
|
|
|
|
|
|
2.809%, 02/25/2035(B) |
|
|
342 |
|
|
|
345 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A |
|
|
|
|
|
|
|
|
2.495%, 07/25/2035(B) |
|
|
271 |
|
|
|
172 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1 |
|
|
|
|
|
|
|
|
2.300%, 01/25/2037(B) |
|
|
760 |
|
|
|
752 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.479%, 03/25/2065(B)(D) |
|
|
858 |
|
|
|
848 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(B)(D) |
|
|
71 |
|
|
|
70 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(B)(D) |
|
|
137 |
|
|
|
135 |
|
MFA Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 04/25/2065(B)(D) |
|
|
1,209 |
|
|
|
1,199 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(B)(D) |
|
|
1,648 |
|
|
|
1,605 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl D |
|
|
|
|
|
|
|
|
1.792%, ICE LIBOR USD 1 Month + 1.601%, 04/15/2038(B)(D) |
|
|
1,500 |
|
|
|
1,474 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(B)(D) |
|
|
105 |
|
|
|
103 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
0.914%, TSFR1M + 0.815%, 01/15/2027(B)(D) |
|
|
135 |
|
|
|
132 |
|
MHP, Ser 2022-MHIL, Cl B |
|
|
|
|
|
|
|
|
1.213%, TSFR1M + 1.114%, 01/15/2027(B)(D) |
|
|
2,000 |
|
|
|
1,958 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(D) |
|
|
122 |
|
|
|
120 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Morgan Stanley Capital I Trust, Ser 2017-CLS, Cl D |
|
|
|
|
|
|
|
|
1.591%, ICE LIBOR USD 1 Month + 1.400%, 11/15/2034(B)(D) |
|
$ |
3,400 |
|
|
$ |
3,366 |
|
Morgan Stanley Capital I Trust, Ser 2018-SUN, Cl A |
|
|
|
|
|
|
|
|
1.091%, ICE LIBOR USD 1 Month + 0.900%, 07/15/2035(B)(D) |
|
|
3,000 |
|
|
|
2,966 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A |
|
|
|
|
|
|
|
|
3.469%, 11/25/2034(B) |
|
|
640 |
|
|
|
658 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 |
|
|
|
|
|
|
|
|
2.235%, 07/25/2034(B) |
|
|
339 |
|
|
|
350 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 |
|
|
|
|
|
|
|
|
2.440%, 10/25/2034(B) |
|
|
738 |
|
|
|
758 |
|
MortgageIT Trust, Ser 2005-1, Cl 2A |
|
|
|
|
|
|
|
|
1.356%, ICE LIBOR USD 1 Month + 1.250%, 02/25/2035(B) |
|
|
375 |
|
|
|
372 |
|
MSCG Trust, Ser 2018-SELF, Cl A |
|
|
|
|
|
|
|
|
1.091%, ICE LIBOR USD 1 Month + 0.900%, 10/15/2037(B)(D) |
|
|
1,455 |
|
|
|
1,443 |
|
MTRO Commercial Mortgage Trust, Ser 2019-TECH, Cl A |
|
|
|
|
|
|
|
|
1.091%, ICE LIBOR USD 1 Month + 0.900%, 12/15/2033(B)(D) |
|
|
455 |
|
|
|
449 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(B)(D) |
|
|
159 |
|
|
|
164 |
|
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 |
|
|
|
|
|
|
|
|
1.687%, ICE LIBOR USD 1 Month + 1.500%, 06/25/2057(B)(D) |
|
|
1,380 |
|
|
|
1,396 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(B)(D) |
|
|
420 |
|
|
|
432 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A |
|
|
|
|
|
|
|
|
4.000%, 12/25/2057(B)(D) |
|
|
618 |
|
|
|
636 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2048(B)(D) |
|
|
1,571 |
|
|
|
1,570 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |
|
|
|
|
|
|
|
|
1.237%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2048(B)(D) |
|
|
2,049 |
|
|
|
2,055 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2048(B)(D) |
|
|
2,541 |
|
|
|
2,532 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.464%, 01/26/2060(B)(D) |
|
$ |
97 |
|
|
$ |
97 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(B)(D) |
|
|
49 |
|
|
|
49 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(B)(D) |
|
|
94 |
|
|
|
93 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(B)(D) |
|
|
334 |
|
|
|
326 |
|
Nomura Asset Acceptance Alternative Loan Trust, Ser 2004-AR3, Cl M1 |
|
|
|
|
|
|
|
|
1.327%, ICE LIBOR USD 1 Month + 1.140%, 11/25/2034(B) |
|
|
710 |
|
|
|
721 |
|
Oaktown Re VII, Ser 2021-2, Cl M1A |
|
|
|
|
|
|
|
|
1.649%, SOFR30A + 1.600%, 04/25/2034(B)(D) |
|
|
1,000 |
|
|
|
993 |
|
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
0.837%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(B)(D) |
|
|
997 |
|
|
|
994 |
|
OBX Trust, Ser 2020-INV1, Cl A11 |
|
|
|
|
|
|
|
|
1.008%, ICE LIBOR USD 1 Month + 0.900%, 12/25/2049(B)(D) |
|
|
461 |
|
|
|
460 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(B)(D) |
|
|
1,857 |
|
|
|
1,782 |
|
OPG Trust, Ser 2021-PORT, Cl D |
|
|
|
|
|
|
|
|
1.322%, ICE LIBOR USD 1 Month + 1.131%, 10/15/2036(B)(D) |
|
|
1,000 |
|
|
|
948 |
|
PKHL Commercial Mortgage Trust, Ser 2021-MF, Cl F |
|
|
|
|
|
|
|
|
3.542%, ICE LIBOR USD 1 Month + 3.350%, 07/15/2038(B)(D) |
|
|
400 |
|
|
|
390 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(B)(D) |
|
|
109 |
|
|
|
105 |
|
Radnor Re, Ser 2019-2, Cl M1B |
|
|
|
|
|
|
|
|
1.937%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(B)(D) |
|
|
686 |
|
|
|
685 |
|
Radnor Re, Ser 2020-1, Cl M1A |
|
|
|
|
|
|
|
|
1.137%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(B)(D) |
|
|
3,538 |
|
|
|
3,512 |
|
Radnor Re, Ser 2021-1, Cl M1B |
|
|
|
|
|
|
|
|
1.749%, SOFR30A + 1.700%, 12/27/2033(B)(D) |
|
|
2,000 |
|
|
|
1,980 |
|
Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1 |
|
|
|
|
|
|
|
|
6.222%, 08/25/2022(B) |
|
|
422 |
|
|
|
273 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(B)(D) |
|
|
46 |
|
|
|
46 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Sequoia Mortgage Trust, Ser 2002-10, Cl 1A |
|
|
|
|
|
|
|
|
0.962%, ICE LIBOR USD 1 Month + 0.800%, 10/20/2027(B) |
|
$ |
1,202 |
|
|
$ |
1,209 |
|
Sequoia Mortgage Trust, Ser 2002-9, Cl 1A |
|
|
|
|
|
|
|
|
0.862%, ICE LIBOR USD 1 Month + 0.700%, 09/20/2032(B) |
|
|
354 |
|
|
|
347 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |
|
|
|
|
|
|
|
|
0.702%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(B) |
|
|
1,914 |
|
|
|
1,903 |
|
Sequoia Mortgage Trust, Ser 2004-3, Cl A |
|
|
|
|
|
|
|
|
0.666%, ICE LIBOR USD 6 Month + 0.500%, 05/20/2034(B) |
|
|
528 |
|
|
|
529 |
|
Sequoia Mortgage Trust, Ser 2004-5, Cl A1 |
|
|
|
|
|
|
|
|
1.554%, 06/20/2034(B) |
|
|
972 |
|
|
|
968 |
|
SG Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.160%, 07/25/2061(B)(D) |
|
|
319 |
|
|
|
309 |
|
SG Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.737%, 12/25/2061(B)(D) |
|
|
1,950 |
|
|
|
1,894 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(B)(D) |
|
|
157 |
|
|
|
155 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(B)(D) |
|
|
47 |
|
|
|
47 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(B)(D) |
|
|
726 |
|
|
|
721 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(B)(D) |
|
|
79 |
|
|
|
78 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(B)(D) |
|
|
212 |
|
|
|
206 |
|
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-9XS, Cl A |
|
|
|
|
|
|
|
|
0.557%, ICE LIBOR USD 1 Month + 0.370%, 07/25/2034(B) |
|
|
1,920 |
|
|
|
1,914 |
|
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3 |
|
|
|
|
|
|
|
|
2.908%, 04/25/2035(B) |
|
|
674 |
|
|
|
692 |
|
Thornburg Mortgage Securities Trust, Ser 2004-3, Cl A |
|
|
|
|
|
|
|
|
0.927%, ICE LIBOR USD 1 Month + 0.740%, 09/25/2034(B) |
|
|
2,150 |
|
|
|
2,180 |
|
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 |
|
|
|
|
|
|
|
|
2.143%, 04/25/2045(B) |
|
|
840 |
|
|
|
854 |
|
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(B)(D) |
|
|
1,927 |
|
|
|
1,860 |
|
Towd Point HE Trust, Ser 2021-HE1, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2063(B)(D) |
|
|
1,035 |
|
|
|
1,024 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A |
|
|
|
|
|
|
|
|
2.250%, 12/25/2061(B)(D) |
|
$ |
1,839 |
|
|
$ |
1,833 |
|
UBS Commercial Mortgage Trust, Ser 2012-C1, Cl XA, IO |
|
|
|
|
|
|
|
|
1.653%, 05/10/2045(B)(D) |
|
|
524 |
|
|
|
– |
|
VASA Trust, Ser 2021-VASA, Cl B |
|
|
|
|
|
|
|
|
1.441%, ICE LIBOR USD 1 Month + 1.250%, 07/15/2039(B)(D) |
|
|
2,000 |
|
|
|
1,962 |
|
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX |
|
|
|
|
|
|
|
|
2.610%, 02/25/2050(B)(D) |
|
|
948 |
|
|
|
955 |
|
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.400%, 05/25/2051(B)(D) |
|
|
905 |
|
|
|
861 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.642%, 11/25/2059(D) |
|
|
40 |
|
|
|
40 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
2.692%, 11/25/2059(B)(D) |
|
|
54 |
|
|
|
54 |
|
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.417%, 01/25/2060(D) |
|
|
20 |
|
|
|
20 |
|
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.502%, 05/25/2065(D) |
|
|
42 |
|
|
|
42 |
|
Verus Securitization Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.218%, 05/25/2065(D) |
|
|
972 |
|
|
|
957 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(B)(D) |
|
|
1,251 |
|
|
|
1,224 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(B)(D) |
|
|
256 |
|
|
|
250 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(B)(D) |
|
|
148 |
|
|
|
144 |
|
Verus Securitization Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.046%, 06/25/2066(B)(D) |
|
|
2,207 |
|
|
|
2,149 |
|
Verus Securitization Trust, Ser 2021-4, Cl A2 |
|
|
|
|
|
|
|
|
1.247%, 07/25/2066(B)(D) |
|
|
829 |
|
|
|
795 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(B)(D) |
|
|
162 |
|
|
|
155 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(B)(D) |
|
|
190 |
|
|
|
188 |
|
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(B)(D) |
|
|
1,244 |
|
|
|
1,229 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(B)(D) |
|
|
143 |
|
|
|
141 |
|
Visio Trust, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.280%, 05/25/2056(D) |
|
|
1,599 |
|
|
|
1,557 |
|
WaMu Commercial Mortgage Securities Trust, Ser 2007-SL2, Cl D |
|
|
|
|
|
|
|
|
2.149%, 12/27/2049(B)(D) |
|
|
502 |
|
|
|
500 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
2.494%, 10/25/2033(B) |
|
$ |
673 |
|
|
$ |
678 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
2.374%, 08/25/2033(B) |
|
|
654 |
|
|
|
647 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
2.517%, 09/25/2033(B) |
|
|
756 |
|
|
|
754 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR1, Cl A |
|
|
|
|
|
|
|
|
2.441%, 03/25/2034(B) |
|
|
1,399 |
|
|
|
1,438 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A |
|
|
|
|
|
|
|
|
2.359%, 10/25/2034(B) |
|
|
455 |
|
|
|
450 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 |
|
|
|
|
|
|
|
|
2.744%, 01/25/2035(B) |
|
|
1,129 |
|
|
|
1,140 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A |
|
|
|
|
|
|
|
|
1.504%, 12 Month Treas Avg + 1.400%, 04/25/2044(B) |
|
|
1,726 |
|
|
|
1,769 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7 |
|
|
|
|
|
|
|
|
2.723%, 08/25/2034(B) |
|
|
1,744 |
|
|
|
1,791 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 1A |
|
|
|
|
|
|
|
|
5.000%, 07/25/2034 |
|
|
128 |
|
|
|
130 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS |
|
|
|
|
|
|
|
|
3.539%, 10/15/2045 |
|
|
275 |
|
|
|
277 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 |
|
|
|
|
|
|
|
|
2.615%, 07/25/2034(B) |
|
|
169 |
|
|
|
171 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 |
|
|
|
|
|
|
|
|
2.767%, 10/25/2034(B) |
|
|
899 |
|
|
|
890 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
233,232 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $246,210) ($ Thousands) |
|
|
|
|
|
|
243,345 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 21.7% |
Automotive — 4.1% |
|
|
|
|
| |
|
|
|
|
American Credit Acceptance Receivables Trust, Ser 2018-2, Cl D |
|
|
|
|
|
|
|
|
4.070%, 07/10/2024 (D) |
|
|
72 |
|
|
|
72 |
|
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.350%, 05/13/2024 (D) |
|
|
34 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.610%, 03/13/2025 (D) |
|
$ |
890 |
|
|
$ |
889 |
|
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.680%, 05/13/2025 (D) |
|
|
120 |
|
|
|
119 |
|
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.330%, 06/13/2025 (D) |
|
|
94 |
|
|
|
94 |
|
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 02/13/2026 (D) |
|
|
185 |
|
|
|
183 |
|
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A |
|
|
|
|
|
|
|
|
0.450%, 09/15/2025 (D) |
|
|
433 |
|
|
|
431 |
|
American Credit Acceptance Receivables Trust, Ser 2022-1, Cl A |
|
|
|
|
|
|
|
|
0.990%, 12/15/2025 (D) |
|
|
485 |
|
|
|
484 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C |
|
|
|
|
|
|
|
|
1.590%, 10/20/2025 |
|
|
475 |
|
|
|
473 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
550 |
|
|
|
546 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C |
|
|
|
|
|
|
|
|
1.060%, 08/18/2026 |
|
|
300 |
|
|
|
296 |
|
ARI Fleet Lease Trust, Ser 2020-A, Cl A2 |
|
|
|
|
|
|
|
|
1.770%, 08/15/2028 (D) |
|
|
41 |
|
|
|
41 |
|
ARI Fleet Lease Trust, Ser 2021-A, Cl A2 |
|
|
|
|
|
|
|
|
0.370%, 03/15/2030 (D) |
|
|
100 |
|
|
|
99 |
|
Arivo Acceptance Auto Loan Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.190%, 01/15/2027 (D) |
|
|
607 |
|
|
|
601 |
|
Avid Automobile Receivables Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.610%, 01/15/2025 (D) |
|
|
103 |
|
|
|
102 |
|
CarMax Auto Owner Trust, Ser 2018-2, Cl C |
|
|
|
|
|
|
|
|
3.570%, 12/15/2023 |
|
|
425 |
|
|
|
428 |
|
CarMax Auto Owner Trust, Ser 2021-3, Cl A2A |
|
|
|
|
|
|
|
|
0.290%, 09/16/2024 |
|
|
235 |
|
|
|
234 |
|
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
|
161 |
|
|
|
158 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
135 |
|
|
|
133 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
600 |
|
|
|
593 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2 |
|
|
|
|
|
|
|
|
0.380%, 01/10/2025 |
|
$ |
251 |
|
|
$ |
249 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (D) |
|
|
418 |
|
|
|
413 |
|
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1 |
|
|
|
|
|
|
|
|
2.940%, 04/15/2031 (D) |
|
|
137 |
|
|
|
137 |
|
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.950%, 09/15/2031 (D) |
|
|
189 |
|
|
|
190 |
|
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.421%, ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (B)(D) |
|
|
149 |
|
|
|
147 |
|
CPS Auto Receivables Trust, Ser 2017-C, Cl E |
|
|
|
|
|
|
|
|
5.720%, 09/16/2024 (D) |
|
|
1,338 |
|
|
|
1,349 |
|
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) |
|
|
85 |
|
|
|
85 |
|
CPS Auto Receivables Trust, Ser 2021-B, Cl B |
|
|
|
|
|
|
|
|
0.810%, 12/15/2025 (D) |
|
|
330 |
|
|
|
327 |
|
CPS Auto Receivables Trust, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
0.840%, 07/15/2025 (D) |
|
|
650 |
|
|
|
642 |
|
CPS Auto Receivables Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
0.980%, 04/16/2029 (D) |
|
|
203 |
|
|
|
202 |
|
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.380%, 11/15/2028 (D) |
|
|
301 |
|
|
|
302 |
|
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.010%, 02/15/2029 (D) |
|
|
600 |
|
|
|
601 |
|
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
1.000%, 05/15/2030 (D) |
|
|
250 |
|
|
|
244 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.560%, 12/11/2034 (D) |
|
|
269 |
|
|
|
265 |
|
Drive Auto Receivables Trust, Ser 2018-2, Cl D |
|
|
|
|
|
|
|
|
4.140%, 08/15/2024 |
|
|
59 |
|
|
|
59 |
|
Drive Auto Receivables Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.650%, 07/15/2025 |
|
|
110 |
|
|
|
110 |
|
DT Auto Owner Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.620%, 09/15/2025 (D) |
|
|
160 |
|
|
|
159 |
|
DT Auto Owner Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.810%, 01/15/2027 (D) |
|
|
155 |
|
|
|
153 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
DT Auto Owner Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
0.330%, 04/15/2025 (D) |
|
$ |
324 |
|
|
$ |
321 |
|
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2 |
|
|
|
|
|
|
|
|
2.980%, 10/20/2024 (D) |
|
|
29 |
|
|
|
29 |
|
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2 |
|
|
|
|
|
|
|
|
1.780%, 12/22/2025 (D) |
|
|
122 |
|
|
|
122 |
|
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.480%, 05/20/2027 (D) |
|
|
150 |
|
|
|
147 |
|
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D |
|
|
|
|
|
|
|
|
4.350%, 06/17/2024 (D) |
|
|
134 |
|
|
|
136 |
|
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.500%, 02/18/2025 |
|
|
450 |
|
|
|
449 |
|
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.570%, 09/15/2025 |
|
|
275 |
|
|
|
273 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (D) |
|
|
154 |
|
|
|
151 |
|
First Investors Auto Owner Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.450%, 03/16/2026 (D) |
|
|
517 |
|
|
|
515 |
|
First Investors Auto Owner Trust, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
1.170%, 03/15/2027 (D) |
|
|
610 |
|
|
|
594 |
|
Flagship Credit Auto Trust, Ser 2019-3, Cl A |
|
|
|
|
|
|
|
|
2.330%, 02/15/2024 (D) |
|
|
11 |
|
|
|
11 |
|
Flagship Credit Auto Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
1.900%, 08/15/2024 (D) |
|
|
44 |
|
|
|
44 |
|
Flagship Credit Auto Trust, Ser 2020-3, Cl A |
|
|
|
|
|
|
|
|
0.700%, 04/15/2025 (D) |
|
|
31 |
|
|
|
31 |
|
Flagship Credit Auto Trust, Ser 2020-4, Cl A |
|
|
|
|
|
|
|
|
0.530%, 04/15/2025 (D) |
|
|
190 |
|
|
|
190 |
|
Flagship Credit Auto Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.310%, 06/16/2025 (D) |
|
|
179 |
|
|
|
178 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.370%, 12/15/2026 (D) |
|
|
286 |
|
|
|
284 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.930%, 06/15/2027 (D) |
|
|
215 |
|
|
|
209 |
|
Flagship Credit Auto Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.360%, 07/15/2027 (D) |
|
|
202 |
|
|
|
200 |
|
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A |
|
|
|
|
|
|
|
|
2.360%, 03/15/2029 (D) |
|
|
450 |
|
|
|
453 |
|
Foursight Capital Automobile Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.400%, 08/15/2024 (D) |
|
|
103 |
|
|
|
103 |
|
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.400%, 04/15/2025 (D) |
|
|
138 |
|
|
|
137 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.810%, 05/15/2026 (D) |
|
$ |
100 |
|
|
$ |
98 |
|
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2 |
|
|
|
|
|
|
|
|
1.150%, 09/15/2025 (D) |
|
|
100 |
|
|
|
100 |
|
GLS Auto Receivables Issuer Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.170%, 02/15/2024 (D) |
|
|
13 |
|
|
|
13 |
|
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.820%, 04/15/2025 (D) |
|
|
365 |
|
|
|
363 |
|
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
0.420%, 01/15/2025 (D) |
|
|
464 |
|
|
|
462 |
|
GLS Auto Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.770%, 09/15/2025 (D) |
|
|
250 |
|
|
|
247 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
0.969%, 12/26/2028 (D) |
|
|
774 |
|
|
|
765 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.009%, 02/26/2029 (D) |
|
|
1,576 |
|
|
|
1,550 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026 (D) |
|
|
442 |
|
|
|
437 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (D) |
|
|
486 |
|
|
|
481 |
|
Nissan Auto Receivables Owner Trust, Ser 2019-C, Cl A3 |
|
|
|
|
|
|
|
|
1.930%, 07/15/2024 |
|
|
189 |
|
|
|
189 |
|
Santander Bank - SBCLN, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
1.833%, 12/15/2031 (D) |
|
|
542 |
|
|
|
538 |
|
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
1.370%, 10/15/2024 (D) |
|
|
62 |
|
|
|
62 |
|
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.460%, 09/15/2025 |
|
|
1,075 |
|
|
|
1,075 |
|
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C |
|
|
|
|
|
|
|
|
1.010%, 01/15/2026 |
|
|
400 |
|
|
|
397 |
|
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.500%, 04/15/2025 |
|
|
600 |
|
|
|
599 |
|
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.590%, 09/15/2025 |
|
|
130 |
|
|
|
129 |
|
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl A3 |
|
|
|
|
|
|
|
|
0.330%, 03/17/2025 |
|
|
160 |
|
|
|
159 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.600%, 12/15/2025 |
|
$ |
130 |
|
|
$ |
129 |
|
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
0.310%, 01/22/2024 (D) |
|
|
214 |
|
|
|
213 |
|
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3 |
|
|
|
|
|
|
|
|
2.986%, 02/27/2023 (D) |
|
|
16 |
|
|
|
16 |
|
Securitized Term Auto Receivables Trust, Ser 2019-CRTA, Cl D |
|
|
|
|
|
|
|
|
4.572%, 03/25/2026 (D) |
|
|
340 |
|
|
|
345 |
|
Tesla Auto Lease Trust, Ser 2020-A, Cl A2 |
|
|
|
|
|
|
|
|
0.550%, 05/22/2023 (D) |
|
|
19 |
|
|
|
19 |
|
Tesla Auto Lease Trust, Ser 2020-A, Cl B |
|
|
|
|
|
|
|
|
1.180%, 01/22/2024 (D) |
|
|
1,000 |
|
|
|
996 |
|
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl C |
|
|
|
|
|
|
|
|
1.910%, 09/15/2026 (D) |
|
|
2,000 |
|
|
|
2,001 |
|
Toyota Lease Owner Trust, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
0.250%, 03/20/2024 (D) |
|
|
318 |
|
|
|
316 |
|
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.740%, 04/15/2024 (D) |
|
|
178 |
|
|
|
178 |
|
United Auto Credit Securitization Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.680%, 03/11/2024 (D) |
|
|
550 |
|
|
|
549 |
|
United Auto Credit Securitization Trust, Ser 2022-1, Cl A |
|
|
|
|
|
|
|
|
1.110%, 07/10/2024 (D) |
|
|
195 |
|
|
|
195 |
|
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl C |
|
|
|
|
|
|
|
|
2.840%, 07/15/2024 (D) |
|
|
188 |
|
|
|
189 |
|
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E |
|
|
|
|
|
|
|
|
4.020%, 04/15/2025 (D) |
|
|
355 |
|
|
|
363 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.640%, 03/16/2026 (D) |
|
|
230 |
|
|
|
227 |
|
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A |
|
|
|
|
|
|
|
|
0.320%, 04/15/2025 (D) |
|
|
153 |
|
|
|
152 |
|
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.620%, 07/15/2026 (D) |
|
|
140 |
|
|
|
138 |
|
| |
|
|
|
|
|
|
30,166 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.1% |
|
|
|
|
| |
|
|
|
|
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 03/20/2026 (D) |
|
|
355 |
|
|
|
351 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Mortgage Related Securities — 0.9% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
0.867%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (B) |
|
$ |
21 |
|
|
$ |
21 |
|
ACE Securities Home Equity Loan Trust, Ser 2005-SD1, Cl M2 |
|
|
|
|
|
|
|
|
2.062%, ICE LIBOR USD 1 Month + 1.875%, 11/25/2050 (B) |
|
|
911 |
|
|
|
923 |
|
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-3, Cl M1 |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 09/25/2034 (B) |
|
|
1,102 |
|
|
|
1,098 |
|
BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1 |
|
|
|
|
|
|
|
|
0.799%, SOFR30A + 0.750%, 01/25/2070 (B)(D) |
|
|
2,582 |
|
|
|
2,577 |
|
BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3 |
|
|
|
|
|
|
|
|
1.099%, SOFR30A + 1.050%, 11/25/2069 (B)(D) |
|
|
1,478 |
|
|
|
1,476 |
|
Morgan Stanley Dean Witter Capital I Trust, Ser 2002-HE2, Cl A1 |
|
|
|
|
|
|
|
|
1.047%, ICE LIBOR USD 1 Month + 0.860%, 08/25/2032 (B)(D) |
|
|
606 |
|
|
|
606 |
|
| |
|
|
|
|
|
|
6,701 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 16.6% |
|
|
|
|
| |
|
|
|
|
Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A |
|
|
|
|
|
|
|
|
3.460%, 10/15/2024 (D) |
|
|
39 |
|
|
|
39 |
|
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A |
|
|
|
|
|
|
|
|
1.900%, 01/15/2025 (D) |
|
|
103 |
|
|
|
103 |
|
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 |
|
|
|
256 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025 (D) |
|
|
203 |
|
|
|
201 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (D) |
|
|
182 |
|
|
|
181 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (D) |
|
|
350 |
|
|
|
350 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Allegro CLO II-S, Ser 2018-1RA, Cl A1 |
|
|
|
|
|
|
|
|
1.335%, ICE LIBOR USD 3 Month + 1.080%, 10/21/2028 (B)(D) |
|
$ |
1,872 |
|
|
$ |
1,870 |
|
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.750%, 11/20/2026 (D) |
|
|
260 |
|
|
|
256 |
|
Amur Equipment Finance Receivables VII LLC, Ser 2019-1A, Cl B |
|
|
|
|
|
|
|
|
2.800%, 03/20/2025 (D) |
|
|
1,500 |
|
|
|
1,510 |
|
Anchorage Capital CLO, Ser 2018-5RA, Cl A |
|
|
|
|
|
|
|
|
1.231%, ICE LIBOR USD 3 Month + 0.990%, 01/15/2030 (B)(D) |
|
|
1,205 |
|
|
|
1,202 |
|
Apidos CLO XII, Ser 2018-12A, Cl AR |
|
|
|
|
|
|
|
|
1.321%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (B)(D) |
|
|
725 |
|
|
|
722 |
|
Apidos CLO XV, Ser 2018-15A, Cl A1RR |
|
|
|
|
|
|
|
|
1.264%, ICE LIBOR USD 3 Month + 1.010%, 04/20/2031 (B)(D) |
|
|
410 |
|
|
|
409 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (D) |
|
|
171 |
|
|
|
167 |
|
Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B |
|
|
|
|
|
|
|
|
1.706%, ICE LIBOR USD 3 Month + 1.200%, 05/15/2030 (B)(D) |
|
|
725 |
|
|
|
719 |
|
Arm Master Trust, Ser 2021-T2, Cl A |
|
|
|
|
|
|
|
|
1.420%, 01/15/2024 (D) |
|
|
220 |
|
|
|
220 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.230%, 05/15/2026 (D) |
|
|
175 |
|
|
|
173 |
|
Atrium XII, Ser 2017-12A, Cl DR |
|
|
|
|
|
|
|
|
3.059%, ICE LIBOR USD 3 Month + 2.800%, 04/22/2027 (B)(D) |
|
|
500 |
|
|
|
490 |
|
Avant Loans Funding Trust, Ser 2021-REV1, Cl A |
|
|
|
|
|
|
|
|
1.210%, 07/15/2030 (D) |
|
|
195 |
|
|
|
191 |
|
Avery Point IV CLO, Ser 2014-1A, Cl D |
|
|
|
|
|
|
|
|
3.758%, ICE LIBOR USD 3 Month + 3.500%, 04/25/2026 (B)(D) |
|
|
800 |
|
|
|
802 |
|
Avery Point IV CLO, Ser 2017-1A, Cl CR |
|
|
|
|
|
|
|
|
2.608%, ICE LIBOR USD 3 Month + 2.350%, 04/25/2026 (B)(D) |
|
|
1,066 |
|
|
|
1,066 |
|
Avery Point VII CLO, Ser 2019-7A, Cl DR |
|
|
|
|
|
|
|
|
3.841%, ICE LIBOR USD 3 Month + 3.600%, 01/15/2028 (B)(D) |
|
|
500 |
|
|
|
499 |
|
Bain Capital Credit CLO, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, ICE LIBOR USD 3 Month + 0.960%, 04/23/2031 (B)(D) |
|
|
450 |
|
|
|
450 |
|
Barings CLO, Ser 2017-IA, Cl AR |
|
|
|
|
|
|
|
|
1.054%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (B)(D) |
|
|
3,055 |
|
|
|
3,054 |
|
Barings CLO, Ser 2017-IA, Cl DR |
|
|
|
|
|
|
|
|
2.804%, ICE LIBOR USD 3 Month + 2.550%, 01/20/2028 (B)(D) |
|
|
750 |
|
|
|
746 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Bayview Opportunity Master Fund IVa Trust, Ser 2017-RT1, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 03/28/2057 (B)(D) |
|
$ |
846 |
|
|
$ |
842 |
|
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A |
|
|
|
|
|
|
|
|
3.500%, 10/28/2057 (B)(D) |
|
|
347 |
|
|
|
343 |
|
Bear Stearns Asset Backed Securities Trust, Ser 2005-SD2, Cl 2M2 |
|
|
|
|
|
|
|
|
1.687%, ICE LIBOR USD 1 Month + 1.500%, 12/25/2044 (B) |
|
|
29 |
|
|
|
29 |
|
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (B)(D) |
|
|
425 |
|
|
|
424 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (D) |
|
|
415 |
|
|
|
413 |
|
BRE Grand Islander Timeshare Issuer LLC, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
2.940%, 05/25/2029 (D) |
|
|
2,285 |
|
|
|
2,295 |
|
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
3.280%, 09/26/2033 (D) |
|
|
969 |
|
|
|
980 |
|
BSPRT Issuer, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
1.550%, SOFR30A + 1.500%, 02/15/2037 (B)(D) |
|
|
275 |
|
|
|
274 |
|
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |
|
|
|
|
|
|
|
|
1.211%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (B)(D) |
|
|
648 |
|
|
|
645 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (B)(D) |
|
|
310 |
|
|
|
309 |
|
Carlyle US CLO, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
1.304%, ICE LIBOR USD 3 Month + 1.050%, 07/20/2031 (B)(D) |
|
|
1,450 |
|
|
|
1,446 |
|
C-BASS Mortgage Loan Asset-Backed Certificates, Ser 2005-CB7, Cl M1 |
|
|
|
|
|
|
|
|
0.802%, ICE LIBOR USD 1 Month + 0.615%, 11/25/2035 (B) |
|
|
434 |
|
|
|
434 |
|
CCG Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.300%, 06/14/2027 (D) |
|
|
76 |
|
|
|
75 |
|
CIFC Funding, Ser 2018-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.294%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (B)(D) |
|
|
250 |
|
|
|
249 |
|
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
1.118%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (B)(D) |
|
|
841 |
|
|
|
839 |
|
CNH Equipment Trust, Ser 2021-A, Cl A2 |
|
|
|
|
|
|
|
|
0.230%, 03/15/2024 |
|
|
116 |
|
|
|
116 |
|
Conn's Receivables Funding LLC, Ser 2020-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 06/16/2025 (D) |
|
|
19 |
|
|
|
19 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CoreVest American Finance Trust, Ser 2018-1, Cl A |
|
|
|
|
|
|
|
|
3.804%, 06/15/2051 (D) |
|
$ |
1,109 |
|
|
$ |
1,116 |
|
Crossroads Asset Trust, Ser 2021-A, Cl A2 |
|
|
|
|
|
|
|
|
0.820%, 03/20/2024 (D) |
|
|
146 |
|
|
|
145 |
|
CWHEQ Revolving Home Equity Loan Resecuritization Trust, Ser 2006-RES, Cl 4L1A |
|
|
|
|
|
|
|
|
0.471%, ICE LIBOR USD 1 Month + 0.280%, 02/15/2034 (B)(D) |
|
|
1 |
|
|
|
1 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (D) |
|
|
366 |
|
|
|
373 |
|
Denali Capital CLO XI, Ser 2018-1A, Cl A2RR |
|
|
|
|
|
|
|
|
1.904%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2028 (B)(D) |
|
|
1,000 |
|
|
|
998 |
|
Dewolf Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
1.161%, ICE LIBOR USD 3 Month + 0.920%, 10/15/2030 (B)(D) |
|
|
425 |
|
|
|
423 |
|
Dext ABS LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (D) |
|
|
137 |
|
|
|
135 |
|
DLLAD LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.350%, 09/20/2024 (D) |
|
|
266 |
|
|
|
263 |
|
ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 01/27/2070 (B)(D) |
|
|
855 |
|
|
|
863 |
|
Elara HGV Timeshare Issuer LLC, Ser 2017-A, Cl A |
|
|
|
|
|
|
|
|
2.690%, 03/25/2030 (D) |
|
|
489 |
|
|
|
492 |
|
Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
2.610%, 01/25/2034 (D) |
|
|
1,296 |
|
|
|
1,281 |
|
Elevation CLO, Ser 2017-2A, Cl A1R |
|
|
|
|
|
|
|
|
1.471%, ICE LIBOR USD 3 Month + 1.230%, 10/15/2029 (B)(D) |
|
|
981 |
|
|
|
979 |
|
ExteNet LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.204%, 07/26/2049 (D) |
|
|
2,000 |
|
|
|
2,013 |
|
FCI Funding LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.130%, 04/15/2033 (D) |
|
|
105 |
|
|
|
104 |
|
FREED ABS Trust, Ser 2021-3FP, Cl A |
|
|
|
|
|
|
|
|
0.620%, 11/20/2028 (D) |
|
|
69 |
|
|
|
68 |
|
FREED ABS Trust, Ser 2022-1FP, Cl A |
|
|
|
|
|
|
|
|
0.940%, 03/19/2029 (D) |
|
|
105 |
|
|
|
105 |
|
Gallatin CLO IX, Ser 2018-1A, Cl D1 |
|
|
|
|
|
|
|
|
3.355%, ICE LIBOR USD 3 Month + 3.100%, 01/21/2028 (B)(D) |
|
|
700 |
|
|
|
699 |
|
Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
1.164%, ICE LIBOR USD 3 Month + 0.910%, 11/20/2030 (B)(D) |
|
|
275 |
|
|
|
275 |
|
GreatAmerica Leasing Receivables Funding LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.380%, 03/15/2024 (D) |
|
|
285 |
|
|
|
282 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GSAMP Trust, Ser 2005-SEA2, Cl B1 |
|
|
|
|
|
|
|
|
2.062%, ICE LIBOR USD 1 Month + 1.875%, 01/25/2045 (B)(D) |
|
$ |
651 |
|
|
$ |
652 |
|
HPEFS Equipment Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.610%, 09/20/2028 (D) |
|
|
155 |
|
|
|
152 |
|
Invitation Homes Trust, Ser 2018-SFR1, Cl A |
|
|
|
|
|
|
|
|
0.820%, ICE LIBOR USD 1 Month + 0.700%, 03/17/2037 (B)(D) |
|
|
1,695 |
|
|
|
1,688 |
|
Invitation Homes Trust, Ser 2018-SFR1, Cl B |
|
|
|
|
|
|
|
|
1.070%, ICE LIBOR USD 1 Month + 0.950%, 03/17/2037 (B)(D) |
|
|
1,500 |
|
|
|
1,487 |
|
Invitation Homes Trust, Ser 2018-SFR1, Cl C |
|
|
|
|
|
|
|
|
1.370%, ICE LIBOR USD 1 Month + 1.250%, 03/17/2037 (B)(D) |
|
|
2,200 |
|
|
|
2,191 |
|
Invitation Homes Trust, Ser 2018-SFR3, Cl A |
|
|
|
|
|
|
|
|
1.120%, ICE LIBOR USD 1 Month + 1.000%, 07/17/2037 (B)(D) |
|
|
735 |
|
|
|
734 |
|
Invitation Homes Trust, Ser 2018-SFR3, Cl C |
|
|
|
|
|
|
|
|
1.420%, ICE LIBOR USD 1 Month + 1.300%, 07/17/2037 (B)(D) |
|
|
500 |
|
|
|
496 |
|
Invitation Homes Trust, Ser 2018-SFR4, Cl A |
|
|
|
|
|
|
|
|
1.220%, ICE LIBOR USD 1 Month + 1.100%, 01/17/2038 (B)(D) |
|
|
2,706 |
|
|
|
2,696 |
|
Invitation Homes Trust, Ser 2018-SFR4, Cl C |
|
|
|
|
|
|
|
|
1.520%, ICE LIBOR USD 1 Month + 1.400%, 01/17/2038 (B)(D) |
|
|
2,000 |
|
|
|
1,991 |
|
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B |
|
|
|
|
|
|
|
|
1.237%, ICE LIBOR USD 1 Month + 1.050%, 11/25/2050 (B) |
|
|
1,742 |
|
|
|
1,748 |
|
Kentucky Higher Education Student Loan, Ser 2021-1, Cl A1B |
|
|
|
|
|
|
|
|
0.888%, ICE LIBOR USD 1 Month + 0.780%, 03/25/2051 (B) |
|
|
3,258 |
|
|
|
3,241 |
|
Keycorp Student Loan Trust, Ser 2000-B, Cl A2 |
|
|
|
|
|
|
|
|
0.568%, ICE LIBOR USD 3 Month + 0.310%, 07/25/2029 (B) |
|
|
537 |
|
|
|
535 |
|
KKR CLO 12, Ser 2018-12, Cl AR2A |
|
|
|
|
|
|
|
|
1.376%, ICE LIBOR USD 3 Month + 1.135%, 10/15/2030 (B)(D) |
|
|
500 |
|
|
|
499 |
|
KKR CLO 21, Ser 2018-21, Cl A |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (B)(D) |
|
|
580 |
|
|
|
579 |
|
Kubota Credit Owner Trust, Ser 2020-2A, Cl A2 |
|
|
|
|
|
|
|
|
0.410%, 06/15/2023 (D) |
|
|
47 |
|
|
|
46 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (B)(D) |
|
|
280 |
|
|
|
280 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
1.255%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (B)(D) |
|
$ |
250 |
|
|
$ |
249 |
|
Madison Park Funding XXX, Ser 2018-30A, Cl A |
|
|
|
|
|
|
|
|
0.991%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (B)(D) |
|
|
992 |
|
|
|
991 |
|
Magnetite VIII, Ser 2018-8A, Cl AR2 |
|
|
|
|
|
|
|
|
1.221%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (B)(D) |
|
|
780 |
|
|
|
779 |
|
Magnetite XVIII, Ser 2018-18A, Cl BR |
|
|
|
|
|
|
|
|
2.006%, ICE LIBOR USD 3 Month + 1.500%, 11/15/2028 (B)(D) |
|
|
1,000 |
|
|
|
995 |
|
Marlette Funding Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.600%, 06/16/2031 (D) |
|
|
44 |
|
|
|
44 |
|
Marlette Funding Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.510%, 09/15/2031 (D) |
|
|
78 |
|
|
|
77 |
|
Marlette Funding Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
0.650%, 12/15/2031 (D) |
|
|
159 |
|
|
|
158 |
|
Marlette Funding Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
1.360%, 04/15/2032 (D) |
|
|
525 |
|
|
|
525 |
|
MetLife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055 (B)(D) |
|
|
164 |
|
|
|
165 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
1.398%, SOFR30A + 1.350%, 02/19/2037 (B)(D) |
|
|
250 |
|
|
|
248 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061 (B)(D) |
|
|
173 |
|
|
|
175 |
|
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2061 (B) |
|
|
1,089 |
|
|
|
1,077 |
|
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B |
|
|
|
|
|
|
|
|
0.887%, ICE LIBOR USD 1 Month + 0.700%, 03/25/2061 (B) |
|
|
3,299 |
|
|
|
3,249 |
|
MMAF Equipment Finance LLC, Ser 2018-A, Cl A4 |
|
|
|
|
|
|
|
|
3.390%, 01/10/2025 (D) |
|
|
1,163 |
|
|
|
1,175 |
|
Mountain View CLO LLC, Ser 2020-1A, Cl AR |
|
|
|
|
|
|
|
|
1.331%, ICE LIBOR USD 3 Month + 1.090%, 10/16/2029 (B)(D) |
|
|
1,072 |
|
|
|
1,072 |
|
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1B |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 1 Month + 1.000%, 04/15/2069 (B)(D) |
|
|
1,422 |
|
|
|
1,409 |
|
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2B |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 1 Month + 1.050%, 12/15/2059 (B)(D) |
|
|
3,181 |
|
|
|
3,187 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
|
|
|
|
|
|
|
|
1.310%, 01/15/2069 (D) |
|
$ |
1,073 |
|
|
$ |
1,051 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1B |
|
|
|
|
|
|
|
|
0.787%, ICE LIBOR USD 1 Month + 0.600%, 12/26/2069 (B)(D) |
|
|
1,340 |
|
|
|
1,328 |
|
Navient Student Loan Trust, Ser 2021-2A, Cl A1B |
|
|
|
|
|
|
|
|
0.737%, ICE LIBOR USD 1 Month + 0.550%, 02/25/2070 (B)(D) |
|
|
1,857 |
|
|
|
1,836 |
|
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR |
|
|
|
|
|
|
|
|
1.171%, ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (B)(D) |
|
|
590 |
|
|
|
588 |
|
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
1.161%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (B)(D) |
|
|
400 |
|
|
|
399 |
|
New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B |
|
|
|
|
|
|
|
|
1.387%, ICE LIBOR USD 1 Month + 1.200%, 09/25/2060 (B) |
|
|
949 |
|
|
|
970 |
|
Nyctl Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.100%, 11/10/2034 (D) |
|
|
525 |
|
|
|
525 |
|
Oxford Finance Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.101%, 02/15/2028 (D) |
|
|
1,500 |
|
|
|
1,504 |
|
OZLM XII, Ser 2018-12A, Cl A1R |
|
|
|
|
|
|
|
|
1.349%, ICE LIBOR USD 3 Month + 1.050%, 04/30/2027 (B)(D) |
|
|
65 |
|
|
|
65 |
|
Palmer Square Loan Funding, Ser 2018-4A, Cl A1 |
|
|
|
|
|
|
|
|
1.406%, ICE LIBOR USD 3 Month + 0.900%, 11/15/2026 (B)(D) |
|
|
377 |
|
|
|
377 |
|
Palmer Square Loan Funding, Ser 2019-3A, Cl A2 |
|
|
|
|
|
|
|
|
2.080%, ICE LIBOR USD 3 Month + 1.600%, 08/20/2027 (B)(D) |
|
|
1,000 |
|
|
|
998 |
|
Palmer Square Loan Funding, Ser 2021-3A, Cl A1 |
|
|
|
|
|
|
|
|
1.054%, ICE LIBOR USD 3 Month + 0.800%, 07/20/2029 (B)(D) |
|
|
210 |
|
|
|
210 |
|
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |
|
|
|
|
|
|
|
|
0.928%, ICE LIBOR USD 3 Month + 0.800%, 10/15/2029 (B)(D) |
|
|
600 |
|
|
|
599 |
|
PFS Financing, Ser 2020-B, Cl A |
|
|
|
|
|
|
|
|
1.210%, 06/15/2024 (D) |
|
|
190 |
|
|
|
190 |
|
Prodigy Finance DAC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.437%, ICE LIBOR USD 1 Month + 1.250%, 07/25/2051 (B)(D) |
|
|
1,761 |
|
|
|
1,757 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SACO I Trust, Ser 2006-6, Cl A |
|
|
|
|
|
|
|
|
0.447%, ICE LIBOR USD 1 Month + 0.260%, 06/25/2036 (B) |
|
$ |
5 |
|
|
$ |
5 |
|
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.420%, 08/20/2026 (D) |
|
|
187 |
|
|
|
187 |
|
SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.060%, 02/22/2028 (D) |
|
|
415 |
|
|
|
416 |
|
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2037 (B)(D) |
|
|
1,065 |
|
|
|
1,072 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2B |
|
|
|
|
|
|
|
|
1.037%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (B)(D) |
|
|
2,074 |
|
|
|
2,066 |
|
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B |
|
|
|
|
|
|
|
|
1.037%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (B)(D) |
|
|
2,806 |
|
|
|
2,795 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 |
|
|
|
|
|
|
|
|
0.921%, ICE LIBOR USD 1 Month + 0.730%, 01/15/2053 (B)(D) |
|
|
2,500 |
|
|
|
2,496 |
|
SoFi Consumer Loan Program Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
2.020%, 01/25/2029 (D) |
|
|
18 |
|
|
|
18 |
|
SoFi Consumer Loan Program Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.490%, 09/25/2030 (D) |
|
|
75 |
|
|
|
75 |
|
STAR Trust, Ser 2021-SFR1, Cl C |
|
|
|
|
|
|
|
|
1.170%, ICE LIBOR USD 1 Month + 1.050%, 04/17/2038 (B)(D) |
|
|
1,000 |
|
|
|
994 |
|
STAR Trust, Ser 2021-SFR1, Cl D |
|
|
|
|
|
|
|
|
1.420%, ICE LIBOR USD 1 Month + 1.300%, 04/17/2038 (B)(D) |
|
|
1,000 |
|
|
|
993 |
|
STAR Trust, Ser 2021-SFR2, Cl C |
|
|
|
|
|
|
|
|
1.720%, ICE LIBOR USD 1 Month + 1.600%, 01/17/2024 (B)(D) |
|
|
3,000 |
|
|
|
2,962 |
|
Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A |
|
|
|
|
|
|
|
|
0.907%, ICE LIBOR USD 1 Month + 0.720%, 11/25/2033 (B) |
|
|
1,952 |
|
|
|
1,905 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 09/25/2034 (B) |
|
|
2,684 |
|
|
|
2,686 |
|
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 |
|
|
|
|
|
|
|
|
1.127%, ICE LIBOR USD 1 Month + 0.940%, 09/25/2034 (B) |
|
|
814 |
|
|
|
808 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.959%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (B)(D) |
|
$ |
390 |
|
|
$ |
389 |
|
Symphony Static CLO I, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
2.879%, ICE LIBOR USD 3 Month + 2.750%, 10/25/2029 (B)(D) |
|
|
500 |
|
|
|
494 |
|
TAL Advantage VII LLC, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.050%, 09/20/2045 (D) |
|
|
851 |
|
|
|
824 |
|
TCI-Flatiron CLO, Ser 2017-1A, Cl B |
|
|
|
|
|
|
|
|
2.029%, ICE LIBOR USD 3 Month + 1.560%, 11/18/2030 (B)(D) |
|
|
500 |
|
|
|
498 |
|
Telos CLO, Ser 2018-5A, Cl A1R |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 3 Month + 0.950%, 04/17/2028 (B)(D) |
|
|
67 |
|
|
|
67 |
|
Towd Point Mortgage Trust, Ser 2016-4, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2056 (B)(D) |
|
|
50 |
|
|
|
50 |
|
Towd Point Mortgage Trust, Ser 2017-1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2056 (B)(D) |
|
|
154 |
|
|
|
155 |
|
Towd Point Mortgage Trust, Ser 2017-2, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 04/25/2057 (B)(D) |
|
|
133 |
|
|
|
134 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057 (B)(D) |
|
|
960 |
|
|
|
963 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
0.787%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (B)(D) |
|
|
937 |
|
|
|
935 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057 (B)(D) |
|
|
217 |
|
|
|
218 |
|
Towd Point Mortgage Trust, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 05/25/2058 (B)(D) |
|
|
885 |
|
|
|
905 |
|
Towd Point Mortgage Trust, Ser 2019-HY1, Cl A1 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2048 (B)(D) |
|
|
655 |
|
|
|
657 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 |
|
|
|
|
|
|
|
|
2.087%, ICE LIBOR USD 1 Month + 1.900%, 05/25/2058 (B)(D) |
|
|
3,000 |
|
|
|
3,082 |
|
Treman Park CLO, Ser 2018-1A, Cl ARR |
|
|
|
|
|
|
|
|
1.324%, ICE LIBOR USD 3 Month + 1.070%, 10/20/2028 (B)(D) |
|
|
270 |
|
|
|
270 |
|
Tryon Park CLO, Ser 2018-1A, Cl A1SR |
|
|
|
|
|
|
|
|
1.131%, ICE LIBOR USD 3 Month + 0.890%, 04/15/2029 (B)(D) |
|
|
4,167 |
|
|
|
4,162 |
|
Upstart Securitization Trust, Ser 2020-3, Cl A |
|
|
|
|
|
|
|
|
1.702%, 11/20/2030 (D) |
|
|
135 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
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) |
|
$ |
238 |
|
|
$ |
236 |
|
Upstart Securitization Trust, Ser 2021-4, Cl A |
|
|
|
|
|
|
|
|
0.840%, 09/20/2031 (D) |
|
|
337 |
|
|
|
332 |
|
Venture XX CLO, Ser 2017-20A, Cl CR |
|
|
|
|
|
|
|
|
2.141%, ICE LIBOR USD 3 Month + 1.900%, 04/15/2027 (B)(D) |
|
|
750 |
|
|
|
750 |
|
VERDE CLO, Ser 2021-1A, Cl XR |
|
|
|
|
|
|
|
|
0.991%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (B)(D) |
|
|
406 |
|
|
|
406 |
|
Verizon Owner Trust, Ser 2020-B, Cl A |
|
|
|
|
|
|
|
|
0.470%, 02/20/2025 |
|
|
225 |
|
|
|
223 |
|
Vibrant CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
1.164%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (B)(D) |
|
|
255 |
|
|
|
255 |
|
Volvo Financial Equipment LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.370%, 04/17/2023 (D) |
|
|
28 |
|
|
|
28 |
|
Voya CLO, Ser 2018-2A, Cl A1R |
|
|
|
|
|
|
|
|
1.228%, ICE LIBOR USD 3 Month + 0.970%, 04/25/2031 (B)(D) |
|
|
500 |
|
|
|
499 |
|
Voya CLO, Ser 2018-3A, Cl A2R |
|
|
|
|
|
|
|
|
1.641%, ICE LIBOR USD 3 Month + 1.400%, 10/18/2031 (B)(D) |
|
|
818 |
|
|
|
816 |
|
Voya CLO, Ser 2020-1A, Cl AR |
|
|
|
|
|
|
|
|
1.301%, ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (B)(D) |
|
|
400 |
|
|
|
399 |
|
Voya CLO, Ser 2020-2A, Cl A1RR |
|
|
|
|
|
|
|
|
1.261%, ICE LIBOR USD 3 Month + 1.020%, 04/17/2030 (B)(D) |
|
|
298 |
|
|
|
298 |
|
VSE VOI Mortgage LLC, Ser 2016-A, Cl A |
|
|
|
|
|
|
|
|
2.540%, 07/20/2033 (D) |
|
|
872 |
|
|
|
869 |
|
VSE VOI Mortgage LLC, Ser 2016-A, Cl B |
|
|
|
|
|
|
|
|
2.740%, 07/20/2033 (D) |
|
|
394 |
|
|
|
392 |
|
VSE VOI Mortgage LLC, Ser 2017-A, Cl A |
|
|
|
|
|
|
|
|
2.330%, 03/20/2035 (D) |
|
|
653 |
|
|
|
651 |
|
Westgate Resorts LLC, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.713%, 03/20/2034 (D) |
|
|
1,089 |
|
|
|
1,094 |
|
| |
|
|
|
|
|
|
123,774 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $161,821) ($ Thousands) |
|
|
|
|
|
|
160,992 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 7.7% |
Communication Services — 0.2% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
9.150%, 02/01/2023 |
|
|
325 |
|
|
|
347 |
|
Diamond Sports Group LLC |
|
|
|
|
|
|
|
|
5.375%, 08/15/2026 (D) |
|
|
427 |
|
|
|
175 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Gray Escrow II |
|
|
|
|
|
|
|
|
5.375%, 11/15/2031 (D) |
|
$ |
415 |
|
|
$ |
400 |
|
NTT Finance |
|
|
|
|
|
|
|
|
0.373%, 03/03/2023 (D) |
|
|
250 |
|
|
|
248 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
0.839%, SOFRINDX + 0.790%, 03/20/2026 (B) |
|
|
350 |
|
|
|
352 |
|
0.549%, SOFRINDX + 0.500%, 03/22/2024 (B) |
|
|
350 |
|
|
|
351 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,873 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.6% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
0.625%, 02/10/2023 (D) |
|
|
225 |
|
|
|
223 |
|
BCPE Ulysses Intermediate |
|
|
|
|
|
|
|
|
7.750%cash/0% PIK, 04/01/2027 (D) |
|
|
1,684 |
|
|
|
1,566 |
|
Daimler Trucks Finance North America LLC |
|
|
|
|
|
|
|
|
0.799%, U.S. SOFR + 0.750%, 12/13/2024 (B)(D) |
|
|
400 |
|
|
|
401 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
1.490%, ICE LIBOR USD 3 Month + 1.270%, 03/28/2022 (B) |
|
|
500 |
|
|
|
500 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
4.250%, 05/15/2023 |
|
|
300 |
|
|
|
309 |
|
0.809%, U.S. SOFR + 0.760%, 03/08/2024 (B) |
|
|
400 |
|
|
|
401 |
|
0.669%, U.S. SOFR + 0.620%, 10/15/2024 (B) |
|
|
600 |
|
|
|
598 |
|
Howard University |
|
|
|
|
|
|
|
|
2.801%, 10/01/2023 |
|
|
240 |
|
|
|
241 |
|
Hyatt Hotels |
|
|
|
|
|
|
|
|
1.300%, 10/01/2023 |
|
|
115 |
|
|
|
113 |
|
1.099%, SOFRINDX + 1.050%, 10/01/2023 (B) |
|
|
425 |
|
|
|
426 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
0.800%, 04/03/2023 (D) |
|
|
360 |
|
|
|
355 |
|
LBM Acquisition LLC |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (D) |
|
|
1,304 |
|
|
|
1,208 |
|
Lennar |
|
|
|
|
|
|
|
|
4.750%, 11/15/2022 |
|
|
400 |
|
|
|
406 |
|
Mohegan Gaming & Entertainment |
|
|
|
|
|
|
|
|
8.000%, 02/01/2026 (D) |
|
|
845 |
|
|
|
853 |
|
Nordstrom |
|
|
|
|
|
|
|
|
2.300%, 04/08/2024 |
|
|
160 |
|
|
|
154 |
|
Specialty Building Products Holdings LLC |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (D) |
|
|
1,144 |
|
|
|
1,153 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.000%, 12/01/2029 (D) |
|
|
712 |
|
|
|
673 |
|
4.625%, 07/01/2028 (D) |
|
|
666 |
|
|
|
638 |
|
Starbucks |
|
|
|
|
|
|
|
|
0.470%, SOFRINDX + 0.420%, 02/14/2024 (B) |
|
|
215 |
|
|
|
215 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
2.700%, 09/26/2022 (D) |
|
$ |
725 |
|
|
$ |
729 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,162 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.6% |
|
|
|
|
Campbell Soup |
|
|
|
|
|
|
|
|
2.500%, 08/02/2022 |
|
|
400 |
|
|
|
402 |
|
Coca-Cola Europacific Partners |
|
|
|
|
|
|
|
|
0.500%, 05/05/2023 (D) |
|
|
725 |
|
|
|
714 |
|
Conagra Brands |
|
|
|
|
|
|
|
|
3.250%, 09/15/2022 |
|
|
349 |
|
|
|
352 |
|
0.500%, 08/11/2023 |
|
|
225 |
|
|
|
221 |
|
GEMS MENASA Cayman |
|
|
|
|
|
|
|
|
7.125%, 07/31/2026 (D) |
|
|
587 |
|
|
|
594 |
|
JDE Peet's |
|
|
|
|
|
|
|
|
0.800%, 09/24/2024 (D) |
|
|
375 |
|
|
|
359 |
|
Mozart Debt Merger Sub |
|
|
|
|
|
|
|
|
5.250%, 10/01/2029 (D) |
|
|
930 |
|
|
|
888 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,530 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.0% |
|
|
|
|
Enbridge |
|
|
|
|
|
|
|
|
0.680%, SOFRINDX + 0.630%, 02/16/2024 (B) |
|
|
250 |
|
|
|
251 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
0.550%, 05/15/2023 |
|
|
175 |
|
|
|
173 |
|
Southern Natural Gas LLC |
|
|
|
|
|
|
|
|
0.625%, 04/28/2023 (D) |
|
|
205 |
|
|
|
202 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
626 |
|
| |
|
|
|
|
|
|
|
|
Financials — 2.5% |
|
|
|
|
AIG Global Funding |
|
|
|
|
|
|
|
|
2.300%, 07/01/2022 (D) |
|
|
575 |
|
|
|
577 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
3.000%, 07/01/2022 (D) |
|
|
600 |
|
|
|
604 |
|
0.750%, U.S. SOFR + 0.700%, 05/24/2024 (B)(D) |
|
|
450 |
|
|
|
450 |
|
Bank of America |
|
|
|
|
|
|
|
|
0.740%, U.S. SOFR + 0.690%, 04/22/2025 (B) |
|
|
475 |
|
|
|
476 |
|
0.710%, U.S. SOFR + 0.660%, 02/04/2025 (B) |
|
|
195 |
|
|
|
195 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
0.669%, SOFRINDX + 0.620%, 09/15/2026 (B) |
|
|
475 |
|
|
|
474 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
0.430%, U.S. SOFR + 0.380%, 07/31/2024 (B) |
|
|
700 |
|
|
|
699 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
0.809%, U.S. SOFR + 0.760%, 04/12/2024 (B)(D) |
|
|
315 |
|
|
|
316 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Brookfield Property |
|
|
|
|
|
|
|
|
4.500%, 04/01/2027 (D) |
|
$ |
886 |
|
|
$ |
826 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
0.449%, SOFRINDX + 0.400%, 12/14/2023 (B) |
|
|
425 |
|
|
|
425 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
0.740%, U.S. SOFR + 0.690%, 12/06/2024 (B) |
|
|
275 |
|
|
|
275 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
0.549%, SOFRINDX + 0.500%, 03/18/2024 (B) |
|
|
300 |
|
|
|
301 |
|
Citigroup |
|
|
|
|
|
|
|
|
0.719%, U.S. SOFR + 0.669%, 05/01/2025 (B) |
|
|
300 |
|
|
|
301 |
|
CNA Financial |
|
|
|
|
|
|
|
|
7.250%, 11/15/2023 |
|
|
100 |
|
|
|
108 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
3.625%, 10/01/2031 (D) |
|
|
733 |
|
|
|
646 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
0.569%, U.S. SOFR + 0.520%, 06/15/2026 (B)(D) |
|
|
300 |
|
|
|
301 |
|
0.449%, U.S. SOFR + 0.400%, 07/07/2025 (B)(D) |
|
|
300 |
|
|
|
300 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
0.520%, 08/09/2023 |
|
|
475 |
|
|
|
466 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
1.269%, U.S. SOFR + 1.219%, 11/16/2027 (B) |
|
|
325 |
|
|
|
321 |
|
0.550%, U.S. SOFR + 0.500%, 11/08/2023 (B) |
|
|
400 |
|
|
|
399 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
0.439%, U.S. SOFR + 0.390%, 04/06/2023 (B)(D) |
|
|
400 |
|
|
|
400 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
0.750%, U.S. SOFR + 0.700%, 01/24/2025 (B) |
|
|
275 |
|
|
|
275 |
|
0.669%, U.S. SOFR + 0.620%, 12/06/2023 (B) |
|
|
275 |
|
|
|
275 |
|
0.549%, U.S. SOFR + 0.500%, 09/10/2024 (B) |
|
|
150 |
|
|
|
149 |
|
0.479%, U.S. SOFR + 0.430%, 03/08/2023 (B) |
|
|
275 |
|
|
|
275 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
0.630%, U.S. SOFR + 0.580%, 11/22/2024 (B) |
|
|
275 |
|
|
|
275 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
1.125%, 11/22/2023 (D) |
|
|
275 |
|
|
|
271 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
0.934%, U.S. SOFR + 0.885%, 04/22/2027 (B) |
|
|
475 |
|
|
|
477 |
|
0.629%, U.S. SOFR + 0.580%, 06/23/2025 (B) |
|
|
200 |
|
|
|
199 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
0.629%, U.S. SOFR + 0.580%, 03/16/2024 (B) |
|
$ |
350 |
|
|
$ |
351 |
|
KeyBank |
|
|
|
|
|
|
|
|
0.390%, U.S. SOFR + 0.340%, 01/03/2024 (B) |
|
|
475 |
|
|
|
474 |
|
0.370%, U.S. SOFR + 0.320%, 06/14/2024 (B) |
|
|
250 |
|
|
|
249 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
0.759%, U.S. SOFR + 0.710%, 10/14/2025 (B)(D) |
|
|
300 |
|
|
|
300 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
5.625%, 01/15/2030 (D) |
|
|
350 |
|
|
|
319 |
|
Mizuho Financial Group |
|
|
|
|
|
|
|
|
1.128%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (B) |
|
|
525 |
|
|
|
526 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.731%, U.S. SOFR + 0.616%, 04/05/2024 (B) |
|
|
175 |
|
|
|
173 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
4.875%, 11/01/2022 |
|
|
400 |
|
|
|
409 |
|
NASDAQ |
|
|
|
|
|
|
|
|
0.445%, 12/21/2022 |
|
|
155 |
|
|
|
154 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
0.900%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.770%, 08/15/2023 (B) |
|
|
250 |
|
|
|
249 |
|
0.750%, 08/06/2024 |
|
|
350 |
|
|
|
338 |
|
0.540%, U.S. SOFR + 0.490%, 08/06/2024 (B) |
|
|
350 |
|
|
|
350 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
2.000%, 01/27/2023 (D) |
|
|
200 |
|
|
|
201 |
|
NatWest Markets |
|
|
|
|
|
|
|
|
0.580%, U.S. SOFR + 0.530%, 08/12/2024 (B)(D) |
|
|
340 |
|
|
|
340 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
0.500%, 09/23/2023 (D) |
|
|
185 |
|
|
|
181 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
0.499%, U.S. SOFR + 0.450%, 04/12/2024 (B)(D) |
|
|
130 |
|
|
|
130 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
0.550%, 09/01/2023 (D) |
|
|
200 |
|
|
|
197 |
|
Societe Generale |
|
|
|
|
|
|
|
|
1.100%, U.S. SOFR + 1.050%, 01/21/2026 (B)(D) |
|
|
275 |
|
|
|
276 |
|
Sumitomo Mitsui Trust Bank MTN |
|
|
|
|
|
|
|
|
0.489%, U.S. SOFR + 0.440%, 09/16/2024 (B)(D) |
|
|
350 |
|
|
|
349 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
0.639%, U.S. SOFR + 0.590%, 09/10/2026 (B) |
|
|
300 |
|
|
|
301 |
|
0.399%, U.S. SOFR + 0.350%, 09/10/2024 (B) |
|
|
350 |
|
|
|
349 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Truist Financial MTN |
|
|
|
|
|
|
|
|
0.449%, U.S. SOFR + 0.400%, 06/09/2025 (B) |
|
$ |
250 |
|
|
$ |
249 |
|
UBS |
|
|
|
|
|
|
|
|
0.500%, U.S. SOFR + 0.450%, 08/09/2024 (B)(D) |
|
|
400 |
|
|
|
399 |
|
UBS MTN |
|
|
|
|
|
|
|
|
0.410%, U.S. SOFR + 0.360%, 02/09/2024 (B)(D) |
|
|
250 |
|
|
|
250 |
|
UBS AG/London |
|
|
|
|
|
|
|
|
0.700%, 08/09/2024 (D) |
|
|
300 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,460 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.4% |
|
|
|
|
AmerisourceBergen |
|
|
|
|
|
|
|
|
0.737%, 03/15/2023 |
|
|
340 |
|
|
|
337 |
|
AstraZeneca |
|
|
|
|
|
|
|
|
0.300%, 05/26/2023 |
|
|
225 |
|
|
|
222 |
|
Baxter International |
|
|
|
|
|
|
|
|
0.490%, SOFRINDX + 0.440%, 11/29/2024 (B)(D) |
|
|
275 |
|
|
|
274 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
0.537%, 11/13/2023 |
|
|
250 |
|
|
|
246 |
|
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (D) |
|
|
462 |
|
|
|
453 |
|
Humana |
|
|
|
|
|
|
|
|
0.650%, 08/03/2023 |
|
|
315 |
|
|
|
310 |
|
Illumina |
|
|
|
|
|
|
|
|
0.550%, 03/23/2023 |
|
|
225 |
|
|
|
223 |
|
PerkinElmer |
|
|
|
|
|
|
|
|
0.550%, 09/15/2023 |
|
|
425 |
|
|
|
418 |
|
Royalty Pharma PLC |
|
|
|
|
|
|
|
|
0.750%, 09/02/2023 |
|
|
450 |
|
|
|
442 |
|
Stryker |
|
|
|
|
|
|
|
|
0.600%, 12/01/2023 |
|
|
160 |
|
|
|
156 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
0.579%, U.S. SOFR + 0.530%, 10/18/2024 (B) |
|
|
235 |
|
|
|
235 |
|
Viatris |
|
|
|
|
|
|
|
|
1.125%, 06/22/2022 |
|
|
250 |
|
|
|
250 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,566 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.4% |
|
|
|
|
Artera Services LLC |
|
|
|
|
|
|
|
|
9.033%, 12/04/2025 (D) |
|
|
700 |
|
|
|
702 |
|
Boeing |
|
|
|
|
|
|
|
|
2.700%, 05/01/2022 |
|
|
300 |
|
|
|
301 |
|
1.167%, 02/04/2023 |
|
|
325 |
|
|
|
323 |
|
Carlisle |
|
|
|
|
|
|
|
|
0.550%, 09/01/2023 |
|
|
105 |
|
|
|
103 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (D) |
|
|
710 |
|
|
|
640 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
DAE Funding LLC MTN |
|
|
|
|
|
|
|
|
1.550%, 08/01/2024 (D) |
|
$ |
205 |
|
|
$ |
197 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
0.951%, ICE LIBOR USD 3 Month + 0.750%, 03/10/2023 (B) |
|
|
350 |
|
|
|
351 |
|
TK Elevator Holdco GmbH |
|
|
|
|
|
|
|
|
7.625%, 07/15/2028 (D) |
|
|
460 |
|
|
|
468 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,085 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.6% |
|
|
|
|
Ahead DB Holdings LLC |
|
|
|
|
|
|
|
|
6.625%, 05/01/2028 (D) |
|
|
288 |
|
|
|
271 |
|
Diebold Nixdorf |
|
|
|
|
|
|
|
|
9.375%, 07/15/2025 (D) |
|
|
1,083 |
|
|
|
1,121 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
0.375%, 03/01/2023 |
|
|
275 |
|
|
|
271 |
|
II-VI |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (D) |
|
|
561 |
|
|
|
560 |
|
Microchip Technology |
|
|
|
|
|
|
|
|
0.972%, 02/15/2024 |
|
|
205 |
|
|
|
200 |
|
Paysafe Finance |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (D) |
|
|
720 |
|
|
|
627 |
|
Qorvo |
|
|
|
|
|
|
|
|
1.750%, 12/15/2024 (D) |
|
|
220 |
|
|
|
213 |
|
Skyworks Solutions |
|
|
|
|
|
|
|
|
0.900%, 06/01/2023 |
|
|
480 |
|
|
|
474 |
|
SYNNEX |
|
|
|
|
|
|
|
|
1.250%, 08/09/2024 (D) |
|
|
475 |
|
|
|
461 |
|
VMware |
|
|
|
|
|
|
|
|
0.600%, 08/15/2023 |
|
|
275 |
|
|
|
270 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,468 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.5% |
|
|
|
|
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
7.500%, 09/30/2029 (D) |
|
|
282 |
|
|
|
257 |
|
5.250%, 09/30/2028 (D) |
|
|
82 |
|
|
|
79 |
|
Chemours |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (D) |
|
|
640 |
|
|
|
593 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
0.697%, 09/15/2022 (D) |
|
|
105 |
|
|
|
105 |
|
Kobe US Midco 2 |
|
|
|
|
|
|
|
|
9.250%cash/0% PIK, 11/01/2026 (D) |
|
|
816 |
|
|
|
820 |
|
Martin Marietta Materials |
|
|
|
|
|
|
|
|
0.650%, 07/15/2023 |
|
|
140 |
|
|
|
138 |
|
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (D) |
|
|
658 |
|
|
|
619 |
|
4.875%, 05/01/2028 (D) |
|
|
565 |
|
|
|
535 |
|
Venator Finance Sarl |
|
|
|
|
|
|
|
|
9.500%, 07/01/2025 (D) |
|
|
324 |
|
|
|
348 |
|
5.750%, 07/15/2025 (D) |
|
|
536 |
|
|
|
482 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,976 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Real Estate — 0.1% |
|
|
|
|
Iron Mountain Information Management Services |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032 (D) |
|
$ |
405 |
|
|
$ |
385 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.8% |
|
|
|
|
Atmos Energy |
|
|
|
|
|
|
|
|
0.625%, 03/09/2023 |
|
|
300 |
|
|
|
297 |
|
CenterPoint Energy |
|
|
|
|
|
|
|
|
0.700%, SOFRINDX + 0.650%, 05/13/2024 (B) |
|
|
225 |
|
|
|
225 |
|
CenterPoint Energy Resources |
|
|
|
|
|
|
|
|
1.004%, ICE LIBOR USD 3 Month + 0.500%, 03/02/2023 (B) |
|
|
282 |
|
|
|
282 |
|
Cleco Power LLC |
|
|
|
|
|
|
|
|
0.703%, ICE LIBOR USD 3 Month + 0.500%, 06/15/2023 (B)(D) |
|
|
475 |
|
|
|
475 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
2.450%, 01/15/2023 (D) |
|
|
250 |
|
|
|
251 |
|
Duke Energy |
|
|
|
|
|
|
|
|
0.299%, U.S. SOFR + 0.250%, 06/10/2023 (B) |
|
|
250 |
|
|
|
249 |
|
Edison International |
|
|
|
|
|
|
|
|
3.125%, 11/15/2022 |
|
|
2,000 |
|
|
|
2,018 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
0.300%, SOFRINDX + 0.250%, 05/10/2023 (B) |
|
|
350 |
|
|
|
350 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
0.350%, U.S. SOFR + 0.300%, 06/28/2024 (B) |
|
|
195 |
|
|
|
193 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
0.750%, ICE LIBOR USD 3 Month + 0.270%, 02/22/2023 (B) |
|
|
400 |
|
|
|
399 |
|
ONE Gas |
|
|
|
|
|
|
|
|
0.811%, ICE LIBOR USD 3 Month + 0.610%, 03/11/2023 (B) |
|
|
198 |
|
|
|
198 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
3.250%, 02/16/2024 |
|
|
200 |
|
|
|
201 |
|
1.700%, 11/15/2023 |
|
|
125 |
|
|
|
123 |
|
1.200%, SOFRINDX + 1.150%, 11/14/2022 (B) |
|
|
340 |
|
|
|
340 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
0.379%, U.S. SOFR + 0.330%, 06/24/2024 (B) |
|
|
425 |
|
|
|
423 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
0.841%, 11/08/2023 |
|
|
255 |
|
|
|
252 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,276 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $58,837) ($ Thousands) |
|
|
|
|
|
|
57,407 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATION — 0.2% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
0.634%, 01/26/2023 (F) |
|
$ |
1,075 |
|
|
$ |
1,066 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $1,069) ($ Thousands) |
|
|
1,066 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.1% |
California — 0.0% |
|
|
|
|
University of California, Ser BF, RB |
|
|
|
|
|
|
|
|
0.455%, 05/15/2022 |
|
|
30 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.0% |
|
|
|
|
Chicago, Transit Authority, Ser B, RB |
|
|
|
|
|
|
|
|
1.838%, 12/01/2023 |
|
|
110 |
|
|
|
110 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.1% |
|
|
|
|
Central Texas, Turnpike System, Ser B, RB |
|
|
|
|
|
|
|
|
1.980%, 08/15/2042 (B) |
|
|
190 |
|
|
|
191 |
|
Houston, Texas Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
0.883%, 07/01/2022 |
|
|
45 |
|
|
|
45 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
236 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $375) ($ Thousands) |
|
|
|
|
|
|
376 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 5.1% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
38,145,818 |
|
|
|
38,146 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $38,146) ($ Thousands) |
|
|
|
|
|
|
38,146 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.7% |
|
|
|
|
|
|
|
|
(Cost $754,524) ($ Thousands) |
|
$ |
747,152 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Concluded)
A list of the open future contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Notes |
|
|
(181 |
) |
|
|
Jul-2022 |
|
|
$ |
(38,838 |
) |
|
$ |
(38,956 |
) |
|
$ |
(118 |
) |
U.S. 5-Year Treasury Notes |
|
|
(5 |
) |
|
|
Jul-2022 |
|
|
|
(589 |
) |
|
|
(591 |
) |
|
|
(2 |
) |
U.S. 10-Year Treasury Notes |
|
|
(13 |
) |
|
|
Jun-2022 |
|
|
|
(1,641 |
) |
|
|
(1,657 |
) |
|
|
(16 |
) |
U.S. Long Treasury Bond |
|
|
(1 |
) |
|
|
Jun-2022 |
|
|
|
(154 |
) |
|
|
(157 |
) |
|
|
(3 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(41,222 |
) |
|
$ |
(41,361 |
) |
|
$ |
(139 |
) |
|
Percentages are based on Net Assets of $741,804 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
Unsettled bank loan. Interest rate may not be available. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
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 February 28, 2022, the value of these securities amounted to $349,251 ($ Thousands), representing 47.1% of the Net Assets of the Fund. |
(E) |
No interest rate available. |
(F) |
Interest rate represents the security's effective yield at the time of purchase. |
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 |
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 |
REMIC — Real Estate Mortgage Investment Conduit |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
STACR — Structured Agency Credit Risk |
USD — U.S. Dollar |
The following is a summary of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Loan Participations |
|
|
– |
|
|
|
229,819 |
|
|
|
16,001 |
|
|
|
245,820 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
243,345 |
|
|
|
– |
|
|
|
243,345 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
160,992 |
|
|
|
– |
|
|
|
160,992 |
|
Corporate Obligations |
|
|
– |
|
|
|
57,407 |
|
|
|
– |
|
|
|
57,407 |
|
U.S. Treasury Obligation |
|
|
– |
|
|
|
1,066 |
|
|
|
– |
|
|
|
1,066 |
|
Municipal Bonds |
|
|
– |
|
|
|
376 |
|
|
|
– |
|
|
|
376 |
|
Cash Equivalent |
|
|
38,146 |
|
|
|
– |
|
|
|
– |
|
|
|
38,146 |
|
Total Investments in Securities |
|
|
38,146 |
|
|
|
693,005 |
|
|
|
16,001 |
|
|
|
747,152 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(139 |
) |
|
|
– |
|
|
|
– |
|
|
|
(139 |
) |
Total Other Financial Instruments |
|
|
(139 |
) |
|
|
– |
|
|
|
– |
|
|
|
(139 |
) |
* Future contracts are valued at the unrealized 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 |
|
|
12 |
|
Realized gain/(loss) |
|
|
285 |
|
Change in unrealized appreciation/(depreciation) |
|
|
(73 |
) |
Purchases |
|
|
5,137 |
|
Sales |
|
|
(11,834 |
) |
Net transfer into Level 3 |
|
|
1,390 |
|
Net transfer out of Level 3 |
|
|
— |
|
Ending Balance as of February 28, 2022 |
|
$ |
16,001 |
|
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date |
|
$ |
37 |
|
For the period ended February 28, 2022, there were transfers into Level 3. The transfers were due to changes in the availability of observable inputs used to determine fair value.
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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Opportunistic Income Fund (Continued)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
84,979 |
|
|
$ |
392,142 |
|
|
$ |
(438,975 |
) |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
38,146 |
|
|
|
38,145,818 |
|
|
$ |
2 |
|
|
$ |
- |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 35.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
0.617%, 08/25/2022 (A) |
|
$ |
40,400 |
|
|
$ |
40,271 |
|
0.366%, 07/28/2022 (A) |
|
|
81,570 |
|
|
|
81,378 |
|
0.347%, 07/14/2022 (A) |
|
|
6,910 |
|
|
|
6,896 |
|
0.346%, 07/21/2022 (A) |
|
|
110,385 |
|
|
|
110,150 |
|
0.121%, 06/16/2022 (A) |
|
|
8,465 |
|
|
|
8,455 |
|
0.120%, 06/09/2022 (A) |
|
|
19,370 |
|
|
|
19,350 |
|
0.075%, 09/08/2022 (A) |
|
|
22,310 |
|
|
|
22,233 |
|
0.064%, 08/11/2022 (A) |
|
|
5,320 |
|
|
|
5,305 |
|
0.050%, 03/17/2022 (A) |
|
|
19,480 |
|
|
|
19,480 |
|
0.037%, 03/03/2022 (A) |
|
|
20,200 |
|
|
|
20,200 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
2.500%, 02/15/2045 |
|
|
4,494 |
|
|
|
4,640 |
|
2.375%, 02/15/2042 |
|
|
28,147 |
|
|
|
28,741 |
|
2.375%, 05/15/2051 |
|
|
6,840 |
|
|
|
7,132 |
|
2.250%, 05/15/2041 |
|
|
42,724 |
|
|
|
42,589 |
|
2.250%, 02/15/2052 |
|
|
39,602 |
|
|
|
40,344 |
|
2.000%, 11/15/2041 |
|
|
212,774 |
|
|
|
203,698 |
|
2.000%, 02/15/2050 |
|
|
7,650 |
|
|
|
7,326 |
|
2.000%, 08/15/2051 |
|
|
55,339 |
|
|
|
53,082 |
|
1.875%, 02/15/2041 |
|
|
5,803 |
|
|
|
5,455 |
|
1.875%, 02/15/2051 |
|
|
32,650 |
|
|
|
30,395 |
|
1.875%, 11/15/2051 |
|
|
109,491 |
|
|
|
102,152 |
|
1.750%, 08/15/2041 |
|
|
106,627 |
|
|
|
97,730 |
|
1.625%, 11/15/2050 |
|
|
26,786 |
|
|
|
23,469 |
|
1.375%, 11/15/2040 |
|
|
47,968 |
|
|
|
41,477 |
|
1.375%, 08/15/2050 |
|
|
91,246 |
|
|
|
75,118 |
|
1.250%, 05/15/2050 |
|
|
42,840 |
|
|
|
34,175 |
|
1.125%, 05/15/2040 |
|
|
29,657 |
|
|
|
24,664 |
|
1.125%, 08/15/2040 |
|
|
36,903 |
|
|
|
30,575 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
0.125%, 02/15/2051 |
|
|
7,733 |
|
|
|
8,314 |
|
0.125%, 02/15/2052 |
|
|
4,303 |
|
|
|
4,656 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
2.125%, 05/15/2025 |
|
|
18,779 |
|
|
|
19,040 |
|
1.875%, 02/28/2027 |
|
|
159,137 |
|
|
|
160,194 |
|
1.875%, 02/28/2029 |
|
|
231,672 |
|
|
|
232,468 |
|
1.875%, 02/15/2032 |
|
|
126,708 |
|
|
|
127,183 |
|
1.750%, 09/30/2022 |
|
|
8,460 |
|
|
|
8,508 |
|
1.750%, 01/31/2029 |
|
|
13,276 |
|
|
|
13,208 |
|
1.625%, 05/15/2031 |
|
|
11,040 |
|
|
|
10,848 |
|
1.500%, 02/29/2024 |
|
|
220,631 |
|
|
|
220,812 |
|
1.500%, 02/15/2025 |
|
|
11,861 |
|
|
|
11,814 |
|
1.500%, 01/31/2027 |
|
|
170,992 |
|
|
|
168,975 |
|
1.375%, 10/31/2028 |
|
|
45,830 |
|
|
|
44,514 |
|
1.375%, 12/31/2028 |
|
|
17,508 |
|
|
|
16,999 |
|
1.375%, 11/15/2031 |
|
|
3,990 |
|
|
|
3,825 |
|
1.250%, 12/31/2026 |
|
|
107,515 |
|
|
|
105,029 |
|
1.250%, 03/31/2028 |
|
|
13,300 |
|
|
|
12,875 |
|
1.250%, 04/30/2028 |
|
|
39,340 |
|
|
|
38,064 |
|
1.250%, 05/31/2028 |
|
|
50,950 |
|
|
|
49,260 |
|
1.250%, 06/30/2028 |
|
|
10,908 |
|
|
|
10,536 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
1.250%, 09/30/2028 |
|
$ |
27,560 |
|
|
$ |
26,567 |
|
1.250%, 08/15/2031 |
|
|
6,300 |
|
|
|
5,982 |
|
1.125%, 01/15/2025 |
|
|
10,911 |
|
|
|
10,757 |
|
1.125%, 10/31/2026 |
|
|
3,390 |
|
|
|
3,294 |
|
1.125%, 08/31/2028 |
|
|
14,760 |
|
|
|
14,126 |
|
1.000%, 12/15/2024 |
|
|
8,098 |
|
|
|
7,962 |
|
1.000%, 07/31/2028 |
|
|
26,369 |
|
|
|
25,056 |
|
0.875%, 01/31/2024 |
|
|
93,558 |
|
|
|
92,546 |
|
0.875%, 06/30/2026 |
|
|
32,111 |
|
|
|
30,946 |
|
0.875%, 09/30/2026 |
|
|
20,460 |
|
|
|
19,669 |
|
0.750%, 12/31/2023 |
|
|
115,484 |
|
|
|
114,040 |
|
0.750%, 11/15/2024 |
|
|
6,040 |
|
|
|
5,901 |
|
0.750%, 04/30/2026 |
|
|
20,150 |
|
|
|
19,345 |
|
0.750%, 05/31/2026 |
|
|
49,088 |
|
|
|
47,086 |
|
0.750%, 01/31/2028 |
|
|
44,820 |
|
|
|
42,175 |
|
0.500%, 08/31/2027 |
|
|
17,957 |
|
|
|
16,755 |
|
0.500%, 10/31/2027 |
|
|
5,697 |
|
|
|
5,302 |
|
0.375%, 10/31/2023 |
|
|
18,898 |
|
|
|
18,576 |
|
0.375%, 04/15/2024 |
|
|
16,028 |
|
|
|
15,647 |
|
0.375%, 11/30/2025 |
|
|
49,820 |
|
|
|
47,387 |
|
0.375%, 12/31/2025 |
|
|
20,482 |
|
|
|
19,464 |
|
0.375%, 01/31/2026 |
|
|
21,625 |
|
|
|
20,512 |
|
0.250%, 11/15/2023 |
|
|
170 |
|
|
|
167 |
|
0.250%, 05/15/2024 |
|
|
22,956 |
|
|
|
22,318 |
|
0.250%, 06/15/2024 |
|
|
17,143 |
|
|
|
16,642 |
|
0.250%, 05/31/2025 |
|
|
40 |
|
|
|
38 |
|
0.250%, 06/30/2025 |
|
|
480 |
|
|
|
458 |
|
0.250%, 08/31/2025 |
|
|
12,255 |
|
|
|
11,647 |
|
0.250%, 09/30/2025 |
|
|
35,231 |
|
|
|
33,439 |
|
0.250%, 10/31/2025 |
|
|
24,945 |
|
|
|
23,644 |
|
0.125%, 05/31/2022 |
|
|
6,424 |
|
|
|
6,418 |
|
0.125%, 09/30/2022 |
|
|
11,550 |
|
|
|
11,507 |
|
0.125%, 12/31/2022 |
|
|
32,255 |
|
|
|
32,021 |
|
0.125%, 03/31/2023 |
|
|
34,556 |
|
|
|
34,174 |
|
0.125%, 04/30/2023 |
|
|
54,735 |
|
|
|
54,055 |
|
0.125%, 08/31/2023 |
|
|
811 |
|
|
|
797 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $3,371,475) ($ Thousands) |
|
|
3,310,022 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 31.6% |
Agency Mortgage-Backed Obligations — 25.9% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
7.500%, 08/01/2030 to 12/01/2036 |
|
|
214 |
|
|
|
236 |
|
7.000%, 05/01/2024 to 03/01/2039 |
|
|
67 |
|
|
|
74 |
|
6.500%, 10/01/2031 to 09/01/2039 |
|
|
470 |
|
|
|
516 |
|
6.000%, 01/01/2028 to 08/01/2038 |
|
|
315 |
|
|
|
347 |
|
5.500%, 02/01/2035 to 12/01/2038 |
|
|
1,352 |
|
|
|
1,518 |
|
5.000%, 08/01/2033 to 03/01/2049 |
|
|
7,397 |
|
|
|
8,137 |
|
4.500%, 11/01/2025 to 06/01/2050 |
|
|
8,257 |
|
|
|
8,902 |
|
4.000%, 01/01/2035 to 10/01/2051 |
|
|
34,188 |
|
|
|
36,371 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
3.500%, 03/01/2033 to 02/01/2052 |
|
$ |
93,994 |
|
|
$ |
98,005 |
|
3.000%, 03/01/2031 to 03/01/2052 |
|
|
116,087 |
|
|
|
118,147 |
|
2.500%, 10/01/2031 to 02/01/2052 |
|
|
52,387 |
|
|
|
52,167 |
|
2.000%, 09/01/2040 to 02/01/2052 |
|
|
52,236 |
|
|
|
50,511 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
3.092%, ICE LIBOR USD 12 Month + 1.623%, 02/01/2050(B) |
|
|
1,066 |
|
|
|
1,089 |
|
3.013%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(B) |
|
|
3,660 |
|
|
|
3,739 |
|
2.873%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(B) |
|
|
1,319 |
|
|
|
1,352 |
|
2.810%, ICE LIBOR USD 12 Month + 1.641%, 05/01/2049(B) |
|
|
938 |
|
|
|
956 |
|
2.617%, ICE LIBOR USD 12 Month + 2.330%, 05/01/2036(B) |
|
|
28 |
|
|
|
30 |
|
2.251%, ICE LIBOR USD 12 Month + 1.925%, 12/01/2036(B) |
|
|
48 |
|
|
|
50 |
|
2.100%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.285%, 03/01/2047(B) |
|
|
596 |
|
|
|
601 |
|
1.845%, ICE LIBOR USD 12 Month + 1.595%, 10/01/2036(B) |
|
|
11 |
|
|
|
11 |
|
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO |
|
|
|
|
|
|
|
|
1.666%, 08/27/2028(B) |
|
|
2,000 |
|
|
|
186 |
|
FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2 |
|
|
|
|
|
|
|
|
1.878%, 01/25/2031 |
|
|
975 |
|
|
|
953 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KSG2, Cl A2 |
|
|
|
|
|
|
|
|
2.091%, 11/25/2031(B) |
|
|
1,395 |
|
|
|
1,357 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1519, Cl X1, IO |
|
|
|
|
|
|
|
|
0.609%, 12/25/2035(B) |
|
|
16,207 |
|
|
|
1,003 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO |
|
|
|
|
|
|
|
|
0.070%, 05/25/2023(B) |
|
|
57,087 |
|
|
|
69 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2 |
|
|
|
|
|
|
|
|
3.329%, 05/25/2025(B) |
|
|
605 |
|
|
|
629 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K091, Cl X1, IO |
|
|
|
|
|
|
|
|
0.559%, 03/25/2029(B) |
|
|
3,922 |
|
|
|
142 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K093, Cl X1, IO |
|
|
|
|
|
|
|
|
0.952%, 05/25/2029(B) |
|
|
3,979 |
|
|
|
237 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.147%, 06/25/2029(B) |
|
|
4,850 |
|
|
|
377 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO |
|
|
|
|
|
|
|
|
0.880%, 06/25/2029(B) |
|
|
2,991 |
|
|
|
169 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.239%, 06/25/2029(B) |
|
$ |
700 |
|
|
$ |
58 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K101, Cl X1, IO |
|
|
|
|
|
|
|
|
0.835%, 10/25/2029(B) |
|
|
1,294 |
|
|
|
72 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K157, Cl A3 |
|
|
|
|
|
|
|
|
3.990%, 08/25/2033(B) |
|
|
4,400 |
|
|
|
4,901 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K726, Cl X1, IO |
|
|
|
|
|
|
|
|
0.895%, 04/25/2024(B) |
|
|
10,526 |
|
|
|
167 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO |
|
|
|
|
|
|
|
|
1.306%, 07/25/2026(B) |
|
|
1,025 |
|
|
|
47 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |
|
|
|
|
|
|
|
|
0.636%, 10/25/2026(B) |
|
|
8,436 |
|
|
|
210 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO |
|
|
|
|
|
|
|
|
0.572%, 12/25/2027(B) |
|
|
2,998 |
|
|
|
89 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO |
|
|
|
|
|
|
|
|
0.779%, 03/25/2028(B) |
|
|
6,198 |
|
|
|
225 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO |
|
|
|
|
|
|
|
|
1.205%, 06/25/2027(B) |
|
|
1,571 |
|
|
|
64 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4 |
|
|
|
|
|
|
|
|
2.854%, 01/25/2031 |
|
|
1,115 |
|
|
|
1,153 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX |
|
|
|
|
|
|
|
|
3.000%, 06/25/2027 |
|
|
2,210 |
|
|
|
2,245 |
|
FHLMC Multifamily WI Certificates, Ser K141, Cl A2 |
|
|
|
|
|
|
|
|
2.250%, 05/25/2032 |
|
|
1,010 |
|
|
|
990 |
|
FHLMC REMIC CMO, Ser 1999-2174, Cl PN |
|
|
|
|
|
|
|
|
6.000%, 07/15/2029 |
|
|
7 |
|
|
|
8 |
|
FHLMC REMIC CMO, Ser 2001-2312, Cl Z |
|
|
|
|
|
|
|
|
6.500%, 05/15/2031 |
|
|
75 |
|
|
|
82 |
|
FHLMC REMIC CMO, Ser 2002-2399, Cl XG |
|
|
|
|
|
|
|
|
6.500%, 01/15/2032 |
|
|
22 |
|
|
|
24 |
|
FHLMC REMIC CMO, Ser 2003-2671, Cl S |
|
|
|
|
|
|
|
|
14.408%, 09/15/2033(B) |
|
|
33 |
|
|
|
40 |
|
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 |
|
|
62 |
|
|
|
65 |
|
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
|
|
|
|
|
|
|
|
5.000%, 01/15/2034 |
|
|
140 |
|
|
|
152 |
|
FHLMC REMIC CMO, Ser 2006-R007, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 05/15/2036 |
|
|
612 |
|
|
|
690 |
|
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/15/2037(C) |
|
|
3 |
|
|
|
3 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2008-3451, Cl SB, IO |
|
|
|
|
|
|
|
|
5.839%, 05/15/2038(B) |
|
$ |
83 |
|
|
$ |
9 |
|
FHLMC REMIC CMO, Ser 2009-3546, Cl A |
|
|
|
|
|
|
|
|
1.645%, 02/15/2039(B) |
|
|
44 |
|
|
|
45 |
|
FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO |
|
|
|
|
|
|
|
|
6.039%, 01/15/2040(B) |
|
|
63 |
|
|
|
10 |
|
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO |
|
|
|
|
|
|
|
|
5.759%, 05/15/2041(B) |
|
|
368 |
|
|
|
49 |
|
FHLMC REMIC CMO, Ser 2012-4010, Cl KM |
|
|
|
|
|
|
|
|
3.000%, 01/15/2042 |
|
|
312 |
|
|
|
319 |
|
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO |
|
|
|
|
|
|
|
|
6.419%, 04/15/2042(B) |
|
|
34 |
|
|
|
6 |
|
FHLMC REMIC CMO, Ser 2012-4102, Cl TC |
|
|
|
|
|
|
|
|
2.500%, 09/15/2041 |
|
|
1,445 |
|
|
|
1,458 |
|
FHLMC REMIC CMO, Ser 2012-4119, Cl IN, IO |
|
|
|
|
|
|
|
|
3.500%, 10/15/2032 |
|
|
275 |
|
|
|
28 |
|
FHLMC REMIC CMO, Ser 2013-4161, Cl BA |
|
|
|
|
|
|
|
|
2.500%, 12/15/2041 |
|
|
3,345 |
|
|
|
3,365 |
|
FHLMC REMIC CMO, Ser 2013-4194, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/15/2043 |
|
|
168 |
|
|
|
24 |
|
FHLMC REMIC CMO, Ser 2013-4205, Cl PA |
|
|
|
|
|
|
|
|
1.750%, 05/15/2043 |
|
|
676 |
|
|
|
667 |
|
FHLMC REMIC CMO, Ser 2013-4210, Cl Z |
|
|
|
|
|
|
|
|
3.000%, 05/15/2043 |
|
|
488 |
|
|
|
488 |
|
FHLMC REMIC CMO, Ser 2013-4227, Cl VA |
|
|
|
|
|
|
|
|
3.500%, 10/15/2037 |
|
|
569 |
|
|
|
574 |
|
FHLMC REMIC CMO, Ser 2014-4368, Cl CA |
|
|
|
|
|
|
|
|
3.750%, 11/15/2036 |
|
|
144 |
|
|
|
146 |
|
FHLMC REMIC CMO, Ser 2015-4426, Cl QC |
|
|
|
|
|
|
|
|
1.750%, 07/15/2037 |
|
|
1,176 |
|
|
|
1,164 |
|
FHLMC REMIC CMO, Ser 2015-4479, Cl HA |
|
|
|
|
|
|
|
|
3.750%, 05/15/2039 |
|
|
548 |
|
|
|
556 |
|
FHLMC REMIC CMO, Ser 2017-4705, Cl A |
|
|
|
|
|
|
|
|
4.500%, 09/15/2042 |
|
|
94 |
|
|
|
94 |
|
FHLMC REMIC CMO, Ser 2017-4742, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 10/15/2047 |
|
|
1,736 |
|
|
|
1,777 |
|
FHLMC REMIC CMO, Ser 2018-4763, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 09/15/2038 |
|
|
362 |
|
|
|
371 |
|
FHLMC REMIC CMO, Ser 2018-4767, Cl KA |
|
|
|
|
|
|
|
|
3.000%, 03/15/2048 |
|
|
813 |
|
|
|
833 |
|
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ |
|
|
|
|
|
|
|
|
3.000%, 08/15/2048 |
|
|
345 |
|
|
|
348 |
|
FHLMC REMIC CMO, Ser 2018-4846, Cl PF |
|
|
|
|
|
|
|
|
0.541%, ICE LIBOR USD 1 Month + 0.350%, 12/15/2048(B) |
|
|
180 |
|
|
|
179 |
|
FHLMC REMIC CMO, Ser 2019-4879, Cl BC |
|
|
|
|
|
|
|
|
3.000%, 04/15/2049 |
|
|
163 |
|
|
|
164 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2019-4880, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2050 |
|
$ |
1,462 |
|
|
$ |
1,507 |
|
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 07/25/2050 |
|
|
2,313 |
|
|
|
363 |
|
FHLMC REMIC CMO, Ser 2020-5010, Cl IK, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
446 |
|
|
|
62 |
|
FHLMC REMIC CMO, Ser 2020-5010, Cl JI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
1,223 |
|
|
|
195 |
|
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
8,395 |
|
|
|
1,298 |
|
FHLMC REMIC CMO, Ser 2020-5013, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
548 |
|
|
|
89 |
|
FHLMC REMIC CMO, Ser 2020-5018, Cl IH, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2050 |
|
|
2,892 |
|
|
|
491 |
|
FHLMC REMIC CMO, Ser 2020-5018, Cl MI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
912 |
|
|
|
122 |
|
FHLMC REMIC CMO, Ser 2020-5018, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/25/2050 |
|
|
4,984 |
|
|
|
853 |
|
FHLMC REMIC CMO, Ser 2020-5038, Cl IJ, IO |
|
|
|
|
|
|
|
|
4.000%, 11/25/2050 |
|
|
7,098 |
|
|
|
1,229 |
|
FHLMC REMIC CMO, Ser 2020-5040, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 11/25/2050 |
|
|
330 |
|
|
|
44 |
|
FHLMC REMIC CMO, Ser 2020-5059, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
1,494 |
|
|
|
246 |
|
FHLMC REMIC CMO, Ser 2021-5069, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
617 |
|
|
|
90 |
|
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2051 |
|
|
7,075 |
|
|
|
1,132 |
|
FHLMC REMIC CMO, Ser 2021-5091, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 03/25/2051 |
|
|
3,187 |
|
|
|
3,090 |
|
FHLMC REMIC CMO, Ser 2021-5119, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 08/25/2049 |
|
|
1,573 |
|
|
|
1,501 |
|
FHLMC REMIC CMO, Ser 2021-5140, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
1,758 |
|
|
|
256 |
|
FHLMC REMIC, Ser 1520, Cl X1, IO |
|
|
|
|
|
|
|
|
0.472%, 02/25/2036(B) |
|
|
4,995 |
|
|
|
251 |
|
FHLMC STRIPS CMO, Ser 2012-264, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 07/15/2042 |
|
|
1,991 |
|
|
|
2,016 |
|
FHLMC STRIPS CMO, Ser 2012-271, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
998 |
|
|
|
1,023 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO |
|
|
|
|
|
|
|
|
5.809%, 12/15/2046(B) |
|
$ |
577 |
|
|
$ |
91 |
|
FHLMC STRIPS CMO, Ser 2017-356, Cl 300 |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
2,894 |
|
|
|
2,992 |
|
FNMA |
|
|
|
|
|
|
|
|
8.000%, 05/01/2023 to 06/01/2031 |
|
|
17 |
|
|
|
20 |
|
7.500%, 02/01/2031 to 11/01/2038 |
|
|
103 |
|
|
|
113 |
|
7.000%, 09/01/2026 to 02/01/2039 |
|
|
645 |
|
|
|
728 |
|
6.500%, 12/01/2022 to 10/01/2037 |
|
|
282 |
|
|
|
307 |
|
6.000%, 02/01/2032 to 07/01/2041 |
|
|
2,021 |
|
|
|
2,287 |
|
5.500%, 12/01/2033 to 06/01/2049 |
|
|
8,064 |
|
|
|
8,968 |
|
5.000%, 07/01/2033 to 11/01/2049 |
|
|
21,639 |
|
|
|
23,934 |
|
4.500%, 08/01/2023 to 01/01/2059 |
|
|
51,621 |
|
|
|
55,607 |
|
4.200%, 01/01/2029 |
|
|
1,665 |
|
|
|
1,802 |
|
4.000%, 09/01/2033 to 08/01/2059 |
|
|
80,594 |
|
|
|
85,342 |
|
3.820%, 07/01/2027 |
|
|
246 |
|
|
|
258 |
|
3.790%, 12/01/2025 |
|
|
3,185 |
|
|
|
3,288 |
|
3.734%, 02/01/2048(B) |
|
|
493 |
|
|
|
538 |
|
3.500%, 07/01/2031 to 02/01/2052 |
|
|
103,781 |
|
|
|
108,123 |
|
3.380%, 05/01/2028 |
|
|
113 |
|
|
|
115 |
|
3.310%, 03/01/2028 |
|
|
1,905 |
|
|
|
1,983 |
|
3.160%, 05/01/2029 |
|
|
318 |
|
|
|
336 |
|
3.080%, 01/01/2028 |
|
|
160 |
|
|
|
167 |
|
3.020%, 06/01/2024 to 05/01/2026 |
|
|
3,400 |
|
|
|
3,426 |
|
3.000%, 05/01/2029 to 07/01/2060 |
|
|
203,178 |
|
|
|
207,275 |
|
2.810%, 04/01/2025 |
|
|
250 |
|
|
|
257 |
|
2.790%, 08/01/2029 |
|
|
600 |
|
|
|
624 |
|
2.710%, 04/01/2023(B) |
|
|
93 |
|
|
|
94 |
|
2.500%, 03/01/2035 to 03/01/2052 |
|
|
161,598 |
|
|
|
160,952 |
|
2.455%, 04/01/2040 |
|
|
3,020 |
|
|
|
2,805 |
|
2.260%, 04/01/2030 |
|
|
1,060 |
|
|
|
1,064 |
|
2.000%, 08/01/2040 to 02/01/2052 |
|
|
70,970 |
|
|
|
68,607 |
|
1.850%, 09/01/2035 |
|
|
1,194 |
|
|
|
1,157 |
|
1.500%, 12/01/2035 to 03/01/2036 |
|
|
446 |
|
|
|
435 |
|
FNMA ACES, Ser 2014-M3, Cl X2, IO |
|
|
|
|
|
|
|
|
0.031%, 01/25/2024(B) |
|
|
16,038 |
|
|
|
36 |
|
FNMA ACES, Ser 2015-M8, Cl X2, IO |
|
|
|
|
|
|
|
|
0.070%, 01/25/2025(B) |
|
|
66,241 |
|
|
|
160 |
|
FNMA ACES, Ser 2016-M11, Cl AL |
|
|
|
|
|
|
|
|
2.944%, 07/25/2039 |
|
|
212 |
|
|
|
211 |
|
FNMA ACES, Ser 2017-M7, Cl A2 |
|
|
|
|
|
|
|
|
2.961%, 02/25/2027(B) |
|
|
681 |
|
|
|
701 |
|
FNMA ACES, Ser 2017-M8, Cl A2 |
|
|
|
|
|
|
|
|
3.061%, 05/25/2027(B) |
|
|
195 |
|
|
|
203 |
|
FNMA ACES, Ser 2018-M15, Cl 1A2 |
|
|
|
|
|
|
|
|
3.700%, 01/25/2036 |
|
|
600 |
|
|
|
662 |
|
FNMA ACES, Ser 2019-M28, Cl AV |
|
|
|
|
|
|
|
|
2.232%, 02/25/2027 |
|
|
482 |
|
|
|
485 |
|
FNMA ACES, Ser 2019-M4, Cl A2 |
|
|
|
|
|
|
|
|
3.610%, 02/25/2031 |
|
|
330 |
|
|
|
361 |
|
FNMA ACES, Ser 2019-M5, Cl A2 |
|
|
|
|
|
|
|
|
3.273%, 02/25/2029 |
|
|
560 |
|
|
|
597 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA ACES, Ser 2020-M6, Cl A |
|
|
|
|
|
|
|
|
2.500%, 10/25/2037 |
|
$ |
183 |
|
|
$ |
186 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
2.435%, ICE LIBOR USD 12 Month + 1.584%, 01/01/2046(B) |
|
|
2,017 |
|
|
|
2,084 |
|
2.292%, ICE LIBOR USD 12 Month + 1.578%, 06/01/2045(B) |
|
|
651 |
|
|
|
672 |
|
1.782%, ICE LIBOR USD 12 Month + 1.532%, 12/01/2035(B) |
|
|
15 |
|
|
|
15 |
|
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO |
|
|
|
|
|
|
|
|
7.000%, 01/25/2032 |
|
|
123 |
|
|
|
17 |
|
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO |
|
|
|
|
|
|
|
|
6.500%, 02/25/2033 |
|
|
163 |
|
|
|
28 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C2, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2027 |
|
|
475 |
|
|
|
23 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C17, IO |
|
|
|
|
|
|
|
|
4.000%, 11/25/2041 |
|
|
399 |
|
|
|
67 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C1, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2026 |
|
|
587 |
|
|
|
25 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C22, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2039 |
|
|
415 |
|
|
|
62 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C13, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2041 |
|
|
336 |
|
|
|
34 |
|
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2042 |
|
|
1,418 |
|
|
|
1,436 |
|
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2042 |
|
|
1,936 |
|
|
|
2,055 |
|
FNMA Interest STRIPS CMO, Ser 2018-424, Cl C11, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048 |
|
|
3,612 |
|
|
|
620 |
|
FNMA or FHLMC TBA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2051 |
|
|
43,000 |
|
|
|
43,228 |
|
FNMA REMIC CMO, Ser 1992-143, Cl M |
|
|
|
|
|
|
|
|
8.000%, 09/25/2022 |
|
|
3 |
|
|
|
3 |
|
FNMA REMIC CMO, Ser 1992-69, Cl Z |
|
|
|
|
|
|
|
|
8.000%, 05/25/2022 |
|
|
1 |
|
|
|
1 |
|
FNMA REMIC CMO, Ser 1993-149, Cl SH |
|
|
|
|
|
|
|
|
11.500%, 08/25/2023(B) |
|
|
7 |
|
|
|
7 |
|
FNMA REMIC CMO, Ser 1993-99, Cl Z |
|
|
|
|
|
|
|
|
7.000%, 07/25/2023 |
|
|
32 |
|
|
|
33 |
|
FNMA REMIC CMO, Ser 1994-31, Cl ZC |
|
|
|
|
|
|
|
|
6.500%, 02/25/2024 |
|
|
30 |
|
|
|
31 |
|
FNMA REMIC CMO, Ser 1994-63, Cl PK |
|
|
|
|
|
|
|
|
7.000%, 04/25/2024 |
|
|
30 |
|
|
|
31 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 1997-32, Cl PG |
|
|
|
|
|
|
|
|
6.500%, 04/25/2027 |
|
$ |
56 |
|
|
$ |
61 |
|
FNMA REMIC CMO, Ser 1999-11, Cl Z |
|
|
|
|
|
|
|
|
5.500%, 03/25/2029 |
|
|
70 |
|
|
|
72 |
|
FNMA REMIC CMO, Ser 2001-52, Cl YZ |
|
|
|
|
|
|
|
|
6.500%, 10/25/2031 |
|
|
11 |
|
|
|
13 |
|
FNMA REMIC CMO, Ser 2003-124, Cl TS |
|
|
|
|
|
|
|
|
9.800%, 01/25/2034(B) |
|
|
5 |
|
|
|
6 |
|
FNMA REMIC CMO, Ser 2005-29, Cl ZA |
|
|
|
|
|
|
|
|
5.500%, 04/25/2035 |
|
|
228 |
|
|
|
254 |
|
FNMA REMIC CMO, Ser 2005-74, Cl CS |
|
|
|
|
|
|
|
|
19.506%, 05/25/2035(B) |
|
|
35 |
|
|
|
40 |
|
FNMA REMIC CMO, Ser 2006-104, Cl MI, IO |
|
|
|
|
|
|
|
|
6.563%, 11/25/2036(B) |
|
|
280 |
|
|
|
26 |
|
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO |
|
|
|
|
|
|
|
|
7.013%, 01/25/2037(B) |
|
|
246 |
|
|
|
43 |
|
FNMA REMIC CMO, Ser 2006-33, Cl LS |
|
|
|
|
|
|
|
|
29.309%, 05/25/2036(B) |
|
|
41 |
|
|
|
57 |
|
FNMA REMIC CMO, Ser 2006-46, Cl SW |
|
|
|
|
|
|
|
|
23.514%, 06/25/2036(B) |
|
|
32 |
|
|
|
47 |
|
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO |
|
|
|
|
|
|
|
|
6.463%, 03/25/2036(B) |
|
|
36 |
|
|
|
4 |
|
FNMA REMIC CMO, Ser 2007-64, Cl FA |
|
|
|
|
|
|
|
|
0.562%, ICE LIBOR USD 1 Month + 0.470%, 07/25/2037(B) |
|
|
6 |
|
|
|
6 |
|
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
|
|
|
|
|
|
|
|
6.513%, 07/25/2037(B) |
|
|
96 |
|
|
|
18 |
|
FNMA REMIC CMO, Ser 2008-24, Cl NA |
|
|
|
|
|
|
|
|
6.750%, 06/25/2037 |
|
|
10 |
|
|
|
11 |
|
FNMA REMIC CMO, Ser 2009-103, Cl MB |
|
|
|
|
|
|
|
|
1.996%, 12/25/2039(B) |
|
|
56 |
|
|
|
59 |
|
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2037(C) |
|
|
545 |
|
|
|
496 |
|
FNMA REMIC CMO, Ser 2010-123, Cl PM |
|
|
|
|
|
|
|
|
4.000%, 07/25/2040 |
|
|
1,367 |
|
|
|
1,416 |
|
FNMA REMIC CMO, Ser 2010-27, Cl AS, IO |
|
|
|
|
|
|
|
|
6.293%, 04/25/2040(B) |
|
|
412 |
|
|
|
67 |
|
FNMA REMIC CMO, Ser 2011-2, Cl WA |
|
|
|
|
|
|
|
|
5.835%, 02/25/2051(B) |
|
|
59 |
|
|
|
66 |
|
FNMA REMIC CMO, Ser 2011-75, Cl FA |
|
|
|
|
|
|
|
|
0.737%, ICE LIBOR USD 1 Month + 0.550%, 08/25/2041(B) |
|
|
44 |
|
|
|
44 |
|
FNMA REMIC CMO, Ser 2011-96, Cl SA, IO |
|
|
|
|
|
|
|
|
6.363%, 10/25/2041(B) |
|
|
873 |
|
|
|
127 |
|
FNMA REMIC CMO, Ser 2012-133, Cl CS, IO |
|
|
|
|
|
|
|
|
5.963%, 12/25/2042(B) |
|
|
462 |
|
|
|
80 |
|
FNMA REMIC CMO, Ser 2012-134, Cl MS, IO |
|
|
|
|
|
|
|
|
5.963%, 12/25/2042(B) |
|
|
180 |
|
|
|
30 |
|
FNMA REMIC CMO, Ser 2012-151, Cl NX |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
795 |
|
|
|
768 |
|
FNMA REMIC CMO, Ser 2012-28, Cl B |
|
|
|
|
|
|
|
|
6.500%, 06/25/2039 |
|
|
7 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2012-35, Cl SC, IO |
|
|
|
|
|
|
|
|
6.313%, 04/25/2042(B) |
|
$ |
226 |
|
|
$ |
39 |
|
FNMA REMIC CMO, Ser 2012-46, Cl BA |
|
|
|
|
|
|
|
|
6.000%, 05/25/2042 |
|
|
299 |
|
|
|
339 |
|
FNMA REMIC CMO, Ser 2012-70, Cl YS, IO |
|
|
|
|
|
|
|
|
6.463%, 02/25/2041(B) |
|
|
5 |
|
|
|
– |
|
FNMA REMIC CMO, Ser 2012-74, Cl SA, IO |
|
|
|
|
|
|
|
|
6.463%, 03/25/2042(B) |
|
|
383 |
|
|
|
48 |
|
FNMA REMIC CMO, Ser 2012-74, Cl OA, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(C) |
|
|
26 |
|
|
|
25 |
|
FNMA REMIC CMO, Ser 2012-75, Cl AO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(C) |
|
|
53 |
|
|
|
49 |
|
FNMA REMIC CMO, Ser 2012-75, Cl NS, IO |
|
|
|
|
|
|
|
|
6.413%, 07/25/2042(B) |
|
|
87 |
|
|
|
14 |
|
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 10/25/2043(C) |
|
|
668 |
|
|
|
593 |
|
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO |
|
|
|
|
|
|
|
|
0.000%, 10/25/2043(C) |
|
|
1,492 |
|
|
|
1,326 |
|
FNMA REMIC CMO, Ser 2013-11, Cl AP |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
2,780 |
|
|
|
2,709 |
|
FNMA REMIC CMO, Ser 2013-124, Cl SB, IO |
|
|
|
|
|
|
|
|
5.763%, 12/25/2043(B) |
|
|
362 |
|
|
|
62 |
|
FNMA REMIC CMO, Ser 2013-26, Cl HI, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2032 |
|
|
140 |
|
|
|
3 |
|
FNMA REMIC CMO, Ser 2013-43, Cl BP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
884 |
|
|
|
871 |
|
FNMA REMIC CMO, Ser 2013-54, Cl BS, IO |
|
|
|
|
|
|
|
|
5.963%, 06/25/2043(B) |
|
|
219 |
|
|
|
37 |
|
FNMA REMIC CMO, Ser 2013-9, Cl BC |
|
|
|
|
|
|
|
|
6.500%, 07/25/2042 |
|
|
720 |
|
|
|
831 |
|
FNMA REMIC CMO, Ser 2013-9, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 04/25/2042 |
|
|
773 |
|
|
|
854 |
|
FNMA REMIC CMO, Ser 2014-73, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2044 |
|
|
556 |
|
|
|
553 |
|
FNMA REMIC CMO, Ser 2015-84, Cl PA |
|
|
|
|
|
|
|
|
1.700%, 08/25/2033 |
|
|
3,293 |
|
|
|
3,271 |
|
FNMA REMIC CMO, Ser 2016-37, Cl MJ |
|
|
|
|
|
|
|
|
3.500%, 08/25/2043 |
|
|
208 |
|
|
|
212 |
|
FNMA REMIC CMO, Ser 2016-48, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2038 |
|
|
3,221 |
|
|
|
3,218 |
|
FNMA REMIC CMO, Ser 2016-57, Cl PC |
|
|
|
|
|
|
|
|
1.750%, 06/25/2046 |
|
|
4,740 |
|
|
|
4,548 |
|
FNMA REMIC CMO, Ser 2017-13, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2046 |
|
|
972 |
|
|
|
982 |
|
FNMA REMIC CMO, Ser 2017-76, Cl SB, IO |
|
|
|
|
|
|
|
|
5.913%, 10/25/2057(B) |
|
|
1,379 |
|
|
|
259 |
|
FNMA REMIC CMO, Ser 2017-85, Cl SC, IO |
|
|
|
|
|
|
|
|
6.013%, 11/25/2047(B) |
|
|
460 |
|
|
|
77 |
|
FNMA REMIC CMO, Ser 2018-14, Cl KC |
|
|
|
|
|
|
|
|
3.000%, 03/25/2048 |
|
|
1,897 |
|
|
|
1,943 |
|
FNMA REMIC CMO, Ser 2018-15, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 03/25/2048 |
|
|
434 |
|
|
|
448 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2018-38, Cl PA |
|
|
|
|
|
|
|
|
3.500%, 06/25/2047 |
|
$ |
1,032 |
|
|
$ |
1,048 |
|
FNMA REMIC CMO, Ser 2018-43, Cl CT |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
1,427 |
|
|
|
1,453 |
|
FNMA REMIC CMO, Ser 2018-8, Cl KL |
|
|
|
|
|
|
|
|
2.500%, 03/25/2047 |
|
|
942 |
|
|
|
942 |
|
FNMA REMIC CMO, Ser 2018-86, Cl JA |
|
|
|
|
|
|
|
|
4.000%, 05/25/2047 |
|
|
182 |
|
|
|
186 |
|
FNMA REMIC CMO, Ser 2019-1, Cl AB |
|
|
|
|
|
|
|
|
3.500%, 02/25/2049 |
|
|
849 |
|
|
|
873 |
|
FNMA REMIC CMO, Ser 2019-15, Cl AB |
|
|
|
|
|
|
|
|
3.500%, 05/25/2053 |
|
|
3,139 |
|
|
|
3,306 |
|
FNMA REMIC CMO, Ser 2019-25, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2048 |
|
|
2,074 |
|
|
|
2,127 |
|
FNMA REMIC CMO, Ser 2019-35, Cl A |
|
|
|
|
|
|
|
|
3.000%, 07/25/2049 |
|
|
782 |
|
|
|
786 |
|
FNMA REMIC CMO, Ser 2019-45, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2049 |
|
|
573 |
|
|
|
583 |
|
FNMA REMIC CMO, Ser 2019-52, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 09/25/2049 |
|
|
180 |
|
|
|
181 |
|
FNMA REMIC CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
0.687%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(B) |
|
|
2,345 |
|
|
|
2,368 |
|
FNMA REMIC CMO, Ser 2020-101, Cl IA, IO |
|
|
|
|
|
|
|
|
3.500%, 01/25/2051 |
|
|
9,188 |
|
|
|
1,411 |
|
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
1,842 |
|
|
|
269 |
|
FNMA REMIC CMO, Ser 2020-47, Cl GZ |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
724 |
|
|
|
610 |
|
FNMA REMIC CMO, Ser 2020-48, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
1,313 |
|
|
|
1,299 |
|
FNMA REMIC CMO, Ser 2020-48, Cl DA |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
3,903 |
|
|
|
3,861 |
|
FNMA REMIC CMO, Ser 2020-56, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/25/2050 |
|
|
858 |
|
|
|
137 |
|
FNMA REMIC CMO, Ser 2020-57, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/25/2050 |
|
|
794 |
|
|
|
115 |
|
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,620 |
|
|
|
454 |
|
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
4,684 |
|
|
|
830 |
|
FNMA REMIC CMO, Ser 2020-65, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
5,637 |
|
|
|
946 |
|
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
3,208 |
|
|
|
535 |
|
FNMA REMIC CMO, Ser 2020-74, Cl EI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2050 |
|
|
425 |
|
|
|
63 |
|
FNMA REMIC CMO, Ser 2020-84, Cl ID, IO |
|
|
|
|
|
|
|
|
3.500%, 12/25/2050 |
|
|
2,745 |
|
|
|
444 |
|
FNMA REMIC CMO, Ser 2020-89, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2050 |
|
|
2,607 |
|
|
|
371 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2020-97, Cl AI, IO |
|
|
|
|
|
|
|
|
2.000%, 01/25/2051 |
|
$ |
2,535 |
|
|
$ |
364 |
|
FNMA REMIC CMO, Ser 2020-99, Cl IA, IO |
|
|
|
|
|
|
|
|
3.500%, 09/25/2049 |
|
|
1,712 |
|
|
|
297 |
|
FNMA REMIC CMO, Ser 2021-1, Cl IG, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
1,744 |
|
|
|
268 |
|
FNMA REMIC CMO, Ser 2021-27, Cl EC |
|
|
|
|
|
|
|
|
1.500%, 05/25/2051 |
|
|
5,256 |
|
|
|
5,043 |
|
FNMA REMIC CMO, Ser 2021-3, Cl QI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
2,309 |
|
|
|
331 |
|
FNMA REMIC CMO, Ser 2021-3, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
2,240 |
|
|
|
380 |
|
FNMA REMIC CMO, Ser 2021-61, Cl KI, IO |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
1,652 |
|
|
|
233 |
|
FNMA REMIC CMO, Ser 2021-78, Cl ND |
|
|
|
|
|
|
|
|
1.500%, 11/25/2051 |
|
|
3,133 |
|
|
|
3,075 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
3.500%, 04/01/2041 |
|
|
15,100 |
|
|
|
15,516 |
|
3.000%, 05/15/2036 to 04/15/2051 |
|
|
193,513 |
|
|
|
195,258 |
|
2.500%, 03/01/2026 to 04/01/2043 |
|
|
187,605 |
|
|
|
184,764 |
|
GNMA |
|
|
|
|
|
|
|
|
7.000%, 04/15/2026 to 10/15/2032 |
|
|
378 |
|
|
|
403 |
|
6.500%, 01/15/2024 to 07/15/2035 |
|
|
778 |
|
|
|
852 |
|
6.000%, 12/15/2023 to 10/20/2040 |
|
|
2,260 |
|
|
|
2,548 |
|
5.000%, 10/15/2039 to 04/20/2050 |
|
|
13,710 |
|
|
|
14,744 |
|
4.700%, 09/20/2061(B) |
|
|
170 |
|
|
|
177 |
|
4.500%, 01/20/2040 to 12/20/2050 |
|
|
16,418 |
|
|
|
17,554 |
|
4.475%, 01/20/2069(B) |
|
|
33 |
|
|
|
33 |
|
4.000%, 06/20/2047 to 11/20/2050 |
|
|
23,982 |
|
|
|
25,222 |
|
3.630%, 04/20/2063(B) |
|
|
54 |
|
|
|
55 |
|
3.500%, 06/20/2044 to 07/20/2050 |
|
|
22,867 |
|
|
|
23,944 |
|
3.000%, 09/15/2042 to 02/20/2052 |
|
|
33,410 |
|
|
|
34,190 |
|
2.500%, 12/20/2050 to 04/20/2051 |
|
|
7,192 |
|
|
|
7,236 |
|
2.000%, 12/20/2050 to 03/20/2051 |
|
|
3,771 |
|
|
|
3,693 |
|
GNMA ARM |
|
|
|
|
|
|
|
|
1.650%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.440%, 01/20/2060(B) |
|
|
430 |
|
|
|
436 |
|
1.625%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 07/20/2034(B) |
|
|
4 |
|
|
|
4 |
|
GNMA CMO, Ser 2003-60, Cl GS |
|
|
|
|
|
|
|
|
12.207%, 05/16/2033(B) |
|
|
4 |
|
|
|
4 |
|
GNMA CMO, Ser 2005-7, Cl JM |
|
|
|
|
|
|
|
|
16.443%, 05/18/2034(B) |
|
|
1 |
|
|
|
1 |
|
GNMA CMO, Ser 2006-16, Cl GS, IO |
|
|
|
|
|
|
|
|
6.828%, 04/20/2036(B) |
|
|
277 |
|
|
|
41 |
|
GNMA CMO, Ser 2007-78, Cl SA, IO |
|
|
|
|
|
|
|
|
6.404%, 12/16/2037(B) |
|
|
1,902 |
|
|
|
203 |
|
GNMA CMO, Ser 2009-106, Cl KS, IO |
|
|
|
|
|
|
|
|
6.238%, 11/20/2039(B) |
|
|
1,943 |
|
|
|
267 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2009-66, Cl LC |
|
|
|
|
|
|
|
|
6.000%, 08/16/2039 |
|
$ |
1,241 |
|
|
$ |
1,375 |
|
GNMA CMO, Ser 2009-66, Cl XS, IO |
|
|
|
|
|
|
|
|
6.674%, 07/16/2039(B) |
|
|
11 |
|
|
|
1 |
|
GNMA CMO, Ser 2009-8, Cl PS, IO |
|
|
|
|
|
|
|
|
6.174%, 08/16/2038(B) |
|
|
8 |
|
|
|
– |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
6.264%, 01/16/2040(B) |
|
|
2,750 |
|
|
|
463 |
|
GNMA CMO, Ser 2010-4, Cl SL, IO |
|
|
|
|
|
|
|
|
6.274%, 01/16/2040(B) |
|
|
58 |
|
|
|
10 |
|
GNMA CMO, Ser 2010-59, Cl LB |
|
|
|
|
|
|
|
|
4.500%, 10/20/2039 |
|
|
128 |
|
|
|
130 |
|
GNMA CMO, Ser 2010-85, Cl HS, IO |
|
|
|
|
|
|
|
|
6.488%, 01/20/2040(B) |
|
|
60 |
|
|
|
2 |
|
GNMA CMO, Ser 2010-H10, Cl FC |
|
|
|
|
|
|
|
|
1.108%, ICE LIBOR USD 1 Month + 1.000%, 05/20/2060(B) |
|
|
1,394 |
|
|
|
1,408 |
|
GNMA CMO, Ser 2010-H26, Cl LF |
|
|
|
|
|
|
|
|
0.451%, ICE LIBOR USD 1 Month + 0.350%, 08/20/2058(B) |
|
|
2,022 |
|
|
|
2,019 |
|
GNMA CMO, Ser 2011-146, Cl EI, IO |
|
|
|
|
|
|
|
|
5.000%, 11/16/2041 |
|
|
32 |
|
|
|
6 |
|
GNMA CMO, Ser 2011-H09, Cl AF |
|
|
|
|
|
|
|
|
0.601%, ICE LIBOR USD 1 Month + 0.500%, 03/20/2061(B) |
|
|
503 |
|
|
|
504 |
|
GNMA CMO, Ser 2012-124, Cl AS, IO |
|
|
|
|
|
|
|
|
6.074%, 10/16/2042(B) |
|
|
382 |
|
|
|
70 |
|
GNMA CMO, Ser 2012-141, Cl WA |
|
|
|
|
|
|
|
|
4.531%, 11/16/2041(B) |
|
|
338 |
|
|
|
364 |
|
GNMA CMO, Ser 2012-98, Cl SA, IO |
|
|
|
|
|
|
|
|
5.974%, 08/16/2042(B) |
|
|
289 |
|
|
|
51 |
|
GNMA CMO, Ser 2012-H07, Cl KI, IO |
|
|
|
|
|
|
|
|
1.279%, 03/20/2062(B) |
|
|
331 |
|
|
|
12 |
|
GNMA CMO, Ser 2013-H01, Cl TA |
|
|
|
|
|
|
|
|
0.601%, ICE LIBOR USD 1 Month + 0.500%, 01/20/2063(B) |
|
|
8 |
|
|
|
8 |
|
GNMA CMO, Ser 2013-H01, Cl JA |
|
|
|
|
|
|
|
|
0.421%, ICE LIBOR USD 1 Month + 0.320%, 01/20/2063(B) |
|
|
440 |
|
|
|
439 |
|
GNMA CMO, Ser 2014-H04, Cl FB |
|
|
|
|
|
|
|
|
0.751%, ICE LIBOR USD 1 Month + 0.650%, 02/20/2064(B) |
|
|
1,316 |
|
|
|
1,321 |
|
GNMA CMO, Ser 2015-167, Cl OI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2045 |
|
|
219 |
|
|
|
36 |
|
GNMA CMO, Ser 2016-135, Cl SB, IO |
|
|
|
|
|
|
|
|
5.974%, 10/16/2046(B) |
|
|
386 |
|
|
|
92 |
|
GNMA CMO, Ser 2016-84, Cl IG, IO |
|
|
|
|
|
|
|
|
4.500%, 11/16/2045 |
|
|
111 |
|
|
|
21 |
|
GNMA CMO, Ser 2017-167, Cl BQ |
|
|
|
|
|
|
|
|
2.500%, 08/20/2044 |
|
|
973 |
|
|
|
982 |
|
GNMA CMO, Ser 2018-11, Cl PC |
|
|
|
|
|
|
|
|
2.750%, 12/20/2047 |
|
|
1,279 |
|
|
|
1,305 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2018-H06, Cl PF |
|
|
|
|
|
|
|
|
0.401%, ICE LIBOR USD 1 Month + 0.300%, 02/20/2068(B) |
|
$ |
553 |
|
|
$ |
551 |
|
GNMA CMO, Ser 2018-H07, Cl FD |
|
|
|
|
|
|
|
|
0.401%, ICE LIBOR USD 1 Month + 0.300%, 05/20/2068(B) |
|
|
1,020 |
|
|
|
1,017 |
|
GNMA CMO, Ser 2019-132, Cl NA |
|
|
|
|
|
|
|
|
3.500%, 09/20/2049 |
|
|
1,024 |
|
|
|
1,059 |
|
GNMA CMO, Ser 2019-15, Cl GT |
|
|
|
|
|
|
|
|
3.500%, 02/20/2049 |
|
|
1,151 |
|
|
|
1,192 |
|
GNMA CMO, Ser 2019-31, Cl JC |
|
|
|
|
|
|
|
|
3.500%, 03/20/2049 |
|
|
675 |
|
|
|
700 |
|
GNMA CMO, Ser 2019-71, Cl PT |
|
|
|
|
|
|
|
|
3.000%, 06/20/2049 |
|
|
93 |
|
|
|
95 |
|
GNMA CMO, Ser 2019-90, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 07/20/2049 |
|
|
385 |
|
|
|
392 |
|
GNMA CMO, Ser 2020-123, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
1,150 |
|
|
|
155 |
|
GNMA CMO, Ser 2020-123, Cl IL, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
363 |
|
|
|
50 |
|
GNMA CMO, Ser 2020-127, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
528 |
|
|
|
73 |
|
GNMA CMO, Ser 2020-129, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 09/20/2050 |
|
|
456 |
|
|
|
62 |
|
GNMA CMO, Ser 2020-160, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
541 |
|
|
|
70 |
|
GNMA CMO, Ser 2020-160, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
369 |
|
|
|
51 |
|
GNMA CMO, Ser 2020-160, Cl YI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
1,731 |
|
|
|
224 |
|
GNMA CMO, Ser 2020-181, Cl WI, IO |
|
|
|
|
|
|
|
|
2.000%, 12/20/2050 |
|
|
3,726 |
|
|
|
391 |
|
GNMA CMO, Ser 2020-47, Cl MI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
965 |
|
|
|
136 |
|
GNMA CMO, Ser 2020-47, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
340 |
|
|
|
50 |
|
GNMA CMO, Ser 2020-H09, Cl FL |
|
|
|
|
|
|
|
|
1.312%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(B) |
|
|
1,094 |
|
|
|
1,137 |
|
GNMA CMO, Ser 2020-H09, Cl NF |
|
|
|
|
|
|
|
|
1.412%, ICE LIBOR USD 1 Month + 1.250%, 04/20/2070(B) |
|
|
287 |
|
|
|
294 |
|
GNMA CMO, Ser 2020-H12, Cl F |
|
|
|
|
|
|
|
|
0.662%, ICE LIBOR USD 1 Month + 0.500%, 07/20/2070(B) |
|
|
129 |
|
|
|
130 |
|
GNMA CMO, Ser 2020-H13, Cl FA |
|
|
|
|
|
|
|
|
0.612%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(B) |
|
|
607 |
|
|
|
609 |
|
GNMA CMO, Ser 2021-23, Cl MG |
|
|
|
|
|
|
|
|
1.500%, 02/20/2051 |
|
|
3,466 |
|
|
|
3,389 |
|
GNMA CMO, Ser 2021-29, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/20/2051 |
|
|
973 |
|
|
|
187 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA TBA |
|
|
|
|
|
|
|
|
3.500%, 03/15/2051 |
|
$ |
2,400 |
|
|
$ |
2,476 |
|
3.000%, 03/15/2045 |
|
|
12,100 |
|
|
|
12,301 |
|
2.500%, 03/15/2051 |
|
|
46,600 |
|
|
|
46,562 |
|
2.000%, 03/15/2051 |
|
|
21,600 |
|
|
|
21,117 |
|
GNMA, Ser 2012-112, Cl IO, IO |
|
|
|
|
|
|
|
|
0.132%, 02/16/2053(B) |
|
|
3,148 |
|
|
|
14 |
|
GNMA, Ser 2012-142, Cl IO, IO |
|
|
|
|
|
|
|
|
0.222%, 04/16/2054(B) |
|
|
6,441 |
|
|
|
31 |
|
GNMA, Ser 2012-27, Cl IO, IO |
|
|
|
|
|
|
|
|
0.576%, 04/16/2053(B) |
|
|
5,668 |
|
|
|
43 |
|
GNMA, Ser 2013-107, Cl AD |
|
|
|
|
|
|
|
|
2.766%, 11/16/2047(B) |
|
|
424 |
|
|
|
424 |
|
GNMA, Ser 2013-163, Cl IO, IO |
|
|
|
|
|
|
|
|
1.023%, 02/16/2046(B) |
|
|
1,928 |
|
|
|
42 |
|
GNMA, Ser 2014-186, Cl IO, IO |
|
|
|
|
|
|
|
|
0.391%, 08/16/2054(B) |
|
|
2,031 |
|
|
|
30 |
|
GNMA, Ser 2014-47, Cl IA, IO |
|
|
|
|
|
|
|
|
0.143%, 02/16/2048(B) |
|
|
418 |
|
|
|
4 |
|
GNMA, Ser 2014-50, Cl IO, IO |
|
|
|
|
|
|
|
|
0.599%, 09/16/2055(B) |
|
|
2,228 |
|
|
|
66 |
|
GNMA, Ser 2016-128, Cl IO, IO |
|
|
|
|
|
|
|
|
0.754%, 09/16/2056(B) |
|
|
4,531 |
|
|
|
193 |
|
GNMA, Ser 2017-135, Cl AG |
|
|
|
|
|
|
|
|
2.600%, 08/16/2058 |
|
|
611 |
|
|
|
609 |
|
GNMA, Ser 2017-145, Cl IO, IO |
|
|
|
|
|
|
|
|
0.518%, 04/16/2057(B) |
|
|
1,949 |
|
|
|
73 |
|
GNMA, Ser 2017-157, Cl IO, IO |
|
|
|
|
|
|
|
|
0.637%, 12/16/2059(B) |
|
|
1,107 |
|
|
|
53 |
|
GNMA, Ser 2017-190, Cl IO, IO |
|
|
|
|
|
|
|
|
0.558%, 03/16/2060(B) |
|
|
2,722 |
|
|
|
117 |
|
GNMA, Ser 2017-8, Cl IO, IO |
|
|
|
|
|
|
|
|
0.435%, 08/16/2058(B) |
|
|
1,517 |
|
|
|
48 |
|
GNMA, Ser 2020-109, Cl AI, IO |
|
|
|
|
|
|
|
|
0.865%, 05/16/2060(B) |
|
|
2,296 |
|
|
|
159 |
|
GNMA, Ser 2020-184, Cl IO, IO |
|
|
|
|
|
|
|
|
0.914%, 11/16/2060(B) |
|
|
2,927 |
|
|
|
229 |
|
GNMA, Ser 2020-41, Cl IO, IO |
|
|
|
|
|
|
|
|
0.631%, 07/16/2058(B) |
|
|
900 |
|
|
|
33 |
|
GNMA, Ser 2021-37, Cl IO, IO |
|
|
|
|
|
|
|
|
0.805%, 01/16/2061(B) |
|
|
2,945 |
|
|
|
205 |
|
GNMA, Ser 2021-60, Cl IO, IO |
|
|
|
|
|
|
|
|
0.835%, 05/16/2063(B) |
|
|
2,442 |
|
|
|
178 |
|
GNMA, Ser 2021-68, Cl IO, IO |
|
|
|
|
|
|
|
|
0.897%, 10/16/2062(B) |
|
|
2,958 |
|
|
|
223 |
|
UMBS TBA |
|
|
|
|
|
|
|
|
5.000%, 03/15/2051 |
|
|
4,830 |
|
|
|
5,209 |
|
4.500%, 03/15/2051 |
|
|
1,862 |
|
|
|
1,966 |
|
4.000%, 03/01/2039 |
|
|
1,969 |
|
|
|
2,056 |
|
3.500%, 03/15/2051 |
|
|
26,940 |
|
|
|
27,744 |
|
2.500%, 03/15/2051 |
|
|
147,708 |
|
|
|
145,729 |
|
2.000%, 03/15/2036 to 04/15/2051 |
|
|
291,039 |
|
|
|
280,238 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
1.500%, 03/15/2036 to 04/15/2036 |
|
$ |
18,450 |
|
|
$ |
17,935 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,403,671 |
|
Non-Agency Mortgage-Backed Obligations — 5.7% |
|
|
|
|
3650R Commercial Mortgage Trust, Ser 2021-PF1, Cl A5 |
|
|
|
|
|
|
|
|
2.522%, 11/15/2054 |
|
|
1,140 |
|
|
|
1,100 |
|
Alen Mortgage Trust, Ser 2021-ACEN, Cl A |
|
|
|
|
|
|
|
|
1.240%, ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(B)(D) |
|
|
1,900 |
|
|
|
1,858 |
|
American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2 |
|
|
|
|
|
|
|
|
0.668%, ICE LIBOR USD 1 Month + 0.560%, 06/25/2045(B) |
|
|
796 |
|
|
|
797 |
|
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
3.628%, 03/25/2049(B)(D) |
|
|
105 |
|
|
|
105 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(B)(D) |
|
|
653 |
|
|
|
653 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(B)(D) |
|
|
312 |
|
|
|
309 |
|
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |
|
|
|
|
|
|
|
|
1.458%, 09/25/2066(B)(D) |
|
|
1,459 |
|
|
|
1,416 |
|
Angel Oak Mortgage Trust, Ser 2021-7, Cl A3 |
|
|
|
|
|
|
|
|
2.337%, 10/25/2066(B)(D) |
|
|
970 |
|
|
|
948 |
|
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl B |
|
|
|
|
|
|
|
|
2.560%, 06/15/2054(B)(D) |
|
|
1,205 |
|
|
|
1,115 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
1.298%, SOFR30A + 1.250%, 11/17/2024(B)(D) |
|
|
2,050 |
|
|
|
2,046 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |
|
|
|
|
|
|
|
|
4.091%, 08/10/2038(B)(D) |
|
|
2,640 |
|
|
|
2,831 |
|
Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1 |
|
|
|
|
|
|
|
|
3.656%, 11/25/2021(B) |
|
|
6 |
|
|
|
5 |
|
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.731%, 04/25/2037(B) |
|
|
56 |
|
|
|
54 |
|
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 |
|
|
43 |
|
|
|
46 |
|
Banc of America Funding Trust, Ser 2005-B, Cl 2A1 |
|
|
|
|
|
|
|
|
2.710%, 04/20/2035(B) |
|
|
763 |
|
|
|
724 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BANK, Ser 2017-BNK5, Cl A4 |
|
|
|
|
|
|
|
|
3.131%, 06/15/2060 |
|
$ |
1,130 |
|
|
$ |
1,145 |
|
BANK, Ser 2017-BNK7, Cl A5 |
|
|
|
|
|
|
|
|
3.435%, 09/15/2060 |
|
|
1,170 |
|
|
|
1,210 |
|
BANK, Ser 2019-BN19, Cl A3 |
|
|
|
|
|
|
|
|
3.183%, 08/15/2061 |
|
|
385 |
|
|
|
392 |
|
BANK, Ser 2019-BN23, Cl A3 |
|
|
|
|
|
|
|
|
2.920%, 12/15/2052 |
|
|
165 |
|
|
|
165 |
|
BANK, Ser 2022-BNK40, Cl A4 |
|
|
|
|
|
|
|
|
3.507%, 03/15/2064(B) |
|
|
2,361 |
|
|
|
2,428 |
|
Barclays Commercial Mortgage Trust, Ser 2019-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.319%, 05/15/2052 |
|
|
263 |
|
|
|
270 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 12/25/2051(B)(D) |
|
|
2,073 |
|
|
|
2,049 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 06/25/2051(B)(D) |
|
|
2,220 |
|
|
|
2,130 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 12/25/2051(B)(D) |
|
|
5,155 |
|
|
|
5,109 |
|
BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB |
|
|
|
|
|
|
|
|
4.236%, 12/15/2051 |
|
|
524 |
|
|
|
559 |
|
BBCMS Mortgage Trust, Ser 2020-C6, Cl A2 |
|
|
|
|
|
|
|
|
2.690%, 02/15/2053 |
|
|
1,205 |
|
|
|
1,206 |
|
BBCMS Mortgage Trust, Ser 2022-C14, Cl A5 |
|
|
|
|
|
|
|
|
2.946%, 02/15/2055 |
|
|
777 |
|
|
|
779 |
|
BBCMS Trust, Ser 2015-SRCH, Cl A1 |
|
|
|
|
|
|
|
|
3.312%, 08/10/2035(D) |
|
|
1,555 |
|
|
|
1,570 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |
|
|
|
|
|
|
|
|
2.913%, 05/25/2034(B) |
|
|
12 |
|
|
|
12 |
|
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl X1, IO |
|
|
|
|
|
|
|
|
0.716%, 06/11/2041(B)(D) |
|
|
3 |
|
|
|
– |
|
Benchmark Mortgage Trust, Ser 2021-B31, Cl A5 |
|
|
|
|
|
|
|
|
2.669%, 12/15/2054 |
|
|
2,210 |
|
|
|
2,163 |
|
Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 |
|
|
|
|
|
|
|
|
3.458%, 01/15/2032 |
|
|
3,407 |
|
|
|
3,509 |
|
BMO Mortgage Trust, Ser 2022-C1, Cl A1 |
|
|
|
|
|
|
|
|
2.198%, 02/15/2055 |
|
|
1,590 |
|
|
|
1,588 |
|
BMO Mortgage Trust, Ser 2022-C1, Cl A5 |
|
|
|
|
|
|
|
|
3.374%, 02/15/2055 |
|
|
633 |
|
|
|
654 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(B)(D) |
|
|
1,000 |
|
|
|
989 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.879%, 07/25/2049(D) |
|
|
1,185 |
|
|
|
1,182 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.724%, 11/25/2059(D) |
|
$ |
665 |
|
|
$ |
666 |
|
BWAY Mortgage Trust, Ser 2015-1740, Cl A |
|
|
|
|
|
|
|
|
2.917%, 01/10/2035(D) |
|
|
3,025 |
|
|
|
2,984 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |
|
|
|
|
|
|
|
|
1.111%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(B)(D) |
|
|
9,032 |
|
|
|
8,993 |
|
BX Commercial Mortgage Trust, Ser 2020-FOX, Cl A |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2032(B)(D) |
|
|
3,641 |
|
|
|
3,618 |
|
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl A |
|
|
|
|
|
|
|
|
0.861%, ICE LIBOR USD 1 Month + 0.670%, 06/15/2038(B)(D) |
|
|
1,310 |
|
|
|
1,280 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(B)(D) |
|
|
7,071 |
|
|
|
6,867 |
|
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A |
|
|
|
|
|
|
|
|
0.880%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(B)(D) |
|
|
7,585 |
|
|
|
7,424 |
|
BX Trust, Ser 2019-MMP, Cl A |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(B)(D) |
|
|
517 |
|
|
|
512 |
|
BX Trust, Ser 2019-OC11, Cl A |
|
|
|
|
|
|
|
|
3.202%, 12/09/2041(D) |
|
|
1,945 |
|
|
|
1,945 |
|
BX Trust, Ser 2021-ARIA, Cl A |
|
|
|
|
|
|
|
|
1.090%, ICE LIBOR USD 1 Month + 0.899%, 10/15/2036(B)(D) |
|
|
5,110 |
|
|
|
5,008 |
|
BX Trust, Ser 2021-MFM1, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 01/15/2034(B)(D) |
|
|
2,150 |
|
|
|
2,097 |
|
CALI Mortgage Trust, Ser 2019-101C, Cl A |
|
|
|
|
|
|
|
|
3.957%, 03/10/2039(D) |
|
|
1,905 |
|
|
|
2,008 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
|
|
|
|
|
|
|
|
1.261%, ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(B)(D) |
|
|
1,715 |
|
|
|
1,702 |
|
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO |
|
|
|
|
|
|
|
|
0.023%, 01/15/2046(B)(D) |
|
|
263 |
|
|
|
– |
|
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 |
|
|
|
|
|
|
|
|
3.631%, 02/10/2050 |
|
|
1,240 |
|
|
|
1,285 |
|
Century Plaza Towers, Ser 2019-CPT, Cl A |
|
|
|
|
|
|
|
|
2.865%, 11/13/2039(D) |
|
|
1,865 |
|
|
|
1,835 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
718 |
|
|
|
735 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
2.460%, 02/25/2037(B) |
|
$ |
16 |
|
|
$ |
17 |
|
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1 |
|
|
|
|
|
|
|
|
2.593%, 02/25/2037(B) |
|
|
13 |
|
|
|
13 |
|
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1 |
|
|
|
|
|
|
|
|
2.284%, 06/25/2035(B) |
|
|
23 |
|
|
|
23 |
|
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2 |
|
|
|
|
|
|
|
|
0.967%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(B) |
|
|
916 |
|
|
|
918 |
|
CIM Trust, Ser 2018-INV1, Cl A4 |
|
|
|
|
|
|
|
|
4.000%, 08/25/2048(B)(D) |
|
|
191 |
|
|
|
192 |
|
CIM Trust, Ser 2021-R6, Cl A1 |
|
|
|
|
|
|
|
|
1.425%, 07/25/2061(B)(D) |
|
|
3,011 |
|
|
|
2,912 |
|
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl A5 |
|
|
|
|
|
|
|
|
3.855%, 05/10/2047 |
|
|
465 |
|
|
|
479 |
|
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS |
|
|
|
|
|
|
|
|
4.017%, 10/10/2047 |
|
|
880 |
|
|
|
903 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |
|
|
|
|
|
|
|
|
2.869%, 08/10/2056 |
|
|
4,120 |
|
|
|
4,117 |
|
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |
|
|
|
|
|
|
|
|
2.240%, 09/25/2033(B) |
|
|
21 |
|
|
|
22 |
|
Citigroup Mortgage Loan Trust, Ser 2004-HYB1, Cl A41 |
|
|
|
|
|
|
|
|
2.660%, 02/25/2034(B) |
|
|
2 |
|
|
|
2 |
|
Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6 |
|
|
|
|
|
|
|
|
1.954%, 08/25/2034(B) |
|
|
9 |
|
|
|
9 |
|
Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1 |
|
|
|
|
|
|
|
|
2.517%, 09/25/2033(B)(D) |
|
|
42 |
|
|
|
42 |
|
Citigroup Mortgage Loan Trust, Ser 2021-INV1, Cl A3A |
|
|
|
|
|
|
|
|
2.500%, 05/25/2051(B)(D) |
|
|
3,904 |
|
|
|
3,746 |
|
Citigroup Mortgage Loan Trust, Ser 2021-INV2, Cl A3A |
|
|
|
|
|
|
|
|
2.500%, 05/25/2051(B)(D) |
|
|
1,391 |
|
|
|
1,334 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(B)(D) |
|
|
1,854 |
|
|
|
1,788 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(B)(D) |
|
|
1,975 |
|
|
|
1,910 |
|
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
2.994%, 02/25/2067(D) |
|
|
2,060 |
|
|
|
2,057 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COMM Mortgage Trust, Ser 2012-CR3, Cl A3 |
|
|
|
|
|
|
|
|
2.822%, 10/15/2045 |
|
$ |
6,573 |
|
|
$ |
6,573 |
|
COMM Mortgage Trust, Ser 2013-CR6, Cl A4 |
|
|
|
|
|
|
|
|
3.101%, 03/10/2046 |
|
|
2,879 |
|
|
|
2,891 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl CPZ |
|
|
|
|
|
|
|
|
4.831%, 08/15/2045(B)(D) |
|
|
150 |
|
|
|
149 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR10, Cl A4 |
|
|
|
|
|
|
|
|
4.210%, 08/10/2046(B) |
|
|
37 |
|
|
|
38 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR11, Cl A4 |
|
|
|
|
|
|
|
|
4.258%, 08/10/2050 |
|
|
4,413 |
|
|
|
4,544 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl AM |
|
|
|
|
|
|
|
|
4.300%, 10/10/2046 |
|
|
220 |
|
|
|
224 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl C |
|
|
|
|
|
|
|
|
5.070%, 10/10/2046(B) |
|
|
90 |
|
|
|
87 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl B |
|
|
|
|
|
|
|
|
4.762%, 10/10/2046(B) |
|
|
190 |
|
|
|
193 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR8, Cl A5 |
|
|
|
|
|
|
|
|
3.612%, 06/10/2046(B) |
|
|
630 |
|
|
|
639 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-LC13, Cl B |
|
|
|
|
|
|
|
|
5.009%, 08/10/2046(B)(D) |
|
|
1,150 |
|
|
|
1,179 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2013-LC6, Cl AM |
|
|
|
|
|
|
|
|
3.282%, 01/10/2046 |
|
|
3,220 |
|
|
|
3,242 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B |
|
|
|
|
|
|
|
|
4.600%, 02/10/2047(B) |
|
|
350 |
|
|
|
359 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl XA, IO |
|
|
|
|
|
|
|
|
1.115%, 03/10/2047(B) |
|
|
10,130 |
|
|
|
178 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM |
|
|
|
|
|
|
|
|
4.012%, 06/10/2047 |
|
|
510 |
|
|
|
522 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS4, Cl A4 |
|
|
|
|
|
|
|
|
3.420%, 08/10/2047 |
|
|
1,530 |
|
|
|
1,544 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C |
|
|
|
|
|
|
|
|
4.478%, 10/10/2048(B) |
|
|
1,755 |
|
|
|
1,776 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3 |
|
|
|
|
|
|
|
|
3.349%, 10/10/2048 |
|
|
7,032 |
|
|
|
7,099 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO |
|
|
|
|
|
|
|
|
1.112%, 02/10/2048(B) |
|
|
15,643 |
|
|
|
409 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 10/10/2048 |
|
$ |
804 |
|
|
$ |
824 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A |
|
|
|
|
|
|
|
|
3.244%, 10/10/2029(D) |
|
|
1,780 |
|
|
|
1,787 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2020-CBM, Cl A2 |
|
|
|
|
|
|
|
|
2.896%, 02/10/2037(D) |
|
|
2,230 |
|
|
|
2,209 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A |
|
|
|
|
|
|
|
|
2.173%, 11/10/2046(D) |
|
|
3,290 |
|
|
|
3,064 |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
1.599%, SOFR30A + 1.550%, 10/25/2041(B)(D) |
|
|
1,030 |
|
|
|
1,012 |
|
Countrywide Alternative Loan Trust, Ser 2004-27CB, Cl A1 |
|
|
|
|
|
|
|
|
6.000%, 12/25/2034 |
|
|
377 |
|
|
|
376 |
|
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1 |
|
|
|
|
|
|
|
|
6.500%, 11/25/2031 |
|
|
66 |
|
|
|
67 |
|
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl PO, PO |
|
|
|
|
|
|
|
|
0.000%, 11/25/2031(C) |
|
|
10 |
|
|
|
9 |
|
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1 |
|
|
|
|
|
|
|
|
2.446%, 08/25/2034(B) |
|
|
80 |
|
|
|
79 |
|
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-20, Cl A7 |
|
|
|
|
|
|
|
|
5.250%, 12/25/2027 |
|
|
94 |
|
|
|
75 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A |
|
|
|
|
|
|
|
|
1.171%, ICE LIBOR USD 1 Month + 0.980%, 05/15/2036(B)(D) |
|
|
7,100 |
|
|
|
7,043 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4 |
|
|
|
|
|
|
|
|
3.504%, 06/15/2057 |
|
|
922 |
|
|
|
943 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
918 |
|
|
|
928 |
|
CSAIL Commercial Mortgage Trust, Ser 2021-C20, Cl A3 |
|
|
|
|
|
|
|
|
2.805%, 03/15/2054 |
|
|
573 |
|
|
|
563 |
|
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2003-29, Cl 5A1 |
|
|
|
|
|
|
|
|
7.000%, 12/25/2033 |
|
|
30 |
|
|
|
31 |
|
CSMC Trust, Ser 2014-USA, Cl A2 |
|
|
|
|
|
|
|
|
3.953%, 09/15/2037(D) |
|
|
3,530 |
|
|
|
3,579 |
|
CSMC Trust, Ser 2014-USA, Cl B |
|
|
|
|
|
|
|
|
4.185%, 09/15/2037(D) |
|
|
3,900 |
|
|
|
3,714 |
|
CSMC Trust, Ser 2015-5R, Cl 1A1 |
|
|
|
|
|
|
|
|
1.008%, 09/27/2046(B)(D) |
|
|
443 |
|
|
|
442 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSMC Trust, Ser 2016-NXSR, Cl A4 |
|
|
|
|
|
|
|
|
3.795%, 12/15/2049(B) |
|
$ |
1,425 |
|
|
$ |
1,479 |
|
CSMC Trust, Ser 2018-J1, Cl A2 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
3,521 |
|
|
|
3,518 |
|
CSMC Trust, Ser 2018-RPL9, Cl A |
|
|
|
|
|
|
|
|
3.850%, 09/25/2057(B)(D) |
|
|
3,839 |
|
|
|
3,931 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
2.573%, 07/25/2049(D) |
|
|
1,032 |
|
|
|
1,028 |
|
CSMC Trust, Ser 2019-NQM1, Cl A3 |
|
|
|
|
|
|
|
|
3.064%, 10/25/2059(D) |
|
|
3,026 |
|
|
|
3,011 |
|
CSMC Trust, Ser 2020-FACT, Cl A |
|
|
|
|
|
|
|
|
1.541%, ICE LIBOR USD 1 Month + 1.350%, 10/15/2037(B)(D) |
|
|
4,280 |
|
|
|
4,269 |
|
CSMC Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.632%, 04/25/2066(B)(D) |
|
|
1,952 |
|
|
|
1,897 |
|
CSMC Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 05/25/2066(B)(D) |
|
|
2,554 |
|
|
|
2,462 |
|
CSMC Trust, Ser 2021-NQM7, Cl A1 |
|
|
|
|
|
|
|
|
1.756%, 10/25/2066(B)(D) |
|
|
1,624 |
|
|
|
1,575 |
|
CSMC Trust, Ser 2021-NQM8, Cl A1 |
|
|
|
|
|
|
|
|
1.841%, 10/25/2066(B)(D) |
|
|
3,134 |
|
|
|
3,066 |
|
CSMC Trust, Ser 2021-RPL2, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
|
909 |
|
|
|
890 |
|
CSMC Trust, Ser 2021-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
|
5,837 |
|
|
|
5,787 |
|
CSMC Trust, Ser 2021-RPL6, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 10/25/2060(B)(D) |
|
|
1,724 |
|
|
|
1,687 |
|
CSMC Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.265%, 11/25/2066(B)(D) |
|
|
3,720 |
|
|
|
3,664 |
|
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl C |
|
|
|
|
|
|
|
|
4.935%, 01/10/2034(B)(D) |
|
|
560 |
|
|
|
565 |
|
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A |
|
|
|
|
|
|
|
|
4.238%, 01/10/2034(D) |
|
|
2,450 |
|
|
|
2,500 |
|
DBJPM Mortgage Trust, Ser 2016-C1, Cl B |
|
|
|
|
|
|
|
|
4.195%, 05/10/2049(B) |
|
|
1,780 |
|
|
|
1,800 |
|
DC Office Trust, Ser 2019-MTC, Cl A |
|
|
|
|
|
|
|
|
2.965%, 09/15/2045(D) |
|
|
1,995 |
|
|
|
1,968 |
|
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
2.205%, 01/25/2067(B)(D) |
|
|
3,080 |
|
|
|
3,044 |
|
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |
|
|
|
|
|
|
|
|
0.971%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2044(B) |
|
|
300 |
|
|
|
289 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(B)(D) |
|
|
2,443 |
|
|
|
2,370 |
|
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
2.206%, 01/25/2067(B)(D) |
|
|
1,020 |
|
|
|
1,012 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B |
|
|
|
|
|
|
|
|
1.291%, ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(B)(D) |
|
$ |
1,560 |
|
|
$ |
1,525 |
|
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl A |
|
|
|
|
|
|
|
|
0.946%, ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(B)(D) |
|
|
1,931 |
|
|
|
1,892 |
|
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
626 |
|
|
|
624 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl M1 |
|
|
|
|
|
|
|
|
0.949%, SOFR30A + 0.900%, 12/25/2050(B)(D) |
|
|
210 |
|
|
|
210 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
1.549%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
|
|
2,300 |
|
|
|
2,220 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
1.049%, SOFR30A + 1.000%, 01/25/2042(B)(D) |
|
|
3,950 |
|
|
|
3,914 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
2.349%, SOFR30A + 2.300%, 08/25/2033(B)(D) |
|
|
980 |
|
|
|
991 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
2.449%, SOFR30A + 2.400%, 02/25/2042(B)(D) |
|
|
1,010 |
|
|
|
1,005 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2022-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
1.349%, SOFR30A + 1.300%, 02/25/2042(B)(D) |
|
|
2,850 |
|
|
|
2,849 |
|
First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 |
|
|
|
|
|
|
|
|
2.370%, 09/25/2034(B) |
|
|
32 |
|
|
|
32 |
|
Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048(B)(D) |
|
|
323 |
|
|
|
323 |
|
Flagstar Mortgage Trust, Ser 2021-13IN, Cl A2 |
|
|
|
|
|
|
|
|
3.000%, 12/30/2051(B)(D) |
|
|
4,729 |
|
|
|
4,678 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M2 |
|
|
|
|
|
|
|
|
6.187%, ICE LIBOR USD 1 Month + 6.000%, 09/25/2028(B) |
|
|
1,535 |
|
|
|
1,590 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1ED1 |
|
|
|
|
|
|
|
|
1.437%, ICE LIBOR USD 1 Month + 1.250%, 07/25/2029(B) |
|
|
1,820 |
|
|
|
1,818 |
|
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO |
|
|
|
|
|
|
|
|
0.200%, 05/25/2045(D) |
|
|
11,781 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FWDSecuritization Trust, Ser 2019-INV1, Cl A1 |
|
|
|
|
|
|
|
|
2.810%, 06/25/2049(B)(D) |
|
$ |
684 |
|
|
$ |
684 |
|
GCAT Trust, Ser 2022-INV1, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 12/25/2051(B)(D) |
|
|
2,865 |
|
|
|
2,843 |
|
Granite Point Mortgage Trust, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
1.387%, ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(B)(D) |
|
|
1,729 |
|
|
|
1,724 |
|
GS Mortgage Securities Trust, Ser 2013-GC14, Cl A5 |
|
|
|
|
|
|
|
|
4.243%, 08/10/2046 |
|
|
993 |
|
|
|
1,017 |
|
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B |
|
|
|
|
|
|
|
|
5.161%, 11/10/2046(B) |
|
|
390 |
|
|
|
397 |
|
GS Mortgage Securities Trust, Ser 2015-GC32, Cl XA, IO |
|
|
|
|
|
|
|
|
0.733%, 07/10/2048(B) |
|
|
32,901 |
|
|
|
698 |
|
GS Mortgage Securities Trust, Ser 2017-SLP, Cl C |
|
|
|
|
|
|
|
|
3.924%, 10/10/2032(D) |
|
|
4,610 |
|
|
|
4,610 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl B |
|
|
|
|
|
|
|
|
2.941%, ICE LIBOR USD 1 Month + 2.750%, 09/15/2031(B)(D) |
|
|
3,564 |
|
|
|
2,884 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl A |
|
|
|
|
|
|
|
|
1.741%, ICE LIBOR USD 1 Month + 1.550%, 09/15/2031(B)(D) |
|
|
3,564 |
|
|
|
3,206 |
|
GS Mortgage Securities Trust, Ser 2020-GC47, Cl A5 |
|
|
|
|
|
|
|
|
2.377%, 05/12/2053 |
|
|
988 |
|
|
|
951 |
|
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4 |
|
|
|
|
|
|
|
|
1.721%, 12/12/2053 |
|
|
1,863 |
|
|
|
1,722 |
|
GS Mortgage Securities Trust, Ser 2021-GSA3, Cl A5 |
|
|
|
|
|
|
|
|
2.618%, 12/15/2054 |
|
|
1,632 |
|
|
|
1,585 |
|
GS Mortgage Securities Trust, Ser 2021-ROSS, Cl A |
|
|
|
|
|
|
|
|
1.342%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(B)(D) |
|
|
1,000 |
|
|
|
988 |
|
GS Mortgage Securities Trust, Ser GC18, Cl A4 |
|
|
|
|
|
|
|
|
4.074%, 01/10/2047 |
|
|
2,005 |
|
|
|
2,063 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(D) |
|
|
3,836 |
|
|
|
3,905 |
|
GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2 |
|
|
|
|
|
|
|
|
2.000%, 12/25/2060(B)(D) |
|
|
1,111 |
|
|
|
1,065 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24 |
|
|
|
|
|
|
|
|
3.000%, 06/25/2052(B)(D) |
|
$ |
2,460 |
|
|
$ |
2,445 |
|
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A |
|
|
|
|
|
|
|
|
8.000%, 09/19/2027(B)(D) |
|
|
1 |
|
|
|
1 |
|
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO |
|
|
|
|
|
|
|
|
4.109%, 09/25/2035(B)(D) |
|
|
168 |
|
|
|
13 |
|
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |
|
|
|
|
|
|
|
|
6.000%, 09/25/2034 |
|
|
30 |
|
|
|
30 |
|
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |
|
|
|
|
|
|
|
|
5.500%, 01/25/2037 |
|
|
6 |
|
|
|
7 |
|
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C |
|
|
|
|
|
|
|
|
1.071%, ICE LIBOR USD 1 Month + 0.900%, 06/20/2035(B) |
|
|
1,141 |
|
|
|
1,129 |
|
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A |
|
|
|
|
|
|
|
|
3.228%, 07/10/2039(D) |
|
|
1,900 |
|
|
|
1,923 |
|
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |
|
|
|
|
|
|
|
|
2.943%, 12/10/2041(B)(D) |
|
|
1,995 |
|
|
|
1,985 |
|
Impac CMB Trust, Ser 2005-4, Cl 2A1 |
|
|
|
|
|
|
|
|
0.787%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2035(B) |
|
|
84 |
|
|
|
82 |
|
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1 |
|
|
|
|
|
|
|
|
5.314%, 01/25/2051(D) |
|
|
1,557 |
|
|
|
1,583 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
|
|
|
|
|
|
|
|
1.047%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(B) |
|
|
11 |
|
|
|
10 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A |
|
|
|
|
|
|
|
|
0.987%, ICE LIBOR USD 1 Month + 0.800%, 11/25/2034(B) |
|
|
17 |
|
|
|
16 |
|
J.P. Morgan Mortgage Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2052(B)(D) |
|
|
11,000 |
|
|
|
10,547 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C12, Cl ASB |
|
|
|
|
|
|
|
|
3.157%, 07/15/2045 |
|
|
34 |
|
|
|
34 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C12, Cl A5 |
|
|
|
|
|
|
|
|
3.664%, 07/15/2045 |
|
|
1,429 |
|
|
|
1,451 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl AS |
|
|
|
|
|
|
|
|
4.420%, 11/15/2045 |
|
|
1,840 |
|
|
|
1,896 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl A4 |
|
|
|
|
|
|
|
|
4.199%, 01/15/2047 |
|
$ |
505 |
|
|
$ |
520 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B |
|
|
|
|
|
|
|
|
4.886%, 01/15/2047(B) |
|
|
230 |
|
|
|
236 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl AS |
|
|
|
|
|
|
|
|
3.997%, 08/15/2047 |
|
|
2,730 |
|
|
|
2,795 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C |
|
|
|
|
|
|
|
|
4.551%, 09/15/2047(B) |
|
|
750 |
|
|
|
711 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4 |
|
|
|
|
|
|
|
|
3.670%, 09/15/2047 |
|
|
579 |
|
|
|
590 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
2.912%, 10/15/2048 |
|
|
3,443 |
|
|
|
3,458 |
|
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl B |
|
|
|
|
|
|
|
|
4.009%, 03/15/2050(B) |
|
|
1,740 |
|
|
|
1,732 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-C16, Cl A4 |
|
|
|
|
|
|
|
|
4.166%, 12/15/2046 |
|
|
2,143 |
|
|
|
2,200 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO |
|
|
|
|
|
|
|
|
0.299%, 06/12/2043(B) |
|
|
938 |
|
|
|
– |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4 |
|
|
|
|
|
|
|
|
2.822%, 08/15/2049 |
|
|
1,400 |
|
|
|
1,403 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 |
|
|
|
|
|
|
|
|
3.393%, 12/15/2049 |
|
|
485 |
|
|
|
492 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B |
|
|
|
|
|
|
|
|
3.756%, 01/05/2031(B)(D) |
|
|
2,415 |
|
|
|
2,434 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |
|
|
|
|
|
|
|
|
3.397%, 06/05/2039(D) |
|
|
2,000 |
|
|
|
2,053 |
|
JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3 |
|
|
|
|
|
|
|
|
1.901%, 06/25/2034(B) |
|
|
212 |
|
|
|
210 |
|
JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 |
|
|
|
|
|
|
|
|
2.593%, 02/25/2035(B) |
|
|
48 |
|
|
|
48 |
|
JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2 |
|
|
|
|
|
|
|
|
2.248%, 04/25/2035(B) |
|
|
15 |
|
|
|
16 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |
|
|
|
|
|
|
|
|
2.224%, 08/25/2034(B) |
|
|
74 |
|
|
|
78 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
2.270%, 11/25/2033(B) |
|
$ |
66 |
|
|
$ |
66 |
|
JPMorgan Mortgage Trust, Ser 2017-5, Cl A2 |
|
|
|
|
|
|
|
|
3.061%, 10/26/2048(B)(D) |
|
|
3,258 |
|
|
|
3,365 |
|
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 09/25/2048(B)(D) |
|
|
465 |
|
|
|
467 |
|
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
369 |
|
|
|
370 |
|
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
433 |
|
|
|
433 |
|
JPMorgan Mortgage Trust, Ser 2019-8, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 03/25/2050(B)(D) |
|
|
479 |
|
|
|
479 |
|
JPMorgan Mortgage Trust, Ser 2019-LTV3, Cl B2 |
|
|
|
|
|
|
|
|
4.486%, 03/25/2050(B)(D) |
|
|
952 |
|
|
|
947 |
|
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050(B)(D) |
|
|
460 |
|
|
|
460 |
|
JPMorgan Mortgage Trust, Ser 2021-14, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 05/25/2052(B)(D) |
|
|
12,266 |
|
|
|
11,768 |
|
JPMorgan Mortgage Trust, Ser 2021-INV2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(B)(D) |
|
|
4,043 |
|
|
|
3,863 |
|
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A |
|
|
|
|
|
|
|
|
2.130%, 09/10/2039(D) |
|
|
2,300 |
|
|
|
2,209 |
|
MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A |
|
|
|
|
|
|
|
|
2.755%, 11/21/2034(B) |
|
|
931 |
|
|
|
956 |
|
MASTR Alternative Loans Trust, Ser 2004-4, Cl 1A1 |
|
|
|
|
|
|
|
|
5.500%, 05/25/2034 |
|
|
225 |
|
|
|
229 |
|
MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3 |
|
|
|
|
|
|
|
|
6.250%, 07/25/2036 |
|
|
181 |
|
|
|
133 |
|
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 08/25/2034(D) |
|
|
1,208 |
|
|
|
981 |
|
MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F |
|
|
|
|
|
|
|
|
0.537%, ICE LIBOR USD 1 Month + 0.350%, 05/25/2035(B)(D) |
|
|
210 |
|
|
|
108 |
|
MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO |
|
|
|
|
|
|
|
|
0.000%, 05/28/2035(C)(D) |
|
|
7 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1 |
|
|
|
|
|
|
|
|
2.410%, 10/25/2032(B) |
|
$ |
2 |
|
|
$ |
2 |
|
MASTR Seasoned Securitization Trust, Ser 2005-1, Cl 4A1 |
|
|
|
|
|
|
|
|
2.375%, 10/25/2032(B) |
|
|
22 |
|
|
|
22 |
|
Med Trust, Ser 2021-MDLN, Cl A |
|
|
|
|
|
|
|
|
1.142%, ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(B)(D) |
|
|
3,109 |
|
|
|
3,062 |
|
Mello Warehouse Securitization Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 10/25/2053(B)(D) |
|
|
2,045 |
|
|
|
2,042 |
|
Mello Warehouse Securitization Trust, Ser 2020-2, Cl A |
|
|
|
|
|
|
|
|
0.987%, ICE LIBOR USD 1 Month + 0.800%, 11/25/2053(B)(D) |
|
|
2,174 |
|
|
|
2,160 |
|
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.887%, ICE LIBOR USD 1 Month + 0.700%, 02/25/2055(B)(D) |
|
|
663 |
|
|
|
657 |
|
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(B)(D) |
|
|
1,839 |
|
|
|
1,823 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |
|
|
|
|
|
|
|
|
2.405%, 07/25/2033(B) |
|
|
28 |
|
|
|
28 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
|
|
|
|
|
|
|
|
2.066%, 12/25/2034(B) |
|
|
62 |
|
|
|
63 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
2.234%, 02/25/2034(B) |
|
|
24 |
|
|
|
25 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A |
|
|
|
|
|
|
|
|
2.375%, 02/25/2034(B) |
|
|
36 |
|
|
|
37 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 |
|
|
|
|
|
|
|
|
2.653%, 08/25/2034(B) |
|
|
36 |
|
|
|
36 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-D, Cl A2 |
|
|
|
|
|
|
|
|
1.546%, ICE LIBOR USD 6 Month + 0.720%, 09/25/2029(B) |
|
|
51 |
|
|
|
50 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2006-1, Cl 1A |
|
|
|
|
|
|
|
|
2.100%, 02/25/2036(B) |
|
|
30 |
|
|
|
29 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(B)(D) |
|
|
975 |
|
|
|
950 |
|
MFA Trust, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.131%, 07/25/2060(B)(D) |
|
|
1,306 |
|
|
|
1,267 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 10/25/2069(B)(D) |
|
$ |
2,337 |
|
|
$ |
2,374 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(D) |
|
|
1,997 |
|
|
|
1,961 |
|
MKT Mortgage Trust, Ser 2020-525M, Cl A |
|
|
|
|
|
|
|
|
2.694%, 02/12/2040(D) |
|
|
3,000 |
|
|
|
2,913 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A4 |
|
|
|
|
|
|
|
|
3.176%, 08/15/2045 |
|
|
409 |
|
|
|
409 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4 |
|
|
|
|
|
|
|
|
3.249%, 02/15/2048 |
|
|
363 |
|
|
|
371 |
|
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |
|
|
|
|
|
|
|
|
0.968%, 11/15/2049(B) |
|
|
13,769 |
|
|
|
512 |
|
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A |
|
|
|
|
|
|
|
|
1.591%, ICE LIBOR USD 1 Month + 1.400%, 05/15/2036(B)(D) |
|
|
3,030 |
|
|
|
2,978 |
|
Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3 |
|
|
|
|
|
|
|
|
1.790%, 07/15/2053 |
|
|
1,356 |
|
|
|
1,252 |
|
Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB |
|
|
|
|
|
|
|
|
2.624%, 02/15/2053 |
|
|
3,930 |
|
|
|
3,914 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A |
|
|
|
|
|
|
|
|
5.637%, 04/25/2034(B) |
|
|
80 |
|
|
|
83 |
|
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 05/25/2051(B)(D) |
|
|
11,055 |
|
|
|
10,624 |
|
Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 |
|
|
|
|
|
|
|
|
0.446%, ICE LIBOR USD 1 Month + 0.340%, 04/16/2036(B)(D) |
|
|
3,051 |
|
|
|
2,879 |
|
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 |
|
|
|
|
|
|
|
|
3.462%, 06/07/2035(B)(D) |
|
|
3,115 |
|
|
|
3,134 |
|
New Residential Mortgage Loan Trust, Ser 2015-2A, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 08/25/2055(B)(D) |
|
|
1,309 |
|
|
|
1,337 |
|
New Residential Mortgage Loan Trust, Ser 2017-4A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 05/25/2057(B)(D) |
|
|
2,369 |
|
|
|
2,433 |
|
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 12/25/2058(B)(D) |
|
|
2,007 |
|
|
|
2,039 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 09/25/2059(B)(D) |
|
$ |
2,463 |
|
|
$ |
2,498 |
|
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1 |
|
|
|
|
|
|
|
|
4.000%, 09/25/2059(B)(D) |
|
|
1,578 |
|
|
|
1,648 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(B)(D) |
|
|
376 |
|
|
|
377 |
|
New Residential Mortgage Loan Trust, Ser 2019-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 07/25/2059(B)(D) |
|
|
721 |
|
|
|
721 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(B)(D) |
|
|
1,112 |
|
|
|
1,083 |
|
New York Mortgage Trust, Ser 2006-1, Cl 2A2 |
|
|
|
|
|
|
|
|
2.811%, 05/25/2036(B) |
|
|
52 |
|
|
|
48 |
|
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(B)(D) |
|
|
4,623 |
|
|
|
4,592 |
|
OBX Trust, Ser 2019-EXP1, Cl 1A3 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2059(B)(D) |
|
|
109 |
|
|
|
109 |
|
OBX Trust, Ser 2020-EXP1, Cl 2A1A |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 02/25/2060(B)(D) |
|
|
264 |
|
|
|
264 |
|
OBX Trust, Ser 2020-EXP3, Cl 2A1A |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(B)(D) |
|
|
296 |
|
|
|
296 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(B)(D) |
|
|
997 |
|
|
|
957 |
|
OBX Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.054%, 07/25/2061(B)(D) |
|
|
1,335 |
|
|
|
1,289 |
|
OBX Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.305%, 11/25/2061(B)(D) |
|
|
7,592 |
|
|
|
7,507 |
|
One Bryant Park Trust, Ser 2019-OBP, Cl A |
|
|
|
|
|
|
|
|
2.516%, 09/15/2054(D) |
|
|
2,490 |
|
|
|
2,402 |
|
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.957%, 10/25/2061(B)(D) |
|
|
1,101 |
|
|
|
1,067 |
|
OPG Trust, Ser PORT, Cl A |
|
|
|
|
|
|
|
|
0.675%, ICE LIBOR USD 1 Month + 0.484%, 10/15/2036(B)(D) |
|
|
4,140 |
|
|
|
3,978 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |
|
|
|
|
|
|
|
|
0.000%, 02/25/2034(C) |
|
|
7 |
|
|
|
6 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2034 |
|
|
26 |
|
|
|
26 |
|
PRKCM Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
1.510%, 08/25/2056(B)(D) |
|
|
1,447 |
|
|
|
1,390 |
|
PRKCM Trust, Ser 2021-AFC2, Cl A1 |
|
|
|
|
|
|
|
|
2.071%, 11/25/2056(B)(D) |
|
|
1,027 |
|
|
|
997 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
RALI Trust, Ser 2005-QO2, Cl A1 |
|
|
|
|
|
|
|
|
1.464%, 12 Month Treas Avg + 1.360%, 09/25/2045(B) |
|
$ |
227 |
|
|
$ |
221 |
|
RALI Trust, Ser 2005-QO5, Cl A1 |
|
|
|
|
|
|
|
|
1.104%, 12 Month Treas Avg + 1.000%, 01/25/2046(B) |
|
|
319 |
|
|
|
300 |
|
RAMP Trust, Ser 2004-SL1, Cl A7 |
|
|
|
|
|
|
|
|
7.000%, 11/25/2031 |
|
|
26 |
|
|
|
25 |
|
RAMP Trust, Ser 2005-SL1, Cl A5 |
|
|
|
|
|
|
|
|
6.500%, 05/25/2032 |
|
|
– |
|
|
|
– |
|
Rate Mortgage Trust, Ser 2021-HB1, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(B)(D) |
|
|
5,534 |
|
|
|
5,308 |
|
Rate Mortgage Trust, Ser 2021-J1, Cl A7 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
942 |
|
|
|
920 |
|
Rate Mortgage Trust, Ser 2021-J4, Cl A7 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(B)(D) |
|
|
12,630 |
|
|
|
12,396 |
|
Rate Mortgage Trust, Ser 2022-J1, Cl A7 |
|
|
|
|
|
|
|
|
3.000%, 01/25/2052(B)(D) |
|
|
2,470 |
|
|
|
2,440 |
|
RBS Commercial Funding Trust, Ser 2013-GSP, Cl A |
|
|
|
|
|
|
|
|
3.834%, 01/15/2032(B)(D) |
|
|
670 |
|
|
|
681 |
|
RCKT Mortgage Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 02/25/2052(B)(D) |
|
|
1,710 |
|
|
|
1,630 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
2.820%, 12/25/2034(B) |
|
|
194 |
|
|
|
191 |
|
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.654%, 05/25/2060(B)(D) |
|
|
1,602 |
|
|
|
1,601 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A3 |
|
|
|
|
|
|
|
|
0.632%, ICE LIBOR USD 6 Month + 0.320%, 01/20/2035(B) |
|
|
103 |
|
|
|
100 |
|
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |
|
|
|
|
|
|
|
|
5.025%, 10/25/2048(B)(D) |
|
|
2,365 |
|
|
|
2,363 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
|
|
|
|
|
|
|
|
4.144%, 01/05/2043(B)(D) |
|
|
115 |
|
|
|
118 |
|
SMRT, Ser 2022-MINI, Cl A |
|
|
|
|
|
|
|
|
1.100%, TSFR1M + 1.000%, 01/15/2024(B)(D) |
|
|
7,460 |
|
|
|
7,336 |
|
STACR Trust, Ser 2018-DNA3, Cl M2A |
|
|
|
|
|
|
|
|
2.287%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2048(B)(D) |
|
|
1,284 |
|
|
|
1,286 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(B)(D) |
|
|
920 |
|
|
|
913 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(B)(D) |
|
|
545 |
|
|
|
542 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(B)(D) |
|
|
768 |
|
|
|
762 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.027%, 11/25/2055(B)(D) |
|
$ |
626 |
|
|
$ |
618 |
|
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.162%, 08/25/2056(B)(D) |
|
|
2,073 |
|
|
|
2,023 |
|
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 1A1 |
|
|
|
|
|
|
|
|
0.507%, ICE LIBOR USD 1 Month + 0.320%, 10/25/2035(B) |
|
|
881 |
|
|
|
875 |
|
Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 |
|
|
|
|
|
|
|
|
0.822%, ICE LIBOR USD 1 Month + 0.660%, 10/19/2034(B) |
|
|
55 |
|
|
|
54 |
|
Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 |
|
|
|
|
|
|
|
|
0.642%, ICE LIBOR USD 1 Month + 0.480%, 04/19/2035(B) |
|
|
1,041 |
|
|
|
1,023 |
|
Structured Asset Securities, Ser 2003-31A, Cl 2A7 |
|
|
|
|
|
|
|
|
2.306%, 10/25/2033(B) |
|
|
1,089 |
|
|
|
1,115 |
|
Structured Asset Securities, Ser 2003-37A, Cl 2A |
|
|
|
|
|
|
|
|
2.028%, 12/25/2033(B) |
|
|
33 |
|
|
|
34 |
|
Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 |
|
|
|
|
|
|
|
|
0.827%, ICE LIBOR USD 1 Month + 0.640%, 09/25/2043(B) |
|
|
105 |
|
|
|
106 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(B)(D) |
|
|
1,580 |
|
|
|
1,571 |
|
UBS Commercial Mortgage Trust, Ser 2018-C11, Cl B |
|
|
|
|
|
|
|
|
4.713%, 06/15/2051(B) |
|
|
1,750 |
|
|
|
1,814 |
|
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl B |
|
|
|
|
|
|
|
|
4.365%, 08/10/2049(B)(D) |
|
|
435 |
|
|
|
438 |
|
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A4 |
|
|
|
|
|
|
|
|
2.792%, 12/10/2045 |
|
|
1,566 |
|
|
|
1,568 |
|
Verus Securitization Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.784%, 07/25/2059(D) |
|
|
558 |
|
|
|
559 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.642%, 11/25/2059(D) |
|
|
839 |
|
|
|
840 |
|
Verus Securitization Trust, Ser 2019-INV2, Cl A1 |
|
|
|
|
|
|
|
|
2.913%, 07/25/2059(B)(D) |
|
|
444 |
|
|
|
445 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
2.692%, 11/25/2059(B)(D) |
|
|
1,014 |
|
|
|
1,016 |
|
Verus Securitization Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
2.226%, 05/25/2060(B)(D) |
|
|
775 |
|
|
|
770 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Verus Securitization Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.218%, 05/25/2065(D) |
|
$ |
305 |
|
|
$ |
300 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(B)(D) |
|
|
1,099 |
|
|
|
1,075 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(B)(D) |
|
|
2,093 |
|
|
|
2,046 |
|
Verus Securitization Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.046%, 06/25/2066(B)(D) |
|
|
1,475 |
|
|
|
1,436 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(B)(D) |
|
|
1,691 |
|
|
|
1,619 |
|
Verus Securitization Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.013%, 09/25/2066(B)(D) |
|
|
6,397 |
|
|
|
6,118 |
|
Verus Securitization Trust, Ser 2021-7, Cl A1 |
|
|
|
|
|
|
|
|
1.829%, 10/25/2066(B)(D) |
|
|
2,545 |
|
|
|
2,483 |
|
Verus Securitization Trust, Ser 2021-8, Cl A1 |
|
|
|
|
|
|
|
|
1.824%, 11/25/2066(B)(D) |
|
|
1,862 |
|
|
|
1,815 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(B)(D) |
|
|
1,140 |
|
|
|
1,129 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(B)(D) |
|
|
1,166 |
|
|
|
1,153 |
|
Visio Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.312%, 11/25/2055(D) |
|
|
738 |
|
|
|
727 |
|
VNDO Mortgage Trust, Ser 2012-6AVE, Cl A |
|
|
|
|
|
|
|
|
2.996%, 11/15/2030(D) |
|
|
100 |
|
|
|
101 |
|
VNDO Mortgage Trust, Ser 2016-350P, Cl A |
|
|
|
|
|
|
|
|
3.805%, 01/10/2035(D) |
|
|
1,210 |
|
|
|
1,249 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
2.494%, 10/25/2033(B) |
|
|
45 |
|
|
|
45 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 |
|
|
|
|
|
|
|
|
2.562%, 06/25/2033(B) |
|
|
42 |
|
|
|
42 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
2.374%, 08/25/2033(B) |
|
|
40 |
|
|
|
40 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
2.517%, 09/25/2033(B) |
|
|
98 |
|
|
|
97 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |
|
|
|
|
|
|
|
|
16.949%, 06/25/2033(B) |
|
|
7 |
|
|
|
7 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |
|
|
|
|
|
|
|
|
5.250%, 10/25/2033 |
|
|
172 |
|
|
|
174 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |
|
|
|
|
|
|
|
|
2.601%, 06/25/2034(B) |
|
|
29 |
|
|
|
30 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 |
|
|
|
|
|
|
|
|
2.633%, 06/25/2034(B) |
|
|
2,577 |
|
|
|
2,604 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6 |
|
|
|
|
|
|
|
|
2.552%, 07/25/2034(B) |
|
$ |
3,093 |
|
|
$ |
3,144 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
0.707%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(B) |
|
|
6,322 |
|
|
|
6,213 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 |
|
|
|
|
|
|
|
|
0.727%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2045(B) |
|
|
3,623 |
|
|
|
3,687 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B |
|
|
|
|
|
|
|
|
1.174%, 12 Month Treas Avg + 1.070%, 01/25/2046(B) |
|
|
1,086 |
|
|
|
853 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4 |
|
|
|
|
|
|
|
|
2.562%, 11/25/2036(B) |
|
|
70 |
|
|
|
68 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A |
|
|
|
|
|
|
|
|
1.718%, Cost of Funds 11th District of San Fran + 1.500%, 12/25/2046(B) |
|
|
155 |
|
|
|
157 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B |
|
|
|
|
|
|
|
|
0.898%, 12 Month Treas Avg + 0.810%, 12/25/2046(B) |
|
|
100 |
|
|
|
91 |
|
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO |
|
|
|
|
|
|
|
|
5.500%, 05/25/2035 |
|
|
142 |
|
|
|
24 |
|
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(C) |
|
|
3 |
|
|
|
2 |
|
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO |
|
|
|
|
|
|
|
|
0.000%, 04/25/2033(C) |
|
|
25 |
|
|
|
23 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C |
|
|
|
|
|
|
|
|
4.693%, 09/15/2022(B) |
|
|
1,530 |
|
|
|
1,544 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl B |
|
|
|
|
|
|
|
|
4.142%, 10/15/2045 |
|
|
1,455 |
|
|
|
1,467 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 |
|
|
|
|
|
|
|
|
2.623%, 08/25/2035(B) |
|
|
19 |
|
|
|
19 |
|
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO |
|
|
|
|
|
|
|
|
1.179%, 06/15/2045(B)(D) |
|
|
1,406 |
|
|
|
– |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl XA, IO |
|
|
|
|
|
|
|
|
1.089%, 03/15/2048(B)(D) |
|
$ |
5,329 |
|
|
$ |
42 |
|
WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl C |
|
|
|
|
|
|
|
|
4.317%, 03/15/2048(B) |
|
|
490 |
|
|
|
493 |
|
WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl A4 |
|
|
|
|
|
|
|
|
4.153%, 08/15/2046(B) |
|
|
150 |
|
|
|
152 |
|
WFRBS Commercial Mortgage Trust, Ser 2013-C17, Cl A4 |
|
|
|
|
|
|
|
|
4.023%, 12/15/2046 |
|
|
120 |
|
|
|
123 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B |
|
|
|
|
|
|
|
|
4.723%, 03/15/2047(B) |
|
|
210 |
|
|
|
213 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl A3 |
|
|
|
|
|
|
|
|
3.660%, 03/15/2047 |
|
|
293 |
|
|
|
292 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl XA, IO |
|
|
|
|
|
|
|
|
0.991%, 03/15/2047(B) |
|
|
4,010 |
|
|
|
58 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |
|
|
|
|
|
|
|
|
4.213%, 08/15/2047(B) |
|
|
2,180 |
|
|
|
2,190 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO |
|
|
|
|
|
|
|
|
1.014%, 08/15/2047(B) |
|
|
11,206 |
|
|
|
220 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B |
|
|
|
|
|
|
|
|
4.371%, 09/15/2057(B) |
|
|
970 |
|
|
|
992 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO |
|
|
|
|
|
|
|
|
0.560%, 10/15/2057(B) |
|
|
4,298 |
|
|
|
53 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C24, Cl AS |
|
|
|
|
|
|
|
|
3.931%, 11/15/2047 |
|
|
1,330 |
|
|
|
1,352 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
530,389 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $2,967,286) ($ Thousands) |
|
|
|
|
|
|
2,934,060 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 28.7% |
Communication Services — 3.1% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
2.050%, 08/15/2050 |
|
|
630 |
|
|
|
508 |
|
1.100%, 08/15/2030 |
|
|
400 |
|
|
|
361 |
|
0.800%, 08/15/2027 |
|
|
350 |
|
|
|
324 |
|
0.450%, 08/15/2025 |
|
|
180 |
|
|
|
171 |
|
AT&T |
|
|
|
|
|
|
|
|
6.500%, 09/01/2037 (E) |
|
|
2,770 |
|
|
|
3,483 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.550%, 08/15/2041 |
|
$ |
240 |
|
|
$ |
286 |
|
5.350%, 09/01/2040 |
|
|
310 |
|
|
|
363 |
|
5.250%, 03/01/2037 |
|
|
3,910 |
|
|
|
4,595 |
|
4.850%, 03/01/2039 |
|
|
414 |
|
|
|
457 |
|
4.750%, 05/15/2046 |
|
|
1,335 |
|
|
|
1,480 |
|
4.500%, 05/15/2035 |
|
|
2,740 |
|
|
|
3,001 |
|
4.500%, 03/09/2048 |
|
|
195 |
|
|
|
209 |
|
4.350%, 03/01/2029 |
|
|
515 |
|
|
|
560 |
|
4.350%, 06/15/2045 |
|
|
1,082 |
|
|
|
1,121 |
|
3.800%, 12/01/2057 |
|
|
10,427 |
|
|
|
9,783 |
|
3.650%, 06/01/2051 |
|
|
618 |
|
|
|
583 |
|
3.650%, 09/15/2059 |
|
|
1,849 |
|
|
|
1,677 |
|
3.550%, 09/15/2055 |
|
|
1,231 |
|
|
|
1,116 |
|
3.500%, 06/01/2041 |
|
|
823 |
|
|
|
783 |
|
3.500%, 09/15/2053 |
|
|
11,735 |
|
|
|
10,730 |
|
3.500%, 02/01/2061 |
|
|
772 |
|
|
|
680 |
|
3.300%, 02/01/2052 |
|
|
902 |
|
|
|
801 |
|
3.100%, 02/01/2043 |
|
|
2,303 |
|
|
|
2,056 |
|
2.550%, 12/01/2033 |
|
|
5,763 |
|
|
|
5,345 |
|
2.300%, 06/01/2027 |
|
|
1,200 |
|
|
|
1,184 |
|
2.250%, 02/01/2032 |
|
|
3,570 |
|
|
|
3,295 |
|
1.700%, 03/25/2026 |
|
|
7,112 |
|
|
|
6,922 |
|
1.650%, 02/01/2028 |
|
|
4,440 |
|
|
|
4,186 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.484%, 10/23/2045 |
|
|
110 |
|
|
|
131 |
|
6.384%, 10/23/2035 |
|
|
170 |
|
|
|
203 |
|
5.750%, 04/01/2048 |
|
|
2,710 |
|
|
|
2,996 |
|
5.375%, 04/01/2038 |
|
|
1,480 |
|
|
|
1,548 |
|
5.375%, 05/01/2047 |
|
|
250 |
|
|
|
264 |
|
5.050%, 03/30/2029 |
|
|
2,530 |
|
|
|
2,750 |
|
4.908%, 07/23/2025 |
|
|
2,190 |
|
|
|
2,321 |
|
4.800%, 03/01/2050 |
|
|
1,650 |
|
|
|
1,614 |
|
4.400%, 12/01/2061 |
|
|
668 |
|
|
|
595 |
|
4.200%, 03/15/2028 |
|
|
980 |
|
|
|
1,022 |
|
3.900%, 06/01/2052 |
|
|
2,135 |
|
|
|
1,857 |
|
3.750%, 02/15/2028 |
|
|
681 |
|
|
|
694 |
|
3.700%, 04/01/2051 |
|
|
404 |
|
|
|
339 |
|
3.500%, 06/01/2041 |
|
|
1,020 |
|
|
|
881 |
|
3.500%, 03/01/2042 |
|
|
2,184 |
|
|
|
1,883 |
|
2.250%, 01/15/2029 |
|
|
2,269 |
|
|
|
2,095 |
|
Comcast |
|
|
|
|
|
|
|
|
7.050%, 03/15/2033 |
|
|
50 |
|
|
|
66 |
|
4.400%, 08/15/2035 |
|
|
3,525 |
|
|
|
3,890 |
|
4.250%, 10/15/2030 |
|
|
1,010 |
|
|
|
1,111 |
|
4.250%, 01/15/2033 |
|
|
360 |
|
|
|
393 |
|
4.200%, 08/15/2034 |
|
|
570 |
|
|
|
623 |
|
4.150%, 10/15/2028 |
|
|
3,480 |
|
|
|
3,772 |
|
4.000%, 03/01/2048 |
|
|
110 |
|
|
|
113 |
|
3.969%, 11/01/2047 |
|
|
120 |
|
|
|
122 |
|
3.950%, 10/15/2025 |
|
|
1,110 |
|
|
|
1,171 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.750%, 04/01/2040 |
|
$ |
100 |
|
|
$ |
101 |
|
3.700%, 04/15/2024 |
|
|
1,100 |
|
|
|
1,140 |
|
3.400%, 04/01/2030 |
|
|
2,505 |
|
|
|
2,584 |
|
3.400%, 07/15/2046 |
|
|
60 |
|
|
|
56 |
|
3.300%, 04/01/2027 |
|
|
310 |
|
|
|
322 |
|
3.250%, 11/01/2039 |
|
|
250 |
|
|
|
237 |
|
3.150%, 03/01/2026 |
|
|
800 |
|
|
|
825 |
|
2.937%, 11/01/2056 (D) |
|
|
844 |
|
|
|
710 |
|
2.887%, 11/01/2051 (D) |
|
|
682 |
|
|
|
592 |
|
2.800%, 01/15/2051 |
|
|
270 |
|
|
|
225 |
|
2.650%, 08/15/2062 |
|
|
1,959 |
|
|
|
1,521 |
|
2.450%, 08/15/2052 |
|
|
392 |
|
|
|
316 |
|
1.500%, 02/15/2031 |
|
|
5,940 |
|
|
|
5,280 |
|
Comcast Cable Communications Holdings |
|
|
|
|
|
|
|
|
9.455%, 11/15/2022 |
|
|
240 |
|
|
|
254 |
|
Comcast Cable Holdings LLC |
|
|
|
|
|
|
|
|
10.125%, 04/15/2022 (E) |
|
|
190 |
|
|
|
190 |
|
Cox Communications |
|
|
|
|
|
|
|
|
4.800%, 02/01/2035 (D) |
|
|
1,665 |
|
|
|
1,832 |
|
2.600%, 06/15/2031 (D) |
|
|
1,220 |
|
|
|
1,149 |
|
Cox Enterprises |
|
|
|
|
|
|
|
|
7.375%, 07/15/2027 (D) |
|
|
2,895 |
|
|
|
3,509 |
|
Fox |
|
|
|
|
|
|
|
|
5.476%, 01/25/2039 |
|
|
270 |
|
|
|
315 |
|
4.709%, 01/25/2029 |
|
|
210 |
|
|
|
229 |
|
3.500%, 04/08/2030 |
|
|
560 |
|
|
|
572 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
3.875%, 11/15/2029 (D) |
|
|
6,120 |
|
|
|
5,845 |
|
3.400%, 03/01/2027 (D) |
|
|
895 |
|
|
|
880 |
|
Netflix |
|
|
|
|
|
|
|
|
5.875%, 11/15/2028 |
|
|
1,477 |
|
|
|
1,670 |
|
5.375%, 11/15/2029 (D) |
|
|
1,072 |
|
|
|
1,197 |
|
3.625%, 06/15/2025 (D) |
|
|
1,375 |
|
|
|
1,406 |
|
NTT Finance |
|
|
|
|
|
|
|
|
1.162%, 04/03/2026 (D) |
|
|
4,810 |
|
|
|
4,573 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
1,175 |
|
|
|
1,482 |
|
5.900%, 10/15/2040 |
|
|
840 |
|
|
|
1,005 |
|
4.950%, 01/15/2031 |
|
|
428 |
|
|
|
464 |
|
4.750%, 05/15/2025 |
|
|
2,640 |
|
|
|
2,819 |
|
3.875%, 04/01/2024 |
|
|
230 |
|
|
|
239 |
|
3.700%, 08/15/2024 |
|
|
1,505 |
|
|
|
1,564 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
4.100%, 10/01/2023 |
|
|
133 |
|
|
|
137 |
|
SES GLOBAL Americas Holdings GP |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (D) |
|
|
2,000 |
|
|
|
2,089 |
|
Sky |
|
|
|
|
|
|
|
|
3.750%, 09/16/2024 (D) |
|
|
2,045 |
|
|
|
2,124 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
200 |
|
|
|
277 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (D) |
|
$ |
10,500 |
|
|
$ |
11,294 |
|
4.738%, 03/20/2025 (D) |
|
|
4,623 |
|
|
|
4,762 |
|
Telefonica Emisiones |
|
|
|
|
|
|
|
|
4.103%, 03/08/2027 |
|
|
150 |
|
|
|
159 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.840%, 04/22/2051 (D) |
|
|
2,320 |
|
|
|
2,126 |
|
3.595%, 01/19/2028 (D) |
|
|
2,370 |
|
|
|
2,415 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
100 |
|
|
|
125 |
|
6.750%, 06/15/2039 |
|
|
170 |
|
|
|
206 |
|
6.550%, 05/01/2037 |
|
|
40 |
|
|
|
48 |
|
5.875%, 11/15/2040 |
|
|
2,595 |
|
|
|
2,904 |
|
5.500%, 09/01/2041 |
|
|
4,882 |
|
|
|
5,204 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,380 |
|
|
|
1,883 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
4.375%, 04/15/2040 |
|
|
2,770 |
|
|
|
2,865 |
|
3.875%, 04/15/2030 |
|
|
6,615 |
|
|
|
6,841 |
|
3.750%, 04/15/2027 |
|
|
4,608 |
|
|
|
4,784 |
|
3.500%, 04/15/2025 |
|
|
720 |
|
|
|
740 |
|
3.500%, 04/15/2031 (D) |
|
|
3,261 |
|
|
|
3,210 |
|
3.400%, 10/15/2052 (D) |
|
|
4,130 |
|
|
|
3,660 |
|
3.375%, 04/15/2029 (D) |
|
|
7,661 |
|
|
|
7,497 |
|
3.300%, 02/15/2051 |
|
|
210 |
|
|
|
183 |
|
3.000%, 02/15/2041 |
|
|
480 |
|
|
|
416 |
|
2.875%, 02/15/2031 |
|
|
524 |
|
|
|
492 |
|
2.700%, 03/15/2032 (D) |
|
|
2,680 |
|
|
|
2,520 |
|
2.550%, 02/15/2031 |
|
|
2,945 |
|
|
|
2,760 |
|
2.250%, 02/15/2026 (D) |
|
|
9,182 |
|
|
|
8,860 |
|
2.250%, 11/15/2031 |
|
|
790 |
|
|
|
715 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.500%, 03/16/2047 |
|
|
100 |
|
|
|
126 |
|
5.250%, 03/16/2037 |
|
|
1,100 |
|
|
|
1,311 |
|
4.862%, 08/21/2046 |
|
|
270 |
|
|
|
323 |
|
4.500%, 08/10/2033 |
|
|
470 |
|
|
|
522 |
|
4.400%, 11/01/2034 |
|
|
5,360 |
|
|
|
5,909 |
|
4.329%, 09/21/2028 |
|
|
3,607 |
|
|
|
3,928 |
|
4.125%, 03/16/2027 |
|
|
330 |
|
|
|
351 |
|
4.125%, 08/15/2046 |
|
|
430 |
|
|
|
448 |
|
4.016%, 12/03/2029 |
|
|
1,337 |
|
|
|
1,435 |
|
4.000%, 03/22/2050 |
|
|
1,330 |
|
|
|
1,365 |
|
3.875%, 03/01/2052 |
|
|
782 |
|
|
|
809 |
|
3.850%, 11/01/2042 |
|
|
1,750 |
|
|
|
1,760 |
|
3.700%, 03/22/2061 |
|
|
2,421 |
|
|
|
2,308 |
|
3.550%, 03/22/2051 |
|
|
2,185 |
|
|
|
2,116 |
|
3.400%, 03/22/2041 |
|
|
1,556 |
|
|
|
1,498 |
|
3.150%, 03/22/2030 |
|
|
580 |
|
|
|
582 |
|
3.000%, 03/22/2027 |
|
|
220 |
|
|
|
223 |
|
2.875%, 11/20/2050 |
|
|
1,732 |
|
|
|
1,480 |
|
2.650%, 11/20/2040 |
|
|
4,808 |
|
|
|
4,172 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.625%, 08/15/2026 |
|
$ |
940 |
|
|
$ |
938 |
|
2.550%, 03/21/2031 |
|
|
6,379 |
|
|
|
6,123 |
|
2.355%, 03/15/2032 (D) |
|
|
9,034 |
|
|
|
8,435 |
|
2.100%, 03/22/2028 |
|
|
700 |
|
|
|
676 |
|
1.750%, 01/20/2031 |
|
|
1,640 |
|
|
|
1,476 |
|
1.680%, 10/30/2030 |
|
|
1,548 |
|
|
|
1,391 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
5.250%, 05/30/2048 |
|
|
2,370 |
|
|
|
2,717 |
|
5.000%, 05/30/2038 |
|
|
386 |
|
|
|
438 |
|
4.875%, 06/19/2049 |
|
|
3,011 |
|
|
|
3,343 |
|
4.375%, 05/30/2028 |
|
|
1,010 |
|
|
|
1,092 |
|
4.250%, 09/17/2050 |
|
|
309 |
|
|
|
316 |
|
Walt Disney |
|
|
|
|
|
|
|
|
8.875%, 04/26/2023 |
|
|
150 |
|
|
|
162 |
|
6.650%, 11/15/2037 |
|
|
260 |
|
|
|
354 |
|
6.200%, 12/15/2034 |
|
|
265 |
|
|
|
342 |
|
4.700%, 03/23/2050 |
|
|
1,035 |
|
|
|
1,224 |
|
4.625%, 03/23/2040 |
|
|
2,385 |
|
|
|
2,730 |
|
3.600%, 01/13/2051 |
|
|
1,735 |
|
|
|
1,756 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
289,092 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.4% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
0.625%, 02/10/2023 (D) |
|
|
3,555 |
|
|
|
3,527 |
|
Advance Auto Parts |
|
|
|
|
|
|
|
|
3.900%, 04/15/2030 |
|
|
3,088 |
|
|
|
3,192 |
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
3.550%, 07/26/2027 (D) |
|
|
2,200 |
|
|
|
2,278 |
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
600 |
|
|
|
744 |
|
4.800%, 12/05/2034 |
|
|
187 |
|
|
|
225 |
|
4.250%, 08/22/2057 |
|
|
160 |
|
|
|
185 |
|
4.050%, 08/22/2047 |
|
|
570 |
|
|
|
635 |
|
3.875%, 08/22/2037 |
|
|
5,250 |
|
|
|
5,749 |
|
3.250%, 05/12/2061 |
|
|
410 |
|
|
|
390 |
|
3.150%, 08/22/2027 |
|
|
160 |
|
|
|
167 |
|
3.100%, 05/12/2051 |
|
|
4,886 |
|
|
|
4,723 |
|
2.700%, 06/03/2060 |
|
|
785 |
|
|
|
670 |
|
2.500%, 06/03/2050 |
|
|
880 |
|
|
|
760 |
|
2.100%, 05/12/2031 |
|
|
4,183 |
|
|
|
4,027 |
|
1.650%, 05/12/2028 |
|
|
3,161 |
|
|
|
3,041 |
|
1.500%, 06/03/2030 |
|
|
540 |
|
|
|
500 |
|
1.200%, 06/03/2027 |
|
|
1,090 |
|
|
|
1,036 |
|
1.000%, 05/12/2026 |
|
|
5,263 |
|
|
|
5,068 |
|
0.800%, 06/03/2025 |
|
|
880 |
|
|
|
849 |
|
American Honda Finance MTN |
|
|
|
|
|
|
|
|
2.000%, 03/24/2028 |
|
|
725 |
|
|
|
699 |
|
AutoNation |
|
|
|
|
|
|
|
|
4.750%, 06/01/2030 |
|
|
3,442 |
|
|
|
3,709 |
|
BMW US Capital LLC |
|
|
|
|
|
|
|
|
3.800%, 04/06/2023 (D) |
|
|
1,780 |
|
|
|
1,822 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Daimler Finance North America LLC |
|
|
|
|
|
|
|
|
2.700%, 06/14/2024 (D) |
|
$ |
990 |
|
|
$ |
1,004 |
|
0.750%, 03/01/2024 (D) |
|
|
3,010 |
|
|
|
2,932 |
|
Dick's Sporting Goods |
|
|
|
|
|
|
|
|
4.100%, 01/15/2052 |
|
|
2,454 |
|
|
|
2,148 |
|
Dollar General |
|
|
|
|
|
|
|
|
3.250%, 04/15/2023 |
|
|
70 |
|
|
|
71 |
|
Ford Motor |
|
|
|
|
|
|
|
|
4.750%, 01/15/2043 |
|
|
630 |
|
|
|
610 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
4.271%, 01/09/2027 |
|
|
1,340 |
|
|
|
1,350 |
|
4.063%, 11/01/2024 |
|
|
618 |
|
|
|
627 |
|
4.000%, 11/13/2030 |
|
|
297 |
|
|
|
295 |
|
3.625%, 06/17/2031 |
|
|
1,712 |
|
|
|
1,646 |
|
3.096%, 05/04/2023 |
|
|
200 |
|
|
|
202 |
|
2.900%, 02/10/2029 (E) |
|
|
2,035 |
|
|
|
1,900 |
|
2.700%, 08/10/2026 |
|
|
3,438 |
|
|
|
3,292 |
|
1.490%, ICE LIBOR USD 3 Month + 1.270%, 03/28/2022 (B) |
|
|
2,200 |
|
|
|
2,201 |
|
General Motors |
|
|
|
|
|
|
|
|
6.250%, 10/02/2043 |
|
|
940 |
|
|
|
1,142 |
|
5.150%, 04/01/2038 |
|
|
150 |
|
|
|
162 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
4.350%, 01/17/2027 |
|
|
180 |
|
|
|
189 |
|
3.450%, 04/10/2022 |
|
|
515 |
|
|
|
516 |
|
3.150%, 06/30/2022 |
|
|
3,095 |
|
|
|
3,112 |
|
3.100%, 01/12/2032 |
|
|
1,610 |
|
|
|
1,537 |
|
Home Depot |
|
|
|
|
|
|
|
|
3.900%, 12/06/2028 |
|
|
80 |
|
|
|
86 |
|
3.900%, 06/15/2047 |
|
|
100 |
|
|
|
106 |
|
3.350%, 04/15/2050 |
|
|
800 |
|
|
|
782 |
|
3.300%, 04/15/2040 |
|
|
857 |
|
|
|
857 |
|
3.125%, 12/15/2049 |
|
|
1,497 |
|
|
|
1,411 |
|
2.700%, 04/15/2030 |
|
|
480 |
|
|
|
478 |
|
2.500%, 04/15/2027 |
|
|
430 |
|
|
|
434 |
|
2.375%, 03/15/2051 |
|
|
1,233 |
|
|
|
1,014 |
|
Hyatt Hotels |
|
|
|
|
|
|
|
|
1.800%, 10/01/2024 |
|
|
2,515 |
|
|
|
2,461 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
1.800%, 10/15/2025 (D) |
|
|
1,569 |
|
|
|
1,516 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
2.000%, 06/15/2028 (D) |
|
|
770 |
|
|
|
716 |
|
1.300%, 01/08/2026 (D) |
|
|
1,714 |
|
|
|
1,619 |
|
0.800%, 01/08/2024 (D) |
|
|
2,052 |
|
|
|
1,993 |
|
Hyundai Capital Services |
|
|
|
|
|
|
|
|
2.125%, 04/24/2025 (D) |
|
|
1,205 |
|
|
|
1,178 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.200%, 08/08/2024 |
|
|
1,480 |
|
|
|
1,459 |
|
2.900%, 06/25/2025 |
|
|
140 |
|
|
|
135 |
|
Lennar |
|
|
|
|
|
|
|
|
4.500%, 04/30/2024 |
|
|
2,845 |
|
|
|
2,959 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Lowe's |
|
|
|
|
|
|
|
|
5.000%, 04/15/2040 |
|
$ |
2,315 |
|
|
$ |
2,655 |
|
4.500%, 04/15/2030 |
|
|
320 |
|
|
|
353 |
|
2.500%, 04/15/2026 |
|
|
260 |
|
|
|
263 |
|
1.700%, 09/15/2028 |
|
|
900 |
|
|
|
845 |
|
Marriott International /Maryland |
|
|
|
|
|
|
|
|
5.750%, 05/01/2025 |
|
|
473 |
|
|
|
518 |
|
4.625%, 06/15/2030 |
|
|
2,746 |
|
|
|
2,965 |
|
3.500%, 10/15/2032 |
|
|
1,162 |
|
|
|
1,159 |
|
2.850%, 04/15/2031 |
|
|
1,899 |
|
|
|
1,810 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
4.875%, 12/09/2045 |
|
|
670 |
|
|
|
760 |
|
4.200%, 04/01/2050 |
|
|
1,250 |
|
|
|
1,336 |
|
3.800%, 04/01/2028 |
|
|
1,220 |
|
|
|
1,293 |
|
3.700%, 01/30/2026 |
|
|
1,065 |
|
|
|
1,121 |
|
3.625%, 09/01/2049 |
|
|
355 |
|
|
|
349 |
|
3.600%, 07/01/2030 |
|
|
460 |
|
|
|
483 |
|
3.500%, 03/01/2027 |
|
|
180 |
|
|
|
188 |
|
3.500%, 07/01/2027 |
|
|
510 |
|
|
|
534 |
|
3.300%, 07/01/2025 |
|
|
480 |
|
|
|
494 |
|
2.125%, 03/01/2030 |
|
|
420 |
|
|
|
398 |
|
1.450%, 09/01/2025 |
|
|
850 |
|
|
|
829 |
|
Newell Brands |
|
|
|
|
|
|
|
|
4.700%, 04/01/2026 |
|
|
560 |
|
|
|
580 |
|
4.350%, 04/01/2023 |
|
|
376 |
|
|
|
382 |
|
NIKE |
|
|
|
|
|
|
|
|
3.375%, 03/27/2050 |
|
|
20 |
|
|
|
20 |
|
3.250%, 03/27/2040 |
|
|
330 |
|
|
|
330 |
|
2.850%, 03/27/2030 |
|
|
650 |
|
|
|
661 |
|
2.750%, 03/27/2027 |
|
|
640 |
|
|
|
657 |
|
2.400%, 03/27/2025 |
|
|
400 |
|
|
|
405 |
|
QVC |
|
|
|
|
|
|
|
|
4.850%, 04/01/2024 |
|
|
735 |
|
|
|
744 |
|
Sands China |
|
|
|
|
|
|
|
|
5.125%, 08/08/2025 |
|
|
810 |
|
|
|
802 |
|
Starbucks |
|
|
|
|
|
|
|
|
3.500%, 11/15/2050 |
|
|
1,780 |
|
|
|
1,667 |
|
3.350%, 03/12/2050 |
|
|
250 |
|
|
|
227 |
|
3.000%, 02/14/2032 (E) |
|
|
2,445 |
|
|
|
2,431 |
|
1.300%, 05/07/2022 |
|
|
974 |
|
|
|
974 |
|
Tapestry |
|
|
|
|
|
|
|
|
3.050%, 03/15/2032 |
|
|
2,753 |
|
|
|
2,619 |
|
Target |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
1,732 |
|
|
|
1,641 |
|
2.250%, 04/15/2025 |
|
|
710 |
|
|
|
714 |
|
1.950%, 01/15/2027 |
|
|
1,539 |
|
|
|
1,526 |
|
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
2.900%, 05/13/2022 (D) |
|
|
3,135 |
|
|
|
3,146 |
|
1.250%, 11/24/2025 (D) |
|
|
2,520 |
|
|
|
2,401 |
|
0.875%, 11/22/2023 (D) |
|
|
2,420 |
|
|
|
2,370 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
130,786 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Staples — 1.9% |
|
|
|
|
Adani International Container Terminal PVT |
|
|
|
|
|
|
|
|
3.000%, 02/16/2031 (D) |
|
$ |
612 |
|
|
$ |
568 |
|
Adani Ports and Special Economic Zone |
|
|
|
|
|
|
|
|
4.200%, 08/04/2027 (D) |
|
|
1,407 |
|
|
|
1,405 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
2.211%, 06/15/2030 |
|
|
3,565 |
|
|
|
3,419 |
|
Aetna |
|
|
|
|
|
|
|
|
3.875%, 08/15/2047 |
|
|
360 |
|
|
|
361 |
|
2.800%, 06/15/2023 |
|
|
3,648 |
|
|
|
3,696 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.000%, 09/23/2029 (D) |
|
|
3,845 |
|
|
|
3,808 |
|
Altria Group |
|
|
|
|
|
|
|
|
5.950%, 02/14/2049 |
|
|
380 |
|
|
|
422 |
|
5.800%, 02/14/2039 |
|
|
1,065 |
|
|
|
1,167 |
|
4.800%, 02/14/2029 |
|
|
11 |
|
|
|
12 |
|
4.400%, 02/14/2026 |
|
|
203 |
|
|
|
216 |
|
3.400%, 02/04/2041 |
|
|
970 |
|
|
|
803 |
|
2.450%, 02/04/2032 |
|
|
6,560 |
|
|
|
5,857 |
|
2.350%, 05/06/2025 |
|
|
513 |
|
|
|
511 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
9,141 |
|
|
|
10,329 |
|
4.700%, 02/01/2036 |
|
|
2,182 |
|
|
|
2,432 |
|
3.650%, 02/01/2026 |
|
|
1,978 |
|
|
|
2,066 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.550%, 01/23/2049 |
|
|
1,600 |
|
|
|
1,981 |
|
5.450%, 01/23/2039 |
|
|
1,150 |
|
|
|
1,370 |
|
4.750%, 01/23/2029 |
|
|
1,420 |
|
|
|
1,576 |
|
4.600%, 04/15/2048 |
|
|
4,030 |
|
|
|
4,418 |
|
4.500%, 06/01/2050 |
|
|
1,860 |
|
|
|
2,047 |
|
4.375%, 04/15/2038 |
|
|
2,353 |
|
|
|
2,528 |
|
4.350%, 06/01/2040 |
|
|
970 |
|
|
|
1,034 |
|
4.000%, 04/13/2028 |
|
|
310 |
|
|
|
330 |
|
3.750%, 07/15/2042 |
|
|
701 |
|
|
|
692 |
|
3.500%, 06/01/2030 |
|
|
1,068 |
|
|
|
1,116 |
|
Archer-Daniels-Midland |
|
|
|
|
|
|
|
|
2.900%, 03/01/2032 |
|
|
1,571 |
|
|
|
1,589 |
|
Bacardi |
|
|
|
|
|
|
|
|
4.700%, 05/15/2028 (D) |
|
|
775 |
|
|
|
842 |
|
4.450%, 05/15/2025 (D) |
|
|
3,780 |
|
|
|
3,977 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.700%, 04/02/2027 |
|
|
500 |
|
|
|
531 |
|
4.540%, 08/15/2047 |
|
|
4,705 |
|
|
|
4,344 |
|
4.390%, 08/15/2037 |
|
|
1,090 |
|
|
|
1,045 |
|
3.984%, 09/25/2050 |
|
|
1,035 |
|
|
|
891 |
|
3.557%, 08/15/2027 |
|
|
6,295 |
|
|
|
6,335 |
|
2.726%, 03/25/2031 |
|
|
1,495 |
|
|
|
1,370 |
|
2.259%, 03/25/2028 |
|
|
795 |
|
|
|
742 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (D) |
|
|
3,750 |
|
|
|
3,998 |
|
4.250%, 12/15/2025 (D) |
|
|
3,105 |
|
|
|
3,261 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
3.375%, 10/08/2024 (D) |
|
$ |
1,475 |
|
|
$ |
1,504 |
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.464%, 06/01/2030 |
|
|
1,480 |
|
|
|
1,560 |
|
Bunge Finance |
|
|
|
|
|
|
|
|
3.750%, 09/25/2027 |
|
|
1,450 |
|
|
|
1,507 |
|
2.750%, 05/14/2031 |
|
|
920 |
|
|
|
876 |
|
1.630%, 08/17/2025 |
|
|
1,343 |
|
|
|
1,304 |
|
Cargill |
|
|
|
|
|
|
|
|
1.375%, 07/23/2023 (D) |
|
|
690 |
|
|
|
687 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
3.375%, 03/25/2027 |
|
|
330 |
|
|
|
348 |
|
2.600%, 06/01/2050 |
|
|
200 |
|
|
|
175 |
|
2.500%, 06/01/2040 |
|
|
310 |
|
|
|
281 |
|
1.450%, 06/01/2027 (E) |
|
|
630 |
|
|
|
604 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
3.347%, 10/01/2029 |
|
|
1,025 |
|
|
|
1,035 |
|
2.782%, 10/01/2030 |
|
|
1,930 |
|
|
|
1,883 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
4.400%, 11/15/2025 |
|
|
775 |
|
|
|
823 |
|
3.200%, 02/15/2023 |
|
|
6,200 |
|
|
|
6,273 |
|
Costco Wholesale |
|
|
|
|
|
|
|
|
1.750%, 04/20/2032 |
|
|
560 |
|
|
|
517 |
|
1.375%, 06/20/2027 |
|
|
1,220 |
|
|
|
1,173 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
6.036%, 12/10/2028 |
|
|
1,286 |
|
|
|
1,407 |
|
5.926%, 01/10/2034 (D) |
|
|
140 |
|
|
|
162 |
|
5.880%, 01/10/2028 |
|
|
81 |
|
|
|
88 |
|
5.789%, 01/10/2026 (D) |
|
|
561 |
|
|
|
590 |
|
Danone |
|
|
|
|
|
|
|
|
2.947%, 11/02/2026 (D) |
|
|
450 |
|
|
|
460 |
|
2.589%, 11/02/2023 (D) |
|
|
1,580 |
|
|
|
1,595 |
|
Diageo Investment |
|
|
|
|
|
|
|
|
2.875%, 05/11/2022 |
|
|
980 |
|
|
|
984 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (D) |
|
|
2,790 |
|
|
|
3,111 |
|
Fresenius Medical Care US Finance III |
|
|
|
|
|
|
|
|
1.875%, 12/01/2026 (D) |
|
|
2,440 |
|
|
|
2,337 |
|
Hershey |
|
|
|
|
|
|
|
|
0.900%, 06/01/2025 |
|
|
210 |
|
|
|
202 |
|
Imperial Brands Finance PLC |
|
|
|
|
|
|
|
|
4.250%, 07/21/2025 (D) |
|
|
3,165 |
|
|
|
3,303 |
|
3.500%, 02/11/2023 (D) |
|
|
1,450 |
|
|
|
1,463 |
|
JBS USA LUX/ JBS USA Food/ JBS USA Finance |
|
|
|
|
|
|
|
|
3.750%, 12/01/2031 (D) |
|
|
670 |
|
|
|
618 |
|
3.000%, 02/02/2029 (D) |
|
|
2,235 |
|
|
|
2,110 |
|
3.000%, 05/15/2032 (D) |
|
|
2,765 |
|
|
|
2,440 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
4.417%, 05/25/2025 |
|
|
380 |
|
|
|
402 |
|
Kimberly-Clark |
|
|
|
|
|
|
|
|
3.100%, 03/26/2030 |
|
|
200 |
|
|
|
207 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.000%, 06/04/2042 |
|
$ |
1,585 |
|
|
$ |
1,747 |
|
4.875%, 10/01/2049 |
|
|
3,945 |
|
|
|
4,369 |
|
3.000%, 06/01/2026 |
|
|
583 |
|
|
|
582 |
|
Kroger |
|
|
|
|
|
|
|
|
4.450%, 02/01/2047 |
|
|
275 |
|
|
|
299 |
|
Land O' Lakes |
|
|
|
|
|
|
|
|
6.000%, 11/15/2022 (D) |
|
|
1,890 |
|
|
|
1,929 |
|
Molson Coors Beverage |
|
|
|
|
|
|
|
|
3.500%, 05/01/2022 |
|
|
220 |
|
|
|
221 |
|
Molson Coors Brewing |
|
|
|
|
|
|
|
|
4.200%, 07/15/2046 |
|
|
2,679 |
|
|
|
2,663 |
|
Mondelez International |
|
|
|
|
|
|
|
|
1.500%, 05/04/2025 |
|
|
1,070 |
|
|
|
1,042 |
|
Mondelez International Holdings Netherlands BV |
|
|
|
|
|
|
|
|
2.125%, 09/19/2022 (D) |
|
|
450 |
|
|
|
453 |
|
PepsiCo |
|
|
|
|
|
|
|
|
2.875%, 10/15/2049 |
|
|
250 |
|
|
|
237 |
|
2.625%, 03/19/2027 |
|
|
80 |
|
|
|
82 |
|
2.250%, 03/19/2025 |
|
|
80 |
|
|
|
81 |
|
1.625%, 05/01/2030 |
|
|
30 |
|
|
|
28 |
|
0.750%, 05/01/2023 |
|
|
820 |
|
|
|
813 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
2.500%, 08/22/2022 |
|
|
1,530 |
|
|
|
1,541 |
|
2.500%, 11/02/2022 |
|
|
1,250 |
|
|
|
1,259 |
|
2.100%, 05/01/2030 |
|
|
460 |
|
|
|
432 |
|
1.125%, 05/01/2023 |
|
|
410 |
|
|
|
409 |
|
Procter & Gamble |
|
|
|
|
|
|
|
|
3.100%, 08/15/2023 |
|
|
140 |
|
|
|
143 |
|
3.000%, 03/25/2030 |
|
|
380 |
|
|
|
396 |
|
2.800%, 03/25/2027 |
|
|
130 |
|
|
|
134 |
|
Reckitt Benckiser Treasury Services PLC |
|
|
|
|
|
|
|
|
2.750%, 06/26/2024 (D) |
|
|
3,675 |
|
|
|
3,717 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
1,060 |
|
|
|
1,382 |
|
7.250%, 06/15/2037 |
|
|
745 |
|
|
|
916 |
|
6.150%, 09/15/2043 |
|
|
480 |
|
|
|
533 |
|
5.850%, 08/15/2045 |
|
|
4,055 |
|
|
|
4,388 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.607%, 12/13/2051 (D) |
|
|
3,154 |
|
|
|
2,790 |
|
2.076%, 12/13/2031 (D) |
|
|
2,784 |
|
|
|
2,645 |
|
Shire Acquisitions Investments Ireland |
|
|
|
|
|
|
|
|
2.875%, 09/23/2023 |
|
|
4,963 |
|
|
|
5,027 |
|
Smith & Nephew PLC |
|
|
|
|
|
|
|
|
2.032%, 10/14/2030 |
|
|
1,245 |
|
|
|
1,130 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
5.000%, 11/26/2028 |
|
|
980 |
|
|
|
1,105 |
|
4.400%, 11/26/2023 |
|
|
4,309 |
|
|
|
4,473 |
|
2.050%, 03/31/2030 |
|
|
2,118 |
|
|
|
1,965 |
|
Trustees of the University of Pennsylvania |
|
|
|
|
|
|
|
|
3.610%, 02/15/2119 |
|
|
43 |
|
|
|
43 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Walmart |
|
|
|
|
|
|
|
|
3.300%, 04/22/2024 |
|
$ |
175 |
|
|
$ |
181 |
|
2.500%, 09/22/2041 |
|
|
385 |
|
|
|
353 |
|
2.375%, 09/24/2029 |
|
|
100 |
|
|
|
100 |
|
1.800%, 09/22/2031 |
|
|
200 |
|
|
|
188 |
|
1.500%, 09/22/2028 |
|
|
810 |
|
|
|
771 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
175,685 |
|
| |
|
|
|
|
|
|
|
|
Energy — 2.7% |
|
|
|
|
Aker BP |
|
|
|
|
|
|
|
|
4.000%, 01/15/2031 (D) |
|
|
1,094 |
|
|
|
1,119 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
110 |
|
|
|
110 |
|
4.750%, 04/15/2043 (E) |
|
|
420 |
|
|
|
400 |
|
4.375%, 10/15/2028 |
|
|
990 |
|
|
|
1,002 |
|
4.250%, 01/15/2030 |
|
|
20 |
|
|
|
20 |
|
4.250%, 01/15/2044 (E) |
|
|
1,130 |
|
|
|
1,003 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.796%, 09/21/2025 |
|
|
90 |
|
|
|
95 |
|
3.790%, 02/06/2024 |
|
|
150 |
|
|
|
155 |
|
3.633%, 04/06/2030 |
|
|
480 |
|
|
|
500 |
|
3.194%, 04/06/2025 |
|
|
1,990 |
|
|
|
2,040 |
|
3.119%, 05/04/2026 |
|
|
400 |
|
|
|
410 |
|
3.000%, 02/24/2050 |
|
|
1,890 |
|
|
|
1,615 |
|
BP Capital Markets PLC |
|
|
|
|
|
|
|
|
3.535%, 11/04/2024 |
|
|
150 |
|
|
|
156 |
|
3.506%, 03/17/2025 |
|
|
340 |
|
|
|
352 |
|
Cameron LNG LLC |
|
|
|
|
|
|
|
|
3.302%, 01/15/2035 (D) |
|
|
1,670 |
|
|
|
1,642 |
|
2.902%, 07/15/2031 (D) |
|
|
1,530 |
|
|
|
1,508 |
|
Canadian Natural Resources |
|
|
|
|
|
|
|
|
6.450%, 06/30/2033 |
|
|
200 |
|
|
|
246 |
|
Cheniere Corpus Christi Holdings LLC |
|
|
|
|
|
|
|
|
3.700%, 11/15/2029 |
|
|
1,846 |
|
|
|
1,881 |
|
Chevron |
|
|
|
|
|
|
|
|
3.191%, 06/24/2023 |
|
|
95 |
|
|
|
97 |
|
3.078%, 05/11/2050 |
|
|
950 |
|
|
|
914 |
|
2.954%, 05/16/2026 |
|
|
1,100 |
|
|
|
1,136 |
|
2.355%, 12/05/2022 |
|
|
290 |
|
|
|
292 |
|
1.995%, 05/11/2027 |
|
|
1,280 |
|
|
|
1,261 |
|
1.554%, 05/11/2025 |
|
|
830 |
|
|
|
817 |
|
Chevron USA |
|
|
|
|
|
|
|
|
3.850%, 01/15/2028 |
|
|
990 |
|
|
|
1,066 |
|
1.018%, 08/12/2027 |
|
|
875 |
|
|
|
819 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
6.950%, 04/15/2029 |
|
|
995 |
|
|
|
1,271 |
|
4.300%, 08/15/2028 (D) |
|
|
1,130 |
|
|
|
1,246 |
|
4.150%, 11/15/2034 |
|
|
753 |
|
|
|
809 |
|
3.750%, 10/01/2027 (D) |
|
|
1,385 |
|
|
|
1,479 |
|
Continental Resources/Oklahoma |
|
|
|
|
|
|
|
|
4.900%, 06/01/2044 |
|
|
810 |
|
|
|
816 |
|
4.500%, 04/15/2023 |
|
|
480 |
|
|
|
490 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.375%, 01/15/2028 |
|
$ |
810 |
|
|
$ |
837 |
|
3.800%, 06/01/2024 |
|
|
770 |
|
|
|
786 |
|
2.268%, 11/15/2026 (D) |
|
|
3,665 |
|
|
|
3,492 |
|
Coterra Energy |
|
|
|
|
|
|
|
|
4.375%, 06/01/2024 (D) |
|
|
80 |
|
|
|
83 |
|
4.375%, 03/15/2029 (D) |
|
|
1,840 |
|
|
|
1,975 |
|
3.900%, 05/15/2027 (D) |
|
|
1,740 |
|
|
|
1,813 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
1,580 |
|
|
|
2,125 |
|
5.850%, 12/15/2025 |
|
|
1,000 |
|
|
|
1,115 |
|
5.600%, 07/15/2041 |
|
|
680 |
|
|
|
795 |
|
5.250%, 10/15/2027 |
|
|
98 |
|
|
|
102 |
|
5.000%, 06/15/2045 (E) |
|
|
1,640 |
|
|
|
1,828 |
|
4.750%, 05/15/2042 |
|
|
567 |
|
|
|
610 |
|
4.500%, 01/15/2030 |
|
|
256 |
|
|
|
268 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
4.400%, 03/24/2051 |
|
|
1,023 |
|
|
|
1,060 |
|
3.500%, 12/01/2029 |
|
|
930 |
|
|
|
940 |
|
3.250%, 12/01/2026 |
|
|
380 |
|
|
|
388 |
|
3.125%, 03/24/2031 |
|
|
1,479 |
|
|
|
1,444 |
|
2.875%, 12/01/2024 |
|
|
280 |
|
|
|
283 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 05/28/2045 |
|
|
3,400 |
|
|
|
2,962 |
|
4.125%, 01/16/2025 |
|
|
167 |
|
|
|
167 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.250%, 04/15/2049 |
|
|
1,390 |
|
|
|
1,605 |
|
6.125%, 12/15/2045 |
|
|
969 |
|
|
|
1,088 |
|
6.100%, 02/15/2042 |
|
|
400 |
|
|
|
445 |
|
5.500%, 06/01/2027 |
|
|
620 |
|
|
|
683 |
|
5.400%, 10/01/2047 |
|
|
2,050 |
|
|
|
2,194 |
|
5.350%, 05/15/2045 |
|
|
1,265 |
|
|
|
1,337 |
|
5.300%, 04/01/2044 |
|
|
60 |
|
|
|
62 |
|
5.300%, 04/15/2047 |
|
|
2,033 |
|
|
|
2,124 |
|
5.250%, 04/15/2029 |
|
|
2,085 |
|
|
|
2,288 |
|
5.150%, 03/15/2045 |
|
|
2,379 |
|
|
|
2,424 |
|
5.000%, 05/15/2050 |
|
|
1,505 |
|
|
|
1,565 |
|
4.950%, 05/15/2028 |
|
|
2,592 |
|
|
|
2,774 |
|
4.950%, 06/15/2028 |
|
|
410 |
|
|
|
441 |
|
4.400%, 03/15/2027 |
|
|
1,528 |
|
|
|
1,603 |
|
4.000%, 10/01/2027 |
|
|
2,095 |
|
|
|
2,166 |
|
3.750%, 05/15/2030 |
|
|
2,560 |
|
|
|
2,601 |
|
2.900%, 05/15/2025 |
|
|
740 |
|
|
|
743 |
|
Eni SpA |
|
|
|
|
|
|
|
|
4.000%, 09/12/2023 (D) |
|
|
4,400 |
|
|
|
4,528 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
60 |
|
|
|
81 |
|
6.125%, 10/15/2039 |
|
|
145 |
|
|
|
179 |
|
4.850%, 03/15/2044 |
|
|
60 |
|
|
|
65 |
|
4.800%, 02/01/2049 |
|
|
230 |
|
|
|
251 |
|
4.200%, 01/31/2050 |
|
|
2,910 |
|
|
|
2,924 |
|
4.150%, 10/16/2028 |
|
|
1,580 |
|
|
|
1,703 |
|
3.950%, 01/31/2060 |
|
|
300 |
|
|
|
282 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.700%, 01/31/2051 |
|
$ |
510 |
|
|
$ |
475 |
|
3.125%, 07/31/2029 |
|
|
350 |
|
|
|
354 |
|
2.800%, 01/31/2030 |
|
|
1,800 |
|
|
|
1,770 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
1,730 |
|
|
|
2,101 |
|
4.375%, 04/15/2030 |
|
|
860 |
|
|
|
949 |
|
4.150%, 01/15/2026 |
|
|
270 |
|
|
|
288 |
|
3.900%, 04/01/2035 |
|
|
590 |
|
|
|
633 |
|
Equinor |
|
|
|
|
|
|
|
|
3.000%, 04/06/2027 |
|
|
2,845 |
|
|
|
2,918 |
|
2.875%, 04/06/2025 |
|
|
4,615 |
|
|
|
4,699 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
760 |
|
|
|
859 |
|
4.227%, 03/19/2040 |
|
|
575 |
|
|
|
633 |
|
4.114%, 03/01/2046 |
|
|
910 |
|
|
|
993 |
|
3.482%, 03/19/2030 |
|
|
730 |
|
|
|
771 |
|
3.452%, 04/15/2051 |
|
|
1,914 |
|
|
|
1,892 |
|
3.043%, 03/01/2026 |
|
|
1,140 |
|
|
|
1,179 |
|
2.992%, 03/19/2025 |
|
|
5,715 |
|
|
|
5,868 |
|
1.571%, 04/15/2023 |
|
|
70 |
|
|
|
70 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 (D) |
|
|
696 |
|
|
|
640 |
|
2.625%, 03/31/2036 (D) |
|
|
1,164 |
|
|
|
1,051 |
|
2.160%, 03/31/2034 (D) |
|
|
1,678 |
|
|
|
1,560 |
|
1.750%, 09/30/2027 (D) |
|
|
4,716 |
|
|
|
4,584 |
|
Halliburton |
|
|
|
|
|
|
|
|
3.800%, 11/15/2025 |
|
|
28 |
|
|
|
29 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
2,240 |
|
|
|
2,646 |
|
5.600%, 02/15/2041 |
|
|
1,580 |
|
|
|
1,812 |
|
HollyFrontier |
|
|
|
|
|
|
|
|
5.875%, 04/01/2026 |
|
|
1,265 |
|
|
|
1,371 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (D) |
|
|
470 |
|
|
|
521 |
|
5.750%, 04/19/2047 (D) |
|
|
1,390 |
|
|
|
1,449 |
|
5.375%, 04/24/2030 (D) |
|
|
1,720 |
|
|
|
1,821 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.550%, 06/01/2045 |
|
|
500 |
|
|
|
574 |
|
5.200%, 03/01/2048 |
|
|
1,365 |
|
|
|
1,509 |
|
5.050%, 02/15/2046 |
|
|
646 |
|
|
|
699 |
|
4.300%, 06/01/2025 |
|
|
1,105 |
|
|
|
1,158 |
|
4.300%, 03/01/2028 |
|
|
590 |
|
|
|
629 |
|
3.600%, 02/15/2051 |
|
|
942 |
|
|
|
847 |
|
3.250%, 08/01/2050 |
|
|
739 |
|
|
|
621 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2044 |
|
|
715 |
|
|
|
804 |
|
5.400%, 09/01/2044 |
|
|
40 |
|
|
|
45 |
|
5.000%, 03/01/2043 |
|
|
50 |
|
|
|
53 |
|
Lukoil Capital DAC |
|
|
|
|
|
|
|
|
3.600%, 10/26/2031 (D) |
|
|
3,700 |
|
|
|
2,227 |
|
2.800%, 04/26/2027 (D) |
|
|
3,175 |
|
|
|
1,714 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Lundin Energy Finance BV |
|
|
|
|
|
|
|
|
3.100%, 07/15/2031 (D) |
|
$ |
5,033 |
|
|
$ |
4,802 |
|
2.000%, 07/15/2026 (D) |
|
|
2,757 |
|
|
|
2,662 |
|
Marathon Oil |
|
|
|
|
|
|
|
|
5.200%, 06/01/2045 |
|
|
496 |
|
|
|
545 |
|
MPLX |
|
|
|
|
|
|
|
|
5.500%, 02/15/2049 |
|
|
580 |
|
|
|
662 |
|
5.200%, 03/01/2047 |
|
|
320 |
|
|
|
352 |
|
5.200%, 12/01/2047 |
|
|
470 |
|
|
|
512 |
|
4.800%, 02/15/2029 |
|
|
120 |
|
|
|
132 |
|
4.700%, 04/15/2048 |
|
|
1,410 |
|
|
|
1,457 |
|
4.500%, 04/15/2038 |
|
|
810 |
|
|
|
834 |
|
4.000%, 03/15/2028 |
|
|
350 |
|
|
|
365 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.875%, 09/15/2031 |
|
|
140 |
|
|
|
173 |
|
7.500%, 05/01/2031 |
|
|
240 |
|
|
|
291 |
|
6.950%, 07/01/2024 |
|
|
3,107 |
|
|
|
3,371 |
|
5.550%, 03/15/2026 |
|
|
2,180 |
|
|
|
2,343 |
|
4.625%, 06/15/2045 |
|
|
400 |
|
|
|
385 |
|
4.500%, 07/15/2044 |
|
|
1,000 |
|
|
|
945 |
|
4.400%, 04/15/2046 |
|
|
200 |
|
|
|
190 |
|
4.200%, 03/15/2048 |
|
|
390 |
|
|
|
365 |
|
4.100%, 02/15/2047 |
|
|
1,040 |
|
|
|
962 |
|
3.400%, 04/15/2026 |
|
|
100 |
|
|
|
100 |
|
3.200%, 08/15/2026 |
|
|
1,740 |
|
|
|
1,740 |
|
3.000%, 02/15/2027 |
|
|
510 |
|
|
|
497 |
|
Oleoducto Central |
|
|
|
|
|
|
|
|
4.000%, 07/14/2027 (D) |
|
|
884 |
|
|
|
833 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
6.000%, 05/03/2042 (D) |
|
|
1,220 |
|
|
|
1,351 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
6.850%, 06/05/2115 |
|
|
1,090 |
|
|
|
1,011 |
|
6.250%, 03/17/2024 |
|
|
1,930 |
|
|
|
2,043 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (D) |
|
|
1,095 |
|
|
|
972 |
|
4.750%, 06/19/2032 (D) |
|
|
4,690 |
|
|
|
4,525 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
7.690%, 01/23/2050 |
|
|
1,840 |
|
|
|
1,653 |
|
6.950%, 01/28/2060 |
|
|
210 |
|
|
|
174 |
|
6.625%, 06/15/2035 |
|
|
2,202 |
|
|
|
1,994 |
|
5.625%, 01/23/2046 (E) |
|
|
1,650 |
|
|
|
1,270 |
|
2.460%, 12/15/2025 |
|
|
1,252 |
|
|
|
1,266 |
|
2.378%, 04/15/2025 |
|
|
609 |
|
|
|
615 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.875%, 08/04/2026 |
|
|
90 |
|
|
|
95 |
|
6.750%, 09/21/2047 |
|
|
4,865 |
|
|
|
4,041 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
1.300%, 02/15/2026 |
|
|
925 |
|
|
|
880 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
2.150%, 01/15/2031 |
|
|
1,590 |
|
|
|
1,467 |
|
1.900%, 08/15/2030 |
|
|
2,788 |
|
|
|
2,532 |
|
1.125%, 01/15/2026 |
|
|
180 |
|
|
|
171 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Plains All American Pipeline/PAA Finance |
|
|
|
|
|
|
|
|
3.550%, 12/15/2029 |
|
$ |
895 |
|
|
$ |
883 |
|
Qatar Energy |
|
|
|
|
|
|
|
|
3.300%, 07/12/2051 (D) |
|
|
1,720 |
|
|
|
1,619 |
|
3.125%, 07/12/2041 (D) |
|
|
1,720 |
|
|
|
1,617 |
|
2.250%, 07/12/2031 (D) |
|
|
2,670 |
|
|
|
2,515 |
|
Reliance Industries |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 (D) |
|
|
6,080 |
|
|
|
5,584 |
|
2.875%, 01/12/2032 (D) |
|
|
1,280 |
|
|
|
1,197 |
|
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
6.875%, 04/15/2040 (D) |
|
|
1,270 |
|
|
|
1,295 |
|
4.950%, 07/15/2029 (D) |
|
|
3,655 |
|
|
|
3,536 |
|
Ruby Pipeline |
|
|
|
|
|
|
|
|
8.000%, 04/01/2022 (D)(E) |
|
|
1,727 |
|
|
|
1,485 |
|
Sabine Pass Liquefaction LLC |
|
|
|
|
|
|
|
|
5.750%, 05/15/2024 |
|
|
1,680 |
|
|
|
1,787 |
|
5.000%, 03/15/2027 |
|
|
3,145 |
|
|
|
3,412 |
|
Saudi Arabian Oil |
|
|
|
|
|
|
|
|
1.625%, 11/24/2025 (D) |
|
|
1,810 |
|
|
|
1,749 |
|
1.250%, 11/24/2023 (D) |
|
|
840 |
|
|
|
830 |
|
Schlumberger Holdings |
|
|
|
|
|
|
|
|
4.000%, 12/21/2025 (D) |
|
|
660 |
|
|
|
689 |
|
3.900%, 05/17/2028 (D) |
|
|
857 |
|
|
|
892 |
|
Schlumberger Investment |
|
|
|
|
|
|
|
|
3.650%, 12/01/2023 |
|
|
100 |
|
|
|
103 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
660 |
|
|
|
898 |
|
4.550%, 08/12/2043 |
|
|
490 |
|
|
|
559 |
|
4.375%, 05/11/2045 |
|
|
990 |
|
|
|
1,097 |
|
4.125%, 05/11/2035 |
|
|
3,510 |
|
|
|
3,818 |
|
4.000%, 05/10/2046 |
|
|
1,410 |
|
|
|
1,495 |
|
3.750%, 09/12/2046 |
|
|
100 |
|
|
|
105 |
|
3.250%, 04/06/2050 |
|
|
930 |
|
|
|
891 |
|
3.000%, 11/26/2051 |
|
|
1,175 |
|
|
|
1,070 |
|
2.750%, 04/06/2030 |
|
|
660 |
|
|
|
658 |
|
Sinopec Group Overseas Development 2014 |
|
|
|
|
|
|
|
|
4.375%, 04/10/2024 (D) |
|
|
1,020 |
|
|
|
1,068 |
|
Spectra Energy Partners |
|
|
|
|
|
|
|
|
3.375%, 10/15/2026 |
|
|
140 |
|
|
|
144 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
2,200 |
|
|
|
2,934 |
|
2.900%, 03/01/2030 (D) |
|
|
3,255 |
|
|
|
3,121 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
4.625%, 03/01/2034 |
|
|
2,415 |
|
|
|
2,634 |
|
Transcontinental Gas Pipe Line LLC |
|
|
|
|
|
|
|
|
7.850%, 02/01/2026 |
|
|
1,820 |
|
|
|
2,145 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
3.600%, 02/01/2025 |
|
|
330 |
|
|
|
331 |
|
1.844%, 01/13/2023 (B) |
|
|
220 |
|
|
|
219 |
|
Williams |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
1,284 |
|
|
|
1,799 |
|
7.750%, 06/15/2031 |
|
|
339 |
|
|
|
443 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
7.500%, 01/15/2031 |
|
$ |
9 |
|
|
$ |
12 |
|
5.750%, 06/24/2044 |
|
|
400 |
|
|
|
469 |
|
5.100%, 09/15/2045 |
|
|
670 |
|
|
|
739 |
|
4.900%, 01/15/2045 |
|
|
450 |
|
|
|
484 |
|
3.750%, 06/15/2027 |
|
|
410 |
|
|
|
427 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
248,143 |
|
| |
|
|
|
|
|
|
|
|
Financials — 9.7% |
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
2.470%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 12/13/2029 (B)(D) |
|
|
2,000 |
|
|
|
1,912 |
|
Aegon |
|
|
|
|
|
|
|
|
1.892%, USD ICE Swap 11:00 NY 10 Yr + 0.100%(B)(F) |
|
|
2,180 |
|
|
|
1,945 |
|
Alleghany |
|
|
|
|
|
|
|
|
3.250%, 08/15/2051 |
|
|
1,166 |
|
|
|
994 |
|
Ally Financial |
|
|
|
|
|
|
|
|
1.450%, 10/02/2023 |
|
|
1,235 |
|
|
|
1,219 |
|
American Express |
|
|
|
|
|
|
|
|
4.050%, 12/03/2042 |
|
|
70 |
|
|
|
77 |
|
3.400%, 02/27/2023 |
|
|
285 |
|
|
|
289 |
|
2.500%, 07/30/2024 |
|
|
3,000 |
|
|
|
3,043 |
|
American International Group |
|
|
|
|
|
|
|
|
4.750%, 04/01/2048 |
|
|
195 |
|
|
|
225 |
|
3.900%, 04/01/2026 |
|
|
565 |
|
|
|
595 |
|
2.500%, 06/30/2025 |
|
|
410 |
|
|
|
412 |
|
Antares Holdings |
|
|
|
|
|
|
|
|
3.750%, 07/15/2027 (D) |
|
|
1,914 |
|
|
|
1,863 |
|
Aon |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
2,480 |
|
|
|
2,490 |
|
Apollo Management Holdings |
|
|
|
|
|
|
|
|
5.000%, 03/15/2048 (D) |
|
|
730 |
|
|
|
880 |
|
4.400%, 05/27/2026 (D) |
|
|
1,015 |
|
|
|
1,091 |
|
Ares Capital |
|
|
|
|
|
|
|
|
3.200%, 11/15/2031 |
|
|
1,950 |
|
|
|
1,762 |
|
ASB Bank |
|
|
|
|
|
|
|
|
2.375%, 10/22/2031 (D) |
|
|
1,520 |
|
|
|
1,432 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
3.000%, 07/01/2022 (D) |
|
|
400 |
|
|
|
402 |
|
2.950%, 11/12/2026 (D) |
|
|
3,910 |
|
|
|
3,921 |
|
2.717%, 01/07/2029 (D) |
|
|
1,245 |
|
|
|
1,201 |
|
2.500%, 03/24/2028 (D) |
|
|
2,702 |
|
|
|
2,607 |
|
1.985%, 08/19/2028 (D) |
|
|
4,565 |
|
|
|
4,214 |
|
1.730%, 10/02/2026 (D) |
|
|
2,316 |
|
|
|
2,203 |
|
0.750%, U.S. SOFR + 0.700%, 05/24/2024 (B)(D) |
|
|
2,425 |
|
|
|
2,427 |
|
Athene Global Funding MTN |
|
|
|
|
|
|
|
|
2.646%, 10/04/2031 (D) |
|
|
2,549 |
|
|
|
2,388 |
|
Athene Holding |
|
|
|
|
|
|
|
|
4.125%, 01/12/2028 |
|
|
1,140 |
|
|
|
1,198 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
3.950%, 07/01/2024 (D) |
|
$ |
535 |
|
|
$ |
547 |
|
2.875%, 02/15/2025 (D) |
|
|
1,420 |
|
|
|
1,407 |
|
2.528%, 11/18/2027 (D) |
|
|
1,073 |
|
|
|
1,005 |
|
Bain Capital Specialty Finance |
|
|
|
|
|
|
|
|
2.550%, 10/13/2026 |
|
|
1,271 |
|
|
|
1,194 |
|
Banco Santander |
|
|
|
|
|
|
|
|
3.848%, 04/12/2023 |
|
|
1,200 |
|
|
|
1,222 |
|
3.225%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 11/22/2032 (B) |
|
|
2,000 |
|
|
|
1,855 |
|
2.749%, 12/03/2030 |
|
|
2,200 |
|
|
|
2,005 |
|
2.746%, 05/28/2025 |
|
|
2,200 |
|
|
|
2,202 |
|
1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (B) |
|
|
2,655 |
|
|
|
2,510 |
|
1.358%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (B) |
|
|
400 |
|
|
|
403 |
|
Bank of America |
|
|
|
|
|
|
|
|
3.483%, U.S. SOFR + 1.650%, 03/13/2052 (B) |
|
|
764 |
|
|
|
740 |
|
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (B) |
|
|
4,803 |
|
|
|
4,910 |
|
3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (B) |
|
|
1,660 |
|
|
|
1,691 |
|
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (B) |
|
|
5,429 |
|
|
|
5,477 |
|
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B) |
|
|
7,483 |
|
|
|
7,331 |
|
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (B) |
|
|
6,663 |
|
|
|
6,408 |
|
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (B) |
|
|
2,335 |
|
|
|
2,232 |
|
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B) |
|
|
6,120 |
|
|
|
5,794 |
|
1.843%, U.S. SOFR + 0.670%, 02/04/2025 (B)(E) |
|
|
5,087 |
|
|
|
5,037 |
|
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (B) |
|
|
14,747 |
|
|
|
14,077 |
|
1.658%, U.S. SOFR + 0.910%, 03/11/2027 (B) |
|
|
17,184 |
|
|
|
16,459 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.000%, 01/21/2044 |
|
|
1,800 |
|
|
|
2,106 |
|
4.450%, 03/03/2026 |
|
|
5,035 |
|
|
|
5,365 |
|
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (B) |
|
|
1,305 |
|
|
|
1,448 |
|
4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (B) |
|
|
625 |
|
|
|
666 |
|
4.250%, 10/22/2026 |
|
|
130 |
|
|
|
139 |
|
4.200%, 08/26/2024 |
|
|
2,720 |
|
|
|
2,832 |
|
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (B) |
|
|
2,510 |
|
|
|
2,693 |
|
4.000%, 04/01/2024 |
|
|
2,110 |
|
|
|
2,189 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.000%, 01/22/2025 |
|
$ |
2,815 |
|
|
$ |
2,923 |
|
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (B) |
|
|
2,255 |
|
|
|
2,362 |
|
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (B) |
|
|
1,780 |
|
|
|
1,861 |
|
3.864%, ICE LIBOR USD 3 Month + 0.940%, 07/23/2024 (B) |
|
|
1,225 |
|
|
|
1,253 |
|
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (B) |
|
|
710 |
|
|
|
733 |
|
3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (B) |
|
|
1,310 |
|
|
|
1,331 |
|
3.500%, 04/19/2026 |
|
|
1,604 |
|
|
|
1,662 |
|
3.300%, 01/11/2023 |
|
|
1,181 |
|
|
|
1,201 |
|
3.194%, ICE LIBOR USD 3 Month + 1.180%, 07/23/2030 (B) |
|
|
1,170 |
|
|
|
1,170 |
|
3.093%, ICE LIBOR USD 3 Month + 1.090%, 10/01/2025 (B) |
|
|
670 |
|
|
|
679 |
|
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (B) |
|
|
480 |
|
|
|
471 |
|
2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/2031 (B) |
|
|
2,170 |
|
|
|
2,067 |
|
2.087%, U.S. SOFR + 1.060%, 06/14/2029 (B) |
|
|
13,085 |
|
|
|
12,372 |
|
1.922%, U.S. SOFR + 1.370%, 10/24/2031 (B) |
|
|
1,292 |
|
|
|
1,170 |
|
1.530%, U.S. SOFR + 0.650%, 12/06/2025 (B) |
|
|
5,487 |
|
|
|
5,330 |
|
1.319%, U.S. SOFR + 1.150%, 06/19/2026 (B) |
|
|
1,088 |
|
|
|
1,040 |
|
1.197%, U.S. SOFR + 1.010%, 10/24/2026 (B) |
|
|
2,118 |
|
|
|
2,003 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
2.550%, 11/06/2022 |
|
|
200 |
|
|
|
202 |
|
1.850%, 05/01/2025 |
|
|
1,360 |
|
|
|
1,344 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
3.650%, 02/04/2024 |
|
|
150 |
|
|
|
155 |
|
3.250%, 09/11/2024 |
|
|
270 |
|
|
|
278 |
|
3.250%, 05/16/2027 |
|
|
270 |
|
|
|
280 |
|
1.600%, 04/24/2025 |
|
|
410 |
|
|
|
404 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(B)(F) |
|
|
1,385 |
|
|
|
1,408 |
|
1.300%, 06/11/2025 |
|
|
760 |
|
|
|
734 |
|
Barclays Bank PLC |
|
|
|
|
|
|
|
|
1.700%, 05/12/2022 |
|
|
570 |
|
|
|
570 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
4.375%, 01/12/2026 |
|
|
4,430 |
|
|
|
4,667 |
|
Barclays PLC MTN |
|
|
|
|
|
|
|
|
4.972%, ICE LIBOR USD 3 Month + 1.902%, 05/16/2029 (B) |
|
|
1,070 |
|
|
|
1,159 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.250%, 01/15/2049 |
|
|
1,260 |
|
|
|
1,405 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
3.200%, 01/30/2052 (D) |
|
$ |
1,410 |
|
|
$ |
1,270 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
4.000%, 01/15/2029 (D) |
|
|
2,861 |
|
|
|
2,758 |
|
3.250%, 03/15/2027 (D) |
|
|
1,991 |
|
|
|
1,903 |
|
2.625%, 12/15/2026 (D) |
|
|
5,025 |
|
|
|
4,677 |
|
2.350%, 11/22/2024 (D) |
|
|
1,592 |
|
|
|
1,548 |
|
Blackstone Secured Lending Fund |
|
|
|
|
|
|
|
|
3.625%, 01/15/2026 |
|
|
1,255 |
|
|
|
1,257 |
|
2.850%, 09/30/2028 (D) |
|
|
1,154 |
|
|
|
1,063 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.198%, ICE LIBOR USD 3 Month + 2.567%, 01/10/2030 (B)(D) |
|
|
1,220 |
|
|
|
1,354 |
|
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (B)(D) |
|
|
1,450 |
|
|
|
1,507 |
|
4.400%, 08/14/2028 (D) |
|
|
1,420 |
|
|
|
1,512 |
|
3.375%, 01/09/2025 (D) |
|
|
420 |
|
|
|
428 |
|
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (B)(D) |
|
|
2,350 |
|
|
|
2,234 |
|
2.219%, U.S. SOFR + 2.074%, 06/09/2026 (B)(D) |
|
|
950 |
|
|
|
931 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
4.375%, USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (B)(D) |
|
|
380 |
|
|
|
391 |
|
BPCE |
|
|
|
|
|
|
|
|
5.150%, 07/21/2024 (D) |
|
|
1,550 |
|
|
|
1,625 |
|
Brighthouse Financial |
|
|
|
|
|
|
|
|
4.700%, 06/22/2047 |
|
|
4 |
|
|
|
4 |
|
3.850%, 12/22/2051 |
|
|
764 |
|
|
|
668 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
1.200%, 12/15/2023 (D) |
|
|
1,540 |
|
|
|
1,512 |
|
1.000%, 04/12/2024 (D) |
|
|
2,965 |
|
|
|
2,886 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
0.950%, 06/23/2023 |
|
|
750 |
|
|
|
742 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
1.343%, U.S. SOFR + 0.690%, 12/06/2024 (B) |
|
|
3,760 |
|
|
|
3,703 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
3.350%, 05/03/2026 |
|
|
420 |
|
|
|
436 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
2,015 |
|
|
|
1,911 |
|
3.200%, 12/17/2030 |
|
|
2,610 |
|
|
|
2,459 |
|
Citadel |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (D) |
|
|
1,240 |
|
|
|
1,283 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
3,046 |
|
|
|
4,765 |
|
5.500%, 09/13/2025 |
|
|
1,370 |
|
|
|
1,493 |
|
5.300%, 05/06/2044 |
|
|
255 |
|
|
|
301 |
|
4.750%, 05/18/2046 |
|
|
150 |
|
|
|
168 |
|
4.650%, 07/30/2045 |
|
|
1,140 |
|
|
|
1,299 |
|
4.650%, 07/23/2048 |
|
|
795 |
|
|
|
929 |
|
4.600%, 03/09/2026 |
|
|
2,785 |
|
|
|
2,970 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.450%, 09/29/2027 |
|
$ |
1,380 |
|
|
$ |
1,474 |
|
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (B) |
|
|
2,020 |
|
|
|
2,189 |
|
4.400%, 06/10/2025 |
|
|
2,040 |
|
|
|
2,140 |
|
4.300%, 11/20/2026 |
|
|
590 |
|
|
|
627 |
|
4.125%, 07/25/2028 |
|
|
260 |
|
|
|
273 |
|
3.887%, ICE LIBOR USD 3 Month + 1.563%, 01/10/2028 (B) |
|
|
545 |
|
|
|
569 |
|
3.700%, 01/12/2026 |
|
|
625 |
|
|
|
653 |
|
3.500%, 05/15/2023 |
|
|
930 |
|
|
|
951 |
|
3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (B) |
|
|
3,600 |
|
|
|
3,672 |
|
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (B) |
|
|
560 |
|
|
|
567 |
|
3.070%, U.S. SOFR + 1.280%, 02/24/2028 (B) |
|
|
3,592 |
|
|
|
3,621 |
|
3.057%, U.S. SOFR + 1.351%, 01/25/2033 (B) |
|
|
8,660 |
|
|
|
8,537 |
|
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (B) |
|
|
6,230 |
|
|
|
5,949 |
|
2.561%, U.S. SOFR + 1.167%, 05/01/2032 (B) |
|
|
1,265 |
|
|
|
1,201 |
|
2.520%, U.S. SOFR + 1.177%, 11/03/2032 (B) |
|
|
910 |
|
|
|
857 |
|
2.014%, U.S. SOFR + 0.694%, 01/25/2026 (B) |
|
|
4,615 |
|
|
|
4,542 |
|
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (B) |
|
|
800 |
|
|
|
799 |
|
CME Group |
|
|
|
|
|
|
|
|
3.000%, 09/15/2022 |
|
|
400 |
|
|
|
404 |
|
CNO Global Funding |
|
|
|
|
|
|
|
|
1.750%, 10/07/2026 (D) |
|
|
2,390 |
|
|
|
2,280 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.375%, 08/04/2025 |
|
|
1,580 |
|
|
|
1,654 |
|
Credit Agricole SA/London MTN |
|
|
|
|
|
|
|
|
1.907%, U.S. SOFR + 1.676%, 06/16/2026 (B)(D) |
|
|
630 |
|
|
|
613 |
|
Credit Suisse AG/New York NY |
|
|
|
|
|
|
|
|
2.950%, 04/09/2025 |
|
|
790 |
|
|
|
800 |
|
1.000%, 05/05/2023 |
|
|
4,510 |
|
|
|
4,476 |
|
Credit Suisse AG/New York NY MTN |
|
|
|
|
|
|
|
|
3.625%, 09/09/2024 |
|
|
1,360 |
|
|
|
1,403 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
4.282%, 01/09/2028 (D) |
|
|
895 |
|
|
|
931 |
|
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(D) |
|
|
1,490 |
|
|
|
1,548 |
|
3.750%, 03/26/2025 |
|
|
250 |
|
|
|
256 |
|
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (B)(D) |
|
|
4,630 |
|
|
|
4,390 |
|
2.593%, U.S. SOFR + 1.560%, 09/11/2025 (B)(D) |
|
|
255 |
|
|
|
254 |
|
2.193%, U.S. SOFR + 2.044%, 06/05/2026 (B)(D) |
|
|
2,940 |
|
|
|
2,856 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.305%, U.S. SOFR + 0.980%, 02/02/2027 (B)(D) |
|
$ |
6,030 |
|
|
$ |
5,589 |
|
Danske Bank |
|
|
|
|
|
|
|
|
5.375%, 01/12/2024 (D) |
|
|
940 |
|
|
|
990 |
|
3.244%, ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (B)(D) |
|
|
1,320 |
|
|
|
1,336 |
|
1.226%, 06/22/2024 (D) |
|
|
550 |
|
|
|
538 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
3.742%, U.S. SOFR + 2.257%, 01/07/2033 (B) |
|
|
4,031 |
|
|
|
3,773 |
|
Discover Bank |
|
|
|
|
|
|
|
|
4.200%, 08/08/2023 |
|
|
1,130 |
|
|
|
1,163 |
|
DNB Bank |
|
|
|
|
|
|
|
|
1.605%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.680%, 03/30/2028 (B)(D) |
|
|
3,800 |
|
|
|
3,578 |
|
Enstar Group |
|
|
|
|
|
|
|
|
3.100%, 09/01/2031 |
|
|
1,942 |
|
|
|
1,812 |
|
Equitable Holdings |
|
|
|
|
|
|
|
|
3.900%, 04/20/2023 |
|
|
910 |
|
|
|
931 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
2.000%, 09/20/2028 (D) |
|
|
3,076 |
|
|
|
2,870 |
|
1.750%, 06/30/2026 (D) |
|
|
1,580 |
|
|
|
1,521 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (D) |
|
|
1,788 |
|
|
|
2,483 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (B)(D) |
|
|
4,120 |
|
|
|
5,011 |
|
FS KKR Capital |
|
|
|
|
|
|
|
|
3.250%, 07/15/2027 |
|
|
167 |
|
|
|
160 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
2.250%, 01/06/2027 (D) |
|
|
1,920 |
|
|
|
1,859 |
|
1.950%, 09/15/2028 (D) |
|
|
3,638 |
|
|
|
3,344 |
|
0.800%, 09/13/2024 (D) |
|
|
2,702 |
|
|
|
2,585 |
|
Goldman Sachs Capital II |
|
|
|
|
|
|
|
|
4.000%, ICE LIBOR USD 3 Month + 0.768%(B)(F) |
|
|
435 |
|
|
|
374 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
1,629 |
|
|
|
2,140 |
|
6.250%, 02/01/2041 |
|
|
1,290 |
|
|
|
1,692 |
|
5.150%, 05/22/2045 |
|
|
1,870 |
|
|
|
2,244 |
|
4.750%, 10/21/2045 |
|
|
400 |
|
|
|
455 |
|
4.250%, 10/21/2025 |
|
|
1,090 |
|
|
|
1,145 |
|
4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (B) |
|
|
500 |
|
|
|
530 |
|
3.750%, 05/22/2025 |
|
|
500 |
|
|
|
517 |
|
3.750%, 02/25/2026 |
|
|
1,445 |
|
|
|
1,504 |
|
3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (B) |
|
|
640 |
|
|
|
663 |
|
3.625%, 01/22/2023 |
|
|
508 |
|
|
|
516 |
|
3.500%, 01/23/2025 |
|
|
150 |
|
|
|
154 |
|
3.500%, 04/01/2025 |
|
|
870 |
|
|
|
894 |
|
3.500%, 11/16/2026 |
|
|
2,420 |
|
|
|
2,478 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (B) |
|
$ |
5,770 |
|
|
$ |
5,869 |
|
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B) |
|
|
120 |
|
|
|
112 |
|
3.200%, 02/23/2023 |
|
|
2,290 |
|
|
|
2,318 |
|
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B) |
|
|
8,910 |
|
|
|
8,771 |
|
2.908%, ICE LIBOR USD 3 Month + 1.053%, 06/05/2023 (B) |
|
|
410 |
|
|
|
412 |
|
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B) |
|
|
280 |
|
|
|
249 |
|
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (B) |
|
|
10,610 |
|
|
|
10,061 |
|
2.640%, U.S. SOFR + 1.114%, 02/24/2028 (B) |
|
|
1,567 |
|
|
|
1,544 |
|
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B) |
|
|
2,335 |
|
|
|
2,164 |
|
1.948%, U.S. SOFR + 0.913%, 10/21/2027 (B) |
|
|
1,914 |
|
|
|
1,834 |
|
1.757%, U.S. SOFR + 0.730%, 01/24/2025 (B) |
|
|
4,282 |
|
|
|
4,234 |
|
1.542%, U.S. SOFR + 0.818%, 09/10/2027 (B) |
|
|
10,060 |
|
|
|
9,471 |
|
1.431%, U.S. SOFR + 0.798%, 03/09/2027 (B) |
|
|
9,675 |
|
|
|
9,140 |
|
1.217%, 12/06/2023 |
|
|
6,265 |
|
|
|
6,191 |
|
0.925%, U.S. SOFR + 0.486%, 10/21/2024 (B) |
|
|
10,215 |
|
|
|
9,995 |
|
0.657%, U.S. SOFR + 0.505%, 09/10/2024 (B) |
|
|
3,868 |
|
|
|
3,776 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
260 |
|
|
|
297 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
1.100%, 06/23/2025 (D) |
|
|
290 |
|
|
|
280 |
|
HSBC Bank PLC |
|
|
|
|
|
|
|
|
7.650%, 05/01/2025 |
|
|
796 |
|
|
|
904 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
510 |
|
|
|
729 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
4.950%, 03/31/2030 |
|
|
200 |
|
|
|
221 |
|
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (B) |
|
|
2,515 |
|
|
|
2,676 |
|
4.300%, 03/08/2026 |
|
|
5,405 |
|
|
|
5,713 |
|
4.250%, 03/14/2024 |
|
|
1,190 |
|
|
|
1,233 |
|
4.250%, 08/18/2025 |
|
|
960 |
|
|
|
997 |
|
4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (B) |
|
|
830 |
|
|
|
860 |
|
3.973%, ICE LIBOR USD 3 Month + 1.610%, 05/22/2030 (B) |
|
|
970 |
|
|
|
1,001 |
|
3.262%, ICE LIBOR USD 3 Month + 1.055%, 03/13/2023 (B) |
|
|
155 |
|
|
|
155 |
|
2.871%, U.S. SOFR + 1.410%, 11/22/2032 (B) |
|
|
1,250 |
|
|
|
1,186 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.633%, U.S. SOFR + 1.402%, 11/07/2025 (B) |
|
$ |
755 |
|
|
$ |
754 |
|
2.206%, U.S. SOFR + 1.285%, 08/17/2029 (B) |
|
|
3,735 |
|
|
|
3,485 |
|
2.099%, U.S. SOFR + 1.929%, 06/04/2026 (B) |
|
|
4,845 |
|
|
|
4,723 |
|
2.013%, U.S. SOFR + 1.732%, 09/22/2028 (B) |
|
|
3,325 |
|
|
|
3,120 |
|
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (B) |
|
|
290 |
|
|
|
280 |
|
1.589%, U.S. SOFR + 1.290%, 05/24/2027 (B) |
|
|
3,980 |
|
|
|
3,752 |
|
ING Bank |
|
|
|
|
|
|
|
|
5.800%, 09/25/2023 (D) |
|
|
202 |
|
|
|
212 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
1.850%, 09/15/2032 |
|
|
3,890 |
|
|
|
3,462 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
3.375%, 01/12/2023 (D) |
|
|
490 |
|
|
|
495 |
|
3.125%, 07/14/2022 (D) |
|
|
1,420 |
|
|
|
1,427 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.710%, 01/15/2026 (D) |
|
|
1,260 |
|
|
|
1,328 |
|
5.017%, 06/26/2024 (D) |
|
|
870 |
|
|
|
895 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
4.000%, 11/23/2051 (D) |
|
|
509 |
|
|
|
457 |
|
3.125%, 11/23/2031 (D) |
|
|
2,780 |
|
|
|
2,667 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
1,725 |
|
|
|
2,448 |
|
6.400%, 05/15/2038 |
|
|
385 |
|
|
|
516 |
|
4.950%, 06/01/2045 |
|
|
300 |
|
|
|
359 |
|
4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (B) |
|
|
740 |
|
|
|
800 |
|
4.250%, 10/01/2027 |
|
|
2,590 |
|
|
|
2,771 |
|
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (B) |
|
|
940 |
|
|
|
1,000 |
|
4.125%, 12/15/2026 |
|
|
2,420 |
|
|
|
2,574 |
|
4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (B) |
|
|
1,175 |
|
|
|
1,242 |
|
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (B) |
|
|
2,220 |
|
|
|
2,290 |
|
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (B) |
|
|
245 |
|
|
|
255 |
|
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B) |
|
|
215 |
|
|
|
227 |
|
3.875%, 09/10/2024 |
|
|
440 |
|
|
|
456 |
|
3.625%, 05/13/2024 |
|
|
1,490 |
|
|
|
1,539 |
|
3.625%, 12/01/2027 |
|
|
1,000 |
|
|
|
1,041 |
|
3.200%, 06/15/2026 |
|
|
1,670 |
|
|
|
1,712 |
|
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B) |
|
|
210 |
|
|
|
194 |
|
2.963%, U.S. SOFR + 1.260%, 01/25/2033 (B) |
|
|
4,950 |
|
|
|
4,893 |
|
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (B) |
|
|
2,570 |
|
|
|
2,499 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.947%, U.S. SOFR + 1.170%, 02/24/2028 (B) |
|
$ |
1,470 |
|
|
$ |
1,478 |
|
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (B) |
|
|
3,012 |
|
|
|
2,885 |
|
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (B) |
|
|
2,590 |
|
|
|
2,474 |
|
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (B) |
|
|
1,960 |
|
|
|
1,875 |
|
2.301%, U.S. SOFR + 1.160%, 10/15/2025 (B) |
|
|
3,600 |
|
|
|
3,582 |
|
2.182%, U.S. SOFR + 1.890%, 06/01/2028 (B) |
|
|
2,367 |
|
|
|
2,283 |
|
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (B) |
|
|
6,980 |
|
|
|
6,876 |
|
2.069%, U.S. SOFR + 1.015%, 06/01/2029 (B) |
|
|
2,525 |
|
|
|
2,391 |
|
2.005%, TSFR3M + 1.585%, 03/13/2026 (B) |
|
|
75 |
|
|
|
74 |
|
1.578%, U.S. SOFR + 0.885%, 04/22/2027 (B) |
|
|
8,370 |
|
|
|
8,005 |
|
1.561%, U.S. SOFR + 0.605%, 12/10/2025 (B) |
|
|
12,081 |
|
|
|
11,779 |
|
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (B) |
|
|
2,130 |
|
|
|
2,122 |
|
1.470%, U.S. SOFR + 0.765%, 09/22/2027 (B) |
|
|
10,214 |
|
|
|
9,640 |
|
1.045%, U.S. SOFR + 0.800%, 11/19/2026 (B) |
|
|
4,309 |
|
|
|
4,051 |
|
1.040%, TSFR3M + 0.695%, 02/04/2027 (B) |
|
|
7,728 |
|
|
|
7,231 |
|
0.969%, TSFR3M + 0.580%, 06/23/2025 (B) |
|
|
8,540 |
|
|
|
8,272 |
|
0.870%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (B) |
|
|
2,740 |
|
|
|
2,655 |
|
Kemper |
|
|
|
|
|
|
|
|
3.800%, 02/23/2032 |
|
|
1,570 |
|
|
|
1,579 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (D) |
|
|
120 |
|
|
|
141 |
|
KKR Group Finance III LLC |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (D) |
|
|
1,005 |
|
|
|
1,149 |
|
Lehman Brothers Holdings |
|
|
|
|
|
|
|
|
6.500%, 12/31/2049 (G) |
|
|
4,040 |
|
|
|
– |
|
Lehman Brothers Holdings MTN |
|
|
|
|
|
|
|
|
6.750%, 12/31/2049 (G) |
|
|
10,370 |
|
|
|
– |
|
Lehman Brothers Holdings Capital Trust VII MTN |
|
|
|
|
|
|
|
|
5.857%, ICE LIBOR USD 3 Month + 0.840%(F)(G) |
|
|
20,630 |
|
|
|
– |
|
Lloyds Bank PLC |
|
|
|
|
|
|
|
|
3.500%, 05/14/2025 |
|
|
100 |
|
|
|
103 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
4.375%, 03/22/2028 |
|
|
1,180 |
|
|
|
1,258 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (B) |
|
$ |
530 |
|
|
$ |
546 |
|
2.907%, ICE LIBOR USD 3 Month + 0.810%, 11/07/2023 (B) |
|
|
5,255 |
|
|
|
5,292 |
|
2.858%, ICE LIBOR USD 3 Month + 1.249%, 03/17/2023 (B) |
|
|
2,705 |
|
|
|
2,707 |
|
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (B) |
|
|
3,000 |
|
|
|
2,846 |
|
Macquarie Bank |
|
|
|
|
|
|
|
|
3.624%, 06/03/2030 (D) |
|
|
765 |
|
|
|
758 |
|
Macquarie Group |
|
|
|
|
|
|
|
|
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (B)(D) |
|
|
2,395 |
|
|
|
2,264 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (B)(D) |
|
|
3,815 |
|
|
|
3,604 |
|
1.201%, U.S. SOFR + 0.694%, 10/14/2025 (B)(D) |
|
|
3,494 |
|
|
|
3,378 |
|
MassMutual Global Funding II |
|
|
|
|
|
|
|
|
2.500%, 10/17/2022 (D) |
|
|
261 |
|
|
|
264 |
|
MassMutual Global Funding II MTN |
|
|
|
|
|
|
|
|
0.850%, 06/09/2023 (D) |
|
|
2,220 |
|
|
|
2,199 |
|
Mercury General |
|
|
|
|
|
|
|
|
4.400%, 03/15/2027 |
|
|
1,720 |
|
|
|
1,823 |
|
MetLife |
|
|
|
|
|
|
|
|
6.400%, 12/15/2036 |
|
|
1,400 |
|
|
|
1,570 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (D) |
|
|
4,445 |
|
|
|
4,646 |
|
0.900%, 06/08/2023 (D) |
|
|
1,540 |
|
|
|
1,528 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
2.852%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 01/19/2033 (B) |
|
|
1,417 |
|
|
|
1,372 |
|
2.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.970%, 10/13/2032 (B) |
|
|
1,563 |
|
|
|
1,470 |
|
2.341%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 01/19/2028 (B) |
|
|
2,263 |
|
|
|
2,208 |
|
2.309%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.950%, 07/20/2032 (B) |
|
|
2,374 |
|
|
|
2,203 |
|
1.640%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.670%, 10/13/2027 (B) |
|
|
3,825 |
|
|
|
3,631 |
|
1.538%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027 (B) |
|
|
4,540 |
|
|
|
4,307 |
|
0.953%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.550%, 07/19/2025 (B) |
|
|
4,595 |
|
|
|
4,437 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Mizuho Financial Group |
|
|
|
|
|
|
|
|
3.261%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 05/22/2030 (B) |
|
$ |
3,923 |
|
|
$ |
3,932 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
3.737%, ICE LIBOR USD 3 Month + 0.847%, 04/24/2024 (B) |
|
|
1,810 |
|
|
|
1,844 |
|
2.484%, U.S. SOFR + 1.360%, 09/16/2036 (B) |
|
|
460 |
|
|
|
418 |
|
1.593%, U.S. SOFR + 0.879%, 05/04/2027 (B) |
|
|
4,680 |
|
|
|
4,451 |
|
0.985%, U.S. SOFR + 0.720%, 12/10/2026 (B) |
|
|
3,931 |
|
|
|
3,682 |
|
0.790%, U.S. SOFR + 0.525%, 05/30/2025 (B) |
|
|
6,925 |
|
|
|
6,677 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
4.431%, ICE LIBOR USD 3 Month + 1.628%, 01/23/2030 (B) |
|
|
725 |
|
|
|
782 |
|
4.350%, 09/08/2026 |
|
|
235 |
|
|
|
250 |
|
4.100%, 05/22/2023 |
|
|
110 |
|
|
|
113 |
|
4.000%, 07/23/2025 |
|
|
580 |
|
|
|
607 |
|
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (B) |
|
|
280 |
|
|
|
291 |
|
3.700%, 10/23/2024 |
|
|
370 |
|
|
|
382 |
|
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (B) |
|
|
5,705 |
|
|
|
5,898 |
|
3.591%, ICE LIBOR USD 3 Month + 1.340%, 07/22/2028 (B) |
|
|
270 |
|
|
|
279 |
|
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (B) |
|
|
5,730 |
|
|
|
5,611 |
|
2.720%, U.S. SOFR + 1.152%, 07/22/2025 (B) |
|
|
2,085 |
|
|
|
2,096 |
|
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (B) |
|
|
10 |
|
|
|
10 |
|
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (B) |
|
|
3,930 |
|
|
|
3,711 |
|
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (B) |
|
|
782 |
|
|
|
769 |
|
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B) |
|
|
3,373 |
|
|
|
3,105 |
|
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (B) |
|
|
2,020 |
|
|
|
1,994 |
|
1.512%, U.S. SOFR + 0.858%, 07/20/2027 (B) |
|
|
11,630 |
|
|
|
11,018 |
|
1.164%, U.S. SOFR + 0.560%, 10/21/2025 (B) |
|
|
3,756 |
|
|
|
3,624 |
|
0.864%, U.S. SOFR + 0.745%, 10/21/2025 (B) |
|
|
1,536 |
|
|
|
1,471 |
|
0.791%, U.S. SOFR + 0.509%, 01/22/2025 (B) |
|
|
7,661 |
|
|
|
7,443 |
|
Morgan Stanley Direct Lending Fund |
|
|
|
|
|
|
|
|
4.500%, 02/11/2027 (D) |
|
|
1,544 |
|
|
|
1,530 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
National Securities Clearing |
|
|
|
|
|
|
|
|
1.500%, 04/23/2025 (D) |
|
$ |
510 |
|
|
$ |
500 |
|
1.200%, 04/23/2023 (D) |
|
|
620 |
|
|
|
618 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (B)(D) |
|
|
5,240 |
|
|
|
5,389 |
|
3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (B)(D) |
|
|
1,735 |
|
|
|
1,763 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (B)(D) |
|
|
2,565 |
|
|
|
2,553 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
2.493%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (B)(D) |
|
|
4,407 |
|
|
|
4,409 |
|
Natwest Group PLC |
|
|
|
|
|
|
|
|
4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (B) |
|
|
820 |
|
|
|
845 |
|
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (B) |
|
|
4,630 |
|
|
|
4,788 |
|
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (B) |
|
|
1,640 |
|
|
|
1,558 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
0.950%, 06/24/2025 (D) |
|
|
550 |
|
|
|
530 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 (D) |
|
|
765 |
|
|
|
1,068 |
|
3.750%, 05/15/2050 (D) |
|
|
1,870 |
|
|
|
1,921 |
|
Nomura Holdings |
|
|
|
|
|
|
|
|
2.648%, 01/16/2025 |
|
|
1,430 |
|
|
|
1,434 |
|
Nordea Bank ABP |
|
|
|
|
|
|
|
|
1.000%, 06/09/2023 (D) |
|
|
1,370 |
|
|
|
1,359 |
|
Northern Trust |
|
|
|
|
|
|
|
|
2.375%, 08/02/2022 |
|
|
300 |
|
|
|
302 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (D) |
|
|
2,966 |
|
|
|
2,815 |
|
Ohio National Financial Services |
|
|
|
|
|
|
|
|
5.800%, 01/24/2030 (D) |
|
|
1,775 |
|
|
|
1,911 |
|
Owl Rock Capital |
|
|
|
|
|
|
|
|
3.400%, 07/15/2026 |
|
|
2,203 |
|
|
|
2,111 |
|
Owl Rock Capital III |
|
|
|
|
|
|
|
|
3.125%, 04/13/2027 (D) |
|
|
2,467 |
|
|
|
2,292 |
|
OWL Rock Core Income |
|
|
|
|
|
|
|
|
4.700%, 02/08/2027 (D) |
|
|
1,749 |
|
|
|
1,731 |
|
Park Aerospace Holdings |
|
|
|
|
|
|
|
|
5.500%, 02/15/2024 (D) |
|
|
238 |
|
|
|
249 |
|
4.500%, 03/15/2023 (D) |
|
|
4,470 |
|
|
|
4,563 |
|
PNC Bank |
|
|
|
|
|
|
|
|
3.875%, 04/10/2025 |
|
|
910 |
|
|
|
950 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
3.500%, 01/23/2024 |
|
|
255 |
|
|
|
263 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
1.250%, 06/23/2025 (D) |
|
|
270 |
|
|
|
261 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Private Export Funding |
|
|
|
|
|
|
|
|
0.550%, 07/30/2024 (D) |
|
$ |
2,055 |
|
|
$ |
1,998 |
|
Prospect Capital |
|
|
|
|
|
|
|
|
3.706%, 01/22/2026 |
|
|
1,005 |
|
|
|
991 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
4.950%, 07/15/2046 |
|
|
1,525 |
|
|
|
1,754 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
0.438%, N/A + 0.250%, 06/29/2085 (B) |
|
|
860 |
|
|
|
705 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
2.250%, 11/01/2024 |
|
|
170 |
|
|
|
170 |
|
1.600%, 04/17/2023 |
|
|
1,170 |
|
|
|
1,171 |
|
1.150%, 06/10/2025 |
|
|
730 |
|
|
|
702 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
3.450%, 06/02/2025 |
|
|
1,150 |
|
|
|
1,169 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (B) |
|
|
4,580 |
|
|
|
4,767 |
|
3.823%, ICE LIBOR USD 3 Month + 1.400%, 11/03/2028 (B) |
|
|
350 |
|
|
|
359 |
|
2.469%, U.S. SOFR + 1.220%, 01/11/2028 (B) |
|
|
705 |
|
|
|
682 |
|
1.673%, U.S. SOFR + 0.989%, 06/14/2027 (B) |
|
|
1,885 |
|
|
|
1,782 |
|
1.532%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026 (B) |
|
|
1,140 |
|
|
|
1,087 |
|
1.089%, U.S. SOFR + 0.787%, 03/15/2025 (B) |
|
|
4,785 |
|
|
|
4,642 |
|
SBL Holdings |
|
|
|
|
|
|
|
|
5.000%, 02/18/2031 (D) |
|
|
2,675 |
|
|
|
2,658 |
|
Scentre Group Trust I/ Scentre Group Trust II |
|
|
|
|
|
|
|
|
4.375%, 05/28/2030 (D) |
|
|
1,135 |
|
|
|
1,236 |
|
3.625%, 01/28/2026 (D) |
|
|
1,675 |
|
|
|
1,738 |
|
Societe Generale |
|
|
|
|
|
|
|
|
3.625%, 03/01/2041 (D) |
|
|
1,370 |
|
|
|
1,215 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
2.625%, 01/22/2025 (D) |
|
|
1,345 |
|
|
|
1,333 |
|
Standard Chartered PLC |
|
|
|
|
|
|
|
|
5.700%, 03/26/2044 (D) |
|
|
427 |
|
|
|
479 |
|
5.200%, 01/26/2024 (D) |
|
|
410 |
|
|
|
427 |
|
State Street |
|
|
|
|
|
|
|
|
3.300%, 12/16/2024 |
|
|
310 |
|
|
|
321 |
|
Stewart Information Services |
|
|
|
|
|
|
|
|
3.600%, 11/15/2031 |
|
|
1,040 |
|
|
|
1,004 |
|
Sumitomo Mitsui Financial Group |
|
|
|
|
|
|
|
|
1.902%, 09/17/2028 |
|
|
4,805 |
|
|
|
4,498 |
|
1.402%, 09/17/2026 |
|
|
3,090 |
|
|
|
2,920 |
|
Swedbank |
|
|
|
|
|
|
|
|
1.300%, 06/02/2023 (D) |
|
|
930 |
|
|
|
925 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
6.850%, 12/16/2039 (D) |
|
|
148 |
|
|
|
201 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.900%, 09/15/2044 (D) |
|
$ |
600 |
|
|
$ |
700 |
|
4.270%, 05/15/2047 (D) |
|
|
175 |
|
|
|
189 |
|
3.300%, 05/15/2050 (D) |
|
|
2,360 |
|
|
|
2,212 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
1.150%, 06/12/2025 |
|
|
730 |
|
|
|
703 |
|
0.750%, 06/12/2023 |
|
|
1,430 |
|
|
|
1,415 |
|
Travelers |
|
|
|
|
|
|
|
|
4.600%, 08/01/2043 |
|
|
50 |
|
|
|
58 |
|
Truist Bank |
|
|
|
|
|
|
|
|
3.800%, 10/30/2026 |
|
|
250 |
|
|
|
263 |
|
Trust Fibra Uno |
|
|
|
|
|
|
|
|
6.390%, 01/15/2050 (D) |
|
|
956 |
|
|
|
980 |
|
5.250%, 01/30/2026 (D) |
|
|
1,164 |
|
|
|
1,189 |
|
UBS AG/London |
|
|
|
|
|
|
|
|
1.750%, 04/21/2022 (D) |
|
|
1,310 |
|
|
|
1,311 |
|
UBS AG/London MTN |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 (D) |
|
|
1,540 |
|
|
|
1,737 |
|
UBS Group |
|
|
|
|
|
|
|
|
4.253%, 03/23/2028 (D) |
|
|
1,490 |
|
|
|
1,583 |
|
4.125%, 09/24/2025 (D) |
|
|
1,010 |
|
|
|
1,058 |
|
3.491%, 05/23/2023 (D) |
|
|
1,710 |
|
|
|
1,718 |
|
2.859%, ICE LIBOR USD 3 Month + 0.954%, 08/15/2023 (B)(D) |
|
|
240 |
|
|
|
242 |
|
US Bancorp |
|
|
|
|
|
|
|
|
1.450%, 05/12/2025 |
|
|
1,610 |
|
|
|
1,573 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
3.600%, 09/11/2024 |
|
|
160 |
|
|
|
166 |
|
2.950%, 07/15/2022 |
|
|
497 |
|
|
|
500 |
|
Validus Holdings |
|
|
|
|
|
|
|
|
8.875%, 01/26/2040 |
|
|
1,460 |
|
|
|
2,301 |
|
WEA Finance LLC / Westfield UK & Europe Finance PLC |
|
|
|
|
|
|
|
|
3.750%, 09/17/2024 (D) |
|
|
1,370 |
|
|
|
1,403 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
925 |
|
|
|
1,225 |
|
5.606%, 01/15/2044 |
|
|
700 |
|
|
|
855 |
|
5.375%, 11/02/2043 |
|
|
220 |
|
|
|
264 |
|
4.480%, 01/16/2024 |
|
|
392 |
|
|
|
410 |
|
3.000%, 10/23/2026 |
|
|
1,640 |
|
|
|
1,661 |
|
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B) |
|
|
9,725 |
|
|
|
9,597 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (B) |
|
|
9,875 |
|
|
|
12,160 |
|
4.900%, 11/17/2045 |
|
|
1,310 |
|
|
|
1,486 |
|
4.750%, 12/07/2046 |
|
|
2,365 |
|
|
|
2,654 |
|
4.650%, 11/04/2044 |
|
|
560 |
|
|
|
615 |
|
4.478%, U.S. SOFR + 4.032%, 04/04/2031 (B) |
|
|
7,175 |
|
|
|
7,832 |
|
4.400%, 06/14/2046 |
|
|
220 |
|
|
|
236 |
|
4.300%, 07/22/2027 |
|
|
1,180 |
|
|
|
1,259 |
|
4.150%, 01/24/2029 |
|
|
1,450 |
|
|
|
1,546 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.750%, 01/24/2024 |
|
$ |
360 |
|
|
$ |
371 |
|
3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (B) |
|
|
2,075 |
|
|
|
2,143 |
|
3.500%, 03/08/2022 |
|
|
42 |
|
|
|
42 |
|
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (B) |
|
|
6,655 |
|
|
|
6,740 |
|
3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (B) |
|
|
3,675 |
|
|
|
3,731 |
|
2.879%, U.S. SOFR + 1.432%, 10/30/2030 (B) |
|
|
2,530 |
|
|
|
2,490 |
|
2.572%, U.S. SOFR + 1.262%, 02/11/2031 (B) |
|
|
415 |
|
|
|
398 |
|
2.406%, U.S. SOFR + 1.087%, 10/30/2025 (B) |
|
|
7,580 |
|
|
|
7,555 |
|
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (B) |
|
|
4,380 |
|
|
|
4,281 |
|
2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (B) |
|
|
1,480 |
|
|
|
1,462 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (B) |
|
|
840 |
|
|
|
761 |
|
1.953%, 11/20/2028 |
|
|
2,017 |
|
|
|
1,930 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
897,622 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 2.5% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.900%, 11/30/2046 |
|
|
840 |
|
|
|
1,037 |
|
4.750%, 11/30/2036 |
|
|
440 |
|
|
|
521 |
|
3.750%, 11/30/2026 |
|
|
406 |
|
|
|
433 |
|
AbbVie |
|
|
|
|
|
|
|
|
4.550%, 03/15/2035 |
|
|
2,800 |
|
|
|
3,084 |
|
4.500%, 05/14/2035 |
|
|
1,399 |
|
|
|
1,555 |
|
4.450%, 05/14/2046 |
|
|
564 |
|
|
|
608 |
|
4.400%, 11/06/2042 |
|
|
2,350 |
|
|
|
2,534 |
|
4.300%, 05/14/2036 |
|
|
556 |
|
|
|
609 |
|
4.250%, 11/14/2028 |
|
|
795 |
|
|
|
858 |
|
4.250%, 11/21/2049 |
|
|
7,884 |
|
|
|
8,383 |
|
4.050%, 11/21/2039 |
|
|
946 |
|
|
|
993 |
|
3.800%, 03/15/2025 |
|
|
700 |
|
|
|
728 |
|
3.750%, 11/14/2023 |
|
|
160 |
|
|
|
165 |
|
3.600%, 05/14/2025 |
|
|
1,605 |
|
|
|
1,658 |
|
3.200%, 05/14/2026 |
|
|
145 |
|
|
|
149 |
|
3.200%, 11/21/2029 |
|
|
4,541 |
|
|
|
4,599 |
|
2.950%, 11/21/2026 |
|
|
610 |
|
|
|
621 |
|
2.900%, 11/06/2022 |
|
|
350 |
|
|
|
354 |
|
2.600%, 11/21/2024 |
|
|
2,760 |
|
|
|
2,786 |
|
2.300%, 11/21/2022 |
|
|
5,317 |
|
|
|
5,350 |
|
Amgen |
|
|
|
|
|
|
|
|
6.375%, 06/01/2037 |
|
|
1,785 |
|
|
|
2,360 |
|
5.150%, 11/15/2041 |
|
|
316 |
|
|
|
365 |
|
4.663%, 06/15/2051 |
|
|
104 |
|
|
|
116 |
|
4.400%, 05/01/2045 |
|
|
900 |
|
|
|
956 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.400%, 02/22/2062 |
|
$ |
1,235 |
|
|
$ |
1,299 |
|
3.625%, 05/22/2024 |
|
|
220 |
|
|
|
227 |
|
3.350%, 02/22/2032 |
|
|
980 |
|
|
|
1,004 |
|
3.150%, 02/21/2040 |
|
|
880 |
|
|
|
822 |
|
3.000%, 02/22/2029 |
|
|
2,580 |
|
|
|
2,607 |
|
3.000%, 01/15/2052 |
|
|
2,830 |
|
|
|
2,423 |
|
2.000%, 01/15/2032 |
|
|
3,445 |
|
|
|
3,188 |
|
Anthem |
|
|
|
|
|
|
|
|
4.625%, 05/15/2042 |
|
|
219 |
|
|
|
245 |
|
3.650%, 12/01/2027 |
|
|
330 |
|
|
|
346 |
|
3.500%, 08/15/2024 |
|
|
1,950 |
|
|
|
2,005 |
|
3.350%, 12/01/2024 |
|
|
1,190 |
|
|
|
1,224 |
|
3.300%, 01/15/2023 |
|
|
133 |
|
|
|
135 |
|
3.125%, 05/15/2022 |
|
|
740 |
|
|
|
743 |
|
2.950%, 12/01/2022 |
|
|
560 |
|
|
|
566 |
|
Astrazeneca Finance LLC |
|
|
|
|
|
|
|
|
1.750%, 05/28/2028 |
|
|
2,722 |
|
|
|
2,602 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
2.125%, 08/06/2050 |
|
|
383 |
|
|
|
302 |
|
Baxalta |
|
|
|
|
|
|
|
|
3.600%, 06/23/2022 |
|
|
870 |
|
|
|
873 |
|
Baxter International |
|
|
|
|
|
|
|
|
3.950%, 04/01/2030 |
|
|
890 |
|
|
|
957 |
|
BayCare Health System |
|
|
|
|
|
|
|
|
3.831%, 11/15/2050 |
|
|
2,765 |
|
|
|
3,005 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.875%, 06/25/2048 (D) |
|
|
2,228 |
|
|
|
2,440 |
|
4.700%, 07/15/2064 (D) |
|
|
400 |
|
|
|
414 |
|
4.625%, 06/25/2038 (D) |
|
|
2,097 |
|
|
|
2,257 |
|
4.400%, 07/15/2044 (D) |
|
|
2,750 |
|
|
|
2,796 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
4.685%, 12/15/2044 |
|
|
469 |
|
|
|
524 |
|
3.734%, 12/15/2024 |
|
|
446 |
|
|
|
461 |
|
3.363%, 06/06/2024 |
|
|
531 |
|
|
|
544 |
|
1.957%, 02/11/2031 |
|
|
3,000 |
|
|
|
2,726 |
|
Biogen |
|
|
|
|
|
|
|
|
3.625%, 09/15/2022 |
|
|
815 |
|
|
|
825 |
|
3.250%, 02/15/2051 (D) |
|
|
280 |
|
|
|
235 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.000%, 08/15/2045 |
|
|
99 |
|
|
|
121 |
|
3.875%, 08/15/2025 |
|
|
566 |
|
|
|
597 |
|
3.700%, 03/15/2052 |
|
|
4,030 |
|
|
|
4,154 |
|
3.550%, 08/15/2022 |
|
|
550 |
|
|
|
556 |
|
3.400%, 07/26/2029 |
|
|
815 |
|
|
|
858 |
|
3.200%, 06/15/2026 |
|
|
1,170 |
|
|
|
1,219 |
|
2.950%, 03/15/2032 |
|
|
2,315 |
|
|
|
2,345 |
|
2.900%, 07/26/2024 |
|
|
1,352 |
|
|
|
1,383 |
|
2.600%, 05/16/2022 |
|
|
830 |
|
|
|
833 |
|
Centene |
|
|
|
|
|
|
|
|
3.000%, 10/15/2030 |
|
|
7,488 |
|
|
|
7,138 |
|
2.500%, 03/01/2031 |
|
|
680 |
|
|
|
626 |
|
2.450%, 07/15/2028 |
|
|
4,199 |
|
|
|
3,955 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cigna |
|
|
|
|
|
|
|
|
4.800%, 08/15/2038 |
|
$ |
1,281 |
|
|
$ |
1,427 |
|
4.375%, 10/15/2028 |
|
|
1,120 |
|
|
|
1,214 |
|
4.125%, 11/15/2025 |
|
|
450 |
|
|
|
474 |
|
3.875%, 10/15/2047 |
|
|
770 |
|
|
|
756 |
|
3.750%, 07/15/2023 |
|
|
715 |
|
|
|
734 |
|
3.400%, 03/15/2050 |
|
|
250 |
|
|
|
229 |
|
3.400%, 03/15/2051 |
|
|
1,050 |
|
|
|
958 |
|
3.250%, 04/15/2025 |
|
|
1,000 |
|
|
|
1,021 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.350%, 11/01/2042 |
|
|
1,385 |
|
|
|
1,460 |
|
4.187%, 10/01/2049 |
|
|
2,025 |
|
|
|
2,124 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.125%, 07/20/2045 |
|
|
170 |
|
|
|
197 |
|
5.050%, 03/25/2048 |
|
|
10,263 |
|
|
|
11,984 |
|
4.300%, 03/25/2028 |
|
|
3,572 |
|
|
|
3,856 |
|
4.250%, 04/01/2050 |
|
|
630 |
|
|
|
674 |
|
4.125%, 04/01/2040 |
|
|
240 |
|
|
|
247 |
|
3.875%, 07/20/2025 |
|
|
929 |
|
|
|
971 |
|
3.750%, 04/01/2030 |
|
|
1,835 |
|
|
|
1,921 |
|
3.625%, 04/01/2027 |
|
|
1,470 |
|
|
|
1,540 |
|
3.375%, 08/12/2024 |
|
|
95 |
|
|
|
98 |
|
3.000%, 08/15/2026 |
|
|
825 |
|
|
|
840 |
|
2.750%, 12/01/2022 |
|
|
230 |
|
|
|
232 |
|
2.125%, 09/15/2031 |
|
|
660 |
|
|
|
610 |
|
Danaher |
|
|
|
|
|
|
|
|
2.800%, 12/10/2051 |
|
|
1,621 |
|
|
|
1,434 |
|
2.600%, 10/01/2050 |
|
|
918 |
|
|
|
788 |
|
DH Europe Finance II Sarl |
|
|
|
|
|
|
|
|
2.200%, 11/15/2024 |
|
|
2,115 |
|
|
|
2,116 |
|
2.050%, 11/15/2022 |
|
|
1,224 |
|
|
|
1,230 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.750%, 03/01/2046 |
|
|
40 |
|
|
|
45 |
|
4.600%, 09/01/2035 |
|
|
2,000 |
|
|
|
2,251 |
|
4.000%, 09/01/2036 |
|
|
685 |
|
|
|
730 |
|
3.700%, 04/01/2024 |
|
|
1,540 |
|
|
|
1,589 |
|
3.650%, 03/01/2026 |
|
|
890 |
|
|
|
928 |
|
2.800%, 10/01/2050 |
|
|
2,033 |
|
|
|
1,719 |
|
2.600%, 10/01/2040 |
|
|
1,335 |
|
|
|
1,153 |
|
GlaxoSmithKline Capital PLC |
|
|
|
|
|
|
|
|
2.850%, 05/08/2022 |
|
|
50 |
|
|
|
50 |
|
HCA |
|
|
|
|
|
|
|
|
5.875%, 02/01/2029 |
|
|
694 |
|
|
|
776 |
|
5.500%, 06/15/2047 |
|
|
2,275 |
|
|
|
2,662 |
|
5.375%, 02/01/2025 |
|
|
5,562 |
|
|
|
5,890 |
|
5.250%, 04/15/2025 |
|
|
750 |
|
|
|
805 |
|
5.250%, 06/15/2026 |
|
|
1,015 |
|
|
|
1,099 |
|
5.250%, 06/15/2049 |
|
|
2,905 |
|
|
|
3,305 |
|
4.125%, 06/15/2029 |
|
|
2,500 |
|
|
|
2,620 |
|
3.500%, 09/01/2030 |
|
|
5,659 |
|
|
|
5,602 |
|
3.500%, 07/15/2051 |
|
|
2,000 |
|
|
|
1,778 |
|
2.375%, 07/15/2031 |
|
|
1,015 |
|
|
|
933 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Health Care Service, A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
2.200%, 06/01/2030 (D) |
|
$ |
2,235 |
|
|
$ |
2,090 |
|
Humana |
|
|
|
|
|
|
|
|
4.950%, 10/01/2044 |
|
|
200 |
|
|
|
232 |
|
4.800%, 03/15/2047 |
|
|
50 |
|
|
|
58 |
|
4.500%, 04/01/2025 |
|
|
120 |
|
|
|
127 |
|
3.950%, 03/15/2027 |
|
|
860 |
|
|
|
909 |
|
3.850%, 10/01/2024 |
|
|
2,530 |
|
|
|
2,623 |
|
3.150%, 12/01/2022 |
|
|
190 |
|
|
|
192 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.700%, 03/01/2046 |
|
|
970 |
|
|
|
1,043 |
|
2.450%, 09/01/2060 |
|
|
2,085 |
|
|
|
1,737 |
|
0.950%, 09/01/2027 |
|
|
990 |
|
|
|
935 |
|
0.550%, 09/01/2025 |
|
|
490 |
|
|
|
467 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.192%, 07/01/2049 |
|
|
245 |
|
|
|
239 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
123 |
|
|
|
144 |
|
Merck |
|
|
|
|
|
|
|
|
2.750%, 12/10/2051 |
|
|
1,050 |
|
|
|
936 |
|
1.450%, 06/24/2030 |
|
|
480 |
|
|
|
439 |
|
0.750%, 02/24/2026 |
|
|
840 |
|
|
|
800 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
1,050 |
|
|
|
1,155 |
|
2.800%, 03/11/2022 |
|
|
736 |
|
|
|
736 |
|
2.700%, 05/28/2050 |
|
|
1,400 |
|
|
|
1,265 |
|
2.625%, 04/01/2030 |
|
|
720 |
|
|
|
720 |
|
2.550%, 05/28/2040 |
|
|
2,682 |
|
|
|
2,451 |
|
1.700%, 05/28/2030 |
|
|
680 |
|
|
|
634 |
|
0.800%, 05/28/2025 |
|
|
1,050 |
|
|
|
1,018 |
|
Royalty Pharma PLC |
|
|
|
|
|
|
|
|
1.200%, 09/02/2025 |
|
|
980 |
|
|
|
931 |
|
0.750%, 09/02/2023 |
|
|
1,650 |
|
|
|
1,619 |
|
RWJ Barnabas Health |
|
|
|
|
|
|
|
|
3.949%, 07/01/2046 |
|
|
2,445 |
|
|
|
2,665 |
|
STERIS Irish FinCo UnLtd |
|
|
|
|
|
|
|
|
3.750%, 03/15/2051 |
|
|
3,126 |
|
|
|
3,004 |
|
Stryker |
|
|
|
|
|
|
|
|
2.900%, 06/15/2050 |
|
|
392 |
|
|
|
346 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
3.175%, 07/09/2050 |
|
|
603 |
|
|
|
540 |
|
3.025%, 07/09/2040 |
|
|
869 |
|
|
|
784 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
2.800%, 10/15/2041 |
|
|
618 |
|
|
|
569 |
|
2.000%, 10/15/2031 |
|
|
1,304 |
|
|
|
1,210 |
|
1.750%, 10/15/2028 |
|
|
1,465 |
|
|
|
1,387 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.625%, 11/15/2037 |
|
|
200 |
|
|
|
280 |
|
5.800%, 03/15/2036 |
|
|
560 |
|
|
|
716 |
|
4.625%, 07/15/2035 |
|
|
940 |
|
|
|
1,083 |
|
4.450%, 12/15/2048 |
|
|
140 |
|
|
|
161 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.250%, 06/15/2048 |
|
$ |
180 |
|
|
$ |
201 |
|
3.875%, 12/15/2028 |
|
|
250 |
|
|
|
269 |
|
3.875%, 08/15/2059 |
|
|
570 |
|
|
|
601 |
|
3.750%, 07/15/2025 |
|
|
330 |
|
|
|
346 |
|
3.700%, 08/15/2049 |
|
|
140 |
|
|
|
145 |
|
3.500%, 06/15/2023 |
|
|
230 |
|
|
|
236 |
|
3.250%, 05/15/2051 |
|
|
2,366 |
|
|
|
2,298 |
|
3.125%, 05/15/2060 |
|
|
90 |
|
|
|
81 |
|
3.050%, 05/15/2041 |
|
|
2,852 |
|
|
|
2,737 |
|
2.900%, 05/15/2050 |
|
|
2,251 |
|
|
|
2,060 |
|
2.875%, 03/15/2023 |
|
|
150 |
|
|
|
153 |
|
2.750%, 05/15/2040 |
|
|
1,867 |
|
|
|
1,725 |
|
2.375%, 10/15/2022 |
|
|
100 |
|
|
|
101 |
|
2.000%, 05/15/2030 |
|
|
220 |
|
|
|
208 |
|
1.250%, 01/15/2026 |
|
|
260 |
|
|
|
251 |
|
Universal Health Services |
|
|
|
|
|
|
|
|
1.650%, 09/01/2026 (D) |
|
|
1,260 |
|
|
|
1,197 |
|
Utah Acquisition Sub |
|
|
|
|
|
|
|
|
3.950%, 06/15/2026 |
|
|
3,180 |
|
|
|
3,284 |
|
Viatris |
|
|
|
|
|
|
|
|
4.000%, 06/22/2050 |
|
|
1,455 |
|
|
|
1,290 |
|
2.700%, 06/22/2030 |
|
|
305 |
|
|
|
285 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
6.450%, 02/01/2024 |
|
|
365 |
|
|
|
396 |
|
5.950%, 04/01/2037 |
|
|
320 |
|
|
|
419 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
230,000 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.9% |
|
|
|
|
3M |
|
|
|
|
|
|
|
|
3.700%, 04/15/2050 |
|
|
300 |
|
|
|
308 |
|
2.375%, 08/26/2029 |
|
|
2,320 |
|
|
|
2,267 |
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
4.125%, 07/03/2023 |
|
|
262 |
|
|
|
268 |
|
3.500%, 05/26/2022 |
|
|
2,750 |
|
|
|
2,761 |
|
3.500%, 01/15/2025 |
|
|
1,673 |
|
|
|
1,697 |
|
3.300%, 01/30/2032 |
|
|
5,060 |
|
|
|
4,804 |
|
3.000%, 10/29/2028 |
|
|
7,085 |
|
|
|
6,824 |
|
2.450%, 10/29/2026 |
|
|
6,425 |
|
|
|
6,199 |
|
1.650%, 10/29/2024 |
|
|
3,505 |
|
|
|
3,402 |
|
1.150%, 10/29/2023 |
|
|
4,716 |
|
|
|
4,607 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.375%, 07/01/2025 |
|
|
490 |
|
|
|
496 |
|
3.250%, 03/01/2025 |
|
|
525 |
|
|
|
528 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
2.875%, 01/15/2026 |
|
|
3,019 |
|
|
|
3,007 |
|
2.300%, 02/01/2025 |
|
|
605 |
|
|
|
598 |
|
American Airlines Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.375%, 05/01/2027 |
|
|
91 |
|
|
|
90 |
|
Boeing |
|
|
|
|
|
|
|
|
7.250%, 06/15/2025 |
|
|
107 |
|
|
|
122 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.930%, 05/01/2060 |
|
$ |
550 |
|
|
$ |
653 |
|
5.805%, 05/01/2050 |
|
|
2,655 |
|
|
|
3,154 |
|
5.705%, 05/01/2040 |
|
|
1,409 |
|
|
|
1,641 |
|
5.150%, 05/01/2030 |
|
|
2,007 |
|
|
|
2,217 |
|
5.040%, 05/01/2027 |
|
|
355 |
|
|
|
386 |
|
4.875%, 05/01/2025 |
|
|
2,290 |
|
|
|
2,434 |
|
4.508%, 05/01/2023 |
|
|
2,225 |
|
|
|
2,286 |
|
3.750%, 02/01/2050 |
|
|
2,070 |
|
|
|
1,924 |
|
3.625%, 02/01/2031 |
|
|
1,662 |
|
|
|
1,676 |
|
3.250%, 02/01/2028 |
|
|
1,654 |
|
|
|
1,653 |
|
3.250%, 02/01/2035 |
|
|
3,175 |
|
|
|
2,972 |
|
3.200%, 03/01/2029 |
|
|
720 |
|
|
|
712 |
|
3.100%, 05/01/2026 |
|
|
230 |
|
|
|
232 |
|
2.800%, 03/01/2027 |
|
|
280 |
|
|
|
276 |
|
2.700%, 02/01/2027 |
|
|
1,165 |
|
|
|
1,150 |
|
2.196%, 02/04/2026 |
|
|
4,853 |
|
|
|
4,735 |
|
1.433%, 02/04/2024 |
|
|
5,034 |
|
|
|
4,952 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
7.290%, 06/01/2036 |
|
|
200 |
|
|
|
285 |
|
4.550%, 09/01/2044 |
|
|
1,220 |
|
|
|
1,394 |
|
3.650%, 09/01/2025 |
|
|
140 |
|
|
|
146 |
|
3.050%, 09/01/2022 |
|
|
300 |
|
|
|
301 |
|
2.875%, 06/15/2052 |
|
|
610 |
|
|
|
545 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
34 |
|
|
|
44 |
|
3.000%, 12/02/2041 |
|
|
1,731 |
|
|
|
1,606 |
|
2.450%, 12/02/2031 (E) |
|
|
2,650 |
|
|
|
2,543 |
|
1.750%, 12/02/2026 |
|
|
373 |
|
|
|
362 |
|
1.350%, 12/02/2024 |
|
|
3,513 |
|
|
|
3,427 |
|
Carrier Global |
|
|
|
|
|
|
|
|
3.577%, 04/05/2050 |
|
|
70 |
|
|
|
67 |
|
Caterpillar |
|
|
|
|
|
|
|
|
4.300%, 05/15/2044 |
|
|
50 |
|
|
|
57 |
|
Cintas No. 2 |
|
|
|
|
|
|
|
|
3.700%, 04/01/2027 |
|
|
590 |
|
|
|
623 |
|
2.900%, 04/01/2022 |
|
|
610 |
|
|
|
611 |
|
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
5.983%, 04/19/2022 |
|
|
1,190 |
|
|
|
1,196 |
|
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl B |
|
|
|
|
|
|
|
|
6.903%, 04/19/2022 |
|
|
3 |
|
|
|
3 |
|
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.000%, 10/29/2024 |
|
|
45 |
|
|
|
46 |
|
CoStar Group |
|
|
|
|
|
|
|
|
2.800%, 07/15/2030 (D) |
|
|
1,485 |
|
|
|
1,415 |
|
Crowley Conro LLC |
|
|
|
|
|
|
|
|
4.181%, 08/15/2043 |
|
|
791 |
|
|
|
894 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
920 |
|
|
|
975 |
|
3.100%, 04/15/2030 |
|
|
160 |
|
|
|
165 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
$ |
2,731 |
|
|
$ |
2,608 |
|
Delta Air Lines/Skymiles LP |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (D) |
|
|
5,816 |
|
|
|
6,066 |
|
4.500%, 10/20/2025 (D) |
|
|
4,462 |
|
|
|
4,581 |
|
Eaton |
|
|
|
|
|
|
|
|
7.625%, 04/01/2024 |
|
|
325 |
|
|
|
358 |
|
4.150%, 11/02/2042 |
|
|
530 |
|
|
|
569 |
|
4.000%, 11/02/2032 |
|
|
99 |
|
|
|
108 |
|
2.750%, 11/02/2022 |
|
|
1,740 |
|
|
|
1,757 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
2,935 |
|
|
|
2,559 |
|
Equifax |
|
|
|
|
|
|
|
|
3.950%, 06/15/2023 |
|
|
3,015 |
|
|
|
3,088 |
|
2.600%, 12/15/2025 |
|
|
445 |
|
|
|
446 |
|
GE Capital International Funding Unlimited |
|
|
|
|
|
|
|
|
4.418%, 11/15/2035 |
|
|
4,666 |
|
|
|
5,245 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
1,915 |
|
|
|
2,138 |
|
4.250%, 04/01/2050 |
|
|
230 |
|
|
|
264 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
6.750%, 03/15/2032 |
|
|
103 |
|
|
|
133 |
|
0.986%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (B) |
|
|
3,035 |
|
|
|
2,611 |
|
Honeywell International |
|
|
|
|
|
|
|
|
1.950%, 06/01/2030 |
|
|
2,035 |
|
|
|
1,918 |
|
1.350%, 06/01/2025 |
|
|
510 |
|
|
|
499 |
|
Howmet Aerospace |
|
|
|
|
|
|
|
|
3.000%, 01/15/2029 |
|
|
2,281 |
|
|
|
2,164 |
|
IHS Markit |
|
|
|
|
|
|
|
|
5.000%, 11/01/2022 (D) |
|
|
3,000 |
|
|
|
3,050 |
|
4.750%, 02/15/2025 (D) |
|
|
1,000 |
|
|
|
1,062 |
|
4.750%, 08/01/2028 |
|
|
1,000 |
|
|
|
1,127 |
|
3.625%, 05/01/2024 |
|
|
1,550 |
|
|
|
1,601 |
|
ILFC E-Capital Trust II |
|
|
|
|
|
|
|
|
3.620%, ICE LIBOR USD 3 Month + 1.800%, 12/21/2065 (B)(D) |
|
|
1,200 |
|
|
|
1,026 |
|
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
2.750%, 05/15/2032 |
|
|
151 |
|
|
|
147 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
2.150%, 09/08/2022 |
|
|
145 |
|
|
|
146 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
5.054%, 04/27/2045 |
|
|
330 |
|
|
|
388 |
|
4.854%, 04/27/2035 |
|
|
210 |
|
|
|
239 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
3.550%, 01/15/2026 |
|
|
1,440 |
|
|
|
1,517 |
|
3.100%, 01/15/2023 |
|
|
110 |
|
|
|
111 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.250%, 05/01/2050 |
|
|
3,940 |
|
|
|
4,951 |
|
4.030%, 10/15/2047 |
|
|
795 |
|
|
|
838 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.850%, 04/15/2045 |
|
$ |
350 |
|
|
$ |
358 |
|
3.250%, 08/01/2023 |
|
|
2,253 |
|
|
|
2,300 |
|
3.250%, 01/15/2028 |
|
|
1,870 |
|
|
|
1,911 |
|
2.930%, 01/15/2025 |
|
|
2,020 |
|
|
|
2,059 |
|
Otis Worldwide |
|
|
|
|
|
|
|
|
3.112%, 02/15/2040 |
|
|
1,185 |
|
|
|
1,094 |
|
2.056%, 04/05/2025 |
|
|
340 |
|
|
|
337 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
2.700%, 06/14/2024 |
|
|
830 |
|
|
|
840 |
|
Penske Truck Leasing LP / PTL Finance |
|
|
|
|
|
|
|
|
3.950%, 03/10/2025 (D) |
|
|
225 |
|
|
|
234 |
|
Quanta Services |
|
|
|
|
|
|
|
|
0.950%, 10/01/2024 |
|
|
1,543 |
|
|
|
1,490 |
|
Raytheon Technologies |
|
|
|
|
|
|
|
|
4.125%, 11/16/2028 |
|
|
480 |
|
|
|
519 |
|
3.950%, 08/16/2025 |
|
|
800 |
|
|
|
843 |
|
3.150%, 12/15/2024 |
|
|
320 |
|
|
|
327 |
|
3.125%, 07/01/2050 |
|
|
1,290 |
|
|
|
1,180 |
|
2.250%, 07/01/2030 |
|
|
680 |
|
|
|
644 |
|
Republic Services |
|
|
|
|
|
|
|
|
4.750%, 05/15/2023 |
|
|
119 |
|
|
|
123 |
|
2.500%, 08/15/2024 |
|
|
2,035 |
|
|
|
2,053 |
|
1.450%, 02/15/2031 |
|
|
4,370 |
|
|
|
3,869 |
|
Roper Technologies |
|
|
|
|
|
|
|
|
1.000%, 09/15/2025 |
|
|
940 |
|
|
|
894 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.200%, 03/11/2026 (D) |
|
|
2,830 |
|
|
|
2,710 |
|
Southwest Airlines |
|
|
|
|
|
|
|
|
5.125%, 06/15/2027 |
|
|
1,000 |
|
|
|
1,109 |
|
Triton Container International |
|
|
|
|
|
|
|
|
2.050%, 04/15/2026 (D) |
|
|
1,490 |
|
|
|
1,439 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
970 |
|
|
|
997 |
|
3.750%, 07/15/2025 |
|
|
530 |
|
|
|
556 |
|
3.750%, 02/05/2070 |
|
|
700 |
|
|
|
697 |
|
3.500%, 02/14/2053 |
|
|
2,533 |
|
|
|
2,543 |
|
3.375%, 02/14/2042 |
|
|
927 |
|
|
|
925 |
|
3.250%, 02/05/2050 |
|
|
1,065 |
|
|
|
1,023 |
|
2.891%, 04/06/2036 |
|
|
835 |
|
|
|
808 |
|
2.800%, 02/14/2032 |
|
|
1,931 |
|
|
|
1,937 |
|
2.400%, 02/05/2030 |
|
|
1,513 |
|
|
|
1,473 |
|
2.150%, 02/05/2027 |
|
|
270 |
|
|
|
266 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.200%, 04/01/2040 |
|
|
525 |
|
|
|
652 |
|
2.350%, 05/16/2022 |
|
|
235 |
|
|
|
235 |
|
US Airways Pass-Through Trust, Ser 2012-1, Cl A |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
23 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
US Airways Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.625%, 06/03/2025 |
|
$ |
2,497 |
|
|
$ |
2,443 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
181,963 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 1.9% |
|
|
|
|
Adobe |
|
|
|
|
|
|
|
|
2.300%, 02/01/2030 |
|
|
1,300 |
|
|
|
1,264 |
|
Analog Devices |
|
|
|
|
|
|
|
|
2.100%, 10/01/2031 |
|
|
1,540 |
|
|
|
1,472 |
|
1.700%, 10/01/2028 |
|
|
1,158 |
|
|
|
1,106 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
2,460 |
|
|
|
2,985 |
|
4.375%, 05/13/2045 |
|
|
1,275 |
|
|
|
1,458 |
|
3.850%, 05/04/2043 |
|
|
375 |
|
|
|
403 |
|
3.450%, 05/06/2024 |
|
|
350 |
|
|
|
362 |
|
2.850%, 08/05/2061 |
|
|
1,540 |
|
|
|
1,368 |
|
2.650%, 05/11/2050 |
|
|
1,903 |
|
|
|
1,688 |
|
2.650%, 02/08/2051 |
|
|
1,930 |
|
|
|
1,714 |
|
2.550%, 08/20/2060 |
|
|
1,808 |
|
|
|
1,498 |
|
2.450%, 08/04/2026 |
|
|
2,560 |
|
|
|
2,599 |
|
2.400%, 05/03/2023 |
|
|
95 |
|
|
|
96 |
|
2.375%, 02/08/2041 |
|
|
626 |
|
|
|
558 |
|
1.700%, 08/05/2031 |
|
|
2,312 |
|
|
|
2,143 |
|
1.400%, 08/05/2028 |
|
|
5,664 |
|
|
|
5,350 |
|
1.125%, 05/11/2025 |
|
|
1,720 |
|
|
|
1,677 |
|
Applied Materials |
|
|
|
|
|
|
|
|
1.750%, 06/01/2030 |
|
|
1,070 |
|
|
|
1,001 |
|
Avnet |
|
|
|
|
|
|
|
|
4.875%, 12/01/2022 |
|
|
1,570 |
|
|
|
1,607 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.300%, 11/15/2032 |
|
|
1,110 |
|
|
|
1,170 |
|
4.150%, 11/15/2030 |
|
|
4,135 |
|
|
|
4,339 |
|
3.469%, 04/15/2034 (D) |
|
|
1,727 |
|
|
|
1,667 |
|
3.419%, 04/15/2033 (D) |
|
|
5,922 |
|
|
|
5,775 |
|
3.150%, 11/15/2025 |
|
|
1,004 |
|
|
|
1,023 |
|
3.137%, 11/15/2035 (D) |
|
|
2,980 |
|
|
|
2,760 |
|
2.450%, 02/15/2031 (D) |
|
|
1,347 |
|
|
|
1,244 |
|
Broadcom/Broadcom Cayman Finance Ltd |
|
|
|
|
|
|
|
|
3.875%, 01/15/2027 |
|
|
580 |
|
|
|
604 |
|
Corning |
|
|
|
|
|
|
|
|
5.450%, 11/15/2079 |
|
|
1,800 |
|
|
|
2,077 |
|
Dell International LLC/EMC |
|
|
|
|
|
|
|
|
6.100%, 07/15/2027 |
|
|
778 |
|
|
|
896 |
|
4.900%, 10/01/2026 |
|
|
394 |
|
|
|
427 |
|
3.450%, 12/15/2051 (D) |
|
|
2,296 |
|
|
|
1,944 |
|
3.375%, 12/15/2041 (D) |
|
|
1,914 |
|
|
|
1,678 |
|
Global Payments |
|
|
|
|
|
|
|
|
2.900%, 11/15/2031 |
|
|
1,528 |
|
|
|
1,457 |
|
2.150%, 01/15/2027 |
|
|
2,293 |
|
|
|
2,212 |
|
1.500%, 11/15/2024 |
|
|
4,631 |
|
|
|
4,521 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
HP |
|
|
|
|
|
|
|
|
2.200%, 06/17/2025 |
|
$ |
1,864 |
|
|
$ |
1,852 |
|
Intel |
|
|
|
|
|
|
|
|
4.750%, 03/25/2050 |
|
|
2,280 |
|
|
|
2,666 |
|
3.734%, 12/08/2047 |
|
|
119 |
|
|
|
120 |
|
3.250%, 11/15/2049 |
|
|
660 |
|
|
|
618 |
|
3.200%, 08/12/2061 |
|
|
626 |
|
|
|
552 |
|
3.100%, 07/29/2022 |
|
|
75 |
|
|
|
76 |
|
3.050%, 08/12/2051 |
|
|
3,269 |
|
|
|
2,969 |
|
2.800%, 08/12/2041 |
|
|
2,018 |
|
|
|
1,817 |
|
2.000%, 08/12/2031 |
|
|
751 |
|
|
|
698 |
|
1.600%, 08/12/2028 |
|
|
1,454 |
|
|
|
1,378 |
|
International Business Machines |
|
|
|
|
|
|
|
|
3.000%, 05/15/2024 |
|
|
2,340 |
|
|
|
2,393 |
|
KLA |
|
|
|
|
|
|
|
|
3.300%, 03/01/2050 |
|
|
1,247 |
|
|
|
1,178 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 (D) |
|
|
2,500 |
|
|
|
2,358 |
|
Lam Research |
|
|
|
|
|
|
|
|
3.800%, 03/15/2025 |
|
|
150 |
|
|
|
157 |
|
Marvell Technology |
|
|
|
|
|
|
|
|
1.650%, 04/15/2026 |
|
|
2,010 |
|
|
|
1,936 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
2,850 |
|
|
|
3,098 |
|
3.375%, 04/01/2024 |
|
|
240 |
|
|
|
248 |
|
Microsoft |
|
|
|
|
|
|
|
|
4.100%, 02/06/2037 |
|
|
245 |
|
|
|
279 |
|
3.500%, 02/12/2035 |
|
|
460 |
|
|
|
495 |
|
3.450%, 08/08/2036 |
|
|
1,622 |
|
|
|
1,740 |
|
3.300%, 02/06/2027 |
|
|
2,680 |
|
|
|
2,862 |
|
3.041%, 03/17/2062 |
|
|
281 |
|
|
|
268 |
|
2.921%, 03/17/2052 |
|
|
646 |
|
|
|
617 |
|
2.875%, 02/06/2024 |
|
|
970 |
|
|
|
993 |
|
2.700%, 02/12/2025 |
|
|
360 |
|
|
|
370 |
|
2.675%, 06/01/2060 |
|
|
309 |
|
|
|
272 |
|
2.525%, 06/01/2050 |
|
|
240 |
|
|
|
213 |
|
2.400%, 08/08/2026 |
|
|
2,510 |
|
|
|
2,548 |
|
2.375%, 05/01/2023 |
|
|
50 |
|
|
|
51 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.700%, 04/01/2060 |
|
|
680 |
|
|
|
710 |
|
3.500%, 04/01/2040 |
|
|
990 |
|
|
|
1,017 |
|
3.500%, 04/01/2050 |
|
|
2,010 |
|
|
|
2,070 |
|
2.850%, 04/01/2030 |
|
|
2,800 |
|
|
|
2,835 |
|
NXP BV/ NXP Funding LLC/ NXP USA |
|
|
|
|
|
|
|
|
3.875%, 06/18/2026 (D) |
|
|
996 |
|
|
|
1,042 |
|
3.250%, 05/11/2041 (D) |
|
|
843 |
|
|
|
772 |
|
2.700%, 05/01/2025 (D) |
|
|
430 |
|
|
|
433 |
|
Oracle |
|
|
|
|
|
|
|
|
4.375%, 05/15/2055 |
|
|
810 |
|
|
|
768 |
|
4.300%, 07/08/2034 |
|
|
285 |
|
|
|
294 |
|
4.000%, 11/15/2047 |
|
|
330 |
|
|
|
301 |
|
3.950%, 03/25/2051 |
|
|
6,292 |
|
|
|
5,764 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.900%, 05/15/2035 |
|
$ |
3,620 |
|
|
$ |
3,547 |
|
3.800%, 11/15/2037 |
|
|
4,295 |
|
|
|
4,082 |
|
3.650%, 03/25/2041 |
|
|
800 |
|
|
|
725 |
|
3.600%, 04/01/2040 |
|
|
3,019 |
|
|
|
2,734 |
|
3.600%, 04/01/2050 |
|
|
621 |
|
|
|
540 |
|
2.950%, 11/15/2024 |
|
|
675 |
|
|
|
684 |
|
2.950%, 05/15/2025 |
|
|
695 |
|
|
|
700 |
|
2.950%, 04/01/2030 |
|
|
1,285 |
|
|
|
1,242 |
|
2.875%, 03/25/2031 |
|
|
2,480 |
|
|
|
2,367 |
|
2.800%, 04/01/2027 |
|
|
625 |
|
|
|
621 |
|
1.650%, 03/25/2026 |
|
|
1,950 |
|
|
|
1,868 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
2.300%, 06/01/2030 |
|
|
6,600 |
|
|
|
6,287 |
|
1.650%, 06/01/2025 |
|
|
640 |
|
|
|
627 |
|
1.350%, 06/01/2023 |
|
|
620 |
|
|
|
618 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
1.650%, 05/20/2032 |
|
|
119 |
|
|
|
107 |
|
salesforce.com |
|
|
|
|
|
|
|
|
3.250%, 04/11/2023 |
|
|
740 |
|
|
|
755 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
4.150%, 05/15/2048 |
|
|
1,250 |
|
|
|
1,419 |
|
1.750%, 05/04/2030 |
|
|
440 |
|
|
|
415 |
|
1.125%, 09/15/2026 |
|
|
767 |
|
|
|
740 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.250%, 10/25/2051 |
|
|
955 |
|
|
|
911 |
|
2.500%, 10/25/2031 |
|
|
3,950 |
|
|
|
3,758 |
|
1.750%, 10/25/2026 |
|
|
3,310 |
|
|
|
3,207 |
|
TSMC Global |
|
|
|
|
|
|
|
|
1.375%, 09/28/2030 (D) |
|
|
4,320 |
|
|
|
3,781 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
810 |
|
|
|
938 |
|
3.150%, 12/14/2025 |
|
|
660 |
|
|
|
684 |
|
VMware |
|
|
|
|
|
|
|
|
4.700%, 05/15/2030 |
|
|
1,548 |
|
|
|
1,700 |
|
3.900%, 08/21/2027 |
|
|
306 |
|
|
|
320 |
|
1.800%, 08/15/2028 |
|
|
1,682 |
|
|
|
1,555 |
|
1.400%, 08/15/2026 |
|
|
3,061 |
|
|
|
2,901 |
|
1.000%, 08/15/2024 |
|
|
2,679 |
|
|
|
2,602 |
|
0.600%, 08/15/2023 |
|
|
3,825 |
|
|
|
3,756 |
|
Vontier |
|
|
|
|
|
|
|
|
2.950%, 04/01/2031 |
|
|
925 |
|
|
|
838 |
|
1.800%, 04/01/2026 |
|
|
1,170 |
|
|
|
1,091 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
173,091 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.7% |
|
|
|
|
Amcor Finance USA |
|
|
|
|
|
|
|
|
3.625%, 04/28/2026 |
|
|
2,000 |
|
|
|
2,092 |
|
Anglo American Capital PLC |
|
|
|
|
|
|
|
|
4.000%, 09/11/2027 (D) |
|
|
280 |
|
|
|
294 |
|
3.625%, 09/11/2024 (D) |
|
|
1,810 |
|
|
|
1,858 |
|
Barrick Gold |
|
|
|
|
|
|
|
|
5.250%, 04/01/2042 |
|
|
740 |
|
|
|
867 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.700%, 05/30/2041 |
|
$ |
470 |
|
|
$ |
585 |
|
Berry Global |
|
|
|
|
|
|
|
|
4.875%, 07/15/2026 (D) |
|
|
3,270 |
|
|
|
3,315 |
|
1.650%, 01/15/2027 |
|
|
775 |
|
|
|
723 |
|
1.570%, 01/15/2026 |
|
|
1,010 |
|
|
|
962 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.000%, 09/30/2043 |
|
|
40 |
|
|
|
48 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
4.800%, 05/15/2049 |
|
|
925 |
|
|
|
1,046 |
|
3.600%, 11/15/2050 |
|
|
1,544 |
|
|
|
1,477 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
4.493%, 11/15/2025 |
|
|
2,095 |
|
|
|
2,232 |
|
Ecolab |
|
|
|
|
|
|
|
|
2.700%, 12/15/2051 |
|
|
1,193 |
|
|
|
1,041 |
|
Equate Petrochemical MTN |
|
|
|
|
|
|
|
|
4.250%, 11/03/2026 (D) |
|
|
1,640 |
|
|
|
1,694 |
|
2.625%, 04/28/2028 (D) |
|
|
2,250 |
|
|
|
2,126 |
|
Glencore Funding LLC |
|
|
|
|
|
|
|
|
4.125%, 05/30/2023 (D) |
|
|
50 |
|
|
|
51 |
|
4.000%, 03/27/2027 (D) |
|
|
1,570 |
|
|
|
1,627 |
|
Industrias Penoles |
|
|
|
|
|
|
|
|
4.150%, 09/12/2029 (D) |
|
|
2,290 |
|
|
|
2,284 |
|
International Flavors and Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
2,365 |
|
|
|
2,704 |
|
2.300%, 11/01/2030 (D) |
|
|
4,800 |
|
|
|
4,461 |
|
1.230%, 10/01/2025 (D) |
|
|
4,110 |
|
|
|
3,917 |
|
LYB International Finance III LLC |
|
|
|
|
|
|
|
|
3.625%, 04/01/2051 |
|
|
1,524 |
|
|
|
1,439 |
|
3.375%, 10/01/2040 |
|
|
2,308 |
|
|
|
2,160 |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
4.250%, 07/17/2042 (D) |
|
|
675 |
|
|
|
660 |
|
3.625%, 08/01/2027 (D) |
|
|
2,770 |
|
|
|
2,836 |
|
Newcrest Finance Pty |
|
|
|
|
|
|
|
|
3.250%, 05/13/2030 (D) |
|
|
1,140 |
|
|
|
1,140 |
|
OCP |
|
|
|
|
|
|
|
|
4.500%, 10/22/2025 (D) |
|
|
1,860 |
|
|
|
1,869 |
|
Orbia Advance |
|
|
|
|
|
|
|
|
2.875%, 05/11/2031 (D) |
|
|
1,340 |
|
|
|
1,211 |
|
1.875%, 05/11/2026 (D) |
|
|
1,410 |
|
|
|
1,320 |
|
Sealed Air |
|
|
|
|
|
|
|
|
1.573%, 10/15/2026 (D) |
|
|
1,600 |
|
|
|
1,507 |
|
Southern Copper |
|
|
|
|
|
|
|
|
5.250%, 11/08/2042 |
|
|
4,540 |
|
|
|
5,286 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
6.000%, 01/15/2029 |
|
|
2,540 |
|
|
|
2,781 |
|
Teck Resources |
|
|
|
|
|
|
|
|
6.250%, 07/15/2041 |
|
|
880 |
|
|
|
1,064 |
|
6.125%, 10/01/2035 |
|
|
782 |
|
|
|
955 |
|
5.200%, 03/01/2042 |
|
|
910 |
|
|
|
981 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.875%, 11/21/2036 |
|
|
1,595 |
|
|
|
1,962 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.250%, 08/10/2026 |
|
$ |
2,290 |
|
|
$ |
2,594 |
|
Westlake |
|
|
|
|
|
|
|
|
3.600%, 08/15/2026 |
|
|
837 |
|
|
|
869 |
|
3.375%, 08/15/2061 |
|
|
723 |
|
|
|
601 |
|
3.125%, 08/15/2051 |
|
|
1,146 |
|
|
|
983 |
|
WestRock RKT LLC |
|
|
|
|
|
|
|
|
4.000%, 03/01/2023 |
|
|
330 |
|
|
|
336 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
67,958 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.9% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.600%, 06/15/2033 |
|
|
382 |
|
|
|
352 |
|
2.000%, 06/15/2028 |
|
|
1,682 |
|
|
|
1,583 |
|
American Campus Communities Operating Partnership |
|
|
|
|
|
|
|
|
3.750%, 04/15/2023 |
|
|
2,255 |
|
|
|
2,289 |
|
2.250%, 01/15/2029 |
|
|
1,153 |
|
|
|
1,085 |
|
American Tower |
|
|
|
|
|
|
|
|
1.875%, 10/15/2030 |
|
|
3,215 |
|
|
|
2,847 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
2,490 |
|
|
|
2,430 |
|
Boston Properties |
|
|
|
|
|
|
|
|
3.800%, 02/01/2024 |
|
|
2,000 |
|
|
|
2,056 |
|
3.400%, 06/21/2029 |
|
|
1,510 |
|
|
|
1,544 |
|
2.900%, 03/15/2030 |
|
|
125 |
|
|
|
122 |
|
Brixmor Operating Partnership |
|
|
|
|
|
|
|
|
2.500%, 08/16/2031 |
|
|
934 |
|
|
|
863 |
|
2.250%, 04/01/2028 |
|
|
537 |
|
|
|
511 |
|
Camden Property Trust |
|
|
|
|
|
|
|
|
2.800%, 05/15/2030 |
|
|
925 |
|
|
|
915 |
|
CC Holdings GS V LLC / Crown Castle GS III |
|
|
|
|
|
|
|
|
3.849%, 04/15/2023 |
|
|
580 |
|
|
|
592 |
|
Crown Castle International |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 |
|
|
384 |
|
|
|
400 |
|
2.900%, 04/01/2041 |
|
|
1,079 |
|
|
|
926 |
|
2.100%, 04/01/2031 |
|
|
1,596 |
|
|
|
1,437 |
|
1.050%, 07/15/2026 |
|
|
2,312 |
|
|
|
2,154 |
|
CyrusOne/CyrusOne Finance |
|
|
|
|
|
|
|
|
3.450%, 11/15/2029 |
|
|
950 |
|
|
|
999 |
|
2.900%, 11/15/2024 |
|
|
2,682 |
|
|
|
2,713 |
|
2.150%, 11/01/2030 |
|
|
280 |
|
|
|
272 |
|
Equinix |
|
|
|
|
|
|
|
|
2.950%, 09/15/2051 |
|
|
1,895 |
|
|
|
1,545 |
|
Essential Properties |
|
|
|
|
|
|
|
|
2.950%, 07/15/2031 |
|
|
2,595 |
|
|
|
2,383 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
2.550%, 06/15/2031 |
|
|
790 |
|
|
|
752 |
|
1.700%, 03/01/2028 |
|
|
3,676 |
|
|
|
3,461 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
2.350%, 03/15/2032 |
|
|
693 |
|
|
|
639 |
|
Federal Realty Investment Trust |
|
|
|
|
|
|
|
|
3.950%, 01/15/2024 |
|
|
1,067 |
|
|
|
1,098 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
5.750%, 06/01/2028 |
|
$ |
1,250 |
|
|
$ |
1,385 |
|
5.375%, 11/01/2023 |
|
|
839 |
|
|
|
874 |
|
5.375%, 04/15/2026 |
|
|
1,555 |
|
|
|
1,664 |
|
5.300%, 01/15/2029 |
|
|
2,550 |
|
|
|
2,772 |
|
5.250%, 06/01/2025 |
|
|
2,330 |
|
|
|
2,455 |
|
4.000%, 01/15/2030 |
|
|
990 |
|
|
|
990 |
|
Healthcare Realty Trust |
|
|
|
|
|
|
|
|
3.875%, 05/01/2025 |
|
|
1,455 |
|
|
|
1,506 |
|
Healthcare Trust of America Holdings |
|
|
|
|
|
|
|
|
3.500%, 08/01/2026 |
|
|
1,010 |
|
|
|
1,046 |
|
Hudson Pacific Properties |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 |
|
|
3,200 |
|
|
|
3,478 |
|
Kilroy Realty |
|
|
|
|
|
|
|
|
2.650%, 11/15/2033 |
|
|
4,734 |
|
|
|
4,309 |
|
Life Storage |
|
|
|
|
|
|
|
|
3.875%, 12/15/2027 |
|
|
935 |
|
|
|
990 |
|
Mid-America Apartments |
|
|
|
|
|
|
|
|
4.300%, 10/15/2023 |
|
|
786 |
|
|
|
807 |
|
4.000%, 11/15/2025 |
|
|
945 |
|
|
|
992 |
|
3.950%, 03/15/2029 |
|
|
772 |
|
|
|
826 |
|
Piedmont Operating Partnership |
|
|
|
|
|
|
|
|
4.450%, 03/15/2024 |
|
|
125 |
|
|
|
129 |
|
Realty Income |
|
|
|
|
|
|
|
|
3.400%, 01/15/2028 |
|
|
816 |
|
|
|
840 |
|
2.850%, 12/15/2032 |
|
|
1,119 |
|
|
|
1,088 |
|
2.200%, 06/15/2028 |
|
|
824 |
|
|
|
799 |
|
Regency Centers |
|
|
|
|
|
|
|
|
2.950%, 09/15/2029 |
|
|
1,678 |
|
|
|
1,662 |
|
Rexford Industrial Realty |
|
|
|
|
|
|
|
|
2.150%, 09/01/2031 |
|
|
855 |
|
|
|
770 |
|
Sabra Health Care |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
1,335 |
|
|
|
1,338 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
2.450%, 09/13/2029 |
|
|
1,915 |
|
|
|
1,850 |
|
SL Green Operating Partnership |
|
|
|
|
|
|
|
|
3.250%, 10/15/2022 |
|
|
3,000 |
|
|
|
3,029 |
|
SL Green Realty |
|
|
|
|
|
|
|
|
4.500%, 12/01/2022 (E) |
|
|
500 |
|
|
|
507 |
|
Spirit Realty |
|
|
|
|
|
|
|
|
3.400%, 01/15/2030 |
|
|
923 |
|
|
|
920 |
|
2.100%, 03/15/2028 |
|
|
1,536 |
|
|
|
1,446 |
|
STORE Capital |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 |
|
|
985 |
|
|
|
1,059 |
|
4.500%, 03/15/2028 |
|
|
2,915 |
|
|
|
3,121 |
|
2.750%, 11/18/2030 |
|
|
1,367 |
|
|
|
1,290 |
|
2.700%, 12/01/2031 |
|
|
536 |
|
|
|
497 |
|
Sun Communities Operating LP |
|
|
|
|
|
|
|
|
2.300%, 11/01/2028 |
|
|
767 |
|
|
|
725 |
|
Ventas Realty |
|
|
|
|
|
|
|
|
3.000%, 01/15/2030 |
|
|
1,500 |
|
|
|
1,484 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Welltower |
|
|
|
|
|
|
|
|
4.500%, 01/15/2024 |
|
$ |
183 |
|
|
$ |
191 |
|
Weyerhaeuser |
|
|
|
|
|
|
|
|
3.375%, 03/09/2033 |
|
|
2,480 |
|
|
|
2,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85,307 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.0% |
|
|
|
|
Abu Dhabi National Energy PJSC MTN |
|
|
|
|
|
|
|
|
3.400%, 04/29/2051 (D) |
|
|
1,850 |
|
|
|
1,797 |
|
2.000%, 04/29/2028 (D) |
|
|
2,830 |
|
|
|
2,684 |
|
AES |
|
|
|
|
|
|
|
|
1.375%, 01/15/2026 |
|
|
1,662 |
|
|
|
1,579 |
|
Alabama Power |
|
|
|
|
|
|
|
|
3.700%, 12/01/2047 |
|
|
3,140 |
|
|
|
3,183 |
|
American Transmission Systems |
|
|
|
|
|
|
|
|
2.650%, 01/15/2032 (D) |
|
|
966 |
|
|
|
927 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
4.500%, 03/01/2049 |
|
|
60 |
|
|
|
65 |
|
4.450%, 06/01/2045 |
|
|
1,600 |
|
|
|
1,684 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
2.250%, 06/15/2031 |
|
|
1,145 |
|
|
|
1,088 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
2.850%, 05/15/2051 |
|
|
3,035 |
|
|
|
2,575 |
|
Boston Gas |
|
|
|
|
|
|
|
|
4.487%, 02/15/2042 (D) |
|
|
140 |
|
|
|
147 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
4.875%, 01/15/2024 (D) |
|
|
300 |
|
|
|
310 |
|
4.750%, 02/23/2027 (D) |
|
|
710 |
|
|
|
737 |
|
3.875%, 07/26/2033 (D) |
|
|
790 |
|
|
|
701 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
4.650%, 12/01/2048 |
|
|
2,000 |
|
|
|
2,231 |
|
4.450%, 03/15/2044 |
|
|
2,885 |
|
|
|
3,098 |
|
3.950%, 04/01/2050 |
|
|
210 |
|
|
|
216 |
|
3.350%, 04/01/2030 |
|
|
260 |
|
|
|
267 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
2.650%, 08/15/2052 |
|
|
847 |
|
|
|
728 |
|
2.500%, 05/01/2060 |
|
|
654 |
|
|
|
505 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.071%, 08/15/2024 |
|
|
1,800 |
|
|
|
1,832 |
|
DTE Electric |
|
|
|
|
|
|
|
|
3.650%, 03/01/2052 |
|
|
627 |
|
|
|
650 |
|
2.950%, 03/01/2050 |
|
|
1,343 |
|
|
|
1,222 |
|
DTE Energy |
|
|
|
|
|
|
|
|
2.950%, 03/01/2030 |
|
|
268 |
|
|
|
263 |
|
2.529%, 10/01/2024 |
|
|
1,775 |
|
|
|
1,783 |
|
1.050%, 06/01/2025 |
|
|
4,032 |
|
|
|
3,852 |
|
Duke Energy |
|
|
|
|
|
|
|
|
3.500%, 06/15/2051 |
|
|
461 |
|
|
|
423 |
|
3.150%, 08/15/2027 |
|
|
850 |
|
|
|
868 |
|
2.550%, 06/15/2031 |
|
|
6,493 |
|
|
|
6,080 |
|
2.400%, 08/15/2022 |
|
|
1,380 |
|
|
|
1,387 |
|
0.900%, 09/15/2025 |
|
|
1,955 |
|
|
|
1,855 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
4.250%, 12/15/2041 |
|
$ |
1,000 |
|
|
$ |
1,074 |
|
4.000%, 09/30/2042 |
|
|
1,512 |
|
|
|
1,578 |
|
2.550%, 04/15/2031 |
|
|
780 |
|
|
|
761 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
3.850%, 11/15/2042 |
|
|
720 |
|
|
|
728 |
|
3.200%, 01/15/2027 |
|
|
1,600 |
|
|
|
1,660 |
|
2.400%, 12/15/2031 |
|
|
1,146 |
|
|
|
1,092 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
2.750%, 04/01/2050 |
|
|
1,205 |
|
|
|
1,023 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.150%, 12/01/2044 |
|
|
250 |
|
|
|
264 |
|
2.800%, 05/15/2022 |
|
|
215 |
|
|
|
215 |
|
2.500%, 08/15/2050 |
|
|
1,158 |
|
|
|
956 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
2.650%, 06/15/2051 |
|
|
2,817 |
|
|
|
2,341 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
3.450%, 12/01/2027 |
|
|
1,625 |
|
|
|
1,658 |
|
Evergy |
|
|
|
|
|
|
|
|
5.292%, 06/15/2022 |
|
|
1,216 |
|
|
|
1,220 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
250 |
|
|
|
300 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
3.375%, 03/01/2032 |
|
|
1,098 |
|
|
|
1,112 |
|
2.900%, 10/01/2024 |
|
|
3,730 |
|
|
|
3,782 |
|
2.900%, 03/01/2027 |
|
|
1,571 |
|
|
|
1,581 |
|
1.400%, 08/15/2026 |
|
|
1,111 |
|
|
|
1,059 |
|
Exelon |
|
|
|
|
|
|
|
|
5.625%, 06/15/2035 |
|
|
1,720 |
|
|
|
2,036 |
|
3.950%, 06/15/2025 |
|
|
1,395 |
|
|
|
1,451 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
7.375%, 11/15/2031 |
|
|
4,905 |
|
|
|
6,141 |
|
4.400%, 07/15/2027 |
|
|
1,310 |
|
|
|
1,357 |
|
1.600%, 01/15/2026 |
|
|
300 |
|
|
|
282 |
|
Florida Power and Light |
|
|
|
|
|
|
|
|
3.250%, 06/01/2024 |
|
|
455 |
|
|
|
468 |
|
2.875%, 12/04/2051 |
|
|
288 |
|
|
|
262 |
|
2.450%, 02/03/2032 |
|
|
3,599 |
|
|
|
3,495 |
|
ITC Holdings |
|
|
|
|
|
|
|
|
4.050%, 07/01/2023 |
|
|
2,075 |
|
|
|
2,118 |
|
2.700%, 11/15/2022 |
|
|
1,560 |
|
|
|
1,573 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
2.750%, 03/01/2032 (D) |
|
|
1,805 |
|
|
|
1,737 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
3.586%, 01/18/2052 (D) |
|
|
4,825 |
|
|
|
4,403 |
|
2.742%, 08/15/2026 (D) |
|
|
1,175 |
|
|
|
1,173 |
|
Metropolitan Edison |
|
|
|
|
|
|
|
|
4.300%, 01/15/2029 (D) |
|
|
2,445 |
|
|
|
2,631 |
|
4.000%, 04/15/2025 (D) |
|
|
1,000 |
|
|
|
1,026 |
|
3.500%, 03/15/2023 (D) |
|
|
5,050 |
|
|
|
5,104 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2043 |
|
|
1,500 |
|
|
|
1,739 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.650%, 04/15/2029 |
|
$ |
1,330 |
|
|
$ |
1,417 |
|
2.700%, 08/01/2052 |
|
|
997 |
|
|
|
861 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
4.250%, 03/15/2042 |
|
|
525 |
|
|
|
544 |
|
3.950%, 03/30/2028 |
|
|
1,377 |
|
|
|
1,451 |
|
3.100%, 07/30/2051 |
|
|
1,379 |
|
|
|
1,230 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
1.875%, 02/07/2025 |
|
|
1,155 |
|
|
|
1,146 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
0.750%, ICE LIBOR USD 3 Month + 0.270%, 02/22/2023 (B) |
|
|
5,000 |
|
|
|
4,995 |
|
0.650%, 03/01/2023 |
|
|
1,095 |
|
|
|
1,084 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
471 |
|
|
|
563 |
|
Northern States Power |
|
|
|
|
|
|
|
|
3.200%, 04/01/2052 |
|
|
776 |
|
|
|
755 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.100%, 06/01/2051 |
|
|
709 |
|
|
|
661 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
2.750%, 05/15/2030 |
|
|
1,950 |
|
|
|
1,930 |
|
2.700%, 11/15/2051 (D) |
|
|
734 |
|
|
|
624 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
5.250%, 03/01/2052 |
|
|
750 |
|
|
|
789 |
|
4.950%, 07/01/2050 |
|
|
1,552 |
|
|
|
1,537 |
|
4.750%, 02/15/2044 (E) |
|
|
386 |
|
|
|
369 |
|
4.500%, 07/01/2040 |
|
|
394 |
|
|
|
371 |
|
4.200%, 06/01/2041 |
|
|
666 |
|
|
|
604 |
|
3.950%, 12/01/2047 |
|
|
1,732 |
|
|
|
1,509 |
|
3.500%, 08/01/2050 |
|
|
220 |
|
|
|
182 |
|
3.300%, 08/01/2040 |
|
|
90 |
|
|
|
76 |
|
2.500%, 02/01/2031 |
|
|
2,795 |
|
|
|
2,489 |
|
2.100%, 08/01/2027 |
|
|
4,054 |
|
|
|
3,766 |
|
1.750%, 06/16/2022 |
|
|
1,100 |
|
|
|
1,099 |
|
1.700%, 11/15/2023 |
|
|
2,910 |
|
|
|
2,859 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
2.900%, 06/15/2052 |
|
|
3,204 |
|
|
|
2,815 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.150%, 10/01/2044 |
|
|
1,985 |
|
|
|
2,148 |
|
2.850%, 09/15/2051 |
|
|
1,387 |
|
|
|
1,240 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
4.150%, 04/15/2025 (D) |
|
|
995 |
|
|
|
1,029 |
|
3.250%, 03/15/2028 (D) |
|
|
1,119 |
|
|
|
1,122 |
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (D) |
|
|
2,090 |
|
|
|
2,301 |
|
5.450%, 05/21/2028 (D) |
|
|
1,030 |
|
|
|
1,121 |
|
4.125%, 05/15/2027 (D) |
|
|
1,990 |
|
|
|
2,037 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
2.500%, 03/15/2031 |
|
|
3,153 |
|
|
|
3,001 |
|
Progress Energy |
|
|
|
|
|
|
|
|
6.000%, 12/01/2039 |
|
|
200 |
|
|
|
247 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
3.700%, 05/01/2028 |
|
$ |
3,090 |
|
|
$ |
3,264 |
|
2.700%, 05/01/2050 |
|
|
624 |
|
|
|
546 |
|
2.050%, 08/01/2050 |
|
|
319 |
|
|
|
243 |
|
1.900%, 08/15/2031 |
|
|
1,540 |
|
|
|
1,423 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
2.450%, 11/15/2031 |
|
|
1,436 |
|
|
|
1,361 |
|
1.600%, 08/15/2030 |
|
|
881 |
|
|
|
783 |
|
Public Service of Oklahoma |
|
|
|
|
|
|
|
|
3.150%, 08/15/2051 |
|
|
776 |
|
|
|
702 |
|
2.200%, 08/15/2031 |
|
|
1,161 |
|
|
|
1,085 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.125%, 03/01/2048 |
|
|
863 |
|
|
|
870 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
2.550%, 02/01/2030 |
|
|
1,840 |
|
|
|
1,790 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
3.250%, 06/15/2026 |
|
|
1,550 |
|
|
|
1,593 |
|
1.750%, 01/15/2031 |
|
|
1,208 |
|
|
|
1,071 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
2.750%, 10/01/2026 |
|
|
1,000 |
|
|
|
1,008 |
|
1.650%, 03/15/2026 |
|
|
3,990 |
|
|
|
3,854 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
3.750%, 06/15/2049 |
|
|
2,000 |
|
|
|
2,052 |
|
Trans-Allegheny Interstate Line |
|
|
|
|
|
|
|
|
3.850%, 06/01/2025 (D) |
|
|
541 |
|
|
|
559 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
4.650%, 08/15/2043 |
|
|
1,205 |
|
|
|
1,363 |
|
3.450%, 02/15/2024 |
|
|
150 |
|
|
|
154 |
|
2.950%, 11/15/2051 |
|
|
1,146 |
|
|
|
1,034 |
|
2.450%, 12/15/2050 |
|
|
445 |
|
|
|
363 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
4.300%, 07/15/2029 (D) |
|
|
2,725 |
|
|
|
2,760 |
|
WEC Energy Group |
|
|
|
|
|
|
|
|
0.800%, 03/15/2024 |
|
|
3,430 |
|
|
|
3,341 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
670 |
|
|
|
639 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
185,967 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $2,712,402) ($ Thousands) |
|
|
|
|
|
|
2,665,614 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.5% |
Automotive — 0.7% |
|
|
|
|
| |
|
|
|
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl A2A |
|
|
|
|
|
|
|
|
0.600%, 12/18/2023 |
|
|
1 |
|
|
|
1 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2 |
|
|
|
|
|
|
|
|
0.420%, 03/18/2024 |
|
|
284 |
|
|
|
284 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.360%, 03/20/2026 (D) |
|
$ |
1,574 |
|
|
$ |
1,573 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.330%, 08/20/2026 (D) |
|
|
4,538 |
|
|
|
4,540 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A |
|
|
|
|
|
|
|
|
2.020%, 02/20/2027 (D) |
|
|
3,620 |
|
|
|
3,572 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
1.660%, 02/20/2028 (D) |
|
|
3,473 |
|
|
|
3,366 |
|
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1 |
|
|
|
|
|
|
|
|
2.940%, 04/15/2031 (D) |
|
|
956 |
|
|
|
958 |
|
Chesapeake Funding II LLC, Ser 2020-1A, Cl A1 |
|
|
|
|
|
|
|
|
0.870%, 08/15/2032 (D) |
|
|
3,090 |
|
|
|
3,070 |
|
Chesapeake Funding II LLC, Ser 2020-1A, Cl B |
|
|
|
|
|
|
|
|
1.240%, 08/15/2032 (D) |
|
|
1,830 |
|
|
|
1,817 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.560%, 12/11/2034 (D) |
|
|
2,537 |
|
|
|
2,497 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.980%, 12/11/2034 (D) |
|
|
1,140 |
|
|
|
1,111 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
1.200%, 12/11/2034 (D) |
|
|
1,990 |
|
|
|
1,932 |
|
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2 |
|
|
|
|
|
|
|
|
2.980%, 10/20/2024 (D) |
|
|
63 |
|
|
|
63 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (D) |
|
|
905 |
|
|
|
876 |
|
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl A2 |
|
|
|
|
|
|
|
|
0.270%, 01/16/2024 |
|
|
201 |
|
|
|
201 |
|
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A |
|
|
|
|
|
|
|
|
3.190%, 07/15/2031 (D) |
|
|
1,344 |
|
|
|
1,379 |
|
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A |
|
|
|
|
|
|
|
|
4.060%, 11/15/2030 |
|
|
2,740 |
|
|
|
2,967 |
|
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2 |
|
|
|
|
|
|
|
|
1.150%, 09/15/2025 (D) |
|
|
1,655 |
|
|
|
1,647 |
|
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
0.420%, 01/15/2025 (D) |
|
|
1,471 |
|
|
|
1,465 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
1.990%, 06/25/2026 (D) |
|
$ |
5,990 |
|
|
$ |
5,911 |
|
Hertz Vehicle Financing III, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
1.680%, 12/27/2027 (D) |
|
|
3,002 |
|
|
|
2,877 |
|
Hertz Vehicle Financing III, Ser 2021-2A, Cl C |
|
|
|
|
|
|
|
|
2.520%, 12/27/2027 (D) |
|
|
2,030 |
|
|
|
1,949 |
|
Hertz Vehicle Financing LLC, Ser 2022-2A, Cl A |
|
|
|
|
|
|
|
|
2.330%, 06/26/2028 (D) |
|
|
3,726 |
|
|
|
3,680 |
|
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
1.030%, 12/15/2027 |
|
|
1,347 |
|
|
|
1,299 |
|
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B |
|
|
|
|
|
|
|
|
0.991%, 01/25/2028 (D) |
|
|
524 |
|
|
|
522 |
|
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B |
|
|
|
|
|
|
|
|
0.840%, 02/25/2028 (D) |
|
|
1,018 |
|
|
|
1,011 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (D) |
|
|
1,587 |
|
|
|
1,569 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.760%, 02/26/2029 (D) |
|
|
2,991 |
|
|
|
2,947 |
|
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A3 |
|
|
|
|
|
|
|
|
0.480%, 07/15/2024 |
|
|
402 |
|
|
|
402 |
|
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.280%, 04/15/2024 |
|
|
442 |
|
|
|
442 |
|
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.590%, 09/15/2025 |
|
|
1,830 |
|
|
|
1,819 |
|
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2 |
|
|
|
|
|
|
|
|
1.390%, 08/15/2024 (D) |
|
|
24 |
|
|
|
24 |
|
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.070%, 02/27/2034 (D) |
|
|
1,273 |
|
|
|
1,220 |
|
Toyota Auto Receivables Owner Trust, Ser 2019-D, Cl A3 |
|
|
|
|
|
|
|
|
1.920%, 01/16/2024 |
|
|
294 |
|
|
|
296 |
|
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl C |
|
|
|
|
|
|
|
|
2.490%, 10/15/2024 (D) |
|
|
3,023 |
|
|
|
3,033 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A |
|
|
|
|
|
|
|
|
0.390%, 10/15/2024 (D) |
|
|
1,312 |
|
|
|
1,308 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Wheels SPV II LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.510%, 08/20/2029 (D) |
|
$ |
1,883 |
|
|
$ |
1,870 |
|
| |
|
|
|
|
|
|
65,498 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.1% |
|
|
|
|
| |
|
|
|
|
Capital One Multi-Asset Execution Trust, Ser 2021-A2, Cl A2 |
|
|
|
|
|
|
|
|
1.390%, 07/15/2030 |
|
|
2,458 |
|
|
|
2,331 |
|
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6 |
|
|
|
|
|
|
|
|
0.894%, ICE LIBOR USD 1 Month + 0.770%, 05/14/2029 (B) |
|
|
5,880 |
|
|
|
5,913 |
|
| |
|
|
|
|
|
|
8,244 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.2% |
|
|
|
|
| |
|
|
|
|
Aames Mortgage Trust, Ser 2002-1, Cl A3 |
|
|
|
|
|
|
|
|
7.396%, 06/25/2032 |
|
|
19 |
|
|
|
18 |
|
Accredited Mortgage Loan Trust, Ser 2005-3, Cl M3 |
|
|
|
|
|
|
|
|
0.907%, ICE LIBOR USD 1 Month + 0.720%, 09/25/2035 (B) |
|
|
5,502 |
|
|
|
5,483 |
|
Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3 |
|
|
|
|
|
|
|
|
1.184%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (B) |
|
|
778 |
|
|
|
776 |
|
Centex Home Equity Loan Trust, Ser 2005-A, Cl M1 |
|
|
|
|
|
|
|
|
0.907%, ICE LIBOR USD 1 Month + 0.720%, 01/25/2035 (B) |
|
|
2,999 |
|
|
|
2,994 |
|
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A |
|
|
|
|
|
|
|
|
1.011%, ICE LIBOR USD 1 Month + 0.820%, 09/15/2029 (B) |
|
|
185 |
|
|
|
182 |
|
Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4 |
|
|
|
|
|
|
|
|
0.347%, ICE LIBOR USD 1 Month + 0.160%, 08/25/2036 (B) |
|
|
702 |
|
|
|
303 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S |
|
|
|
|
|
|
|
|
5.858%, 01/25/2047 |
|
|
13 |
|
|
|
6 |
|
RASC Trust, Ser 2005-KS9, Cl M5 |
|
|
|
|
|
|
|
|
1.132%, ICE LIBOR USD 1 Month + 0.630%, 10/25/2035 (B) |
|
|
8,000 |
|
|
|
7,970 |
|
Soundview Home Loan Trust, Ser 2006-OPT3, Cl 2A3 |
|
|
|
|
|
|
|
|
0.527%, ICE LIBOR USD 1 Month + 0.340%, 06/25/2036 (B) |
|
|
167 |
|
|
|
167 |
|
Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2 |
|
|
|
|
|
|
|
|
3.450%, 02/25/2032 |
|
|
24 |
|
|
|
23 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2034 (B) |
|
$ |
2,018 |
|
|
$ |
2,002 |
|
| |
|
|
|
|
|
|
19,924 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 6.5% |
|
|
|
|
| |
|
|
|
|
522 Funding CLO, Ser 2021-6A, Cl A1R |
|
|
|
|
|
|
|
|
1.409%, ICE LIBOR USD 3 Month + 1.150%, 10/23/2034 (B)(D) |
|
|
3,490 |
|
|
|
3,485 |
|
ABPCI Direct Lending Fund CLO X, Ser 2020-10A, Cl A1A |
|
|
|
|
|
|
|
|
2.204%, ICE LIBOR USD 3 Month + 1.950%, 01/20/2032 (B)(D) |
|
|
2,420 |
|
|
|
2,413 |
|
ABPCI Direct Lending Fund IX LLC, Ser 2021-9A, Cl A1R |
|
|
|
|
|
|
|
|
1.668%, ICE LIBOR USD 3 Month + 1.400%, 11/18/2031 (B)(D) |
|
|
4,190 |
|
|
|
4,178 |
|
AccessLex Institute, Ser 2007-A, Cl A3 |
|
|
|
|
|
|
|
|
0.798%, ICE LIBOR USD 3 Month + 0.300%, 05/25/2036 (B) |
|
|
2,143 |
|
|
|
2,086 |
|
ACRES Commercial Realty, Ser 2021-FL1, Cl AS |
|
|
|
|
|
|
|
|
1.720%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2036 (B)(D) |
|
|
6,000 |
|
|
|
5,915 |
|
AGL CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
1.454%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034 (B)(D) |
|
|
1,360 |
|
|
|
1,353 |
|
Aimco CLO XI, Ser 2021-11A, Cl AR |
|
|
|
|
|
|
|
|
1.371%, ICE LIBOR USD 3 Month + 1.130%, 10/17/2034 (B)(D) |
|
|
5,500 |
|
|
|
5,484 |
|
American Homes 4 Rent, Ser 2015-SFR1, Cl A |
|
|
|
|
|
|
|
|
3.467%, 04/17/2052 (D) |
|
|
4,491 |
|
|
|
4,577 |
|
AMMC CLO IX, Ser 2019-19A, Cl AR |
|
|
|
|
|
|
|
|
1.381%, ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (B)(D) |
|
|
1,036 |
|
|
|
1,036 |
|
AMMC CLO XIII, Ser 2021-13A, Cl A1R2 |
|
|
|
|
|
|
|
|
1.317%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (B)(D) |
|
|
6,000 |
|
|
|
5,990 |
|
Antares CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
1.588%, ICE LIBOR USD 3 Month + 1.460%, 10/23/2033 (B)(D) |
|
|
2,500 |
|
|
|
2,484 |
|
Apidos CLO XXXV, Ser 2021-35A, Cl A |
|
|
|
|
|
|
|
|
1.304%, ICE LIBOR USD 3 Month + 1.050%, 04/20/2034 (B)(D) |
|
|
1,320 |
|
|
|
1,307 |
|
Applebee's Funding LLC / IHOP Funding LLC, Ser 2019-1A, Cl A2I |
|
|
|
|
|
|
|
|
4.194%, 06/05/2049 (D) |
|
|
1,980 |
|
|
|
1,975 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (D) |
|
|
2,607 |
|
|
|
2,544 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A |
|
|
|
|
|
|
|
|
1.500%, SOFR30A + 1.450%, 01/15/2037 (B)(D) |
|
$ |
1,848 |
|
|
$ |
1,846 |
|
ARES XLVII CLO, Ser 2018-47A, Cl A1 |
|
|
|
|
|
|
|
|
1.161%, ICE LIBOR USD 3 Month + 0.920%, 04/15/2030 (B)(D) |
|
|
1,040 |
|
|
|
1,038 |
|
Balboa Bay Loan Funding, Ser 2021-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.382%, ICE LIBOR USD 3 Month + 1.170%, 01/20/2035 (B)(D) |
|
|
1,230 |
|
|
|
1,230 |
|
Barings CLO, Ser 2017-IA, Cl AR |
|
|
|
|
|
|
|
|
1.054%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (B)(D) |
|
|
2,956 |
|
|
|
2,954 |
|
Blackbird Capital Aircraft, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.443%, 07/15/2046 (D) |
|
|
992 |
|
|
|
952 |
|
Brazos Education Loan Authority, Ser 2012-1, Cl A1 |
|
|
|
|
|
|
|
|
0.887%, ICE LIBOR USD 1 Month + 0.700%, 12/26/2035 (B) |
|
|
1,139 |
|
|
|
1,127 |
|
Brazos Higher Education Authority, Ser 2010-1, Cl A2 |
|
|
|
|
|
|
|
|
1.698%, ICE LIBOR USD 3 Month + 1.200%, 02/25/2035 (B) |
|
|
4,835 |
|
|
|
4,841 |
|
Brazos Higher Education Authority, Ser 2011-1, Cl A2 |
|
|
|
|
|
|
|
|
1.298%, ICE LIBOR USD 3 Month + 0.800%, 02/25/2030 (B) |
|
|
328 |
|
|
|
328 |
|
Brazos Higher Education Authority, Ser 2011-2, Cl A3 |
|
|
|
|
|
|
|
|
1.258%, ICE LIBOR USD 3 Month + 1.000%, 10/27/2036 (B) |
|
|
3,520 |
|
|
|
3,519 |
|
BSPRT Issuer, Ser 2019-FL5, Cl A |
|
|
|
|
|
|
|
|
1.341%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (B)(D) |
|
|
2,878 |
|
|
|
2,866 |
|
Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A |
|
|
|
|
|
|
|
|
1.318%, ICE LIBOR USD 3 Month + 1.050%, 07/27/2031 (B)(D) |
|
|
863 |
|
|
|
861 |
|
Carlyle US CLO, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.381%, ICE LIBOR USD 3 Month + 1.140%, 04/15/2034 (B)(D) |
|
|
2,400 |
|
|
|
2,393 |
|
Carlyle US CLO, Ser 2021-1A, Cl A2R |
|
|
|
|
|
|
|
|
1.904%, ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (B)(D) |
|
|
3,030 |
|
|
|
3,009 |
|
Catskill Park CLO, Ser 2017-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.954%, ICE LIBOR USD 3 Month + 1.700%, 04/20/2029 (B)(D) |
|
|
1,500 |
|
|
|
1,500 |
|
Cayuga Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
1.361%, ICE LIBOR USD 3 Month + 1.120%, 07/17/2034 (B)(D) |
|
|
2,360 |
|
|
|
2,351 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CBAM, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.504%, ICE LIBOR USD 3 Month + 1.250%, 07/20/2030 (B)(D) |
|
$ |
750 |
|
|
$ |
749 |
|
Cedar Funding V CLO, Ser 2020-5A, Cl AFRR |
|
|
|
|
|
|
|
|
1.937%, 07/17/2031 (D) |
|
|
1,580 |
|
|
|
1,542 |
|
Cerberus Loan Funding XXVIII, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.974%, ICE LIBOR USD 3 Month + 1.850%, 10/15/2031 (B)(D) |
|
|
700 |
|
|
|
700 |
|
Chase Funding Trust, Ser 2003-6, Cl 1A5 |
|
|
|
|
|
|
|
|
4.921%, 11/25/2034 |
|
|
111 |
|
|
|
114 |
|
Chase Funding Trust, Ser 2003-6, Cl 1A7 |
|
|
|
|
|
|
|
|
4.921%, 11/25/2034 |
|
|
110 |
|
|
|
113 |
|
CIFC Funding, Ser 2021-7A, Cl A1 |
|
|
|
|
|
|
|
|
1.258%, ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (B)(D) |
|
|
6,225 |
|
|
|
6,195 |
|
CIT Education Loan Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
0.310%, ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (B)(D) |
|
|
1,390 |
|
|
|
1,339 |
|
Citicorp Residential Mortgage Trust, Ser 2006-2, Cl A5 |
|
|
|
|
|
|
|
|
5.104%, 09/25/2036 |
|
|
1,103 |
|
|
|
1,110 |
|
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
|
|
|
|
|
|
|
|
5.056%, 03/25/2037 |
|
|
475 |
|
|
|
483 |
|
CLI Funding VIII LLC, Ser 2022-1A, Cl A1 |
|
|
|
|
|
|
|
|
2.720%, 01/18/2047 (D) |
|
|
1,810 |
|
|
|
1,785 |
|
College Avenue Student Loans LLC, Ser 2017-A, Cl A1 |
|
|
|
|
|
|
|
|
1.837%, ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (B)(D) |
|
|
704 |
|
|
|
711 |
|
College Avenue Student Loans LLC, Ser 2018-A, Cl A2 |
|
|
|
|
|
|
|
|
4.130%, 12/26/2047 (D) |
|
|
502 |
|
|
|
508 |
|
College Avenue Student Loans LLC, Ser 2019-A, Cl A2 |
|
|
|
|
|
|
|
|
3.280%, 12/28/2048 (D) |
|
|
1,030 |
|
|
|
1,042 |
|
College Avenue Student Loans LLC, Ser 2021-A, Cl A2 |
|
|
|
|
|
|
|
|
1.600%, 07/25/2051 (D) |
|
|
1,571 |
|
|
|
1,496 |
|
College Avenue Student Loans LLC, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
1.760%, 06/25/2052 (D) |
|
|
848 |
|
|
|
813 |
|
College Avenue Student Loans LLC, Ser 2021-C, Cl A2 |
|
|
|
|
|
|
|
|
2.320%, 07/26/2055 (D) |
|
|
534 |
|
|
|
520 |
|
COOF Securitization Trust, Ser 2014-1, Cl A, IO |
|
|
|
|
|
|
|
|
2.822%, 06/25/2040 (B)(D) |
|
|
165 |
|
|
|
14 |
|
Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
0.727%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2034 (B) |
|
|
2,164 |
|
|
|
2,107 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 10/25/2047 (B) |
|
$ |
239 |
|
|
$ |
237 |
|
Countrywide Asset-Backed Certificates, Ser 2006-15, Cl A3 |
|
|
|
|
|
|
|
|
4.432%, 10/25/2046 (B) |
|
|
0 |
|
|
|
– |
|
Countrywide Asset-Backed Certificates, Ser 2006-SD3, Cl A1 |
|
|
|
|
|
|
|
|
0.847%, ICE LIBOR USD 1 Month + 0.660%, 07/25/2036 (B)(D) |
|
|
39 |
|
|
|
38 |
|
Countrywide Home Equity Loan Revolving Home Equity Loan Trust, Ser 2007-A, Cl A |
|
|
|
|
|
|
|
|
0.311%, ICE LIBOR USD 1 Month + 0.120%, 04/15/2037 (B) |
|
|
1,510 |
|
|
|
1,432 |
|
Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1 |
|
|
|
|
|
|
|
|
3.379%, 12/25/2032 |
|
|
26 |
|
|
|
25 |
|
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 |
|
|
|
|
|
|
|
|
3.012%, 12/25/2036 |
|
|
346 |
|
|
|
346 |
|
CSMC Trust, Ser 2017-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 07/25/2057 (B)(D) |
|
|
4,691 |
|
|
|
4,723 |
|
Dryden 64 CLO, Ser 2018-64A, Cl A |
|
|
|
|
|
|
|
|
1.211%, ICE LIBOR USD 3 Month + 0.970%, 04/18/2031 (B)(D) |
|
|
4,585 |
|
|
|
4,562 |
|
Dryden LXXV CLO, Ser 2021-75A, Cl AR2 |
|
|
|
|
|
|
|
|
1.281%, ICE LIBOR USD 3 Month + 1.040%, 04/15/2034 (B)(D) |
|
|
1,260 |
|
|
|
1,255 |
|
Dryden LXXVII CLO, Ser 2021-77A, Cl BR |
|
|
|
|
|
|
|
|
2.130%, ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (B)(D) |
|
|
2,910 |
|
|
|
2,892 |
|
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |
|
|
|
|
|
|
|
|
1.141%, ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (B)(D) |
|
|
3,951 |
|
|
|
3,930 |
|
Eaton Vance CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
1.391%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (B)(D) |
|
|
1,830 |
|
|
|
1,822 |
|
Educational Funding of the South, Ser 2011-1, Cl A2 |
|
|
|
|
|
|
|
|
0.908%, ICE LIBOR USD 3 Month + 0.650%, 04/25/2035 (B) |
|
|
1,329 |
|
|
|
1,327 |
|
EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (B)(D) |
|
|
2,472 |
|
|
|
2,472 |
|
Elmwood CLO II, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
1.404%, ICE LIBOR USD 3 Month + 1.150%, 04/20/2034 (B)(D) |
|
|
3,100 |
|
|
|
3,093 |
|
FirstKey Homes Trust, Ser 2020-SFR1, Cl A |
|
|
|
|
|
|
|
|
1.339%, 08/17/2037 (D) |
|
|
1,887 |
|
|
|
1,808 |
|
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.266%, 10/19/2037 (D) |
|
|
8,636 |
|
|
|
8,232 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
FirstKey Homes Trust, Ser 2021-SFR1, Cl A |
|
|
|
|
|
|
|
|
1.538%, 08/17/2038 (D) |
|
$ |
2,498 |
|
|
$ |
2,373 |
|
FirstKey Homes Trust, Ser 2021-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.376%, 09/17/2038 (D) |
|
|
2,470 |
|
|
|
2,323 |
|
FirstKey Homes Trust, Ser 2021-SFR3, Cl A |
|
|
|
|
|
|
|
|
2.135%, 12/17/2038 (D) |
|
|
4,540 |
|
|
|
4,418 |
|
FNMA Grantor Trust, Ser 2017-T1, Cl A |
|
|
|
|
|
|
|
|
2.898%, 06/25/2027 |
|
|
179 |
|
|
|
185 |
|
Galaxy XV CLO, Ser 2021-15A, Cl ARR |
|
|
|
|
|
|
|
|
1.211%, ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (B)(D) |
|
|
3,350 |
|
|
|
3,340 |
|
Global SC Finance II SRL, Ser 2014-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.090%, 07/17/2029 (D) |
|
|
666 |
|
|
|
665 |
|
GoldentTree Loan Management US CLO I, Ser 2021-11A, Cl B |
|
|
|
|
|
|
|
|
1.854%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2034 (B)(D) |
|
|
6,000 |
|
|
|
5,958 |
|
Golub Capital Partners CLO, Ser 2019-45A, Cl A |
|
|
|
|
|
|
|
|
1.974%, ICE LIBOR USD 3 Month + 1.720%, 10/20/2031 (B)(D) |
|
|
1,500 |
|
|
|
1,501 |
|
Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
2.114%, ICE LIBOR USD 3 Month + 1.900%, 12/20/2029 (B)(D) |
|
|
4,070 |
|
|
|
4,065 |
|
Halsey Point CLO I, Ser 2019-1A, Cl A1A1 |
|
|
|
|
|
|
|
|
1.604%, ICE LIBOR USD 3 Month + 1.350%, 01/20/2033 (B)(D) |
|
|
590 |
|
|
|
590 |
|
Halsey Point CLO III, Ser 2020-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.749%, ICE LIBOR USD 3 Month + 1.450%, 11/30/2032 (B)(D) |
|
|
700 |
|
|
|
698 |
|
Hardee's Funding LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.865%, 06/20/2051 (D) |
|
|
3,741 |
|
|
|
3,546 |
|
HGI CRE CLO, Ser 2021-FL1, Cl A |
|
|
|
|
|
|
|
|
1.176%, ICE LIBOR USD 1 Month + 1.050%, 06/16/2036 (B)(D) |
|
|
3,020 |
|
|
|
2,998 |
|
Higher Education Funding I, Ser 2014-1, Cl A |
|
|
|
|
|
|
|
|
1.548%, ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (B)(D) |
|
|
1,693 |
|
|
|
1,694 |
|
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
2.600%, 11/01/2035 (D) |
|
|
2,220 |
|
|
|
2,203 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (D) |
|
|
1,467 |
|
|
|
1,468 |
|
Home Partners of America Trust, Ser 2019-2, Cl A |
|
|
|
|
|
|
|
|
2.703%, 10/19/2039 (D) |
|
|
3,350 |
|
|
|
3,317 |
|
Home Partners of America Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
1.901%, 12/17/2026 (D) |
|
|
3,051 |
|
|
|
2,938 |
|
Hotwire Funding LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
2.311%, 11/20/2051 (D) |
|
|
1,625 |
|
|
|
1,566 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
HPS Loan Management, Ser 2021-16A, Cl A1 |
|
|
|
|
|
|
|
|
1.395%, ICE LIBOR USD 3 Month + 1.140%, 01/23/2035 (B)(D) |
|
$ |
7,730 |
|
|
$ |
7,702 |
|
HSI Asset Securitization Trust, Ser 2006-OPT3, Cl 3A3 |
|
|
|
|
|
|
|
|
0.547%, ICE LIBOR USD 1 Month + 0.360%, 02/25/2036 (B) |
|
|
20 |
|
|
|
20 |
|
Invitation Homes Trust, Ser 2018-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.091%, ICE LIBOR USD 1 Month + 0.900%, 06/17/2037 (B)(D) |
|
|
5,527 |
|
|
|
5,518 |
|
JGWPT XXX LLC, Ser 2013-3A, Cl A |
|
|
|
|
|
|
|
|
4.080%, 01/17/2073 (D) |
|
|
1,311 |
|
|
|
1,404 |
|
JGWPT XXXII LLC, Ser 2014-2A, Cl A |
|
|
|
|
|
|
|
|
3.610%, 01/17/2073 (D) |
|
|
1,761 |
|
|
|
1,845 |
|
KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO |
|
|
|
|
|
|
|
|
0.839%, 08/25/2038 (B)(D) |
|
|
587 |
|
|
|
11 |
|
KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO |
|
|
|
|
|
|
|
|
3.549%, 04/25/2040 (B)(D) |
|
|
133 |
|
|
|
10 |
|
KKR CLO XXXII, Ser 2020-32A, Cl A1 |
|
|
|
|
|
|
|
|
1.561%, ICE LIBOR USD 3 Month + 1.320%, 01/15/2032 (B)(D) |
|
|
900 |
|
|
|
900 |
|
KREF 2022-FL3, Ser 2022-FL3, Cl A |
|
|
|
|
|
|
|
|
1.500%, TSFR1M + 1.450%, 02/15/2039 (B)(D) |
|
|
4,100 |
|
|
|
4,087 |
|
LCM Loan Income Fund I Income Note Issuer, Ser 2018-27A, Cl A1 |
|
|
|
|
|
|
|
|
1.321%, ICE LIBOR USD 3 Month + 1.080%, 07/16/2031 (B)(D) |
|
|
925 |
|
|
|
924 |
|
LCM XVIII, Ser 2019-19A, Cl AR |
|
|
|
|
|
|
|
|
1.481%, ICE LIBOR USD 3 Month + 1.240%, 07/15/2027 (B)(D) |
|
|
156 |
|
|
|
156 |
|
LCM XXI, Ser 2018-21A, Cl AR |
|
|
|
|
|
|
|
|
1.134%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (B)(D) |
|
|
741 |
|
|
|
741 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (B)(D) |
|
|
5,900 |
|
|
|
5,893 |
|
LoanCore Issuer, Ser 2019-CRE2, Cl A |
|
|
|
|
|
|
|
|
1.321%, ICE LIBOR USD 1 Month + 1.130%, 05/15/2036 (B)(D) |
|
|
4,332 |
|
|
|
4,332 |
|
Madison Park Funding XXXV, Ser 2021-35A, Cl A1R |
|
|
|
|
|
|
|
|
1.244%, ICE LIBOR USD 3 Month + 0.990%, 04/20/2032 (B)(D) |
|
|
4,010 |
|
|
|
3,994 |
|
Magnetite XIV-R, Ser 2018-14RA, Cl A2 |
|
|
|
|
|
|
|
|
1.359%, ICE LIBOR USD 3 Month + 1.120%, 10/18/2031 (B)(D) |
|
|
2,910 |
|
|
|
2,898 |
|
Magnetite XXVIII, Ser 2021-28A, Cl AR |
|
|
|
|
|
|
|
|
1.360%, ICE LIBOR USD 3 Month + 1.130%, 01/20/2035 (B)(D) |
|
|
3,300 |
|
|
|
3,277 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
1.885%, TSFR1M + 1.814%, 11/15/2035 (B)(D) |
|
$ |
1,830 |
|
|
$ |
1,836 |
|
MF1, Ser 2021-FL6, Cl A |
|
|
|
|
|
|
|
|
1.226%, ICE LIBOR USD 1 Month + 1.100%, 07/16/2036 (B)(D) |
|
|
570 |
|
|
|
564 |
|
MF1, Ser 2021-FL7, Cl A |
|
|
|
|
|
|
|
|
1.206%, ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (B)(D) |
|
|
3,875 |
|
|
|
3,836 |
|
Mid-State Capital Trust, Ser 2006-1, Cl A |
|
|
|
|
|
|
|
|
5.787%, 10/15/2040 (D) |
|
|
2,523 |
|
|
|
2,623 |
|
Mid-State Trust XI, Ser 2003-11, Cl A1 |
|
|
|
|
|
|
|
|
4.864%, 07/15/2038 |
|
|
1,116 |
|
|
|
1,136 |
|
MKS CLO, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
1.444%, ICE LIBOR USD 3 Month + 1.190%, 01/20/2031 (B)(D) |
|
|
1,500 |
|
|
|
1,501 |
|
MVW LLC, Ser 2021-1WA, Cl A |
|
|
|
|
|
|
|
|
1.140%, 01/22/2041 (D) |
|
|
1,485 |
|
|
|
1,438 |
|
MVW LLC, Ser 2021-1WA, Cl B |
|
|
|
|
|
|
|
|
1.440%, 01/22/2041 (D) |
|
|
747 |
|
|
|
720 |
|
Myers Park CLO, Ser 2018-1A, Cl B1 |
|
|
|
|
|
|
|
|
1.854%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2030 (B)(D) |
|
|
890 |
|
|
|
886 |
|
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |
|
|
|
|
|
|
|
|
1.791%, ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (B)(D) |
|
|
1,086 |
|
|
|
1,095 |
|
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |
|
|
|
|
|
|
|
|
2.341%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (B)(D) |
|
|
479 |
|
|
|
489 |
|
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.610%, 12/15/2059 (D) |
|
|
859 |
|
|
|
877 |
|
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A |
|
|
|
|
|
|
|
|
1.330%, 04/15/2069 (D) |
|
|
4,792 |
|
|
|
4,630 |
|
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2 |
|
|
|
|
|
|
|
|
3.190%, 02/18/2042 (D) |
|
|
143 |
|
|
|
143 |
|
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.520%, 06/16/2042 (D) |
|
|
280 |
|
|
|
282 |
|
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |
|
|
|
|
|
|
|
|
4.000%, 12/15/2059 (D) |
|
|
2,475 |
|
|
|
2,574 |
|
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
3.420%, 01/15/2043 (D) |
|
|
1,660 |
|
|
|
1,680 |
|
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.130%, 02/15/2068 (D) |
|
|
2,594 |
|
|
|
2,614 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |
|
|
|
|
|
|
|
|
3.010%, 12/15/2059 (D) |
|
$ |
2,669 |
|
|
$ |
2,718 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (D) |
|
|
3,426 |
|
|
|
3,431 |
|
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
|
|
|
|
|
|
|
|
2.400%, 10/15/2068 (D) |
|
|
870 |
|
|
|
871 |
|
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2 |
|
|
|
|
|
|
|
|
2.120%, 01/15/2069 (D) |
|
|
1,012 |
|
|
|
1,006 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (D) |
|
|
1,203 |
|
|
|
1,192 |
|
Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (D) |
|
|
1,773 |
|
|
|
1,753 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (D) |
|
|
3,367 |
|
|
|
3,324 |
|
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
|
|
|
|
|
|
|
|
1.310%, 01/15/2069 (D) |
|
|
2,131 |
|
|
|
2,088 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (D) |
|
|
870 |
|
|
|
845 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (D) |
|
|
2,227 |
|
|
|
2,154 |
|
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |
|
|
|
|
|
|
|
|
1.060%, 10/15/2069 (D) |
|
|
3,626 |
|
|
|
3,512 |
|
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
|
|
|
|
|
|
|
|
0.970%, 12/16/2069 (D) |
|
|
6,275 |
|
|
|
6,046 |
|
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |
|
|
|
|
|
|
|
|
1.110%, 02/18/2070 (D) |
|
|
5,905 |
|
|
|
5,634 |
|
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |
|
|
|
|
|
|
|
|
1.580%, 04/15/2070 (D) |
|
|
1,813 |
|
|
|
1,766 |
|
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.230%, 07/15/2070 (D) |
|
|
8,312 |
|
|
|
8,240 |
|
Navient Student Loan Trust, Ser 2014-1, Cl A3 |
|
|
|
|
|
|
|
|
0.697%, ICE LIBOR USD 1 Month + 0.510%, 06/25/2031 (B) |
|
|
3,051 |
|
|
|
2,967 |
|
Navient Student Loan Trust, Ser 2014-3, Cl A |
|
|
|
|
|
|
|
|
0.807%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (B) |
|
|
3,610 |
|
|
|
3,586 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Student Loan Trust, Ser 2014-4, Cl A |
|
|
|
|
|
|
|
|
0.807%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (B) |
|
$ |
2,442 |
|
|
$ |
2,423 |
|
Navient Student Loan Trust, Ser 2016-3A, Cl A3 |
|
|
|
|
|
|
|
|
1.537%, ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (B)(D) |
|
|
1,662 |
|
|
|
1,693 |
|
Navient Student Loan Trust, Ser 2017-3A, Cl A3 |
|
|
|
|
|
|
|
|
1.237%, ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (B)(D) |
|
|
6,630 |
|
|
|
6,616 |
|
Navient Student Loan Trust, Ser 2019-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.390%, 12/15/2059 (D) |
|
|
3,051 |
|
|
|
3,120 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1A |
|
|
|
|
|
|
|
|
1.310%, 12/26/2069 (D) |
|
|
1,262 |
|
|
|
1,185 |
|
Navient Student Loan Trust, Ser 2021-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.770%, 08/25/2070 (D) |
|
|
2,961 |
|
|
|
2,885 |
|
Nelnet Student Loan Trust, Ser 2004-3, Cl A5 |
|
|
|
|
|
|
|
|
0.438%, ICE LIBOR USD 3 Month + 0.180%, 10/27/2036 (B) |
|
|
844 |
|
|
|
827 |
|
Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |
|
|
|
|
|
|
|
|
0.418%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2037 (B) |
|
|
1,581 |
|
|
|
1,575 |
|
Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |
|
|
|
|
|
|
|
|
0.368%, ICE LIBOR USD 3 Month + 0.110%, 10/25/2033 (B) |
|
|
5,311 |
|
|
|
5,290 |
|
Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |
|
|
|
|
|
|
|
|
0.314%, ICE LIBOR USD 3 Month + 0.100%, 03/23/2037 (B) |
|
|
4,807 |
|
|
|
4,703 |
|
Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |
|
|
|
|
|
|
|
|
0.334%, ICE LIBOR USD 3 Month + 0.120%, 12/24/2035 (B) |
|
|
4,212 |
|
|
|
4,193 |
|
Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
0.394%, ICE LIBOR USD 3 Month + 0.180%, 03/22/2032 (B) |
|
|
655 |
|
|
|
632 |
|
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2 |
|
|
|
|
|
|
|
|
1.137%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (B)(D) |
|
|
3,735 |
|
|
|
3,762 |
|
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |
|
|
|
|
|
|
|
|
1.320%, 04/20/2062 (D) |
|
|
3,193 |
|
|
|
3,051 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Neuberger Berman Loan Advisers CLO XL, Ser 2021-40A, Cl A |
|
|
|
|
|
|
|
|
1.301%, ICE LIBOR USD 3 Month + 1.060%, 04/16/2033 (B)(D) |
|
$ |
4,175 |
|
|
$ |
4,168 |
|
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
|
|
|
|
|
|
|
|
0.377%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037 (B) |
|
|
7,750 |
|
|
|
7,548 |
|
NP SPE X, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
2.230%, 03/19/2051 (D) |
|
|
2,570 |
|
|
|
2,489 |
|
Octagon Investment Partners L, Ser 2021-4A, Cl AR |
|
|
|
|
|
|
|
|
1.391%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (B)(D) |
|
|
3,235 |
|
|
|
3,221 |
|
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (B)(D) |
|
|
6,000 |
|
|
|
5,954 |
|
Octagon Investment Partners XLV, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
1.571%, ICE LIBOR USD 3 Month + 1.330%, 10/15/2032 (B)(D) |
|
|
1,500 |
|
|
|
1,497 |
|
Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3 |
|
|
|
|
|
|
|
|
1.395%, ICE LIBOR USD 3 Month + 1.000%, 02/14/2031 (B)(D) |
|
|
1,300 |
|
|
|
1,298 |
|
OHA Credit Funding VII, Ser 2022-7A, Cl AR |
|
|
|
|
|
|
|
|
0.000%, 02/24/2037 (B)(D)(H) |
|
|
1,730 |
|
|
|
1,725 |
|
Orange Lake Timeshare Trust, Ser 2018-A, Cl A |
|
|
|
|
|
|
|
|
3.100%, 11/08/2030 (D) |
|
|
175 |
|
|
|
176 |
|
Orange Lake Timeshare Trust, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
3.060%, 04/09/2038 (D) |
|
|
1,061 |
|
|
|
1,062 |
|
Owl Rock CLO III, Ser 2020-3A, Cl A1L |
|
|
|
|
|
|
|
|
2.054%, ICE LIBOR USD 3 Month + 1.800%, 04/20/2032 (B)(D) |
|
|
1,620 |
|
|
|
1,618 |
|
Palmer Square CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
1.545%, ICE LIBOR USD 3 Month + 1.150%, 11/14/2034 (B)(D) |
|
|
2,430 |
|
|
|
2,417 |
|
Palmer Square CLO, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2035 (B)(D)(H) |
|
|
5,800 |
|
|
|
5,784 |
|
Pawneee Equipment Receivables, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.100%, 07/15/2027 (D) |
|
|
2,055 |
|
|
|
2,021 |
|
Point Au Roche Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.334%, ICE LIBOR USD 3 Month + 1.080%, 07/20/2034 (B)(D) |
|
|
3,130 |
|
|
|
3,118 |
|
Progress Residential Trust, Ser 2019-SFR2, Cl A |
|
|
|
|
|
|
|
|
3.147%, 05/17/2036 (D) |
|
|
252 |
|
|
|
248 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Progress Residential Trust, Ser 2019-SFR3, Cl A |
|
|
|
|
|
|
|
|
2.271%, 09/17/2036 (D) |
|
$ |
2,661 |
|
|
$ |
2,633 |
|
Progress Residential Trust, Ser 2019-SFR4, Cl A |
|
|
|
|
|
|
|
|
2.687%, 10/17/2036 (D) |
|
|
2,235 |
|
|
|
2,218 |
|
Progress Residential Trust, Ser 2021-SFR11, Cl A |
|
|
|
|
|
|
|
|
2.283%, 01/17/2039 (D) |
|
|
1,765 |
|
|
|
1,711 |
|
Progress Residential Trust, Ser 2021-SFR3, Cl A |
|
|
|
|
|
|
|
|
1.637%, 05/17/2026 (D) |
|
|
6,184 |
|
|
|
5,932 |
|
Progress Residential Trust, Ser 2021-SFR8, Cl A |
|
|
|
|
|
|
|
|
1.510%, 10/17/2038 (D) |
|
|
5,570 |
|
|
|
5,278 |
|
RAMP Trust, Ser 2007-RZ1, Cl A3 |
|
|
|
|
|
|
|
|
0.687%, ICE LIBOR USD 1 Month + 0.500%, 02/25/2037 (B) |
|
|
6,108 |
|
|
|
6,073 |
|
RASC Trust, Ser 2006-KS2, Cl M2 |
|
|
|
|
|
|
|
|
0.772%, ICE LIBOR USD 1 Month + 0.585%, 03/25/2036 (B) |
|
|
2,297 |
|
|
|
2,281 |
|
Recette CLO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
1.334%, ICE LIBOR USD 3 Month + 1.080%, 04/20/2034 (B)(D) |
|
|
760 |
|
|
|
756 |
|
REESE PARK CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
1.371%, ICE LIBOR USD 3 Month + 1.130%, 10/15/2034 (B)(D) |
|
|
3,690 |
|
|
|
3,673 |
|
Rockford Tower CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
1.580%, ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (B)(D) |
|
|
5,000 |
|
|
|
4,982 |
|
RR III, Ser 2018-3A, Cl A1R2 |
|
|
|
|
|
|
|
|
1.331%, ICE LIBOR USD 3 Month + 1.090%, 01/15/2030 (B)(D) |
|
|
1,100 |
|
|
|
1,098 |
|
SBA Small Business Investment, Ser 2018-10B, Cl 1 |
|
|
|
|
|
|
|
|
3.548%, 09/10/2028 |
|
|
1,833 |
|
|
|
1,891 |
|
SBA Small Business Investment, Ser 2019-10A, Cl 1 |
|
|
|
|
|
|
|
|
3.113%, 03/10/2029 |
|
|
938 |
|
|
|
960 |
|
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.641%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (B)(D) |
|
|
1,577 |
|
|
|
1,576 |
|
Sierra Timeshare Receivables Funding LLC, Ser 2018-3A, Cl B |
|
|
|
|
|
|
|
|
3.870%, 09/20/2035 (D) |
|
|
1,352 |
|
|
|
1,369 |
|
Silver Rock CLO I, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.904%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2031 (B)(D) |
|
|
2,350 |
|
|
|
2,355 |
|
SLM Private Education Loan Trust, Ser 2010-C, Cl A5 |
|
|
|
|
|
|
|
|
4.941%, ICE LIBOR USD 1 Month + 4.750%, 10/15/2041 (B)(D) |
|
|
1,906 |
|
|
|
2,114 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2003-1, Cl A5C |
|
|
|
|
|
|
|
|
0.953%, ICE LIBOR USD 3 Month + 0.750%, 12/15/2032 (B)(D) |
|
$ |
933 |
|
|
$ |
923 |
|
SLM Student Loan Trust, Ser 2003-4, Cl A5D |
|
|
|
|
|
|
|
|
0.953%, ICE LIBOR USD 3 Month + 0.750%, 03/15/2033 (B)(D) |
|
|
817 |
|
|
|
808 |
|
SLM Student Loan Trust, Ser 2003-7A, Cl A5A |
|
|
|
|
|
|
|
|
1.403%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (B)(D) |
|
|
3,001 |
|
|
|
2,978 |
|
SLM Student Loan Trust, Ser 2006-8, Cl A6 |
|
|
|
|
|
|
|
|
0.418%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2041 (B) |
|
|
3,986 |
|
|
|
3,763 |
|
SLM Student Loan Trust, Ser 2007-2, Cl A4 |
|
|
|
|
|
|
|
|
0.318%, ICE LIBOR USD 3 Month + 0.060%, 07/25/2022 (B) |
|
|
4,673 |
|
|
|
4,655 |
|
SLM Student Loan Trust, Ser 2008-2, Cl B |
|
|
|
|
|
|
|
|
1.458%, ICE LIBOR USD 3 Month + 1.200%, 01/25/2083 (B) |
|
|
1,155 |
|
|
|
1,011 |
|
SLM Student Loan Trust, Ser 2008-3, Cl B |
|
|
|
|
|
|
|
|
1.458%, ICE LIBOR USD 3 Month + 1.200%, 04/26/2083 (B) |
|
|
1,155 |
|
|
|
1,073 |
|
SLM Student Loan Trust, Ser 2008-4, Cl B |
|
|
|
|
|
|
|
|
2.108%, ICE LIBOR USD 3 Month + 1.850%, 04/25/2073 (B) |
|
|
1,155 |
|
|
|
1,126 |
|
SLM Student Loan Trust, Ser 2008-5, Cl B |
|
|
|
|
|
|
|
|
2.108%, ICE LIBOR USD 3 Month + 1.850%, 07/25/2073 (B) |
|
|
1,155 |
|
|
|
1,142 |
|
SLM Student Loan Trust, Ser 2008-6, Cl A4 |
|
|
|
|
|
|
|
|
1.358%, ICE LIBOR USD 3 Month + 1.100%, 07/25/2023 (B) |
|
|
4,195 |
|
|
|
4,174 |
|
SLM Student Loan Trust, Ser 2008-6, Cl B |
|
|
|
|
|
|
|
|
2.108%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (B) |
|
|
1,155 |
|
|
|
1,142 |
|
SLM Student Loan Trust, Ser 2008-7, Cl B |
|
|
|
|
|
|
|
|
2.108%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (B) |
|
|
1,155 |
|
|
|
1,148 |
|
SLM Student Loan Trust, Ser 2008-8, Cl B |
|
|
|
|
|
|
|
|
2.508%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2075 (B) |
|
|
1,155 |
|
|
|
1,165 |
|
SLM Student Loan Trust, Ser 2008-9, Cl A |
|
|
|
|
|
|
|
|
1.758%, ICE LIBOR USD 3 Month + 1.500%, 04/25/2023 (B) |
|
|
2,822 |
|
|
|
2,827 |
|
SLM Student Loan Trust, Ser 2008-9, Cl B |
|
|
|
|
|
|
|
|
2.508%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2083 (B) |
|
|
1,155 |
|
|
|
1,155 |
|
SLM Student Loan Trust, Ser 2010-1, Cl A |
|
|
|
|
|
|
|
|
0.587%, ICE LIBOR USD 1 Month + 0.400%, 03/25/2025 (B) |
|
|
113 |
|
|
|
112 |
|
SLM Student Loan Trust, Ser 2011-2, Cl A2 |
|
|
|
|
|
|
|
|
1.387%, ICE LIBOR USD 1 Month + 1.200%, 10/25/2034 (B) |
|
|
473 |
|
|
|
474 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2014-3A, Cl A6A |
|
|
|
|
|
|
|
|
0.808%, ICE LIBOR USD 3 Month + 0.550%, 10/25/2064 (B)(D) |
|
$ |
6,609 |
|
|
$ |
6,436 |
|
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |
|
|
|
|
|
|
|
|
2.430%, 02/17/2032 (D) |
|
|
635 |
|
|
|
636 |
|
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B |
|
|
|
|
|
|
|
|
1.641%, ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (B)(D) |
|
|
824 |
|
|
|
829 |
|
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |
|
|
|
|
|
|
|
|
1.291%, ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (B)(D) |
|
|
743 |
|
|
|
746 |
|
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A |
|
|
|
|
|
|
|
|
3.630%, 11/15/2035 (D) |
|
|
860 |
|
|
|
878 |
|
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
3.440%, 07/15/2036 (D) |
|
|
4,044 |
|
|
|
4,145 |
|
SMB Private Education Loan Trust, Ser 2020-BA, Cl A1A |
|
|
|
|
|
|
|
|
1.290%, 07/15/2053 (D) |
|
|
2,665 |
|
|
|
2,604 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
2,683 |
|
|
|
2,612 |
|
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
7,764 |
|
|
|
7,617 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.070%, 01/15/2053 (D) |
|
|
6,220 |
|
|
|
5,837 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (D) |
|
|
5,431 |
|
|
|
5,297 |
|
SMB Private Education Loan Trust, Ser 2021-C, Cl A2 |
|
|
|
|
|
|
|
|
0.991%, ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (B)(D) |
|
|
3,005 |
|
|
|
2,997 |
|
SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 |
|
|
|
|
|
|
|
|
1.390%, 01/15/2053 (D) |
|
|
3,301 |
|
|
|
3,111 |
|
SMB Private Education Loan Trust, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.300%, 01/15/2053 (D) |
|
|
1,010 |
|
|
|
973 |
|
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |
|
|
|
|
|
|
|
|
1.340%, 03/17/2053 (D) |
|
|
7,028 |
|
|
|
6,812 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051 (D) |
|
|
3,525 |
|
|
|
3,471 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SoFi Professional Loan Program LLC, Ser 2016-D, Cl A1 |
|
|
|
|
|
|
|
|
1.137%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2039 (B)(D) |
|
$ |
45 |
|
|
$ |
46 |
|
SoFi Professional Loan Program LLC, Ser 2016-E, Cl A1 |
|
|
|
|
|
|
|
|
1.037%, ICE LIBOR USD 1 Month + 0.850%, 07/25/2039 (B)(D) |
|
|
42 |
|
|
|
42 |
|
SoFi Professional Loan Program LLC, Ser 2017-A, Cl A1 |
|
|
|
|
|
|
|
|
0.887%, ICE LIBOR USD 1 Month + 0.700%, 03/26/2040 (B)(D) |
|
|
80 |
|
|
|
80 |
|
SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX |
|
|
|
|
|
|
|
|
2.650%, 09/25/2040 (D) |
|
|
65 |
|
|
|
65 |
|
SoFi Professional Loan Program LLC, Ser 2017-E, Cl A1 |
|
|
|
|
|
|
|
|
0.687%, ICE LIBOR USD 1 Month + 0.500%, 11/26/2040 (B)(D) |
|
|
8 |
|
|
|
8 |
|
SoFi Professional Loan Program LLC, Ser 2017-E, Cl A2B |
|
|
|
|
|
|
|
|
2.720%, 11/26/2040 (D) |
|
|
288 |
|
|
|
289 |
|
SoFi Professional Loan Program LLC, Ser 2018-A, Cl A2B |
|
|
|
|
|
|
|
|
2.950%, 02/25/2042 (D) |
|
|
401 |
|
|
|
402 |
|
SoFi Professional Loan Program LLC, Ser 2021-A, Cl AFX |
|
|
|
|
|
|
|
|
1.030%, 08/17/2043 (D) |
|
|
1,942 |
|
|
|
1,875 |
|
SoFi Professional Loan Program LLC, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (D) |
|
|
2,122 |
|
|
|
2,045 |
|
SoFi Professional Loan Program Trust, Ser 2018-B, Cl A2FX |
|
|
|
|
|
|
|
|
3.340%, 08/25/2047 (D) |
|
|
1,273 |
|
|
|
1,284 |
|
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX |
|
|
|
|
|
|
|
|
1.950%, 02/15/2046 (D) |
|
|
1,521 |
|
|
|
1,508 |
|
South Carolina Student Loan, Ser 2015-A, Cl A |
|
|
|
|
|
|
|
|
1.687%, ICE LIBOR USD 1 Month + 1.500%, 01/25/2036 (B) |
|
|
1,376 |
|
|
|
1,378 |
|
Southwick Park CLO LLC, Ser 2021-4A, Cl A1R |
|
|
|
|
|
|
|
|
1.314%, ICE LIBOR USD 3 Month + 1.060%, 07/20/2032 (B)(D) |
|
|
5,170 |
|
|
|
5,165 |
|
Stack Infrastructure Issuer LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
4.540%, 02/25/2044 (D) |
|
|
985 |
|
|
|
1,005 |
|
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.893%, 08/25/2045 (D) |
|
|
2,480 |
|
|
|
2,378 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Structured Asset Investment Loan Trust, Ser 2004-7, Cl A8 |
|
|
|
|
|
|
|
|
1.387%, ICE LIBOR USD 1 Month + 1.200%, 08/25/2034 (B) |
|
$ |
1,040 |
|
|
$ |
1,035 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |
|
|
|
|
|
|
|
|
0.737%, ICE LIBOR USD 1 Month + 0.550%, 09/25/2034 (B) |
|
|
2,632 |
|
|
|
2,560 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4 |
|
|
|
|
|
|
|
|
0.527%, ICE LIBOR USD 1 Month + 0.340%, 12/25/2036 (B) |
|
|
2,698 |
|
|
|
2,665 |
|
STWD, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
1.294%, TSFR1M + 1.194%, 07/15/2038 (B)(D) |
|
|
715 |
|
|
|
712 |
|
STWD, Ser 2022-FL3, Cl A |
|
|
|
|
|
|
|
|
1.400%, SOFR30A + 1.350%, 11/15/2038 (B)(D) |
|
|
3,080 |
|
|
|
3,069 |
|
Symphony CLO XXVI, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
1.334%, ICE LIBOR USD 3 Month + 1.080%, 04/20/2033 (B)(D) |
|
|
2,405 |
|
|
|
2,399 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl B2 |
|
|
|
|
|
|
|
|
3.424%, 06/25/2057 (B)(D) |
|
|
1,860 |
|
|
|
1,868 |
|
Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 03/25/2058 (B)(D) |
|
|
751 |
|
|
|
759 |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.900%, 10/25/2059 (B)(D) |
|
|
1,695 |
|
|
|
1,708 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (B)(D) |
|
|
1,677 |
|
|
|
1,682 |
|
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 11/25/2058 (B)(D) |
|
|
1,768 |
|
|
|
1,777 |
|
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
3.088%, 02/25/2063 (B)(D) |
|
|
2,112 |
|
|
|
2,128 |
|
Trestles CLO IV, Ser 2021-4A, Cl B1 |
|
|
|
|
|
|
|
|
1.955%, ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (B)(D) |
|
|
6,300 |
|
|
|
6,257 |
|
Triton Container Finance VIII LLC, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.110%, 09/20/2045 (D) |
|
|
1,085 |
|
|
|
1,051 |
|
TRP - TRIP Rail Master Funding LLC, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
2.150%, 06/19/2051 (D) |
|
|
2,180 |
|
|
|
2,111 |
|
TRTX Issuer, Ser 2022-FL5, Cl A |
|
|
|
|
|
|
|
|
1.700%, SOFR30A + 1.650%, 02/15/2039 (B)(D) |
|
|
4,050 |
|
|
|
4,051 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
United States Small Business Administration, Ser 2019-20D, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 04/01/2039 |
|
$ |
269 |
|
|
$ |
279 |
|
United States Small Business Administration, Ser 2019-25G, Cl 1 |
|
|
|
|
|
|
|
|
2.690%, 07/01/2044 |
|
|
511 |
|
|
|
529 |
|
Venture XXXII CLO, Ser 2018-32A, Cl A2A |
|
|
|
|
|
|
|
|
1.311%, ICE LIBOR USD 3 Month + 1.070%, 07/18/2031 (B)(D) |
|
|
900 |
|
|
|
898 |
|
Verizon Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
1.530%, 07/20/2028 |
|
|
1,524 |
|
|
|
1,510 |
|
Verizon Owner Trust, Ser 2020-A, Cl A1A |
|
|
|
|
|
|
|
|
1.850%, 07/22/2024 |
|
|
524 |
|
|
|
526 |
|
Voya CLO, Ser 2018-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.391%, ICE LIBOR USD 3 Month + 1.150%, 10/15/2031 (B)(D) |
|
|
2,810 |
|
|
|
2,807 |
|
Voya CLO, Ser 2018-3A, Cl A1R |
|
|
|
|
|
|
|
|
1.431%, ICE LIBOR USD 3 Month + 1.190%, 10/18/2031 (B)(D) |
|
|
750 |
|
|
|
748 |
|
Voya CLO, Ser 2021-3A, Cl A1R |
|
|
|
|
|
|
|
|
1.294%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2034 (B)(D) |
|
|
1,110 |
|
|
|
1,106 |
|
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |
|
|
|
|
|
|
|
|
0.477%, ICE LIBOR USD 1 Month + 0.290%, 07/25/2036 (B) |
|
|
10,500 |
|
|
|
10,328 |
|
Wendy's Funding LLC, Ser 2021-1A, Cl A2I |
|
|
|
|
|
|
|
|
2.370%, 06/15/2051 (D) |
|
|
4,020 |
|
|
|
3,829 |
|
Whitebox CLO II, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
1.479%, ICE LIBOR USD 3 Month + 1.220%, 10/24/2034 (B)(D) |
|
|
1,810 |
|
|
|
1,808 |
|
Whitebox CLO III, Ser 2021-3A, Cl A1 |
|
|
|
|
|
|
|
|
1.341%, ICE LIBOR USD 3 Month + 1.220%, 10/15/2034 (B)(D) |
|
|
2,140 |
|
|
|
2,137 |
|
Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
1.751%, ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (B)(D) |
|
|
1,910 |
|
|
|
1,909 |
|
Zais CLO XIII, Ser 2019-13A, Cl A1A |
|
|
|
|
|
|
|
|
1.731%, ICE LIBOR USD 3 Month + 1.490%, 07/15/2032 (B)(D) |
|
|
1,302 |
|
|
|
1,306 |
|
| |
|
|
|
|
|
|
605,790 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $705,532) ($ Thousands) |
|
|
|
|
|
|
699,456 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT — 1.3% |
| |
|
|
|
|
|
|
|
|
Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 04/16/2050(D) |
|
$ |
1,010 |
|
|
$ |
1,082 |
|
2.500%, 10/11/2022(D) |
|
|
4,220 |
|
|
|
4,256 |
|
1.700%, 03/02/2031(D) |
|
|
440 |
|
|
|
410 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 01/31/2034 |
|
|
5,811 |
|
|
|
5,761 |
|
3.100%, 05/07/2041 |
|
|
2,600 |
|
|
|
2,279 |
|
China Government Bond |
|
|
|
|
|
|
|
|
3.310%, 11/30/2025 |
|
CNY |
5,000 |
|
|
|
816 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 02/26/2044 |
|
$ |
2,570 |
|
|
|
2,317 |
|
5.200%, 05/15/2049 |
|
|
5,468 |
|
|
|
4,619 |
|
5.000%, 06/15/2045 |
|
|
3,310 |
|
|
|
2,758 |
|
3.250%, 04/22/2032 |
|
|
250 |
|
|
|
209 |
|
3.125%, 04/15/2031 |
|
|
1,010 |
|
|
|
856 |
|
Export-Import Bank of India |
|
|
|
|
|
|
|
|
3.375%, 08/05/2026(D) |
|
|
1,410 |
|
|
|
1,424 |
|
Hong Kong Airport Authority |
|
|
|
|
|
|
|
|
3.250%, 01/12/2052(D) |
|
|
2,580 |
|
|
|
2,422 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
5.875%, 01/15/2024(D) |
|
|
1,264 |
|
|
|
1,351 |
|
5.250%, 01/08/2047(D) |
|
|
1,210 |
|
|
|
1,382 |
|
5.125%, 01/15/2045(D) |
|
|
2,240 |
|
|
|
2,499 |
|
4.750%, 07/18/2047(D) |
|
|
400 |
|
|
|
432 |
|
3.850%, 07/18/2027(D) |
|
|
1,610 |
|
|
|
1,689 |
|
3.750%, 04/25/2022 |
|
|
500 |
|
|
|
502 |
|
Israel Government AID Bond |
|
|
|
|
|
|
|
|
5.500%, 09/18/2033 |
|
|
1,000 |
|
|
|
1,332 |
|
0.000%, 11/01/2024(C) |
|
|
1,000 |
|
|
|
945 |
|
0.000%, 02/15/2025(C) |
|
|
1,000 |
|
|
|
937 |
|
0.000%, 08/15/2025(C) |
|
|
1,000 |
|
|
|
926 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
3.375%, 01/15/2050 |
|
|
430 |
|
|
|
420 |
|
2.750%, 07/03/2030 |
|
|
720 |
|
|
|
731 |
|
Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/14/2044(D) |
|
|
2,480 |
|
|
|
2,496 |
|
Kuwait International Government Bond |
|
|
|
|
|
|
|
|
3.500%, 03/20/2027(D) |
|
|
1,810 |
|
|
|
1,914 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.050%, 01/11/2040 |
|
|
4,408 |
|
|
|
5,042 |
|
4.750%, 03/08/2044 |
|
|
4,300 |
|
|
|
4,251 |
|
4.500%, 04/22/2029 |
|
|
3,623 |
|
|
|
3,849 |
|
4.400%, 02/12/2052 |
|
|
200 |
|
|
|
184 |
|
4.280%, 08/14/2041 |
|
|
3,528 |
|
|
|
3,312 |
|
4.000%, 10/02/2023 |
|
|
100 |
|
|
|
104 |
|
3.500%, 02/12/2034 |
|
|
2,149 |
|
|
|
2,021 |
|
2.659%, 05/24/2031 |
|
|
5,705 |
|
|
|
5,240 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Panama Government International Bond |
|
|
|
|
|
|
|
|
6.700%, 01/26/2036 |
|
$ |
1,830 |
|
|
$ |
2,246 |
|
4.500%, 05/15/2047 |
|
|
2,430 |
|
|
|
2,393 |
|
4.500%, 04/01/2056 |
|
|
830 |
|
|
|
802 |
|
4.500%, 01/19/2063 |
|
|
304 |
|
|
|
289 |
|
4.300%, 04/29/2053 |
|
|
950 |
|
|
|
895 |
|
3.160%, 01/23/2030 |
|
|
310 |
|
|
|
304 |
|
2.252%, 09/29/2032 |
|
|
870 |
|
|
|
768 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
5.400%, 03/30/2050(D) |
|
|
1,321 |
|
|
|
1,301 |
|
4.950%, 04/28/2031(D) |
|
|
441 |
|
|
|
457 |
|
3.849%, 06/28/2033(D) |
|
|
618 |
|
|
|
590 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
6.550%, 03/14/2037 |
|
|
1,070 |
|
|
|
1,357 |
|
5.625%, 11/18/2050 |
|
|
380 |
|
|
|
474 |
|
3.600%, 01/15/2072 |
|
|
3,766 |
|
|
|
3,142 |
|
3.550%, 03/10/2051 |
|
|
950 |
|
|
|
860 |
|
3.300%, 03/11/2041 |
|
|
1,680 |
|
|
|
1,495 |
|
3.000%, 01/15/2034 |
|
|
496 |
|
|
|
458 |
|
2.783%, 01/23/2031 |
|
|
2,491 |
|
|
|
2,354 |
|
2.392%, 01/23/2026 |
|
|
1,611 |
|
|
|
1,578 |
|
Poland Government International Bond |
|
|
|
|
|
|
|
|
4.000%, 01/22/2024 |
|
|
7,800 |
|
|
|
8,053 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
4.817%, 03/14/2049(D) |
|
|
3,170 |
|
|
|
3,848 |
|
4.000%, 03/14/2029(D) |
|
|
1,380 |
|
|
|
1,502 |
|
3.875%, 04/23/2023 |
|
|
2,870 |
|
|
|
2,946 |
|
Republic of Italy Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 05/06/2051 |
|
|
619 |
|
|
|
600 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
5.625%, 04/04/2042 |
|
|
3,400 |
|
|
|
1,190 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
2.875%, 03/04/2023(D) |
|
|
530 |
|
|
|
537 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
5.100%, 06/18/2050 |
|
|
2,630 |
|
|
|
3,137 |
|
4.375%, 01/23/2031(E) |
|
|
3,280 |
|
|
|
3,606 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $122,959) ($ Thousands) |
|
|
117,950 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.9% |
FHLB |
|
|
|
|
|
|
|
|
1.610%, 09/04/2024 |
|
|
6,180 |
|
|
|
6,169 |
|
1.610%, 09/04/2024 |
|
|
6,180 |
|
|
|
6,169 |
|
1.200%, 12/23/2024 |
|
|
24,815 |
|
|
|
24,528 |
|
1.040%, 06/14/2024 |
|
|
24,830 |
|
|
|
24,597 |
|
FHLMC |
|
|
|
|
|
|
|
|
0.000%, 07/15/2031(C) |
|
|
600 |
|
|
|
486 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
0.000%, 12/14/2029(C) |
|
|
2,887 |
|
|
|
2,458 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) |
FNMA |
|
|
|
|
|
|
|
|
2.625%, 09/06/2024 |
|
$ |
510 |
|
|
$ |
523 |
|
0.500%, 06/17/2025 |
|
|
7,405 |
|
|
|
7,108 |
|
0.000%, 11/15/2030(C) |
|
|
8,487 |
|
|
|
7,050 |
|
Resolution Funding Interest STRIP |
|
|
|
|
|
|
|
|
0.000%, 01/15/2030(C) |
|
|
1,930 |
|
|
|
1,640 |
|
Resolution Funding Principal STRIP |
|
|
|
|
|
|
|
|
0.000%, 04/15/2030(C) |
|
|
2,570 |
|
|
|
2,166 |
|
Tennessee Valley Authority |
|
|
|
|
|
|
|
|
0.750%, 05/15/2025 |
|
|
1,895 |
|
|
|
1,837 |
|
Tennessee Valley Authority Principal STRIP, PO |
|
|
|
|
|
|
|
|
0.000%, 11/01/2025(C) |
|
|
1,000 |
|
|
|
927 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $86,875) ($ Thousands) |
|
|
85,658 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
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 |
|
|
|
1,165 |
|
University of California Regents, Ser N, RB |
|
|
|
|
|
|
|
|
Callable 11/15/2059 @ 100 |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
4,750 |
|
|
|
4,845 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,010 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
160 |
|
|
|
225 |
|
6.637%, 04/01/2057 |
|
|
2,328 |
|
|
|
3,340 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,565 |
|
| |
|
|
|
|
|
|
|
|
Nevada — 0.0% |
|
|
|
|
Clark County, Airport System Revenue, Build America Project, Ser C, RB |
|
|
|
|
|
|
|
|
6.820%, 07/01/2045 |
|
|
1,170 |
|
|
|
1,761 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
1,600 |
|
|
|
1,919 |
|
New York City, GO |
|
|
|
|
|
|
|
|
Callable 08/01/2029 @ 100 |
|
|
|
|
|
|
|
|
3.000%, 08/01/2034 |
|
|
870 |
|
|
|
887 |
|
New York City, Ser D, GO |
|
|
|
|
|
|
|
|
1.823%, 08/01/2030 |
|
|
2,205 |
|
|
|
2,107 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
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 |
|
|
$ |
1,057 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB |
|
|
|
|
|
|
|
|
5.508%, 08/01/2037 |
|
|
1,670 |
|
|
|
2,093 |
|
New York State, Dormitory Authority, Ser F, RB |
|
|
|
|
|
|
|
|
3.110%, 02/15/2039 |
|
|
2,795 |
|
|
|
2,835 |
|
New York State, Transportation Authority, Ser C2, RB |
|
|
|
|
|
|
|
|
5.175%, 11/15/2049 |
|
|
480 |
|
|
|
587 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,485 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.0% |
|
|
|
|
Ohio State University, Build America Project, Ser A, RB |
|
|
|
|
|
|
|
|
4.800%, 06/01/2111 |
|
|
689 |
|
|
|
940 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Oregon — 0.0% |
|
|
|
|
Oregon State, GO |
|
|
|
|
|
|
|
|
5.762%, 06/01/2023 |
|
|
944 |
|
|
|
976 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.0% |
|
|
|
|
North Texas, Tollway Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
1,154 |
|
|
|
1,803 |
|
University of Texas, Ser B, RB |
|
|
|
|
|
|
|
|
Callable 02/15/2049 @ 100 |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
585 |
|
|
|
528 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,331 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
University of Virginia, RB |
|
|
|
|
|
|
|
|
Callable 03/01/2050 @ 100 |
|
|
|
|
|
|
|
|
2.256%, 09/01/2050 |
|
|
1,595 |
|
|
|
1,332 |
|
Virginia State, Housing Development Authority, Ser 2006-C, RB |
|
|
|
|
|
|
|
|
6.000%, 06/25/2034 |
|
|
78 |
|
|
|
81 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,413 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $26,933) ($ Thousands) |
|
|
|
|
|
|
28,481 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.1% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(I) |
|
|
12,359,057 |
|
|
$ |
12,347 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $12,362) ($ Thousands) |
|
|
12,347 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 6.1% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
562,962,733 |
|
|
|
562,963 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $562,963) ($ Thousands) |
|
|
|
|
|
|
562,963 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 112.2% |
|
|
|
|
|
|
|
|
(Cost $10,568,787) ($ Thousands) |
|
$ |
10,416,551 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Contracts |
|
|
Market Value
($ Thousands) |
|
PURCHASED OPTIONS* — 0.0% |
Total Purchased Options (J) |
|
|
|
|
|
|
|
|
(Cost $3,399) ($ Thousands) |
|
|
6,757 |
|
|
$ |
3,868 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED SWAPTION* — 0.0% |
Total Purchased Swaption (K) |
|
|
|
|
|
|
|
|
(Cost $279) ($ Thousands) |
|
|
9,470,000 |
|
|
$ |
193 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS* — (0.1)% |
Total Written Options (J) |
|
|
|
|
|
|
|
|
(Premiums Received $7,804) ($ Thousands) |
|
|
(16,415 |
) |
|
$ |
(8,845 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of exchange traded option contracts held by the Fund at February 28, 2022, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands)†† |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
March 2022, Eurodollar Mid-Curve Option* |
|
|
560 |
|
|
$ |
162 |
|
|
$ |
97.88 |
|
|
|
3/19/2022 |
|
|
$ |
74 |
|
March 2022, IMM Eurodollar Future Option* |
|
|
241 |
|
|
|
13 |
|
|
|
99.50 |
|
|
|
3/19/2022 |
|
|
|
101 |
|
March 2022, IMM Eurodollar Future Option* |
|
|
197 |
|
|
|
13 |
|
|
|
99.63 |
|
|
|
3/19/2022 |
|
|
|
140 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
188 |
|
|
|
|
|
|
|
|
|
|
|
315 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
June 2022, Eurodollar Mid-Curve Option* |
|
|
872 |
|
|
|
318 |
|
|
|
98.00 |
|
|
|
6/18/2022 |
|
|
|
261 |
|
September 2022, Eurodollar Mid-Curve Option* |
|
|
1,480 |
|
|
|
929 |
|
|
|
98.75 |
|
|
|
9/17/2022 |
|
|
|
250 |
|
December 2022, IMM Eurodollar Future Option* |
|
|
995 |
|
|
|
959 |
|
|
|
98.00 |
|
|
|
12/17/2022 |
|
|
|
1,331 |
|
December 2022, IMM Eurodollar Future Option* |
|
|
792 |
|
|
|
445 |
|
|
|
98.38 |
|
|
|
12/17/2022 |
|
|
|
624 |
|
June 2023, IMM Eurodollar Future Option* |
|
|
872 |
|
|
|
338 |
|
|
|
98.50 |
|
|
|
6/17/2023 |
|
|
|
496 |
|
March 2022, IMM Eurodollar Future Option* |
|
|
238 |
|
|
|
4 |
|
|
|
99.88 |
|
|
|
3/19/2022 |
|
|
|
1 |
|
April 2022, U.S. 10 Year Future Option* |
|
|
510 |
|
|
|
218 |
|
|
|
127.00 |
|
|
|
3/19/2022 |
|
|
|
590 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,211 |
|
|
|
|
|
|
|
|
|
|
|
3,553 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
3,399 |
|
|
|
|
|
|
|
|
|
|
$ |
3,868 |
|
WRITTEN OPTIONS — (0.1)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
March 2022, Eurodollar Mid-Curve Option* |
|
|
(560 |
) |
|
$ |
(58 |
) |
|
|
97.63 |
|
|
|
03/19/22 |
|
|
$ |
(14 |
) |
September 2022, Eurodollar Mid-Curve Option* |
|
|
(705 |
) |
|
|
(606 |
) |
|
|
98.25 |
|
|
|
09/17/22 |
|
|
|
(828 |
) |
September 2022, Eurodollar Mid-Curve Option* |
|
|
(2,220 |
) |
|
|
(1,520 |
) |
|
|
97.63 |
|
|
|
09/17/22 |
|
|
|
(1,443 |
) |
March 2022, IMM Eurodollar Future Option* |
|
|
(350 |
) |
|
|
(55 |
) |
|
|
99.38 |
|
|
|
03/19/22 |
|
|
|
(65 |
) |
June 2023, IMM Eurodollar Future Option* |
|
|
(165 |
) |
|
|
(33 |
) |
|
|
97.00 |
|
|
|
06/17/23 |
|
|
|
(87 |
) |
March 2022, IMM Eurodollar Future Option* |
|
|
(238 |
) |
|
|
(47 |
) |
|
|
99.75 |
|
|
|
03/19/22 |
|
|
|
(241 |
) |
December 2022, IMM Eurodollar Future Option* |
|
|
(995 |
) |
|
|
(458 |
) |
|
|
97.25 |
|
|
|
12/17/22 |
|
|
|
(286 |
) |
December 2022, IMM Eurodollar Future Option* |
|
|
(792 |
) |
|
|
(622 |
) |
|
|
98.13 |
|
|
|
12/17/22 |
|
|
|
(604 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands)†† |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
WRITTEN OPTIONS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2022, U.S. 5 Year Future Option* |
|
|
(417 |
) |
|
$ |
(227 |
) |
|
$ |
117.25 |
|
|
|
03/19/22 |
|
|
$ |
(85 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(3,626 |
) |
|
|
|
|
|
|
|
|
|
|
(3,653 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
June 2022, Eurodollar Mid-Curve Option* |
|
|
(872 |
) |
|
|
(52 |
) |
|
|
98.63 |
|
|
|
06/18/22 |
|
|
|
(44 |
) |
September 2022, Eurodollar Mid-Curve Option* |
|
|
(1,480 |
) |
|
|
(489 |
) |
|
|
99.00 |
|
|
|
09/17/22 |
|
|
|
(148 |
) |
September 2022, Eurodollar Mid-Curve Option* |
|
|
(705 |
) |
|
|
(571 |
) |
|
|
98.25 |
|
|
|
09/17/22 |
|
|
|
(370 |
) |
March 2022, IMM Eurodollar Future Option* |
|
|
(238 |
) |
|
|
(41 |
) |
|
|
99.75 |
|
|
|
03/19/22 |
|
|
|
(1 |
) |
December 2022, IMM Eurodollar Future Option* |
|
|
(792 |
) |
|
|
(691 |
) |
|
|
98.13 |
|
|
|
12/17/22 |
|
|
|
(901 |
) |
December 2022, IMM Eurodollar Future Option* |
|
|
(995 |
) |
|
|
(645 |
) |
|
|
98.25 |
|
|
|
12/17/22 |
|
|
|
(945 |
) |
June 2023, IMM Eurodollar Future Option* |
|
|
(872 |
) |
|
|
(684 |
) |
|
|
98.00 |
|
|
|
06/17/23 |
|
|
|
(948 |
) |
April 2022, U.S. 10 Year Future Option* |
|
|
(267 |
) |
|
|
(154 |
) |
|
|
128.50 |
|
|
|
03/19/22 |
|
|
|
(138 |
) |
May 2022, U.S. 10 Year Future Option* |
|
|
(1,020 |
) |
|
|
(207 |
) |
|
|
129.00 |
|
|
|
04/16/22 |
|
|
|
(637 |
) |
April 2022, U.S. 5 Year Future Option* |
|
|
(1,214 |
) |
|
|
(125 |
) |
|
|
120.25 |
|
|
|
03/19/22 |
|
|
|
(114 |
) |
April 2022, U.S. 5 Year Future Option* |
|
|
(665 |
) |
|
|
(194 |
) |
|
|
118.75 |
|
|
|
03/19/22 |
|
|
|
(255 |
) |
April 2022, U.S. 5 Year Future Option* |
|
|
(423 |
) |
|
|
(151 |
) |
|
|
118.00 |
|
|
|
03/19/22 |
|
|
|
(311 |
) |
April 2022, U.S. 5 Year Future Option* |
|
|
(430 |
) |
|
|
(174 |
) |
|
|
117.75 |
|
|
|
03/19/22 |
|
|
|
(380 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(4,178 |
) |
|
|
|
|
|
|
|
|
|
|
(5,192 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(7,804 |
) |
|
|
|
|
|
|
|
|
|
$ |
(8,845 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
†† Represents Cost.
A list of the open OTC swaption contracts held by the Fund at February 28, 2022, 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 Merrill Lynch |
|
|
|
9,470,000 |
|
|
$ |
2.75 |
|
|
|
01/20/2024 |
|
|
$ |
193 |
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
90-Day Euro$ |
|
|
411 |
|
|
|
Jun-2023 |
|
|
$ |
101,971 |
|
|
$ |
100,602 |
|
|
$ |
(1,369 |
) |
90-Day Euro$ |
|
|
3,259 |
|
|
|
Dec-2022 |
|
|
|
804,820 |
|
|
|
800,695 |
|
|
|
(4,125 |
) |
90-Day Euro$ |
|
|
473 |
|
|
|
Dec-2023 |
|
|
|
116,969 |
|
|
|
115,714 |
|
|
|
(1,255 |
) |
U.S. 5-Year Treasury Note |
|
|
2,116 |
|
|
|
Jul-2022 |
|
|
|
248,902 |
|
|
|
250,283 |
|
|
|
1,381 |
|
U.S. 10-Year Treasury Note |
|
|
345 |
|
|
|
Jun-2022 |
|
|
|
43,678 |
|
|
|
43,966 |
|
|
|
288 |
|
U.S. Long Treasury Bond |
|
|
1,395 |
|
|
|
Jun-2022 |
|
|
|
215,858 |
|
|
|
218,579 |
|
|
|
2,721 |
|
U.S. Ultra Long Treasury Bond |
|
|
486 |
|
|
|
Jun-2022 |
|
|
|
89,236 |
|
|
|
90,366 |
|
|
|
1,130 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
2 |
|
|
|
Jun-2022 |
|
|
|
279 |
|
|
|
283 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
|
|
1,621,713 |
|
|
|
1,620,488 |
|
|
|
(1,225 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
90-Day Euro$ |
|
|
(398 |
) |
|
|
Mar-2022 |
|
|
$ |
(99,242 |
) |
|
$ |
(98,848 |
) |
|
$ |
394 |
|
Euro-Bund |
|
|
(296 |
) |
|
|
Mar-2022 |
|
|
|
(57,979 |
) |
|
|
(55,536 |
) |
|
|
2,212 |
|
U.S. 2-Year Treasury Note |
|
|
(76 |
) |
|
|
Jul-2022 |
|
|
|
(16,314 |
) |
|
|
(16,357 |
) |
|
|
(43 |
) |
U.S. 10-Year Treasury Note |
|
|
(88 |
) |
|
|
Jun-2022 |
|
|
|
(11,132 |
) |
|
|
(11,215 |
) |
|
|
(83 |
) |
U.S. Long Treasury Bond |
|
|
(210 |
) |
|
|
Jun-2022 |
|
|
|
(32,461 |
) |
|
|
(32,904 |
) |
|
|
(443 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(735 |
) |
|
|
Jun-2022 |
|
|
|
(102,797 |
) |
|
|
(103,876 |
) |
|
|
(1,079 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(319,925 |
) |
|
|
(318,736 |
) |
|
|
958 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
1,301,788 |
|
|
$ |
1,301,752 |
|
|
$ |
(267 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at February 28, 2022, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
04/19/22 |
|
|
|
EUR |
|
|
|
2,790 |
|
|
|
USD |
|
|
|
3,158 |
|
|
$ |
18 |
|
Citigroup |
|
|
04/19/22 |
|
|
|
USD |
|
|
|
3,691 |
|
|
|
AUD |
|
|
|
5,148 |
|
|
|
47 |
|
Citigroup |
|
|
04/19/22 |
|
|
|
USD |
|
|
|
4,236 |
|
|
|
EUR |
|
|
|
3,700 |
|
|
|
(73 |
) |
Citigroup |
|
|
04/19/22 |
|
|
|
USD |
|
|
|
4,356 |
|
|
|
BRL |
|
|
|
25,450 |
|
|
|
517 |
|
Goldman Sachs |
|
|
04/19/22 |
|
|
|
GBP |
|
|
|
1,568 |
|
|
|
USD |
|
|
|
2,127 |
|
|
|
22 |
|
Goldman Sachs |
|
|
04/19/22 |
|
|
|
CNH |
|
|
|
9,709 |
|
|
|
USD |
|
|
|
1,515 |
|
|
|
(19 |
) |
Morgan Stanley |
|
|
04/19/22 |
|
|
|
USD |
|
|
|
2,704 |
|
|
|
BRL |
|
|
|
15,706 |
|
|
|
304 |
|
Morgan Stanley |
|
|
04/19/22 |
|
|
|
USD |
|
|
|
15,401 |
|
|
|
CAD |
|
|
|
19,600 |
|
|
|
56 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
872 |
|
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2022, is as follows:
Credit Default Swap |
Reference Entity/ Obligation |
|
Buy/Sell Protection |
|
|
(Pays)/Receives Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Depreciation
(Thousands) |
|
CDS-CDX.NA.IG.3712 |
|
|
Sell |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2026 |
|
|
$ |
(294,827 |
) |
|
$ |
4,399 |
|
|
$ |
6,486 |
|
|
$ |
(2,087 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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% |
|
|
|
Quarterly |
|
|
|
06/15/2022 |
|
|
|
USD |
|
|
|
64,527 |
|
|
$ |
(75 |
) |
|
$ |
– |
|
|
$ |
(75 |
) |
3 MONTH USD - LIBOR |
|
|
1.785% |
|
|
|
Semi-Annually |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
3,535 |
|
|
|
180 |
|
|
|
– |
|
|
|
180 |
|
3 MONTH USD - LIBOR |
|
|
1.7725% |
|
|
|
Semi-Annually |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
4,780 |
|
|
|
257 |
|
|
|
– |
|
|
|
257 |
|
1.8075% |
|
|
3 MONTH USD - LIBOR |
|
|
|
Semi-Annually |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
2,390 |
|
|
|
110 |
|
|
|
– |
|
|
|
110 |
|
1.67125% |
|
|
CMENA IR 7/9/2051 LIBOR |
|
|
|
Quarterly |
|
|
|
07/09/2051 |
|
|
|
USD |
|
|
|
7,784 |
|
|
|
573 |
|
|
|
(34 |
) |
|
|
607 |
|
2.05% |
|
|
USD LIBOR BBA |
|
|
|
Quarterly |
|
|
|
06/07/2051 |
|
|
|
USD |
|
|
|
2,650 |
|
|
|
(34 |
) |
|
|
– |
|
|
|
(34 |
) |
2.00% |
|
|
USD LIBOR BBA |
|
|
|
Quarterly |
|
|
|
06/03/2051 |
|
|
|
USD |
|
|
|
881 |
|
|
|
(1 |
) |
|
|
9 |
|
|
|
(10 |
) |
1.20% |
|
|
USD LIBOR BBA |
|
|
|
Quarterly |
|
|
|
10/07/2050 |
|
|
|
USD |
|
|
|
5,857 |
|
|
|
1,050 |
|
|
|
44 |
|
|
|
1,006 |
|
1.63% |
|
|
USD-SOFR-OIS-COMPOUND |
|
|
|
Annually |
|
|
|
05/15/2047 |
|
|
|
USD |
|
|
|
15,520 |
|
|
|
385 |
|
|
|
677 |
|
|
|
(292 |
) |
1.63% |
|
|
CMENA IR 2/15/47 LIBOR |
|
|
|
Quarterly |
|
|
|
02/15/2047 |
|
|
|
USD |
|
|
|
3,454 |
|
|
|
276 |
|
|
|
(15 |
) |
|
|
291 |
|
1.52% |
|
|
USD SOFR COMPOUND |
|
|
|
Annually |
|
|
|
02/15/2047 |
|
|
|
USD |
|
|
|
20,626 |
|
|
|
951 |
|
|
|
(25 |
) |
|
|
976 |
|
1.72875% |
|
|
12 Month - USD LIBOR BBA |
|
|
|
Annually |
|
|
|
02/15/2047 |
|
|
|
USD |
|
|
|
9,870 |
|
|
|
35 |
|
|
|
122 |
|
|
|
(87 |
) |
USD-SOFRRATE |
|
|
0.74% |
|
|
|
Annually |
|
|
|
08/19/2045 |
|
|
|
USD |
|
|
|
4,960 |
|
|
|
976 |
|
|
|
– |
|
|
|
976 |
|
FIXED 0.56% |
|
|
USD-SOFTRATE |
|
|
|
Annually |
|
|
|
07/20/2045 |
|
|
|
USD |
|
|
|
7,490 |
|
|
|
1,731 |
|
|
|
90 |
|
|
|
1,641 |
|
USD CPI INDEX |
|
|
2.77% |
|
|
|
Annually |
|
|
|
10/20/2031 |
|
|
|
USD |
|
|
|
18,650 |
|
|
|
(689 |
) |
|
|
15 |
|
|
|
(704 |
) |
1.7334% |
|
|
SOFR-COMPOUNDING |
|
|
|
Annually |
|
|
|
10/20/2031 |
|
|
|
USD |
|
|
|
18,650 |
|
|
|
45 |
|
|
|
71 |
|
|
|
(26 |
) |
1.20% |
|
|
SOFR-COMPOUNDING |
|
|
|
Annually |
|
|
|
11/01/2028 |
|
|
|
USD |
|
|
|
12,403 |
|
|
|
319 |
|
|
|
(1 |
) |
|
|
320 |
|
1.22% |
|
|
SOFR-COMPOUNDING |
|
|
|
Annually |
|
|
|
08/15/2028 |
|
|
|
USD |
|
|
|
15,938 |
|
|
|
373 |
|
|
|
(1 |
) |
|
|
374 |
|
USD-SOFR-OTS COMPOUND |
|
|
1.13% |
|
|
|
Annually |
|
|
|
08/15/2028 |
|
|
|
USD |
|
|
|
39,576 |
|
|
|
1,146 |
|
|
|
266 |
|
|
|
880 |
|
1.35% |
|
|
USD LIBOR BBA |
|
|
|
Quarterly |
|
|
|
02/15/2028 |
|
|
|
USD |
|
|
|
70,404 |
|
|
|
2,034 |
|
|
|
(117 |
) |
|
|
2,151 |
|
0.71% |
|
|
12 Month SOFR COMPUND |
|
|
|
Annually |
|
|
|
05/15/2027 |
|
|
|
USD |
|
|
|
26,488 |
|
|
|
1,145 |
|
|
|
62 |
|
|
|
1,083 |
|
1.52% |
|
|
SOFR COMPOUNDING |
|
|
|
Annually |
|
|
|
11/20/2026 |
|
|
|
USD |
|
|
|
24,090 |
|
|
|
142 |
|
|
|
(55 |
) |
|
|
197 |
|
GBLO, USNY |
|
|
3.37% |
|
|
|
Annually |
|
|
|
11/18/2026 |
|
|
|
USD |
|
|
|
21,190 |
|
|
|
(387 |
) |
|
|
316 |
|
|
|
(703 |
) |
2.95% |
|
|
USD CPI INDEX |
|
|
|
Annually |
|
|
|
10/20/2026 |
|
|
|
USD |
|
|
|
18,650 |
|
|
|
788 |
|
|
|
(9 |
) |
|
|
797 |
|
3 MONTH USD-LIBOR |
|
|
1.6875% |
|
|
|
Semi-Annually |
|
|
|
12/07/2025 |
|
|
|
USD |
|
|
|
67,950 |
|
|
|
(434 |
) |
|
|
– |
|
|
|
(434 |
) |
1.39% |
|
|
FLOAT |
|
|
|
Semi-Annually |
|
|
|
09/28/2025 |
|
|
|
USD |
|
|
|
65,735 |
|
|
|
(825 |
) |
|
|
– |
|
|
|
(825 |
) |
3 MONTH USD - LIBOR |
|
|
1.0355% |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
42,325 |
|
|
|
(837 |
) |
|
|
– |
|
|
|
(837 |
) |
3 MONTH USD - LIBOR |
|
|
1.0255% |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
57,220 |
|
|
|
(1,140 |
) |
|
|
– |
|
|
|
(1,140 |
) |
3 MONTH USD - LIBOR |
|
|
1.0725% |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
28,610 |
|
|
|
(544 |
) |
|
|
– |
|
|
|
(544 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
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) |
|
3.97% |
|
|
USNY, GBLO |
|
|
|
Annually |
|
|
|
11/18/2023 |
|
|
|
USD |
|
|
|
21,190 |
|
|
$ |
567 |
|
|
$ |
(103 |
) |
|
$ |
670 |
|
1.87% |
|
|
FIXED 1.87% |
|
|
|
Quarterly |
|
|
|
09/28/2053 |
|
|
|
USD |
|
|
|
5,610 |
|
|
|
173 |
|
|
|
– |
|
|
|
173 |
|
1.7425% |
|
|
3 MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
12/07/2053 |
|
|
|
USD |
|
|
|
5,680 |
|
|
|
334 |
|
|
|
– |
|
|
|
334 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
8,624 |
|
|
$ |
1,312 |
|
|
$ |
7,312 |
|
|
Percentages are based on Net Assets of $9,281,259 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Zero coupon security. |
(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 February 28, 2022, the value of these securities amounted to $1,518,339 ($ Thousands), representing 16.4% of the Net Assets of the Fund. |
(E) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $12,109 ($ Thousands). |
(F) |
Perpetual security with no stated maturity date. |
(G) |
Security is in default on interest payment. |
(H) |
No interest rate available. |
(I) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 28, 2022 was $12,347 ($ Thousands). |
(J) |
Refer to table below for details on Options Contracts. |
(K) |
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 |
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
U.S. Treasury Obligations |
|
|
503,082 |
|
|
|
2,806,940 |
|
|
|
– |
|
|
|
3,310,022 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
2,934,060 |
|
|
|
– |
|
|
|
2,934,060 |
|
Corporate Obligations |
|
|
– |
|
|
|
2,665,614 |
|
|
|
– |
|
|
|
2,665,614 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
699,456 |
|
|
|
– |
|
|
|
699,456 |
|
Sovereign Debt |
|
|
– |
|
|
|
117,950 |
|
|
|
– |
|
|
|
117,950 |
|
U.S. Government Agency Obligations |
|
|
– |
|
|
|
85,658 |
|
|
|
– |
|
|
|
85,658 |
|
Municipal Bonds |
|
|
– |
|
|
|
28,481 |
|
|
|
– |
|
|
|
28,481 |
|
Affiliated Partnership |
|
|
– |
|
|
|
12,347 |
|
|
|
– |
|
|
|
12,347 |
|
Cash Equivalent |
|
|
562,963 |
|
|
|
– |
|
|
|
– |
|
|
|
562,963 |
|
Total Investments in Securities |
|
|
1,066,045 |
|
|
|
9,350,506 |
|
|
|
– |
|
|
|
10,416,551 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Purchased Options |
|
|
3,868 |
|
|
|
– |
|
|
|
– |
|
|
|
3,868 |
|
Purchased Swaptions |
|
|
– |
|
|
|
193 |
|
|
|
– |
|
|
|
193 |
|
Written Options |
|
|
(8,845 |
) |
|
|
– |
|
|
|
– |
|
|
|
(8,845 |
) |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
8,130 |
|
|
|
– |
|
|
|
– |
|
|
|
8,130 |
|
Unrealized Depreciation |
|
|
(8,397 |
) |
|
|
– |
|
|
|
– |
|
|
|
(8,397 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
964 |
|
|
|
– |
|
|
|
964 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(92 |
) |
|
|
– |
|
|
|
(92 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
– |
|
|
|
(2,087 |
) |
|
|
– |
|
|
|
(2,087 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
13,023 |
|
|
|
– |
|
|
|
13,023 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(5,711 |
) |
|
|
– |
|
|
|
(5,711 |
) |
Total Other Financial Instruments |
|
|
(5,244 |
) |
|
|
6,290 |
|
|
|
– |
|
|
|
1,046 |
|
|
*
|
Futures contracts, forward contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Core Fixed Income Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
10,772 |
|
|
$ |
157,963 |
|
|
$ |
(156,371 |
) |
|
$ |
— |
|
|
$ |
(17 |
) |
|
$ |
12,347 |
|
|
|
12,359,057 |
|
|
$ |
63 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
|
1,419,466 |
|
|
|
8,380,390 |
|
|
|
(9,236,893 |
) |
|
|
— |
|
|
|
— |
|
|
|
562,963 |
|
|
|
562,962,733 |
|
|
|
46 |
|
|
|
— |
|
Totals |
|
$ |
1,430,238 |
|
|
$ |
8,538,353 |
|
|
$ |
(9,393,264 |
) |
|
$ |
— |
|
|
$ |
(17 |
) |
|
$ |
575,310 |
|
|
|
|
|
|
$ |
109 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 75.8% |
Communication Services — 13.2% |
|
|
|
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
$ |
3,414 |
|
|
$ |
3,111 |
|
5.000%, 01/15/2028 (A) |
|
|
6,791 |
|
|
|
6,119 |
|
Altice France |
|
|
|
|
|
|
|
|
8.125%, 02/01/2027 (A) |
|
|
1,461 |
|
|
|
1,538 |
|
5.500%, 10/15/2029 (A) |
|
|
2,420 |
|
|
|
2,217 |
|
5.125%, 07/15/2029 (A) |
|
|
1,818 |
|
|
|
1,645 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
2,245 |
|
|
|
2,351 |
|
6.000%, 02/15/2028 (A) |
|
|
2,612 |
|
|
|
2,314 |
|
AMC Entertainment Holdings |
|
|
|
|
|
|
|
|
10.000%cash/0% PIK, 06/15/2026 (A) |
|
|
187 |
|
|
|
173 |
|
6.125%, 05/15/2027 |
|
|
680 |
|
|
|
456 |
|
5.750%, 06/15/2025 |
|
|
115 |
|
|
|
88 |
|
ANGI Group LLC |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
2,292 |
|
|
|
2,034 |
|
Arches Buyer |
|
|
|
|
|
|
|
|
6.125%, 12/01/2028 (A) |
|
|
2,962 |
|
|
|
2,784 |
|
4.250%, 06/01/2028 (A) |
|
|
378 |
|
|
|
358 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A) |
|
|
5,776 |
|
|
|
5,472 |
|
6.500%, 05/01/2027 (A) |
|
|
740 |
|
|
|
703 |
|
Belo |
|
|
|
|
|
|
|
|
7.250%, 09/15/2027 |
|
|
442 |
|
|
|
492 |
|
CCO Holdings LLC |
|
|
|
|
|
|
|
|
5.375%, 06/01/2029 (A) |
|
|
800 |
|
|
|
813 |
|
5.125%, 05/01/2027 (A) |
|
|
6,372 |
|
|
|
6,436 |
|
5.000%, 02/01/2028 (A) |
|
|
3,640 |
|
|
|
3,662 |
|
4.750%, 03/01/2030 (A) |
|
|
1,860 |
|
|
|
1,827 |
|
4.750%, 02/01/2032 (A) |
|
|
190 |
|
|
|
185 |
|
4.500%, 08/15/2030 (A) |
|
|
12,494 |
|
|
|
12,033 |
|
4.250%, 02/01/2031 (A) |
|
|
4,245 |
|
|
|
3,977 |
|
4.250%, 01/15/2034 (A) |
|
|
2,398 |
|
|
|
2,205 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
8.750%, 05/01/2025 (A) |
|
|
191 |
|
|
|
200 |
|
5.250%, 07/15/2028 (A) |
|
|
240 |
|
|
|
229 |
|
Clear Channel International BV |
|
|
|
|
|
|
|
|
6.625%, 08/01/2025 (A) |
|
|
887 |
|
|
|
900 |
|
Clear Channel Outdoor Holdings |
|
|
|
|
|
|
|
|
7.750%, 04/15/2028 (A) |
|
|
5,740 |
|
|
|
5,998 |
|
7.500%, 06/01/2029 (A) |
|
|
817 |
|
|
|
849 |
|
Clear Channel Worldwide Holdings |
|
|
|
|
|
|
|
|
5.125%, 08/15/2027 (A) |
|
|
3,230 |
|
|
|
3,227 |
|
Consolidated Communications |
|
|
|
|
|
|
|
|
6.500%, 10/01/2028 (A) |
|
|
6,915 |
|
|
|
6,880 |
|
5.000%, 10/01/2028 (A) |
|
|
539 |
|
|
|
511 |
|
CSC Holdings LLC |
|
|
|
|
|
|
|
|
7.500%, 04/01/2028 (A) |
|
|
2,140 |
|
|
|
2,137 |
|
6.500%, 02/01/2029 (A) |
|
|
4,270 |
|
|
|
4,323 |
|
5.750%, 01/15/2030 (A) |
|
|
5,617 |
|
|
|
4,967 |
|
4.625%, 12/01/2030 (A) |
|
|
2,981 |
|
|
|
2,484 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 11/15/2031 (A) |
|
$ |
1,631 |
|
|
$ |
1,484 |
|
4.125%, 12/01/2030 (A) |
|
|
2,810 |
|
|
|
2,523 |
|
3.375%, 02/15/2031 (A) |
|
|
1,954 |
|
|
|
1,665 |
|
Cumulus Media New Holdings |
|
|
|
|
|
|
|
|
6.750%, 07/01/2026 (A) |
|
|
4,021 |
|
|
|
4,091 |
|
Diamond Sports Group LLC |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A) |
|
|
5,251 |
|
|
|
1,260 |
|
5.375%, 08/15/2026 (A) |
|
|
10,086 |
|
|
|
4,135 |
|
Directv Financing LLC |
|
|
|
|
|
|
|
|
5.875%, 08/15/2027 (A) |
|
|
6,464 |
|
|
|
6,462 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
4,030 |
|
|
|
4,081 |
|
7.375%, 07/01/2028 |
|
|
7,592 |
|
|
|
7,189 |
|
5.875%, 07/15/2022 |
|
|
82 |
|
|
|
83 |
|
5.875%, 11/15/2024 |
|
|
4,671 |
|
|
|
4,671 |
|
5.750%, 12/01/2028 (A) |
|
|
4,193 |
|
|
|
4,010 |
|
5.250%, 12/01/2026 (A) |
|
|
3,720 |
|
|
|
3,647 |
|
5.125%, 06/01/2029 |
|
|
3,188 |
|
|
|
2,690 |
|
5.000%, 03/15/2023 |
|
|
2,935 |
|
|
|
2,961 |
|
DKT Finance ApS |
|
|
|
|
|
|
|
|
9.375%, 06/17/2023 (A) |
|
|
2,964 |
|
|
|
2,958 |
|
Frontier Communications |
|
|
|
|
|
|
|
|
6.750%, 05/01/2029 (A) |
|
|
475 |
|
|
|
461 |
|
5.875%, 10/15/2027 (A) |
|
|
367 |
|
|
|
372 |
|
5.000%, 05/01/2028 (A) |
|
|
2,104 |
|
|
|
2,042 |
|
Frontier Communications Holdings LLC |
|
|
|
|
|
|
|
|
6.000%, 01/15/2030 (A) |
|
|
1,662 |
|
|
|
1,548 |
|
5.875%, 11/01/2029 |
|
|
1,408 |
|
|
|
1,295 |
|
Gannett Holdings LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
1,809 |
|
|
|
1,800 |
|
GCI LLC |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
815 |
|
|
|
800 |
|
Getty Images |
|
|
|
|
|
|
|
|
9.750%, 03/01/2027 (A) |
|
|
1,505 |
|
|
|
1,567 |
|
Gray Escrow II |
|
|
|
|
|
|
|
|
5.375%, 11/15/2031 (A) |
|
|
3,802 |
|
|
|
3,660 |
|
Gray Television |
|
|
|
|
|
|
|
|
7.000%, 05/15/2027 (A) |
|
|
424 |
|
|
|
446 |
|
4.750%, 10/15/2030 (A) |
|
|
2,369 |
|
|
|
2,221 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
610 |
|
|
|
635 |
|
6.375%, 05/01/2026 |
|
|
154 |
|
|
|
159 |
|
5.250%, 08/15/2027 (A) |
|
|
1,877 |
|
|
|
1,870 |
|
4.750%, 01/15/2028 (A) |
|
|
1,397 |
|
|
|
1,352 |
|
Iliad Holding SASU |
|
|
|
|
|
|
|
|
7.000%, 10/15/2028 (A) |
|
|
310 |
|
|
|
308 |
|
6.500%, 10/15/2026 (A) |
|
|
2,196 |
|
|
|
2,191 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
9.750%, 07/15/2025 (A)(B) |
|
|
3,562 |
|
|
|
1,536 |
|
8.500%, 10/15/2024 (A)(B) |
|
|
3,082 |
|
|
|
1,372 |
|
5.500%, 08/01/2023 (B) |
|
|
210 |
|
|
|
91 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
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 |
|
|
$ |
3 |
|
ION Trading Technologies Sarl |
|
|
|
|
|
|
|
|
5.750%, 05/15/2028 (A) |
|
|
3,125 |
|
|
|
3,070 |
|
LCPR Senior Secured Financing DAC |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
3,076 |
|
|
|
3,178 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
5.375%, 05/01/2025 |
|
|
1,260 |
|
|
|
1,265 |
|
4.625%, 09/15/2027 (A) |
|
|
2,951 |
|
|
|
2,848 |
|
4.250%, 07/01/2028 (A) |
|
|
453 |
|
|
|
418 |
|
3.750%, 07/15/2029 (A) |
|
|
535 |
|
|
|
477 |
|
3.625%, 01/15/2029 (A) |
|
|
3,751 |
|
|
|
3,285 |
|
Live Nation Entertainment |
|
|
|
|
|
|
|
|
6.500%, 05/15/2027 (A) |
|
|
723 |
|
|
|
774 |
|
5.625%, 03/15/2026 (A) |
|
|
466 |
|
|
|
474 |
|
4.875%, 11/01/2024 (A) |
|
|
2,285 |
|
|
|
2,308 |
|
4.750%, 10/15/2027 (A) |
|
|
2,554 |
|
|
|
2,509 |
|
3.750%, 01/15/2028 (A) |
|
|
96 |
|
|
|
92 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
5.625%, 04/01/2025 |
|
|
316 |
|
|
|
314 |
|
5.375%, 06/15/2029 (A) |
|
|
1,391 |
|
|
|
1,209 |
|
5.125%, 12/15/2026 (A) |
|
|
5,082 |
|
|
|
4,728 |
|
4.500%, 01/15/2029 (A) |
|
|
190 |
|
|
|
159 |
|
4.000%, 02/15/2027 (A) |
|
|
1,815 |
|
|
|
1,727 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
5.750%, 08/01/2028 (A) |
|
|
4,595 |
|
|
|
4,361 |
|
Midas OpCo Holdings LLC |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
435 |
|
|
|
426 |
|
Midcontinent Communications |
|
|
|
|
|
|
|
|
5.375%, 08/15/2027 (A) |
|
|
1,062 |
|
|
|
1,050 |
|
Millennium Escrow |
|
|
|
|
|
|
|
|
6.625%, 08/01/2026 (A) |
|
|
2,465 |
|
|
|
2,385 |
|
National CineMedia LLC |
|
|
|
|
|
|
|
|
5.750%, 08/15/2026 |
|
|
1,381 |
|
|
|
981 |
|
Netflix |
|
|
|
|
|
|
|
|
5.875%, 11/15/2028 |
|
|
713 |
|
|
|
806 |
|
5.375%, 11/15/2029 (A) |
|
|
275 |
|
|
|
307 |
|
4.875%, 04/15/2028 |
|
|
1,022 |
|
|
|
1,095 |
|
4.875%, 06/15/2030 (A) |
|
|
946 |
|
|
|
1,032 |
|
News |
|
|
|
|
|
|
|
|
5.125%, 02/15/2032 (A) |
|
|
1,365 |
|
|
|
1,396 |
|
3.875%, 05/15/2029 (A) |
|
|
433 |
|
|
|
415 |
|
Nexstar Broadcasting |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
4,399 |
|
|
|
4,498 |
|
4.750%, 11/01/2028 (A) |
|
|
3,603 |
|
|
|
3,495 |
|
Northwest Fiber LLC |
|
|
|
|
|
|
|
|
4.750%, 04/30/2027 (A) |
|
|
3,620 |
|
|
|
3,365 |
|
Photo Holdings Merger Sub |
|
|
|
|
|
|
|
|
8.500%, 10/01/2026 (A) |
|
|
905 |
|
|
|
899 |
|
Radiate Holdco LLC |
|
|
|
|
|
|
|
|
6.500%, 09/15/2028 (A) |
|
|
4,837 |
|
|
|
4,595 |
|
4.500%, 09/15/2026 (A) |
|
|
882 |
|
|
|
843 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ROBLOX |
|
|
|
|
|
|
|
|
3.875%, 05/01/2030 (A) |
|
$ |
2,280 |
|
|
$ |
2,168 |
|
Sable International Finance |
|
|
|
|
|
|
|
|
5.750%, 09/07/2027 (A) |
|
|
1,407 |
|
|
|
1,439 |
|
Salem Media Group |
|
|
|
|
|
|
|
|
6.750%, 06/01/2024 (A) |
|
|
3,133 |
|
|
|
3,051 |
|
Scripps Escrow |
|
|
|
|
|
|
|
|
5.875%, 07/15/2027 (A) |
|
|
190 |
|
|
|
190 |
|
Scripps Escrow II |
|
|
|
|
|
|
|
|
5.375%, 01/15/2031 (A) |
|
|
142 |
|
|
|
135 |
|
3.875%, 01/15/2029 (A) |
|
|
2,667 |
|
|
|
2,499 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
365 |
|
|
|
332 |
|
4.125%, 12/01/2030 (A) |
|
|
7,265 |
|
|
|
6,504 |
|
Sirius XM Radio |
|
|
|
|
|
|
|
|
5.500%, 07/01/2029 (A) |
|
|
871 |
|
|
|
891 |
|
5.000%, 08/01/2027 (A) |
|
|
3,081 |
|
|
|
3,123 |
|
4.125%, 07/01/2030 (A) |
|
|
4,572 |
|
|
|
4,322 |
|
4.000%, 07/15/2028 (A) |
|
|
1,267 |
|
|
|
1,218 |
|
3.875%, 09/01/2031 (A) |
|
|
1,560 |
|
|
|
1,437 |
|
SoftBank Group |
|
|
|
|
|
|
|
|
6.000%, USD ICE Swap 11:00 NY 5 Yr + 4.226%(C)(D) |
|
|
950 |
|
|
|
923 |
|
5.125%, 09/19/2027 |
|
|
799 |
|
|
|
755 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
4,353 |
|
|
|
4,440 |
|
Sprint |
|
|
|
|
|
|
|
|
7.875%, 09/15/2023 |
|
|
1,340 |
|
|
|
1,440 |
|
7.625%, 02/15/2025 |
|
|
7,075 |
|
|
|
7,836 |
|
7.625%, 03/01/2026 |
|
|
2,559 |
|
|
|
2,917 |
|
7.125%, 06/15/2024 |
|
|
1,605 |
|
|
|
1,735 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
4,090 |
|
|
|
5,675 |
|
6.875%, 11/15/2028 |
|
|
3,204 |
|
|
|
3,805 |
|
TEGNA |
|
|
|
|
|
|
|
|
4.625%, 03/15/2028 |
|
|
2,684 |
|
|
|
2,682 |
|
Telecom Italia Capital |
|
|
|
|
|
|
|
|
6.000%, 09/30/2034 |
|
|
265 |
|
|
|
253 |
|
Telenet Finance Luxembourg Notes Sarl |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
3,800 |
|
|
|
3,762 |
|
Telesat Canada |
|
|
|
|
|
|
|
|
6.500%, 10/15/2027 (A) |
|
|
10,808 |
|
|
|
5,404 |
|
5.625%, 12/06/2026 (A) |
|
|
2,048 |
|
|
|
1,505 |
|
Terrier Media Buyer |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
|
8,333 |
|
|
|
8,541 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
4.750%, 02/01/2028 |
|
|
1,480 |
|
|
|
1,528 |
|
3.500%, 04/15/2031 |
|
|
1,725 |
|
|
|
1,698 |
|
3.375%, 04/15/2029 |
|
|
1,375 |
|
|
|
1,346 |
|
Trilogy International South Pacific LLC |
|
|
|
|
|
|
|
|
8.875%, 05/15/2023 (A) |
|
|
1,831 |
|
|
|
1,794 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
U.S. Cellular |
|
|
|
|
|
|
|
|
6.700%, 12/15/2033 |
|
$ |
2,575 |
|
|
$ |
2,807 |
|
Univision Communications |
|
|
|
|
|
|
|
|
6.625%, 06/01/2027 (A) |
|
|
1,395 |
|
|
|
1,451 |
|
4.500%, 05/01/2029 (A) |
|
|
1,799 |
|
|
|
1,722 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
10,911 |
|
|
|
10,856 |
|
Virgin Media Finance |
|
|
|
|
|
|
|
|
5.000%, 07/15/2030 (A) |
|
|
1,879 |
|
|
|
1,778 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
5.500%, 05/15/2029 (A) |
|
|
1,983 |
|
|
|
1,981 |
|
4.500%, 08/15/2030 (A) |
|
|
757 |
|
|
|
716 |
|
Virgin Media Vendor Financing Notes IV DAC |
|
|
|
|
|
|
|
|
5.000%, 07/15/2028 (A) |
|
|
2,543 |
|
|
|
2,424 |
|
Windstream Escrow LLC |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (A) |
|
|
2,163 |
|
|
|
2,183 |
|
WMG Acquisition |
|
|
|
|
|
|
|
|
3.875%, 07/15/2030 (A) |
|
|
50 |
|
|
|
48 |
|
3.750%, 12/01/2029 (A) |
|
|
830 |
|
|
|
793 |
|
3.000%, 02/15/2031 (A) |
|
|
366 |
|
|
|
331 |
|
Zayo Group Holdings |
|
|
|
|
|
|
|
|
6.125%, 03/01/2028 (A) |
|
|
865 |
|
|
|
804 |
|
4.000%, 03/01/2027 (A) |
|
|
400 |
|
|
|
380 |
|
ZipRecruiter |
|
|
|
|
|
|
|
|
5.000%, 01/15/2030 (A) |
|
|
2,830 |
|
|
|
2,786 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
352,529 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 11.8% |
|
|
|
|
1011778 BC ULC / New Red Finance |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (A) |
|
|
2,817 |
|
|
|
2,764 |
|
4.000%, 10/15/2030 (A) |
|
|
3,680 |
|
|
|
3,399 |
|
3.875%, 01/15/2028 (A) |
|
|
222 |
|
|
|
216 |
|
3.500%, 02/15/2029 (A) |
|
|
163 |
|
|
|
154 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
1,775 |
|
|
|
1,848 |
|
Adient Global Holdings, Ltd. |
|
|
|
|
|
|
|
|
4.875%, 08/15/2026 (A) |
|
|
690 |
|
|
|
691 |
|
Adtalem Global Education |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
6,218 |
|
|
|
5,562 |
|
American Axle & Manufacturing |
|
|
|
|
|
|
|
|
6.875%, 07/01/2028 |
|
|
492 |
|
|
|
507 |
|
6.500%, 04/01/2027 |
|
|
540 |
|
|
|
552 |
|
6.250%, 03/15/2026 |
|
|
660 |
|
|
|
669 |
|
5.000%, 10/01/2029 |
|
|
410 |
|
|
|
389 |
|
American Builders & Contractors Supply |
|
|
|
|
|
|
|
|
4.000%, 01/15/2028 (A) |
|
|
3,830 |
|
|
|
3,744 |
|
3.875%, 11/15/2029 (A) |
|
|
435 |
|
|
|
409 |
|
American Greetings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2025 (A) |
|
|
5,700 |
|
|
|
5,757 |
|
Aramark Services |
|
|
|
|
|
|
|
|
5.000%, 02/01/2028 (A) |
|
|
745 |
|
|
|
746 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Asbury Automotive Group |
|
|
|
|
|
|
|
|
4.750%, 03/01/2030 |
|
$ |
202 |
|
|
$ |
196 |
|
4.625%, 11/15/2029 (A) |
|
|
1,005 |
|
|
|
980 |
|
4.500%, 03/01/2028 |
|
|
3,403 |
|
|
|
3,345 |
|
Ashton Woods USA LLC |
|
|
|
|
|
|
|
|
6.625%, 01/15/2028 (A) |
|
|
5,147 |
|
|
|
5,289 |
|
4.625%, 08/01/2029 (A) |
|
|
1,553 |
|
|
|
1,475 |
|
Aston Martin Capital Holdings |
|
|
|
|
|
|
|
|
10.500%, 11/30/2025 (A) |
|
|
5,725 |
|
|
|
5,983 |
|
Aventine (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2049 (B)(E) |
|
|
2,600 |
|
|
|
– |
|
Avianca Midco 2 |
|
|
|
|
|
|
|
|
9.000%, 12/01/2028 (A) |
|
|
3,123 |
|
|
|
3,103 |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
9.375%, 07/01/2025 (A) |
|
|
29 |
|
|
|
34 |
|
7.600%, 07/15/2037 |
|
|
780 |
|
|
|
852 |
|
7.500%, 06/15/2029 |
|
|
542 |
|
|
|
594 |
|
6.875%, 11/01/2035 |
|
|
979 |
|
|
|
1,082 |
|
6.750%, 07/01/2036 |
|
|
3,177 |
|
|
|
3,465 |
|
6.694%, 01/15/2027 |
|
|
149 |
|
|
|
163 |
|
6.625%, 10/01/2030 (A) |
|
|
2,383 |
|
|
|
2,580 |
|
BCPE Ulysses Intermediate |
|
|
|
|
|
|
|
|
7.750%cash/0% PIK, 04/01/2027 (A) |
|
|
1,973 |
|
|
|
1,835 |
|
Bloomin' Brands |
|
|
|
|
|
|
|
|
5.125%, 04/15/2029 (A) |
|
|
2,420 |
|
|
|
2,366 |
|
Boyne USA |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
304 |
|
|
|
299 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
4.875%, 02/15/2030 (A) |
|
|
1,081 |
|
|
|
987 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
8.125%, 07/01/2027 (A) |
|
|
650 |
|
|
|
701 |
|
6.250%, 07/01/2025 (A) |
|
|
1,114 |
|
|
|
1,155 |
|
4.625%, 10/15/2029 (A) |
|
|
281 |
|
|
|
267 |
|
Carnival |
|
|
|
|
|
|
|
|
10.500%, 02/01/2026 (A) |
|
|
1,254 |
|
|
|
1,408 |
|
9.875%, 08/01/2027 (A) |
|
|
2,660 |
|
|
|
2,986 |
|
6.000%, 05/01/2029 (A) |
|
|
9,555 |
|
|
|
9,277 |
|
5.750%, 03/01/2027 (A) |
|
|
7,370 |
|
|
|
7,178 |
|
4.000%, 08/01/2028 (A) |
|
|
988 |
|
|
|
947 |
|
CD&R Smokey Buyer |
|
|
|
|
|
|
|
|
6.750%, 07/15/2025 (A) |
|
|
627 |
|
|
|
647 |
|
Cedar Fair |
|
|
|
|
|
|
|
|
5.500%, 05/01/2025 (A) |
|
|
285 |
|
|
|
293 |
|
5.375%, 04/15/2027 |
|
|
25 |
|
|
|
25 |
|
5.250%, 07/15/2029 |
|
|
1,912 |
|
|
|
1,910 |
|
Cengage Learning |
|
|
|
|
|
|
|
|
9.500%, 06/15/2024 (A) |
|
|
4,545 |
|
|
|
4,553 |
|
Century Communities |
|
|
|
|
|
|
|
|
6.750%, 06/01/2027 |
|
|
624 |
|
|
|
645 |
|
3.875%, 08/15/2029 (A) |
|
|
2,196 |
|
|
|
2,036 |
|
Clarios Global |
|
|
|
|
|
|
|
|
8.500%, 05/15/2027 (A) |
|
|
1,915 |
|
|
|
1,996 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.750%, 05/15/2025 (A) |
|
$ |
896 |
|
|
$ |
930 |
|
6.250%, 05/15/2026 (A) |
|
|
2,042 |
|
|
|
2,112 |
|
Constellation Merger Sub |
|
|
|
|
|
|
|
|
8.500%, 09/15/2025 (A) |
|
|
443 |
|
|
|
418 |
|
Cooper-Standard Automotive |
|
|
|
|
|
|
|
|
13.000%, 06/01/2024 (A) |
|
|
768 |
|
|
|
808 |
|
5.625%, 11/15/2026 (A) |
|
|
1,485 |
|
|
|
1,021 |
|
CSC Holdings LLC |
|
|
|
|
|
|
|
|
5.875%, 09/15/2022 |
|
|
152 |
|
|
|
154 |
|
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
2,398 |
|
|
|
2,452 |
|
5.375%, 11/15/2027 |
|
|
958 |
|
|
|
977 |
|
4.250%, 09/01/2030 |
|
|
705 |
|
|
|
672 |
|
Dornoch Debt Merger Sub |
|
|
|
|
|
|
|
|
6.625%, 10/15/2029 (A) |
|
|
4,159 |
|
|
|
3,858 |
|
eG Global Finance |
|
|
|
|
|
|
|
|
8.500%, 10/30/2025 (A) |
|
|
842 |
|
|
|
850 |
|
6.750%, 02/07/2025 (A) |
|
|
5,711 |
|
|
|
5,711 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
5,035 |
|
|
|
5,022 |
|
Fertitta Entertainment LLC |
|
|
|
|
|
|
|
|
6.750%, 01/15/2030 (A) |
|
|
824 |
|
|
|
784 |
|
4.625%, 01/15/2029 (A) |
|
|
1,235 |
|
|
|
1,183 |
|
Fontainebleau Las Vegas |
|
|
|
|
|
|
|
|
11.000%, 06/15/2015 (A)(B)(E) |
|
|
3,481 |
|
|
|
– |
|
Ford Motor |
|
|
|
|
|
|
|
|
9.000%, 04/22/2025 |
|
|
445 |
|
|
|
516 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
5.125%, 06/16/2025 |
|
|
1,285 |
|
|
|
1,344 |
|
5.113%, 05/03/2029 |
|
|
1,790 |
|
|
|
1,887 |
|
4.687%, 06/09/2025 |
|
|
1,245 |
|
|
|
1,283 |
|
4.542%, 08/01/2026 |
|
|
1,481 |
|
|
|
1,525 |
|
4.271%, 01/09/2027 |
|
|
485 |
|
|
|
489 |
|
4.134%, 08/04/2025 |
|
|
1,600 |
|
|
|
1,618 |
|
4.125%, 08/17/2027 |
|
|
2,815 |
|
|
|
2,835 |
|
4.063%, 11/01/2024 |
|
|
1,287 |
|
|
|
1,306 |
|
4.000%, 11/13/2030 |
|
|
2,463 |
|
|
|
2,443 |
|
3.810%, 01/09/2024 |
|
|
90 |
|
|
|
91 |
|
3.625%, 06/17/2031 |
|
|
11,258 |
|
|
|
10,826 |
|
3.375%, 11/13/2025 |
|
|
207 |
|
|
|
204 |
|
3.096%, 05/04/2023 |
|
|
448 |
|
|
|
451 |
|
2.900%, 02/16/2028 |
|
|
2,650 |
|
|
|
2,491 |
|
2.900%, 02/10/2029 |
|
|
890 |
|
|
|
831 |
|
2.700%, 08/10/2026 |
|
|
200 |
|
|
|
192 |
|
Ford Motor Credit LLC MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
650 |
|
|
|
663 |
|
Gap |
|
|
|
|
|
|
|
|
3.875%, 10/01/2031 (A) |
|
|
108 |
|
|
|
97 |
|
3.625%, 10/01/2029 (A) |
|
|
1,759 |
|
|
|
1,593 |
|
Goodyear Tire & Rubber |
|
|
|
|
|
|
|
|
5.250%, 04/30/2031 |
|
|
604 |
|
|
|
587 |
|
5.250%, 07/15/2031 (A) |
|
|
199 |
|
|
|
193 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.000%, 07/15/2029 (A) |
|
$ |
437 |
|
|
$ |
431 |
|
Hanesbrands |
|
|
|
|
|
|
|
|
4.625%, 05/15/2024 (A) |
|
|
3,861 |
|
|
|
3,914 |
|
Hertz (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2024 |
|
|
1,573 |
|
|
|
8 |
|
0.000%, 08/01/2026 |
|
|
715 |
|
|
|
39 |
|
0.000%, 01/15/2028 |
|
|
420 |
|
|
|
23 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
5.750%, 05/01/2028 (A) |
|
|
326 |
|
|
|
341 |
|
5.375%, 05/01/2025 (A) |
|
|
114 |
|
|
|
118 |
|
4.875%, 01/15/2030 |
|
|
50 |
|
|
|
51 |
|
3.750%, 05/01/2029 (A) |
|
|
171 |
|
|
|
165 |
|
Hilton Worldwide Finance LLC |
|
|
|
|
|
|
|
|
4.875%, 04/01/2027 |
|
|
403 |
|
|
|
412 |
|
Houghton Mifflin Harcourt Publishers |
|
|
|
|
|
|
|
|
9.000%, 02/15/2025 (A) |
|
|
3,890 |
|
|
|
4,080 |
|
International Game Technology |
|
|
|
|
|
|
|
|
6.500%, 02/15/2025 (A) |
|
|
635 |
|
|
|
675 |
|
6.250%, 01/15/2027 (A) |
|
|
2,805 |
|
|
|
2,973 |
|
5.250%, 01/15/2029 (A) |
|
|
200 |
|
|
|
204 |
|
4.125%, 04/15/2026 (A) |
|
|
200 |
|
|
|
197 |
|
IRB Holding |
|
|
|
|
|
|
|
|
7.000%, 06/15/2025 (A) |
|
|
205 |
|
|
|
214 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
2,095 |
|
|
|
2,103 |
|
Jaguar Land Rover Automotive |
|
|
|
|
|
|
|
|
5.500%, 07/15/2029 (A) |
|
|
3,750 |
|
|
|
3,602 |
|
KB Home |
|
|
|
|
|
|
|
|
4.000%, 06/15/2031 |
|
|
920 |
|
|
|
883 |
|
Ken Garff Automotive LLC |
|
|
|
|
|
|
|
|
4.875%, 09/15/2028 (A) |
|
|
442 |
|
|
|
423 |
|
LBM Acquisition LLC |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (A) |
|
|
3,825 |
|
|
|
3,544 |
|
LCM Investments Holdings II LLC |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
3,379 |
|
|
|
3,220 |
|
Liberty Interactive LLC |
|
|
|
|
|
|
|
|
8.250%, 02/01/2030 |
|
|
5,829 |
|
|
|
5,712 |
|
Lithia Motors |
|
|
|
|
|
|
|
|
4.375%, 01/15/2031 (A) |
|
|
2,455 |
|
|
|
2,473 |
|
3.875%, 06/01/2029 (A) |
|
|
1,513 |
|
|
|
1,493 |
|
LSF9 Atlantis Holdings LLC |
|
|
|
|
|
|
|
|
7.750%, 02/15/2026 (A) |
|
|
6,730 |
|
|
|
6,478 |
|
Macy's Retail Holdings |
|
|
|
|
|
|
|
|
5.125%, 01/15/2042 |
|
|
3,649 |
|
|
|
3,217 |
|
Macy's Retail Holdings LLC |
|
|
|
|
|
|
|
|
5.875%, 04/01/2029 (A) |
|
|
1,825 |
|
|
|
1,866 |
|
MajorDrive Holdings IV LLC |
|
|
|
|
|
|
|
|
6.375%, 06/01/2029 (A) |
|
|
6,005 |
|
|
|
5,435 |
|
Marriott Ownership Resorts |
|
|
|
|
|
|
|
|
6.125%, 09/15/2025 (A) |
|
|
191 |
|
|
|
197 |
|
4.500%, 06/15/2029 (A) |
|
|
72 |
|
|
|
68 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Mattamy Group |
|
|
|
|
|
|
|
|
4.625%, 03/01/2030 (A) |
|
$ |
2,372 |
|
|
$ |
2,230 |
|
Mattel |
|
|
|
|
|
|
|
|
5.875%, 12/15/2027 (A) |
|
|
300 |
|
|
|
318 |
|
3.750%, 04/01/2029 (A) |
|
|
92 |
|
|
|
92 |
|
3.375%, 04/01/2026 (A) |
|
|
2,890 |
|
|
|
2,870 |
|
Meritage Homes |
|
|
|
|
|
|
|
|
3.875%, 04/15/2029 (A) |
|
|
1,843 |
|
|
|
1,801 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.750%, 05/01/2025 |
|
|
650 |
|
|
|
673 |
|
6.000%, 03/15/2023 |
|
|
1,615 |
|
|
|
1,664 |
|
5.750%, 06/15/2025 |
|
|
261 |
|
|
|
273 |
|
Michaels |
|
|
|
|
|
|
|
|
7.875%, 05/01/2029 (A) |
|
|
3,935 |
|
|
|
3,443 |
|
5.250%, 05/01/2028 (A) |
|
|
2,430 |
|
|
|
2,272 |
|
Midwest Gaming Borrower LLC |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
2,219 |
|
|
|
2,164 |
|
NCL |
|
|
|
|
|
|
|
|
5.875%, 02/15/2027 (A) |
|
|
2,417 |
|
|
|
2,420 |
|
Neiman Marcus Group (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2022 (E)(F) |
|
|
2,835 |
|
|
|
1,013 |
|
Newell Brands |
|
|
|
|
|
|
|
|
5.875%, 04/01/2036 |
|
|
1,478 |
|
|
|
1,620 |
|
4.700%, 04/01/2026 |
|
|
263 |
|
|
|
272 |
|
Peninsula Pacific Entertainment LLC |
|
|
|
|
|
|
|
|
8.500%, 11/15/2027 (A) |
|
|
6,325 |
|
|
|
7,003 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
1,001 |
|
|
|
1,052 |
|
4.750%, 02/15/2028 (A) |
|
|
1,334 |
|
|
|
1,331 |
|
PM General Purchaser LLC |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
543 |
|
|
|
520 |
|
Real Hero Merger Sub 2 |
|
|
|
|
|
|
|
|
6.250%, 02/01/2029 (A) |
|
|
2,332 |
|
|
|
2,198 |
|
Ritchie Bros Holdings |
|
|
|
|
|
|
|
|
4.750%, 12/15/2031 (A) |
|
|
1,430 |
|
|
|
1,421 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
9.125%, 06/15/2023 (A) |
|
|
1,222 |
|
|
|
1,278 |
|
5.500%, 08/31/2026 (A) |
|
|
3,341 |
|
|
|
3,325 |
|
5.500%, 04/01/2028 (A) |
|
|
2,246 |
|
|
|
2,201 |
|
Royal Caribbean Cruises Ltd |
|
|
|
|
|
|
|
|
11.500%, 06/01/2025 (A) |
|
|
437 |
|
|
|
483 |
|
10.875%, 06/01/2023 (A) |
|
|
253 |
|
|
|
272 |
|
Service International |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 |
|
|
867 |
|
|
|
999 |
|
5.125%, 06/01/2029 |
|
|
82 |
|
|
|
84 |
|
4.625%, 12/15/2027 |
|
|
970 |
|
|
|
980 |
|
4.000%, 05/15/2031 |
|
|
132 |
|
|
|
125 |
|
3.375%, 08/15/2030 |
|
|
278 |
|
|
|
256 |
|
Shea Homes |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 (A) |
|
|
1,081 |
|
|
|
1,038 |
|
4.750%, 04/01/2029 (A) |
|
|
1,323 |
|
|
|
1,258 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Six Flags Entertainment |
|
|
|
|
|
|
|
|
5.500%, 04/15/2027 (A) |
|
$ |
160 |
|
|
$ |
161 |
|
4.875%, 07/31/2024 (A) |
|
|
1,135 |
|
|
|
1,134 |
|
Six Flags Theme Parks |
|
|
|
|
|
|
|
|
7.000%, 07/01/2025 (A) |
|
|
1,287 |
|
|
|
1,344 |
|
Sonic Automotive |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
1,452 |
|
|
|
1,378 |
|
Specialty Building Products Holdings LLC |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
3,062 |
|
|
|
3,085 |
|
Speedway Motorsports LLC |
|
|
|
|
|
|
|
|
4.875%, 11/01/2027 (A) |
|
|
1,360 |
|
|
|
1,333 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.125%, 07/01/2029 (A) |
|
|
2,616 |
|
|
|
2,500 |
|
6.000%, 12/01/2029 (A) |
|
|
1,650 |
|
|
|
1,559 |
|
4.625%, 07/01/2028 (A) |
|
|
1,607 |
|
|
|
1,541 |
|
Staples |
|
|
|
|
|
|
|
|
10.750%, 04/15/2027 (A) |
|
|
2,230 |
|
|
|
2,077 |
|
7.500%, 04/15/2026 (A) |
|
|
2,829 |
|
|
|
2,797 |
|
Station Casinos LLC |
|
|
|
|
|
|
|
|
4.625%, 12/01/2031 (A) |
|
|
2,839 |
|
|
|
2,676 |
|
4.500%, 02/15/2028 (A) |
|
|
775 |
|
|
|
745 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
2,435 |
|
|
|
2,453 |
|
Studio City |
|
|
|
|
|
|
|
|
7.000%, 02/15/2027 (A) |
|
|
735 |
|
|
|
729 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
4,170 |
|
|
|
3,316 |
|
Sugarhouse HSP Gaming Prop Mezz LP |
|
|
|
|
|
|
|
|
5.875%, 05/15/2025 (A) |
|
|
2,550 |
|
|
|
2,518 |
|
Superior Plus |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
368 |
|
|
|
351 |
|
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
764 |
|
|
|
720 |
|
3.875%, 10/15/2031 (A) |
|
|
209 |
|
|
|
188 |
|
Tenneco |
|
|
|
|
|
|
|
|
7.875%, 01/15/2029 (A) |
|
|
242 |
|
|
|
256 |
|
5.375%, 12/15/2024 |
|
|
300 |
|
|
|
301 |
|
5.125%, 04/15/2029 (A) |
|
|
3,375 |
|
|
|
3,384 |
|
5.000%, 07/15/2026 |
|
|
288 |
|
|
|
287 |
|
Thor Industries |
|
|
|
|
|
|
|
|
4.000%, 10/15/2029 (A) |
|
|
2,288 |
|
|
|
2,088 |
|
Vail Resorts |
|
|
|
|
|
|
|
|
6.250%, 05/15/2025 (A) |
|
|
981 |
|
|
|
1,010 |
|
Vista Outdoor |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
2,222 |
|
|
|
2,083 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (A) |
|
|
2,025 |
|
|
|
1,929 |
|
Wheel Pros |
|
|
|
|
|
|
|
|
6.500%, 05/15/2029 (A) |
|
|
3,825 |
|
|
|
3,500 |
|
White Capital Buyer LLC |
|
|
|
|
|
|
|
|
6.875%, 10/15/2028 (A) |
|
|
188 |
|
|
|
187 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
White Capital Parent LLC |
|
|
|
|
|
|
|
|
8.250%cash/0% PIK, 03/15/2026 (A) |
|
$ |
4,595 |
|
|
$ |
4,630 |
|
Wolverine Escrow LLC |
|
|
|
|
|
|
|
|
13.125%, 11/15/2027 (A) |
|
|
180 |
|
|
|
88 |
|
9.000%, 11/15/2026 (A) |
|
|
950 |
|
|
|
950 |
|
8.500%, 11/15/2024 (A) |
|
|
145 |
|
|
|
124 |
|
Wynn Las Vegas LLC |
|
|
|
|
|
|
|
|
5.500%, 03/01/2025 (A) |
|
|
1,746 |
|
|
|
1,771 |
|
5.250%, 05/15/2027 (A) |
|
|
60 |
|
|
|
59 |
|
4.250%, 05/30/2023 (A) |
|
|
245 |
|
|
|
246 |
|
Wynn Resorts Finance LLC |
|
|
|
|
|
|
|
|
7.750%, 04/15/2025 (A) |
|
|
1,875 |
|
|
|
1,957 |
|
5.125%, 10/01/2029 (A) |
|
|
656 |
|
|
|
631 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
7.750%, 04/01/2025 (A) |
|
|
110 |
|
|
|
115 |
|
6.875%, 11/15/2037 |
|
|
1,840 |
|
|
|
2,098 |
|
5.350%, 11/01/2043 |
|
|
180 |
|
|
|
181 |
|
4.625%, 01/31/2032 |
|
|
396 |
|
|
|
388 |
|
3.625%, 03/15/2031 |
|
|
1,266 |
|
|
|
1,183 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
324,035 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 6.4% |
|
|
|
|
180 Medical |
|
|
|
|
|
|
|
|
3.875%, 10/15/2029 (A) |
|
|
414 |
|
|
|
397 |
|
AHP Health Partners |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
276 |
|
|
|
261 |
|
Akumin |
|
|
|
|
|
|
|
|
7.000%, 11/01/2025 (A) |
|
|
2,895 |
|
|
|
2,526 |
|
Akumin Escrow |
|
|
|
|
|
|
|
|
7.500%, 08/01/2028 (A) |
|
|
2,699 |
|
|
|
2,308 |
|
Albertsons |
|
|
|
|
|
|
|
|
5.875%, 02/15/2028 (A) |
|
|
161 |
|
|
|
166 |
|
4.875%, 02/15/2030 (A) |
|
|
285 |
|
|
|
286 |
|
4.625%, 01/15/2027 (A) |
|
|
3,877 |
|
|
|
3,894 |
|
3.500%, 03/15/2029 (A) |
|
|
531 |
|
|
|
494 |
|
3.250%, 03/15/2026 (A) |
|
|
350 |
|
|
|
337 |
|
Allied Universal Holdco LLC |
|
|
|
|
|
|
|
|
6.625%, 07/15/2026 (A) |
|
|
330 |
|
|
|
338 |
|
4.625%, 06/01/2028 (A) |
|
|
684 |
|
|
|
644 |
|
Bausch Health |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A) |
|
|
3,430 |
|
|
|
3,537 |
|
7.250%, 05/30/2029 (A) |
|
|
295 |
|
|
|
258 |
|
7.000%, 01/15/2028 (A) |
|
|
1,830 |
|
|
|
1,674 |
|
6.250%, 02/15/2029 (A) |
|
|
1,990 |
|
|
|
1,697 |
|
6.125%, 04/15/2025 (A) |
|
|
3,195 |
|
|
|
3,211 |
|
5.500%, 11/01/2025 (A) |
|
|
1,360 |
|
|
|
1,365 |
|
5.250%, 01/30/2030 (A) |
|
|
6,887 |
|
|
|
5,553 |
|
5.250%, 02/15/2031 (A) |
|
|
2,162 |
|
|
|
1,719 |
|
5.000%, 01/30/2028 (A) |
|
|
597 |
|
|
|
500 |
|
5.000%, 02/15/2029 (A) |
|
|
455 |
|
|
|
368 |
|
4.875%, 06/01/2028 (A) |
|
|
2,303 |
|
|
|
2,212 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bausch Health Americas |
|
|
|
|
|
|
|
|
9.250%, 04/01/2026 (A) |
|
$ |
365 |
|
|
$ |
377 |
|
8.500%, 01/31/2027 (A) |
|
|
583 |
|
|
|
590 |
|
Central Garden & Pet |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
1,515 |
|
|
|
1,543 |
|
4.125%, 10/15/2030 |
|
|
332 |
|
|
|
315 |
|
Chobani LLC |
|
|
|
|
|
|
|
|
7.500%, 04/15/2025 (A) |
|
|
1,270 |
|
|
|
1,264 |
|
4.625%, 11/15/2028 (A) |
|
|
3,912 |
|
|
|
3,768 |
|
CoreLogic |
|
|
|
|
|
|
|
|
4.500%, 05/01/2028 (A) |
|
|
2,938 |
|
|
|
2,787 |
|
Coty |
|
|
|
|
|
|
|
|
6.500%, 04/15/2026 (A) |
|
|
1,785 |
|
|
|
1,822 |
|
5.000%, 04/15/2026 (A) |
|
|
356 |
|
|
|
358 |
|
4.750%, 01/15/2029 (A) |
|
|
4,355 |
|
|
|
4,235 |
|
CPI CG |
|
|
|
|
|
|
|
|
8.625%, 03/15/2026 (A) |
|
|
1,470 |
|
|
|
1,398 |
|
Edgewell Personal Care |
|
|
|
|
|
|
|
|
5.500%, 06/01/2028 (A) |
|
|
565 |
|
|
|
568 |
|
4.125%, 04/01/2029 (A) |
|
|
217 |
|
|
|
204 |
|
Embecta |
|
|
|
|
|
|
|
|
5.000%, 02/15/2030 (A) |
|
|
1,935 |
|
|
|
1,908 |
|
Energizer Holdings |
|
|
|
|
|
|
|
|
4.750%, 06/15/2028 (A) |
|
|
881 |
|
|
|
833 |
|
4.375%, 03/31/2029 (A) |
|
|
1,831 |
|
|
|
1,650 |
|
Envision Healthcare |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (A) |
|
|
3,255 |
|
|
|
1,725 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
565 |
|
|
|
583 |
|
6.000%, 06/01/2029 (A) |
|
|
429 |
|
|
|
389 |
|
Grifols Escrow Issuer |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
600 |
|
|
|
567 |
|
High Ridge Brands (Escrow Security) |
|
|
|
|
|
|
|
|
0.821%, 03/15/2025 |
|
|
800 |
|
|
|
– |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
5.500%, 01/15/2030 (A) |
|
|
2,347 |
|
|
|
2,425 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.000%, 06/04/2042 |
|
|
8,911 |
|
|
|
9,824 |
|
Kronos Acquisition Holdings |
|
|
|
|
|
|
|
|
7.000%, 12/31/2027 (A) |
|
|
3,341 |
|
|
|
2,827 |
|
Lamb Weston Holdings |
|
|
|
|
|
|
|
|
4.875%, 05/15/2028 (A) |
|
|
218 |
|
|
|
224 |
|
4.375%, 01/31/2032 (A) |
|
|
108 |
|
|
|
105 |
|
4.125%, 01/31/2030 (A) |
|
|
2,748 |
|
|
|
2,659 |
|
Legacy LifePoint Health LLC |
|
|
|
|
|
|
|
|
4.375%, 02/15/2027 (A) |
|
|
5,883 |
|
|
|
5,574 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
5.375%, 01/15/2029 (A) |
|
|
2,993 |
|
|
|
2,814 |
|
Mozart Debt Merger Sub |
|
|
|
|
|
|
|
|
5.250%, 10/01/2029 (A) |
|
|
1,593 |
|
|
|
1,521 |
|
3.875%, 04/01/2029 (A) |
|
|
7,373 |
|
|
|
6,996 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MPH Acquisition Holdings LLC |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
$ |
2,801 |
|
|
$ |
2,528 |
|
NESCO Holdings II |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
322 |
|
|
|
310 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
2,229 |
|
|
|
2,675 |
|
8.000%, 05/01/2031 |
|
|
1,620 |
|
|
|
1,928 |
|
Organon Finance 1 LLC |
|
|
|
|
|
|
|
|
5.125%, 04/30/2031 (A) |
|
|
3,525 |
|
|
|
3,519 |
|
4.125%, 04/30/2028 (A) |
|
|
2,190 |
|
|
|
2,154 |
|
PECF USS Intermediate Holding III |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 (A) |
|
|
3,650 |
|
|
|
3,559 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
80 |
|
|
|
83 |
|
5.500%, 10/15/2027 (A) |
|
|
579 |
|
|
|
589 |
|
4.250%, 08/01/2029 (A) |
|
|
500 |
|
|
|
477 |
|
Post Holdings |
|
|
|
|
|
|
|
|
5.750%, 03/01/2027 (A) |
|
|
1,015 |
|
|
|
1,026 |
|
5.625%, 01/15/2028 (A) |
|
|
1,800 |
|
|
|
1,807 |
|
5.500%, 12/15/2029 (A) |
|
|
1,114 |
|
|
|
1,123 |
|
4.625%, 04/15/2030 (A) |
|
|
684 |
|
|
|
644 |
|
4.500%, 09/15/2031 (A) |
|
|
135 |
|
|
|
125 |
|
Prime Security Services Borrower LLC |
|
|
|
|
|
|
|
|
6.250%, 01/15/2028 (A) |
|
|
1,895 |
|
|
|
1,829 |
|
5.750%, 04/15/2026 (A) |
|
|
1,933 |
|
|
|
1,986 |
|
3.375%, 08/31/2027 (A) |
|
|
1,085 |
|
|
|
1,004 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.250%, 02/01/2028 (A) |
|
|
1,514 |
|
|
|
1,510 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 11/15/2026 (A) |
|
|
3,219 |
|
|
|
3,064 |
|
7.700%, 02/15/2027 |
|
|
1,710 |
|
|
|
1,428 |
|
7.500%, 07/01/2025 (A) |
|
|
7,044 |
|
|
|
6,762 |
|
RP Escrow Issuer LLC |
|
|
|
|
|
|
|
|
5.250%, 12/15/2025 (A) |
|
|
205 |
|
|
|
200 |
|
Sabre Global |
|
|
|
|
|
|
|
|
7.375%, 09/01/2025 (A) |
|
|
570 |
|
|
|
591 |
|
Sigma Holdco BV |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
6,799 |
|
|
|
5,983 |
|
Simmons Foods |
|
|
|
|
|
|
|
|
4.625%, 03/01/2029 (A) |
|
|
4,580 |
|
|
|
4,243 |
|
Sotheby's |
|
|
|
|
|
|
|
|
5.875%, 06/01/2029 (A) |
|
|
842 |
|
|
|
834 |
|
Spectrum Brands |
|
|
|
|
|
|
|
|
5.750%, 07/15/2025 |
|
|
45 |
|
|
|
46 |
|
5.500%, 07/15/2030 (A) |
|
|
916 |
|
|
|
911 |
|
5.000%, 10/01/2029 (A) |
|
|
630 |
|
|
|
622 |
|
3.875%, 03/15/2031 (A) |
|
|
2,510 |
|
|
|
2,299 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
6.375%, 02/01/2025 (A) |
|
|
5,919 |
|
|
|
5,368 |
|
Triton Water Holdings |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
4,422 |
|
|
|
4,074 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Turning Point Brands |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
$ |
2,040 |
|
|
$ |
1,989 |
|
US Acute Care Solutions LLC |
|
|
|
|
|
|
|
|
6.375%, 03/01/2026 (A) |
|
|
1,532 |
|
|
|
1,509 |
|
US Foods |
|
|
|
|
|
|
|
|
6.250%, 04/15/2025 (A) |
|
|
1,832 |
|
|
|
1,895 |
|
4.750%, 02/15/2029 (A) |
|
|
50 |
|
|
|
49 |
|
4.625%, 06/01/2030 (A) |
|
|
405 |
|
|
|
394 |
|
US Renal Care |
|
|
|
|
|
|
|
|
10.625%, 07/15/2027 (A) |
|
|
3,590 |
|
|
|
3,572 |
|
Vector Group |
|
|
|
|
|
|
|
|
10.500%, 11/01/2026 (A) |
|
|
5,290 |
|
|
|
5,431 |
|
5.750%, 02/01/2029 (A) |
|
|
1,715 |
|
|
|
1,582 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
177,320 |
|
| |
|
|
|
|
|
|
|
|
Energy — 11.2% |
|
|
|
|
Aethon United BR |
|
|
|
|
|
|
|
|
8.250%, 02/15/2026 (A) |
|
|
1,750 |
|
|
|
1,853 |
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
718 |
|
|
|
772 |
|
5.750%, 03/01/2027 (A) |
|
|
2,356 |
|
|
|
2,400 |
|
5.750%, 01/15/2028 (A) |
|
|
342 |
|
|
|
347 |
|
5.375%, 06/15/2029 (A) |
|
|
505 |
|
|
|
508 |
|
Antero Resources |
|
|
|
|
|
|
|
|
8.375%, 07/15/2026 (A) |
|
|
1,588 |
|
|
|
1,743 |
|
7.625%, 02/01/2029 (A) |
|
|
2,653 |
|
|
|
2,872 |
|
5.375%, 03/01/2030 (A) |
|
|
158 |
|
|
|
161 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
5,245 |
|
|
|
5,246 |
|
4.875%, 11/15/2027 |
|
|
959 |
|
|
|
985 |
|
4.625%, 11/15/2025 |
|
|
72 |
|
|
|
74 |
|
4.375%, 10/15/2028 |
|
|
451 |
|
|
|
457 |
|
Archrock Partners |
|
|
|
|
|
|
|
|
6.250%, 04/01/2028 (A) |
|
|
3,533 |
|
|
|
3,533 |
|
Ascent Resources Utica Holdings LLC |
|
|
|
|
|
|
|
|
9.000%, 11/01/2027 (A) |
|
|
1,106 |
|
|
|
1,435 |
|
8.250%, 12/31/2028 (A) |
|
|
4,373 |
|
|
|
4,490 |
|
7.000%, 11/01/2026 (A) |
|
|
1,236 |
|
|
|
1,221 |
|
5.875%, 06/30/2029 (A) |
|
|
4,341 |
|
|
|
4,129 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.750%, 04/01/2027 (A) |
|
|
570 |
|
|
|
611 |
|
Blue Racer Midstream LLC |
|
|
|
|
|
|
|
|
7.625%, 12/15/2025 (A) |
|
|
3,959 |
|
|
|
4,162 |
|
Buckeye Partners |
|
|
|
|
|
|
|
|
4.500%, 03/01/2028 (A) |
|
|
590 |
|
|
|
561 |
|
4.125%, 03/01/2025 (A) |
|
|
350 |
|
|
|
349 |
|
4.125%, 12/01/2027 |
|
|
240 |
|
|
|
227 |
|
California Resources |
|
|
|
|
|
|
|
|
7.125%, 02/01/2026 (A) |
|
|
530 |
|
|
|
551 |
|
Cheniere Energy |
|
|
|
|
|
|
|
|
4.625%, 10/15/2028 |
|
|
1,682 |
|
|
|
1,718 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.500%, 10/01/2029 |
|
$ |
6,616 |
|
|
$ |
6,743 |
|
4.000%, 03/01/2031 |
|
|
1,034 |
|
|
|
1,018 |
|
3.250%, 01/31/2032 (A) |
|
|
728 |
|
|
|
684 |
|
Chesapeake Energy |
|
|
|
|
|
|
|
|
6.750%, 04/15/2029 (A) |
|
|
964 |
|
|
|
1,019 |
|
5.500%, 02/01/2026 (A) |
|
|
299 |
|
|
|
307 |
|
Chesapeake Energy (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 12/31/2049 (E) |
|
|
6,045 |
|
|
|
60 |
|
Citgo Holding |
|
|
|
|
|
|
|
|
9.250%, 08/01/2024 (A) |
|
|
9,891 |
|
|
|
9,940 |
|
CNX Midstream Partners |
|
|
|
|
|
|
|
|
4.750%, 04/15/2030 (A) |
|
|
952 |
|
|
|
920 |
|
CNX Resources |
|
|
|
|
|
|
|
|
7.250%, 03/14/2027 (A) |
|
|
1,120 |
|
|
|
1,183 |
|
6.000%, 01/15/2029 (A) |
|
|
246 |
|
|
|
251 |
|
Colgate Energy Partners III LLC |
|
|
|
|
|
|
|
|
5.875%, 07/01/2029 (A) |
|
|
3,710 |
|
|
|
3,819 |
|
Comstock Resources |
|
|
|
|
|
|
|
|
7.500%, 05/15/2025 (A) |
|
|
314 |
|
|
|
321 |
|
6.750%, 03/01/2029 (A) |
|
|
3,312 |
|
|
|
3,370 |
|
5.875%, 01/15/2030 (A) |
|
|
242 |
|
|
|
234 |
|
Continental Resources |
|
|
|
|
|
|
|
|
5.750%, 01/15/2031 (A) |
|
|
2,314 |
|
|
|
2,581 |
|
CQP Holdco |
|
|
|
|
|
|
|
|
5.500%, 06/15/2031 (A) |
|
|
3,450 |
|
|
|
3,433 |
|
Crestwood Midstream Partners |
|
|
|
|
|
|
|
|
8.000%, 04/01/2029 (A) |
|
|
564 |
|
|
|
600 |
|
5.625%, 05/01/2027 (A) |
|
|
150 |
|
|
|
149 |
|
CrownRock |
|
|
|
|
|
|
|
|
5.625%, 10/15/2025 (A) |
|
|
2,716 |
|
|
|
2,747 |
|
DCP Midstream Operating |
|
|
|
|
|
|
|
|
8.125%, 08/16/2030 |
|
|
1,990 |
|
|
|
2,527 |
|
5.625%, 07/15/2027 |
|
|
750 |
|
|
|
806 |
|
5.375%, 07/15/2025 |
|
|
268 |
|
|
|
284 |
|
5.125%, 05/15/2029 |
|
|
896 |
|
|
|
943 |
|
3.250%, 02/15/2032 |
|
|
315 |
|
|
|
294 |
|
Delek Logistics Partners |
|
|
|
|
|
|
|
|
6.750%, 05/15/2025 |
|
|
1,462 |
|
|
|
1,463 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.950%, 04/15/2032 |
|
|
1,327 |
|
|
|
1,793 |
|
DT Midstream |
|
|
|
|
|
|
|
|
4.375%, 06/15/2031 (A) |
|
|
2,445 |
|
|
|
2,388 |
|
4.125%, 06/15/2029 (A) |
|
|
4,323 |
|
|
|
4,172 |
|
Encino Acquisition Partners Holdings LLC |
|
|
|
|
|
|
|
|
8.500%, 05/01/2028 (A) |
|
|
6,068 |
|
|
|
6,144 |
|
Endeavor Energy Resources |
|
|
|
|
|
|
|
|
6.625%, 07/15/2025 (A) |
|
|
412 |
|
|
|
431 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
5.500%, 06/01/2027 |
|
|
2,863 |
|
|
|
3,014 |
|
EnLink Midstream LLC |
|
|
|
|
|
|
|
|
5.625%, 01/15/2028 (A) |
|
|
185 |
|
|
|
187 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.375%, 06/01/2029 |
|
$ |
6,030 |
|
|
$ |
6,000 |
|
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
4.850%, 07/15/2026 |
|
|
140 |
|
|
|
142 |
|
4.400%, 04/01/2024 |
|
|
670 |
|
|
|
682 |
|
4.150%, 06/01/2025 |
|
|
445 |
|
|
|
446 |
|
Enviva Partners |
|
|
|
|
|
|
|
|
6.500%, 01/15/2026 (A) |
|
|
2,667 |
|
|
|
2,750 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
6.500%, 07/01/2027 (A) |
|
|
1,116 |
|
|
|
1,167 |
|
6.500%, 07/15/2048 |
|
|
4,244 |
|
|
|
4,138 |
|
6.000%, 07/01/2025 (A) |
|
|
1,221 |
|
|
|
1,245 |
|
5.500%, 07/15/2028 |
|
|
61 |
|
|
|
60 |
|
4.750%, 01/15/2031 (A) |
|
|
357 |
|
|
|
335 |
|
4.500%, 01/15/2029 (A) |
|
|
951 |
|
|
|
888 |
|
EQT |
|
|
|
|
|
|
|
|
7.500%, 02/01/2030 |
|
|
1,667 |
|
|
|
1,988 |
|
6.625%, 02/01/2025 |
|
|
2,565 |
|
|
|
2,771 |
|
3.900%, 10/01/2027 |
|
|
280 |
|
|
|
283 |
|
Equities |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 |
|
|
162 |
|
|
|
171 |
|
3.625%, 05/15/2031 (A) |
|
|
1,367 |
|
|
|
1,329 |
|
3.125%, 05/15/2026 (A) |
|
|
198 |
|
|
|
195 |
|
Exterran Energy Solutions |
|
|
|
|
|
|
|
|
8.125%, 05/01/2025 |
|
|
3,672 |
|
|
|
3,686 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.000%, 01/15/2027 |
|
|
2,507 |
|
|
|
2,534 |
|
7.750%, 02/01/2028 |
|
|
1,978 |
|
|
|
1,953 |
|
6.500%, 10/01/2025 |
|
|
40 |
|
|
|
39 |
|
6.250%, 05/15/2026 |
|
|
70 |
|
|
|
67 |
|
Great Western Petroleum LLC |
|
|
|
|
|
|
|
|
12.000%, 09/01/2025 (A) |
|
|
1,998 |
|
|
|
2,085 |
|
Gulfport Energy |
|
|
|
|
|
|
|
|
8.000%, 05/17/2026 |
|
|
457 |
|
|
|
483 |
|
Gulfport Energy (Escrow Securities) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2024 |
|
|
470 |
|
|
|
– |
|
0.000%, 05/15/2025 (E) |
|
|
311 |
|
|
|
– |
|
0.000%, 01/15/2026 |
|
|
780 |
|
|
|
– |
|
Gulfport Energy Operating |
|
|
|
|
|
|
|
|
8.000%, 05/17/2026 (A) |
|
|
5,045 |
|
|
|
5,335 |
|
Harvest Midstream I |
|
|
|
|
|
|
|
|
7.500%, 09/01/2028 (A) |
|
|
3,350 |
|
|
|
3,381 |
|
Hess Midstream Operations |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
|
600 |
|
|
|
615 |
|
4.250%, 02/15/2030 (A) |
|
|
315 |
|
|
|
304 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
5.750%, 02/01/2029 (A) |
|
|
1,540 |
|
|
|
1,548 |
|
Howard Midstream Energy Partners LLC |
|
|
|
|
|
|
|
|
6.750%, 01/15/2027 (A) |
|
|
5,555 |
|
|
|
5,513 |
|
ITT Holdings LLC |
|
|
|
|
|
|
|
|
6.500%, 08/01/2029 (A) |
|
|
4,301 |
|
|
|
4,032 |
|
Laredo Petroleum |
|
|
|
|
|
|
|
|
10.125%, 01/15/2028 |
|
|
2,073 |
|
|
|
2,192 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
9.500%, 01/15/2025 |
|
$ |
3,534 |
|
|
$ |
3,636 |
|
7.750%, 07/31/2029 (A) |
|
|
1,349 |
|
|
|
1,311 |
|
Marathon Oil |
|
|
|
|
|
|
|
|
6.600%, 10/01/2037 |
|
|
2,560 |
|
|
|
3,218 |
|
MEG Energy |
|
|
|
|
|
|
|
|
7.125%, 02/01/2027 (A) |
|
|
585 |
|
|
|
610 |
|
6.500%, 01/15/2025 (A) |
|
|
319 |
|
|
|
324 |
|
Moss Creek Resources Holdings |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
3,328 |
|
|
|
3,137 |
|
7.500%, 01/15/2026 (A) |
|
|
3,719 |
|
|
|
3,291 |
|
Motiva Enterprises |
|
|
|
|
|
|
|
|
6.850%, 01/15/2040 (A) |
|
|
1,713 |
|
|
|
1,962 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.250%, 01/15/2026 (A) |
|
|
147 |
|
|
|
143 |
|
5.750%, 02/01/2025 |
|
|
510 |
|
|
|
489 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
6.750%, 09/15/2025 (A) |
|
|
983 |
|
|
|
945 |
|
6.500%, 09/30/2026 (A) |
|
|
3,960 |
|
|
|
3,798 |
|
NGL Energy Operating LLC |
|
|
|
|
|
|
|
|
7.500%, 02/01/2026 (A) |
|
|
5,759 |
|
|
|
5,783 |
|
NGL Energy Partners |
|
|
|
|
|
|
|
|
7.500%, 11/01/2023 |
|
|
3,934 |
|
|
|
3,777 |
|
7.500%, 04/15/2026 |
|
|
1,375 |
|
|
|
1,189 |
|
6.125%, 03/01/2025 |
|
|
5,241 |
|
|
|
4,533 |
|
Northern Oil and Gas |
|
|
|
|
|
|
|
|
8.125%, 03/01/2028 (A) |
|
|
5,187 |
|
|
|
5,451 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
1,092 |
|
|
|
1,106 |
|
6.000%, 06/01/2026 |
|
|
485 |
|
|
|
493 |
|
5.750%, 10/01/2025 |
|
|
187 |
|
|
|
195 |
|
5.625%, 04/28/2027 |
|
|
245 |
|
|
|
245 |
|
Oasis Petroleum |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
184 |
|
|
|
187 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
8.875%, 07/15/2030 |
|
|
3,431 |
|
|
|
4,436 |
|
8.500%, 07/15/2027 |
|
|
1,950 |
|
|
|
2,350 |
|
8.000%, 07/15/2025 |
|
|
1,262 |
|
|
|
1,428 |
|
6.625%, 09/01/2030 |
|
|
1,631 |
|
|
|
1,898 |
|
6.450%, 09/15/2036 |
|
|
1,655 |
|
|
|
1,949 |
|
6.375%, 09/01/2028 |
|
|
2,896 |
|
|
|
3,272 |
|
6.125%, 01/01/2031 |
|
|
5,328 |
|
|
|
6,058 |
|
5.875%, 09/01/2025 |
|
|
291 |
|
|
|
312 |
|
5.500%, 12/01/2025 |
|
|
3,921 |
|
|
|
4,214 |
|
4.625%, 06/15/2045 |
|
|
1,445 |
|
|
|
1,391 |
|
4.500%, 07/15/2044 |
|
|
155 |
|
|
|
146 |
|
PBF Holding LLC |
|
|
|
|
|
|
|
|
9.250%, 05/15/2025 (A) |
|
|
2,380 |
|
|
|
2,422 |
|
7.250%, 06/15/2025 |
|
|
1,900 |
|
|
|
1,596 |
|
6.000%, 02/15/2028 |
|
|
255 |
|
|
|
187 |
|
Peabody Energy |
|
|
|
|
|
|
|
|
6.375%, 03/31/2025 (A) |
|
|
1,094 |
|
|
|
1,104 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Precision Drilling |
|
|
|
|
|
|
|
|
7.125%, 01/15/2026 (A) |
|
$ |
325 |
|
|
$ |
329 |
|
6.875%, 01/15/2029 (A) |
|
|
57 |
|
|
|
57 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
189 |
|
|
|
207 |
|
4.875%, 05/15/2025 |
|
|
545 |
|
|
|
553 |
|
4.750%, 02/15/2030 (A) |
|
|
142 |
|
|
|
139 |
|
Rockcliff Energy II LLC |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
|
1,563 |
|
|
|
1,549 |
|
Seventy Seven Operating LLC (Escrow Security) |
|
|
|
|
|
|
|
|
6.625%, 11/15/2019 (B)(E) |
|
|
2,787 |
|
|
|
– |
|
Shelf Drilling Holdings |
|
|
|
|
|
|
|
|
8.875%, 11/15/2024 (A) |
|
|
625 |
|
|
|
640 |
|
8.250%, 02/15/2025 (A) |
|
|
3,135 |
|
|
|
2,414 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
960 |
|
|
|
974 |
|
6.500%, 07/15/2028 |
|
|
110 |
|
|
|
113 |
|
5.625%, 06/01/2025 |
|
|
1,820 |
|
|
|
1,811 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
100 |
|
|
|
109 |
|
7.750%, 10/01/2027 |
|
|
215 |
|
|
|
227 |
|
5.375%, 03/15/2030 |
|
|
490 |
|
|
|
506 |
|
4.750%, 02/01/2032 |
|
|
1,573 |
|
|
|
1,564 |
|
Strathcona Resources |
|
|
|
|
|
|
|
|
6.875%, 08/01/2026 (A) |
|
|
2,510 |
|
|
|
2,428 |
|
Summit Midstream Holdings LLC |
|
|
|
|
|
|
|
|
8.500%, 10/15/2026 (A) |
|
|
684 |
|
|
|
677 |
|
5.750%, 04/15/2025 |
|
|
2,488 |
|
|
|
2,114 |
|
Sunoco |
|
|
|
|
|
|
|
|
5.875%, 03/15/2028 |
|
|
2,791 |
|
|
|
2,840 |
|
4.500%, 05/15/2029 |
|
|
427 |
|
|
|
409 |
|
4.500%, 04/30/2030 (A) |
|
|
536 |
|
|
|
512 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.500%, 10/01/2025 (A) |
|
|
875 |
|
|
|
919 |
|
6.000%, 03/01/2027 (A) |
|
|
430 |
|
|
|
430 |
|
6.000%, 12/31/2030 (A) |
|
|
7,918 |
|
|
|
7,626 |
|
6.000%, 09/01/2031 (A) |
|
|
1,386 |
|
|
|
1,306 |
|
5.500%, 01/15/2028 (A) |
|
|
165 |
|
|
|
159 |
|
Targa Resources Partners |
|
|
|
|
|
|
|
|
6.875%, 01/15/2029 |
|
|
516 |
|
|
|
562 |
|
6.500%, 07/15/2027 |
|
|
559 |
|
|
|
593 |
|
5.875%, 04/15/2026 |
|
|
760 |
|
|
|
785 |
|
5.500%, 03/01/2030 |
|
|
540 |
|
|
|
572 |
|
5.375%, 02/01/2027 |
|
|
65 |
|
|
|
67 |
|
5.000%, 01/15/2028 |
|
|
3,156 |
|
|
|
3,254 |
|
4.875%, 02/01/2031 |
|
|
2,528 |
|
|
|
2,599 |
|
4.000%, 01/15/2032 |
|
|
303 |
|
|
|
298 |
|
TerraForm Power Operating LLC |
|
|
|
|
|
|
|
|
5.000%, 01/31/2028 (A) |
|
|
2,510 |
|
|
|
2,516 |
|
4.750%, 01/15/2030 (A) |
|
|
225 |
|
|
|
221 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Transocean |
|
|
|
|
|
|
|
|
11.500%, 01/30/2027 (A) |
|
$ |
2,201 |
|
|
$ |
2,201 |
|
8.000%, 02/01/2027 (A) |
|
|
2,645 |
|
|
|
1,954 |
|
7.500%, 04/15/2031 |
|
|
1,580 |
|
|
|
980 |
|
Transocean Guardian |
|
|
|
|
|
|
|
|
5.875%, 01/15/2024 (A) |
|
|
1,908 |
|
|
|
1,826 |
|
Transocean Pontus |
|
|
|
|
|
|
|
|
6.125%, 08/01/2025 (A) |
|
|
2,349 |
|
|
|
2,314 |
|
Transocean Proteus |
|
|
|
|
|
|
|
|
6.250%, 12/01/2024 (A) |
|
|
1,465 |
|
|
|
1,454 |
|
USA Compression Partners |
|
|
|
|
|
|
|
|
6.875%, 09/01/2027 |
|
|
3,650 |
|
|
|
3,653 |
|
Venture Global Calcasieu Pass LLC |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
435 |
|
|
|
431 |
|
3.875%, 08/15/2029 (A) |
|
|
435 |
|
|
|
426 |
|
3.875%, 11/01/2033 (A) |
|
|
960 |
|
|
|
924 |
|
Weatherford International |
|
|
|
|
|
|
|
|
6.500%, 09/15/2028 (A) |
|
|
3,365 |
|
|
|
3,484 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.750%, 02/01/2050 |
|
|
4,089 |
|
|
|
4,161 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
307,060 |
|
| |
|
|
|
|
|
|
|
|
Financials — 7.4% |
|
|
|
|
Acrisure LLC |
|
|
|
|
|
|
|
|
7.000%, 11/15/2025 (A) |
|
|
1,947 |
|
|
|
1,939 |
|
4.250%, 02/15/2029 (A) |
|
|
2,601 |
|
|
|
2,445 |
|
Advisor Group Holdings |
|
|
|
|
|
|
|
|
10.750%, 08/01/2027 (A) |
|
|
1,745 |
|
|
|
1,898 |
|
Air Methods |
|
|
|
|
|
|
|
|
8.000%, 05/15/2025 (A) |
|
|
8,993 |
|
|
|
7,464 |
|
Alliant Holdings Intermediate LLC |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
2,686 |
|
|
|
2,626 |
|
5.875%, 11/01/2029 (A) |
|
|
2,135 |
|
|
|
2,016 |
|
Apollo Commercial Real Estate Finance |
|
|
|
|
|
|
|
|
4.625%, 06/15/2029 (A) |
|
|
1,369 |
|
|
|
1,235 |
|
AssuredPartners |
|
|
|
|
|
|
|
|
5.625%, 01/15/2029 (A) |
|
|
1,859 |
|
|
|
1,710 |
|
Asteroid Private Merger Sub |
|
|
|
|
|
|
|
|
8.500%, 11/15/2029 (A) |
|
|
1,550 |
|
|
|
1,498 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.875%, ICE LIBOR USD 3 Month + 2.931%(C)(D) |
|
|
1,301 |
|
|
|
1,335 |
|
Barclays |
|
|
|
|
|
|
|
|
7.750%, USD Swap Semi 30/360 5 Yr Curr + 4.842%(C)(D) |
|
|
2,760 |
|
|
|
2,885 |
|
6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.867%(C)(D) |
|
|
1,250 |
|
|
|
1,295 |
|
BroadStreet Partners |
|
|
|
|
|
|
|
|
5.875%, 04/15/2029 (A) |
|
|
3,795 |
|
|
|
3,529 |
|
Brookfield Property |
|
|
|
|
|
|
|
|
5.750%, 05/15/2026 (A) |
|
|
3,985 |
|
|
|
3,942 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 04/01/2027 (A) |
|
$ |
6,676 |
|
|
$ |
6,225 |
|
Citigroup |
|
|
|
|
|
|
|
|
5.000%, U.S. SOFR + 3.813%(C)(D) |
|
|
5,285 |
|
|
|
5,346 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
3.625%, 10/01/2031 (A) |
|
|
3,896 |
|
|
|
3,431 |
|
3.375%, 10/01/2028 (A) |
|
|
5,157 |
|
|
|
4,699 |
|
Finance of America Funding LLC |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
|
7,446 |
|
|
|
6,925 |
|
FirstCash |
|
|
|
|
|
|
|
|
5.625%, 01/01/2030 (A) |
|
|
3,755 |
|
|
|
3,729 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
8.250%, 04/15/2025 (A) |
|
|
5,175 |
|
|
|
5,162 |
|
8.125%, 11/15/2024 (A) |
|
|
3,492 |
|
|
|
3,483 |
|
7.625%, 05/01/2026 (A) |
|
|
360 |
|
|
|
346 |
|
6.625%, 01/15/2027 (A) |
|
|
2,455 |
|
|
|
2,265 |
|
HAT Holdings I LLC |
|
|
|
|
|
|
|
|
6.000%, 04/15/2025 (A) |
|
|
1,969 |
|
|
|
2,031 |
|
3.750%, 09/15/2030 (A) |
|
|
3,392 |
|
|
|
3,121 |
|
Home Point Capital |
|
|
|
|
|
|
|
|
5.000%, 02/01/2026 (A) |
|
|
1,785 |
|
|
|
1,473 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
4.600%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(C)(D) |
|
|
1,377 |
|
|
|
1,281 |
|
HUB International |
|
|
|
|
|
|
|
|
5.625%, 12/01/2029 (A) |
|
|
4,465 |
|
|
|
4,242 |
|
Hunt |
|
|
|
|
|
|
|
|
5.250%, 04/15/2029 (A) |
|
|
1,957 |
|
|
|
1,873 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.710%, 01/15/2026 (A) |
|
|
1,415 |
|
|
|
1,491 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
4.500%, 11/15/2029 (A) |
|
|
1,747 |
|
|
|
1,703 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.000%, U.S. SOFR + 3.380%(C)(D) |
|
|
1,299 |
|
|
|
1,307 |
|
4.000%, U.S. SOFR + 2.745%(C)(D) |
|
|
2,633 |
|
|
|
2,489 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
5.250%, 10/01/2025 (A) |
|
|
1,046 |
|
|
|
1,049 |
|
4.750%, 06/15/2029 (A) |
|
|
2,462 |
|
|
|
2,385 |
|
4.250%, 02/01/2027 (A) |
|
|
2,584 |
|
|
|
2,516 |
|
LD Holdings Group LLC |
|
|
|
|
|
|
|
|
6.500%, 11/01/2025 (A) |
|
|
1,755 |
|
|
|
1,667 |
|
6.125%, 04/01/2028 (A) |
|
|
2,712 |
|
|
|
2,418 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.760%(C)(D) |
|
|
3,250 |
|
|
|
3,433 |
|
LPL Holdings |
|
|
|
|
|
|
|
|
4.625%, 11/15/2027 (A) |
|
|
3,637 |
|
|
|
3,619 |
|
4.375%, 05/15/2031 (A) |
|
|
149 |
|
|
|
145 |
|
MGIC Investment |
|
|
|
|
|
|
|
|
5.250%, 08/15/2028 |
|
|
1,300 |
|
|
|
1,316 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MGM Growth Properties Operating Partnership |
|
|
|
|
|
|
|
|
5.750%, 02/01/2027 |
|
$ |
357 |
|
|
$ |
386 |
|
5.625%, 05/01/2024 |
|
|
315 |
|
|
|
327 |
|
4.625%, 06/15/2025 (A) |
|
|
411 |
|
|
|
423 |
|
4.500%, 09/01/2026 |
|
|
225 |
|
|
|
229 |
|
4.500%, 01/15/2028 |
|
|
175 |
|
|
|
181 |
|
3.875%, 02/15/2029 (A) |
|
|
396 |
|
|
|
398 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
4,437 |
|
|
|
4,331 |
|
5.625%, 01/15/2030 (A) |
|
|
1,503 |
|
|
|
1,371 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.300%, ICE LIBOR USD 3 Month + 3.160%(C)(D) |
|
|
872 |
|
|
|
868 |
|
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2027 (A) |
|
|
2,312 |
|
|
|
2,347 |
|
5.750%, 11/15/2031 (A) |
|
|
465 |
|
|
|
450 |
|
5.500%, 08/15/2028 (A) |
|
|
4,120 |
|
|
|
4,110 |
|
5.125%, 12/15/2030 (A) |
|
|
1,582 |
|
|
|
1,483 |
|
Navient |
|
|
|
|
|
|
|
|
5.500%, 03/15/2029 |
|
|
2,370 |
|
|
|
2,240 |
|
5.000%, 03/15/2027 |
|
|
1,785 |
|
|
|
1,723 |
|
4.875%, 03/15/2028 |
|
|
552 |
|
|
|
516 |
|
New Residential Investment |
|
|
|
|
|
|
|
|
6.250%, 10/15/2025 (A) |
|
|
7,312 |
|
|
|
7,171 |
|
NFP |
|
|
|
|
|
|
|
|
6.875%, 08/15/2028 (A) |
|
|
2,423 |
|
|
|
2,253 |
|
4.875%, 08/15/2028 (A) |
|
|
1,170 |
|
|
|
1,129 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
7.125%, 03/15/2026 |
|
|
3,300 |
|
|
|
3,577 |
|
6.625%, 01/15/2028 |
|
|
500 |
|
|
|
534 |
|
5.375%, 11/15/2029 |
|
|
1,998 |
|
|
|
2,010 |
|
4.000%, 09/15/2030 |
|
|
4,793 |
|
|
|
4,371 |
|
3.500%, 01/15/2027 |
|
|
370 |
|
|
|
350 |
|
PennyMac Financial Services |
|
|
|
|
|
|
|
|
5.750%, 09/15/2031 (A) |
|
|
830 |
|
|
|
782 |
|
5.375%, 10/15/2025 (A) |
|
|
1,265 |
|
|
|
1,259 |
|
4.250%, 02/15/2029 (A) |
|
|
295 |
|
|
|
264 |
|
Rocket Mortgage LLC |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 (A) |
|
|
105 |
|
|
|
98 |
|
3.875%, 03/01/2031 (A) |
|
|
1,025 |
|
|
|
960 |
|
3.625%, 03/01/2029 (A) |
|
|
3,201 |
|
|
|
2,997 |
|
2.875%, 10/15/2026 (A) |
|
|
315 |
|
|
|
296 |
|
Ryan Specialty Group LLC |
|
|
|
|
|
|
|
|
4.375%, 02/01/2030 (A) |
|
|
4,344 |
|
|
|
4,179 |
|
Sitka Holdings LLC |
|
|
|
|
|
|
|
|
5.250%, ICE LIBOR USD 3 Month + 4.500%, 07/06/2026 (A)(C) |
|
|
4,994 |
|
|
|
5,006 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
5.500%, 11/01/2023 (A) |
|
|
2,170 |
|
|
|
2,211 |
|
4.375%, 01/15/2027 (A) |
|
|
315 |
|
|
|
306 |
|
3.750%, 12/31/2024 (A) |
|
|
670 |
|
|
|
656 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.625%, 07/15/2026 (A) |
|
$ |
190 |
|
|
$ |
180 |
|
Trilogy |
|
|
|
|
|
|
|
|
10.000%, 05/15/2023 (E)(F) |
|
|
60 |
|
|
|
60 |
|
United Wholesale Mortgage LLC |
|
|
|
|
|
|
|
|
5.750%, 06/15/2027 (A) |
|
|
2,410 |
|
|
|
2,303 |
|
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
6.375%, 02/01/2030 (A) |
|
|
11,256 |
|
|
|
10,710 |
|
Voya Financial |
|
|
|
|
|
|
|
|
4.700%, ICE LIBOR USD 3 Month + 2.084%, 01/23/2048 (C) |
|
|
1,183 |
|
|
|
1,143 |
|
WeWork |
|
|
|
|
|
|
|
|
7.875%, 05/01/2025 (A) |
|
|
5,225 |
|
|
|
4,729 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
197,904 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 4.3% |
|
|
|
|
Acadia Healthcare |
|
|
|
|
|
|
|
|
5.500%, 07/01/2028 (A) |
|
|
1,201 |
|
|
|
1,204 |
|
5.000%, 04/15/2029 (A) |
|
|
1,897 |
|
|
|
1,873 |
|
Avantor Funding |
|
|
|
|
|
|
|
|
4.625%, 07/15/2028 (A) |
|
|
958 |
|
|
|
972 |
|
3.875%, 11/01/2029 (A) |
|
|
3,700 |
|
|
|
3,561 |
|
Catalent Pharma Solutions |
|
|
|
|
|
|
|
|
3.125%, 02/15/2029 (A) |
|
|
2,546 |
|
|
|
2,358 |
|
Centene |
|
|
|
|
|
|
|
|
4.625%, 12/15/2029 |
|
|
2,453 |
|
|
|
2,527 |
|
4.250%, 12/15/2027 |
|
|
3,643 |
|
|
|
3,729 |
|
3.375%, 02/15/2030 |
|
|
300 |
|
|
|
288 |
|
2.500%, 03/01/2031 |
|
|
4,526 |
|
|
|
4,167 |
|
CHS |
|
|
|
|
|
|
|
|
8.000%, 03/15/2026 (A) |
|
|
170 |
|
|
|
176 |
|
6.875%, 04/01/2028 (A) |
|
|
3,888 |
|
|
|
3,592 |
|
6.875%, 04/15/2029 (A) |
|
|
2,498 |
|
|
|
2,422 |
|
6.125%, 04/01/2030 (A) |
|
|
1,261 |
|
|
|
1,173 |
|
6.000%, 01/15/2029 (A) |
|
|
490 |
|
|
|
491 |
|
5.625%, 03/15/2027 (A) |
|
|
685 |
|
|
|
691 |
|
5.250%, 05/15/2030 (A) |
|
|
2,552 |
|
|
|
2,472 |
|
4.750%, 02/15/2031 (A) |
|
|
1,971 |
|
|
|
1,855 |
|
DaVita |
|
|
|
|
|
|
|
|
4.625%, 06/01/2030 (A) |
|
|
595 |
|
|
|
570 |
|
3.750%, 02/15/2031 (A) |
|
|
4,759 |
|
|
|
4,349 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
522 |
|
|
|
467 |
|
Encompass Health |
|
|
|
|
|
|
|
|
4.750%, 02/01/2030 |
|
|
2,499 |
|
|
|
2,386 |
|
4.625%, 04/01/2031 |
|
|
80 |
|
|
|
75 |
|
4.500%, 02/01/2028 |
|
|
1,240 |
|
|
|
1,207 |
|
Endo DAC |
|
|
|
|
|
|
|
|
9.500%, 07/31/2027 (A) |
|
|
2,088 |
|
|
|
2,036 |
|
6.000%, 06/30/2028 (A) |
|
|
2,068 |
|
|
|
1,368 |
|
Endo Luxembourg Finance I Sarl |
|
|
|
|
|
|
|
|
6.125%, 04/01/2029 (A) |
|
|
1,905 |
|
|
|
1,791 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (A) |
|
$ |
2,327 |
|
|
$ |
2,283 |
|
HCA |
|
|
|
|
|
|
|
|
5.875%, 02/15/2026 |
|
|
6,705 |
|
|
|
7,246 |
|
5.875%, 02/01/2029 |
|
|
1,385 |
|
|
|
1,548 |
|
5.625%, 09/01/2028 |
|
|
445 |
|
|
|
493 |
|
5.375%, 09/01/2026 |
|
|
460 |
|
|
|
495 |
|
3.500%, 09/01/2030 |
|
|
7,750 |
|
|
|
7,672 |
|
HealthEquity |
|
|
|
|
|
|
|
|
4.500%, 10/01/2029 (A) |
|
|
108 |
|
|
|
103 |
|
Hologic |
|
|
|
|
|
|
|
|
3.250%, 02/15/2029 (A) |
|
|
1,062 |
|
|
|
1,006 |
|
IQVIA |
|
|
|
|
|
|
|
|
5.000%, 10/15/2026 (A) |
|
|
1,440 |
|
|
|
1,470 |
|
Jazz Securities DAC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2029 (A) |
|
|
334 |
|
|
|
331 |
|
Lannett |
|
|
|
|
|
|
|
|
7.750%, 04/15/2026 (A) |
|
|
4,515 |
|
|
|
2,349 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
5.625%, 10/15/2023 (A)(B) |
|
|
850 |
|
|
|
425 |
|
5.500%, 04/15/2025 (A)(B) |
|
|
595 |
|
|
|
296 |
|
MEDNAX |
|
|
|
|
|
|
|
|
5.375%, 02/15/2030 (A) |
|
|
3,632 |
|
|
|
3,614 |
|
ModivCare Escrow Issuer |
|
|
|
|
|
|
|
|
5.000%, 10/01/2029 (A) |
|
|
1,590 |
|
|
|
1,497 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
|
2,997 |
|
|
|
2,993 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
1,140 |
|
|
|
1,100 |
|
Owens & Minor |
|
|
|
|
|
|
|
|
4.500%, 03/31/2029 (A) |
|
|
483 |
|
|
|
455 |
|
Par Pharmaceutical |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 (A) |
|
|
5,365 |
|
|
|
5,374 |
|
Prestige Brands |
|
|
|
|
|
|
|
|
5.125%, 01/15/2028 (A) |
|
|
420 |
|
|
|
421 |
|
Syneos Health |
|
|
|
|
|
|
|
|
3.625%, 01/15/2029 (A) |
|
|
3,053 |
|
|
|
2,883 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.875%, 11/15/2031 |
|
|
1,110 |
|
|
|
1,185 |
|
6.250%, 02/01/2027 (A) |
|
|
2,873 |
|
|
|
2,955 |
|
6.125%, 10/01/2028 (A) |
|
|
4,294 |
|
|
|
4,350 |
|
5.125%, 11/01/2027 (A) |
|
|
920 |
|
|
|
938 |
|
4.875%, 01/01/2026 (A) |
|
|
2,983 |
|
|
|
3,003 |
|
4.625%, 07/15/2024 |
|
|
298 |
|
|
|
299 |
|
4.625%, 09/01/2024 (A) |
|
|
45 |
|
|
|
46 |
|
4.625%, 06/15/2028 (A) |
|
|
3,808 |
|
|
|
3,732 |
|
4.375%, 01/15/2030 (A) |
|
|
3,024 |
|
|
|
2,919 |
|
4.250%, 06/01/2029 (A) |
|
|
2,668 |
|
|
|
2,575 |
|
Varex Imaging |
|
|
|
|
|
|
|
|
7.875%, 10/15/2027 (A) |
|
|
2,134 |
|
|
|
2,294 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
116,150 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Industrials — 7.9% |
|
|
|
|
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
$ |
860 |
|
|
$ |
802 |
|
ADT Security |
|
|
|
|
|
|
|
|
4.875%, 07/15/2032 (A) |
|
|
2,573 |
|
|
|
2,399 |
|
4.125%, 08/01/2029 (A) |
|
|
520 |
|
|
|
490 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
5.875%, 06/01/2029 (A) |
|
|
855 |
|
|
|
897 |
|
4.750%, 10/01/2027 (A) |
|
|
2,356 |
|
|
|
2,342 |
|
3.750%, 01/30/2031 (A) |
|
|
332 |
|
|
|
308 |
|
American Airlines |
|
|
|
|
|
|
|
|
11.750%, 07/15/2025 (A) |
|
|
602 |
|
|
|
730 |
|
5.750%, 04/20/2029 (A) |
|
|
5,822 |
|
|
|
5,952 |
|
5.500%, 04/20/2026 (A) |
|
|
4,095 |
|
|
|
4,191 |
|
American Airlines Group |
|
|
|
|
|
|
|
|
3.750%, 03/01/2025 (A) |
|
|
2,248 |
|
|
|
2,094 |
|
APi Escrow |
|
|
|
|
|
|
|
|
4.750%, 10/15/2029 (A) |
|
|
234 |
|
|
|
221 |
|
APi Group DE |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
280 |
|
|
|
258 |
|
ARD Finance |
|
|
|
|
|
|
|
|
6.500%cash/0% PIK, 06/30/2027 (A) |
|
|
1,998 |
|
|
|
1,913 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 04/30/2025 (A) |
|
|
2,581 |
|
|
|
2,615 |
|
5.250%, 08/15/2027 (A) |
|
|
2,630 |
|
|
|
2,500 |
|
4.125%, 08/15/2026 (A) |
|
|
1,285 |
|
|
|
1,243 |
|
Artera Services LLC |
|
|
|
|
|
|
|
|
9.033%, 12/04/2025 (A) |
|
|
5,629 |
|
|
|
5,645 |
|
ATS Automation Tooling Systems |
|
|
|
|
|
|
|
|
4.125%, 12/15/2028 (A) |
|
|
493 |
|
|
|
475 |
|
Avis Budget Car Rental LLC |
|
|
|
|
|
|
|
|
5.750%, 07/15/2027 (A) |
|
|
840 |
|
|
|
847 |
|
5.375%, 03/01/2029 (A) |
|
|
301 |
|
|
|
296 |
|
4.750%, 04/01/2028 (A) |
|
|
50 |
|
|
|
48 |
|
Boeing |
|
|
|
|
|
|
|
|
5.150%, 05/01/2030 |
|
|
3,538 |
|
|
|
3,908 |
|
Bombardier |
|
|
|
|
|
|
|
|
7.875%, 04/15/2027 (A) |
|
|
1,950 |
|
|
|
1,977 |
|
7.500%, 12/01/2024 (A) |
|
|
2,959 |
|
|
|
3,063 |
|
7.500%, 03/15/2025 (A) |
|
|
1,155 |
|
|
|
1,166 |
|
7.125%, 06/15/2026 (A) |
|
|
772 |
|
|
|
771 |
|
Brand Industrial Services |
|
|
|
|
|
|
|
|
8.500%, 07/15/2025 (A) |
|
|
1,276 |
|
|
|
1,171 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
5.000%, 03/01/2030 (A) |
|
|
1,297 |
|
|
|
1,328 |
|
4.250%, 02/01/2032 (A) |
|
|
2,886 |
|
|
|
2,770 |
|
BWAY Holding Co |
|
|
|
|
|
|
|
|
7.250%, 04/15/2025 (A) |
|
|
5,282 |
|
|
|
5,190 |
|
5.500%, 04/15/2024 (A) |
|
|
135 |
|
|
|
134 |
|
BWX Technologies |
|
|
|
|
|
|
|
|
4.125%, 06/30/2028 (A) |
|
|
607 |
|
|
|
589 |
|
4.125%, 04/15/2029 (A) |
|
|
4,464 |
|
|
|
4,330 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cargo Aircraft Management |
|
|
|
|
|
|
|
|
4.750%, 02/01/2028 (A) |
|
$ |
3,777 |
|
|
$ |
3,703 |
|
CEMEX Materials LLC |
|
|
|
|
|
|
|
|
7.700%, 07/21/2025 (A) |
|
|
2,820 |
|
|
|
3,012 |
|
Clark Equipment |
|
|
|
|
|
|
|
|
5.875%, 06/01/2025 (A) |
|
|
1,127 |
|
|
|
1,152 |
|
Clean Harbors |
|
|
|
|
|
|
|
|
4.875%, 07/15/2027 (A) |
|
|
2,794 |
|
|
|
2,801 |
|
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2026 |
|
|
482 |
|
|
|
489 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
5,235 |
|
|
|
4,718 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.375%, 01/15/2026 |
|
|
446 |
|
|
|
501 |
|
7.000%, 05/01/2025 (A) |
|
|
1,616 |
|
|
|
1,795 |
|
Delta Air Lines/Skymiles LP |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (A) |
|
|
585 |
|
|
|
610 |
|
Deluxe |
|
|
|
|
|
|
|
|
8.000%, 06/01/2029 (A) |
|
|
3,515 |
|
|
|
3,603 |
|
Dun & Bradstreet |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
146 |
|
|
|
140 |
|
Dycom Industries |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
603 |
|
|
|
580 |
|
EnerSys |
|
|
|
|
|
|
|
|
4.375%, 12/15/2027 (A) |
|
|
892 |
|
|
|
883 |
|
EnPro Industries |
|
|
|
|
|
|
|
|
5.750%, 10/15/2026 |
|
|
569 |
|
|
|
590 |
|
First Student Bidco |
|
|
|
|
|
|
|
|
4.000%, 07/31/2029 (A) |
|
|
35 |
|
|
|
33 |
|
Fortress Transportation & Infrastructure Investors LLC |
|
|
|
|
|
|
|
|
9.750%, 08/01/2027 (A) |
|
|
2,055 |
|
|
|
2,255 |
|
6.500%, 10/01/2025 (A) |
|
|
2,025 |
|
|
|
2,050 |
|
Fortress Transportation and Infrastructure Investors LLC |
|
|
|
|
|
|
|
|
5.500%, 05/01/2028 (A) |
|
|
1,780 |
|
|
|
1,700 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
4.750%, 06/15/2029 (A) |
|
|
318 |
|
|
|
300 |
|
4.375%, 08/15/2029 (A) |
|
|
1,712 |
|
|
|
1,589 |
|
4.000%, 08/01/2028 (A) |
|
|
614 |
|
|
|
570 |
|
3.750%, 08/01/2025 (A) |
|
|
824 |
|
|
|
816 |
|
3.500%, 09/01/2028 (A) |
|
|
4,233 |
|
|
|
4,041 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
5.625%, 06/01/2029 (A) |
|
|
580 |
|
|
|
573 |
|
GrafTech Finance |
|
|
|
|
|
|
|
|
4.625%, 12/15/2028 (A) |
|
|
3,535 |
|
|
|
3,435 |
|
Graham Packaging |
|
|
|
|
|
|
|
|
7.125%, 08/15/2028 (A) |
|
|
312 |
|
|
|
300 |
|
Granite US Holdings |
|
|
|
|
|
|
|
|
11.000%, 10/01/2027 (A) |
|
|
3,575 |
|
|
|
3,807 |
|
Griffon |
|
|
|
|
|
|
|
|
5.750%, 03/01/2028 |
|
|
690 |
|
|
|
687 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
$ |
3,380 |
|
|
$ |
3,163 |
|
Harsco |
|
|
|
|
|
|
|
|
5.750%, 07/31/2027 (A) |
|
|
766 |
|
|
|
755 |
|
Hawaiian Brand Intellectual Property |
|
|
|
|
|
|
|
|
5.750%, 01/20/2026 (A) |
|
|
2,011 |
|
|
|
2,036 |
|
Herc Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/15/2027 (A) |
|
|
335 |
|
|
|
343 |
|
Hertz |
|
|
|
|
|
|
|
|
5.000%, 12/01/2029 (A) |
|
|
318 |
|
|
|
297 |
|
4.625%, 12/01/2026 (A) |
|
|
758 |
|
|
|
722 |
|
Howmet Aerospace |
|
|
|
|
|
|
|
|
5.900%, 02/01/2027 |
|
|
1,185 |
|
|
|
1,287 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
4.750%, 09/15/2024 |
|
|
1,410 |
|
|
|
1,406 |
|
4.375%, 02/01/2029 |
|
|
435 |
|
|
|
403 |
|
IEA Energy Services LLC |
|
|
|
|
|
|
|
|
6.625%, 08/15/2029 (A) |
|
|
2,115 |
|
|
|
1,956 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
1,669 |
|
|
|
1,619 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
6.250%, 05/15/2025 (A) |
|
|
235 |
|
|
|
242 |
|
4.875%, 12/15/2027 (A) |
|
|
297 |
|
|
|
289 |
|
4.625%, 12/15/2025 (A) |
|
|
560 |
|
|
|
550 |
|
Korn Ferry |
|
|
|
|
|
|
|
|
4.625%, 12/15/2027 (A) |
|
|
3,475 |
|
|
|
3,423 |
|
LABL |
|
|
|
|
|
|
|
|
10.500%, 07/15/2027 (A) |
|
|
480 |
|
|
|
492 |
|
6.750%, 07/15/2026 (A) |
|
|
640 |
|
|
|
642 |
|
Madison IAQ LLC |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
510 |
|
|
|
463 |
|
4.125%, 06/30/2028 (A) |
|
|
290 |
|
|
|
274 |
|
Masonite International |
|
|
|
|
|
|
|
|
5.375%, 02/01/2028 (A) |
|
|
508 |
|
|
|
518 |
|
MasTec |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
825 |
|
|
|
836 |
|
Mileage Plus Holdings LLC |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (A) |
|
|
3,612 |
|
|
|
3,810 |
|
MIWD Holdco II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2030 (A) |
|
|
1,180 |
|
|
|
1,125 |
|
Moog |
|
|
|
|
|
|
|
|
4.250%, 12/15/2027 (A) |
|
|
2,212 |
|
|
|
2,169 |
|
Nielsen Finance LLC |
|
|
|
|
|
|
|
|
5.875%, 10/01/2030 (A) |
|
|
661 |
|
|
|
640 |
|
5.625%, 10/01/2028 (A) |
|
|
1,046 |
|
|
|
1,011 |
|
4.500%, 07/15/2029 (A) |
|
|
160 |
|
|
|
144 |
|
Pactiv Evergreen Group Issuer |
|
|
|
|
|
|
|
|
4.000%, 10/15/2027 (A) |
|
|
6,292 |
|
|
|
5,835 |
|
Pactiv Evergreen Group Issuer LLC |
|
|
|
|
|
|
|
|
4.375%, 10/15/2028 (A) |
|
|
2,105 |
|
|
|
1,944 |
|
PGT Innovations |
|
|
|
|
|
|
|
|
4.375%, 10/01/2029 (A) |
|
|
233 |
|
|
|
219 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Roller Bearing of America |
|
|
|
|
|
|
|
|
4.375%, 10/15/2029 (A) |
|
$ |
93 |
|
|
$ |
90 |
|
Science Applications International |
|
|
|
|
|
|
|
|
4.875%, 04/01/2028 (A) |
|
|
4,064 |
|
|
|
3,966 |
|
Sensata Technologies |
|
|
|
|
|
|
|
|
5.625%, 11/01/2024 (A) |
|
|
80 |
|
|
|
84 |
|
4.375%, 02/15/2030 (A) |
|
|
1,766 |
|
|
|
1,717 |
|
3.750%, 02/15/2031 (A) |
|
|
2,203 |
|
|
|
2,049 |
|
Sensata Technologies BV |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
1,025 |
|
|
|
984 |
|
Signature Aviation US Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2028 (A) |
|
|
1,806 |
|
|
|
1,779 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
13.000%, 12/31/2027 |
|
|
2,040 |
|
|
|
2,040 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
7.500%, 04/15/2025 (A) |
|
|
440 |
|
|
|
457 |
|
5.500%, 01/15/2025 (A) |
|
|
240 |
|
|
|
247 |
|
4.600%, 06/15/2028 |
|
|
3,775 |
|
|
|
3,605 |
|
Standard Industries |
|
|
|
|
|
|
|
|
4.750%, 01/15/2028 (A) |
|
|
1,345 |
|
|
|
1,320 |
|
3.375%, 01/15/2031 (A) |
|
|
208 |
|
|
|
184 |
|
Stericycle |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
418 |
|
|
|
389 |
|
Stevens Holding |
|
|
|
|
|
|
|
|
6.125%, 10/01/2026 (A) |
|
|
370 |
|
|
|
382 |
|
Summit Materials LLC |
|
|
|
|
|
|
|
|
5.250%, 01/15/2029 (A) |
|
|
1,087 |
|
|
|
1,091 |
|
Terex |
|
|
|
|
|
|
|
|
5.000%, 05/15/2029 (A) |
|
|
300 |
|
|
|
297 |
|
Tervita |
|
|
|
|
|
|
|
|
11.000%, 12/01/2025 (A) |
|
|
1,437 |
|
|
|
1,638 |
|
TK Elevator US Newco |
|
|
|
|
|
|
|
|
5.250%, 07/15/2027 (A) |
|
|
200 |
|
|
|
198 |
|
TransDigm |
|
|
|
|
|
|
|
|
8.000%, 12/15/2025 (A) |
|
|
827 |
|
|
|
864 |
|
6.250%, 03/15/2026 (A) |
|
|
5,519 |
|
|
|
5,678 |
|
5.500%, 11/15/2027 |
|
|
3,161 |
|
|
|
3,149 |
|
4.625%, 01/15/2029 |
|
|
860 |
|
|
|
812 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
9.250%, 08/01/2024 (A) |
|
|
2,099 |
|
|
|
2,151 |
|
TriMas |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
|
437 |
|
|
|
411 |
|
Triumph Group |
|
|
|
|
|
|
|
|
8.875%, 06/01/2024 (A) |
|
|
500 |
|
|
|
534 |
|
7.750%, 08/15/2025 |
|
|
3,130 |
|
|
|
3,142 |
|
6.250%, 09/15/2024 (A) |
|
|
115 |
|
|
|
114 |
|
Trivium Packaging Finance BV |
|
|
|
|
|
|
|
|
8.500%, 08/15/2027 (A) |
|
|
250 |
|
|
|
257 |
|
5.500%, 08/15/2026 (A) |
|
|
976 |
|
|
|
985 |
|
Tutor Perini |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
10,254 |
|
|
|
10,038 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Uber Technologies |
|
|
|
|
|
|
|
|
7.500%, 09/15/2027 (A) |
|
$ |
305 |
|
|
$ |
326 |
|
6.250%, 01/15/2028 (A) |
|
|
2,674 |
|
|
|
2,728 |
|
4.500%, 08/15/2029 (A) |
|
|
424 |
|
|
|
406 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
2,031 |
|
|
|
1,981 |
|
4.375%, 04/15/2026 (A) |
|
|
4,530 |
|
|
|
4,518 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
5.500%, 05/15/2027 |
|
|
1,230 |
|
|
|
1,270 |
|
4.875%, 01/15/2028 |
|
|
775 |
|
|
|
791 |
|
3.875%, 02/15/2031 |
|
|
399 |
|
|
|
386 |
|
Wabash National |
|
|
|
|
|
|
|
|
4.500%, 10/15/2028 (A) |
|
|
325 |
|
|
|
308 |
|
Welbilt |
|
|
|
|
|
|
|
|
9.500%, 02/15/2024 |
|
|
300 |
|
|
|
301 |
|
WESCO Distribution |
|
|
|
|
|
|
|
|
7.250%, 06/15/2028 (A) |
|
|
843 |
|
|
|
905 |
|
7.125%, 06/15/2025 (A) |
|
|
556 |
|
|
|
582 |
|
Western Global Airlines LLC |
|
|
|
|
|
|
|
|
10.375%, 08/15/2025 (A) |
|
|
1,990 |
|
|
|
2,162 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
215,325 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 3.8% |
|
|
|
|
ACI Worldwide |
|
|
|
|
|
|
|
|
5.750%, 08/15/2026 (A) |
|
|
667 |
|
|
|
690 |
|
Ahead DB Holdings LLC |
|
|
|
|
|
|
|
|
6.625%, 05/01/2028 (A) |
|
|
4,158 |
|
|
|
3,908 |
|
Alliance Data Systems |
|
|
|
|
|
|
|
|
4.750%, 12/15/2024 (A) |
|
|
1,341 |
|
|
|
1,338 |
|
ams-OSRAM |
|
|
|
|
|
|
|
|
7.000%, 07/31/2025 (A) |
|
|
2,573 |
|
|
|
2,667 |
|
Austin BidCo |
|
|
|
|
|
|
|
|
7.125%, 12/15/2028 (A) |
|
|
2,365 |
|
|
|
2,312 |
|
Avaya |
|
|
|
|
|
|
|
|
6.125%, 09/15/2028 (A) |
|
|
6,310 |
|
|
|
6,073 |
|
Black Knight InfoServ LLC |
|
|
|
|
|
|
|
|
3.625%, 09/01/2028 (A) |
|
|
372 |
|
|
|
352 |
|
Block |
|
|
|
|
|
|
|
|
3.500%, 06/01/2031 (A) |
|
|
380 |
|
|
|
357 |
|
Castle US Holding |
|
|
|
|
|
|
|
|
9.500%, 02/15/2028 (A) |
|
|
2,110 |
|
|
|
2,163 |
|
CDK Global |
|
|
|
|
|
|
|
|
5.250%, 05/15/2029 (A) |
|
|
553 |
|
|
|
567 |
|
CDW LLC |
|
|
|
|
|
|
|
|
4.250%, 04/01/2028 |
|
|
420 |
|
|
|
414 |
|
3.250%, 02/15/2029 |
|
|
270 |
|
|
|
252 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (A) |
|
|
1,600 |
|
|
|
1,576 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
1,829 |
|
|
|
1,722 |
|
3.875%, 07/01/2028 (A) |
|
|
1,195 |
|
|
|
1,129 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CommScope |
|
|
|
|
|
|
|
|
7.125%, 07/01/2028 (A) |
|
$ |
2,660 |
|
|
$ |
2,509 |
|
4.750%, 09/01/2029 (A) |
|
|
609 |
|
|
|
568 |
|
CommScope Finance LLC |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
8,537 |
|
|
|
8,494 |
|
6.000%, 03/01/2026 (A) |
|
|
970 |
|
|
|
993 |
|
CommScope Technologies LLC |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
4,498 |
|
|
|
4,400 |
|
5.000%, 03/15/2027 (A) |
|
|
340 |
|
|
|
303 |
|
Condor Merger Sub |
|
|
|
|
|
|
|
|
7.375%, 02/15/2030 (A) |
|
|
4,101 |
|
|
|
3,940 |
|
Conduent Business Services LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2029 (A) |
|
|
580 |
|
|
|
552 |
|
Consensus Cloud Solutions |
|
|
|
|
|
|
|
|
6.500%, 10/15/2028 (A) |
|
|
985 |
|
|
|
992 |
|
Diebold Nixdorf |
|
|
|
|
|
|
|
|
9.375%, 07/15/2025 (A) |
|
|
1,469 |
|
|
|
1,521 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
3,619 |
|
|
|
3,320 |
|
Entegris |
|
|
|
|
|
|
|
|
4.375%, 04/15/2028 (A) |
|
|
1,372 |
|
|
|
1,345 |
|
3.625%, 05/01/2029 (A) |
|
|
266 |
|
|
|
249 |
|
Gartner |
|
|
|
|
|
|
|
|
4.500%, 07/01/2028 (A) |
|
|
335 |
|
|
|
339 |
|
3.750%, 10/01/2030 (A) |
|
|
83 |
|
|
|
81 |
|
3.625%, 06/15/2029 (A) |
|
|
210 |
|
|
|
204 |
|
Go Daddy Operating LLC |
|
|
|
|
|
|
|
|
5.250%, 12/01/2027 (A) |
|
|
2,784 |
|
|
|
2,833 |
|
3.500%, 03/01/2029 (A) |
|
|
2,263 |
|
|
|
2,143 |
|
II-VI |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
5,991 |
|
|
|
5,985 |
|
Minerva Merger Sub |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
917 |
|
|
|
883 |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (B)(E) |
|
|
10,706 |
|
|
|
– |
|
NCR |
|
|
|
|
|
|
|
|
6.125%, 09/01/2029 (A) |
|
|
735 |
|
|
|
763 |
|
5.750%, 09/01/2027 (A) |
|
|
740 |
|
|
|
751 |
|
5.125%, 04/15/2029 (A) |
|
|
378 |
|
|
|
374 |
|
5.000%, 10/01/2028 (A) |
|
|
238 |
|
|
|
234 |
|
Nuance Communications |
|
|
|
|
|
|
|
|
5.625%, 12/15/2026 |
|
|
173 |
|
|
|
178 |
|
ON Semiconductor |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
853 |
|
|
|
846 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
4,029 |
|
|
|
3,858 |
|
Paysafe Finance |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
4,382 |
|
|
|
3,813 |
|
Plantronics |
|
|
|
|
|
|
|
|
4.750%, 03/01/2029 (A) |
|
|
304 |
|
|
|
269 |
|
Presidio Holdings |
|
|
|
|
|
|
|
|
4.875%, 02/01/2027 (A) |
|
|
425 |
|
|
|
424 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PTC |
|
|
|
|
|
|
|
|
4.000%, 02/15/2028 (A) |
|
$ |
3,416 |
|
|
$ |
3,339 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
5.750%, 12/01/2034 |
|
|
2,672 |
|
|
|
2,790 |
|
3.375%, 07/15/2031 |
|
|
2,523 |
|
|
|
2,298 |
|
SS&C Technologies |
|
|
|
|
|
|
|
|
5.500%, 09/30/2027 (A) |
|
|
1,191 |
|
|
|
1,224 |
|
Switch |
|
|
|
|
|
|
|
|
4.125%, 06/15/2029 (A) |
|
|
159 |
|
|
|
152 |
|
3.750%, 09/15/2028 (A) |
|
|
94 |
|
|
|
89 |
|
Synaptics |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
2,780 |
|
|
|
2,680 |
|
Veritas US |
|
|
|
|
|
|
|
|
7.500%, 09/01/2025 (A) |
|
|
5,580 |
|
|
|
5,516 |
|
ViaSat |
|
|
|
|
|
|
|
|
6.500%, 07/15/2028 (A) |
|
|
4,535 |
|
|
|
4,184 |
|
5.625%, 09/15/2025 (A) |
|
|
1,881 |
|
|
|
1,797 |
|
5.625%, 04/15/2027 (A) |
|
|
1,250 |
|
|
|
1,249 |
|
Xerox Holdings |
|
|
|
|
|
|
|
|
5.500%, 08/15/2028 (A) |
|
|
442 |
|
|
|
441 |
|
5.000%, 08/15/2025 (A) |
|
|
442 |
|
|
|
449 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
104,892 |
|
| |
|
|
|
|
|
|
|
|
Materials — 6.4% |
|
|
|
|
Alcoa Nederland Holding BV |
|
|
|
|
|
|
|
|
6.125%, 05/15/2028 (A) |
|
|
200 |
|
|
|
210 |
|
5.500%, 12/15/2027 (A) |
|
|
200 |
|
|
|
208 |
|
Allegheny Technologies |
|
|
|
|
|
|
|
|
5.875%, 12/01/2027 |
|
|
1,766 |
|
|
|
1,802 |
|
5.125%, 10/01/2031 |
|
|
137 |
|
|
|
133 |
|
4.875%, 10/01/2029 |
|
|
182 |
|
|
|
176 |
|
Arconic |
|
|
|
|
|
|
|
|
6.125%, 02/15/2028 (A) |
|
|
1,617 |
|
|
|
1,653 |
|
6.000%, 05/15/2025 (A) |
|
|
395 |
|
|
|
407 |
|
Ashland LLC |
|
|
|
|
|
|
|
|
6.875%, 05/15/2043 |
|
|
1,384 |
|
|
|
1,675 |
|
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
7.500%, 09/30/2029 (A) |
|
|
2,507 |
|
|
|
2,288 |
|
5.250%, 09/30/2028 (A) |
|
|
3,778 |
|
|
|
3,617 |
|
Axalta Coating Systems LLC |
|
|
|
|
|
|
|
|
4.750%, 06/15/2027 (A) |
|
|
699 |
|
|
|
701 |
|
3.375%, 02/15/2029 (A) |
|
|
358 |
|
|
|
327 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
3,845 |
|
|
|
3,946 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
2,288 |
|
|
|
2,101 |
|
Big River Steel LLC |
|
|
|
|
|
|
|
|
6.625%, 01/31/2029 (A) |
|
|
367 |
|
|
|
384 |
|
Carpenter Technology |
|
|
|
|
|
|
|
|
6.375%, 07/15/2028 |
|
|
281 |
|
|
|
283 |
|
Chemours |
|
|
|
|
|
|
|
|
5.750%, 11/15/2028 (A) |
|
|
2,590 |
|
|
|
2,546 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.625%, 11/15/2029 (A) |
|
$ |
3,900 |
|
|
$ |
3,612 |
|
Cleveland-Cliffs |
|
|
|
|
|
|
|
|
4.875%, 03/01/2031 (A) |
|
|
250 |
|
|
|
244 |
|
4.625%, 03/01/2029 (A) |
|
|
400 |
|
|
|
386 |
|
Constellium |
|
|
|
|
|
|
|
|
5.875%, 02/15/2026 (A) |
|
|
1,693 |
|
|
|
1,714 |
|
5.625%, 06/15/2028 (A) |
|
|
775 |
|
|
|
780 |
|
3.750%, 04/15/2029 (A) |
|
|
1,207 |
|
|
|
1,110 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
6.750%, 08/15/2024 (A) |
|
|
12,005 |
|
|
|
10,925 |
|
Crown Americas LLC |
|
|
|
|
|
|
|
|
4.750%, 02/01/2026 |
|
|
1,324 |
|
|
|
1,347 |
|
4.250%, 09/30/2026 |
|
|
2,602 |
|
|
|
2,666 |
|
CVR Partners |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
4,395 |
|
|
|
4,422 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
3,090 |
|
|
|
3,087 |
|
Eldorado |
|
|
|
|
|
|
|
|
6.250%, 09/01/2029 (A) |
|
|
1,366 |
|
|
|
1,380 |
|
Element Solutions |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
593 |
|
|
|
562 |
|
ERO Copper |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
4,735 |
|
|
|
4,576 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
7.500%, 04/01/2025 (A) |
|
|
1,995 |
|
|
|
2,039 |
|
6.875%, 03/01/2026 (A) |
|
|
430 |
|
|
|
442 |
|
6.500%, 03/01/2024 (A) |
|
|
2,962 |
|
|
|
3,000 |
|
Forterra Finance LLC |
|
|
|
|
|
|
|
|
6.500%, 07/15/2025 (A) |
|
|
285 |
|
|
|
295 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
4,756 |
|
|
|
5,470 |
|
5.400%, 11/14/2034 |
|
|
1,443 |
|
|
|
1,622 |
|
4.625%, 08/01/2030 |
|
|
1,704 |
|
|
|
1,759 |
|
4.375%, 08/01/2028 |
|
|
1,090 |
|
|
|
1,104 |
|
4.125%, 03/01/2028 |
|
|
507 |
|
|
|
513 |
|
GCP Applied Technologies |
|
|
|
|
|
|
|
|
5.500%, 04/15/2026 (A) |
|
|
920 |
|
|
|
937 |
|
Glatfelter |
|
|
|
|
|
|
|
|
4.750%, 11/15/2029 (A) |
|
|
267 |
|
|
|
253 |
|
Greif |
|
|
|
|
|
|
|
|
6.500%, 03/01/2027 (A) |
|
|
580 |
|
|
|
599 |
|
Hecla Mining |
|
|
|
|
|
|
|
|
7.250%, 02/15/2028 |
|
|
1,160 |
|
|
|
1,217 |
|
Hexion |
|
|
|
|
|
|
|
|
7.875%, 07/15/2027 (A) |
|
|
485 |
|
|
|
511 |
|
IAMGOLD |
|
|
|
|
|
|
|
|
5.750%, 10/15/2028 (A) |
|
|
2,440 |
|
|
|
2,227 |
|
Infrabuild Australia Pty |
|
|
|
|
|
|
|
|
12.000%, 10/01/2024 (A) |
|
|
1,373 |
|
|
|
1,404 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
2,800 |
|
|
|
2,979 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
LSB Industries |
|
|
|
|
|
|
|
|
6.250%, 10/15/2028 (A) |
|
$ |
2,485 |
|
|
$ |
2,497 |
|
Methanex |
|
|
|
|
|
|
|
|
5.125%, 10/15/2027 |
|
|
1,375 |
|
|
|
1,396 |
|
Mineral Resources |
|
|
|
|
|
|
|
|
8.125%, 05/01/2027 (A) |
|
|
3,845 |
|
|
|
4,063 |
|
Mountain Province Diamonds |
|
|
|
|
|
|
|
|
8.000%, 12/15/2022 (A) |
|
|
4,565 |
|
|
|
4,554 |
|
New Gold |
|
|
|
|
|
|
|
|
7.500%, 07/15/2027 (A) |
|
|
290 |
|
|
|
302 |
|
6.375%, 05/15/2025 (A) |
|
|
579 |
|
|
|
586 |
|
NMG Holding |
|
|
|
|
|
|
|
|
7.125%, 04/01/2026 (A) |
|
|
10,281 |
|
|
|
10,589 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(E) |
|
|
3,290 |
|
|
|
– |
|
NOVA Chemicals |
|
|
|
|
|
|
|
|
5.250%, 06/01/2027 (A) |
|
|
1,105 |
|
|
|
1,108 |
|
5.000%, 05/01/2025 (A) |
|
|
1,451 |
|
|
|
1,466 |
|
4.875%, 06/01/2024 (A) |
|
|
535 |
|
|
|
542 |
|
4.250%, 05/15/2029 (A) |
|
|
385 |
|
|
|
361 |
|
Novelis |
|
|
|
|
|
|
|
|
4.750%, 01/30/2030 (A) |
|
|
470 |
|
|
|
460 |
|
3.875%, 08/15/2031 (A) |
|
|
144 |
|
|
|
133 |
|
3.250%, 11/15/2026 (A) |
|
|
288 |
|
|
|
273 |
|
OI European Group BV |
|
|
|
|
|
|
|
|
4.750%, 02/15/2030 (A) |
|
|
2,951 |
|
|
|
2,826 |
|
Owens-Brockway Glass Container |
|
|
|
|
|
|
|
|
6.625%, 05/13/2027 (A) |
|
|
594 |
|
|
|
616 |
|
6.375%, 08/15/2025 (A) |
|
|
815 |
|
|
|
856 |
|
5.875%, 08/15/2023 (A) |
|
|
1,135 |
|
|
|
1,155 |
|
PMHC II |
|
|
|
|
|
|
|
|
9.000%, 02/15/2030 (A) |
|
|
1,183 |
|
|
|
1,151 |
|
Polar US Borrower LLC |
|
|
|
|
|
|
|
|
6.750%, 05/15/2026 (A) |
|
|
6,205 |
|
|
|
5,647 |
|
Rain CII Carbon LLC |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
6,065 |
|
|
|
6,071 |
|
Reichhold Industries |
|
|
|
|
|
|
|
|
9.000%cash/0% PIK, 05/01/2018 (A)(B)(E) |
|
|
1,056 |
|
|
|
– |
|
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (A) |
|
|
11,942 |
|
|
|
11,225 |
|
4.875%, 05/01/2028 (A) |
|
|
3,336 |
|
|
|
3,161 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
5.250%, 12/15/2026 |
|
|
121 |
|
|
|
124 |
|
4.500%, 10/15/2029 |
|
|
134 |
|
|
|
129 |
|
4.375%, 02/01/2032 |
|
|
366 |
|
|
|
338 |
|
4.000%, 04/01/2031 |
|
|
391 |
|
|
|
359 |
|
SunCoke Energy |
|
|
|
|
|
|
|
|
4.875%, 06/30/2029 (A) |
|
|
– |
|
|
|
– |
|
Tacora Resources |
|
|
|
|
|
|
|
|
8.250%, 05/15/2026 (A) |
|
|
2,275 |
|
|
|
2,238 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Taseko Mines |
|
|
|
|
|
|
|
|
7.000%, 02/15/2026 (A) |
|
$ |
2,943 |
|
|
$ |
2,943 |
|
Trinseo Materials Operating SCA |
|
|
|
|
|
|
|
|
5.375%, 09/01/2025 (A) |
|
|
975 |
|
|
|
983 |
|
5.125%, 04/01/2029 (A) |
|
|
284 |
|
|
|
269 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
|
3,626 |
|
|
|
3,425 |
|
U.S. Steel |
|
|
|
|
|
|
|
|
6.875%, 03/01/2029 |
|
|
1,617 |
|
|
|
1,661 |
|
Venator Finance Sarl |
|
|
|
|
|
|
|
|
9.500%, 07/01/2025 (A) |
|
|
1,716 |
|
|
|
1,845 |
|
5.750%, 07/15/2025 (A) |
|
|
8,028 |
|
|
|
7,225 |
|
WR Grace Holdings LLC |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
177 |
|
|
|
169 |
|
4.875%, 06/15/2027 (A) |
|
|
390 |
|
|
|
390 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
168,775 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.3% |
|
|
|
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
9.750%, 06/15/2025 |
|
|
3,190 |
|
|
|
3,369 |
|
4.375%, 03/01/2031 |
|
|
1,760 |
|
|
|
1,511 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
5.250%, 03/15/2028 (A) |
|
|
281 |
|
|
|
281 |
|
5.250%, 07/15/2030 (A) |
|
|
1,065 |
|
|
|
1,057 |
|
5.000%, 07/15/2028 (A) |
|
|
400 |
|
|
|
396 |
|
4.875%, 09/15/2027 (A) |
|
|
2,933 |
|
|
|
2,937 |
|
4.875%, 09/15/2029 (A) |
|
|
4,318 |
|
|
|
4,178 |
|
4.500%, 02/15/2031 (A) |
|
|
424 |
|
|
|
396 |
|
Kennedy-Wilson |
|
|
|
|
|
|
|
|
5.000%, 03/01/2031 |
|
|
170 |
|
|
|
165 |
|
4.750%, 03/01/2029 |
|
|
172 |
|
|
|
168 |
|
Lamar Media |
|
|
|
|
|
|
|
|
4.000%, 02/15/2030 |
|
|
877 |
|
|
|
844 |
|
Outfront Media Capital LLC |
|
|
|
|
|
|
|
|
5.000%, 08/15/2027 (A) |
|
|
766 |
|
|
|
759 |
|
4.250%, 01/15/2029 (A) |
|
|
3,800 |
|
|
|
3,625 |
|
Realogy Group LLC |
|
|
|
|
|
|
|
|
5.250%, 04/15/2030 (A) |
|
|
1,750 |
|
|
|
1,668 |
|
RHP Hotel Properties |
|
|
|
|
|
|
|
|
4.750%, 10/15/2027 |
|
|
1,277 |
|
|
|
1,248 |
|
4.500%, 02/15/2029 (A) |
|
|
362 |
|
|
|
342 |
|
SBA Communications |
|
|
|
|
|
|
|
|
3.125%, 02/01/2029 |
|
|
2,279 |
|
|
|
2,117 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
4.950%, 02/15/2027 |
|
|
3,858 |
|
|
|
3,588 |
|
3.950%, 01/15/2028 |
|
|
2,754 |
|
|
|
2,389 |
|
VICI Properties |
|
|
|
|
|
|
|
|
4.625%, 12/01/2029 (A) |
|
|
855 |
|
|
|
872 |
|
4.250%, 12/01/2026 (A) |
|
|
687 |
|
|
|
694 |
|
4.125%, 08/15/2030 (A) |
|
|
1,251 |
|
|
|
1,242 |
|
3.750%, 02/15/2027 (A) |
|
|
885 |
|
|
|
878 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.500%, 02/15/2025 (A) |
|
$ |
39 |
|
|
$ |
39 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,763 |
|
| |
|
|
|
|
|
|
|
|
Telecommunication Services — 0.2% |
|
|
|
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/15/2030 (A) |
|
|
3,167 |
|
|
|
3,222 |
|
VZ Secured Financing BV |
|
|
|
|
|
|
|
|
5.000%, 01/15/2032 (A) |
|
|
2,095 |
|
|
|
1,985 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,207 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 1.9% |
|
|
|
|
AmeriGas Partners |
|
|
|
|
|
|
|
|
5.875%, 08/20/2026 |
|
|
235 |
|
|
|
240 |
|
5.500%, 05/20/2025 |
|
|
500 |
|
|
|
509 |
|
Calpine |
|
|
|
|
|
|
|
|
5.000%, 02/01/2031 (A) |
|
|
275 |
|
|
|
255 |
|
4.625%, 02/01/2029 (A) |
|
|
655 |
|
|
|
607 |
|
4.500%, 02/15/2028 (A) |
|
|
4,738 |
|
|
|
4,624 |
|
3.750%, 03/01/2031 (A) |
|
|
3,522 |
|
|
|
3,205 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.400%, 07/15/2027 |
|
|
2,742 |
|
|
|
2,840 |
|
NextEra Energy Operating Partners |
|
|
|
|
|
|
|
|
4.250%, 07/15/2024 (A) |
|
|
2,746 |
|
|
|
2,800 |
|
NRG Energy |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
1,306 |
|
|
|
1,350 |
|
5.250%, 06/15/2029 (A) |
|
|
610 |
|
|
|
622 |
|
3.875%, 02/15/2032 (A) |
|
|
1,758 |
|
|
|
1,630 |
|
3.625%, 02/15/2031 (A) |
|
|
5,080 |
|
|
|
4,671 |
|
3.375%, 02/15/2029 (A) |
|
|
250 |
|
|
|
232 |
|
Pattern Energy Operations |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
2,060 |
|
|
|
2,011 |
|
PG&E |
|
|
|
|
|
|
|
|
5.250%, 07/01/2030 |
|
|
3,204 |
|
|
|
3,183 |
|
5.000%, 07/01/2028 |
|
|
412 |
|
|
|
408 |
|
Pike |
|
|
|
|
|
|
|
|
5.500%, 09/01/2028 (A) |
|
|
4,320 |
|
|
|
4,158 |
|
Rockpoint Gas Storage Canada |
|
|
|
|
|
|
|
|
7.000%, 03/31/2023 (A) |
|
|
3,642 |
|
|
|
3,637 |
|
Talen Energy Supply LLC |
|
|
|
|
|
|
|
|
10.500%, 01/15/2026 (A) |
|
|
1,615 |
|
|
|
727 |
|
7.625%, 06/01/2028 (A) |
|
|
5 |
|
|
|
4 |
|
7.250%, 05/15/2027 (A) |
|
|
520 |
|
|
|
463 |
|
6.625%, 01/15/2028 (A) |
|
|
2,030 |
|
|
|
1,761 |
|
Vistra |
|
|
|
|
|
|
|
|
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(A)(C)(D) |
|
|
3,860 |
|
|
|
3,831 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
5.625%, 02/15/2027 (A) |
|
|
635 |
|
|
|
650 |
|
5.000%, 07/31/2027 (A) |
|
|
4,395 |
|
|
|
4,428 |
|
4.375%, 05/01/2029 (A) |
|
|
2,520 |
|
|
|
2,442 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.300%, 07/15/2029 (A) |
|
$ |
1,401 |
|
|
$ |
1,419 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
52,707 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $2,132,854) ($ Thousands) |
|
|
|
|
|
|
2,056,667 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 10.2% |
1236904 B.C. LTD., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.709%, LIBOR + 5.500%, 03/04/2027 (C) |
|
|
4,047 |
|
|
|
3,981 |
|
19th Holdings, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, 02/07/2029 |
|
|
2,645 |
|
|
|
2,612 |
|
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.250%, 05/08/2028 |
|
|
5,672 |
|
|
|
5,767 |
|
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.250%, 05/17/2028 |
|
|
597 |
|
|
|
566 |
|
Adient US LLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.459%, 04/10/2028 |
|
|
517 |
|
|
|
515 |
|
AgroFresh, 1st Lien |
|
|
|
|
|
|
|
|
7.250%, 12/31/2024 (C) |
|
|
2,553 |
|
|
|
2,551 |
|
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.709%, LIBOR + 5.500%, 10/10/2025 |
|
|
427 |
|
|
|
424 |
|
5.604%, 10/10/2025 |
|
|
427 |
|
|
|
424 |
|
Alchemy US Holdco 1, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.604%, 10/10/2025 |
|
|
842 |
|
|
|
837 |
|
Alvogen Pharma US, Inc., January 2020 Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.250%, LIBOR + 5.250%, 12/31/2023 |
|
|
3,304 |
|
|
|
3,080 |
|
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.125%, LIBOR + 3.000%, 04/22/2026 (G) |
|
|
1,375 |
|
|
|
1,244 |
|
American Trailer World Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.040%, LIBOR + 3.750%, 03/03/2028 |
|
|
695 |
|
|
|
682 |
|
ANI Technologies, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.000%, 12/15/2026 |
|
|
3,966 |
|
|
|
3,946 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.250%, LIBOR + 5.500%, 09/01/2027 (G) |
|
$ |
1,880 |
|
|
$ |
1,871 |
|
AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.250%, LIBOR + 5.500%, 09/01/2027 (G) |
|
|
1,897 |
|
|
|
1,890 |
|
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 03/11/2028 (E) |
|
|
1,391 |
|
|
|
1,378 |
|
Arctic Canadian Diamond Company, 1st Lien |
|
|
|
|
|
|
|
|
6.000%, 12/31/2024 (E) |
|
|
173 |
|
|
|
172 |
|
Arctic Canadian Diamond Company, 2nd Lien |
|
|
|
|
|
|
|
|
17.500%, 12/31/2027 (E) |
|
|
1,691 |
|
|
|
1,691 |
|
Aruba Investments Holdings LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.442%, CME Term SOFR + 4.250%, 11/16/2027 (C) |
|
|
1,853 |
|
|
|
1,844 |
|
ASP Unifrax Holdings, Inc., USD Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.974%, LIBOR + 3.750%, 12/12/2025 (G) |
|
|
1,097 |
|
|
|
1,080 |
|
Autokiniton US Holdings Inc., Closing Date Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 05/29/2028 (C) |
|
|
1,967 |
|
|
|
1,952 |
|
Bausch Health Companies Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.090%, LIBOR + 3.000%, 06/02/2025 |
|
|
645 |
|
|
|
638 |
|
Blackhawk Network, Temr Loan, 2nd Lien |
|
|
|
|
|
|
|
|
7.125%, 06/15/2026 |
|
|
2,412 |
|
|
|
2,388 |
|
BoardRiders Inc., Tranche A Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.000%, 10/23/2023 |
|
|
610 |
|
|
|
598 |
|
BoardRiders Inc., Tranche B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.000%, 04/23/2024 |
|
|
2,923 |
|
|
|
2,865 |
|
Bright Bidco B.V., 2018 Refinancing Term B Loan |
|
|
|
|
|
|
|
|
4.500%, 06/30/2024 |
|
|
1,924 |
|
|
|
1,446 |
|
Byju's, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.250%, 11/24/2026 (G) |
|
|
6,636 |
|
|
|
6,600 |
|
Carecentrix, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.724%, 04/03/2025 (C) |
|
|
1,353 |
|
|
|
1,340 |
|
Carestream Health, Extended Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.500%, 08/08/2023 (C) |
|
|
4,473 |
|
|
|
4,026 |
|
Carestream, Extended Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.750%, 05/08/2023 (C) |
|
|
1,989 |
|
|
|
1,989 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
CBAC Borrower LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.209%, 07/08/2024 (C) |
|
$ |
2,603 |
|
|
$ |
2,556 |
|
CCI Buyer, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 12/17/2027 |
|
|
294 |
|
|
|
291 |
|
Cenveo Corporation, Exit Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.500%, 06/23/2026 |
|
|
3,911 |
|
|
|
3,838 |
|
Cincinnati Bell, Term Loan B-2, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, 11/22/2028 |
|
|
180 |
|
|
|
178 |
|
Claire's Stores, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.605%, LIBOR + 6.500%, 12/18/2026 |
|
|
2,011 |
|
|
|
1,987 |
|
Clarios Global, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.459%, 04/30/2026 |
|
|
972 |
|
|
|
961 |
|
ConvergeOne Holdings, Corp., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
5.209%, LIBOR + 5.000%, 01/04/2026 |
|
|
4,771 |
|
|
|
4,548 |
|
Culligan, Delayed Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 07/31/2028 (G) |
|
|
221 |
|
|
|
219 |
|
Culligan, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 07/31/2028 (G) |
|
|
974 |
|
|
|
966 |
|
Delta Topco, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 3.750%, 10/20/2027 |
|
|
1,940 |
|
|
|
1,929 |
|
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 10/04/2028 |
|
|
585 |
|
|
|
577 |
|
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 5.000%, 08/02/2027 |
|
|
802 |
|
|
|
799 |
|
DMT Solutions Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.500%, 07/02/2024 (E) |
|
|
1,036 |
|
|
|
1,021 |
|
DMT Solutions Global Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.500%, 07/02/2024 |
|
|
1,017 |
|
|
|
1,002 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.500%, LIBOR + 8.000%, 11/23/2026 (E) |
|
|
4,746 |
|
|
|
4,734 |
|
Emerald Expositions Holding, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.709%, 05/22/2024 |
|
|
1,691 |
|
|
|
1,631 |
|
Endo Luxembourg, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, 03/27/2028 (C) |
|
|
1,391 |
|
|
|
1,342 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Enterprise Development Authority, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 03/12/2028 (C)(E) |
|
$ |
4,834 |
|
|
$ |
4,813 |
|
Envision Healthcare Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.724%, LIBOR + 3.500%, 04/06/2026 (G) |
|
|
13,353 |
|
|
|
9,682 |
|
Epic Crude Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.508%, LIBOR + 5.000%, 03/02/2026 |
|
|
1,653 |
|
|
|
1,362 |
|
Epic Y-Grade Services, 1st Lien |
|
|
|
|
|
|
|
|
7.000%, 06/30/2027 (G) |
|
|
10,094 |
|
|
|
8,490 |
|
eResearchTechnology, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 5.000%, 09/25/2026 |
|
|
4,007 |
|
|
|
3,998 |
|
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 12/11/2028 (G) |
|
|
427 |
|
|
|
421 |
|
First Student Bidco Inc., Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 4.000%, 12/14/2028 (G) |
|
|
158 |
|
|
|
155 |
|
Foresight Energy Operating LLC, Tranche A Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.500%, LIBOR + 8.000%, 06/30/2027 (E) |
|
|
418 |
|
|
|
416 |
|
Geon Performance Solutions, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 08/18/2028 |
|
|
798 |
|
|
|
794 |
|
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.250%, 03/14/2025 (G) |
|
|
789 |
|
|
|
784 |
|
Grab Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.500%, 01/29/2026 |
|
|
7,585 |
|
|
|
7,523 |
|
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.000%, 08/04/2027 |
|
|
539 |
|
|
|
533 |
|
Greeneden U.S. Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.500%, 10/27/2027 |
|
|
343 |
|
|
|
342 |
|
4.750%, LIBOR + 4.000%, 10/29/2027 |
|
|
161 |
|
|
|
160 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Gulf Finance, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.750%, 08/25/2026 (G) |
|
$ |
3,797 |
|
|
$ |
3,504 |
|
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 12/16/2024 |
|
|
477 |
|
|
|
462 |
|
Hoffmaster Group Inc, Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, 11/21/2023 (C) |
|
|
924 |
|
|
|
858 |
|
Husky Injection Molding Systems Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.354%, LIBOR + 3.000%, 03/28/2025 |
|
|
1,930 |
|
|
|
1,890 |
|
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.209%, LIBOR + 3.000%, 05/01/2026 |
|
|
643 |
|
|
|
635 |
|
Ivanti Software, Inc., 2021 Specified Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, 12/01/2027 |
|
|
2,682 |
|
|
|
2,641 |
|
Ivanti Software, Inc., First Amendment Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 12/01/2027 |
|
|
529 |
|
|
|
519 |
|
JC Penney, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.250%, 06/23/2023 (B)(E) |
|
|
3,751 |
|
|
|
— |
|
Journey Personal Care, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, 03/01/2028 (C) |
|
|
3,751 |
|
|
|
3,564 |
|
Jump Financial, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 08/07/2028 |
|
|
4,230 |
|
|
|
4,146 |
|
Knight Energy Services |
|
|
|
|
|
|
|
|
8.500%, 02/09/2024 (C)(E) |
|
|
84 |
|
|
|
— |
|
KNS Acquisition Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.000%, LIBOR + 6.250%, 04/21/2027 |
|
|
3,856 |
|
|
|
3,747 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 5.000%, 10/29/2028 (G) |
|
|
493 |
|
|
|
489 |
|
Lifescan Global Corporation, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
6.214%, 10/01/2024 (C) |
|
|
9,729 |
|
|
|
9,549 |
|
Lightstone Holdco LLC, Refinancing Term B Loan |
|
|
|
|
|
|
|
|
4.750%, 01/30/2024 |
|
|
2,151 |
|
|
|
1,788 |
|
Lightstone Holdco LLC, Refinancing Term C Loan |
|
|
|
|
|
|
|
|
4.750%, 01/30/2024 |
|
|
121 |
|
|
|
100 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Madison IAQ LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 08/18/2028 |
|
$ |
442 |
|
|
$ |
434 |
|
Magnite, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.810%, LIBOR + 5.000%, 04/28/2028 (C) |
|
|
1,150 |
|
|
|
1,145 |
|
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.375%, Euribor + 3.250%, 02/16/2025 |
|
|
7,316 |
|
|
|
7,139 |
|
Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.356%, LIBOR + 3.250%, 04/03/2024 |
|
|
2,034 |
|
|
|
1,997 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.750%, 08/18/2028 |
|
|
1,885 |
|
|
|
1,863 |
|
McAfee Corp., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.195%, CME Term SOFR + 4.000%, 03/01/2029 |
|
|
1,052 |
|
|
|
1,036 |
|
MED ParentCo, LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, Prime Rate + 2.250%, 08/24/2026 |
|
|
1,113 |
|
|
|
1,104 |
|
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 10/23/2028 (E)(G) |
|
|
1,079 |
|
|
|
1,068 |
|
MLN US HoldCo LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.608%, LIBOR + 4.500%, 11/30/2025 |
|
|
1,161 |
|
|
|
1,123 |
|
Monitronics International Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.750%, 03/29/2024 |
|
|
383 |
|
|
|
317 |
|
Mountaineer Merger Corp, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.750%, 10/26/2028 |
|
|
2,545 |
|
|
|
2,469 |
|
MultiPlan, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.758%, 09/01/2028 |
|
|
1,378 |
|
|
|
1,337 |
|
Naked Juice/Tropicana, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
6.500%, 01/24/2030 |
|
|
2,015 |
|
|
|
2,021 |
|
Nexus Buyer LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
6.750%, LIBOR + 6.250%, 11/05/2029 |
|
|
1,140 |
|
|
|
1,128 |
|
Nine West Holdings Inc., Term Loan |
|
|
|
|
|
|
|
|
8.224%, 03/20/2024 (C) |
|
|
677 |
|
|
|
555 |
|
8.214%, 03/20/2024 (G) |
|
|
1,211 |
|
|
|
992 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.209%, LIBOR + 3.000%, 10/01/2025 |
|
$ |
732 |
|
|
$ |
723 |
|
Olympus Water US Holding Corporation, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.750%, 11/09/2028 |
|
|
273 |
|
|
|
269 |
|
Optiv Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.250%, 02/01/2024 |
|
|
459 |
|
|
|
453 |
|
Osmosis Buyer Limited, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.750%, LIBOR + 5.000%, 08/30/2028 |
|
|
3,016 |
|
|
|
2,997 |
|
5.000%, LIBOR + 4.000%, 08/31/2028 |
|
|
151 |
|
|
|
150 |
|
Osmosis Buyer Limited, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 09/15/2028 (G) |
|
|
396 |
|
|
|
393 |
|
Pactiv Evergreen Inc., Tranche B-3 U.S. Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 09/24/2028 |
|
|
195 |
|
|
|
192 |
|
Padagis LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.750%, 07/06/2028 |
|
|
1,279 |
|
|
|
1,269 |
|
Park River Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 12/28/2027 (C) |
|
|
230 |
|
|
|
226 |
|
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.250%, 03/03/2028 |
|
|
640 |
|
|
|
635 |
|
Phoenix Newco, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.459%, LIBOR + 6.250%, 11/15/2028 |
|
|
442 |
|
|
|
438 |
|
Plantronics, Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.709%, LIBOR + 2.500%, 07/02/2025 (C) |
|
|
362 |
|
|
|
351 |
|
Polymer Additives, Inc., 1st Lien |
|
|
|
|
|
|
|
|
6.299%, 07/31/2025 (C) |
|
|
7,781 |
|
|
|
7,598 |
|
Prince International/Chromaflo/Ferro2, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
4.301%, CME Term SOFR + 4.250%, 12/22/2028 |
|
|
2,515 |
|
|
|
2,475 |
|
Quest Software US Holdings Inc., Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
8.150%, 02/01/2030 |
|
|
1,165 |
|
|
|
1,139 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.500%, 09/07/2023 (B)(E)(G) |
|
$ |
7,980 |
|
|
$ |
4,420 |
|
S&S Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 5.000%, 03/11/2028 (C) |
|
|
1,642 |
|
|
|
1,625 |
|
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 12/17/2027 |
|
|
125 |
|
|
|
123 |
|
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 12/17/2027 |
|
|
199 |
|
|
|
196 |
|
Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority) |
|
|
|
|
|
|
|
|
8.500%, 08/10/2023 (C) |
|
|
132 |
|
|
|
126 |
|
Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority), 1st Lien |
|
|
|
|
|
|
|
|
8.500%, LIBOR + 7.500%, 08/10/2023 (C) |
|
|
551 |
|
|
|
529 |
|
Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.000%, LIBOR + 4.500%, 12/08/2028 |
|
|
327 |
|
|
|
310 |
|
SIJ LLC, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 07/15/2026 (C)(E) |
|
|
1,705 |
|
|
|
1,671 |
|
Skillsoft Finance II, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.500%, LIBOR + 4.750%, 07/14/2028 |
|
|
328 |
|
|
|
328 |
|
SP PF Buyer LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.709%, LIBOR + 4.500%, 12/22/2025 |
|
|
2,752 |
|
|
|
2,634 |
|
Spirit Aerosystems, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, 01/15/2025 |
|
|
221 |
|
|
|
220 |
|
SPX Flow |
|
|
|
|
|
|
|
|
0.000%, 01/13/2023 (G) |
|
|
3,891 |
|
|
|
3,891 |
|
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.317%, LIBOR + 5.000%, 04/16/2026 |
|
|
6,318 |
|
|
|
5,984 |
|
Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 3.250%, 11/01/2028 |
|
|
158 |
|
|
|
157 |
|
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.750%, 10/01/2026 |
|
|
1,524 |
|
|
|
1,515 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
SWF Holdings I Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.750%, LIBOR + 4.000%, 10/06/2028 |
|
$ |
2,610 |
|
|
$ |
2,532 |
|
Syniverse Holdings, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.000%, LIBOR + 9.000%, 03/11/2024 |
|
|
1,998 |
|
|
|
1,915 |
|
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien |
|
|
|
|
|
|
|
|
6.000%, LIBOR + 5.000%, 03/09/2023 |
|
|
12,080 |
|
|
|
11,844 |
|
Team Health Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.750%, LIBOR + 2.750%, 02/06/2024 |
|
|
8,049 |
|
|
|
7,666 |
|
Thryv, Inc., Term Loan |
|
|
|
|
|
|
|
|
9.500%, 03/01/2026 (C) |
|
|
608 |
|
|
|
611 |
|
Thryv, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.500%, 03/01/2026 (C) |
|
|
1,162 |
|
|
|
1,167 |
|
TK Elevator Midco GmbH, Facility B1 (USD), 1st Lien |
|
|
|
|
|
|
|
|
8.000%, LIBOR + 7.250%, 12/01/2028 |
|
|
94 |
|
|
|
93 |
|
4.040%, CME Term SOFR + 3.750%, 11/22/2028 |
|
|
332 |
|
|
|
330 |
|
Tortoise Borrower LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 01/31/2025 (C) |
|
|
1,839 |
|
|
|
1,223 |
|
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien |
|
|
|
|
|
|
|
|
2.500%, LIBOR + 1.500%, 02/28/2025 (G) |
|
|
819 |
|
|
|
840 |
|
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.132%, LIBOR + 5.000%, 05/29/2026 (G) |
|
|
1,747 |
|
|
|
1,424 |
|
Traverse Midstream Partners LLC, Advance, 1st Lien |
|
|
|
|
|
|
|
|
4.280%, SOFR + 4.250%, 09/27/2024 |
|
|
887 |
|
|
|
883 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.500%, 05/07/2028 |
|
|
34 |
|
|
|
33 |
|
3.750%, LIBOR + 3.000%, 04/23/2028 |
|
|
347 |
|
|
|
338 |
|
Tutor Perini Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.000%, LIBOR + 3.500%, 07/30/2027 (C) |
|
|
3,679 |
|
|
|
3,670 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.209%, LIBOR + 5.000%, 06/26/2026 |
|
$ |
729 |
|
|
$ |
699 |
|
Valeant, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 01/27/2027 (G) |
|
|
3,705 |
|
|
|
3,662 |
|
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.498%, LIBOR + 4.000%, 08/20/2025 |
|
|
2,694 |
|
|
|
2,640 |
|
White Cap Buyer, LLC, Initial Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
3.800%, 10/19/2027 |
|
|
788 |
|
|
|
780 |
|
Wilsonart LLC, Tranche E Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.500%, LIBOR + 3.500%, 12/31/2026 |
|
|
— |
|
|
|
— |
|
Wok Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.355%, LIBOR + 6.250%, 03/01/2026 (C) |
|
|
1,133 |
|
|
|
1,116 |
|
Woodford Express LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
4.250%, LIBOR + 3.500%, 02/14/2025 |
|
|
3,816 |
|
|
|
3,766 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $281,306) ($ Thousands) |
|
|
|
|
|
|
278,338 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 8.5% |
Other Asset-Backed Securities — 8.5% |
|
|
|
|
| |
|
|
|
|
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9 |
|
|
|
|
|
|
|
|
0.735%, ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(C)(E)(H) |
|
|
835 |
|
|
|
29 |
|
Ares XXXIV CLO, Ser 2020-2A, Cl FR |
|
|
|
|
|
|
|
|
8.841%, ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(C)(E) |
|
|
2,304 |
|
|
|
2,004 |
|
B&M CLO, Ser 2014-1A, Cl E |
|
|
|
|
|
|
|
|
5.991%, ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(C)(E) |
|
|
2,626 |
|
|
|
1,904 |
|
Battalion CLO VII, Ser 2014-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/17/2028 (A)(C)(E)(I) |
|
|
4,614 |
|
|
|
277 |
|
Battalion CLO VIII, Ser 2015-8A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2030 (A)(C)(E)(F)(I) |
|
|
4,378 |
|
|
|
2,714 |
|
Battalion CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2035 (A)(C)(E)(I) |
|
|
6,380 |
|
|
|
5,503 |
|
Battalion CLO XI, Ser 2017-11A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/24/2034 (A)(C)(E)(I) |
|
|
10,431 |
|
|
|
8,136 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Battalion CLO XII, Ser 2018-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 05/17/2031 (A)(C)(E)(I) |
|
$ |
8,633 |
|
|
$ |
5,827 |
|
Battalion CLO XIV, Ser 2019-14A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2032 (E)(I) |
|
|
6,147 |
|
|
|
5,286 |
|
Battalion CLO XVI, Ser 2019-16A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 12/19/2032 (A)(C)(E)(I) |
|
|
3,572 |
|
|
|
2,965 |
|
Battalion CLO XX, Ser 2021-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (E)(I) |
|
|
8,543 |
|
|
|
7,539 |
|
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2029 (A)(C)(E)(F)(I) |
|
|
2,640 |
|
|
|
673 |
|
Benefit Street Partners CLO IV |
|
|
|
|
|
|
|
|
0.000%, 07/20/2026 *(A)(E)(J)(L) |
|
|
7 |
|
|
|
3,129 |
|
Benefit Street Partners CLO IX |
|
|
|
|
|
|
|
|
0.000%, 07/20/2025 (A)(E)(J)(L) |
|
|
3,363 |
|
|
|
1,858 |
|
Benefit Street Partners CLO V |
|
|
|
|
|
|
|
|
0.000%, 10/20/2026 (A)(E)(J)(L) |
|
|
6,413 |
|
|
|
– |
|
Benefit Street Partners CLO V, Ser 2018-5BA |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (E)(I) |
|
|
10,301 |
|
|
|
5,099 |
|
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/18/2029 (A)(C)(E)(I) |
|
|
9,535 |
|
|
|
4,195 |
|
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2027 (C)(E)(I) |
|
|
9,035 |
|
|
|
133 |
|
Benefit Street Partners CLO VIII |
|
|
|
|
|
|
|
|
0.000%, 01/20/2031 (A)(E)(F)(I) |
|
|
9,000 |
|
|
|
4,680 |
|
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2034 (A)(C)(E)(I) |
|
|
10,939 |
|
|
|
6,016 |
|
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2030 (A)(C)(E)(I) |
|
|
10,091 |
|
|
|
4,945 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (A)(C)(E)(I) |
|
|
6,857 |
|
|
|
4,320 |
|
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2034 (A)(C)(E)(I) |
|
|
6,048 |
|
|
|
4,655 |
|
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (A)(C)(E)(I) |
|
|
3,469 |
|
|
|
3,305 |
|
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2034 (E)(I) |
|
|
7,870 |
|
|
|
6,302 |
|
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026 (A)(C)(E)(I) |
|
|
3,653 |
|
|
|
1,498 |
|
Cathedral Lake V, Ser 2018-5A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/21/2030 (A)(C)(E)(I) |
|
|
5,673 |
|
|
|
2,383 |
|
CVP Cascade CLO, Ser 2014-2A, Cl E |
|
|
|
|
|
|
|
|
6.041%, ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(B)(C)(E) |
|
|
2,635 |
|
|
|
295 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB(F) |
|
|
|
|
|
|
|
|
0.000%, 10/25/2028 (A)(C)(E)(I) |
|
$ |
21,812 |
|
|
$ |
9,597 |
|
Great Lakes CLO, Ser 2015-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/16/2030 (A)(C)(E)(I) |
|
|
6,015 |
|
|
|
3,699 |
|
Great Lakes CLO, Ser 2017-1A, Cl ER |
|
|
|
|
|
|
|
|
7.741%, ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(C)(E) |
|
|
3,376 |
|
|
|
3,305 |
|
Great Lakes CLO, Ser 2018-1A, Cl ER |
|
|
|
|
|
|
|
|
7.601%, ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(C)(E) |
|
|
4,328 |
|
|
|
4,166 |
|
Great Lakes CLO, Ser 2018-1A, Cl FR |
|
|
|
|
|
|
|
|
10.241%, ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(B)(C)(E) |
|
|
1,595 |
|
|
|
1,459 |
|
IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2029 (A)(C)(E)(I) |
|
|
1,149 |
|
|
|
1,089 |
|
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D |
|
|
|
|
|
|
|
|
7.311%, ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(C)(E) |
|
|
2,886 |
|
|
|
2,665 |
|
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/18/2030 (A)(C)(E)(I) |
|
|
2,164 |
|
|
|
1,206 |
|
LCM Ltd |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (E)(I) |
|
|
1,998 |
|
|
|
1,575 |
|
Lockwood Grove CLO, Ser 2014-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2030 (A)(C)(E)(I) |
|
|
4,865 |
|
|
|
3,114 |
|
Lockwood Grove CLO, Ser 2018-1A, Cl ERR |
|
|
|
|
|
|
|
|
6.108%, ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(C)(E) |
|
|
3,201 |
|
|
|
3,105 |
|
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/17/2030 (A)(C)(E)(I) |
|
|
5,235 |
|
|
|
2,722 |
|
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC |
|
|
|
|
|
|
|
|
0.000%, 04/20/2033 (A)(C)(E)(I) |
|
|
1,780 |
|
|
|
1,353 |
|
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN |
|
|
|
|
|
|
|
|
0.114%, 04/20/2033 (A)(C)(E) |
|
|
23 |
|
|
|
17 |
|
Neuberger Berman Loan Advisers CLO 38 |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (E)(I) |
|
|
5,458 |
|
|
|
4,468 |
|
Neuberger Berman Loan Advisers CLO 39 |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (E)(F)(I) |
|
|
5,795 |
|
|
|
4,850 |
|
Neuberger Berman Loan Advisers CLO 41 |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (E)(I) |
|
|
3,394 |
|
|
|
2,790 |
|
NewStar Clarendon Fund CLO LLC, Ser 2015-1A, Cl E(F) |
|
|
|
|
|
|
|
|
6.308%, ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(C)(E) |
|
|
3,057 |
|
|
|
3,028 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
NewStar Exeter Fund CLO, Ser 2015-1RA, Cl E |
|
|
|
|
|
|
|
|
7.454%, ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(C)(E) |
|
$ |
2,981 |
|
|
$ |
2,906 |
|
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2030 (A)(C)(E)(I) |
|
|
9,028 |
|
|
|
4,604 |
|
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN |
|
|
|
|
|
|
|
|
7.634%, ICE LIBOR USD 3 Month + 7.380%, 04/20/2030 (A)(C)(E) |
|
|
4,200 |
|
|
|
3,872 |
|
OCP CLO, Ser 2017-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 11/20/2030 (A)(C)(E)(I) |
|
|
3,012 |
|
|
|
1,898 |
|
OCP CLO, Ser 2020-19A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2034 (A)(C)(E)(I) |
|
|
1,876 |
|
|
|
1,935 |
|
OCP CLO, Ser 2021-21A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2034 (E)(I) |
|
|
7,945 |
|
|
|
6,594 |
|
Shackleton CLO, Ser 2014-6RA |
|
|
|
|
|
|
|
|
0.000%, 07/17/2028 (E)(I) |
|
|
6,412 |
|
|
|
385 |
|
Shackleton CLO, Ser 2019-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2034 (A)(C)(E)(I) |
|
|
3,251 |
|
|
|
2,357 |
|
TCP Whitney CLO, Ser 2017-1I, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 08/20/2029 (C)(E)(I) |
|
|
13,119 |
|
|
|
10,299 |
|
TCW CLO, Ser 2017-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/29/2034 (A)(C)(E)(I) |
|
|
7,377 |
|
|
|
5,016 |
|
TCW CLO, Ser 2018-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2031 (A)(C)(E)(I) |
|
|
5,509 |
|
|
|
3,719 |
|
TCW CLO, Ser 2019-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (A)(C)(E)(I) |
|
|
5,959 |
|
|
|
4,112 |
|
TCW CLO, Warehouse Note, Ser 2020-1 |
|
|
|
|
|
|
|
|
0.000%, (E)(I) |
|
|
8,523 |
|
|
|
5,625 |
|
Venture 35 CLO, Ser 2018-35A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/22/2031 (A)(C)(E)(I) |
|
|
15,819 |
|
|
|
6,644 |
|
Venture XXV CLO, Ser 2016-25A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2029 (A)(C)(E)(I) |
|
|
2,950 |
|
|
|
1,121 |
|
Venture XXVI CLO, Ser 2017-26A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/20/2029 (A)(C)(E)(I) |
|
|
2,865 |
|
|
|
1,117 |
|
Venture XXVIII CLO, Ser 2017-28A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2030 (A)(C)(E)(I) |
|
|
5,750 |
|
|
|
2,760 |
|
VOYA CLO, Ser 2020-2A |
|
|
|
|
|
|
|
|
0.000%, 07/20/2031 (E)(I) |
|
|
7,797 |
|
|
|
7,378 |
|
Wind River |
|
|
|
|
|
|
|
|
0.000%, (E)(I) |
|
|
11,611 |
|
|
|
9,434 |
|
| |
|
|
|
|
|
|
231,654 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $140,554) ($ Thousands) |
|
|
|
|
|
|
231,654 |
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 1.6% |
21st Century Oncology *(E)(F) |
|
|
22,017 |
|
|
|
222 |
|
Aquity Equity *(E) |
|
|
89,545 |
|
|
|
1,007 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Arctic Canadian Diamond Co *(E) |
|
|
1,633 |
|
|
$ |
— |
|
Battalion Oil Corp * |
|
|
414 |
|
|
|
8 |
|
Berry Corp |
|
|
445,831 |
|
|
|
4,458 |
|
Cenveo Corp *(E) |
|
|
146,717 |
|
|
|
1,052 |
|
CHC Group LLC * |
|
|
1,444 |
|
|
|
— |
|
Chesapeake Energy Corp |
|
|
641 |
|
|
|
50 |
|
Civitas Resources Inc |
|
|
55,129 |
|
|
|
2,782 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
345,144 |
|
|
|
1,291 |
|
EP Energy Corp * |
|
|
25,685 |
|
|
|
2,414 |
|
Frontier Communications Parent Inc * |
|
|
24,698 |
|
|
|
680 |
|
Guitar Center *(E)(F) |
|
|
24,502 |
|
|
|
4,312 |
|
Gulfport Energy Corp * |
|
|
14,736 |
|
|
|
1,016 |
|
Gymboree Corp *(E) |
|
|
18,542 |
|
|
|
— |
|
Gymboree Holding Corp *(E) |
|
|
52,848 |
|
|
|
— |
|
iHeartMedia Inc, Cl A * |
|
|
63,646 |
|
|
|
1,365 |
|
Knight Energy Services LLC *(E)(J) |
|
|
2,205 |
|
|
|
— |
|
Magnachip Semiconductor Corp * |
|
|
38,119 |
|
|
|
694 |
|
Medical Card Systems *(E) |
|
|
395,653 |
|
|
|
236 |
|
Monitronics International Inc *(E)(F) |
|
|
381,412 |
|
|
|
2,929 |
|
MYT Holding LLC *(E)(F) |
|
|
461,765 |
|
|
|
1,122 |
|
Neiman Marcus Group *(E) |
|
|
10,950 |
|
|
|
1,752 |
|
Nine West *(E) |
|
|
163,718 |
|
|
|
93 |
|
Noble Corp * |
|
|
24,510 |
|
|
|
631 |
|
Oasis Petroleum Inc |
|
|
11,342 |
|
|
|
1,503 |
|
Parker Drilling *(E) |
|
|
5,140 |
|
|
|
23 |
|
Parker Drilling Co *(E) |
|
|
138,594 |
|
|
|
624 |
|
Penney Borrower LLC * |
|
|
31,845 |
|
|
|
374 |
|
Propco Certificates *(E) |
|
|
238,837 |
|
|
|
3,742 |
|
Reichhold Industries *(E)(F) |
|
|
1,755 |
|
|
|
3,391 |
|
Rue 21 * |
|
|
2,551 |
|
|
|
948 |
|
SandRidge Energy Inc * |
|
|
11,510 |
|
|
|
154 |
|
Valaris * |
|
|
10,890 |
|
|
|
444 |
|
Valaris Ltd * |
|
|
4,390 |
|
|
|
179 |
|
VICI Properties Inc ‡ |
|
|
104,293 |
|
|
|
2,916 |
|
Whiting Petroleum Corp |
|
|
7,372 |
|
|
|
544 |
|
Windstream Services * |
|
|
46,229 |
|
|
|
821 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $40,096) ($ Thousands) |
|
|
|
|
|
|
43,777 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.4% |
BoardRiders *(E)(F)(I) |
|
|
336,591 |
|
|
|
414 |
|
Bowlero *(E)(I) |
|
|
1,940 |
|
|
|
1,940 |
|
Claire's Stores Inc *(E)(F)(I) |
|
|
1,414 |
|
|
|
1,721 |
|
Crestwood Equity Partners, 9.250% (D)(K) |
|
|
224,639 |
|
|
|
2,161 |
|
FHLMC *(D)(I) |
|
|
29,819 |
|
|
|
103 |
|
FNMA *(D)(I) |
|
|
43,993 |
|
|
|
148 |
|
Foresight *(E)(I) |
|
|
60,593 |
|
|
|
909 |
|
Guitar Center Inc *(E)(F)(I) |
|
|
782 |
|
|
|
76 |
|
Gulfport Energy *(E)(I) |
|
|
41 |
|
|
|
204 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
Ladenburg Thalmann Financial Services, 6.500% * |
|
|
102,399 |
|
|
$ |
1,792 |
|
MPLX, 8.462% *(D)(E)(F) |
|
|
41,696 |
|
|
|
1,459 |
|
MYT Holding LLC, 10.000% |
|
|
516,164 |
|
|
|
542 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $10,810) ($ Thousands) |
|
|
|
|
|
|
11,469 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CONVERTIBLE BONDS — 0.3% |
Air Canada |
|
|
|
|
|
|
|
|
4.000% , 07/01/2025 |
|
$ |
400 |
|
|
|
578 |
|
DISH Network |
|
|
|
|
|
|
|
|
3.375% , 08/15/2026 |
|
|
804 |
|
|
|
729 |
|
Liberty Media |
|
|
|
|
|
|
|
|
3.750% , 02/15/2030 |
|
|
3,728 |
|
|
|
2,722 |
|
Liberty Media |
|
|
|
|
|
|
|
|
4.000% , 11/15/2029 |
|
|
2,170 |
|
|
|
1,475 |
|
Pebblebrook Hotel Trust |
|
|
|
|
|
|
|
|
1.750% , 12/15/2026 |
|
|
1,275 |
|
|
|
1,413 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $6,594) ($ Thousands) |
|
|
|
|
|
|
6,917 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.1% |
Carestream |
|
|
|
|
|
|
|
|
Strike Price $0.00 *‡‡(E) |
|
|
84 |
|
|
|
– |
|
Chesapeake Energy Corp, Expires 02/12/2026 |
|
|
|
|
|
|
|
|
Strike Price $32.13 * |
|
|
3,486 |
|
|
|
166 |
|
Chesapeake Energy Corp, Expires 02/12/2026 |
|
|
|
|
|
|
|
|
Strike Price $27.63 * |
|
|
3,138 |
|
|
|
163 |
|
Chesapeake Energy Corp, Expires 02/12/2026 |
|
|
|
|
|
|
|
|
Strike Price $36.18 * |
|
|
3,317 |
|
|
|
144 |
|
Guitar Center Tranche I, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(E)(F) |
|
|
5,960 |
|
|
|
502 |
|
Guitar Center Tranche II, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(E)(F) |
|
|
6,486 |
|
|
|
330 |
|
Guitar Center Tranche III, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(E)(F) |
|
|
526 |
|
|
|
27 |
|
Neiman Marcus Group, Expires 09/24/2027 |
|
|
|
|
|
|
|
|
Strike Price $213.16 *(E)(F) |
|
|
6,679 |
|
|
|
127 |
|
Noble Corp, Expires 02/05/2028 |
|
|
|
|
|
|
|
|
Strike Price $0.01 * |
|
|
36,606 |
|
|
|
316 |
|
| |
|
|
|
|
|
|
Description |
|
|
Number of
Warrants |
|
|
Market Value
($ Thousands) |
|
WARRANTS (continued) |
SandRidge Energy Inc, Expires 10/07/2022 |
|
|
|
|
|
|
|
|
Strike Price $41.34 * |
|
|
9,764 |
|
|
$ |
– |
|
SandRidge Energy Inc, Expires 10/07/2022 |
|
|
|
|
|
|
|
|
Strike Price $42.03 * |
|
|
4,110 |
|
|
|
– |
|
Windstream Services |
|
|
|
|
|
|
|
|
Strike Price $0.00 *‡‡ |
|
|
50,968 |
|
|
|
841 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $1,295) ($ Thousands) |
|
|
|
|
|
|
2,616 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.8% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
47,727,503 |
|
|
|
47,728 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $47,728) ($ Thousands) |
|
|
|
|
|
|
47,728 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 98.7% |
|
|
|
|
|
|
|
|
(Cost $2,661,237) ($ Thousands) |
|
$ |
2,679,166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Continued)
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2022, is as follows:
Credit Default Swap |
Reference Entity/ Obligation |
|
Buy/Sell Protection |
|
|
(Pays)/Receives Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Depreciation
(Thousands) |
|
CDX.NA.HYSS37V1.5Y |
|
|
Sell |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2026 |
|
|
|
(11,890 |
) |
|
$ |
675 |
|
|
$ |
719 |
|
|
$ |
(44 |
) |
|
Percentages are based on Net Assets of $2,714,773 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
‡ |
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 February 28, 2022, the value of these securities amounted to $1,770,241 ($ Thousands), representing 65.2% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Perpetual security with no stated maturity date. |
(E) |
Level 3 security in accordance with fair value hierarchy. |
(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 February 28, 2022 was $43,248 ($ Thousands) and represented 1.6% of the Net Assets of the Fund. |
(G) |
Unsettled bank loan. Interest rate may not be available. |
(H) |
Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC. |
(I) |
No interest rate available. |
(J) |
Security, or a portion thereof, is owned through a holding entity, Knights Energy Topco, LLC. |
(K) |
Security is a Master Limited Partnership. At February 28, 2022, such securities amounted to $2,161 ($ Thousands), or 0.1% of the Net Assets of the Fund. |
(L) |
Zero coupon security. |
Cl — Class |
CLO — Collateralized Loan Obligation |
DAC — Designated Activity Company |
FHLMC — Federal Home Loan Mortgage Corporation |
FNMA — Federal National Mortgage Association |
ICE— Intercontinental Exchange |
LIBOR— London Interbank Offered Rate |
LLC — Limited Liability Company |
LLLP — Limited Liability Limited Partnership |
L.P. — Limited Partnership |
Ltd. — Limited |
MTN — Medium Term Note |
PIK — Payment in-Kind |
Ser — Series |
ULC — Unlimited Liability Company |
USD — U.S. Dollar |
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
2,055,536 |
|
|
|
1,131 |
|
|
|
2,056,667 |
|
Loan Participations |
|
|
– |
|
|
|
256,954 |
|
|
|
21,384 |
|
|
|
278,338 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
– |
|
|
|
231,654 |
|
|
|
231,654 |
|
Common Stock |
|
|
20,498 |
|
|
|
2,774 |
|
|
|
20,505 |
|
|
|
43,777 |
|
Preferred Stock |
|
|
2,851 |
|
|
|
1,895 |
|
|
|
6,723 |
|
|
|
11,469 |
|
Convertible Bonds |
|
|
– |
|
|
|
6,917 |
|
|
|
– |
|
|
|
6,917 |
|
Warrants |
|
|
144 |
|
|
|
1,486 |
|
|
|
986 |
|
|
|
2,616 |
|
Cash Equivalent |
|
|
47,728 |
|
|
|
– |
|
|
|
– |
|
|
|
47,728 |
|
Total Investments in Securities |
|
|
71,221 |
|
|
|
2,325,562 |
|
|
|
282,383 |
|
|
|
2,679,166 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
– |
|
|
|
(44 |
) |
|
|
– |
|
|
|
(44 |
) |
Total Other Financial Instruments |
|
|
– |
|
|
|
(44 |
) |
|
|
– |
|
|
|
(44 |
) |
*Swap contracts are valued at the unrealized depreciation on the instrument.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
High Yield Bond Fund (Concluded)
The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):
| |
|
Investments in Corporate Obligations |
|
|
Investments in Loan Participations |
|
|
Investments in Asset-Backed Securities |
|
|
Investments in Common Stock |
|
|
Investments in Preferred Stock |
|
|
Investments in Warrants |
|
Balance as of May 31, 2021 |
|
$ |
5,245 |
|
|
$ |
38,894 |
|
|
$ |
302,772 |
|
|
|
21,934 |
|
|
$ |
3,344 |
|
|
$ |
1,578 |
|
Accrued discounts/premiums |
|
|
(42 |
) |
|
|
(44 |
) |
|
|
(780 |
) |
|
|
— |
|
|
|
— |
|
|
|
— |
|
Realized gain/(loss) |
|
|
20 |
|
|
|
47 |
|
|
|
9,434 |
|
|
|
2,581 |
|
|
|
116 |
|
|
|
— |
|
Change in unrealized appreciation/(depreciation) |
|
|
161 |
|
|
|
501 |
|
|
|
20,200 |
|
|
|
(2,606 |
) |
|
|
564 |
|
|
|
153 |
|
Purchases |
|
|
60 |
|
|
|
4,267 |
|
|
|
10,421 |
|
|
|
— |
|
|
|
1,940 |
|
|
|
— |
|
Sales |
|
|
(76 |
) |
|
|
(7,968 |
) |
|
|
(110,393 |
) |
|
|
(3,156 |
) |
|
|
(150 |
) |
|
|
— |
|
Net transfer into Level 3 |
|
|
— |
|
|
|
2,398 |
|
|
|
— |
|
|
|
2,089 |
|
|
|
909 |
|
|
|
— |
|
Net transfer out of Level 3 |
|
|
(4,237 |
) |
|
|
(16,711 |
) |
|
|
— |
|
|
|
(337 |
) |
|
|
— |
|
|
|
(745 |
) |
Ending Balance as of February 28, 2022 |
|
$ |
1,131 |
|
|
$ |
21,384 |
|
|
$ |
231,654 |
|
|
$ |
20,505 |
|
|
$ |
6,723 |
|
|
$ |
986 |
|
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date |
|
$ |
(2,153 |
) |
|
$ |
560 |
|
|
$ |
24,336 |
|
|
$ |
(3,879 |
) |
|
$ |
372 |
|
|
$ |
153 |
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
74,591 |
|
|
$ |
765,563 |
|
|
$ |
(792,428 |
) |
|
$ |
2 |
|
|
$ |
— |
|
|
$ |
47,728 |
|
|
|
47,727,503 |
|
|
$ |
6 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 63.0% |
Communication Services — 9.2% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
2.250%, 08/15/2060 |
|
$ |
380 |
|
|
$ |
303 |
|
America Movil |
|
|
|
|
|
|
|
|
6.375%, 03/01/2035 |
|
|
245 |
|
|
|
316 |
|
6.125%, 03/30/2040 |
|
|
475 |
|
|
|
606 |
|
AT&T |
|
|
|
|
|
|
|
|
5.150%, 02/15/2050 |
|
|
840 |
|
|
|
961 |
|
4.750%, 05/15/2046 |
|
|
550 |
|
|
|
610 |
|
4.500%, 05/15/2035 |
|
|
2,685 |
|
|
|
2,940 |
|
3.800%, 12/01/2057 |
|
|
7,000 |
|
|
|
6,567 |
|
3.650%, 09/15/2059 |
|
|
2,411 |
|
|
|
2,187 |
|
3.550%, 09/15/2055 |
|
|
2,940 |
|
|
|
2,666 |
|
3.500%, 09/15/2053 |
|
|
4,341 |
|
|
|
3,969 |
|
Bell Canada |
|
|
|
|
|
|
|
|
4.464%, 04/01/2048 |
|
|
550 |
|
|
|
601 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.484%, 10/23/2045 |
|
|
1,908 |
|
|
|
2,280 |
|
6.384%, 10/23/2035 |
|
|
1,945 |
|
|
|
2,325 |
|
5.750%, 04/01/2048 |
|
|
1,190 |
|
|
|
1,315 |
|
5.375%, 05/01/2047 |
|
|
2,361 |
|
|
|
2,491 |
|
4.800%, 03/01/2050 |
|
|
410 |
|
|
|
401 |
|
3.900%, 06/01/2052 |
|
|
625 |
|
|
|
544 |
|
3.850%, 04/01/2061 |
|
|
600 |
|
|
|
498 |
|
3.500%, 06/01/2041 |
|
|
205 |
|
|
|
177 |
|
Charter Communications Operating LLC/ Charter Communications Operating |
|
|
|
|
|
|
|
|
3.700%, 04/01/2051 |
|
|
430 |
|
|
|
361 |
|
Comcast |
|
|
|
|
|
|
|
|
4.250%, 01/15/2033 |
|
|
250 |
|
|
|
273 |
|
4.049%, 11/01/2052 |
|
|
845 |
|
|
|
886 |
|
3.999%, 11/01/2049 |
|
|
363 |
|
|
|
369 |
|
3.969%, 11/01/2047 |
|
|
2,963 |
|
|
|
3,012 |
|
3.900%, 03/01/2038 |
|
|
1,095 |
|
|
|
1,115 |
|
2.987%, 11/01/2063 (A) |
|
|
2,028 |
|
|
|
1,688 |
|
2.937%, 11/01/2056 (A) |
|
|
4,623 |
|
|
|
3,891 |
|
2.887%, 11/01/2051 (A) |
|
|
1,451 |
|
|
|
1,259 |
|
Discovery Communications LLC |
|
|
|
|
|
|
|
|
5.300%, 05/15/2049 |
|
|
175 |
|
|
|
190 |
|
5.200%, 09/20/2047 |
|
|
549 |
|
|
|
587 |
|
4.650%, 05/15/2050 |
|
|
380 |
|
|
|
388 |
|
4.000%, 09/15/2055 |
|
|
890 |
|
|
|
809 |
|
Fox |
|
|
|
|
|
|
|
|
5.576%, 01/25/2049 |
|
|
170 |
|
|
|
205 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
3.875%, 11/15/2029 (A) |
|
|
940 |
|
|
|
898 |
|
Paramount Global |
|
|
|
|
|
|
|
|
5.850%, 09/01/2043 |
|
|
1,475 |
|
|
|
1,759 |
|
4.850%, 12/15/2034 |
|
|
825 |
|
|
|
867 |
|
4.375%, 03/15/2043 |
|
|
20 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Rogers Communications |
|
|
|
|
|
|
|
|
5.000%, 03/15/2044 |
|
$ |
442 |
|
|
$ |
479 |
|
4.500%, 03/15/2043 |
|
|
257 |
|
|
|
267 |
|
SES GLOBAL Americas Holdings GP |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (A) |
|
|
1,200 |
|
|
|
1,254 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.840%, 04/22/2051 (A) |
|
|
560 |
|
|
|
513 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
375 |
|
|
|
469 |
|
6.750%, 06/15/2039 |
|
|
375 |
|
|
|
455 |
|
6.550%, 05/01/2037 |
|
|
745 |
|
|
|
895 |
|
5.875%, 11/15/2040 |
|
|
395 |
|
|
|
442 |
|
5.500%, 09/01/2041 |
|
|
760 |
|
|
|
810 |
|
4.500%, 09/15/2042 |
|
|
450 |
|
|
|
424 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.600%, 11/15/2060 (A) |
|
|
615 |
|
|
|
538 |
|
3.400%, 10/15/2052 (A) |
|
|
1,045 |
|
|
|
926 |
|
3.300%, 02/15/2051 |
|
|
475 |
|
|
|
414 |
|
3.000%, 02/15/2041 |
|
|
1,780 |
|
|
|
1,543 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
4.522%, 09/15/2048 |
|
|
350 |
|
|
|
393 |
|
4.500%, 08/10/2033 |
|
|
2,825 |
|
|
|
3,139 |
|
4.400%, 11/01/2034 |
|
|
900 |
|
|
|
992 |
|
3.700%, 03/22/2061 |
|
|
1,578 |
|
|
|
1,504 |
|
3.550%, 03/22/2051 |
|
|
1,723 |
|
|
|
1,669 |
|
3.400%, 03/22/2041 |
|
|
4,885 |
|
|
|
4,704 |
|
2.987%, 10/30/2056 |
|
|
2,702 |
|
|
|
2,304 |
|
2.650%, 11/20/2040 |
|
|
170 |
|
|
|
148 |
|
ViacomCBS |
|
|
|
|
|
|
|
|
4.950%, 05/19/2050 |
|
|
378 |
|
|
|
413 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
5.250%, 05/30/2048 |
|
|
1,386 |
|
|
|
1,589 |
|
5.000%, 05/30/2038 |
|
|
230 |
|
|
|
261 |
|
4.875%, 06/19/2049 |
|
|
541 |
|
|
|
601 |
|
4.375%, 02/19/2043 |
|
|
315 |
|
|
|
320 |
|
4.250%, 09/17/2050 |
|
|
770 |
|
|
|
788 |
|
Walt Disney |
|
|
|
|
|
|
|
|
7.625%, 11/30/2028 |
|
|
1 |
|
|
|
1 |
|
6.550%, 03/15/2033 |
|
|
950 |
|
|
|
1,236 |
|
3.600%, 01/13/2051 |
|
|
3,620 |
|
|
|
3,663 |
|
3.500%, 05/13/2040 |
|
|
435 |
|
|
|
433 |
|
2.750%, 09/01/2049 |
|
|
532 |
|
|
|
465 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
84,386 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.9% |
|
|
|
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
4.500%, 07/26/2047 (A) |
|
|
675 |
|
|
|
710 |
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
1,664 |
|
|
|
2,064 |
|
4.050%, 08/22/2047 |
|
|
491 |
|
|
|
547 |
|
3.100%, 05/12/2051 |
|
|
1,620 |
|
|
|
1,566 |
|
2.875%, 05/12/2041 |
|
|
687 |
|
|
|
656 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.700%, 06/03/2060 |
|
$ |
570 |
|
|
$ |
486 |
|
2.500%, 06/03/2050 |
|
|
185 |
|
|
|
160 |
|
Aptiv PLC |
|
|
|
|
|
|
|
|
5.400%, 03/15/2049 |
|
|
544 |
|
|
|
639 |
|
Dollar Tree |
|
|
|
|
|
|
|
|
3.375%, 12/01/2051 |
|
|
265 |
|
|
|
238 |
|
eBay |
|
|
|
|
|
|
|
|
3.650%, 05/10/2051 |
|
|
369 |
|
|
|
346 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
175 |
|
|
|
217 |
|
6.250%, 10/02/2043 |
|
|
155 |
|
|
|
188 |
|
5.950%, 04/01/2049 |
|
|
555 |
|
|
|
663 |
|
5.150%, 04/01/2038 |
|
|
180 |
|
|
|
195 |
|
5.000%, 04/01/2035 |
|
|
80 |
|
|
|
87 |
|
Home Depot |
|
|
|
|
|
|
|
|
4.250%, 04/01/2046 |
|
|
830 |
|
|
|
915 |
|
4.200%, 04/01/2043 |
|
|
250 |
|
|
|
276 |
|
3.900%, 06/15/2047 |
|
|
607 |
|
|
|
644 |
|
3.350%, 04/15/2050 |
|
|
470 |
|
|
|
460 |
|
Lowe's |
|
|
|
|
|
|
|
|
4.050%, 05/03/2047 |
|
|
305 |
|
|
|
313 |
|
3.700%, 04/15/2046 |
|
|
675 |
|
|
|
657 |
|
3.000%, 10/15/2050 |
|
|
710 |
|
|
|
617 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
435 |
|
|
|
655 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
4.600%, 05/26/2045 |
|
|
650 |
|
|
|
712 |
|
4.450%, 03/01/2047 |
|
|
1,325 |
|
|
|
1,453 |
|
3.625%, 09/01/2049 |
|
|
275 |
|
|
|
270 |
|
Starbucks |
|
|
|
|
|
|
|
|
4.450%, 08/15/2049 |
|
|
305 |
|
|
|
325 |
|
3.350%, 03/12/2050 |
|
|
510 |
|
|
|
463 |
|
Target |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
145 |
|
|
|
137 |
|
XLIT |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
587 |
|
|
|
745 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,404 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 4.5% |
|
|
|
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.800%, 09/23/2049 (A) |
|
|
325 |
|
|
|
317 |
|
Altria Group |
|
|
|
|
|
|
|
|
5.950%, 02/14/2049 |
|
|
785 |
|
|
|
872 |
|
5.800%, 02/14/2039 |
|
|
150 |
|
|
|
164 |
|
5.375%, 01/31/2044 |
|
|
285 |
|
|
|
297 |
|
4.450%, 05/06/2050 |
|
|
250 |
|
|
|
229 |
|
4.000%, 02/04/2061 |
|
|
805 |
|
|
|
670 |
|
3.875%, 09/16/2046 |
|
|
980 |
|
|
|
842 |
|
3.700%, 02/04/2051 |
|
|
630 |
|
|
|
515 |
|
3.400%, 02/04/2041 |
|
|
810 |
|
|
|
671 |
|
2.450%, 02/04/2032 |
|
|
325 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
$ |
5,745 |
|
|
$ |
6,492 |
|
4.700%, 02/01/2036 |
|
|
4,440 |
|
|
|
4,948 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.550%, 01/23/2049 |
|
|
1,191 |
|
|
|
1,475 |
|
4.750%, 04/15/2058 |
|
|
145 |
|
|
|
160 |
|
4.600%, 04/15/2048 |
|
|
990 |
|
|
|
1,085 |
|
4.439%, 10/06/2048 |
|
|
1,527 |
|
|
|
1,634 |
|
4.375%, 04/15/2038 |
|
|
445 |
|
|
|
478 |
|
4.350%, 06/01/2040 |
|
|
151 |
|
|
|
161 |
|
Bacardi |
|
|
|
|
|
|
|
|
5.300%, 05/15/2048 (A) |
|
|
480 |
|
|
|
570 |
|
BAT Capital |
|
|
|
|
|
|
|
|
5.282%, 04/02/2050 |
|
|
245 |
|
|
|
249 |
|
4.758%, 09/06/2049 |
|
|
500 |
|
|
|
473 |
|
4.540%, 08/15/2047 |
|
|
1,550 |
|
|
|
1,431 |
|
4.390%, 08/15/2037 |
|
|
1,675 |
|
|
|
1,605 |
|
3.734%, 09/25/2040 |
|
|
695 |
|
|
|
599 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
2.839%, 11/15/2050 |
|
|
35 |
|
|
|
31 |
|
Bimbo Bakeries USA |
|
|
|
|
|
|
|
|
4.000%, 05/17/2051 (A) |
|
|
365 |
|
|
|
362 |
|
City of Hope |
|
|
|
|
|
|
|
|
4.378%, 08/15/2048 |
|
|
650 |
|
|
|
749 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
2.875%, 05/05/2041 |
|
|
480 |
|
|
|
455 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
4.100%, 02/15/2048 |
|
|
565 |
|
|
|
568 |
|
Fomento Economico Mexicano |
|
|
|
|
|
|
|
|
3.500%, 01/16/2050 |
|
|
510 |
|
|
|
478 |
|
Health Care Service, A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
3.200%, 06/01/2050 (A) |
|
|
647 |
|
|
|
576 |
|
Indiana University Health Obligated Group |
|
|
|
|
|
|
|
|
2.852%, 11/01/2051 |
|
|
350 |
|
|
|
321 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
4.375%, 02/02/2052 (A) |
|
|
930 |
|
|
|
832 |
|
3.000%, 05/15/2032 (A) |
|
|
952 |
|
|
|
840 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.000%, 06/04/2042 |
|
|
540 |
|
|
|
595 |
|
4.875%, 10/01/2049 |
|
|
80 |
|
|
|
89 |
|
Kroger |
|
|
|
|
|
|
|
|
4.450%, 02/01/2047 |
|
|
1,695 |
|
|
|
1,845 |
|
3.950%, 01/15/2050 |
|
|
500 |
|
|
|
513 |
|
MedStar Health |
|
|
|
|
|
|
|
|
3.626%, 08/15/2049 |
|
|
530 |
|
|
|
523 |
|
Nestle Holdings |
|
|
|
|
|
|
|
|
3.900%, 09/24/2038 (A) |
|
|
815 |
|
|
|
888 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.500%, 03/20/2042 |
|
|
830 |
|
|
|
865 |
|
4.250%, 11/10/2044 |
|
|
15 |
|
|
|
16 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 08/21/2042 |
|
$ |
640 |
|
|
$ |
621 |
|
Reynolds American |
|
|
|
|
|
|
|
|
5.850%, 08/15/2045 |
|
|
335 |
|
|
|
363 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.607%, 12/13/2051 (A) |
|
|
1,115 |
|
|
|
987 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.027%, 08/15/2051 |
|
|
380 |
|
|
|
355 |
|
University of Southern California |
|
|
|
|
|
|
|
|
5.250%, 10/01/2111 |
|
|
1,065 |
|
|
|
1,461 |
|
Walmart |
|
|
|
|
|
|
|
|
2.650%, 09/22/2051 |
|
|
285 |
|
|
|
261 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
40,821 |
|
| |
|
|
|
|
|
|
|
|
Energy — 6.9% |
|
|
|
|
BG Energy Capital |
|
|
|
|
|
|
|
|
5.125%, 10/15/2041 (A) |
|
|
205 |
|
|
|
245 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.379%, 02/08/2061 |
|
|
665 |
|
|
|
586 |
|
3.060%, 06/17/2041 |
|
|
685 |
|
|
|
614 |
|
3.001%, 03/17/2052 |
|
|
545 |
|
|
|
463 |
|
3.000%, 02/24/2050 |
|
|
5 |
|
|
|
4 |
|
2.939%, 06/04/2051 |
|
|
3 |
|
|
|
3 |
|
2.772%, 11/10/2050 |
|
|
1,305 |
|
|
|
1,090 |
|
2.721%, 01/12/2032 |
|
|
260 |
|
|
|
249 |
|
Burlington Resources LLC |
|
|
|
|
|
|
|
|
7.200%, 08/15/2031 |
|
|
20 |
|
|
|
27 |
|
Canadian Natural Resources MTN |
|
|
|
|
|
|
|
|
4.950%, 06/01/2047 |
|
|
350 |
|
|
|
395 |
|
Chevron |
|
|
|
|
|
|
|
|
3.078%, 05/11/2050 |
|
|
514 |
|
|
|
495 |
|
Columbia Pipeline Group |
|
|
|
|
|
|
|
|
5.800%, 06/01/2045 |
|
|
355 |
|
|
|
424 |
|
Conoco Funding |
|
|
|
|
|
|
|
|
7.250%, 10/15/2031 |
|
|
290 |
|
|
|
397 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.900%, 05/15/2038 |
|
|
1,288 |
|
|
|
1,660 |
|
4.875%, 10/01/2047 (A) |
|
|
190 |
|
|
|
227 |
|
4.850%, 08/15/2048 (A) |
|
|
270 |
|
|
|
320 |
|
4.300%, 11/15/2044 |
|
|
1,015 |
|
|
|
1,115 |
|
3.800%, 03/15/2052 |
|
|
455 |
|
|
|
462 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.950%, 04/15/2032 |
|
|
10 |
|
|
|
14 |
|
5.600%, 07/15/2041 |
|
|
155 |
|
|
|
181 |
|
5.000%, 06/15/2045 |
|
|
95 |
|
|
|
106 |
|
4.750%, 05/15/2042 |
|
|
420 |
|
|
|
452 |
|
El Paso Natural Gas |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
155 |
|
|
|
207 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.500%, 02/01/2042 |
|
|
55 |
|
|
|
65 |
|
6.250%, 04/15/2049 |
|
|
255 |
|
|
|
294 |
|
6.125%, 12/15/2045 |
|
|
1,113 |
|
|
|
1,249 |
|
6.000%, 06/15/2048 |
|
|
35 |
|
|
|
39 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.950%, 10/01/2043 |
|
$ |
1,320 |
|
|
$ |
1,459 |
|
5.800%, 06/15/2038 |
|
|
45 |
|
|
|
50 |
|
5.400%, 10/01/2047 |
|
|
2,120 |
|
|
|
2,269 |
|
5.350%, 05/15/2045 |
|
|
520 |
|
|
|
550 |
|
5.300%, 04/15/2047 |
|
|
580 |
|
|
|
606 |
|
5.150%, 02/01/2043 |
|
|
90 |
|
|
|
90 |
|
5.150%, 03/15/2045 |
|
|
200 |
|
|
|
204 |
|
4.900%, 03/15/2035 |
|
|
1,000 |
|
|
|
1,044 |
|
Eni SpA |
|
|
|
|
|
|
|
|
5.700%, 10/01/2040 (A) |
|
|
340 |
|
|
|
403 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
6.650%, 10/15/2034 |
|
|
1,055 |
|
|
|
1,346 |
|
6.125%, 10/15/2039 |
|
|
325 |
|
|
|
400 |
|
5.700%, 02/15/2042 |
|
|
540 |
|
|
|
642 |
|
5.100%, 02/15/2045 |
|
|
400 |
|
|
|
447 |
|
4.950%, 10/15/2054 |
|
|
545 |
|
|
|
604 |
|
4.900%, 05/15/2046 |
|
|
1,310 |
|
|
|
1,441 |
|
4.850%, 03/15/2044 |
|
|
290 |
|
|
|
316 |
|
4.250%, 02/15/2048 |
|
|
190 |
|
|
|
193 |
|
4.200%, 01/31/2050 |
|
|
365 |
|
|
|
367 |
|
3.700%, 01/31/2051 |
|
|
115 |
|
|
|
107 |
|
3.300%, 02/15/2053 |
|
|
255 |
|
|
|
223 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
414 |
|
|
|
503 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
6.500%, 07/15/2048 |
|
|
500 |
|
|
|
488 |
|
Equinor |
|
|
|
|
|
|
|
|
3.950%, 05/15/2043 |
|
|
480 |
|
|
|
506 |
|
3.625%, 04/06/2040 |
|
|
930 |
|
|
|
956 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.227%, 03/19/2040 |
|
|
320 |
|
|
|
352 |
|
3.452%, 04/15/2051 |
|
|
4,079 |
|
|
|
4,032 |
|
3.095%, 08/16/2049 |
|
|
190 |
|
|
|
177 |
|
Hess |
|
|
|
|
|
|
|
|
5.800%, 04/01/2047 |
|
|
320 |
|
|
|
383 |
|
5.600%, 02/15/2041 |
|
|
440 |
|
|
|
505 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.550%, 06/01/2045 |
|
|
645 |
|
|
|
740 |
|
5.300%, 12/01/2034 |
|
|
2,406 |
|
|
|
2,698 |
|
5.050%, 02/15/2046 |
|
|
40 |
|
|
|
43 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
6.375%, 03/01/2041 |
|
|
636 |
|
|
|
768 |
|
5.000%, 08/15/2042 |
|
|
700 |
|
|
|
735 |
|
Lundin Energy Finance BV |
|
|
|
|
|
|
|
|
3.100%, 07/15/2031 (A) |
|
|
345 |
|
|
|
329 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
6.500%, 03/01/2041 |
|
|
193 |
|
|
|
244 |
|
4.750%, 09/15/2044 |
|
|
65 |
|
|
|
68 |
|
Motiva Enterprises |
|
|
|
|
|
|
|
|
6.850%, 01/15/2040 (A) |
|
|
820 |
|
|
|
939 |
|
MPLX |
|
|
|
|
|
|
|
|
5.500%, 02/15/2049 |
|
|
120 |
|
|
|
137 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 04/15/2038 |
|
$ |
480 |
|
|
$ |
494 |
|
Northern Natural Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 (A) |
|
|
275 |
|
|
|
291 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
6.574%, 10/10/2036 (B) |
|
|
3,581 |
|
|
|
1,917 |
|
4.300%, 08/15/2039 |
|
|
536 |
|
|
|
507 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.950%, 01/28/2060 |
|
|
382 |
|
|
|
317 |
|
6.350%, 02/12/2048 |
|
|
745 |
|
|
|
596 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
670 |
|
|
|
556 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
5.875%, 05/01/2042 |
|
|
260 |
|
|
|
328 |
|
4.875%, 11/15/2044 |
|
|
825 |
|
|
|
938 |
|
Phillips 66 Partners |
|
|
|
|
|
|
|
|
4.900%, 10/01/2046 |
|
|
1,284 |
|
|
|
1,420 |
|
Plains All American Pipeline/PAA Finance |
|
|
|
|
|
|
|
|
4.900%, 02/15/2045 |
|
|
625 |
|
|
|
602 |
|
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
6.875%, 04/15/2040 (A) |
|
|
1,135 |
|
|
|
1,158 |
|
Sabal Trail Transmission LLC |
|
|
|
|
|
|
|
|
4.832%, 05/01/2048 (A) |
|
|
550 |
|
|
|
615 |
|
4.682%, 05/01/2038 (A) |
|
|
360 |
|
|
|
400 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
1,127 |
|
|
|
1,534 |
|
5.500%, 03/25/2040 |
|
|
435 |
|
|
|
549 |
|
4.550%, 08/12/2043 |
|
|
635 |
|
|
|
724 |
|
4.375%, 05/11/2045 |
|
|
1,365 |
|
|
|
1,512 |
|
3.750%, 09/12/2046 |
|
|
254 |
|
|
|
266 |
|
3.000%, 11/26/2051 |
|
|
120 |
|
|
|
109 |
|
Suncor Energy |
|
|
|
|
|
|
|
|
6.800%, 05/15/2038 |
|
|
520 |
|
|
|
680 |
|
3.750%, 03/04/2051 |
|
|
310 |
|
|
|
297 |
|
Texas Eastern Transmission |
|
|
|
|
|
|
|
|
7.000%, 07/15/2032 |
|
|
575 |
|
|
|
740 |
|
4.150%, 01/15/2048 (A) |
|
|
565 |
|
|
|
579 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.386%, 06/29/2060 |
|
|
50 |
|
|
|
46 |
|
3.127%, 05/29/2050 |
|
|
1,430 |
|
|
|
1,321 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
7.250%, 08/15/2038 |
|
|
1,070 |
|
|
|
1,482 |
|
4.875%, 05/15/2048 |
|
|
195 |
|
|
|
222 |
|
4.750%, 05/15/2038 |
|
|
380 |
|
|
|
417 |
|
4.625%, 03/01/2034 |
|
|
870 |
|
|
|
949 |
|
Transcontinental Gas Pipe Line LLC |
|
|
|
|
|
|
|
|
5.400%, 08/15/2041 |
|
|
880 |
|
|
|
1,030 |
|
4.600%, 03/15/2048 |
|
|
536 |
|
|
|
578 |
|
4.450%, 08/01/2042 |
|
|
560 |
|
|
|
589 |
|
Williams |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 |
|
|
310 |
|
|
|
398 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.600%, 03/15/2031 |
|
$ |
380 |
|
|
$ |
359 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
63,267 |
|
| |
|
|
|
|
|
|
|
|
Financials — 10.8% |
|
|
|
|
AIG SunAmerica Global Financing X |
|
|
|
|
|
|
|
|
6.900%, 03/15/2032 (A) |
|
|
1,617 |
|
|
|
2,129 |
|
Allstate |
|
|
|
|
|
|
|
|
4.500%, 06/15/2043 |
|
|
150 |
|
|
|
169 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
55 |
|
|
|
63 |
|
4.750%, 04/01/2048 |
|
|
165 |
|
|
|
190 |
|
4.700%, 07/10/2035 |
|
|
40 |
|
|
|
45 |
|
4.500%, 07/16/2044 |
|
|
1,455 |
|
|
|
1,614 |
|
4.375%, 06/30/2050 |
|
|
395 |
|
|
|
437 |
|
4.375%, 01/15/2055 |
|
|
50 |
|
|
|
54 |
|
3.875%, 01/15/2035 |
|
|
50 |
|
|
|
52 |
|
Aon |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
1,014 |
|
|
|
1,018 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
3.500%, 05/20/2051 |
|
|
435 |
|
|
|
409 |
|
ASB Bank |
|
|
|
|
|
|
|
|
2.375%, 10/22/2031 (A) |
|
|
540 |
|
|
|
509 |
|
Athene Holding |
|
|
|
|
|
|
|
|
3.450%, 05/15/2052 |
|
|
500 |
|
|
|
438 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.110%, 01/29/2037 |
|
|
660 |
|
|
|
821 |
|
6.000%, 10/15/2036 |
|
|
2,245 |
|
|
|
2,844 |
|
3.311%, U.S. SOFR + 1.580%, 04/22/2042 (C) |
|
|
1,505 |
|
|
|
1,442 |
|
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C) |
|
|
305 |
|
|
|
299 |
|
2.972%, U.S. SOFR + 1.560%, 07/21/2052 (C) |
|
|
940 |
|
|
|
836 |
|
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C) |
|
|
65 |
|
|
|
63 |
|
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C) |
|
|
585 |
|
|
|
554 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.875%, 02/07/2042 |
|
|
1,870 |
|
|
|
2,424 |
|
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (C) |
|
|
765 |
|
|
|
849 |
|
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (C) |
|
|
1,650 |
|
|
|
1,770 |
|
4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (C) |
|
|
1,000 |
|
|
|
1,046 |
|
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (C) |
|
|
440 |
|
|
|
461 |
|
2.676%, U.S. SOFR + 1.930%, 06/19/2041 (C) |
|
|
290 |
|
|
|
255 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
4.500%, 02/11/2043 |
|
|
218 |
|
|
|
249 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.400%, 05/15/2042 |
|
$ |
1,300 |
|
|
$ |
1,462 |
|
4.200%, 08/15/2048 |
|
|
880 |
|
|
|
974 |
|
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 08/15/2042 (A) |
|
|
869 |
|
|
|
1,149 |
|
Carlyle Holdings II Finance LLC |
|
|
|
|
|
|
|
|
5.625%, 03/30/2043 (A) |
|
|
978 |
|
|
|
1,164 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
|
627 |
|
|
|
863 |
|
2.850%, 12/15/2051 |
|
|
250 |
|
|
|
223 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
525 |
|
|
|
498 |
|
Cincinnati Financial |
|
|
|
|
|
|
|
|
6.920%, 05/15/2028 |
|
|
1,409 |
|
|
|
1,748 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.625%, 06/15/2032 |
|
|
910 |
|
|
|
1,143 |
|
4.750%, 05/18/2046 |
|
|
1,430 |
|
|
|
1,597 |
|
4.650%, 07/23/2048 |
|
|
1,035 |
|
|
|
1,210 |
|
4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (C) |
|
|
1,278 |
|
|
|
1,402 |
|
2.904%, U.S. SOFR + 1.379%, 11/03/2042 (C) |
|
|
360 |
|
|
|
324 |
|
2.561%, U.S. SOFR + 1.167%, 05/01/2032 (C) |
|
|
565 |
|
|
|
536 |
|
Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
3.743%, 09/12/2039 (A) |
|
|
260 |
|
|
|
257 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
5.250%, 08/04/2045 |
|
|
120 |
|
|
|
144 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(C) |
|
|
680 |
|
|
|
645 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
3.035%, U.S. SOFR + 1.718%, 05/28/2032 (C) |
|
|
325 |
|
|
|
306 |
|
Everest Reinsurance Holdings |
|
|
|
|
|
|
|
|
3.125%, 10/15/2052 |
|
|
505 |
|
|
|
441 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (A) |
|
|
225 |
|
|
|
312 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(C) |
|
|
375 |
|
|
|
456 |
|
Farmers Exchange Capital III |
|
|
|
|
|
|
|
|
5.454%, ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)(C) |
|
|
400 |
|
|
|
467 |
|
Farmers Insurance Exchange |
|
|
|
|
|
|
|
|
4.747%, ICE LIBOR USD 3 Month + 3.231%, 11/01/2057 (A)(C) |
|
|
300 |
|
|
|
329 |
|
Fifth Third Bancorp |
|
|
|
|
|
|
|
|
8.250%, 03/01/2038 |
|
|
286 |
|
|
|
430 |
|
Global Atlantic Finance |
|
|
|
|
|
|
|
|
3.125%, 06/15/2031 (A) |
|
|
380 |
|
|
|
354 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
$ |
1,325 |
|
|
$ |
1,741 |
|
6.250%, 02/01/2041 |
|
|
1,518 |
|
|
|
1,991 |
|
4.750%, 10/21/2045 |
|
|
40 |
|
|
|
45 |
|
4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (C) |
|
|
535 |
|
|
|
576 |
|
4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (C) |
|
|
3,510 |
|
|
|
3,701 |
|
3.436%, U.S. SOFR + 1.632%, 02/24/2043 (C) |
|
|
1,015 |
|
|
|
977 |
|
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C) |
|
|
725 |
|
|
|
676 |
|
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (C) |
|
|
620 |
|
|
|
610 |
|
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (C) |
|
|
25 |
|
|
|
22 |
|
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (C) |
|
|
545 |
|
|
|
517 |
|
1.992%, U.S. SOFR + 1.090%, 01/27/2032 (C) |
|
|
300 |
|
|
|
270 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
90 |
|
|
|
103 |
|
Guardian Life Insurance of America |
|
|
|
|
|
|
|
|
4.875%, 06/19/2064 (A) |
|
|
945 |
|
|
|
1,095 |
|
Hartford Financial Services Group |
|
|
|
|
|
|
|
|
6.625%, 03/30/2040 |
|
|
350 |
|
|
|
479 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
385 |
|
|
|
550 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
6.800%, 06/01/2038 |
|
|
737 |
|
|
|
960 |
|
6.500%, 09/15/2037 |
|
|
1,435 |
|
|
|
1,828 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
3.000%, 09/15/2060 |
|
|
550 |
|
|
|
471 |
|
Jefferies Group |
|
|
|
|
|
|
|
|
6.250%, 01/15/2036 |
|
|
338 |
|
|
|
412 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.600%, 07/15/2041 |
|
|
1,461 |
|
|
|
1,847 |
|
4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (C) |
|
|
760 |
|
|
|
803 |
|
3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (C) |
|
|
1,465 |
|
|
|
1,548 |
|
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C) |
|
|
1,235 |
|
|
|
1,286 |
|
3.328%, U.S. SOFR + 1.580%, 04/22/2052 (C) |
|
|
1,251 |
|
|
|
1,202 |
|
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (C) |
|
|
1,285 |
|
|
|
1,187 |
|
3.109%, U.S. SOFR + 2.460%, 04/22/2041 (C) |
|
|
565 |
|
|
|
531 |
|
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (C) |
|
|
710 |
|
|
|
678 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
$ |
588 |
|
|
$ |
693 |
|
Liberty Mutual Group |
|
|
|
|
|
|
|
|
3.951%, 10/15/2050 (A) |
|
|
1,075 |
|
|
|
1,067 |
|
3.950%, 05/15/2060 (A) |
|
|
45 |
|
|
|
43 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
4.344%, 01/09/2048 |
|
|
391 |
|
|
|
395 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(C) |
|
|
895 |
|
|
|
846 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
4.750%, 03/15/2039 |
|
|
449 |
|
|
|
515 |
|
4.200%, 03/01/2048 |
|
|
540 |
|
|
|
588 |
|
2.900%, 12/15/2051 |
|
|
230 |
|
|
|
202 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.729%, 10/15/2070 (A) |
|
|
528 |
|
|
|
498 |
|
3.375%, 04/15/2050 (A) |
|
|
637 |
|
|
|
601 |
|
MetLife |
|
|
|
|
|
|
|
|
5.875%, 02/06/2041 |
|
|
280 |
|
|
|
363 |
|
4.875%, 11/13/2043 |
|
|
525 |
|
|
|
622 |
|
4.721%, 12/15/2044 |
|
|
255 |
|
|
|
296 |
|
4.050%, 03/01/2045 |
|
|
1,201 |
|
|
|
1,305 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
4.153%, 03/07/2039 |
|
|
270 |
|
|
|
294 |
|
Moody's |
|
|
|
|
|
|
|
|
4.875%, 12/17/2048 |
|
|
560 |
|
|
|
651 |
|
3.750%, 02/25/2052 |
|
|
357 |
|
|
|
357 |
|
2.750%, 08/19/2041 |
|
|
455 |
|
|
|
394 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
4.375%, 01/22/2047 |
|
|
105 |
|
|
|
116 |
|
3.217%, U.S. SOFR + 1.485%, 04/22/2042 (C) |
|
|
840 |
|
|
|
802 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
6.375%, 07/24/2042 |
|
|
894 |
|
|
|
1,219 |
|
5.597%, U.S. SOFR + 4.840%, 03/24/2051 (C) |
|
|
325 |
|
|
|
433 |
|
4.300%, 01/27/2045 |
|
|
540 |
|
|
|
587 |
|
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (C) |
|
|
545 |
|
|
|
571 |
|
2.802%, U.S. SOFR + 1.430%, 01/25/2052 (C) |
|
|
843 |
|
|
|
733 |
|
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C) |
|
|
435 |
|
|
|
411 |
|
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (C) |
|
|
420 |
|
|
|
387 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
4.350%, 04/30/2050 (A) |
|
|
320 |
|
|
|
333 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 (A) |
|
|
845 |
|
|
|
1,180 |
|
5.875%, 05/15/2033 (A) |
|
|
452 |
|
|
|
570 |
|
4.450%, 05/15/2069 (A) |
|
|
750 |
|
|
|
835 |
|
3.750%, 05/15/2050 (A) |
|
|
226 |
|
|
|
232 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (A) |
|
$ |
874 |
|
|
$ |
829 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
3.905%, 12/07/2047 |
|
|
120 |
|
|
|
125 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
1,357 |
|
|
|
1,726 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
4.950%, 07/15/2046 |
|
|
565 |
|
|
|
650 |
|
3.750%, 04/01/2051 |
|
|
275 |
|
|
|
273 |
|
S&P Global |
|
|
|
|
|
|
|
|
3.250%, 12/01/2049 |
|
|
250 |
|
|
|
242 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
3.300%, 05/15/2050 (A) |
|
|
900 |
|
|
|
844 |
|
Travelers |
|
|
|
|
|
|
|
|
3.050%, 06/08/2051 |
|
|
315 |
|
|
|
294 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
5.850%, 02/01/2037 |
|
|
2,570 |
|
|
|
3,188 |
|
5.606%, 01/15/2044 |
|
|
185 |
|
|
|
226 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (C) |
|
|
3,859 |
|
|
|
4,752 |
|
4.900%, 11/17/2045 |
|
|
415 |
|
|
|
471 |
|
4.650%, 11/04/2044 |
|
|
1,090 |
|
|
|
1,197 |
|
4.400%, 06/14/2046 |
|
|
95 |
|
|
|
102 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
3.133%, 11/18/2041 |
|
|
290 |
|
|
|
260 |
|
3.020%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.530%, 11/18/2036 (C) |
|
|
240 |
|
|
|
223 |
|
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (C) |
|
|
75 |
|
|
|
68 |
|
Willis North America |
|
|
|
|
|
|
|
|
3.875%, 09/15/2049 |
|
|
510 |
|
|
|
499 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
99,688 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 8.1% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.900%, 11/30/2046 |
|
|
784 |
|
|
|
968 |
|
AbbVie |
|
|
|
|
|
|
|
|
4.875%, 11/14/2048 |
|
|
970 |
|
|
|
1,114 |
|
4.850%, 06/15/2044 |
|
|
570 |
|
|
|
643 |
|
4.550%, 03/15/2035 |
|
|
1,545 |
|
|
|
1,702 |
|
4.500%, 05/14/2035 |
|
|
1,600 |
|
|
|
1,778 |
|
4.450%, 05/14/2046 |
|
|
200 |
|
|
|
215 |
|
4.400%, 11/06/2042 |
|
|
2,039 |
|
|
|
2,198 |
|
4.250%, 11/21/2049 |
|
|
2,240 |
|
|
|
2,382 |
|
4.050%, 11/21/2039 |
|
|
450 |
|
|
|
472 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
391 |
|
|
|
440 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Aetna |
|
|
|
|
|
|
|
|
4.125%, 11/15/2042 |
|
$ |
400 |
|
|
$ |
410 |
|
Amgen |
|
|
|
|
|
|
|
|
4.950%, 10/01/2041 |
|
|
825 |
|
|
|
939 |
|
4.400%, 05/01/2045 |
|
|
2,850 |
|
|
|
3,028 |
|
4.400%, 02/22/2062 |
|
|
500 |
|
|
|
526 |
|
4.200%, 02/22/2052 |
|
|
585 |
|
|
|
613 |
|
3.350%, 02/22/2032 |
|
|
165 |
|
|
|
169 |
|
Anthem |
|
|
|
|
|
|
|
|
4.650%, 01/15/2043 |
|
|
20 |
|
|
|
22 |
|
4.375%, 12/01/2047 |
|
|
2,393 |
|
|
|
2,629 |
|
3.700%, 09/15/2049 |
|
|
825 |
|
|
|
816 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
1,101 |
|
|
|
1,494 |
|
3.000%, 05/28/2051 |
|
|
213 |
|
|
|
199 |
|
Baxter International |
|
|
|
|
|
|
|
|
3.132%, 12/01/2051 (A) |
|
|
725 |
|
|
|
650 |
|
BayCare Health System |
|
|
|
|
|
|
|
|
3.831%, 11/15/2050 |
|
|
365 |
|
|
|
397 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.400%, 07/15/2044 (A) |
|
|
1,080 |
|
|
|
1,098 |
|
3.950%, 04/15/2045 (A) |
|
|
500 |
|
|
|
472 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
4.185%, 11/15/2045 |
|
|
1,040 |
|
|
|
1,167 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
3.794%, 05/20/2050 |
|
|
435 |
|
|
|
435 |
|
Biogen |
|
|
|
|
|
|
|
|
3.250%, 02/15/2051 (A) |
|
|
100 |
|
|
|
84 |
|
Boston Scientific |
|
|
|
|
|
|
|
|
4.550%, 03/01/2039 |
|
|
390 |
|
|
|
430 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
4.550%, 02/20/2048 |
|
|
234 |
|
|
|
271 |
|
4.250%, 10/26/2049 |
|
|
1,393 |
|
|
|
1,558 |
|
3.700%, 03/15/2052 |
|
|
1,025 |
|
|
|
1,057 |
|
3.550%, 03/15/2042 |
|
|
370 |
|
|
|
377 |
|
Children's Hospital Medical Center |
|
|
|
|
|
|
|
|
2.820%, 11/15/2050 |
|
|
450 |
|
|
|
404 |
|
Cigna |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
225 |
|
|
|
256 |
|
4.800%, 07/15/2046 |
|
|
1,128 |
|
|
|
1,259 |
|
3.875%, 10/15/2047 |
|
|
1,350 |
|
|
|
1,325 |
|
3.200%, 03/15/2040 |
|
|
170 |
|
|
|
157 |
|
Cleveland Clinic Foundation |
|
|
|
|
|
|
|
|
4.858%, 01/01/2114 |
|
|
72 |
|
|
|
94 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.187%, 10/01/2049 |
|
|
1,081 |
|
|
|
1,134 |
|
3.910%, 10/01/2050 |
|
|
290 |
|
|
|
294 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.125%, 07/20/2045 |
|
|
210 |
|
|
|
243 |
|
5.050%, 03/25/2048 |
|
|
3,790 |
|
|
|
4,425 |
|
4.780%, 03/25/2038 |
|
|
2,310 |
|
|
|
2,583 |
|
4.125%, 04/01/2040 |
|
|
595 |
|
|
|
613 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.700%, 08/21/2040 |
|
$ |
340 |
|
|
$ |
297 |
|
Danaher |
|
|
|
|
|
|
|
|
2.800%, 12/10/2051 |
|
|
500 |
|
|
|
442 |
|
2.600%, 10/01/2050 |
|
|
75 |
|
|
|
64 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.800%, 04/01/2044 |
|
|
320 |
|
|
|
363 |
|
4.600%, 09/01/2035 |
|
|
775 |
|
|
|
872 |
|
4.500%, 02/01/2045 |
|
|
850 |
|
|
|
920 |
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
6.375%, 05/15/2038 |
|
|
415 |
|
|
|
567 |
|
HCA |
|
|
|
|
|
|
|
|
5.500%, 06/15/2047 |
|
|
235 |
|
|
|
275 |
|
5.250%, 06/15/2049 |
|
|
915 |
|
|
|
1,041 |
|
3.500%, 07/15/2051 |
|
|
545 |
|
|
|
485 |
|
Humana |
|
|
|
|
|
|
|
|
4.950%, 10/01/2044 |
|
|
680 |
|
|
|
790 |
|
3.950%, 08/15/2049 |
|
|
490 |
|
|
|
498 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.400%, 01/15/2038 |
|
|
625 |
|
|
|
648 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
475 |
|
|
|
529 |
|
3.266%, 11/01/2049 |
|
|
580 |
|
|
|
563 |
|
3.002%, 06/01/2051 |
|
|
2,435 |
|
|
|
2,257 |
|
2.810%, 06/01/2041 |
|
|
485 |
|
|
|
448 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.192%, 07/01/2049 |
|
|
85 |
|
|
|
83 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
315 |
|
|
|
312 |
|
Merck |
|
|
|
|
|
|
|
|
4.150%, 05/18/2043 |
|
|
400 |
|
|
|
440 |
|
2.900%, 12/10/2061 |
|
|
800 |
|
|
|
705 |
|
2.750%, 12/10/2051 |
|
|
975 |
|
|
|
869 |
|
2.450%, 06/24/2050 |
|
|
150 |
|
|
|
128 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
179 |
|
|
|
208 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
305 |
|
|
|
333 |
|
NYU Langone Hospitals |
|
|
|
|
|
|
|
|
4.428%, 07/01/2042 |
|
|
745 |
|
|
|
852 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
1,240 |
|
|
|
1,364 |
|
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
3.744%, 10/01/2047 |
|
|
525 |
|
|
|
566 |
|
Regeneron Pharmaceuticals |
|
|
|
|
|
|
|
|
2.800%, 09/15/2050 |
|
|
150 |
|
|
|
124 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.795%, 11/15/2048 |
|
|
431 |
|
|
|
467 |
|
STERIS Irish FinCo UnLtd |
|
|
|
|
|
|
|
|
3.750%, 03/15/2051 |
|
|
425 |
|
|
|
408 |
|
Stryker |
|
|
|
|
|
|
|
|
4.100%, 04/01/2043 |
|
|
590 |
|
|
|
636 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
3.175%, 07/09/2050 |
|
$ |
807 |
|
|
$ |
723 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
4.100%, 08/15/2047 |
|
|
240 |
|
|
|
266 |
|
2.800%, 10/15/2041 |
|
|
900 |
|
|
|
829 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.875%, 02/15/2038 |
|
|
445 |
|
|
|
633 |
|
6.625%, 11/15/2037 |
|
|
555 |
|
|
|
776 |
|
4.625%, 07/15/2035 |
|
|
580 |
|
|
|
668 |
|
4.250%, 04/15/2047 |
|
|
725 |
|
|
|
805 |
|
4.200%, 01/15/2047 |
|
|
750 |
|
|
|
830 |
|
3.700%, 08/15/2049 |
|
|
584 |
|
|
|
605 |
|
3.250%, 05/15/2051 |
|
|
1,075 |
|
|
|
1,044 |
|
3.050%, 05/15/2041 |
|
|
470 |
|
|
|
451 |
|
2.900%, 05/15/2050 |
|
|
200 |
|
|
|
183 |
|
2.750%, 05/15/2040 |
|
|
115 |
|
|
|
106 |
|
Utah Acquisition Sub |
|
|
|
|
|
|
|
|
5.250%, 06/15/2046 |
|
|
315 |
|
|
|
334 |
|
Viatris |
|
|
|
|
|
|
|
|
4.000%, 06/22/2050 |
|
|
630 |
|
|
|
559 |
|
3.850%, 06/22/2040 |
|
|
190 |
|
|
|
178 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
6.000%, 02/15/2036 |
|
|
760 |
|
|
|
998 |
|
5.950%, 04/01/2037 |
|
|
536 |
|
|
|
702 |
|
Zoetis |
|
|
|
|
|
|
|
|
4.450%, 08/20/2048 |
|
|
205 |
|
|
|
232 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
73,016 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 6.2% |
|
|
|
|
3M |
|
|
|
|
|
|
|
|
3.250%, 08/26/2049 |
|
|
280 |
|
|
|
267 |
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
3.300%, 01/30/2032 |
|
|
1,890 |
|
|
|
1,794 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.250%, 10/01/2029 |
|
|
255 |
|
|
|
250 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
3.000%, 02/01/2030 |
|
|
180 |
|
|
|
172 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
4.750%, 10/07/2044 (A) |
|
|
828 |
|
|
|
918 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
5.800%, 10/11/2041 (A) |
|
|
150 |
|
|
|
187 |
|
3.000%, 09/15/2050 (A) |
|
|
650 |
|
|
|
572 |
|
Boeing |
|
|
|
|
|
|
|
|
5.930%, 05/01/2060 |
|
|
930 |
|
|
|
1,104 |
|
5.805%, 05/01/2050 |
|
|
4,174 |
|
|
|
4,959 |
|
5.705%, 05/01/2040 |
|
|
2,995 |
|
|
|
3,489 |
|
3.625%, 02/01/2031 |
|
|
59 |
|
|
|
60 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
6.200%, 08/15/2036 |
|
|
1,230 |
|
|
|
1,636 |
|
6.150%, 05/01/2037 |
|
|
540 |
|
|
|
719 |
|
5.750%, 05/01/2040 |
|
|
150 |
|
|
|
193 |
|
5.050%, 03/01/2041 |
|
|
165 |
|
|
|
199 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.900%, 04/01/2044 |
|
$ |
130 |
|
|
$ |
157 |
|
4.400%, 03/15/2042 |
|
|
1,875 |
|
|
|
2,102 |
|
3.300%, 09/15/2051 |
|
|
490 |
|
|
|
477 |
|
3.050%, 02/15/2051 |
|
|
160 |
|
|
|
148 |
|
2.875%, 06/15/2052 |
|
|
185 |
|
|
|
165 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
6.200%, 06/01/2036 |
|
|
156 |
|
|
|
203 |
|
3.650%, 02/03/2048 |
|
|
575 |
|
|
|
589 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
1,200 |
|
|
|
1,564 |
|
3.100%, 12/02/2051 |
|
|
755 |
|
|
|
684 |
|
3.000%, 12/02/2041 |
|
|
190 |
|
|
|
176 |
|
Carrier Global |
|
|
|
|
|
|
|
|
3.577%, 04/05/2050 |
|
|
295 |
|
|
|
281 |
|
3.377%, 04/05/2040 |
|
|
310 |
|
|
|
291 |
|
Caterpillar |
|
|
|
|
|
|
|
|
3.250%, 09/19/2049 |
|
|
225 |
|
|
|
221 |
|
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
5.983%, 04/19/2022 |
|
|
888 |
|
|
|
892 |
|
Crane |
|
|
|
|
|
|
|
|
4.200%, 03/15/2048 |
|
|
450 |
|
|
|
474 |
|
CSX |
|
|
|
|
|
|
|
|
4.750%, 05/30/2042 |
|
|
935 |
|
|
|
1,070 |
|
4.750%, 11/15/2048 |
|
|
202 |
|
|
|
236 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
431 |
|
|
|
457 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
620 |
|
|
|
541 |
|
FedEx |
|
|
|
|
|
|
|
|
5.100%, 01/15/2044 |
|
|
125 |
|
|
|
144 |
|
4.550%, 04/01/2046 |
|
|
1,098 |
|
|
|
1,195 |
|
4.400%, 01/15/2047 |
|
|
205 |
|
|
|
217 |
|
3.900%, 02/01/2035 |
|
|
410 |
|
|
|
428 |
|
GE Capital International Funding Unlimited |
|
|
|
|
|
|
|
|
4.418%, 11/15/2035 |
|
|
3,503 |
|
|
|
3,938 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
425 |
|
|
|
475 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
0.986%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (C) |
|
|
450 |
|
|
|
387 |
|
Kansas City Southern |
|
|
|
|
|
|
|
|
4.200%, 11/15/2069 |
|
|
453 |
|
|
|
469 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
4.700%, 05/15/2046 |
|
|
1,281 |
|
|
|
1,513 |
|
4.070%, 12/15/2042 |
|
|
242 |
|
|
|
264 |
|
3.600%, 03/01/2035 |
|
|
810 |
|
|
|
850 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
5.100%, 08/01/2118 |
|
|
910 |
|
|
|
1,032 |
|
4.800%, 08/15/2043 |
|
|
528 |
|
|
|
575 |
|
4.050%, 08/15/2052 |
|
|
264 |
|
|
|
280 |
|
3.942%, 11/01/2047 |
|
|
351 |
|
|
|
368 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.700%, 03/15/2053 |
|
$ |
265 |
|
|
$ |
271 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
4.750%, 06/01/2043 |
|
|
795 |
|
|
|
915 |
|
4.030%, 10/15/2047 |
|
|
470 |
|
|
|
496 |
|
3.850%, 04/15/2045 |
|
|
770 |
|
|
|
788 |
|
Northwest Airlines, Pass-Through Trust, Ser 2001-1, Cl A1 |
|
|
|
|
|
|
|
|
7.041%, 04/01/2022 |
|
|
7 |
|
|
|
7 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
4.000%, 06/14/2049 |
|
|
305 |
|
|
|
320 |
|
Parker-Hannifin MTN |
|
|
|
|
|
|
|
|
4.450%, 11/21/2044 |
|
|
405 |
|
|
|
447 |
|
Raytheon Technologies |
|
|
|
|
|
|
|
|
4.500%, 06/01/2042 |
|
|
925 |
|
|
|
1,034 |
|
4.350%, 04/15/2047 |
|
|
900 |
|
|
|
989 |
|
3.030%, 03/15/2052 |
|
|
1,300 |
|
|
|
1,165 |
|
Snap-on |
|
|
|
|
|
|
|
|
3.100%, 05/01/2050 |
|
|
571 |
|
|
|
535 |
|
Trane Technologies Global Holding |
|
|
|
|
|
|
|
|
4.300%, 02/21/2048 |
|
|
140 |
|
|
|
150 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
564 |
|
|
|
680 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
1,575 |
|
|
|
1,618 |
|
3.799%, 04/06/2071 |
|
|
652 |
|
|
|
657 |
|
3.500%, 02/14/2053 |
|
|
615 |
|
|
|
617 |
|
3.375%, 02/14/2042 |
|
|
95 |
|
|
|
95 |
|
3.250%, 02/05/2050 |
|
|
1,030 |
|
|
|
989 |
|
2.973%, 09/16/2062 |
|
|
308 |
|
|
|
265 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
395 |
|
|
|
401 |
|
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
4.150%, 08/25/2031 |
|
|
279 |
|
|
|
298 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
3.750%, 11/15/2047 |
|
|
470 |
|
|
|
508 |
|
US Airways, Pass-Through Trust, Ser 2010-1, Cl A |
|
|
|
|
|
|
|
|
6.250%, 04/22/2023 |
|
|
644 |
|
|
|
654 |
|
Verisk Analytics |
|
|
|
|
|
|
|
|
3.625%, 05/15/2050 |
|
|
540 |
|
|
|
522 |
|
Waste Management |
|
|
|
|
|
|
|
|
3.900%, 03/01/2035 |
|
|
360 |
|
|
|
383 |
|
2.950%, 06/01/2041 |
|
|
520 |
|
|
|
488 |
|
WW Grainger |
|
|
|
|
|
|
|
|
4.600%, 06/15/2045 |
|
|
340 |
|
|
|
394 |
|
4.200%, 05/15/2047 |
|
|
602 |
|
|
|
673 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
55,741 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 3.8% |
|
|
|
|
Activision Blizzard |
|
|
|
|
|
|
|
|
4.500%, 06/15/2047 |
|
|
295 |
|
|
|
341 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
$ |
700 |
|
|
$ |
639 |
|
2.800%, 10/01/2041 |
|
|
395 |
|
|
|
364 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
1,399 |
|
|
|
1,697 |
|
4.500%, 02/23/2036 |
|
|
520 |
|
|
|
611 |
|
4.450%, 05/06/2044 |
|
|
125 |
|
|
|
146 |
|
4.375%, 05/13/2045 |
|
|
2,115 |
|
|
|
2,418 |
|
3.850%, 05/04/2043 |
|
|
190 |
|
|
|
204 |
|
3.750%, 09/12/2047 |
|
|
250 |
|
|
|
266 |
|
3.450%, 02/09/2045 |
|
|
795 |
|
|
|
813 |
|
2.950%, 09/11/2049 |
|
|
280 |
|
|
|
261 |
|
2.700%, 08/05/2051 |
|
|
1,525 |
|
|
|
1,366 |
|
2.650%, 02/08/2051 |
|
|
320 |
|
|
|
284 |
|
2.550%, 08/20/2060 |
|
|
760 |
|
|
|
630 |
|
2.375%, 02/08/2041 |
|
|
1,045 |
|
|
|
931 |
|
Applied Materials |
|
|
|
|
|
|
|
|
4.350%, 04/01/2047 |
|
|
226 |
|
|
|
260 |
|
Broadcom |
|
|
|
|
|
|
|
|
3.750%, 02/15/2051 (A) |
|
|
620 |
|
|
|
579 |
|
3.500%, 02/15/2041 (A) |
|
|
225 |
|
|
|
208 |
|
3.137%, 11/15/2035 (A) |
|
|
490 |
|
|
|
454 |
|
2.600%, 02/15/2033 (A) |
|
|
650 |
|
|
|
593 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
751 |
|
|
|
992 |
|
Corning |
|
|
|
|
|
|
|
|
5.850%, 11/15/2068 |
|
|
159 |
|
|
|
204 |
|
5.450%, 11/15/2079 |
|
|
575 |
|
|
|
664 |
|
Fiserv |
|
|
|
|
|
|
|
|
4.400%, 07/01/2049 |
|
|
200 |
|
|
|
213 |
|
Intel |
|
|
|
|
|
|
|
|
3.734%, 12/08/2047 |
|
|
1,135 |
|
|
|
1,144 |
|
3.250%, 11/15/2049 |
|
|
675 |
|
|
|
632 |
|
3.200%, 08/12/2061 |
|
|
310 |
|
|
|
274 |
|
3.050%, 08/12/2051 |
|
|
265 |
|
|
|
241 |
|
KLA |
|
|
|
|
|
|
|
|
5.000%, 03/15/2049 |
|
|
317 |
|
|
|
384 |
|
Lam Research |
|
|
|
|
|
|
|
|
2.875%, 06/15/2050 |
|
|
557 |
|
|
|
497 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
170 |
|
|
|
185 |
|
3.650%, 06/01/2049 |
|
|
285 |
|
|
|
302 |
|
Micron Technology |
|
|
|
|
|
|
|
|
3.366%, 11/01/2041 |
|
|
165 |
|
|
|
149 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.450%, 08/08/2036 |
|
|
168 |
|
|
|
180 |
|
3.041%, 03/17/2062 |
|
|
1,337 |
|
|
|
1,276 |
|
2.921%, 03/17/2052 |
|
|
3,058 |
|
|
|
2,920 |
|
2.675%, 06/01/2060 |
|
|
565 |
|
|
|
498 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.500%, 04/01/2040 |
|
|
230 |
|
|
|
236 |
|
3.500%, 04/01/2050 |
|
|
742 |
|
|
|
764 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Oracle |
|
|
|
|
|
|
|
|
4.375%, 05/15/2055 |
|
$ |
885 |
|
|
$ |
839 |
|
4.300%, 07/08/2034 |
|
|
470 |
|
|
|
485 |
|
4.125%, 05/15/2045 |
|
|
1,180 |
|
|
|
1,097 |
|
4.000%, 07/15/2046 |
|
|
1,410 |
|
|
|
1,296 |
|
4.000%, 11/15/2047 |
|
|
590 |
|
|
|
539 |
|
3.800%, 11/15/2037 |
|
|
2,170 |
|
|
|
2,062 |
|
3.600%, 04/01/2050 |
|
|
860 |
|
|
|
748 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
3.250%, 06/01/2050 |
|
|
125 |
|
|
|
117 |
|
salesforce.com |
|
|
|
|
|
|
|
|
3.050%, 07/15/2061 |
|
|
260 |
|
|
|
235 |
|
2.900%, 07/15/2051 |
|
|
995 |
|
|
|
902 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
4.150%, 05/15/2048 |
|
|
117 |
|
|
|
133 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.250%, 10/25/2051 |
|
|
480 |
|
|
|
458 |
|
3.125%, 10/25/2041 |
|
|
375 |
|
|
|
355 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
565 |
|
|
|
654 |
|
4.150%, 12/14/2035 |
|
|
220 |
|
|
|
248 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,988 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.0% |
|
|
|
|
Barrick Gold |
|
|
|
|
|
|
|
|
5.250%, 04/01/2042 |
|
|
95 |
|
|
|
111 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.000%, 09/30/2043 |
|
|
360 |
|
|
|
434 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
4.375%, 11/15/2042 |
|
|
130 |
|
|
|
139 |
|
3.600%, 11/15/2050 |
|
|
425 |
|
|
|
406 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
5.419%, 11/15/2048 |
|
|
25 |
|
|
|
31 |
|
5.319%, 11/15/2038 |
|
|
1,175 |
|
|
|
1,397 |
|
Ecolab |
|
|
|
|
|
|
|
|
2.700%, 12/15/2051 |
|
|
520 |
|
|
|
454 |
|
FMC |
|
|
|
|
|
|
|
|
4.500%, 10/01/2049 |
|
|
280 |
|
|
|
301 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
1,158 |
|
|
|
1,332 |
|
5.400%, 11/14/2034 |
|
|
99 |
|
|
|
111 |
|
Glencore Finance Canada |
|
|
|
|
|
|
|
|
6.000%, 11/15/2041 (A) |
|
|
661 |
|
|
|
805 |
|
International Flavors and Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
690 |
|
|
|
789 |
|
3.468%, 12/01/2050 (A) |
|
|
760 |
|
|
|
690 |
|
3.268%, 11/15/2040 (A) |
|
|
345 |
|
|
|
319 |
|
LYB International Finance III LLC |
|
|
|
|
|
|
|
|
4.200%, 10/15/2049 |
|
|
695 |
|
|
|
703 |
|
4.200%, 05/01/2050 |
|
|
155 |
|
|
|
157 |
|
Martin Marietta Materials |
|
|
|
|
|
|
|
|
3.200%, 07/15/2051 |
|
|
205 |
|
|
|
183 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Newmont Goldcorp |
|
|
|
|
|
|
|
|
5.875%, 04/01/2035 |
|
$ |
150 |
|
|
$ |
182 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,544 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.4% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.900%, 10/01/2030 |
|
|
280 |
|
|
|
272 |
|
2.600%, 06/15/2033 |
|
|
220 |
|
|
|
203 |
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
3.550%, 03/15/2052 |
|
|
800 |
|
|
|
770 |
|
American Homes 4 Rent |
|
|
|
|
|
|
|
|
3.375%, 07/15/2051 |
|
|
275 |
|
|
|
236 |
|
American Tower |
|
|
|
|
|
|
|
|
3.100%, 06/15/2050 |
|
|
190 |
|
|
|
159 |
|
Boston Properties |
|
|
|
|
|
|
|
|
2.450%, 10/01/2033 |
|
|
480 |
|
|
|
436 |
|
CyrusOne/CyrusOne Finance |
|
|
|
|
|
|
|
|
3.450%, 11/15/2029 |
|
|
1,920 |
|
|
|
2,019 |
|
Equinix |
|
|
|
|
|
|
|
|
2.950%, 09/15/2051 |
|
|
595 |
|
|
|
485 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
2.550%, 06/01/2031 |
|
|
35 |
|
|
|
33 |
|
2.350%, 03/15/2032 |
|
|
190 |
|
|
|
175 |
|
GLP Capital |
|
|
|
|
|
|
|
|
3.250%, 01/15/2032 |
|
|
395 |
|
|
|
371 |
|
National Retail Properties |
|
|
|
|
|
|
|
|
4.800%, 10/15/2048 |
|
|
335 |
|
|
|
385 |
|
Regency Centers |
|
|
|
|
|
|
|
|
4.650%, 03/15/2049 |
|
|
505 |
|
|
|
564 |
|
4.400%, 02/01/2047 |
|
|
235 |
|
|
|
250 |
|
Rexford Industrial Realty |
|
|
|
|
|
|
|
|
2.150%, 09/01/2031 |
|
|
275 |
|
|
|
248 |
|
Rexford Industrial Realty Inc |
|
|
|
|
|
|
|
|
2.125%, 12/01/2030 |
|
|
75 |
|
|
|
68 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
634 |
|
|
|
869 |
|
4.250%, 11/30/2046 |
|
|
65 |
|
|
|
70 |
|
3.800%, 07/15/2050 |
|
|
385 |
|
|
|
389 |
|
3.250%, 09/13/2049 |
|
|
280 |
|
|
|
257 |
|
Spirit Realty |
|
|
|
|
|
|
|
|
3.200%, 02/15/2031 |
|
|
895 |
|
|
|
873 |
|
2.700%, 02/15/2032 |
|
|
280 |
|
|
|
265 |
|
Ventas Realty |
|
|
|
|
|
|
|
|
5.700%, 09/30/2043 |
|
|
1,000 |
|
|
|
1,233 |
|
Welltower |
|
|
|
|
|
|
|
|
5.125%, 03/15/2043 |
|
|
1,299 |
|
|
|
1,499 |
|
4.950%, 09/01/2048 |
|
|
274 |
|
|
|
325 |
|
Weyerhaeuser |
|
|
|
|
|
|
|
|
4.000%, 03/09/2052 |
|
|
540 |
|
|
|
547 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
WP Carey |
|
|
|
|
|
|
|
|
2.250%, 04/01/2033 |
|
$ |
115 |
|
|
$ |
103 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,104 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 9.2% |
|
|
|
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
3.800%, 06/15/2049 |
|
|
325 |
|
|
|
329 |
|
3.650%, 04/01/2050 |
|
|
600 |
|
|
|
595 |
|
AES |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
190 |
|
|
|
176 |
|
Alabama Power |
|
|
|
|
|
|
|
|
4.300%, 07/15/2048 |
|
|
585 |
|
|
|
634 |
|
4.150%, 08/15/2044 |
|
|
585 |
|
|
|
620 |
|
3.700%, 12/01/2047 |
|
|
1,061 |
|
|
|
1,075 |
|
American Water Capital |
|
|
|
|
|
|
|
|
3.450%, 05/01/2050 |
|
|
1,330 |
|
|
|
1,279 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
4.450%, 06/01/2045 |
|
|
650 |
|
|
|
684 |
|
Arizona Public Service |
|
|
|
|
|
|
|
|
3.350%, 05/15/2050 |
|
|
400 |
|
|
|
357 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
5.200%, 06/15/2033 |
|
|
943 |
|
|
|
1,080 |
|
2.900%, 06/15/2050 |
|
|
335 |
|
|
|
302 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
6.125%, 04/01/2036 |
|
|
4,141 |
|
|
|
5,245 |
|
Black Hills |
|
|
|
|
|
|
|
|
4.350%, 05/01/2033 |
|
|
390 |
|
|
|
416 |
|
4.200%, 09/15/2046 |
|
|
500 |
|
|
|
512 |
|
Brooklyn Union Gas |
|
|
|
|
|
|
|
|
4.273%, 03/15/2048 (A) |
|
|
710 |
|
|
|
713 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
3.600%, 03/01/2052 |
|
|
940 |
|
|
|
955 |
|
Cleco Power |
|
|
|
|
|
|
|
|
6.000%, 12/01/2040 |
|
|
310 |
|
|
|
389 |
|
CMS Energy |
|
|
|
|
|
|
|
|
4.875%, 03/01/2044 |
|
|
917 |
|
|
|
1,044 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
4.350%, 11/15/2045 |
|
|
1,225 |
|
|
|
1,342 |
|
3.700%, 03/01/2045 |
|
|
600 |
|
|
|
608 |
|
3.200%, 11/15/2049 |
|
|
355 |
|
|
|
334 |
|
3.125%, 03/15/2051 |
|
|
1,385 |
|
|
|
1,281 |
|
Connecticut Light & Power |
|
|
|
|
|
|
|
|
4.000%, 04/01/2048 |
|
|
395 |
|
|
|
424 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
6.750%, 04/01/2038 |
|
|
275 |
|
|
|
372 |
|
6.300%, 08/15/2037 |
|
|
865 |
|
|
|
1,115 |
|
4.450%, 03/15/2044 |
|
|
245 |
|
|
|
263 |
|
3.950%, 04/01/2050 |
|
|
15 |
|
|
|
15 |
|
3.850%, 06/15/2046 |
|
|
500 |
|
|
|
495 |
|
3.700%, 11/15/2059 |
|
|
600 |
|
|
|
561 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
3.100%, 08/15/2050 |
|
|
260 |
|
|
|
247 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.500%, 05/01/2060 |
|
$ |
170 |
|
|
$ |
131 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
5.250%, 08/01/2033 |
|
|
1,620 |
|
|
|
1,872 |
|
4.900%, 08/01/2041 |
|
|
1,395 |
|
|
|
1,564 |
|
3.300%, 04/15/2041 |
|
|
505 |
|
|
|
468 |
|
DTE Electric |
|
|
|
|
|
|
|
|
4.050%, 05/15/2048 |
|
|
360 |
|
|
|
392 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
6.100%, 06/01/2037 |
|
|
1,210 |
|
|
|
1,525 |
|
6.000%, 01/15/2038 |
|
|
614 |
|
|
|
783 |
|
5.300%, 02/15/2040 |
|
|
1,355 |
|
|
|
1,641 |
|
4.250%, 12/15/2041 |
|
|
850 |
|
|
|
913 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
6.350%, 09/15/2037 |
|
|
355 |
|
|
|
470 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.350%, 08/15/2038 |
|
|
245 |
|
|
|
317 |
|
4.900%, 07/15/2043 |
|
|
600 |
|
|
|
683 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.375%, 03/30/2044 |
|
|
2,155 |
|
|
|
2,343 |
|
Electricite de France |
|
|
|
|
|
|
|
|
6.000%, 01/22/2114 (A) |
|
|
241 |
|
|
|
269 |
|
5.000%, 09/21/2048 (A) |
|
|
335 |
|
|
|
359 |
|
Elm Road Generating Station Supercritical |
|
|
|
|
|
|
|
|
5.848%, 01/19/2041 (A) |
|
|
2,007 |
|
|
|
2,407 |
|
Entergy |
|
|
|
|
|
|
|
|
3.750%, 06/15/2050 |
|
|
739 |
|
|
|
714 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
4.200%, 04/01/2050 |
|
|
630 |
|
|
|
679 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
3.550%, 09/30/2049 |
|
|
375 |
|
|
|
360 |
|
Exelon |
|
|
|
|
|
|
|
|
4.950%, 06/15/2035 |
|
|
1,145 |
|
|
|
1,280 |
|
Exelon Generation LLC |
|
|
|
|
|
|
|
|
6.250%, 10/01/2039 |
|
|
813 |
|
|
|
947 |
|
5.750%, 10/01/2041 |
|
|
414 |
|
|
|
460 |
|
5.600%, 06/15/2042 |
|
|
815 |
|
|
|
903 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
|
980 |
|
|
|
1,285 |
|
5.690%, 03/01/2040 |
|
|
836 |
|
|
|
1,075 |
|
5.400%, 09/01/2035 |
|
|
2,315 |
|
|
|
2,801 |
|
3.990%, 03/01/2049 |
|
|
185 |
|
|
|
200 |
|
3.950%, 03/01/2048 |
|
|
175 |
|
|
|
188 |
|
Georgia Power |
|
|
|
|
|
|
|
|
4.300%, 03/15/2042 |
|
|
500 |
|
|
|
522 |
|
3.700%, 01/30/2050 |
|
|
1,270 |
|
|
|
1,210 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
6.050%, 10/01/2036 (A) |
|
|
886 |
|
|
|
1,132 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
3.100%, 11/30/2051 |
|
|
330 |
|
|
|
291 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
6.400%, 05/15/2036 |
|
|
1,225 |
|
|
|
1,526 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.819%, 04/01/2041 (A) |
|
$ |
925 |
|
|
$ |
1,111 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2043 |
|
|
325 |
|
|
|
377 |
|
4.400%, 10/15/2044 |
|
|
1,350 |
|
|
|
1,502 |
|
MidAmerican Energy MTN |
|
|
|
|
|
|
|
|
5.800%, 10/15/2036 |
|
|
340 |
|
|
|
432 |
|
Narragansett Electric |
|
|
|
|
|
|
|
|
4.170%, 12/10/2042 (A) |
|
|
1,320 |
|
|
|
1,376 |
|
Northern States Power |
|
|
|
|
|
|
|
|
5.350%, 11/01/2039 |
|
|
1,195 |
|
|
|
1,497 |
|
3.600%, 09/15/2047 |
|
|
400 |
|
|
|
403 |
|
3.400%, 08/15/2042 |
|
|
385 |
|
|
|
379 |
|
3.200%, 04/01/2052 |
|
|
155 |
|
|
|
151 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
4.400%, 03/01/2044 |
|
|
550 |
|
|
|
607 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.250%, 09/01/2050 |
|
|
836 |
|
|
|
958 |
|
5.050%, 10/01/2048 |
|
|
775 |
|
|
|
888 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
5.350%, 10/01/2052 |
|
|
535 |
|
|
|
701 |
|
5.300%, 06/01/2042 |
|
|
285 |
|
|
|
350 |
|
5.250%, 09/30/2040 |
|
|
665 |
|
|
|
805 |
|
2.700%, 11/15/2051 (A) |
|
|
640 |
|
|
|
544 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
5.250%, 03/01/2052 |
|
|
495 |
|
|
|
521 |
|
4.200%, 06/01/2041 |
|
|
220 |
|
|
|
200 |
|
3.500%, 08/01/2050 |
|
|
210 |
|
|
|
174 |
|
3.300%, 08/01/2040 |
|
|
185 |
|
|
|
156 |
|
2.500%, 02/01/2031 |
|
|
265 |
|
|
|
236 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.000%, 01/15/2039 |
|
|
440 |
|
|
|
558 |
|
PECO Energy |
|
|
|
|
|
|
|
|
3.900%, 03/01/2048 |
|
|
1,015 |
|
|
|
1,084 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
4.650%, 08/01/2043 |
|
|
330 |
|
|
|
370 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
335 |
|
|
|
364 |
|
4.125%, 06/15/2044 |
|
|
870 |
|
|
|
934 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
4.050%, 05/01/2048 |
|
|
255 |
|
|
|
272 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.500%, 08/01/2038 |
|
|
320 |
|
|
|
427 |
|
6.250%, 09/01/2037 |
|
|
570 |
|
|
|
770 |
|
4.050%, 09/15/2049 |
|
|
113 |
|
|
|
121 |
|
Puget Sound Energy |
|
|
|
|
|
|
|
|
4.223%, 06/15/2048 |
|
|
680 |
|
|
|
732 |
|
2.893%, 09/15/2051 |
|
|
335 |
|
|
|
295 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
3.320%, 04/15/2050 |
|
|
242 |
|
|
|
228 |
|
Sempra Energy |
|
|
|
|
|
|
|
|
6.000%, 10/15/2039 |
|
|
865 |
|
|
|
1,099 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.800%, 02/01/2038 |
|
$ |
585 |
|
|
$ |
592 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
6.050%, 03/15/2039 |
|
|
405 |
|
|
|
491 |
|
3.900%, 03/15/2043 |
|
|
245 |
|
|
|
237 |
|
3.650%, 02/01/2050 |
|
|
95 |
|
|
|
90 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
3.750%, 09/15/2042 |
|
|
520 |
|
|
|
518 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
5.875%, 03/15/2041 |
|
|
1,008 |
|
|
|
1,259 |
|
4.400%, 06/01/2043 |
|
|
395 |
|
|
|
409 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
6.200%, 03/15/2040 |
|
|
1,375 |
|
|
|
1,747 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
4.400%, 11/15/2048 |
|
|
550 |
|
|
|
613 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
4.300%, 06/15/2048 |
|
|
815 |
|
|
|
898 |
|
Tucson Electric Power |
|
|
|
|
|
|
|
|
3.250%, 05/01/2051 |
|
|
760 |
|
|
|
690 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
4.600%, 12/01/2048 |
|
|
400 |
|
|
|
458 |
|
4.450%, 02/15/2044 |
|
|
750 |
|
|
|
833 |
|
2.450%, 12/15/2050 |
|
|
220 |
|
|
|
179 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
3.300%, 09/01/2049 |
|
|
175 |
|
|
|
166 |
|
2.850%, 12/01/2051 |
|
|
500 |
|
|
|
435 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85,409 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $556,633) ($ Thousands) |
|
|
|
|
|
|
576,368 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 26.8% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
0.672%, 08/18/2022 (D) |
|
|
8,845 |
|
|
|
8,818 |
|
0.426%, 07/28/2022 (D) |
|
|
605 |
|
|
|
604 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
3.750%, 08/15/2041 |
|
|
1,660 |
|
|
|
2,057 |
|
3.750%, 11/15/2043 |
|
|
2,105 |
|
|
|
2,630 |
|
3.625%, 08/15/2043 |
|
|
1,837 |
|
|
|
2,252 |
|
3.625%, 02/15/2044 |
|
|
1,901 |
|
|
|
2,335 |
|
3.125%, 11/15/2041 |
|
|
2,170 |
|
|
|
2,471 |
|
3.125%, 02/15/2043 |
|
|
2,625 |
|
|
|
2,989 |
|
3.125%, 08/15/2044 |
|
|
3,605 |
|
|
|
4,122 |
|
3.000%, 11/15/2044 |
|
|
5,400 |
|
|
|
6,060 |
|
3.000%, 05/15/2045 |
|
|
5,505 |
|
|
|
6,188 |
|
3.000%, 05/15/2047 |
|
|
3,030 |
|
|
|
3,451 |
|
2.875%, 11/15/2046 |
|
|
3,330 |
|
|
|
3,696 |
|
2.750%, 08/15/2042 |
|
|
3,090 |
|
|
|
3,327 |
|
2.750%, 11/15/2047 |
|
|
4,180 |
|
|
|
4,583 |
|
2.500%, 05/15/2046 |
|
|
5,510 |
|
|
|
5,706 |
|
2.375%, 02/15/2042 |
|
|
7,325 |
|
|
|
7,480 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
2.375%, 05/15/2051 |
|
$ |
3,565 |
|
|
$ |
3,717 |
|
2.250%, 05/15/2041 |
|
|
4,499 |
|
|
|
4,485 |
|
2.250%, 02/15/2052 |
|
|
4,845 |
|
|
|
4,936 |
|
2.000%, 11/15/2041 |
|
|
56,499 |
|
|
|
54,089 |
|
2.000%, 08/15/2051 |
|
|
29,346 |
|
|
|
28,149 |
|
1.875%, 02/15/2041 |
|
|
4,412 |
|
|
|
4,148 |
|
1.875%, 02/15/2051 |
|
|
14,479 |
|
|
|
13,479 |
|
1.875%, 11/15/2051 |
|
|
20,525 |
|
|
|
19,149 |
|
1.750%, 08/15/2041 |
|
|
18,572 |
|
|
|
17,022 |
|
1.375%, 11/15/2040 |
|
|
120 |
|
|
|
104 |
|
1.375%, 08/15/2050 |
|
|
5,240 |
|
|
|
4,314 |
|
1.125%, 05/15/2040 |
|
|
1,240 |
|
|
|
1,031 |
|
1.125%, 08/15/2040 |
|
|
329 |
|
|
|
273 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
1.000%, 02/15/2049 |
|
|
1,641 |
|
|
|
2,147 |
|
0.125%, 02/15/2051 |
|
|
840 |
|
|
|
903 |
|
0.125%, 02/15/2052 |
|
|
467 |
|
|
|
505 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
1.875%, 02/28/2029 |
|
|
3,085 |
|
|
|
3,096 |
|
1.875%, 02/15/2032 |
|
|
490 |
|
|
|
492 |
|
1.375%, 10/31/2028 |
|
|
2,290 |
|
|
|
2,224 |
|
1.250%, 08/15/2031 |
|
|
3,265 |
|
|
|
3,100 |
|
U.S. Treasury STRIPS |
|
|
|
|
|
|
|
|
3.307%, 08/15/2043 (B) |
|
|
9,912 |
|
|
|
5,994 |
|
2.003%, 08/15/2045 (B) |
|
|
5,710 |
|
|
|
3,295 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $242,419) ($ Thousands) |
|
|
245,421 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 3.2% |
California — 1.7% |
|
|
|
|
Bay Area, Toll Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.263%, 04/01/2049 |
|
|
600 |
|
|
|
912 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.500%, 04/01/2034 |
|
|
2,565 |
|
|
|
3,746 |
|
7.350%, 11/01/2039 |
|
|
1,645 |
|
|
|
2,450 |
|
Los Angeles, Community College District, Build America Project, GO |
|
|
|
|
|
|
|
|
6.750%, 08/01/2049 |
|
|
590 |
|
|
|
937 |
|
Los Angeles, Department of Airports, RB |
|
|
|
|
|
|
|
|
6.582%, 05/15/2039 |
|
|
275 |
|
|
|
357 |
|
Los Angeles, Unified School District, Build America Project, Ser RY, GO |
|
|
|
|
|
|
|
|
6.758%, 07/01/2034 |
|
|
1,360 |
|
|
|
1,830 |
|
Riverside County, Pension Obligation, RB |
|
|
|
|
|
|
|
|
3.818%, 02/15/2038 |
|
|
345 |
|
|
|
370 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
1,235 |
|
|
|
1,660 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
University of California Regents, Ser H, RB |
|
|
|
|
|
|
|
|
6.548%, 05/15/2048 |
|
$ |
605 |
|
|
$ |
890 |
|
University of California Regents, Ser N, RB |
|
|
|
|
|
|
|
|
Callable 11/15/2059 @ 100 |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
795 |
|
|
|
811 |
|
University of California, Ser AD, RB |
|
|
|
|
|
|
|
|
4.858%, 05/15/2112 |
|
|
635 |
|
|
|
843 |
|
University of California, Ser AP, RB |
|
|
|
|
|
|
|
|
3.931%, 05/15/2045 |
|
|
475 |
|
|
|
509 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,315 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.637%, 04/01/2057 |
|
|
612 |
|
|
|
878 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.2% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
1,480 |
|
|
|
1,960 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Maryland — 0.0% |
|
|
|
|
Baltimore, Revenue Authority, Water Project, Ser B, RB |
|
|
|
|
|
|
|
|
Callable 07/01/2030 @ 100 |
|
|
|
|
|
|
|
|
2.814%, 07/01/2040 |
|
|
370 |
|
|
|
363 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Missouri — 0.1% |
|
|
|
|
Missouri State, Joint Municipal Electric Utility Commission, Build America Project, Ser A, RB |
|
|
|
|
|
|
|
|
6.890%, 01/01/2042 |
|
|
600 |
|
|
|
868 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.0% |
|
|
|
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.414%, 01/01/2040 |
|
|
60 |
|
|
|
93 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.7% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
350 |
|
|
|
420 |
|
New York City, Municipal Water Finance Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.440%, 06/15/2043 |
|
|
570 |
|
|
|
772 |
|
New York City, Transitional Finance Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.572%, 11/01/2038 |
|
|
885 |
|
|
|
1,099 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB |
|
|
|
|
|
|
|
|
5.508%, 08/01/2037 |
|
|
1,000 |
|
|
|
1,253 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York State, Dormitory Authority, Ser F, RB |
|
|
|
|
|
|
|
|
3.110%, 02/15/2039 |
|
$ |
1,215 |
|
|
$ |
1,232 |
|
New York State, Urban Development, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
1,470 |
|
|
|
1,747 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,523 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.0% |
|
|
|
|
JobsOhio Beverage System, Ser A, RB |
|
|
|
|
|
|
|
|
2.833%, 01/01/2038 |
|
|
325 |
|
|
|
318 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.4% |
|
|
|
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
530 |
|
|
|
669 |
|
North Texas, Tollway Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
490 |
|
|
|
765 |
|
North Texas, Tollway Authority, RB |
|
|
|
|
|
|
|
|
Callable 01/01/2029 @ 100 |
|
|
|
|
|
|
|
|
3.029%, 01/01/2040 |
|
|
735 |
|
|
|
725 |
|
Texas State, Private Activity Bond Surface Transportation, RB |
|
|
|
|
|
|
|
|
3.922%, 12/31/2049 |
|
|
355 |
|
|
|
356 |
|
University of Texas, Build America Bonds, RB |
|
|
|
|
|
|
|
|
5.262%, 07/01/2039 |
|
|
575 |
|
|
|
761 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,276 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $25,979) ($ Thousands) |
|
|
|
|
|
|
29,594 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.1% |
FNMA, PO MTN |
|
|
|
|
|
|
|
|
0.000%, 05/15/2030(B) |
|
|
8,380 |
|
|
|
7,052 |
|
Resolution Funding Principal STRIP |
|
|
|
|
|
|
|
|
4.326%, 04/15/2030(B) |
|
|
17,770 |
|
|
|
14,974 |
|
Tennessee Valley Authority |
|
|
|
|
|
|
|
|
5.250%, 09/15/2039 |
|
|
2,615 |
|
|
|
3,507 |
|
Tennessee Valley Authority, PO |
|
|
|
|
|
|
|
|
0.000%, 01/15/2038(B) |
|
|
3,700 |
|
|
|
2,393 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $23,546) ($ Thousands) |
|
|
27,926 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT — 1.3% |
| |
|
|
|
|
|
|
|
|
Airport Authority |
|
|
|
|
|
|
|
|
3.500%, 01/12/2062(A) |
|
$ |
705 |
|
|
$ |
693 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
4.350%, 01/11/2048 |
|
|
45 |
|
|
|
46 |
|
3.700%, 10/30/2049 |
|
|
1,025 |
|
|
|
968 |
|
Israel Government AID Bond |
|
|
|
|
|
|
|
|
5.500%, 09/18/2033 |
|
|
1,400 |
|
|
|
1,865 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/03/2050 |
|
|
214 |
|
|
|
227 |
|
3.375%, 01/15/2050 |
|
|
993 |
|
|
|
970 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
264 |
|
|
|
272 |
|
5.000%, 04/27/2051 |
|
|
1,190 |
|
|
|
1,207 |
|
4.750%, 04/27/2032 |
|
|
280 |
|
|
|
299 |
|
4.500%, 01/31/2050 |
|
|
1,300 |
|
|
|
1,229 |
|
4.400%, 02/12/2052 |
|
|
1,030 |
|
|
|
947 |
|
4.280%, 08/14/2041 |
|
|
279 |
|
|
|
262 |
|
3.250%, 04/16/2030 |
|
|
335 |
|
|
|
326 |
|
Minera Mexico |
|
|
|
|
|
|
|
|
4.500%, 01/26/2050(A) |
|
|
320 |
|
|
|
307 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 04/16/2050 |
|
|
550 |
|
|
|
537 |
|
4.500%, 04/01/2056 |
|
|
128 |
|
|
|
124 |
|
4.300%, 04/29/2053 |
|
|
65 |
|
|
|
61 |
|
3.870%, 07/23/2060 |
|
|
295 |
|
|
|
254 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
3.550%, 06/09/2051(A) |
|
|
145 |
|
|
|
133 |
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
3.200%, 07/06/2046 |
|
|
660 |
|
|
|
587 |
|
2.950%, 05/05/2045 |
|
|
185 |
|
|
|
157 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
5.100%, 06/18/2050 |
|
|
290 |
|
|
|
346 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $12,008) ($ Thousands) |
|
|
11,817 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 0.9% |
Agency Mortgage-Backed Obligations — 0.8% |
|
|
|
|
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
|
|
|
|
|
|
|
|
5.000%, 01/15/2034 |
|
|
56 |
|
|
|
61 |
|
FHLMC REMIC CMO, Ser 2004-2748, Cl ZT |
|
|
|
|
|
|
|
|
5.500%, 02/15/2024 |
|
|
149 |
|
|
|
152 |
|
FHLMC REMIC CMO, Ser 2010-3756, Cl PZ |
|
|
|
|
|
|
|
|
4.000%, 11/15/2040 |
|
|
3,616 |
|
|
|
3,842 |
|
FNMA CMO, Ser 2004-12, Cl ZX |
|
|
|
|
|
|
|
|
6.000%, 03/25/2034 |
|
|
977 |
|
|
|
1,101 |
|
FNMA CMO, Ser 2004-80, Cl XZ |
|
|
|
|
|
|
|
|
5.000%, 11/25/2034 |
|
|
653 |
|
|
|
707 |
|
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
|
|
|
|
|
|
|
|
6.513%, 07/25/2037(C) |
|
|
13 |
|
|
|
2 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA ARM |
|
|
|
|
|
|
|
|
1.875%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 06/20/2032(C) |
|
$ |
26 |
|
|
$ |
27 |
|
GNMA CMO, Ser 2009-8, Cl PS, IO |
|
|
|
|
|
|
|
|
6.174%, 08/16/2038(C) |
|
|
19 |
|
|
|
1 |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
6.264%, 01/16/2040(C) |
|
|
46 |
|
|
|
8 |
|
GNMA CMO, Ser 2011-70, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/20/2041(B) |
|
|
1,833 |
|
|
|
1,513 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,414 |
|
Non-Agency Mortgage-Backed Obligations — 0.1% |
|
|
|
|
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
|
|
|
|
|
|
|
|
5.056%, 03/25/2037 |
|
|
86 |
|
|
|
88 |
|
DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A |
|
|
|
|
|
|
|
|
0.591%, ICE LIBOR USD 1 Month + 0.420%, 03/19/2045(C) |
|
|
30 |
|
|
|
30 |
|
Harborview Mortgage Loan Trust, Ser 2004-8, Cl 2A4A |
|
|
|
|
|
|
|
|
0.971%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2034(C) |
|
|
64 |
|
|
|
62 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR12, Cl A1 |
|
|
|
|
|
|
|
|
0.967%, ICE LIBOR USD 1 Month + 0.780%, 12/25/2034(C) |
|
|
54 |
|
|
|
45 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR5, Cl 2A1B |
|
|
|
|
|
|
|
|
0.987%, ICE LIBOR USD 1 Month + 0.800%, 08/25/2034(C) |
|
|
28 |
|
|
|
27 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
|
|
|
|
|
|
|
|
1.047%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(C) |
|
|
10 |
|
|
|
10 |
|
RAMP Trust, Ser 2004-SL1, Cl A7 |
|
|
|
|
|
|
|
|
7.000%, 11/25/2031 |
|
|
7 |
|
|
|
7 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
2.820%, 12/25/2034(C) |
|
|
13 |
|
|
|
13 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 |
|
|
|
|
|
|
|
|
0.847%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2045(C) |
|
|
34 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
316 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $5,603) ($ Thousands) |
|
|
|
|
|
|
7,730 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%** |
|
|
8,721,431 |
|
|
$ |
8,721 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $8,721) ($ Thousands) |
|
|
|
|
|
|
8,721 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.3% |
|
|
|
|
|
|
|
|
(Cost $874,909) ($ Thousands) |
|
$ |
907,577 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Contracts
|
|
|
|
|
|
PURCHASED SWAPTION* — 0.0% |
Total Purchased Swaption (E) |
|
|
|
|
|
|
|
|
(Cost $47) ($ Thousands) |
|
|
1,500,000 |
|
|
$ |
59 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Continued)
A list of the open OTC swaption contracts held by the Fund at February 28, 2022 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 Merrill Lynch |
|
|
|
1,500,000 |
|
|
$ |
2.75 |
|
|
|
01/20/2024 |
|
|
$ |
59 |
|
A list of open futures contracts held by the Fund at February 28, 2022, 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 |
|
|
219 |
|
|
|
Jun-2022 |
|
|
$ |
27,726 |
|
|
$ |
27,909 |
|
|
$ |
183 |
|
U.S. Ultra Long Treasury Bond |
|
|
254 |
|
|
|
Jun-2022 |
|
|
|
46,606 |
|
|
|
47,228 |
|
|
|
622 |
|
| |
|
|
|
|
|
|
|
|
|
|
74,332 |
|
|
|
75,137 |
|
|
|
805 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
(53 |
) |
|
|
Jul-2022 |
|
|
$ |
(11,384 |
) |
|
$ |
(11,407 |
) |
|
$ |
(23 |
) |
U.S. 5-Year Treasury Note |
|
|
(48 |
) |
|
|
Jul-2022 |
|
|
|
(5,643 |
) |
|
|
(5,677 |
) |
|
|
(34 |
) |
U.S. Long Treasury Bond |
|
|
(75 |
) |
|
|
Jun-2022 |
|
|
|
(11,593 |
) |
|
|
(11,752 |
) |
|
|
(159 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(185 |
) |
|
|
Jun-2022 |
|
|
|
(25,884 |
) |
|
|
(26,146 |
) |
|
|
(262 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(54,504 |
) |
|
|
(54,982 |
) |
|
|
(478 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
19,828 |
|
|
$ |
20,155 |
|
|
$ |
327 |
|
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2022, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3 MONTH USD - LIBOR |
|
|
1.0725% FIXED |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
4,035 |
|
|
$ |
(77 |
) |
|
$ |
– |
|
|
$ |
(77 |
) |
3 MONTH USD LIBOR |
|
|
1.0255% FIXED |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
8,070 |
|
|
|
(161 |
) |
|
|
– |
|
|
|
(161 |
) |
3 MONTH USD LIBOR |
|
|
1.0335% FIXED |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
5,980 |
|
|
|
(118 |
) |
|
|
– |
|
|
|
(118 |
) |
MONTHS USD LIBOR |
|
|
0.39 % FIXED |
|
|
|
Semi-Annually |
|
|
|
09/28/2025 |
|
|
|
USD |
|
|
|
9,070 |
|
|
|
(114 |
) |
|
|
– |
|
|
|
(114 |
) |
0.6875% |
|
|
MONTH USD LIBOR |
|
|
|
Semi-Annually |
|
|
|
12/07/2025 |
|
|
|
USD |
|
|
|
8,590 |
|
|
|
(55 |
) |
|
|
– |
|
|
|
(55 |
) |
3 MONTH USD - LIBOR |
|
|
1.8075% FIXED |
|
|
|
Quarterly |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
335 |
|
|
|
16 |
|
|
|
– |
|
|
|
16 |
|
3 MONTH USD LIBOR |
|
|
1.7725% FIXED |
|
|
|
Quarterly |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
670 |
|
|
|
36 |
|
|
|
– |
|
|
|
36 |
|
3 MONTH USD LIBOR |
|
|
1.785% FIXED |
|
|
|
Quarterly |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
505 |
|
|
|
26 |
|
|
|
– |
|
|
|
26 |
|
MONTHS USD LIBOR |
|
|
0.87% FIXED |
|
|
|
Quarterly |
|
|
|
09/28/2053 |
|
|
|
USD |
|
|
|
775 |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
MONTH USD LIBOR |
|
|
1.7425% |
|
|
|
Quarterly |
|
|
|
12/07/2053 |
|
|
|
USD |
|
|
|
720 |
|
|
|
42 |
|
|
|
– |
|
|
|
42 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(381 |
) |
|
$ |
– |
|
|
$ |
(381 |
) |
|
Percentages are based on Net Assets of $914,285 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
(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 February 28, 2022, the value of these securities amounted to $57,153 ($ Thousands), representing 6.3% of the Net Assets of the Fund. |
(B) |
Zero coupon security. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Interest rate represents the security's effective yield at the time of purchase. |
(E) |
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 |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Fund (Concluded)
MTN — Medium Term Note |
PLC — Public Limited Company |
PO — Principal Only |
RB — Revenue Bond |
REMIC — Real Estate Mortgage Investment Conduit |
S&P— Standard & Poor's |
Ser — Series |
SOFR — Secured Overnight Financing |
STRIPS — Separately Traded Registered Interest and Principal Securities |
USD — U.S. Dollar |
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
576,368 |
|
|
|
– |
|
|
|
576,368 |
|
U.S. Treasury Obligations |
|
|
38,019 |
|
|
|
207,402 |
|
|
|
– |
|
|
|
245,421 |
|
Municipal Bonds |
|
|
– |
|
|
|
29,594 |
|
|
|
– |
|
|
|
29,594 |
|
U.S. Government Agency Obligations |
|
|
– |
|
|
|
27,926 |
|
|
|
– |
|
|
|
27,926 |
|
Sovereign Debt |
|
|
– |
|
|
|
11,817 |
|
|
|
– |
|
|
|
11,817 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
7,730 |
|
|
|
– |
|
|
|
7,730 |
|
Cash Equivalent |
|
|
8,721 |
|
|
|
– |
|
|
|
– |
|
|
|
8,721 |
|
Total Investments in Securities |
|
|
46,740 |
|
|
|
860,837 |
|
|
|
– |
|
|
|
907,577 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Purchased Swaptions |
|
|
– |
|
|
|
59 |
|
|
|
– |
|
|
|
59 |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
805 |
|
|
|
– |
|
|
|
– |
|
|
|
805 |
|
Unrealized Depreciation |
|
|
(478 |
) |
|
|
– |
|
|
|
– |
|
|
|
(478 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
144 |
|
|
|
– |
|
|
|
144 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(525 |
) |
|
|
– |
|
|
|
(525 |
) |
Total Other Financial Instruments |
|
|
327 |
|
|
|
(322 |
) |
|
|
– |
|
|
|
5 |
|
|
*
|
Futures contracts and Swap Contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
72,879 |
|
|
$ |
472,314 |
|
|
$ |
(536,472 |
) |
|
$ |
— |
|
|
$ |
- |
|
|
$ |
8,721 |
|
|
|
8,721,431 |
|
|
$ |
1 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 89.1% |
Communication Services — 6.9% |
|
|
|
|
Activision Blizzard |
|
|
|
|
|
|
|
|
2.500%, 09/15/2050 |
|
$ |
2,200 |
|
|
$ |
1,850 |
|
Alphabet |
|
|
|
|
|
|
|
|
2.250%, 08/15/2060 |
|
|
8,008 |
|
|
|
6,396 |
|
1.900%, 08/15/2040 |
|
|
1,295 |
|
|
|
1,086 |
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
|
4,475 |
|
|
|
5,708 |
|
AT&T |
|
|
|
|
|
|
|
|
6.350%, 03/15/2040 |
|
|
50 |
|
|
|
63 |
|
5.350%, 09/01/2040 |
|
|
2,820 |
|
|
|
3,306 |
|
4.650%, 06/01/2044 |
|
|
375 |
|
|
|
397 |
|
4.300%, 12/15/2042 |
|
|
500 |
|
|
|
509 |
|
3.800%, 12/01/2057 |
|
|
2,239 |
|
|
|
2,101 |
|
3.550%, 09/15/2055 |
|
|
2,040 |
|
|
|
1,850 |
|
3.500%, 09/15/2053 |
|
|
8,722 |
|
|
|
7,975 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.834%, 10/23/2055 |
|
|
580 |
|
|
|
727 |
|
6.484%, 10/23/2045 |
|
|
535 |
|
|
|
639 |
|
4.800%, 03/01/2050 |
|
|
930 |
|
|
|
909 |
|
3.850%, 04/01/2061 |
|
|
500 |
|
|
|
415 |
|
Comcast |
|
|
|
|
|
|
|
|
6.500%, 11/15/2035 |
|
|
420 |
|
|
|
557 |
|
5.650%, 06/15/2035 |
|
|
3,620 |
|
|
|
4,478 |
|
4.600%, 08/15/2045 |
|
|
1,150 |
|
|
|
1,272 |
|
4.250%, 01/15/2033 |
|
|
4,035 |
|
|
|
4,399 |
|
4.200%, 08/15/2034 |
|
|
3,415 |
|
|
|
3,733 |
|
4.049%, 11/01/2052 |
|
|
6,195 |
|
|
|
6,497 |
|
4.000%, 03/01/2048 |
|
|
4,645 |
|
|
|
4,755 |
|
3.969%, 11/01/2047 |
|
|
5,255 |
|
|
|
5,342 |
|
3.900%, 03/01/2038 |
|
|
5,135 |
|
|
|
5,228 |
|
3.400%, 04/01/2030 |
|
|
775 |
|
|
|
799 |
|
3.400%, 07/15/2046 |
|
|
8,125 |
|
|
|
7,636 |
|
3.250%, 11/01/2039 |
|
|
265 |
|
|
|
251 |
|
2.987%, 11/01/2063 (A) |
|
|
30,524 |
|
|
|
25,414 |
|
2.937%, 11/01/2056 (A) |
|
|
31,875 |
|
|
|
26,828 |
|
2.887%, 11/01/2051 (A) |
|
|
7,841 |
|
|
|
6,802 |
|
2.800%, 01/15/2051 |
|
|
1,820 |
|
|
|
1,519 |
|
Cox Communications |
|
|
|
|
|
|
|
|
4.800%, 02/01/2035 (A) |
|
|
1,400 |
|
|
|
1,540 |
|
4.700%, 12/15/2042 (A) |
|
|
294 |
|
|
|
325 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
3.875%, 11/15/2029 (A) |
|
|
535 |
|
|
|
511 |
|
NBCUniversal Media LLC |
|
|
|
|
|
|
|
|
4.450%, 01/15/2043 |
|
|
1,615 |
|
|
|
1,725 |
|
NTT Finance |
|
|
|
|
|
|
|
|
1.591%, 04/03/2028 (A) |
|
|
2,360 |
|
|
|
2,222 |
|
Paramount Global |
|
|
|
|
|
|
|
|
5.900%, 10/15/2040 |
|
|
40 |
|
|
|
48 |
|
5.850%, 09/01/2043 |
|
|
790 |
|
|
|
942 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.850%, 12/15/2034 |
|
$ |
300 |
|
|
$ |
315 |
|
4.600%, 01/15/2045 |
|
|
115 |
|
|
|
116 |
|
4.375%, 03/15/2043 |
|
|
2,164 |
|
|
|
2,159 |
|
SES GLOBAL Americas Holdings GP |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (A) |
|
|
1,550 |
|
|
|
1,620 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.840%, 04/22/2051 (A) |
|
|
1,245 |
|
|
|
1,140 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
381 |
|
|
|
477 |
|
5.500%, 09/01/2041 |
|
|
650 |
|
|
|
693 |
|
4.500%, 09/15/2042 |
|
|
500 |
|
|
|
471 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,709 |
|
|
|
2,332 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.400%, 10/15/2052 (A) |
|
|
1,350 |
|
|
|
1,196 |
|
3.000%, 02/15/2041 |
|
|
925 |
|
|
|
802 |
|
TWDC Enterprises 18 |
|
|
|
|
|
|
|
|
4.125%, 12/01/2041 |
|
|
1,545 |
|
|
|
1,648 |
|
TWDC Enterprises 18 MTN |
|
|
|
|
|
|
|
|
4.125%, 06/01/2044 |
|
|
2,104 |
|
|
|
2,258 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.250%, 03/16/2037 |
|
|
2,350 |
|
|
|
2,800 |
|
4.862%, 08/21/2046 |
|
|
1,100 |
|
|
|
1,315 |
|
4.272%, 01/15/2036 |
|
|
2,200 |
|
|
|
2,397 |
|
3.875%, 03/01/2052 |
|
|
1,284 |
|
|
|
1,328 |
|
3.700%, 03/22/2061 |
|
|
1,045 |
|
|
|
996 |
|
3.550%, 03/22/2051 |
|
|
100 |
|
|
|
97 |
|
3.400%, 03/22/2041 |
|
|
1,530 |
|
|
|
1,473 |
|
3.000%, 11/20/2060 |
|
|
1,465 |
|
|
|
1,217 |
|
2.987%, 10/30/2056 |
|
|
1,468 |
|
|
|
1,252 |
|
2.650%, 11/20/2040 |
|
|
1,995 |
|
|
|
1,731 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
5.250%, 05/30/2048 |
|
|
245 |
|
|
|
281 |
|
4.875%, 06/19/2049 |
|
|
1,060 |
|
|
|
1,177 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
990 |
|
|
|
1,346 |
|
6.400%, 12/15/2035 |
|
|
2,043 |
|
|
|
2,715 |
|
4.700%, 03/23/2050 |
|
|
2,505 |
|
|
|
2,962 |
|
4.625%, 03/23/2040 |
|
|
295 |
|
|
|
338 |
|
3.800%, 05/13/2060 |
|
|
700 |
|
|
|
722 |
|
3.600%, 01/13/2051 |
|
|
14,054 |
|
|
|
14,220 |
|
3.500%, 05/13/2040 |
|
|
1,435 |
|
|
|
1,430 |
|
2.750%, 09/01/2049 |
|
|
23,851 |
|
|
|
20,836 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
222,614 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 4.7% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
2.500%, 02/10/2041 (A) |
|
|
870 |
|
|
|
728 |
|
Alibaba Group Holding |
|
|
|
|
|
|
|
|
4.400%, 12/06/2057 |
|
|
1,550 |
|
|
|
1,525 |
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
4.500%, 07/26/2047 (A) |
|
|
900 |
|
|
|
947 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Amazon.com |
|
|
|
|
|
|
|
|
4.050%, 08/22/2047 |
|
$ |
9,615 |
|
|
$ |
10,712 |
|
3.875%, 08/22/2037 |
|
|
3,384 |
|
|
|
3,705 |
|
3.250%, 05/12/2061 |
|
|
8,826 |
|
|
|
8,400 |
|
3.100%, 05/12/2051 |
|
|
6,809 |
|
|
|
6,582 |
|
2.875%, 05/12/2041 |
|
|
935 |
|
|
|
892 |
|
2.700%, 06/03/2060 |
|
|
4,255 |
|
|
|
3,630 |
|
2.500%, 06/03/2050 |
|
|
8,899 |
|
|
|
7,682 |
|
BMW US Capital LLC |
|
|
|
|
|
|
|
|
4.150%, 04/09/2030 (A) |
|
|
540 |
|
|
|
588 |
|
2.550%, 04/01/2031 (A) |
|
|
2,065 |
|
|
|
2,003 |
|
Boston University |
|
|
|
|
|
|
|
|
4.061%, 10/01/2048 |
|
|
1,800 |
|
|
|
2,011 |
|
Brown University |
|
|
|
|
|
|
|
|
2.924%, 09/01/2050 |
|
|
1,298 |
|
|
|
1,271 |
|
California Institute of Technology |
|
|
|
|
|
|
|
|
4.321%, 08/01/2045 |
|
|
650 |
|
|
|
779 |
|
Dollar Tree |
|
|
|
|
|
|
|
|
3.375%, 12/01/2051 |
|
|
655 |
|
|
|
588 |
|
Emory University |
|
|
|
|
|
|
|
|
2.969%, 09/01/2050 |
|
|
1,660 |
|
|
|
1,581 |
|
Georgetown University |
|
|
|
|
|
|
|
|
5.215%, 10/01/2118 |
|
|
1,921 |
|
|
|
2,528 |
|
4.315%, 04/01/2049 |
|
|
1,795 |
|
|
|
1,983 |
|
2.943%, 04/01/2050 |
|
|
540 |
|
|
|
490 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.950%, 04/01/2041 |
|
|
2,700 |
|
|
|
3,576 |
|
4.500%, 12/06/2048 |
|
|
4,705 |
|
|
|
5,456 |
|
4.400%, 03/15/2045 |
|
|
6,160 |
|
|
|
6,941 |
|
4.250%, 04/01/2046 |
|
|
8,912 |
|
|
|
9,823 |
|
4.200%, 04/01/2043 |
|
|
1,865 |
|
|
|
2,061 |
|
3.900%, 06/15/2047 |
|
|
11,963 |
|
|
|
12,701 |
|
3.350%, 04/15/2050 |
|
|
2,020 |
|
|
|
1,975 |
|
3.300%, 04/15/2040 |
|
|
1,465 |
|
|
|
1,466 |
|
3.125%, 12/15/2049 |
|
|
415 |
|
|
|
391 |
|
2.750%, 09/15/2051 |
|
|
2,550 |
|
|
|
2,263 |
|
2.375%, 03/15/2051 |
|
|
5,649 |
|
|
|
4,647 |
|
Johns Hopkins University |
|
|
|
|
|
|
|
|
4.083%, 07/01/2053 |
|
|
2,000 |
|
|
|
2,424 |
|
2.813%, 01/01/2060 |
|
|
490 |
|
|
|
450 |
|
Lowe's |
|
|
|
|
|
|
|
|
3.700%, 04/15/2046 |
|
|
1,016 |
|
|
|
989 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
2,840 |
|
|
|
4,279 |
|
2.294%, 07/01/2051 |
|
|
21 |
|
|
|
18 |
|
NIKE |
|
|
|
|
|
|
|
|
3.625%, 05/01/2043 |
|
|
1,295 |
|
|
|
1,349 |
|
3.375%, 03/27/2050 |
|
|
515 |
|
|
|
526 |
|
3.250%, 03/27/2040 |
|
|
1,075 |
|
|
|
1,076 |
|
Northwestern University |
|
|
|
|
|
|
|
|
3.688%, 12/01/2038 |
|
|
2,070 |
|
|
|
2,254 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Pomona College |
|
|
|
|
|
|
|
|
2.888%, 01/01/2051 |
|
$ |
1,240 |
|
|
$ |
1,170 |
|
President & Fellows of Harvard College |
|
|
|
|
|
|
|
|
3.619%, 10/01/2037 |
|
|
400 |
|
|
|
437 |
|
2.517%, 10/15/2050 |
|
|
1,410 |
|
|
|
1,251 |
|
Princeton University |
|
|
|
|
|
|
|
|
5.700%, 03/01/2039 |
|
|
1,149 |
|
|
|
1,540 |
|
Target |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
5,135 |
|
|
|
4,865 |
|
Trustees of Boston College |
|
|
|
|
|
|
|
|
3.042%, 07/01/2057 |
|
|
1,230 |
|
|
|
1,179 |
|
Trustees of Tufts College |
|
|
|
|
|
|
|
|
3.099%, 08/15/2051 |
|
|
2,667 |
|
|
|
2,627 |
|
University of Chicago |
|
|
|
|
|
|
|
|
4.411%, 10/01/2044 |
|
|
715 |
|
|
|
740 |
|
4.003%, 10/01/2053 |
|
|
1,675 |
|
|
|
1,911 |
|
2.761%, 04/01/2045 |
|
|
4,620 |
|
|
|
4,431 |
|
University of Southern California |
|
|
|
|
|
|
|
|
3.841%, 10/01/2047 |
|
|
1,320 |
|
|
|
1,452 |
|
3.028%, 10/01/2039 |
|
|
2,300 |
|
|
|
2,252 |
|
2.805%, 10/01/2050 |
|
|
925 |
|
|
|
851 |
|
XLIT |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
2,405 |
|
|
|
3,050 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
151,046 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 3.6% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
10.200%, 02/06/2039 |
|
|
2,501 |
|
|
|
3,826 |
|
9.950%, 11/10/2038 |
|
|
1,555 |
|
|
|
2,276 |
|
5.375%, 01/31/2044 |
|
|
2,200 |
|
|
|
2,296 |
|
4.500%, 05/02/2043 |
|
|
100 |
|
|
|
93 |
|
4.450%, 05/06/2050 |
|
|
835 |
|
|
|
766 |
|
4.250%, 08/09/2042 |
|
|
575 |
|
|
|
525 |
|
3.875%, 09/16/2046 |
|
|
3,650 |
|
|
|
3,137 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
2,841 |
|
|
|
3,210 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
8.200%, 01/15/2039 |
|
|
1,445 |
|
|
|
2,207 |
|
8.000%, 11/15/2039 |
|
|
2,786 |
|
|
|
4,188 |
|
4.600%, 04/15/2048 |
|
|
220 |
|
|
|
241 |
|
3.750%, 07/15/2042 |
|
|
320 |
|
|
|
316 |
|
Archer-Daniels-Midland |
|
|
|
|
|
|
|
|
2.700%, 09/15/2051 |
|
|
2,075 |
|
|
|
1,882 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.390%, 08/15/2037 |
|
|
1,535 |
|
|
|
1,471 |
|
3.734%, 09/25/2040 |
|
|
110 |
|
|
|
95 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
3.000%, 03/05/2051 |
|
|
620 |
|
|
|
590 |
|
2.875%, 05/05/2041 |
|
|
1,725 |
|
|
|
1,635 |
|
2.500%, 06/01/2040 |
|
|
340 |
|
|
|
308 |
|
2.500%, 03/15/2051 |
|
|
5,100 |
|
|
|
4,369 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.000%, 03/05/2031 |
|
$ |
675 |
|
|
$ |
639 |
|
Coca-Cola Femsa |
|
|
|
|
|
|
|
|
5.250%, 11/26/2043 |
|
|
3,070 |
|
|
|
3,652 |
|
Diageo Capital |
|
|
|
|
|
|
|
|
2.125%, 04/29/2032 |
|
|
535 |
|
|
|
502 |
|
Estee Lauder |
|
|
|
|
|
|
|
|
3.125%, 12/01/2049 |
|
|
2,575 |
|
|
|
2,513 |
|
Fomento Economico Mexicano |
|
|
|
|
|
|
|
|
3.500%, 01/16/2050 |
|
|
2,790 |
|
|
|
2,613 |
|
Hormel Foods |
|
|
|
|
|
|
|
|
3.050%, 06/03/2051 |
|
|
6,495 |
|
|
|
6,208 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
4.375%, 02/02/2052 (A) |
|
|
1,250 |
|
|
|
1,118 |
|
Kimberly-Clark |
|
|
|
|
|
|
|
|
5.300%, 03/01/2041 |
|
|
555 |
|
|
|
690 |
|
3.900%, 05/04/2047 |
|
|
2,275 |
|
|
|
2,468 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
7.125%, 08/01/2039 (A) |
|
|
1,160 |
|
|
|
1,576 |
|
5.200%, 07/15/2045 |
|
|
400 |
|
|
|
451 |
|
4.875%, 10/01/2049 |
|
|
470 |
|
|
|
521 |
|
Kroger |
|
|
|
|
|
|
|
|
5.400%, 01/15/2049 |
|
|
1,371 |
|
|
|
1,704 |
|
Mars |
|
|
|
|
|
|
|
|
4.200%, 04/01/2059 (A) |
|
|
1,385 |
|
|
|
1,565 |
|
4.125%, 04/01/2054 (A) |
|
|
1,125 |
|
|
|
1,250 |
|
3.950%, 04/01/2049 (A) |
|
|
1,780 |
|
|
|
1,930 |
|
3.875%, 04/01/2039 (A) |
|
|
1,650 |
|
|
|
1,741 |
|
2.375%, 07/16/2040 (A) |
|
|
1,680 |
|
|
|
1,447 |
|
Nestle Holdings |
|
|
|
|
|
|
|
|
4.000%, 09/24/2048 (A) |
|
|
1,410 |
|
|
|
1,570 |
|
3.900%, 09/24/2038 (A) |
|
|
2,685 |
|
|
|
2,925 |
|
PepsiCo |
|
|
|
|
|
|
|
|
3.450%, 10/06/2046 |
|
|
6,625 |
|
|
|
6,709 |
|
2.750%, 10/21/2051 |
|
|
3,250 |
|
|
|
2,991 |
|
2.625%, 10/21/2041 |
|
|
1,410 |
|
|
|
1,311 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.875%, 11/15/2043 |
|
|
2,830 |
|
|
|
3,124 |
|
4.500%, 03/20/2042 |
|
|
5,945 |
|
|
|
6,195 |
|
4.125%, 03/04/2043 |
|
|
1,886 |
|
|
|
1,889 |
|
3.875%, 08/21/2042 |
|
|
1,815 |
|
|
|
1,760 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
2,390 |
|
|
|
3,116 |
|
5.850%, 08/15/2045 |
|
|
1,595 |
|
|
|
1,726 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.607%, 12/13/2051 (A) |
|
|
10,468 |
|
|
|
9,261 |
|
Walmart |
|
|
|
|
|
|
|
|
2.650%, 09/22/2051 |
|
|
6,450 |
|
|
|
5,901 |
|
2.500%, 09/22/2041 |
|
|
3,410 |
|
|
|
3,129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
117,626 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Energy — 5.4% |
|
|
|
|
BG Energy Capital |
|
|
|
|
|
|
|
|
5.125%, 10/15/2041 (A) |
|
$ |
3,605 |
|
|
$ |
4,315 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.379%, 02/08/2061 |
|
|
12,776 |
|
|
|
11,254 |
|
3.060%, 06/17/2041 |
|
|
1,840 |
|
|
|
1,649 |
|
3.001%, 03/17/2052 |
|
|
1,310 |
|
|
|
1,113 |
|
3.000%, 02/24/2050 |
|
|
2,445 |
|
|
|
2,089 |
|
2.939%, 06/04/2051 |
|
|
6,350 |
|
|
|
5,341 |
|
2.772%, 11/10/2050 |
|
|
2,800 |
|
|
|
2,338 |
|
Burlington Resources LLC |
|
|
|
|
|
|
|
|
5.950%, 10/15/2036 |
|
|
320 |
|
|
|
413 |
|
Chevron USA |
|
|
|
|
|
|
|
|
2.343%, 08/12/2050 |
|
|
1,685 |
|
|
|
1,399 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
6.500%, 02/01/2039 |
|
|
7,758 |
|
|
|
10,784 |
|
5.900%, 05/15/2038 |
|
|
3,700 |
|
|
|
4,768 |
|
4.300%, 11/15/2044 |
|
|
3,790 |
|
|
|
4,164 |
|
3.800%, 03/15/2052 |
|
|
1,710 |
|
|
|
1,737 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
815 |
|
|
|
1,096 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.250%, 04/15/2049 |
|
|
615 |
|
|
|
710 |
|
6.050%, 06/01/2041 |
|
|
2,225 |
|
|
|
2,497 |
|
5.400%, 10/01/2047 |
|
|
1,902 |
|
|
|
2,035 |
|
5.300%, 04/15/2047 |
|
|
185 |
|
|
|
193 |
|
5.150%, 03/15/2045 |
|
|
75 |
|
|
|
76 |
|
5.000%, 05/15/2050 |
|
|
135 |
|
|
|
140 |
|
Eni SpA |
|
|
|
|
|
|
|
|
5.700%, 10/01/2040 (A) |
|
|
2,285 |
|
|
|
2,711 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
5.950%, 02/01/2041 |
|
|
722 |
|
|
|
880 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.375%, 04/15/2030 |
|
|
1,115 |
|
|
|
1,231 |
|
3.900%, 04/01/2035 |
|
|
2,522 |
|
|
|
2,706 |
|
Equinor |
|
|
|
|
|
|
|
|
5.100%, 08/17/2040 |
|
|
1,415 |
|
|
|
1,712 |
|
4.800%, 11/08/2043 |
|
|
2,284 |
|
|
|
2,697 |
|
3.700%, 04/06/2050 |
|
|
2,200 |
|
|
|
2,287 |
|
3.625%, 04/06/2040 |
|
|
2,675 |
|
|
|
2,752 |
|
2.375%, 05/22/2030 |
|
|
1,410 |
|
|
|
1,373 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
2,198 |
|
|
|
2,485 |
|
4.227%, 03/19/2040 |
|
|
3,000 |
|
|
|
3,303 |
|
3.567%, 03/06/2045 |
|
|
4,555 |
|
|
|
4,585 |
|
3.452%, 04/15/2051 |
|
|
15,915 |
|
|
|
15,730 |
|
3.095%, 08/16/2049 |
|
|
705 |
|
|
|
658 |
|
2.995%, 08/16/2039 |
|
|
2,346 |
|
|
|
2,251 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
3,100 |
|
|
|
3,662 |
|
Lundin Energy Finance BV |
|
|
|
|
|
|
|
|
3.100%, 07/15/2031 (A) |
|
|
930 |
|
|
|
887 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Marathon Petroleum |
|
|
|
|
|
|
|
|
5.000%, 09/15/2054 |
|
$ |
530 |
|
|
$ |
563 |
|
Motiva Enterprises |
|
|
|
|
|
|
|
|
6.850%, 01/15/2040 (A) |
|
|
3,225 |
|
|
|
3,693 |
|
MPLX |
|
|
|
|
|
|
|
|
4.500%, 04/15/2038 |
|
|
465 |
|
|
|
479 |
|
Northern Natural Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 (A) |
|
|
1,530 |
|
|
|
1,617 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
4.300%, 08/15/2039 |
|
|
462 |
|
|
|
437 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
7.690%, 01/23/2050 |
|
|
2,320 |
|
|
|
2,084 |
|
6.950%, 01/28/2060 |
|
|
260 |
|
|
|
216 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
3.300%, 03/15/2052 |
|
|
1,425 |
|
|
|
1,260 |
|
Saudi Arabian Oil |
|
|
|
|
|
|
|
|
3.500%, 11/24/2070 (A) |
|
|
1,130 |
|
|
|
989 |
|
3.250%, 11/24/2050 (A) |
|
|
375 |
|
|
|
333 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
3,321 |
|
|
|
4,518 |
|
4.375%, 05/11/2045 |
|
|
6,967 |
|
|
|
7,718 |
|
4.000%, 05/10/2046 |
|
|
5,703 |
|
|
|
6,046 |
|
3.750%, 09/12/2046 |
|
|
7,539 |
|
|
|
7,884 |
|
3.625%, 08/21/2042 |
|
|
2,200 |
|
|
|
2,217 |
|
3.000%, 11/26/2051 |
|
|
3,447 |
|
|
|
3,139 |
|
Suncor Energy |
|
|
|
|
|
|
|
|
5.950%, 12/01/2034 |
|
|
3,080 |
|
|
|
3,681 |
|
Suncor Energy Ventures |
|
|
|
|
|
|
|
|
6.000%, 04/01/2042 (A) |
|
|
2,375 |
|
|
|
2,646 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
2,020 |
|
|
|
2,694 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.386%, 06/29/2060 |
|
|
450 |
|
|
|
417 |
|
3.127%, 05/29/2050 |
|
|
10,005 |
|
|
|
9,246 |
|
2.986%, 06/29/2041 |
|
|
1,365 |
|
|
|
1,251 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
7.250%, 08/15/2038 |
|
|
1,765 |
|
|
|
2,445 |
|
4.625%, 03/01/2034 |
|
|
1,965 |
|
|
|
2,143 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/04/2044 |
|
|
1,000 |
|
|
|
1,117 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
178,854 |
|
| |
|
|
|
|
|
|
|
|
Financials — 21.2% |
|
|
|
|
AIA Group MTN |
|
|
|
|
|
|
|
|
4.875%, 03/11/2044 (A) |
|
|
3,372 |
|
|
|
3,977 |
|
AIG SunAmerica Global Financing X |
|
|
|
|
|
|
|
|
6.900%, 03/15/2032 (A) |
|
|
4,220 |
|
|
|
5,557 |
|
Allstate |
|
|
|
|
|
|
|
|
4.500%, 06/15/2043 |
|
|
353 |
|
|
|
398 |
|
4.200%, 12/15/2046 |
|
|
215 |
|
|
|
237 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
200 |
|
|
|
230 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, 04/01/2048 |
|
$ |
60 |
|
|
$ |
69 |
|
4.500%, 07/16/2044 |
|
|
1,745 |
|
|
|
1,936 |
|
4.375%, 06/30/2050 |
|
|
330 |
|
|
|
365 |
|
Aon |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
940 |
|
|
|
944 |
|
Apollo Management Holdings |
|
|
|
|
|
|
|
|
5.000%, 03/15/2048 (A) |
|
|
2,125 |
|
|
|
2,562 |
|
4.872%, 02/15/2029 (A) |
|
|
2,245 |
|
|
|
2,486 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
3.500%, 05/20/2051 |
|
|
975 |
|
|
|
916 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
2.673%, 06/07/2031 (A) |
|
|
6,565 |
|
|
|
6,168 |
|
Athene Holding |
|
|
|
|
|
|
|
|
3.450%, 05/15/2052 |
|
|
810 |
|
|
|
709 |
|
Bank of America |
|
|
|
|
|
|
|
|
7.750%, 05/14/2038 |
|
|
4,140 |
|
|
|
5,988 |
|
6.110%, 01/29/2037 |
|
|
1,395 |
|
|
|
1,736 |
|
6.000%, 10/15/2036 |
|
|
3,700 |
|
|
|
4,687 |
|
3.311%, U.S. SOFR + 1.580%, 04/22/2042 (B) |
|
|
6,062 |
|
|
|
5,810 |
|
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B) |
|
|
1,135 |
|
|
|
1,112 |
|
2.972%, U.S. SOFR + 1.560%, 07/21/2052 (B) |
|
|
5,739 |
|
|
|
5,102 |
|
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B) |
|
|
5,380 |
|
|
|
5,093 |
|
2.299%, U.S. SOFR + 1.220%, 07/21/2032 (B) |
|
|
1,075 |
|
|
|
997 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.875%, 02/07/2042 |
|
|
10,847 |
|
|
|
14,063 |
|
5.000%, 01/21/2044 |
|
|
1,750 |
|
|
|
2,047 |
|
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (B) |
|
|
8,435 |
|
|
|
9,359 |
|
4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (B) |
|
|
2,028 |
|
|
|
2,210 |
|
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (B) |
|
|
12,130 |
|
|
|
13,015 |
|
4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (B) |
|
|
9,615 |
|
|
|
10,058 |
|
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (B) |
|
|
30 |
|
|
|
31 |
|
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (B) |
|
|
585 |
|
|
|
574 |
|
2.676%, U.S. SOFR + 1.930%, 06/19/2041 (B) |
|
|
14,955 |
|
|
|
13,132 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
4.500%, 02/11/2043 |
|
|
1,100 |
|
|
|
1,256 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.400%, 05/15/2042 |
|
|
1,750 |
|
|
|
1,968 |
|
4.300%, 05/15/2043 |
|
|
1,540 |
|
|
|
1,710 |
|
4.250%, 01/15/2049 |
|
|
3,025 |
|
|
|
3,373 |
|
4.200%, 08/15/2048 |
|
|
1,575 |
|
|
|
1,742 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.850%, 10/15/2050 |
|
$ |
7,186 |
|
|
$ |
6,304 |
|
2.500%, 01/15/2051 |
|
|
4,280 |
|
|
|
3,549 |
|
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 08/15/2042 (A) |
|
|
1,313 |
|
|
|
1,735 |
|
5.000%, 06/15/2044 (A) |
|
|
2,050 |
|
|
|
2,369 |
|
2.000%, 01/30/2032 (A) |
|
|
1,035 |
|
|
|
939 |
|
Carlyle Holdings II Finance LLC |
|
|
|
|
|
|
|
|
5.625%, 03/30/2043 (A) |
|
|
3,818 |
|
|
|
4,544 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
|
4,870 |
|
|
|
6,699 |
|
4.350%, 11/03/2045 |
|
|
3,020 |
|
|
|
3,449 |
|
3.050%, 12/15/2061 |
|
|
7,697 |
|
|
|
6,876 |
|
2.850%, 12/15/2051 |
|
|
3,465 |
|
|
|
3,095 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
1,820 |
|
|
|
1,726 |
|
Cincinnati Financial |
|
|
|
|
|
|
|
|
6.125%, 11/01/2034 |
|
|
3,553 |
|
|
|
4,571 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
3,670 |
|
|
|
5,741 |
|
6.125%, 08/25/2036 |
|
|
690 |
|
|
|
876 |
|
5.316%, U.S. SOFR + 4.548%, 03/26/2041 (B) |
|
|
4,495 |
|
|
|
5,470 |
|
4.650%, 07/30/2045 |
|
|
1,539 |
|
|
|
1,754 |
|
4.650%, 07/23/2048 |
|
|
9,223 |
|
|
|
10,781 |
|
4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (B) |
|
|
1,494 |
|
|
|
1,639 |
|
3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (B) |
|
|
700 |
|
|
|
729 |
|
2.904%, U.S. SOFR + 1.379%, 11/03/2042 (B) |
|
|
5,700 |
|
|
|
5,137 |
|
Citigroup Capital III |
|
|
|
|
|
|
|
|
7.625%, 12/01/2036 |
|
|
890 |
|
|
|
1,255 |
|
CME Group |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
1,634 |
|
|
|
1,867 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
4.316%, 01/10/2048 (A) |
|
|
2,536 |
|
|
|
2,676 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(B) |
|
|
1,095 |
|
|
|
1,038 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
3.035%, U.S. SOFR + 1.718%, 05/28/2032 (B) |
|
|
1,100 |
|
|
|
1,034 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (A) |
|
|
800 |
|
|
|
1,111 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(B) |
|
|
3,890 |
|
|
|
4,731 |
|
Fifth Third Bancorp |
|
|
|
|
|
|
|
|
8.250%, 03/01/2038 |
|
|
1,885 |
|
|
|
2,837 |
|
Goldman Sachs Capital I |
|
|
|
|
|
|
|
|
6.345%, 02/15/2034 |
|
|
3,940 |
|
|
|
4,928 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
$ |
2,668 |
|
|
$ |
3,505 |
|
6.450%, 05/01/2036 |
|
|
890 |
|
|
|
1,136 |
|
6.250%, 02/01/2041 |
|
|
6,398 |
|
|
|
8,391 |
|
4.750%, 10/21/2045 |
|
|
125 |
|
|
|
142 |
|
4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (B) |
|
|
8,245 |
|
|
|
8,877 |
|
4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (B) |
|
|
8,385 |
|
|
|
8,842 |
|
3.436%, U.S. SOFR + 1.632%, 02/24/2043 (B) |
|
|
3,555 |
|
|
|
3,422 |
|
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B) |
|
|
5,670 |
|
|
|
5,287 |
|
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B) |
|
|
2,300 |
|
|
|
2,264 |
|
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B) |
|
|
1,385 |
|
|
|
1,230 |
|
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (B) |
|
|
1,990 |
|
|
|
1,887 |
|
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B) |
|
|
320 |
|
|
|
297 |
|
1.992%, U.S. SOFR + 1.090%, 01/27/2032 (B) |
|
|
1,025 |
|
|
|
924 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
6,368 |
|
|
|
7,282 |
|
Guardian Life Insurance of America |
|
|
|
|
|
|
|
|
4.875%, 06/19/2064 (A) |
|
|
3,235 |
|
|
|
3,749 |
|
3.700%, 01/22/2070 (A) |
|
|
1,040 |
|
|
|
984 |
|
HSBC Bank PLC |
|
|
|
|
|
|
|
|
7.650%, 05/01/2025 |
|
|
1,915 |
|
|
|
2,175 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
7,030 |
|
|
|
10,046 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
6.800%, 06/01/2038 |
|
|
3,469 |
|
|
|
4,517 |
|
6.500%, 09/15/2037 |
|
|
5,070 |
|
|
|
6,458 |
|
5.250%, 03/14/2044 |
|
|
431 |
|
|
|
494 |
|
2.804%, U.S. SOFR + 1.187%, 05/24/2032 (B) |
|
|
1,660 |
|
|
|
1,567 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.250%, 09/21/2048 |
|
|
1,397 |
|
|
|
1,542 |
|
3.000%, 06/15/2050 |
|
|
2,125 |
|
|
|
1,881 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
1,005 |
|
|
|
1,426 |
|
6.400%, 05/15/2038 |
|
|
10,102 |
|
|
|
13,540 |
|
5.600%, 07/15/2041 |
|
|
6,115 |
|
|
|
7,733 |
|
5.500%, 10/15/2040 |
|
|
6,895 |
|
|
|
8,529 |
|
5.400%, 01/06/2042 |
|
|
7,380 |
|
|
|
9,167 |
|
4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (B) |
|
|
1,170 |
|
|
|
1,282 |
|
4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (B) |
|
|
2,845 |
|
|
|
3,008 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (B) |
|
$ |
9,769 |
|
|
$ |
10,320 |
|
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (B) |
|
|
10,600 |
|
|
|
11,036 |
|
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B) |
|
|
10,245 |
|
|
|
10,803 |
|
3.328%, U.S. SOFR + 1.580%, 04/22/2052 (B) |
|
|
13,433 |
|
|
|
12,903 |
|
3.157%, U.S. SOFR + 1.460%, 04/22/2042 (B) |
|
|
2,985 |
|
|
|
2,802 |
|
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B) |
|
|
3,545 |
|
|
|
3,274 |
|
3.109%, U.S. SOFR + 2.460%, 04/22/2041 (B) |
|
|
350 |
|
|
|
329 |
|
2.963%, U.S. SOFR + 1.260%, 01/25/2033 (B) |
|
|
935 |
|
|
|
924 |
|
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (B) |
|
|
1,030 |
|
|
|
984 |
|
1.953%, U.S. SOFR + 1.065%, 02/04/2032 (B) |
|
|
1,660 |
|
|
|
1,513 |
|
1.764%, TSFR3M + 1.105%, 11/19/2031 (B) |
|
|
4,080 |
|
|
|
3,669 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
1,073 |
|
|
|
1,265 |
|
KKR Group Finance III LLC |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (A) |
|
|
4,587 |
|
|
|
5,244 |
|
KKR Group Finance X LLC |
|
|
|
|
|
|
|
|
3.250%, 12/15/2051 (A) |
|
|
1,473 |
|
|
|
1,290 |
|
LSEGA Financing |
|
|
|
|
|
|
|
|
3.200%, 04/06/2041 (A) |
|
|
3,764 |
|
|
|
3,526 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(B) |
|
|
2,145 |
|
|
|
2,027 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
4.900%, 03/15/2049 |
|
|
3,087 |
|
|
|
3,695 |
|
4.200%, 03/01/2048 |
|
|
3,155 |
|
|
|
3,434 |
|
2.900%, 12/15/2051 |
|
|
1,984 |
|
|
|
1,742 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
4.900%, 04/01/2077 (A) |
|
|
2,920 |
|
|
|
3,376 |
|
3.729%, 10/15/2070 (A) |
|
|
1,975 |
|
|
|
1,861 |
|
3.200%, 12/01/2061 (A) |
|
|
615 |
|
|
|
534 |
|
MetLife |
|
|
|
|
|
|
|
|
5.875%, 02/06/2041 |
|
|
1,675 |
|
|
|
2,172 |
|
5.700%, 06/15/2035 |
|
|
8,339 |
|
|
|
10,445 |
|
4.875%, 11/13/2043 |
|
|
3,375 |
|
|
|
4,001 |
|
4.721%, 12/15/2044 |
|
|
3,010 |
|
|
|
3,489 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
3.751%, 07/18/2039 |
|
|
2,181 |
|
|
|
2,286 |
|
Moody's |
|
|
|
|
|
|
|
|
4.875%, 12/17/2048 |
|
|
1,891 |
|
|
|
2,200 |
|
3.750%, 02/25/2052 |
|
|
955 |
|
|
|
954 |
|
2.750%, 08/19/2041 |
|
|
250 |
|
|
|
217 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Morgan Stanley |
|
|
|
|
|
|
|
|
4.457%, ICE LIBOR USD 3 Month + 1.431%, 04/22/2039 (B) |
|
$ |
3,743 |
|
|
$ |
4,065 |
|
4.375%, 01/22/2047 |
|
|
700 |
|
|
|
773 |
|
3.217%, U.S. SOFR + 1.485%, 04/22/2042 (B) |
|
|
2,964 |
|
|
|
2,829 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
6.375%, 07/24/2042 |
|
|
6,545 |
|
|
|
8,926 |
|
5.597%, U.S. SOFR + 4.840%, 03/24/2051 (B) |
|
|
1,115 |
|
|
|
1,486 |
|
4.300%, 01/27/2045 |
|
|
13,800 |
|
|
|
15,004 |
|
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (B) |
|
|
6,705 |
|
|
|
7,022 |
|
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (B) |
|
|
1,345 |
|
|
|
1,317 |
|
2.802%, U.S. SOFR + 1.430%, 01/25/2052 (B) |
|
|
3,890 |
|
|
|
3,381 |
|
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (B) |
|
|
330 |
|
|
|
312 |
|
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B) |
|
|
1,420 |
|
|
|
1,307 |
|
Mutual of Omaha Insurance |
|
|
|
|
|
|
|
|
4.297%, ICE LIBOR USD 3 Month + 2.640%, 07/15/2054 (A)(B) |
|
|
555 |
|
|
|
563 |
|
National Rural Utilities Cooperative Finance |
|
|
|
|
|
|
|
|
4.400%, 11/01/2048 |
|
|
2,130 |
|
|
|
2,382 |
|
4.300%, 03/15/2049 |
|
|
4,493 |
|
|
|
4,953 |
|
4.023%, 11/01/2032 |
|
|
407 |
|
|
|
438 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
9.375%, 08/15/2039 (A) |
|
|
1,170 |
|
|
|
1,877 |
|
4.350%, 04/30/2050 (A) |
|
|
1,130 |
|
|
|
1,177 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
1.850%, 08/01/2031 (A) |
|
|
1,560 |
|
|
|
1,417 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 (A) |
|
|
2,215 |
|
|
|
3,092 |
|
5.875%, 05/15/2033 (A) |
|
|
2,224 |
|
|
|
2,805 |
|
3.750%, 05/15/2050 (A) |
|
|
2,104 |
|
|
|
2,162 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.850%, 09/30/2047 (A) |
|
|
1,488 |
|
|
|
1,506 |
|
3.625%, 09/30/2059 (A) |
|
|
2,540 |
|
|
|
2,410 |
|
3.450%, 03/30/2051 (A) |
|
|
550 |
|
|
|
524 |
|
Ontario Teachers' Cadillac Fairview Properties Trust |
|
|
|
|
|
|
|
|
2.500%, 10/15/2031 (A) |
|
|
4,425 |
|
|
|
4,211 |
|
Pacific Life Insurance |
|
|
|
|
|
|
|
|
4.300%, ICE LIBOR USD 3 Month + 2.796%, 10/24/2067 (A)(B) |
|
|
1,350 |
|
|
|
1,350 |
|
Pacific LifeCorp |
|
|
|
|
|
|
|
|
3.350%, 09/15/2050 (A) |
|
|
2,020 |
|
|
|
1,929 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
3.905%, 12/07/2047 |
|
|
2,275 |
|
|
|
2,369 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
$ |
6,384 |
|
|
$ |
8,119 |
|
3.700%, 03/13/2051 |
|
|
355 |
|
|
|
360 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
4.950%, 07/15/2046 |
|
|
165 |
|
|
|
190 |
|
3.750%, 04/01/2051 |
|
|
1,740 |
|
|
|
1,724 |
|
S&P Global |
|
|
|
|
|
|
|
|
3.250%, 12/01/2049 |
|
|
1,776 |
|
|
|
1,716 |
|
Securian Financial Group |
|
|
|
|
|
|
|
|
4.800%, 04/15/2048 (A) |
|
|
2,921 |
|
|
|
3,307 |
|
Societe Generale |
|
|
|
|
|
|
|
|
3.625%, 03/01/2041 (A) |
|
|
1,525 |
|
|
|
1,352 |
|
State Street |
|
|
|
|
|
|
|
|
3.031%, U.S. SOFR + 1.490%, 11/01/2034 (B) |
|
|
3,555 |
|
|
|
3,525 |
|
Swiss Re Treasury US |
|
|
|
|
|
|
|
|
4.250%, 12/06/2042 (A) |
|
|
4,581 |
|
|
|
5,167 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
4.900%, 09/15/2044 (A) |
|
|
2,355 |
|
|
|
2,747 |
|
4.270%, 05/15/2047 (A) |
|
|
3,893 |
|
|
|
4,209 |
|
3.300%, 05/15/2050 (A) |
|
|
885 |
|
|
|
830 |
|
Travelers |
|
|
|
|
|
|
|
|
5.350%, 11/01/2040 |
|
|
1,565 |
|
|
|
1,942 |
|
4.100%, 03/04/2049 |
|
|
3,853 |
|
|
|
4,238 |
|
4.050%, 03/07/2048 |
|
|
1,800 |
|
|
|
1,940 |
|
Travelers MTN |
|
|
|
|
|
|
|
|
6.250%, 06/15/2037 |
|
|
1,205 |
|
|
|
1,601 |
|
UBS MTN |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 (A) |
|
|
2,230 |
|
|
|
2,516 |
|
UBS Group |
|
|
|
|
|
|
|
|
3.179%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2043 (A)(B) |
|
|
2,515 |
|
|
|
2,337 |
|
Validus Holdings |
|
|
|
|
|
|
|
|
8.875%, 01/26/2040 |
|
|
2,035 |
|
|
|
3,207 |
|
Wachovia |
|
|
|
|
|
|
|
|
7.500%, 04/15/2035 |
|
|
440 |
|
|
|
597 |
|
WEA Finance LLC |
|
|
|
|
|
|
|
|
4.625%, 09/20/2048 (A) |
|
|
2,000 |
|
|
|
1,924 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
695 |
|
|
|
921 |
|
6.600%, 01/15/2038 |
|
|
9,215 |
|
|
|
12,562 |
|
5.950%, 08/26/2036 |
|
|
4,720 |
|
|
|
5,973 |
|
5.950%, 12/15/2036 |
|
|
1,002 |
|
|
|
1,226 |
|
5.850%, 02/01/2037 |
|
|
10,043 |
|
|
|
12,457 |
|
5.606%, 01/15/2044 |
|
|
2,801 |
|
|
|
3,423 |
|
3.900%, 05/01/2045 |
|
|
3,674 |
|
|
|
3,810 |
|
3.068%, U.S. SOFR + 2.530%, 04/30/2041 (B) |
|
|
2,215 |
|
|
|
2,058 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (B) |
|
$ |
15,098 |
|
|
$ |
18,591 |
|
4.900%, 11/17/2045 |
|
|
2,070 |
|
|
|
2,348 |
|
4.750%, 12/07/2046 |
|
|
5,721 |
|
|
|
6,421 |
|
4.650%, 11/04/2044 |
|
|
3,325 |
|
|
|
3,652 |
|
4.400%, 06/14/2046 |
|
|
5,300 |
|
|
|
5,677 |
|
4.150%, 01/24/2029 |
|
|
1,205 |
|
|
|
1,285 |
|
Western & Southern Life Insurance |
|
|
|
|
|
|
|
|
3.750%, 04/28/2061 (A) |
|
|
695 |
|
|
|
671 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
3.133%, 11/18/2041 |
|
|
1,040 |
|
|
|
934 |
|
3.020%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.530%, 11/18/2036 (B) |
|
|
865 |
|
|
|
805 |
|
2.150%, 06/03/2031 |
|
|
725 |
|
|
|
691 |
|
Willis North America |
|
|
|
|
|
|
|
|
3.875%, 09/15/2049 |
|
|
625 |
|
|
|
612 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
694,228 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 12.6% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.900%, 11/30/2046 |
|
|
8,163 |
|
|
|
10,079 |
|
AbbVie |
|
|
|
|
|
|
|
|
4.850%, 06/15/2044 |
|
|
225 |
|
|
|
254 |
|
4.400%, 11/06/2042 |
|
|
800 |
|
|
|
862 |
|
4.250%, 11/21/2049 |
|
|
2,313 |
|
|
|
2,459 |
|
4.050%, 11/21/2039 |
|
|
485 |
|
|
|
509 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
1,717 |
|
|
|
1,930 |
|
Aetna |
|
|
|
|
|
|
|
|
4.125%, 11/15/2042 |
|
|
1,030 |
|
|
|
1,056 |
|
Allina Health System |
|
|
|
|
|
|
|
|
4.805%, 11/15/2045 |
|
|
1,666 |
|
|
|
1,938 |
|
3.887%, 04/15/2049 |
|
|
1,454 |
|
|
|
1,553 |
|
Amgen |
|
|
|
|
|
|
|
|
4.200%, 02/22/2052 |
|
|
1,845 |
|
|
|
1,934 |
|
3.350%, 02/22/2032 |
|
|
615 |
|
|
|
630 |
|
2.800%, 08/15/2041 |
|
|
1,048 |
|
|
|
925 |
|
2.770%, 09/01/2053 |
|
|
696 |
|
|
|
565 |
|
Anthem |
|
|
|
|
|
|
|
|
4.625%, 05/15/2042 |
|
|
65 |
|
|
|
73 |
|
Ascension Health |
|
|
|
|
|
|
|
|
4.847%, 11/15/2053 |
|
|
520 |
|
|
|
675 |
|
3.945%, 11/15/2046 |
|
|
2,276 |
|
|
|
2,508 |
|
3.106%, 11/15/2039 |
|
|
3,210 |
|
|
|
3,162 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
1,220 |
|
|
|
1,656 |
|
4.375%, 11/16/2045 |
|
|
2,084 |
|
|
|
2,375 |
|
3.000%, 05/28/2051 |
|
|
2,148 |
|
|
|
2,006 |
|
Banner Health |
|
|
|
|
|
|
|
|
2.907%, 01/01/2042 |
|
|
1,781 |
|
|
|
1,659 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Baptist Health South Florida |
|
|
|
|
|
|
|
|
4.342%, 11/15/2041 |
|
$ |
610 |
|
|
$ |
672 |
|
BayCare Health System |
|
|
|
|
|
|
|
|
3.831%, 11/15/2050 |
|
|
1,000 |
|
|
|
1,087 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.700%, 07/15/2064 (A) |
|
|
1,900 |
|
|
|
1,967 |
|
4.625%, 06/25/2038 (A) |
|
|
645 |
|
|
|
694 |
|
4.400%, 07/15/2044 (A) |
|
|
1,085 |
|
|
|
1,103 |
|
3.950%, 04/15/2045 (A) |
|
|
2,680 |
|
|
|
2,531 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
4.185%, 11/15/2045 |
|
|
2,636 |
|
|
|
2,957 |
|
3.967%, 11/15/2046 |
|
|
120 |
|
|
|
132 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
3.794%, 05/20/2050 |
|
|
530 |
|
|
|
530 |
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.205%, 06/01/2050 |
|
|
1,100 |
|
|
|
1,037 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
4.550%, 02/20/2048 |
|
|
2,723 |
|
|
|
3,159 |
|
4.500%, 03/01/2044 |
|
|
400 |
|
|
|
464 |
|
4.250%, 10/26/2049 |
|
|
17,369 |
|
|
|
19,424 |
|
3.900%, 03/15/2062 |
|
|
1,415 |
|
|
|
1,471 |
|
3.700%, 03/15/2052 |
|
|
5,539 |
|
|
|
5,710 |
|
3.550%, 03/15/2042 |
|
|
6,160 |
|
|
|
6,276 |
|
2.550%, 11/13/2050 |
|
|
1,145 |
|
|
|
969 |
|
2.350%, 11/13/2040 |
|
|
415 |
|
|
|
356 |
|
Carilion Clinic Obligated Group |
|
|
|
|
|
|
|
|
3.147%, 07/01/2051 |
|
|
535 |
|
|
|
492 |
|
Children's Health Care |
|
|
|
|
|
|
|
|
3.448%, 08/15/2049 |
|
|
815 |
|
|
|
782 |
|
Children's Hospital Medical Center |
|
|
|
|
|
|
|
|
2.820%, 11/15/2050 |
|
|
1,180 |
|
|
|
1,060 |
|
Cigna |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
1,385 |
|
|
|
1,573 |
|
4.800%, 08/15/2038 |
|
|
3,105 |
|
|
|
3,459 |
|
3.875%, 10/15/2047 |
|
|
1,300 |
|
|
|
1,276 |
|
City of Hope |
|
|
|
|
|
|
|
|
5.623%, 11/15/2043 |
|
|
920 |
|
|
|
1,191 |
|
Cleveland Clinic Foundation |
|
|
|
|
|
|
|
|
4.858%, 01/01/2114 |
|
|
1,223 |
|
|
|
1,593 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.187%, 10/01/2049 |
|
|
805 |
|
|
|
844 |
|
3.910%, 10/01/2050 |
|
|
370 |
|
|
|
375 |
|
3.817%, 10/01/2049 |
|
|
2,575 |
|
|
|
2,602 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.050%, 03/25/2048 |
|
|
2,951 |
|
|
|
3,446 |
|
4.780%, 03/25/2038 |
|
|
1,015 |
|
|
|
1,135 |
|
Danaher |
|
|
|
|
|
|
|
|
2.800%, 12/10/2051 |
|
|
7,240 |
|
|
|
6,404 |
|
Dartmouth-Hitchcock Health |
|
|
|
|
|
|
|
|
4.178%, 08/01/2048 |
|
|
3,560 |
|
|
|
3,846 |
|
Duke University Health System |
|
|
|
|
|
|
|
|
3.920%, 06/01/2047 |
|
|
2,145 |
|
|
|
2,347 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Eli Lilly |
|
|
|
|
|
|
|
|
3.950%, 03/15/2049 |
|
$ |
5,870 |
|
|
$ |
6,528 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.800%, 04/01/2044 |
|
|
750 |
|
|
|
852 |
|
4.750%, 03/01/2046 |
|
|
1,300 |
|
|
|
1,473 |
|
4.500%, 02/01/2045 |
|
|
1,050 |
|
|
|
1,136 |
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
6.375%, 05/15/2038 |
|
|
8,439 |
|
|
|
11,530 |
|
HCA |
|
|
|
|
|
|
|
|
5.250%, 06/15/2049 |
|
|
1,980 |
|
|
|
2,252 |
|
Humana |
|
|
|
|
|
|
|
|
8.150%, 06/15/2038 |
|
|
1,510 |
|
|
|
2,283 |
|
4.625%, 12/01/2042 |
|
|
405 |
|
|
|
452 |
|
Indiana University Health Obligated Group |
|
|
|
|
|
|
|
|
3.970%, 11/01/2048 |
|
|
1,895 |
|
|
|
2,122 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
4.850%, 05/15/2041 |
|
|
5,652 |
|
|
|
6,811 |
|
3.750%, 03/03/2047 |
|
|
2,102 |
|
|
|
2,285 |
|
3.625%, 03/03/2037 |
|
|
3,045 |
|
|
|
3,287 |
|
3.400%, 01/15/2038 |
|
|
3,100 |
|
|
|
3,214 |
|
2.900%, 01/15/2028 |
|
|
505 |
|
|
|
520 |
|
2.450%, 09/01/2060 |
|
|
4,550 |
|
|
|
3,791 |
|
2.250%, 09/01/2050 |
|
|
985 |
|
|
|
829 |
|
2.100%, 09/01/2040 |
|
|
2,135 |
|
|
|
1,828 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
3,540 |
|
|
|
3,943 |
|
3.266%, 11/01/2049 |
|
|
1,910 |
|
|
|
1,853 |
|
3.002%, 06/01/2051 |
|
|
4,620 |
|
|
|
4,282 |
|
2.810%, 06/01/2041 |
|
|
7,861 |
|
|
|
7,266 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.765%, 07/01/2048 |
|
|
1,000 |
|
|
|
1,055 |
|
3.342%, 07/01/2060 |
|
|
1,015 |
|
|
|
961 |
|
3.192%, 07/01/2049 |
|
|
2,260 |
|
|
|
2,205 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
811 |
|
|
|
950 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
2,905 |
|
|
|
2,876 |
|
Memorial Sloan-Kettering Cancer Center |
|
|
|
|
|
|
|
|
5.000%, 07/01/2042 |
|
|
235 |
|
|
|
293 |
|
4.125%, 07/01/2052 |
|
|
2,460 |
|
|
|
2,824 |
|
2.955%, 01/01/2050 |
|
|
489 |
|
|
|
447 |
|
Merck |
|
|
|
|
|
|
|
|
4.150%, 05/18/2043 |
|
|
3,025 |
|
|
|
3,331 |
|
4.000%, 03/07/2049 |
|
|
550 |
|
|
|
602 |
|
3.900%, 03/07/2039 |
|
|
3,520 |
|
|
|
3,836 |
|
3.700%, 02/10/2045 |
|
|
7,390 |
|
|
|
7,700 |
|
3.600%, 09/15/2042 |
|
|
1,100 |
|
|
|
1,133 |
|
2.900%, 12/10/2061 |
|
|
4,551 |
|
|
|
4,009 |
|
2.750%, 12/10/2051 |
|
|
6,630 |
|
|
|
5,909 |
|
2.350%, 06/24/2040 |
|
|
360 |
|
|
|
317 |
|
Merck Sharp & Dohme Corp |
|
|
|
|
|
|
|
|
5.750%, 11/15/2036 |
|
|
1,200 |
|
|
|
1,531 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MidMichigan Health |
|
|
|
|
|
|
|
|
3.409%, 06/01/2050 |
|
$ |
3,520 |
|
|
$ |
3,424 |
|
Mount Sinai Hospitals Group |
|
|
|
|
|
|
|
|
3.737%, 07/01/2049 |
|
|
2,700 |
|
|
|
2,760 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
1,705 |
|
|
|
1,985 |
|
4.063%, 08/01/2056 |
|
|
2,300 |
|
|
|
2,643 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
625 |
|
|
|
682 |
|
Novant Health |
|
|
|
|
|
|
|
|
3.168%, 11/01/2051 |
|
|
2,330 |
|
|
|
2,241 |
|
Novartis Capital |
|
|
|
|
|
|
|
|
4.000%, 11/20/2045 |
|
|
4,325 |
|
|
|
4,763 |
|
2.750%, 08/14/2050 |
|
|
5,294 |
|
|
|
4,819 |
|
NYU Langone Hospitals |
|
|
|
|
|
|
|
|
5.750%, 07/01/2043 |
|
|
1,700 |
|
|
|
2,258 |
|
4.428%, 07/01/2042 |
|
|
2,150 |
|
|
|
2,458 |
|
4.368%, 07/01/2047 |
|
|
1,625 |
|
|
|
1,788 |
|
3.380%, 07/01/2055 |
|
|
985 |
|
|
|
924 |
|
OhioHealth |
|
|
|
|
|
|
|
|
3.042%, 11/15/2050 |
|
|
1,462 |
|
|
|
1,387 |
|
Orlando Health Obligated Group |
|
|
|
|
|
|
|
|
3.327%, 10/01/2050 |
|
|
715 |
|
|
|
700 |
|
PeaceHealth Obligated Group |
|
|
|
|
|
|
|
|
3.218%, 11/15/2050 |
|
|
4,945 |
|
|
|
4,609 |
|
Pfizer |
|
|
|
|
|
|
|
|
5.600%, 09/15/2040 |
|
|
808 |
|
|
|
1,035 |
|
4.400%, 05/15/2044 |
|
|
2,575 |
|
|
|
2,963 |
|
4.300%, 06/15/2043 |
|
|
3,825 |
|
|
|
4,298 |
|
4.200%, 09/15/2048 |
|
|
3,265 |
|
|
|
3,723 |
|
4.100%, 09/15/2038 |
|
|
2,580 |
|
|
|
2,841 |
|
4.000%, 12/15/2036 |
|
|
2,321 |
|
|
|
2,553 |
|
4.000%, 03/15/2049 |
|
|
1,700 |
|
|
|
1,885 |
|
2.700%, 05/28/2050 |
|
|
450 |
|
|
|
407 |
|
Pharmacia LLC |
|
|
|
|
|
|
|
|
6.600%, 12/01/2028 |
|
|
1,045 |
|
|
|
1,299 |
|
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
3.744%, 10/01/2047 |
|
|
1,520 |
|
|
|
1,638 |
|
Rady Children's Hospital-San Diego |
|
|
|
|
|
|
|
|
3.154%, 08/15/2051 |
|
|
865 |
|
|
|
848 |
|
Royalty Pharma |
|
|
|
|
|
|
|
|
3.550%, 09/02/2050 |
|
|
645 |
|
|
|
560 |
|
RWJ Barnabas Health |
|
|
|
|
|
|
|
|
3.949%, 07/01/2046 |
|
|
50 |
|
|
|
54 |
|
Sentara Healthcare |
|
|
|
|
|
|
|
|
2.927%, 11/01/2051 |
|
|
805 |
|
|
|
757 |
|
Shands Teaching Hospital and Clinics |
|
|
|
|
|
|
|
|
4.741%, 12/01/2042 |
|
|
1,750 |
|
|
|
2,023 |
|
Sharp HealthCare |
|
|
|
|
|
|
|
|
2.680%, 08/01/2050 |
|
|
1,500 |
|
|
|
1,313 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Stanford Health Care |
|
|
|
|
|
|
|
|
3.795%, 11/15/2048 |
|
$ |
5,937 |
|
|
$ |
6,427 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
3.175%, 07/09/2050 |
|
|
240 |
|
|
|
215 |
|
3.025%, 07/09/2040 |
|
|
460 |
|
|
|
415 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
2.800%, 10/15/2041 |
|
|
860 |
|
|
|
792 |
|
Trinity Health |
|
|
|
|
|
|
|
|
4.125%, 12/01/2045 |
|
|
2,392 |
|
|
|
2,711 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.875%, 02/15/2038 |
|
|
1,115 |
|
|
|
1,585 |
|
6.625%, 11/15/2037 |
|
|
1,080 |
|
|
|
1,510 |
|
6.500%, 06/15/2037 |
|
|
1,155 |
|
|
|
1,588 |
|
5.950%, 02/15/2041 |
|
|
1,130 |
|
|
|
1,483 |
|
5.800%, 03/15/2036 |
|
|
620 |
|
|
|
793 |
|
5.700%, 10/15/2040 |
|
|
375 |
|
|
|
479 |
|
4.750%, 07/15/2045 |
|
|
7,030 |
|
|
|
8,331 |
|
4.625%, 07/15/2035 |
|
|
925 |
|
|
|
1,066 |
|
4.450%, 12/15/2048 |
|
|
11,389 |
|
|
|
13,101 |
|
4.375%, 03/15/2042 |
|
|
30 |
|
|
|
33 |
|
4.250%, 03/15/2043 |
|
|
741 |
|
|
|
817 |
|
4.250%, 04/15/2047 |
|
|
4,010 |
|
|
|
4,454 |
|
4.250%, 06/15/2048 |
|
|
2,590 |
|
|
|
2,889 |
|
4.200%, 01/15/2047 |
|
|
4,617 |
|
|
|
5,111 |
|
3.950%, 10/15/2042 |
|
|
900 |
|
|
|
948 |
|
3.750%, 10/15/2047 |
|
|
725 |
|
|
|
748 |
|
3.700%, 08/15/2049 |
|
|
1,726 |
|
|
|
1,787 |
|
3.500%, 08/15/2039 |
|
|
4,385 |
|
|
|
4,481 |
|
3.250%, 05/15/2051 |
|
|
8,470 |
|
|
|
8,225 |
|
3.125%, 05/15/2060 |
|
|
35 |
|
|
|
32 |
|
3.050%, 05/15/2041 |
|
|
4,805 |
|
|
|
4,611 |
|
2.900%, 05/15/2050 |
|
|
1,780 |
|
|
|
1,629 |
|
2.300%, 05/15/2031 |
|
|
4,080 |
|
|
|
3,931 |
|
West Virginia United Health System Obligated Group |
|
|
|
|
|
|
|
|
3.129%, 06/01/2050 |
|
|
900 |
|
|
|
824 |
|
Willis-Knighton Medical Center |
|
|
|
|
|
|
|
|
4.813%, 09/01/2048 |
|
|
1,795 |
|
|
|
2,179 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
6.500%, 02/01/2034 |
|
|
1,955 |
|
|
|
2,595 |
|
5.950%, 04/01/2037 |
|
|
19,334 |
|
|
|
25,339 |
|
Yale-New Haven Health Services |
|
|
|
|
|
|
|
|
2.496%, 07/01/2050 |
|
|
1,000 |
|
|
|
839 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
407,894 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 6.4% |
|
|
|
|
3M |
|
|
|
|
|
|
|
|
3.250%, 08/26/2049 |
|
|
1,557 |
|
|
|
1,485 |
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
3.300%, 01/30/2032 |
|
|
1,335 |
|
|
|
1,267 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Air Canada Pass-Through Trust, Ser 2013-1, Cl A |
|
|
|
|
|
|
|
|
4.125%, 05/15/2025 (A) |
|
$ |
334 |
|
|
$ |
335 |
|
Airbus |
|
|
|
|
|
|
|
|
3.950%, 04/10/2047 (A) |
|
|
2,500 |
|
|
|
2,660 |
|
American Airlines Pass-Through Trust, Ser 2016-2, Cl AA |
|
|
|
|
|
|
|
|
3.200%, 06/15/2028 |
|
|
2,818 |
|
|
|
2,773 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
3.000%, 09/15/2050 (A) |
|
|
1,200 |
|
|
|
1,055 |
|
Boeing |
|
|
|
|
|
|
|
|
5.930%, 05/01/2060 |
|
|
2,145 |
|
|
|
2,547 |
|
5.805%, 05/01/2050 |
|
|
4,080 |
|
|
|
4,847 |
|
5.705%, 05/01/2040 |
|
|
350 |
|
|
|
408 |
|
5.150%, 05/01/2030 |
|
|
1,055 |
|
|
|
1,165 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
5.150%, 09/01/2043 |
|
|
1,330 |
|
|
|
1,646 |
|
4.900%, 04/01/2044 |
|
|
8,896 |
|
|
|
10,723 |
|
4.550%, 09/01/2044 |
|
|
4,230 |
|
|
|
4,833 |
|
4.450%, 03/15/2043 |
|
|
560 |
|
|
|
633 |
|
4.400%, 03/15/2042 |
|
|
2,825 |
|
|
|
3,167 |
|
4.375%, 09/01/2042 |
|
|
260 |
|
|
|
291 |
|
4.150%, 04/01/2045 |
|
|
5,715 |
|
|
|
6,216 |
|
4.125%, 06/15/2047 |
|
|
1,100 |
|
|
|
1,223 |
|
4.050%, 06/15/2048 |
|
|
4,140 |
|
|
|
4,494 |
|
3.550%, 02/15/2050 |
|
|
700 |
|
|
|
702 |
|
3.300%, 09/15/2051 |
|
|
1,650 |
|
|
|
1,605 |
|
2.875%, 06/15/2052 |
|
|
4,295 |
|
|
|
3,838 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
6.200%, 06/01/2036 |
|
|
6,610 |
|
|
|
8,604 |
|
4.500%, 11/07/2043 |
|
|
3,800 |
|
|
|
4,191 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
1,405 |
|
|
|
1,831 |
|
Caterpillar |
|
|
|
|
|
|
|
|
5.200%, 05/27/2041 |
|
|
395 |
|
|
|
495 |
|
4.750%, 05/15/2064 |
|
|
465 |
|
|
|
585 |
|
Crane |
|
|
|
|
|
|
|
|
4.200%, 03/15/2048 |
|
|
775 |
|
|
|
817 |
|
Cummins |
|
|
|
|
|
|
|
|
2.600%, 09/01/2050 |
|
|
3,535 |
|
|
|
2,929 |
|
Deere |
|
|
|
|
|
|
|
|
3.900%, 06/09/2042 |
|
|
2,195 |
|
|
|
2,370 |
|
3.750%, 04/15/2050 |
|
|
2,050 |
|
|
|
2,173 |
|
2.875%, 09/07/2049 |
|
|
1,795 |
|
|
|
1,647 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
10,181 |
|
|
|
8,875 |
|
2.750%, 10/15/2050 |
|
|
820 |
|
|
|
704 |
|
FedEx |
|
|
|
|
|
|
|
|
5.250%, 05/15/2050 |
|
|
1,960 |
|
|
|
2,351 |
|
GE Capital International Funding Unlimited |
|
|
|
|
|
|
|
|
4.418%, 11/15/2035 |
|
|
5,843 |
|
|
|
6,569 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
$ |
1,075 |
|
|
$ |
1,200 |
|
4.250%, 04/01/2050 |
|
|
1,665 |
|
|
|
1,911 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
6.750%, 03/15/2032 |
|
|
653 |
|
|
|
843 |
|
Georgia-Pacific LLC |
|
|
|
|
|
|
|
|
8.875%, 05/15/2031 |
|
|
475 |
|
|
|
684 |
|
7.250%, 06/01/2028 |
|
|
330 |
|
|
|
414 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
4.700%, 05/15/2046 |
|
|
1,050 |
|
|
|
1,241 |
|
4.090%, 09/15/2052 |
|
|
5,007 |
|
|
|
5,472 |
|
4.070%, 12/15/2042 |
|
|
3,870 |
|
|
|
4,220 |
|
2.800%, 06/15/2050 |
|
|
5,469 |
|
|
|
4,873 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
5.100%, 08/01/2118 |
|
|
1,900 |
|
|
|
2,154 |
|
4.050%, 08/15/2052 |
|
|
876 |
|
|
|
930 |
|
3.700%, 03/15/2053 |
|
|
500 |
|
|
|
512 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
4.100%, 03/01/2047 |
|
|
2,404 |
|
|
|
2,538 |
|
Parker-Hannifin MTN |
|
|
|
|
|
|
|
|
4.450%, 11/21/2044 |
|
|
475 |
|
|
|
525 |
|
Raytheon Technologies |
|
|
|
|
|
|
|
|
4.625%, 11/16/2048 |
|
|
785 |
|
|
|
907 |
|
4.500%, 06/01/2042 |
|
|
5,085 |
|
|
|
5,687 |
|
3.750%, 11/01/2046 |
|
|
1,089 |
|
|
|
1,101 |
|
3.030%, 03/15/2052 |
|
|
500 |
|
|
|
448 |
|
Rockefeller Foundation |
|
|
|
|
|
|
|
|
2.492%, 10/01/2050 |
|
|
3,070 |
|
|
|
2,722 |
|
Rockwell Automation |
|
|
|
|
|
|
|
|
4.200%, 03/01/2049 |
|
|
740 |
|
|
|
836 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
2.875%, 03/11/2041 (A) |
|
|
5,590 |
|
|
|
5,225 |
|
Snap-on |
|
|
|
|
|
|
|
|
4.100%, 03/01/2048 |
|
|
3,896 |
|
|
|
4,301 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
1,642 |
|
|
|
1,980 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.875%, 02/01/2055 |
|
|
2,130 |
|
|
|
2,215 |
|
3.839%, 03/20/2060 |
|
|
9,949 |
|
|
|
10,221 |
|
3.750%, 02/05/2070 |
|
|
500 |
|
|
|
498 |
|
3.500%, 02/14/2053 |
|
|
5,854 |
|
|
|
5,876 |
|
3.375%, 02/14/2042 |
|
|
725 |
|
|
|
724 |
|
2.973%, 09/16/2062 |
|
|
3,170 |
|
|
|
2,730 |
|
2.950%, 03/10/2052 |
|
|
14,312 |
|
|
|
13,028 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
865 |
|
|
|
878 |
|
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
4.150%, 08/25/2031 |
|
|
983 |
|
|
|
1,052 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
7.620%, 04/01/2030 |
|
|
710 |
|
|
|
958 |
|
6.200%, 01/15/2038 |
|
|
5,772 |
|
|
|
7,815 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.300%, 04/01/2050 |
|
$ |
1,490 |
|
|
$ |
2,001 |
|
5.200%, 04/01/2040 |
|
|
725 |
|
|
|
900 |
|
3.625%, 10/01/2042 |
|
|
1,225 |
|
|
|
1,285 |
|
US Airways Pass-Through Trust, Ser 2012-1, Cl A |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
574 |
|
|
|
605 |
|
Waste Connections |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
350 |
|
|
|
304 |
|
WW Grainger |
|
|
|
|
|
|
|
|
4.600%, 06/15/2045 |
|
|
1,328 |
|
|
|
1,537 |
|
4.200%, 05/15/2047 |
|
|
2,738 |
|
|
|
3,062 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
208,467 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 9.1% |
|
|
|
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
7,574 |
|
|
|
6,918 |
|
2.800%, 10/01/2041 |
|
|
4,420 |
|
|
|
4,074 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
12,156 |
|
|
|
14,749 |
|
4.375%, 05/13/2045 |
|
|
13,588 |
|
|
|
15,533 |
|
3.850%, 05/04/2043 |
|
|
4,210 |
|
|
|
4,527 |
|
3.850%, 08/04/2046 |
|
|
14,177 |
|
|
|
15,113 |
|
3.750%, 09/12/2047 |
|
|
6,295 |
|
|
|
6,707 |
|
3.750%, 11/13/2047 |
|
|
160 |
|
|
|
171 |
|
3.450%, 02/09/2045 |
|
|
6,965 |
|
|
|
7,123 |
|
2.950%, 09/11/2049 |
|
|
30 |
|
|
|
28 |
|
2.850%, 08/05/2061 |
|
|
2,770 |
|
|
|
2,461 |
|
2.700%, 08/05/2051 |
|
|
4,995 |
|
|
|
4,475 |
|
2.650%, 05/11/2050 |
|
|
690 |
|
|
|
612 |
|
2.650%, 02/08/2051 |
|
|
9,395 |
|
|
|
8,346 |
|
2.375%, 02/08/2041 |
|
|
1,460 |
|
|
|
1,300 |
|
Applied Materials |
|
|
|
|
|
|
|
|
4.350%, 04/01/2047 |
|
|
2,239 |
|
|
|
2,575 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
3,985 |
|
|
|
5,265 |
|
5.500%, 01/15/2040 |
|
|
5,079 |
|
|
|
6,534 |
|
Deutsche Telekom International Finance |
|
|
|
|
|
|
|
|
9.250%, 06/01/2032 |
|
|
2,192 |
|
|
|
3,296 |
|
Intel |
|
|
|
|
|
|
|
|
4.950%, 03/25/2060 |
|
|
385 |
|
|
|
472 |
|
4.750%, 03/25/2050 |
|
|
1,475 |
|
|
|
1,724 |
|
4.100%, 05/19/2046 |
|
|
2,319 |
|
|
|
2,469 |
|
4.100%, 05/11/2047 |
|
|
3,970 |
|
|
|
4,230 |
|
3.734%, 12/08/2047 |
|
|
11,085 |
|
|
|
11,176 |
|
3.250%, 11/15/2049 |
|
|
3,825 |
|
|
|
3,583 |
|
3.050%, 08/12/2051 |
|
|
1,550 |
|
|
|
1,408 |
|
International Business Machines |
|
|
|
|
|
|
|
|
4.250%, 05/15/2049 |
|
|
3,725 |
|
|
|
4,082 |
|
4.000%, 06/20/2042 |
|
|
2,240 |
|
|
|
2,353 |
|
3.430%, 02/09/2052 |
|
|
1,570 |
|
|
|
1,527 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
4.100%, 10/15/2041 (A) |
|
|
850 |
|
|
|
722 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Lam Research |
|
|
|
|
|
|
|
|
2.875%, 06/15/2050 |
|
$ |
2,973 |
|
|
$ |
2,652 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.950%, 02/26/2048 |
|
|
1,225 |
|
|
|
1,342 |
|
3.850%, 03/26/2050 |
|
|
7,436 |
|
|
|
8,082 |
|
3.650%, 06/01/2049 |
|
|
2,040 |
|
|
|
2,161 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.700%, 08/08/2046 |
|
|
3,493 |
|
|
|
3,778 |
|
3.500%, 02/12/2035 |
|
|
1,540 |
|
|
|
1,659 |
|
3.450%, 08/08/2036 |
|
|
2,110 |
|
|
|
2,263 |
|
3.041%, 03/17/2062 |
|
|
10,728 |
|
|
|
10,238 |
|
2.921%, 03/17/2052 |
|
|
28,367 |
|
|
|
27,085 |
|
2.675%, 06/01/2060 |
|
|
4,465 |
|
|
|
3,936 |
|
2.525%, 06/01/2050 |
|
|
24,942 |
|
|
|
22,132 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.500%, 04/01/2040 |
|
|
3,175 |
|
|
|
3,260 |
|
3.500%, 04/01/2050 |
|
|
3,685 |
|
|
|
3,795 |
|
Oracle |
|
|
|
|
|
|
|
|
4.375%, 05/15/2055 |
|
|
1,610 |
|
|
|
1,527 |
|
4.125%, 05/15/2045 |
|
|
2,060 |
|
|
|
1,916 |
|
4.000%, 07/15/2046 |
|
|
8,874 |
|
|
|
8,156 |
|
3.800%, 11/15/2037 |
|
|
4,985 |
|
|
|
4,738 |
|
3.600%, 04/01/2040 |
|
|
6,893 |
|
|
|
6,243 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
3.250%, 06/01/2050 |
|
|
1,890 |
|
|
|
1,772 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
4.300%, 05/20/2047 |
|
|
3,215 |
|
|
|
3,630 |
|
salesforce.com |
|
|
|
|
|
|
|
|
3.050%, 07/15/2061 |
|
|
2,850 |
|
|
|
2,575 |
|
2.900%, 07/15/2051 |
|
|
1,495 |
|
|
|
1,356 |
|
2.700%, 07/15/2041 |
|
|
1,735 |
|
|
|
1,584 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
4.150%, 05/15/2048 |
|
|
7,207 |
|
|
|
8,179 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.250%, 10/25/2051 |
|
|
2,890 |
|
|
|
2,757 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
9,220 |
|
|
|
10,671 |
|
4.150%, 12/14/2035 |
|
|
1,030 |
|
|
|
1,159 |
|
2.700%, 04/15/2040 |
|
|
905 |
|
|
|
851 |
|
2.000%, 08/15/2050 |
|
|
3,610 |
|
|
|
2,868 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
295,918 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.0% |
|
|
|
|
Barrick Gold |
|
|
|
|
|
|
|
|
5.250%, 04/01/2042 |
|
|
280 |
|
|
|
328 |
|
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
1,570 |
|
|
|
1,955 |
|
Barrick PD Australia Finance Pty |
|
|
|
|
|
|
|
|
5.950%, 10/15/2039 |
|
|
1,245 |
|
|
|
1,570 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
6.420%, 03/01/2026 |
|
|
1,320 |
|
|
|
1,526 |
|
5.000%, 09/30/2043 |
|
|
5,220 |
|
|
|
6,298 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Ecolab |
|
|
|
|
|
|
|
|
2.750%, 08/18/2055 |
|
$ |
2,757 |
|
|
$ |
2,383 |
|
2.700%, 12/15/2051 |
|
|
9,550 |
|
|
|
8,333 |
|
International Flavors and Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
360 |
|
|
|
412 |
|
3.468%, 12/01/2050 (A) |
|
|
170 |
|
|
|
154 |
|
International Paper |
|
|
|
|
|
|
|
|
8.700%, 06/15/2038 |
|
|
1,000 |
|
|
|
1,532 |
|
Packaging Corp of America |
|
|
|
|
|
|
|
|
3.050%, 10/01/2051 |
|
|
440 |
|
|
|
383 |
|
Rio Tinto Finance USA |
|
|
|
|
|
|
|
|
5.200%, 11/02/2040 |
|
|
2,502 |
|
|
|
3,047 |
|
2.750%, 11/02/2051 |
|
|
3,650 |
|
|
|
3,207 |
|
Vale Canada |
|
|
|
|
|
|
|
|
7.200%, 09/15/2032 |
|
|
310 |
|
|
|
369 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.875%, 11/21/2036 |
|
|
1,150 |
|
|
|
1,414 |
|
6.875%, 11/10/2039 |
|
|
723 |
|
|
|
894 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,805 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.3% |
|
|
|
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
3.550%, 03/15/2052 |
|
|
440 |
|
|
|
424 |
|
American Homes 4 Rent |
|
|
|
|
|
|
|
|
3.375%, 07/15/2051 |
|
|
300 |
|
|
|
257 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
4.350%, 04/15/2048 |
|
|
220 |
|
|
|
251 |
|
4.150%, 07/01/2047 |
|
|
1,200 |
|
|
|
1,336 |
|
Crown Castle Towers LLC |
|
|
|
|
|
|
|
|
3.663%, 05/15/2025 (A) |
|
|
2,585 |
|
|
|
2,640 |
|
CyrusOne/CyrusOne Finance |
|
|
|
|
|
|
|
|
3.450%, 11/15/2029 |
|
|
2,800 |
|
|
|
2,944 |
|
ERP Operating |
|
|
|
|
|
|
|
|
4.500%, 06/01/2045 |
|
|
1,100 |
|
|
|
1,260 |
|
4.000%, 08/01/2047 |
|
|
1,525 |
|
|
|
1,660 |
|
Mid-America Apartments |
|
|
|
|
|
|
|
|
2.875%, 09/15/2051 |
|
|
4,782 |
|
|
|
4,223 |
|
Nationwide Health Properties MTN |
|
|
|
|
|
|
|
|
6.900%, 10/01/2037 |
|
|
1,600 |
|
|
|
1,934 |
|
Prologis |
|
|
|
|
|
|
|
|
3.000%, 04/15/2050 |
|
|
1,070 |
|
|
|
987 |
|
Realty Income |
|
|
|
|
|
|
|
|
4.650%, 03/15/2047 |
|
|
1,355 |
|
|
|
1,575 |
|
1.800%, 03/15/2033 |
|
|
1,590 |
|
|
|
1,390 |
|
Regency Centers |
|
|
|
|
|
|
|
|
4.650%, 03/15/2049 |
|
|
1,321 |
|
|
|
1,476 |
|
4.400%, 02/01/2047 |
|
|
480 |
|
|
|
510 |
|
Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.685%, 09/24/2080 (A)(B) |
|
|
1,880 |
|
|
|
1,866 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.379%, 09/24/2080 (A)(B) |
|
$ |
1,330 |
|
|
$ |
1,327 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
3,865 |
|
|
|
5,296 |
|
4.250%, 11/30/2046 |
|
|
2,290 |
|
|
|
2,478 |
|
3.800%, 07/15/2050 |
|
|
2,025 |
|
|
|
2,044 |
|
3.250%, 09/13/2049 |
|
|
2,330 |
|
|
|
2,141 |
|
2.650%, 07/15/2030 |
|
|
1,125 |
|
|
|
1,095 |
|
Spirit Realty |
|
|
|
|
|
|
|
|
3.200%, 02/15/2031 |
|
|
115 |
|
|
|
112 |
|
2.700%, 02/15/2032 |
|
|
490 |
|
|
|
463 |
|
Ventas Realty |
|
|
|
|
|
|
|
|
5.700%, 09/30/2043 |
|
|
850 |
|
|
|
1,048 |
|
4.875%, 04/15/2049 |
|
|
245 |
|
|
|
282 |
|
Welltower |
|
|
|
|
|
|
|
|
5.125%, 03/15/2043 |
|
|
1,085 |
|
|
|
1,252 |
|
4.950%, 09/01/2048 |
|
|
100 |
|
|
|
119 |
|
Weyerhaeuser |
|
|
|
|
|
|
|
|
4.000%, 03/09/2052 |
|
|
1,020 |
|
|
|
1,033 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,423 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 16.9% |
|
|
|
|
AEP Texas |
|
|
|
|
|
|
|
|
4.150%, 05/01/2049 |
|
|
2,185 |
|
|
|
2,208 |
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
4.000%, 12/01/2046 |
|
|
5,703 |
|
|
|
5,985 |
|
3.800%, 06/15/2049 |
|
|
2,030 |
|
|
|
2,056 |
|
3.750%, 12/01/2047 |
|
|
400 |
|
|
|
404 |
|
3.650%, 04/01/2050 |
|
|
1,290 |
|
|
|
1,279 |
|
2.750%, 08/15/2051 |
|
|
405 |
|
|
|
346 |
|
Alabama Power |
|
|
|
|
|
|
|
|
5.500%, 03/15/2041 |
|
|
648 |
|
|
|
779 |
|
5.200%, 06/01/2041 |
|
|
155 |
|
|
|
182 |
|
4.300%, 07/15/2048 |
|
|
1,450 |
|
|
|
1,570 |
|
4.150%, 08/15/2044 |
|
|
135 |
|
|
|
143 |
|
3.850%, 12/01/2042 |
|
|
4,967 |
|
|
|
5,022 |
|
3.700%, 12/01/2047 |
|
|
1,500 |
|
|
|
1,520 |
|
Ameren Illinois |
|
|
|
|
|
|
|
|
3.700%, 12/01/2047 |
|
|
5,055 |
|
|
|
5,208 |
|
3.250%, 03/15/2050 |
|
|
50 |
|
|
|
47 |
|
2.900%, 06/15/2051 |
|
|
3,724 |
|
|
|
3,313 |
|
American Water Capital |
|
|
|
|
|
|
|
|
4.150%, 06/01/2049 |
|
|
190 |
|
|
|
200 |
|
3.750%, 09/01/2047 |
|
|
1,675 |
|
|
|
1,670 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
6.700%, 08/15/2037 |
|
|
50 |
|
|
|
64 |
|
5.800%, 10/01/2035 |
|
|
125 |
|
|
|
149 |
|
4.500%, 03/01/2049 |
|
|
500 |
|
|
|
539 |
|
Arizona Public Service |
|
|
|
|
|
|
|
|
5.050%, 09/01/2041 |
|
|
50 |
|
|
|
56 |
|
4.500%, 04/01/2042 |
|
|
12 |
|
|
|
13 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.350%, 11/15/2045 |
|
$ |
1,735 |
|
|
$ |
1,776 |
|
4.250%, 03/01/2049 |
|
|
450 |
|
|
|
465 |
|
4.200%, 08/15/2048 |
|
|
1,200 |
|
|
|
1,226 |
|
Atmos Energy |
|
|
|
|
|
|
|
|
4.125%, 10/15/2044 |
|
|
2,805 |
|
|
|
2,920 |
|
4.125%, 03/15/2049 |
|
|
2,420 |
|
|
|
2,624 |
|
Avista |
|
|
|
|
|
|
|
|
4.350%, 06/01/2048 |
|
|
1,425 |
|
|
|
1,586 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
5.200%, 06/15/2033 |
|
|
1,225 |
|
|
|
1,403 |
|
3.500%, 08/15/2046 |
|
|
4,995 |
|
|
|
4,955 |
|
2.900%, 06/15/2050 |
|
|
1,075 |
|
|
|
969 |
|
2.250%, 06/15/2031 |
|
|
2,840 |
|
|
|
2,698 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
4.450%, 01/15/2049 |
|
|
2,715 |
|
|
|
3,001 |
|
4.250%, 10/15/2050 |
|
|
4,970 |
|
|
|
5,359 |
|
3.800%, 07/15/2048 |
|
|
10,705 |
|
|
|
10,761 |
|
Black Hills |
|
|
|
|
|
|
|
|
4.200%, 09/15/2046 |
|
|
1,135 |
|
|
|
1,163 |
|
Brooklyn Union Gas |
|
|
|
|
|
|
|
|
4.273%, 03/15/2048 (A) |
|
|
2,050 |
|
|
|
2,059 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
4.500%, 04/01/2044 |
|
|
500 |
|
|
|
570 |
|
4.250%, 02/01/2049 |
|
|
1,760 |
|
|
|
1,941 |
|
3.950%, 03/01/2048 |
|
|
500 |
|
|
|
528 |
|
3.600%, 03/01/2052 |
|
|
1,275 |
|
|
|
1,295 |
|
3.350%, 04/01/2051 |
|
|
945 |
|
|
|
910 |
|
2.900%, 07/01/2050 |
|
|
880 |
|
|
|
780 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
4.700%, 01/15/2044 |
|
|
6,023 |
|
|
|
6,923 |
|
4.600%, 08/15/2043 |
|
|
2,070 |
|
|
|
2,367 |
|
4.000%, 03/01/2048 |
|
|
2,130 |
|
|
|
2,272 |
|
4.000%, 03/01/2049 |
|
|
1,175 |
|
|
|
1,254 |
|
3.750%, 08/15/2047 |
|
|
2,700 |
|
|
|
2,753 |
|
3.700%, 03/01/2045 |
|
|
6,735 |
|
|
|
6,828 |
|
3.125%, 03/15/2051 |
|
|
3,795 |
|
|
|
3,511 |
|
Connecticut Light & Power |
|
|
|
|
|
|
|
|
4.150%, 06/01/2045 |
|
|
3,065 |
|
|
|
3,329 |
|
4.000%, 04/01/2048 |
|
|
4,327 |
|
|
|
4,646 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
6.750%, 04/01/2038 |
|
|
1,915 |
|
|
|
2,589 |
|
6.200%, 06/15/2036 |
|
|
65 |
|
|
|
83 |
|
5.700%, 06/15/2040 |
|
|
40 |
|
|
|
49 |
|
4.500%, 05/15/2058 |
|
|
930 |
|
|
|
1,007 |
|
4.450%, 03/15/2044 |
|
|
375 |
|
|
|
403 |
|
3.950%, 03/01/2043 |
|
|
6,685 |
|
|
|
6,720 |
|
3.875%, 06/15/2047 |
|
|
4,023 |
|
|
|
4,016 |
|
3.850%, 06/15/2046 |
|
|
3,427 |
|
|
|
3,395 |
|
3.700%, 11/15/2059 |
|
|
850 |
|
|
|
794 |
|
3.200%, 12/01/2051 |
|
|
2,475 |
|
|
|
2,220 |
|
3.000%, 12/01/2060 |
|
|
1,700 |
|
|
|
1,401 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumers Energy |
|
|
|
|
|
|
|
|
4.350%, 04/15/2049 |
|
$ |
4,023 |
|
|
$ |
4,547 |
|
3.500%, 08/01/2051 |
|
|
995 |
|
|
|
995 |
|
3.100%, 08/15/2050 |
|
|
830 |
|
|
|
787 |
|
2.500%, 05/01/2060 |
|
|
590 |
|
|
|
456 |
|
Dayton Power & Light |
|
|
|
|
|
|
|
|
3.950%, 06/15/2049 |
|
|
140 |
|
|
|
146 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
5.250%, 08/01/2033 |
|
|
20 |
|
|
|
23 |
|
4.600%, 03/15/2049 |
|
|
850 |
|
|
|
946 |
|
Dominion Energy South Carolina |
|
|
|
|
|
|
|
|
5.100%, 06/01/2065 |
|
|
1,415 |
|
|
|
1,753 |
|
DTE Electric |
|
|
|
|
|
|
|
|
3.950%, 06/15/2042 |
|
|
80 |
|
|
|
82 |
|
3.700%, 03/15/2045 |
|
|
5,020 |
|
|
|
5,113 |
|
3.650%, 03/01/2052 |
|
|
1,560 |
|
|
|
1,617 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
6.450%, 10/15/2032 |
|
|
110 |
|
|
|
139 |
|
6.100%, 06/01/2037 |
|
|
1,910 |
|
|
|
2,408 |
|
6.050%, 04/15/2038 |
|
|
2,285 |
|
|
|
2,939 |
|
6.000%, 01/15/2038 |
|
|
2,166 |
|
|
|
2,764 |
|
5.300%, 02/15/2040 |
|
|
6,675 |
|
|
|
8,084 |
|
4.250%, 12/15/2041 |
|
|
6,630 |
|
|
|
7,121 |
|
4.000%, 09/30/2042 |
|
|
10,585 |
|
|
|
11,044 |
|
3.875%, 03/15/2046 |
|
|
1,570 |
|
|
|
1,619 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
6.400%, 06/15/2038 |
|
|
2,395 |
|
|
|
3,188 |
|
4.200%, 07/15/2048 |
|
|
480 |
|
|
|
521 |
|
3.400%, 10/01/2046 |
|
|
2,035 |
|
|
|
1,957 |
|
Duke Energy Florida Project Finance LLC |
|
|
|
|
|
|
|
|
3.112%, 09/01/2036 |
|
|
4,105 |
|
|
|
4,234 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.450%, 04/01/2039 |
|
|
4,275 |
|
|
|
5,631 |
|
6.350%, 08/15/2038 |
|
|
1,550 |
|
|
|
2,004 |
|
4.900%, 07/15/2043 |
|
|
840 |
|
|
|
956 |
|
3.750%, 05/15/2046 |
|
|
750 |
|
|
|
757 |
|
3.250%, 10/01/2049 |
|
|
2,170 |
|
|
|
1,998 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
4.300%, 02/01/2049 |
|
|
625 |
|
|
|
679 |
|
2.125%, 06/01/2030 |
|
|
825 |
|
|
|
777 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.375%, 03/30/2044 |
|
|
2,880 |
|
|
|
3,131 |
|
4.200%, 08/15/2045 |
|
|
3,525 |
|
|
|
3,755 |
|
4.150%, 12/01/2044 |
|
|
975 |
|
|
|
1,029 |
|
4.100%, 05/15/2042 |
|
|
530 |
|
|
|
554 |
|
4.100%, 03/15/2043 |
|
|
860 |
|
|
|
901 |
|
3.600%, 09/15/2047 |
|
|
1,850 |
|
|
|
1,828 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
3.000%, 06/15/2050 (A) |
|
|
1,370 |
|
|
|
1,208 |
|
Electricite de France |
|
|
|
|
|
|
|
|
6.000%, 01/22/2114 (A) |
|
|
858 |
|
|
|
956 |
|
5.000%, 09/21/2048 (A) |
|
|
2,415 |
|
|
|
2,587 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Elm Road Generating Station Supercritical |
|
|
|
|
|
|
|
|
5.848%, 01/19/2041 (A) |
|
$ |
1,000 |
|
|
$ |
1,200 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
3.350%, 06/15/2052 |
|
|
2,840 |
|
|
|
2,689 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
4.200%, 09/01/2048 |
|
|
2,290 |
|
|
|
2,495 |
|
4.200%, 04/01/2050 |
|
|
1,445 |
|
|
|
1,557 |
|
4.000%, 03/15/2033 |
|
|
1,260 |
|
|
|
1,359 |
|
3.100%, 06/15/2041 |
|
|
3,435 |
|
|
|
3,260 |
|
2.900%, 03/15/2051 |
|
|
2,910 |
|
|
|
2,577 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
3.550%, 09/30/2049 |
|
|
1,390 |
|
|
|
1,334 |
|
Essential Utilities |
|
|
|
|
|
|
|
|
4.276%, 05/01/2049 |
|
|
1,045 |
|
|
|
1,108 |
|
Evergy Kansas Central |
|
|
|
|
|
|
|
|
3.450%, 04/15/2050 |
|
|
1,430 |
|
|
|
1,372 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
150 |
|
|
|
180 |
|
4.200%, 06/15/2047 |
|
|
500 |
|
|
|
539 |
|
4.200%, 03/15/2048 |
|
|
1,000 |
|
|
|
1,075 |
|
Exelon |
|
|
|
|
|
|
|
|
4.950%, 06/15/2035 |
|
|
1,410 |
|
|
|
1,576 |
|
4.700%, 04/15/2050 |
|
|
700 |
|
|
|
794 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
|
2,255 |
|
|
|
2,957 |
|
5.690%, 03/01/2040 |
|
|
4,978 |
|
|
|
6,400 |
|
5.650%, 02/01/2037 |
|
|
1,000 |
|
|
|
1,257 |
|
4.050%, 06/01/2042 |
|
|
1,985 |
|
|
|
2,127 |
|
4.050%, 10/01/2044 |
|
|
2,715 |
|
|
|
2,914 |
|
3.950%, 03/01/2048 |
|
|
2,965 |
|
|
|
3,192 |
|
3.800%, 12/15/2042 |
|
|
3,935 |
|
|
|
4,095 |
|
3.700%, 12/01/2047 |
|
|
600 |
|
|
|
617 |
|
2.875%, 12/04/2051 |
|
|
1,720 |
|
|
|
1,565 |
|
2.450%, 02/03/2032 |
|
|
4,845 |
|
|
|
4,705 |
|
Georgia Power |
|
|
|
|
|
|
|
|
4.300%, 03/15/2042 |
|
|
6,235 |
|
|
|
6,506 |
|
4.300%, 03/15/2043 |
|
|
2,265 |
|
|
|
2,346 |
|
3.700%, 01/30/2050 |
|
|
3,290 |
|
|
|
3,134 |
|
Gulf Power |
|
|
|
|
|
|
|
|
4.550%, 10/01/2044 |
|
|
700 |
|
|
|
805 |
|
Idaho Power |
|
|
|
|
|
|
|
|
4.200%, 03/01/2048 |
|
|
1,610 |
|
|
|
1,789 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
4.550%, 03/15/2046 |
|
|
780 |
|
|
|
857 |
|
4.250%, 08/15/2048 |
|
|
1,070 |
|
|
|
1,145 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
4.650%, 06/01/2043 (A) |
|
|
1,750 |
|
|
|
1,953 |
|
International Transmission |
|
|
|
|
|
|
|
|
4.625%, 08/15/2043 |
|
|
2,525 |
|
|
|
2,885 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
6.150%, 06/01/2037 |
|
|
775 |
|
|
|
976 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
John Sevier Combined Cycle Generation |
|
|
|
|
|
|
|
|
4.626%, 01/15/2042 |
|
$ |
4,186 |
|
|
$ |
4,814 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.819%, 04/01/2041 (A) |
|
|
2,117 |
|
|
|
2,542 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2043 |
|
|
5,260 |
|
|
|
6,096 |
|
4.400%, 10/15/2044 |
|
|
5,750 |
|
|
|
6,399 |
|
4.250%, 05/01/2046 |
|
|
1,925 |
|
|
|
2,143 |
|
3.950%, 08/01/2047 |
|
|
575 |
|
|
|
612 |
|
3.650%, 08/01/2048 |
|
|
3,125 |
|
|
|
3,160 |
|
3.150%, 04/15/2050 |
|
|
2,880 |
|
|
|
2,715 |
|
MidAmerican Energy MTN |
|
|
|
|
|
|
|
|
5.800%, 10/15/2036 |
|
|
635 |
|
|
|
807 |
|
5.750%, 11/01/2035 |
|
|
640 |
|
|
|
806 |
|
Narragansett Electric |
|
|
|
|
|
|
|
|
4.170%, 12/10/2042 (A) |
|
|
1,000 |
|
|
|
1,042 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
4.278%, 10/01/2034 (A) |
|
|
2,303 |
|
|
|
2,482 |
|
4.119%, 11/28/2042 (A) |
|
|
2,000 |
|
|
|
2,024 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
900 |
|
|
|
1,076 |
|
3.600%, 05/01/2030 |
|
|
1,446 |
|
|
|
1,478 |
|
Northern States Power |
|
|
|
|
|
|
|
|
6.250%, 06/01/2036 |
|
|
3,755 |
|
|
|
4,939 |
|
6.200%, 07/01/2037 |
|
|
6,850 |
|
|
|
9,152 |
|
3.600%, 05/15/2046 |
|
|
500 |
|
|
|
504 |
|
3.400%, 08/15/2042 |
|
|
464 |
|
|
|
456 |
|
3.200%, 04/01/2052 |
|
|
770 |
|
|
|
749 |
|
2.250%, 04/01/2031 |
|
|
805 |
|
|
|
769 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.100%, 06/01/2051 |
|
|
2,625 |
|
|
|
2,446 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.375%, 11/01/2040 |
|
|
1,870 |
|
|
|
2,187 |
|
5.250%, 09/01/2050 |
|
|
840 |
|
|
|
962 |
|
4.250%, 04/01/2046 |
|
|
1,355 |
|
|
|
1,345 |
|
4.200%, 12/01/2042 |
|
|
2,955 |
|
|
|
2,942 |
|
Ohio Edison |
|
|
|
|
|
|
|
|
8.250%, 10/15/2038 |
|
|
655 |
|
|
|
978 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
5.350%, 10/01/2052 |
|
|
756 |
|
|
|
991 |
|
5.300%, 06/01/2042 |
|
|
419 |
|
|
|
515 |
|
5.250%, 09/30/2040 |
|
|
4,606 |
|
|
|
5,577 |
|
4.550%, 12/01/2041 |
|
|
3,870 |
|
|
|
4,367 |
|
4.100%, 11/15/2048 |
|
|
750 |
|
|
|
808 |
|
3.800%, 06/01/2049 |
|
|
4,650 |
|
|
|
4,870 |
|
3.700%, 05/15/2050 |
|
|
1,520 |
|
|
|
1,549 |
|
3.100%, 09/15/2049 |
|
|
75 |
|
|
|
69 |
|
2.700%, 11/15/2051 (A) |
|
|
2,120 |
|
|
|
1,803 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
4.450%, 04/15/2042 |
|
|
1,465 |
|
|
|
1,369 |
|
4.200%, 06/01/2041 |
|
|
1,355 |
|
|
|
1,229 |
|
3.750%, 08/15/2042 |
|
|
95 |
|
|
|
81 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PacifiCorp |
|
|
|
|
|
|
|
|
6.250%, 10/15/2037 |
|
$ |
3,180 |
|
|
$ |
4,103 |
|
6.000%, 01/15/2039 |
|
|
4,405 |
|
|
|
5,582 |
|
4.100%, 02/01/2042 |
|
|
2,015 |
|
|
|
2,092 |
|
3.300%, 03/15/2051 |
|
|
820 |
|
|
|
770 |
|
2.900%, 06/15/2052 |
|
|
2,210 |
|
|
|
1,942 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.800%, 10/15/2043 |
|
|
1,505 |
|
|
|
1,769 |
|
3.700%, 09/15/2047 |
|
|
800 |
|
|
|
828 |
|
3.050%, 03/15/2051 |
|
|
1,919 |
|
|
|
1,788 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
6.150%, 10/01/2038 |
|
|
100 |
|
|
|
125 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
4.650%, 08/01/2043 |
|
|
1,330 |
|
|
|
1,493 |
|
3.640%, 11/01/2046 |
|
|
1,300 |
|
|
|
1,237 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
4.750%, 07/15/2043 |
|
|
3,600 |
|
|
|
4,160 |
|
4.125%, 06/15/2044 |
|
|
1,925 |
|
|
|
2,066 |
|
3.950%, 06/01/2047 |
|
|
2,425 |
|
|
|
2,575 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
4.150%, 11/01/2045 |
|
|
2,106 |
|
|
|
2,258 |
|
4.050%, 05/01/2048 |
|
|
2,176 |
|
|
|
2,325 |
|
4.000%, 06/01/2044 |
|
|
695 |
|
|
|
720 |
|
3.800%, 03/01/2046 |
|
|
900 |
|
|
|
937 |
|
3.650%, 09/01/2042 |
|
|
1,280 |
|
|
|
1,296 |
|
3.600%, 12/01/2047 |
|
|
3,810 |
|
|
|
3,854 |
|
3.200%, 08/01/2049 |
|
|
3,790 |
|
|
|
3,617 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.500%, 08/01/2038 |
|
|
40 |
|
|
|
53 |
|
6.250%, 09/01/2037 |
|
|
1,230 |
|
|
|
1,662 |
|
4.750%, 08/15/2041 |
|
|
40 |
|
|
|
45 |
|
4.300%, 03/15/2044 |
|
|
1,450 |
|
|
|
1,588 |
|
4.050%, 09/15/2049 |
|
|
1,505 |
|
|
|
1,608 |
|
3.950%, 03/15/2043 |
|
|
4,405 |
|
|
|
4,519 |
|
3.200%, 03/01/2050 |
|
|
1,175 |
|
|
|
1,093 |
|
Public Service of New Hampshire |
|
|
|
|
|
|
|
|
3.600%, 07/01/2049 |
|
|
1,760 |
|
|
|
1,767 |
|
Puget Sound Energy |
|
|
|
|
|
|
|
|
5.795%, 03/15/2040 |
|
|
130 |
|
|
|
162 |
|
4.223%, 06/15/2048 |
|
|
2,470 |
|
|
|
2,659 |
|
2.893%, 09/15/2051 |
|
|
2,315 |
|
|
|
2,037 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
6.000%, 06/01/2026 |
|
|
340 |
|
|
|
385 |
|
4.100%, 06/15/2049 |
|
|
1,540 |
|
|
|
1,619 |
|
3.750%, 06/01/2047 |
|
|
2,380 |
|
|
|
2,405 |
|
3.320%, 04/15/2050 |
|
|
3,259 |
|
|
|
3,074 |
|
Sempra Energy |
|
|
|
|
|
|
|
|
4.000%, 02/01/2048 |
|
|
1,022 |
|
|
|
1,027 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.950%, 02/01/2038 |
|
|
280 |
|
|
|
334 |
|
4.650%, 10/01/2043 |
|
|
2,480 |
|
|
|
2,638 |
|
4.125%, 03/01/2048 |
|
|
4,335 |
|
|
|
4,371 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.050%, 03/15/2042 |
|
$ |
5,355 |
|
|
$ |
5,239 |
|
4.000%, 04/01/2047 |
|
|
2,720 |
|
|
|
2,686 |
|
3.650%, 03/01/2028 |
|
|
2,075 |
|
|
|
2,151 |
|
3.650%, 02/01/2050 |
|
|
360 |
|
|
|
340 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 |
|
|
1,230 |
|
|
|
1,346 |
|
4.125%, 06/01/2048 |
|
|
4,025 |
|
|
|
4,275 |
|
3.750%, 09/15/2042 |
|
|
2,390 |
|
|
|
2,379 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
4.400%, 06/01/2043 |
|
|
825 |
|
|
|
854 |
|
4.400%, 05/30/2047 |
|
|
50 |
|
|
|
53 |
|
3.950%, 10/01/2046 |
|
|
490 |
|
|
|
488 |
|
Southwest Gas |
|
|
|
|
|
|
|
|
3.180%, 08/15/2051 |
|
|
1,065 |
|
|
|
935 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
6.200%, 03/15/2040 |
|
|
1,204 |
|
|
|
1,530 |
|
3.850%, 02/01/2048 |
|
|
3,505 |
|
|
|
3,376 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
4.500%, 08/15/2041 |
|
|
9,440 |
|
|
|
10,471 |
|
3.700%, 08/15/2047 |
|
|
1,930 |
|
|
|
1,967 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
4.350%, 05/15/2044 |
|
|
1,225 |
|
|
|
1,332 |
|
3.625%, 06/15/2050 |
|
|
1,684 |
|
|
|
1,679 |
|
3.450%, 03/15/2051 |
|
|
600 |
|
|
|
574 |
|
Tucson Electric Power |
|
|
|
|
|
|
|
|
4.850%, 12/01/2048 |
|
|
1,865 |
|
|
|
2,147 |
|
4.000%, 06/15/2050 |
|
|
240 |
|
|
|
244 |
|
3.250%, 05/01/2051 |
|
|
1,500 |
|
|
|
1,362 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
8.875%, 11/15/2038 |
|
|
1,982 |
|
|
|
3,219 |
|
6.350%, 11/30/2037 |
|
|
2,480 |
|
|
|
3,301 |
|
4.650%, 08/15/2043 |
|
|
4,770 |
|
|
|
5,395 |
|
4.600%, 12/01/2048 |
|
|
3,310 |
|
|
|
3,789 |
|
4.450%, 02/15/2044 |
|
|
6,250 |
|
|
|
6,942 |
|
4.000%, 01/15/2043 |
|
|
300 |
|
|
|
318 |
|
2.950%, 11/15/2051 |
|
|
2,330 |
|
|
|
2,103 |
|
2.450%, 12/15/2050 |
|
|
540 |
|
|
|
440 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
3.650%, 12/15/2042 |
|
|
2,310 |
|
|
|
2,249 |
|
Wisconsin Power & Light |
|
|
|
|
|
|
|
|
4.100%, 10/15/2044 |
|
|
325 |
|
|
|
340 |
|
3.650%, 04/01/2050 |
|
|
640 |
|
|
|
652 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
4.752%, 11/01/2044 |
|
|
1,725 |
|
|
|
2,015 |
|
2.850%, 12/01/2051 |
|
|
800 |
|
|
|
697 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Xcel Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2041 |
|
$ |
1,707 |
|
|
$ |
1,878 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
551,078 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $2,898,455) ($ Thousands) |
|
|
|
|
|
|
2,904,953 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 6.1% |
Alabama — 0.0% |
|
|
|
|
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB |
|
|
|
|
|
|
|
|
Callable 09/01/2031 @ 100 |
|
|
|
|
|
|
|
|
2.650%, 09/01/2037 |
|
|
1,075 |
|
|
|
1,043 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
California — 2.8% |
|
|
|
|
Bay Area, Toll Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.263%, 04/01/2049 |
|
|
2,545 |
|
|
|
3,870 |
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
2.719%, 11/01/2052 |
|
|
890 |
|
|
|
831 |
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
Callable 05/01/2047 @ 100 |
|
|
|
|
|
|
|
|
3.899%, 11/01/2047 |
|
|
2,375 |
|
|
|
2,672 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.625%, 03/01/2040 |
|
|
870 |
|
|
|
1,349 |
|
7.600%, 11/01/2040 |
|
|
385 |
|
|
|
616 |
|
7.550%, 04/01/2039 |
|
|
1,535 |
|
|
|
2,414 |
|
7.500%, 04/01/2034 |
|
|
17,795 |
|
|
|
25,984 |
|
7.300%, 10/01/2039 |
|
|
10,750 |
|
|
|
15,933 |
|
East Bay, Municipal Utility District Water System Revenue, RB |
|
|
|
|
|
|
|
|
5.874%, 06/01/2040 |
|
|
1,255 |
|
|
|
1,732 |
|
Los Angeles County, Metropolitan Transportation Authority, RB |
|
|
|
|
|
|
|
|
5.735%, 06/01/2039 |
|
|
960 |
|
|
|
1,226 |
|
Los Angeles, Community College District, Build America Project, GO |
|
|
|
|
|
|
|
|
6.750%, 08/01/2049 |
|
|
1,025 |
|
|
|
1,629 |
|
Los Angeles, Community College District, Ser D, GO |
|
|
|
|
|
|
|
|
6.680%, 08/01/2036 |
|
|
500 |
|
|
|
704 |
|
Los Angeles, Department of Airports, RB |
|
|
|
|
|
|
|
|
3.887%, 05/15/2038 |
|
|
1,430 |
|
|
|
1,517 |
|
Los Angeles, Department of Water & Power, RB |
|
|
|
|
|
|
|
|
5.716%, 07/01/2039 |
|
|
1,510 |
|
|
|
2,054 |
|
Los Angeles, Department of Water & Power, Ser C, RB |
|
|
|
|
|
|
|
|
5.516%, 07/01/2027 |
|
|
955 |
|
|
|
1,112 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Los Angeles, Unified School District, Build America Project, GO |
|
|
|
|
|
|
|
|
5.750%, 07/01/2034 |
|
$ |
1,785 |
|
|
$ |
2,244 |
|
Los Angeles, Unified School District, Build America Project, Ser RY, GO |
|
|
|
|
|
|
|
|
6.758%, 07/01/2034 |
|
|
4,950 |
|
|
|
6,659 |
|
San Diego County, Water Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.138%, 05/01/2049 |
|
|
1,000 |
|
|
|
1,439 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
1,000 |
|
|
|
1,344 |
|
San Francisco, Public Utilities Commission, Water Revenue, Ser E, RB |
|
|
|
|
|
|
|
|
Callable 11/01/2030 @ 100 |
|
|
|
|
|
|
|
|
2.825%, 11/01/2041 |
|
|
835 |
|
|
|
792 |
|
San Jose, Redevelopment Agency, Ser A-T, TA |
|
|
|
|
|
|
|
|
Callable 08/01/2027 @ 100 |
|
|
|
|
|
|
|
|
3.375%, 08/01/2034 |
|
|
1,250 |
|
|
|
1,292 |
|
University of California Regents, Ser N, RB |
|
|
|
|
|
|
|
|
Callable 11/15/2049 @ 100 |
|
|
|
|
|
|
|
|
3.006%, 05/15/2050 |
|
|
2,005 |
|
|
|
1,955 |
|
University of California Regents, Ser N, RB |
|
|
|
|
|
|
|
|
Callable 11/15/2059 @ 100 |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
1,995 |
|
|
|
2,035 |
|
University of California, RB |
|
|
|
|
|
|
|
|
5.946%, 05/15/2045 |
|
|
3,000 |
|
|
|
3,953 |
|
University of California, Ser AP, RB |
|
|
|
|
|
|
|
|
3.931%, 05/15/2045 |
|
|
950 |
|
|
|
1,018 |
|
University of California, Ser AQ, RB |
|
|
|
|
|
|
|
|
4.767%, 05/15/2115 |
|
|
1,701 |
|
|
|
2,207 |
|
University of California, Ser J, RB |
|
|
|
|
|
|
|
|
4.131%, 05/15/2045 |
|
|
1,000 |
|
|
|
1,098 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
89,679 |
|
| |
|
|
|
|
|
|
|
|
District of Columbia — 0.0% |
|
|
|
|
District of Columbia, Water & Sewer Authority, RB |
|
|
|
|
|
|
|
|
4.814%, 10/01/2114 |
|
|
530 |
|
|
|
717 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Florida — 0.1% |
|
|
|
|
Florida State, Board of Administration Finance, Ser A, RB |
|
|
|
|
|
|
|
|
2.154%, 07/01/2030 |
|
|
3,812 |
|
|
|
3,700 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
$ |
2,038 |
|
|
$ |
2,863 |
|
6.637%, 04/01/2057 |
|
|
512 |
|
|
|
735 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,598 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.1% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
3,205 |
|
|
|
4,244 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Kansas — 0.1% |
|
|
|
|
Kansas State, Development Finance Authority, Ser H, RB |
|
|
|
|
|
|
|
|
4.727%, 04/15/2037 |
|
|
2,890 |
|
|
|
3,419 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Maryland — 0.0% |
|
|
|
|
Baltimore, Revenue Authority, Water Project, Ser B, RB |
|
|
|
|
|
|
|
|
Callable 07/01/2030 @ 100 |
|
|
|
|
|
|
|
|
2.814%, 07/01/2040 |
|
|
890 |
|
|
|
872 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.3% |
|
|
|
|
Massachusetts State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.456%, 12/01/2039 |
|
|
4,085 |
|
|
|
5,323 |
|
Massachusetts State, Educational Financing Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.105%, 07/01/2030 |
|
|
1,695 |
|
|
|
1,749 |
|
Massachusetts State, School Building Authority, Sub-Ser A, RB |
|
|
|
|
|
|
|
|
Callable 02/15/2031 @ 100 |
|
|
|
|
|
|
|
|
2.500%, 02/15/2037 |
|
|
1,120 |
|
|
|
1,051 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,123 |
|
| |
|
|
|
|
|
|
|
|
Missouri — 0.0% |
|
|
|
|
Missouri State, Health & Educational Facilities Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.685%, 02/15/2047 |
|
|
675 |
|
|
|
743 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.2% |
|
|
|
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.414%, 01/01/2040 |
|
|
985 |
|
|
|
1,524 |
|
7.102%, 01/01/2041 |
|
|
2,460 |
|
|
|
3,708 |
|
New Jersey State, Turnpike Authority, Ser F, RB |
|
|
|
|
|
|
|
|
3.729%, 01/01/2036 |
|
|
1,000 |
|
|
|
1,081 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,313 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York — 1.1% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.926%, 10/01/2051 |
|
$ |
245 |
|
|
$ |
310 |
|
4.458%, 10/01/2062 |
|
|
2,690 |
|
|
|
3,226 |
|
New York & New Jersey, Port Authority, Ser 181, RB |
|
|
|
|
|
|
|
|
4.960%, 08/01/2046 |
|
|
465 |
|
|
|
576 |
|
New York City, Build America Project, GO |
|
|
|
|
|
|
|
|
5.985%, 12/01/2036 |
|
|
1,340 |
|
|
|
1,717 |
|
New York City, Municipal Water Finance Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.011%, 06/15/2042 |
|
|
750 |
|
|
|
1,064 |
|
5.882%, 06/15/2044 |
|
|
500 |
|
|
|
715 |
|
5.724%, 06/15/2042 |
|
|
3,720 |
|
|
|
5,152 |
|
5.440%, 06/15/2043 |
|
|
3,000 |
|
|
|
4,062 |
|
New York City, Transitional Finance Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.572%, 11/01/2038 |
|
|
2,475 |
|
|
|
3,072 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB |
|
|
|
|
|
|
|
|
5.767%, 08/01/2036 |
|
|
4,000 |
|
|
|
4,828 |
|
5.508%, 08/01/2037 |
|
|
1,890 |
|
|
|
2,369 |
|
New York State, Dormitory Authority, Ser F, RB |
|
|
|
|
|
|
|
|
3.110%, 02/15/2039 |
|
|
4,220 |
|
|
|
4,280 |
|
New York State, Urban Development, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
1,970 |
|
|
|
2,341 |
|
New York State, Urban Development, Ser B, RB |
|
|
|
|
|
|
|
|
Callable 09/15/2031 @ 100 |
|
|
|
|
|
|
|
|
2.590%, 03/15/2035 |
|
|
810 |
|
|
|
774 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,486 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.2% |
|
|
|
|
JobsOhio Beverage System, Ser A, RB |
|
|
|
|
|
|
|
|
2.833%, 01/01/2038 |
|
|
460 |
|
|
|
450 |
|
Ohio State University, Build America Project, GO |
|
|
|
|
|
|
|
|
4.910%, 06/01/2040 |
|
|
2,265 |
|
|
|
2,882 |
|
Ohio State University, Ser A, RB |
|
|
|
|
|
|
|
|
4.048%, 12/01/2056 |
|
|
1,650 |
|
|
|
1,980 |
|
Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB |
|
|
|
|
|
|
|
|
3.700%, 01/01/2043 |
|
|
970 |
|
|
|
1,060 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,372 |
|
| |
|
|
|
|
|
|
|
|
Pennsylvania — 0.1% |
|
|
|
|
Pennsylvania State, Financing Authority, Ser A, RB |
|
|
|
|
|
|
|
|
4.144%, 06/01/2038 |
|
|
2,865 |
|
|
|
3,233 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Texas — 0.9% |
|
|
|
|
Dallas County, Hospital District, Build America Project, Ser C, GO |
|
|
|
|
|
|
|
|
5.621%, 08/15/2044 |
|
$ |
2,250 |
|
|
$ |
3,035 |
|
Dallas Fort Worth, International Airport, Ser A, RB |
|
|
|
|
|
|
|
|
2.994%, 11/01/2038 |
|
|
4,095 |
|
|
|
4,186 |
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
325 |
|
|
|
410 |
|
Houston, GO |
|
|
|
|
|
|
|
|
3.961%, 03/01/2047 |
|
|
1,500 |
|
|
|
1,670 |
|
North Texas, Tollway Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
1,165 |
|
|
|
1,820 |
|
North Texas, Tollway Authority, RB |
|
|
|
|
|
|
|
|
Callable 01/01/2029 @ 100 |
|
|
|
|
|
|
|
|
3.079%, 01/01/2042 |
|
|
1,170 |
|
|
|
1,132 |
|
San Antonio, Electric & Gas Systems Revenue, RB |
|
|
|
|
|
|
|
|
5.808%, 02/01/2041 |
|
|
2,800 |
|
|
|
3,788 |
|
Texas State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.517%, 04/01/2039 |
|
|
3,825 |
|
|
|
5,171 |
|
University of Texas, Build America Bonds, RB |
|
|
|
|
|
|
|
|
5.262%, 07/01/2039 |
|
|
4,540 |
|
|
|
6,011 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,223 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
Virginia Commonwealth University, Health System Authority, Ser A, RB |
|
|
|
|
|
|
|
|
4.956%, 01/01/2044 |
|
|
475 |
|
|
|
599 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Washington — 0.1% |
|
|
|
|
Washington State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.140%, 08/01/2040 |
|
|
2,495 |
|
|
|
3,216 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $185,113) ($ Thousands) |
|
|
|
|
|
|
197,580 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 5.4% |
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
2.375%, 02/15/2042 |
|
|
51,015 |
|
|
|
52,091 |
|
2.250%, 02/15/2052 |
|
|
5,580 |
|
|
|
5,685 |
|
2.000%, 11/15/2041 |
|
|
23,700 |
|
|
|
22,689 |
|
2.000%, 08/15/2051 |
|
|
5,296 |
|
|
|
5,080 |
|
1.875%, 11/15/2051 |
|
|
39,405 |
|
|
|
36,764 |
|
1.750%, 08/15/2041 |
|
|
10,023 |
|
|
|
9,187 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
1.000%, 02/15/2049 |
|
|
2,291 |
|
|
|
2,998 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
1.875%, 02/15/2032 |
|
$ |
41,205 |
|
|
$ |
41,359 |
|
1.750%, 01/31/2029 |
|
|
1,320 |
|
|
|
1,313 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $173,905) ($ Thousands) |
|
|
177,166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.6% |
| |
|
|
|
|
|
|
|
|
Airport Authority |
|
|
|
|
|
|
|
|
3.500%, 01/12/2062(A) |
|
|
1,340 |
|
|
|
1,318 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 01/25/2050 |
|
|
3,790 |
|
|
|
3,447 |
|
3.100%, 05/07/2041 |
|
|
7,805 |
|
|
|
6,841 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
3.700%, 10/30/2049 |
|
|
1,530 |
|
|
|
1,445 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 01/17/2048 |
|
|
1,220 |
|
|
|
1,350 |
|
3.875%, 07/03/2050 |
|
|
3,210 |
|
|
|
3,409 |
|
3.375%, 01/15/2050 |
|
|
1,525 |
|
|
|
1,488 |
|
Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
285 |
|
|
|
293 |
|
4.750%, 03/08/2044 |
|
|
490 |
|
|
|
485 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $21,936) ($ Thousands) |
|
|
20,076 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITY — 0.1% |
Other Asset-Backed Security — 0.1% |
|
|
|
|
| |
|
|
|
|
American Tower Trust I, Ser 2013-13, Cl 2A |
|
|
|
|
|
|
|
|
3.070%, 03/15/2048 (A) |
|
|
2,774 |
|
|
|
2,780 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Security |
|
|
|
|
|
|
|
|
(Cost $2,707) ($ Thousands) |
|
|
|
|
|
|
2,780 |
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.5% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
16,785,046 |
|
|
|
16,785 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $16,785) ($ Thousands) |
|
|
|
|
|
|
16,785 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 101.8% |
|
|
|
|
|
|
|
|
(Cost $3,298,901) ($ Thousands) |
|
$ |
3,319,340 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Contracts |
|
|
Market Value
($ Thousands) |
|
PURCHASED SWAPTION (C)* — 0.0% |
Total Purchased Swaption |
|
|
|
|
|
|
|
|
(Cost $78) ($ Thousands) |
|
|
2,500,000 |
|
|
$ |
99 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the OTC swaption contracts held by the Fund at February 28, 2022, 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 |
|
|
$ |
99 |
|
The list of open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Notes |
|
|
176 |
|
|
|
Jul-2022 |
|
|
$ |
20,667 |
|
|
$ |
20,817 |
|
|
$ |
150 |
|
U.S. 10-Year Treasury Notes |
|
|
830 |
|
|
|
Jun-2022 |
|
|
|
105,080 |
|
|
|
105,772 |
|
|
|
692 |
|
U.S. Long Treasury Bond |
|
|
157 |
|
|
|
Jun-2022 |
|
|
|
24,206 |
|
|
|
24,600 |
|
|
|
394 |
|
U.S. Ultra Long Treasury Bond |
|
|
55 |
|
|
|
Jun-2022 |
|
|
|
10,098 |
|
|
|
10,227 |
|
|
|
129 |
|
Ultra 10-Year U.S. Treasury Notes |
|
|
218 |
|
|
|
Jun-2022 |
|
|
|
30,402 |
|
|
|
30,810 |
|
|
|
408 |
|
| |
|
|
|
|
|
|
|
|
|
|
190,453 |
|
|
|
192,226 |
|
|
|
1,773 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Notes |
|
|
(171 |
) |
|
|
Jul-2022 |
|
|
$ |
(36,729 |
) |
|
$ |
(36,804 |
) |
|
$ |
(75 |
) |
U.S. 5-Year Treasury Notes |
|
|
(146 |
) |
|
|
Jul-2022 |
|
|
|
(17,166 |
) |
|
|
(17,269 |
) |
|
|
(103 |
) |
U.S. Long Treasury Bond |
|
|
(60 |
) |
|
|
Jun-2022 |
|
|
|
(9,276 |
) |
|
|
(9,401 |
) |
|
|
(125 |
) |
U.S. Ultra Long Treasury Bond |
|
|
(219 |
) |
|
|
Jun-2022 |
|
|
|
(40,189 |
) |
|
|
(40,720 |
) |
|
|
(531 |
) |
Ultra 10-Year U.S. Treasury Notes |
|
|
(194 |
) |
|
|
Jun-2022 |
|
|
|
(27,143 |
) |
|
|
(27,418 |
) |
|
|
(275 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(130,503 |
) |
|
|
(131,612 |
) |
|
|
(1,109 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
59,950 |
|
|
$ |
60,614 |
|
|
$ |
664 |
|
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2022, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3 MONTH USD – LIBOR |
|
|
.0725 |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
6,330 |
|
|
$ |
(120 |
) |
|
$ |
– |
|
|
$ |
(120 |
) |
3 MONTH USD – LIBOR |
|
|
.0255 |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
12,660 |
|
|
|
(252 |
) |
|
|
– |
|
|
|
(252 |
) |
3 MONTH USD – LIBOR |
|
|
.0355% |
|
|
|
Semi-Annually |
|
|
|
07/24/2025 |
|
|
|
USD |
|
|
|
9,375 |
|
|
|
(185 |
) |
|
|
– |
|
|
|
(185 |
) |
FLOATING |
|
|
1.39% FIXED |
|
|
|
Semi-Annually |
|
|
|
09/28/2025 |
|
|
|
USD |
|
|
|
14,240 |
|
|
|
(179 |
) |
|
|
– |
|
|
|
(179 |
) |
3 MONTH USD LIBOR |
|
|
1.6875 |
|
|
|
Semi-Annually |
|
|
|
12/07/2025 |
|
|
|
USD |
|
|
|
13,725 |
|
|
|
(88 |
) |
|
|
– |
|
|
|
(88 |
) |
1.8075 |
|
|
3 MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
530 |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
1.7725% |
|
|
3M USD LIBOR |
|
|
|
Quarterly |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
1,060 |
|
|
|
57 |
|
|
|
– |
|
|
|
57 |
|
1.785% |
|
|
3 MONTH USD – LIBOR |
|
|
|
Quarterly |
|
|
|
07/24/2053 |
|
|
|
USD |
|
|
|
780 |
|
|
|
40 |
|
|
|
– |
|
|
|
40 |
|
1.87% FIXED |
|
|
FLOATING |
|
|
|
Quarterly |
|
|
|
09/28/2053 |
|
|
|
USD |
|
|
|
1,215 |
|
|
|
37 |
|
|
|
– |
|
|
|
37 |
|
1.7425 |
|
|
3 MONTH USD LIBOR |
|
|
|
Quarterly |
|
|
|
12/07/2053 |
|
|
|
USD |
|
|
|
1,150 |
|
|
|
68 |
|
|
|
– |
|
|
|
68 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(598 |
) |
|
$ |
– |
|
|
$ |
(598 |
) |
|
Percentages are based on Net Assets of $3,261,907 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
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 February 28, 2022, the value of these securities amounted to $275,483 ($ Thousands), representing 8.4% of the Net Assets of the Fund. |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Continued)
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Refer to table below for details on Swaption Contracts. |
Cl — Class |
DAC — Designated Activity Company |
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 |
PTY — Proprietary |
RB — Revenue Bond |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
TA — Tax Allocation |
USD — U.S. Dollar |
The following is a summary of the level of inputs used as of February 28, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
2,904,953 |
|
|
|
– |
|
|
|
2,904,953 |
|
Municipal Bonds |
|
|
– |
|
|
|
197,580 |
|
|
|
– |
|
|
|
197,580 |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
177,166 |
|
|
|
– |
|
|
|
177,166 |
|
Sovereign Debt |
|
|
– |
|
|
|
20,076 |
|
|
|
– |
|
|
|
20,076 |
|
Asset-Backed Security |
|
|
– |
|
|
|
2,780 |
|
|
|
– |
|
|
|
2,780 |
|
Cash Equivalent |
|
|
16,785 |
|
|
|
– |
|
|
|
– |
|
|
|
16,785 |
|
Total Investments in Securities |
|
|
16,785 |
|
|
|
3,302,555 |
|
|
|
– |
|
|
|
3,319,340 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Purchased Swaption |
|
|
— |
|
|
|
99 |
|
|
|
— |
|
|
|
99 |
|
Futures Contracts * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
1,773 |
|
|
|
— |
|
|
|
— |
|
|
|
1,773 |
|
Unrealized Depreciation |
|
|
(1,109 |
) |
|
|
— |
|
|
|
— |
|
|
|
(1,109 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps * |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
— |
|
|
|
226 |
|
|
|
— |
|
|
|
226 |
|
Unrealized Depreciation |
|
|
— |
|
|
|
(824 |
) |
|
|
— |
|
|
|
(824 |
) |
Total Other Financial Instruments |
|
|
664 |
|
|
|
(499 |
) |
|
|
— |
|
|
|
165 |
|
|
*
|
Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Long Duration Credit Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 28, 2022 ($ Thousands):
Security Description |
|
Value
5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain/ (Loss) |
|
|
Change in Unrealized Appreciation/(Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
60,077 |
|
|
$ |
1,266,489 |
|
|
$ |
(1,309,781 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
16,785 |
|
|
|
16,785,046 |
|
|
$ |
3 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 38.8% |
Communication Services — 1.7% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
9.150%, 02/01/2023 |
|
$ |
1,200 |
|
|
$ |
1,283 |
|
0.690%, SOFRINDX + 0.640%, 03/25/2024 (A) |
|
|
3,400 |
|
|
|
3,401 |
|
NTT Finance |
|
|
|
|
|
|
|
|
0.373%, 03/03/2023 (B) |
|
|
3,675 |
|
|
|
3,636 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
0.839%, SOFRINDX + 0.790%, 03/20/2026 (A) |
|
|
1,200 |
|
|
|
1,208 |
|
0.549%, SOFRINDX + 0.500%, 03/22/2024 (A) |
|
|
1,200 |
|
|
|
1,203 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,731 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 4.6% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
0.625%, 02/10/2023 (B) |
|
|
5,690 |
|
|
|
5,644 |
|
American Honda Finance MTN |
|
|
|
|
|
|
|
|
0.875%, 07/07/2023 |
|
|
550 |
|
|
|
545 |
|
Daimler Finance North America LLC |
|
|
|
|
|
|
|
|
2.550%, 08/15/2022 (B) |
|
|
3,650 |
|
|
|
3,672 |
|
Daimler Trucks Finance North America LLC |
|
|
|
|
|
|
|
|
0.799%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B) |
|
|
1,125 |
|
|
|
1,126 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
1.490%, ICE LIBOR USD 3 Month + 1.270%, 03/28/2022 (A) |
|
|
750 |
|
|
|
750 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
4.250%, 05/15/2023 |
|
|
800 |
|
|
|
823 |
|
3.450%, 04/10/2022 |
|
|
1,450 |
|
|
|
1,453 |
|
0.809%, U.S. SOFR + 0.760%, 03/08/2024 (A) |
|
|
1,000 |
|
|
|
1,002 |
|
0.669%, U.S. SOFR + 0.620%, 10/15/2024 (A) |
|
|
4,825 |
|
|
|
4,809 |
|
Howard University |
|
|
|
|
|
|
|
|
2.801%, 10/01/2023 |
|
|
575 |
|
|
|
576 |
|
Hyatt Hotels |
|
|
|
|
|
|
|
|
1.300%, 10/01/2023 |
|
|
340 |
|
|
|
335 |
|
1.099%, SOFRINDX + 1.050%, 10/01/2023 (A) |
|
|
1,150 |
|
|
|
1,152 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
0.800%, 04/03/2023 (B) |
|
|
1,445 |
|
|
|
1,424 |
|
Lennar |
|
|
|
|
|
|
|
|
4.750%, 11/15/2022 |
|
|
1,245 |
|
|
|
1,263 |
|
Nordstrom |
|
|
|
|
|
|
|
|
2.300%, 04/08/2024 |
|
|
530 |
|
|
|
510 |
|
Starbucks |
|
|
|
|
|
|
|
|
3.100%, 03/01/2023 |
|
|
1,150 |
|
|
|
1,168 |
|
0.470%, SOFRINDX + 0.420%, 02/14/2024 (A) |
|
|
645 |
|
|
|
646 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
2.700%, 09/26/2022 (B) |
|
$ |
1,125 |
|
|
$ |
1,132 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,030 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 1.7% |
|
|
|
|
Bunge Finance |
|
|
|
|
|
|
|
|
3.000%, 09/25/2022 |
|
|
1,000 |
|
|
|
1,008 |
|
Cargill |
|
|
|
|
|
|
|
|
1.375%, 07/23/2023 (B) |
|
|
475 |
|
|
|
473 |
|
Coca-Cola Europacific Partners |
|
|
|
|
|
|
|
|
0.500%, 05/05/2023 (B) |
|
|
2,400 |
|
|
|
2,362 |
|
Conagra Brands |
|
|
|
|
|
|
|
|
3.250%, 09/15/2022 |
|
|
996 |
|
|
|
1,004 |
|
0.500%, 08/11/2023 |
|
|
675 |
|
|
|
662 |
|
JDE Peet's |
|
|
|
|
|
|
|
|
0.800%, 09/24/2024 (B) |
|
|
1,000 |
|
|
|
958 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
0.750%, 03/15/2024 |
|
|
3,570 |
|
|
|
3,481 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,948 |
|
| |
|
|
|
|
|
|
|
|
Energy — 1.9% |
|
|
|
|
ConocoPhillips |
|
|
|
|
|
|
|
|
2.125%, 03/08/2024 |
|
|
775 |
|
|
|
775 |
|
Enbridge |
|
|
|
|
|
|
|
|
0.680%, SOFRINDX + 0.630%, 02/16/2024 (A) |
|
|
1,400 |
|
|
|
1,404 |
|
0.450%, U.S. SOFR + 0.400%, 02/17/2023 (A) |
|
|
1,885 |
|
|
|
1,883 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
3.700%, 04/06/2023 |
|
|
455 |
|
|
|
465 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
0.550%, 05/15/2023 |
|
|
1,635 |
|
|
|
1,614 |
|
Regency Energy Partners |
|
|
|
|
|
|
|
|
5.000%, 10/01/2022 |
|
|
1,315 |
|
|
|
1,331 |
|
Saudi Arabian Oil |
|
|
|
|
|
|
|
|
1.250%, 11/24/2023 (B) |
|
|
200 |
|
|
|
197 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
2.750%, 04/16/2022 (B) |
|
|
3,525 |
|
|
|
3,534 |
|
Southern Natural Gas LLC |
|
|
|
|
|
|
|
|
0.625%, 04/28/2023 (B) |
|
|
695 |
|
|
|
684 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,887 |
|
| |
|
|
|
|
|
|
|
|
Financials — 17.4% |
|
|
|
|
AIG Global Funding |
|
|
|
|
|
|
|
|
0.800%, 07/07/2023 (B) |
|
|
570 |
|
|
|
563 |
|
American Express |
|
|
|
|
|
|
|
|
0.750%, 11/03/2023 |
|
|
3,105 |
|
|
|
3,053 |
|
Aon |
|
|
|
|
|
|
|
|
2.200%, 11/15/2022 |
|
|
55 |
|
|
|
55 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
0.764%, U.S. SOFR + 0.715%, 01/07/2025 (A)(B) |
|
|
800 |
|
|
|
800 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
0.750%, U.S. SOFR + 0.700%, 05/24/2024 (A)(B) |
|
$ |
1,820 |
|
|
$ |
1,822 |
|
Bank of America |
|
|
|
|
|
|
|
|
0.740%, U.S. SOFR + 0.690%, 04/22/2025 (A) |
|
|
1,600 |
|
|
|
1,604 |
|
0.710%, U.S. SOFR + 0.660%, 02/04/2025 (A) |
|
|
950 |
|
|
|
951 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
1.486%, U.S. SOFR + 1.460%, 05/19/2024 (A) |
|
|
475 |
|
|
|
472 |
|
0.909%, BSBY3M + 0.430%, 05/28/2024 (A) |
|
|
1,350 |
|
|
|
1,350 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
0.729%, SOFRINDX + 0.680%, 03/10/2023 (A) |
|
|
1,000 |
|
|
|
1,003 |
|
0.669%, SOFRINDX + 0.620%, 09/15/2026 (A) |
|
|
1,350 |
|
|
|
1,347 |
|
0.515%, U.S. SOFR + 0.465%, 01/10/2025 (A) |
|
|
800 |
|
|
|
801 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
1.950%, 02/01/2023 |
|
|
2,720 |
|
|
|
2,728 |
|
0.599%, SOFRINDX + 0.550%, 09/15/2023 (A) |
|
|
2,925 |
|
|
|
2,931 |
|
0.430%, U.S. SOFR + 0.380%, 07/31/2024 (A) |
|
|
1,375 |
|
|
|
1,373 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
0.809%, U.S. SOFR + 0.760%, 04/12/2024 (A)(B) |
|
|
1,080 |
|
|
|
1,084 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
0.470%, U.S. SOFR + 0.420%, 10/18/2024 (A) |
|
|
825 |
|
|
|
825 |
|
0.449%, SOFRINDX + 0.400%, 12/14/2023 (A) |
|
|
3,115 |
|
|
|
3,117 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
0.740%, U.S. SOFR + 0.690%, 12/06/2024 (A) |
|
|
800 |
|
|
|
800 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
0.549%, SOFRINDX + 0.500%, 03/18/2024 (A) |
|
|
1,000 |
|
|
|
1,001 |
|
Citigroup |
|
|
|
|
|
|
|
|
0.744%, U.S. SOFR + 0.694%, 01/25/2026 (A) |
|
|
650 |
|
|
|
651 |
|
0.719%, U.S. SOFR + 0.669%, 05/01/2025 (A) |
|
|
800 |
|
|
|
801 |
|
CNA Financial |
|
|
|
|
|
|
|
|
7.250%, 11/15/2023 |
|
|
500 |
|
|
|
541 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
0.569%, U.S. SOFR + 0.520%, 06/15/2026 (A)(B) |
|
|
850 |
|
|
|
852 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
0.520%, 08/09/2023 |
|
|
1,375 |
|
|
|
1,349 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
0.440%, SOFRINDX + 0.390%, 02/02/2024 (A) |
|
$ |
4,455 |
|
|
$ |
4,450 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
1.269%, U.S. SOFR + 1.219%, 11/16/2027 (A) |
|
|
1,100 |
|
|
|
1,087 |
|
0.550%, U.S. SOFR + 0.500%, 11/08/2023 (A) |
|
|
1,150 |
|
|
|
1,148 |
|
Discover Bank |
|
|
|
|
|
|
|
|
3.350%, 02/06/2023 |
|
|
3,080 |
|
|
|
3,121 |
|
Fifth Third Bank MTN |
|
|
|
|
|
|
|
|
1.800%, 01/30/2023 |
|
|
250 |
|
|
|
251 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
0.549%, U.S. SOFR + 0.500%, 09/13/2024 (A)(B) |
|
|
3,525 |
|
|
|
3,520 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
3.200%, 02/23/2023 |
|
|
2,315 |
|
|
|
2,343 |
|
0.750%, U.S. SOFR + 0.700%, 01/24/2025 (A) |
|
|
800 |
|
|
|
801 |
|
0.669%, U.S. SOFR + 0.620%, 12/06/2023 (A) |
|
|
4,165 |
|
|
|
4,170 |
|
0.627%, U.S. SOFR + 0.538%, 11/17/2023 (A) |
|
|
895 |
|
|
|
888 |
|
0.549%, U.S. SOFR + 0.500%, 09/10/2024 (A) |
|
|
550 |
|
|
|
547 |
|
HSBC Bank Canada |
|
|
|
|
|
|
|
|
0.950%, 05/14/2023 (B) |
|
|
2,000 |
|
|
|
1,990 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
0.630%, U.S. SOFR + 0.580%, 11/22/2024 (A) |
|
|
825 |
|
|
|
826 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
2.350%, 09/15/2022 |
|
|
1,100 |
|
|
|
1,107 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
1.125%, 11/22/2023 (B) |
|
|
825 |
|
|
|
812 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
0.934%, U.S. SOFR + 0.885%, 04/22/2027 (A) |
|
|
1,600 |
|
|
|
1,606 |
|
0.629%, U.S. SOFR + 0.580%, 03/16/2024 (A) |
|
|
4,210 |
|
|
|
4,217 |
|
0.585%, U.S. SOFR + 0.535%, 06/01/2025 (A) |
|
|
925 |
|
|
|
921 |
|
Macquarie Bank MTN |
|
|
|
|
|
|
|
|
0.441%, 12/16/2022 (B) |
|
|
675 |
|
|
|
671 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
0.759%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B) |
|
|
825 |
|
|
|
826 |
|
MassMutual Global Funding II MTN |
|
|
|
|
|
|
|
|
0.850%, 06/09/2023 (B) |
|
|
874 |
|
|
|
866 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
0.900%, 06/08/2023 (B) |
|
|
575 |
|
|
|
570 |
|
Mizuho Financial Group |
|
|
|
|
|
|
|
|
1.128%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (A) |
|
|
1,200 |
|
|
|
1,203 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Moody's |
|
|
|
|
|
|
|
|
2.625%, 01/15/2023 |
|
$ |
2,600 |
|
|
$ |
2,623 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.731%, U.S. SOFR + 0.616%, 04/05/2024 (A) |
|
|
600 |
|
|
|
592 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
4.875%, 11/01/2022 |
|
|
1,450 |
|
|
|
1,483 |
|
3.750%, 02/25/2023 |
|
|
3,820 |
|
|
|
3,893 |
|
2.750%, 05/19/2022 |
|
|
2,055 |
|
|
|
2,063 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
0.900%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.770%, 08/15/2023 (A) |
|
|
850 |
|
|
|
847 |
|
0.750%, 08/06/2024 |
|
|
675 |
|
|
|
653 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
2.000%, 01/27/2023 (B) |
|
|
600 |
|
|
|
602 |
|
0.550%, 01/22/2024 (B) |
|
|
750 |
|
|
|
729 |
|
Natwest Group |
|
|
|
|
|
|
|
|
6.000%, 12/19/2023 |
|
|
925 |
|
|
|
981 |
|
NatWest Markets |
|
|
|
|
|
|
|
|
0.580%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B) |
|
|
1,265 |
|
|
|
1,266 |
|
Nordea Bank ABP |
|
|
|
|
|
|
|
|
1.000%, 06/09/2023 (B) |
|
|
875 |
|
|
|
868 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
0.500%, 09/23/2023 (B) |
|
|
735 |
|
|
|
719 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
0.499%, U.S. SOFR + 0.450%, 04/12/2024 (A)(B) |
|
|
430 |
|
|
|
431 |
|
0.430%, U.S. SOFR + 0.380%, 08/23/2024 (A)(B) |
|
|
1,300 |
|
|
|
1,296 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.082%, 06/09/2023 (B) |
|
|
610 |
|
|
|
606 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
1.900%, 09/23/2022 (B) |
|
|
3,375 |
|
|
|
3,392 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
3.400%, 01/18/2023 |
|
|
675 |
|
|
|
685 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
0.550%, 09/01/2023 (B) |
|
|
425 |
|
|
|
417 |
|
Societe Generale |
|
|
|
|
|
|
|
|
1.100%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B) |
|
|
800 |
|
|
|
802 |
|
State Street |
|
|
|
|
|
|
|
|
2.825%, U.S. SOFR + 2.690%, 03/30/2023 (A) |
|
|
1,365 |
|
|
|
1,366 |
|
Sumitomo Mitsui Trust Bank MTN |
|
|
|
|
|
|
|
|
0.489%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B) |
|
|
1,000 |
|
|
|
998 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
2.100%, 07/15/2022 (B) |
|
|
1,495 |
|
|
|
1,502 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
0.639%, U.S. SOFR + 0.590%, 09/10/2026 (A) |
|
$ |
850 |
|
|
$ |
852 |
|
0.530%, U.S. SOFR + 0.480%, 01/27/2023 (A) |
|
|
1,344 |
|
|
|
1,347 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
0.449%, U.S. SOFR + 0.400%, 06/09/2025 (A) |
|
|
900 |
|
|
|
897 |
|
UBS |
|
|
|
|
|
|
|
|
0.519%, U.S. SOFR + 0.470%, 01/13/2025 (A)(B) |
|
|
2,340 |
|
|
|
2,339 |
|
0.370%, U.S. SOFR + 0.320%, 06/01/2023 (A)(B) |
|
|
2,225 |
|
|
|
2,226 |
|
UBS AG/London |
|
|
|
|
|
|
|
|
0.700%, 08/09/2024 (B) |
|
|
850 |
|
|
|
822 |
|
USAA Capital |
|
|
|
|
|
|
|
|
1.500%, 05/01/2023 (B) |
|
|
890 |
|
|
|
889 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
108,001 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 2.4% |
|
|
|
|
AmerisourceBergen |
|
|
|
|
|
|
|
|
0.737%, 03/15/2023 |
|
|
1,100 |
|
|
|
1,091 |
|
Anthem |
|
|
|
|
|
|
|
|
2.950%, 12/01/2022 |
|
|
925 |
|
|
|
936 |
|
AstraZeneca |
|
|
|
|
|
|
|
|
0.300%, 05/26/2023 |
|
|
1,475 |
|
|
|
1,454 |
|
Baxter International |
|
|
|
|
|
|
|
|
0.490%, SOFRINDX + 0.440%, 11/29/2024 (A)(B) |
|
|
825 |
|
|
|
823 |
|
Cigna |
|
|
|
|
|
|
|
|
3.050%, 11/30/2022 |
|
|
350 |
|
|
|
354 |
|
0.613%, 03/15/2024 |
|
|
570 |
|
|
|
555 |
|
Humana |
|
|
|
|
|
|
|
|
0.650%, 08/03/2023 |
|
|
3,160 |
|
|
|
3,111 |
|
Illumina |
|
|
|
|
|
|
|
|
0.550%, 03/23/2023 |
|
|
1,000 |
|
|
|
991 |
|
PerkinElmer |
|
|
|
|
|
|
|
|
0.550%, 09/15/2023 |
|
|
1,250 |
|
|
|
1,229 |
|
Royalty Pharma PLC |
|
|
|
|
|
|
|
|
0.750%, 09/02/2023 |
|
|
1,450 |
|
|
|
1,423 |
|
Stryker |
|
|
|
|
|
|
|
|
0.600%, 12/01/2023 |
|
|
410 |
|
|
|
400 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
0.579%, U.S. SOFR + 0.530%, 10/18/2024 (A) |
|
|
3,010 |
|
|
|
3,012 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,379 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.5% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
0.729%, U.S. SOFR + 0.680%, 09/29/2023 (A) |
|
|
1,325 |
|
|
|
1,322 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Air Lease MTN |
|
|
|
|
|
|
|
|
0.553%, ICE LIBOR USD 3 Month + 0.350%, 12/15/2022 (A) |
|
$ |
1,200 |
|
|
$ |
1,199 |
|
Boeing |
|
|
|
|
|
|
|
|
2.700%, 05/01/2022 |
|
|
725 |
|
|
|
727 |
|
1.167%, 02/04/2023 |
|
|
1,100 |
|
|
|
1,096 |
|
Carlisle |
|
|
|
|
|
|
|
|
0.550%, 09/01/2023 |
|
|
300 |
|
|
|
294 |
|
DAE Funding LLC MTN |
|
|
|
|
|
|
|
|
1.550%, 08/01/2024 (B) |
|
|
965 |
|
|
|
926 |
|
PACCAR Financial MTN |
|
|
|
|
|
|
|
|
0.800%, 06/08/2023 |
|
|
320 |
|
|
|
317 |
|
Penske Truck Leasing Lp |
|
|
|
|
|
|
|
|
4.875%, 07/11/2022 (B) |
|
|
2,350 |
|
|
|
2,380 |
|
TTX MTN |
|
|
|
|
|
|
|
|
3.050%, 11/15/2022 (B) |
|
|
700 |
|
|
|
707 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,968 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.0% |
|
|
|
|
Analog Devices |
|
|
|
|
|
|
|
|
0.300%, U.S. SOFR + 0.250%, 10/01/2024 (A) |
|
|
590 |
|
|
|
590 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
0.375%, 03/01/2023 |
|
|
950 |
|
|
|
938 |
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
4.450%, 10/02/2023 |
|
|
675 |
|
|
|
700 |
|
Microchip Technology |
|
|
|
|
|
|
|
|
0.972%, 02/15/2024 |
|
|
610 |
|
|
|
595 |
|
NXP BV |
|
|
|
|
|
|
|
|
4.625%, 06/01/2023 (B) |
|
|
650 |
|
|
|
670 |
|
Qorvo |
|
|
|
|
|
|
|
|
1.750%, 12/15/2024 (B) |
|
|
635 |
|
|
|
615 |
|
salesforce.com |
|
|
|
|
|
|
|
|
0.625%, 07/15/2024 |
|
|
2,740 |
|
|
|
2,664 |
|
Skyworks Solutions |
|
|
|
|
|
|
|
|
0.900%, 06/01/2023 |
|
|
1,610 |
|
|
|
1,588 |
|
SYNNEX |
|
|
|
|
|
|
|
|
1.250%, 08/09/2024 (B) |
|
|
1,375 |
|
|
|
1,334 |
|
VMware |
|
|
|
|
|
|
|
|
1.000%, 08/15/2024 |
|
|
2,210 |
|
|
|
2,146 |
|
0.600%, 08/15/2023 |
|
|
830 |
|
|
|
815 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,655 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.1% |
|
|
|
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
0.697%, 09/15/2022 (B) |
|
|
380 |
|
|
|
379 |
|
Martin Marietta Materials |
|
|
|
|
|
|
|
|
0.650%, 07/15/2023 |
|
|
495 |
|
|
|
487 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
866 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sovereign — 0.9% |
|
|
|
|
European Investment Bank |
|
|
|
|
|
|
|
|
0.339%, U.S. SOFR + 0.290%, 06/10/2022 (A)(B) |
|
$ |
3,295 |
|
|
$ |
3,297 |
|
Inter-American Development Bank |
|
|
|
|
|
|
|
|
0.309%, U.S. SOFR + 0.260%, 09/16/2022 (A) |
|
|
2,145 |
|
|
|
2,147 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,444 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 4.6% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
0.797%, ICE LIBOR USD 3 Month + 0.480%, 11/01/2023 (A) |
|
|
1,430 |
|
|
|
1,429 |
|
Atmos Energy |
|
|
|
|
|
|
|
|
0.625%, 03/09/2023 |
|
|
1,000 |
|
|
|
989 |
|
CenterPoint Energy |
|
|
|
|
|
|
|
|
0.700%, SOFRINDX + 0.650%, 05/13/2024 (A) |
|
|
625 |
|
|
|
625 |
|
CenterPoint Energy Resources |
|
|
|
|
|
|
|
|
1.004%, ICE LIBOR USD 3 Month + 0.500%, 03/02/2023 (A) |
|
|
876 |
|
|
|
876 |
|
0.700%, 03/02/2023 |
|
|
2,710 |
|
|
|
2,682 |
|
Cleco Power LLC |
|
|
|
|
|
|
|
|
0.703%, ICE LIBOR USD 3 Month + 0.500%, 06/15/2023 (A)(B) |
|
|
1,350 |
|
|
|
1,349 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
2.450%, 01/15/2023 (B) |
|
|
800 |
|
|
|
804 |
|
0.733%, ICE LIBOR USD 3 Month + 0.530%, 09/15/2023 (A) |
|
|
1,726 |
|
|
|
1,726 |
|
DTE Energy |
|
|
|
|
|
|
|
|
0.550%, 11/01/2022 |
|
|
875 |
|
|
|
870 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
0.350%, U.S. SOFR + 0.300%, 06/28/2024 (A) |
|
|
740 |
|
|
|
733 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
0.590%, SOFRINDX + 0.540%, 03/01/2023 (A) |
|
|
1,715 |
|
|
|
1,719 |
|
0.450%, U.S. SOFR + 0.400%, 11/03/2023 (A) |
|
|
1,325 |
|
|
|
1,325 |
|
OGE Energy |
|
|
|
|
|
|
|
|
0.703%, 05/26/2023 |
|
|
540 |
|
|
|
532 |
|
ONE Gas |
|
|
|
|
|
|
|
|
0.811%, ICE LIBOR USD 3 Month + 0.610%, 03/11/2023 (A) |
|
|
698 |
|
|
|
698 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
3.250%, 02/16/2024 |
|
|
625 |
|
|
|
629 |
|
1.700%, 11/15/2023 |
|
|
525 |
|
|
|
516 |
|
1.200%, SOFRINDX + 1.150%, 11/14/2022 (A) |
|
|
750 |
|
|
|
750 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
0.470%, ICE LIBOR USD 3 Month + 0.250%, 09/28/2023 (A) |
|
|
1,235 |
|
|
|
1,232 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
0.841%, 11/08/2023 |
|
$ |
3,815 |
|
|
$ |
3,764 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
0.879%, U.S. SOFR + 0.830%, 04/01/2024 (A) |
|
|
1,690 |
|
|
|
1,693 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
0.548%, ICE LIBOR USD 3 Month + 0.350%, 09/14/2023 (A) |
|
|
1,795 |
|
|
|
1,791 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
3.450%, 09/01/2022 |
|
|
1,600 |
|
|
|
1,609 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,341 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $241,612) ($ Thousands) |
|
|
|
|
|
|
240,250 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 29.4% |
Automotive — 15.1% |
|
|
|
|
| |
|
|
|
|
American Credit Acceptance Receivables Trust, Ser 2018-2, Cl D |
|
|
|
|
|
|
|
|
4.070%, 07/10/2024 (B) |
|
|
205 |
|
|
|
207 |
|
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.610%, 03/13/2025 (B) |
|
|
3,195 |
|
|
|
3,190 |
|
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.680%, 05/13/2025 (B) |
|
|
400 |
|
|
|
398 |
|
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.330%, 06/13/2025 (B) |
|
|
199 |
|
|
|
198 |
|
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 02/13/2026 (B) |
|
|
590 |
|
|
|
583 |
|
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A |
|
|
|
|
|
|
|
|
0.450%, 09/15/2025 (B) |
|
|
1,244 |
|
|
|
1,238 |
|
American Credit Acceptance Receivables Trust, Ser 2022-1, Cl A |
|
|
|
|
|
|
|
|
0.990%, 12/15/2025 (B) |
|
|
1,435 |
|
|
|
1,431 |
|
Americredit Automobile Receivables Trust, Ser 2018-1, Cl C |
|
|
|
|
|
|
|
|
3.500%, 01/18/2024 |
|
|
325 |
|
|
|
327 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
2,145 |
|
|
|
2,130 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2 |
|
|
|
|
|
|
|
|
0.420%, 03/18/2024 |
|
|
399 |
|
|
|
399 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C |
|
|
|
|
|
|
|
|
1.060%, 08/18/2026 |
|
|
1,225 |
|
|
|
1,208 |
|
| |
|
|
|
|
|
|
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 (B) |
|
$ |
321 |
|
|
$ |
322 |
|
ARI Fleet Lease Trust, Ser 2020-A, Cl A3 |
|
|
|
|
|
|
|
|
1.800%, 08/15/2028 (B) |
|
|
250 |
|
|
|
251 |
|
ARI Fleet Lease Trust, Ser 2021-A, Cl A2 |
|
|
|
|
|
|
|
|
0.370%, 03/15/2030 (B) |
|
|
300 |
|
|
|
297 |
|
Avid Automobile Receivables Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.610%, 01/15/2025 (B) |
|
|
301 |
|
|
|
300 |
|
Capital One Prime Auto Receivables Trust, Ser 2020-1, Cl A3 |
|
|
|
|
|
|
|
|
1.600%, 11/15/2024 |
|
|
501 |
|
|
|
502 |
|
CarMax Auto Owner Trust, Ser 2019-1, Cl A3 |
|
|
|
|
|
|
|
|
3.050%, 03/15/2024 |
|
|
618 |
|
|
|
622 |
|
CarMax Auto Owner Trust, Ser 2019-3, Cl A3 |
|
|
|
|
|
|
|
|
2.180%, 08/15/2024 |
|
|
547 |
|
|
|
550 |
|
Carmax Auto Owner Trust, Ser 2019-3, Cl C |
|
|
|
|
|
|
|
|
2.600%, 06/16/2025 |
|
|
675 |
|
|
|
682 |
|
Carmax Auto Owner Trust, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.340%, 12/15/2025 |
|
|
1,585 |
|
|
|
1,553 |
|
Carmax Auto Owner Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.520%, 02/17/2026 |
|
|
1,070 |
|
|
|
1,045 |
|
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
|
1,153 |
|
|
|
1,133 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1 |
|
|
|
|
|
|
|
|
0.320%, 03/10/2028 |
|
|
81 |
|
|
|
81 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
495 |
|
|
|
489 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
1,725 |
|
|
|
1,706 |
|
Carvana Auto Receivables Trust, Ser 2021-N4, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 09/11/2028 |
|
|
852 |
|
|
|
845 |
|
Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2 |
|
|
|
|
|
|
|
|
0.380%, 01/10/2025 |
|
|
669 |
|
|
|
663 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (B) |
|
|
1,254 |
|
|
|
1,239 |
|
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1 |
|
|
|
|
|
|
|
|
3.390%, 01/15/2031 (B) |
|
|
154 |
|
|
|
156 |
|
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.950%, 09/15/2031 (B) |
|
|
469 |
|
|
|
471 |
|
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.421%, ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)(B) |
|
|
498 |
|
|
|
494 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CPS Auto Receivables Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.350%, 01/16/2024 (B) |
|
$ |
98 |
|
|
$ |
98 |
|
CPS Auto Receivables Trust, Ser 2021-A, Cl B |
|
|
|
|
|
|
|
|
0.610%, 02/18/2025 (B) |
|
|
895 |
|
|
|
894 |
|
CPS Auto Receivables Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
0.370%, 03/17/2025 (B) |
|
|
285 |
|
|
|
285 |
|
CPS Auto Receivables Trust, Ser 2021-B, Cl B |
|
|
|
|
|
|
|
|
0.810%, 12/15/2025 (B) |
|
|
1,100 |
|
|
|
1,089 |
|
CPS Auto Receivables Trust, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
0.840%, 07/15/2025 (B) |
|
|
1,900 |
|
|
|
1,877 |
|
CPS Auto Receivables Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
0.980%, 04/16/2029 (B) |
|
|
2,431 |
|
|
|
2,421 |
|
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.380%, 11/15/2028 (B) |
|
|
2,347 |
|
|
|
2,355 |
|
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.010%, 02/15/2029 (B) |
|
|
885 |
|
|
|
887 |
|
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
1.000%, 05/15/2030 (B) |
|
|
570 |
|
|
|
556 |
|
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.456%, ICE LIBOR USD 1 Month + 0.330%, 12/11/2034 (A)(B) |
|
|
1,200 |
|
|
|
1,198 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.560%, 12/11/2034 (B) |
|
|
1,579 |
|
|
|
1,554 |
|
Drive Auto Receivables Trust, Ser 2018-2, Cl D |
|
|
|
|
|
|
|
|
4.140%, 08/15/2024 |
|
|
204 |
|
|
|
206 |
|
Drive Auto Receivables Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.650%, 07/15/2025 |
|
|
805 |
|
|
|
803 |
|
DT Auto Owner Trust, Ser 2019-2A, Cl C |
|
|
|
|
|
|
|
|
3.180%, 02/18/2025 (B) |
|
|
385 |
|
|
|
387 |
|
DT Auto Owner Trust, Ser 2020-2A, Cl A |
|
|
|
|
|
|
|
|
1.140%, 01/16/2024 (B) |
|
|
23 |
|
|
|
23 |
|
DT Auto Owner Trust, Ser 2020-2A, Cl B |
|
|
|
|
|
|
|
|
2.080%, 03/16/2026 (B) |
|
|
1,501 |
|
|
|
1,506 |
|
DT Auto Owner Trust, Ser 2020-3A, Cl A |
|
|
|
|
|
|
|
|
0.540%, 04/15/2024 (B) |
|
|
218 |
|
|
|
218 |
|
DT Auto Owner Trust, Ser 2020-3A, Cl B |
|
|
|
|
|
|
|
|
0.910%, 12/16/2024 (B) |
|
|
1,615 |
|
|
|
1,612 |
|
DT Auto Owner Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.350%, 01/15/2025 (B) |
|
|
745 |
|
|
|
743 |
|
DT Auto Owner Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.620%, 09/15/2025 (B) |
|
|
580 |
|
|
|
575 |
|
| |
|
|
|
|
|
|
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 (B) |
|
$ |
530 |
|
|
$ |
524 |
|
DT Auto Owner Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
0.330%, 04/15/2025 (B) |
|
|
922 |
|
|
|
915 |
|
DT Auto Owner Trust, Ser 2021-4A, Cl A |
|
|
|
|
|
|
|
|
0.560%, 09/15/2025 (B) |
|
|
2,055 |
|
|
|
2,045 |
|
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2 |
|
|
|
|
|
|
|
|
2.980%, 10/20/2024 (B) |
|
|
67 |
|
|
|
67 |
|
Enterprise Fleet Financing LLC, Ser 2019-2, Cl A2 |
|
|
|
|
|
|
|
|
2.290%, 02/20/2025 (B) |
|
|
223 |
|
|
|
223 |
|
Enterprise Fleet Financing LLC, Ser 2019-3, Cl A2 |
|
|
|
|
|
|
|
|
2.060%, 05/20/2025 (B) |
|
|
572 |
|
|
|
575 |
|
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2 |
|
|
|
|
|
|
|
|
1.780%, 12/22/2025 (B) |
|
|
2,331 |
|
|
|
2,338 |
|
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.480%, 05/20/2027 (B) |
|
|
515 |
|
|
|
504 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.440%, 12/21/2026 (B) |
|
|
1,936 |
|
|
|
1,909 |
|
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D |
|
|
|
|
|
|
|
|
4.350%, 06/17/2024 (B) |
|
|
385 |
|
|
|
389 |
|
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.500%, 02/18/2025 |
|
|
1,585 |
|
|
|
1,582 |
|
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.570%, 09/15/2025 |
|
|
1,275 |
|
|
|
1,266 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (B) |
|
|
453 |
|
|
|
446 |
|
First Investors Auto Owner Trust, Ser 2019-2A, Cl A |
|
|
|
|
|
|
|
|
2.210%, 09/16/2024 (B) |
|
|
11 |
|
|
|
11 |
|
First Investors Auto Owner Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.450%, 03/16/2026 (B) |
|
|
1,257 |
|
|
|
1,251 |
|
First Investors Auto Owner Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
2.030%, 01/15/2027 (B) |
|
|
3,600 |
|
|
|
3,597 |
|
Flagship Credit Auto Trust, Ser 2019-3, Cl C |
|
|
|
|
|
|
|
|
2.740%, 10/15/2025 (B) |
|
|
1,000 |
|
|
|
1,008 |
|
Flagship Credit Auto Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
1.900%, 08/15/2024 (B) |
|
|
86 |
|
|
|
86 |
|
Flagship Credit Auto Trust, Ser 2020-3, Cl A |
|
|
|
|
|
|
|
|
0.700%, 04/15/2025 (B) |
|
|
90 |
|
|
|
90 |
|
Flagship Credit Auto Trust, Ser 2020-4, Cl A |
|
|
|
|
|
|
|
|
0.530%, 04/15/2025 (B) |
|
|
511 |
|
|
|
510 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Flagship Credit Auto Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.310%, 06/16/2025 (B) |
|
$ |
576 |
|
|
$ |
573 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.930%, 06/15/2027 (B) |
|
|
755 |
|
|
|
736 |
|
Flagship Credit Auto Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.360%, 07/15/2027 (B) |
|
|
577 |
|
|
|
569 |
|
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A |
|
|
|
|
|
|
|
|
2.360%, 03/15/2029 (B) |
|
|
322 |
|
|
|
324 |
|
Foursight Capital Automobile Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.400%, 08/15/2024 (B) |
|
|
365 |
|
|
|
364 |
|
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.400%, 04/15/2025 (B) |
|
|
434 |
|
|
|
432 |
|
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.810%, 05/15/2026 (B) |
|
|
265 |
|
|
|
259 |
|
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2 |
|
|
|
|
|
|
|
|
1.150%, 09/15/2025 (B) |
|
|
245 |
|
|
|
244 |
|
GLS Auto Receivables Issuer Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.170%, 02/15/2024 (B) |
|
|
11 |
|
|
|
11 |
|
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.820%, 04/15/2025 (B) |
|
|
1,235 |
|
|
|
1,230 |
|
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
0.420%, 01/15/2025 (B) |
|
|
601 |
|
|
|
599 |
|
GLS Auto Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.770%, 09/15/2025 (B) |
|
|
865 |
|
|
|
854 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2018-4, Cl A3 |
|
|
|
|
|
|
|
|
3.210%, 10/16/2023 |
|
|
88 |
|
|
|
88 |
|
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B |
|
|
|
|
|
|
|
|
0.991%, 01/25/2028 (B) |
|
|
685 |
|
|
|
682 |
|
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B |
|
|
|
|
|
|
|
|
0.840%, 02/25/2028 (B) |
|
|
1,440 |
|
|
|
1,430 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (B) |
|
|
1,323 |
|
|
|
1,311 |
|
Mercedes-Benz Auto Lease Trust, Ser 2020-B, Cl A3 |
|
|
|
|
|
|
|
|
0.400%, 11/15/2023 |
|
|
1,515 |
|
|
|
1,509 |
|
Nissan Auto Receivables Owner Trust, Ser 2019-C, Cl A3 |
|
|
|
|
|
|
|
|
1.930%, 07/15/2024 |
|
|
308 |
|
|
|
309 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Prestige Auto Receivables Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.550%, 09/16/2024 (B) |
|
$ |
900 |
|
|
$ |
897 |
|
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
1.370%, 10/15/2024 (B) |
|
|
574 |
|
|
|
575 |
|
Santander Drive Auto Receivables Trust, Ser 2019-3, Cl C |
|
|
|
|
|
|
|
|
2.490%, 10/15/2025 |
|
|
259 |
|
|
|
260 |
|
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl B |
|
|
|
|
|
|
|
|
0.960%, 11/15/2024 |
|
|
753 |
|
|
|
754 |
|
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.460%, 09/15/2025 |
|
|
300 |
|
|
|
300 |
|
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C |
|
|
|
|
|
|
|
|
1.010%, 01/15/2026 |
|
|
1,600 |
|
|
|
1,587 |
|
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C |
|
|
|
|
|
|
|
|
0.750%, 02/17/2026 |
|
|
1,625 |
|
|
|
1,614 |
|
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.590%, 09/15/2025 |
|
|
410 |
|
|
|
407 |
|
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.600%, 12/15/2025 |
|
|
495 |
|
|
|
490 |
|
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
0.310%, 01/22/2024 (B) |
|
|
724 |
|
|
|
720 |
|
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3 |
|
|
|
|
|
|
|
|
2.986%, 02/27/2023 (B) |
|
|
42 |
|
|
|
42 |
|
Tesla Auto Lease Trust, Ser 2020-A, Cl A2 |
|
|
|
|
|
|
|
|
0.550%, 05/22/2023 (B) |
|
|
123 |
|
|
|
123 |
|
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2 |
|
|
|
|
|
|
|
|
1.390%, 08/15/2024 (B) |
|
|
38 |
|
|
|
38 |
|
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B |
|
|
|
|
|
|
|
|
1.610%, 03/17/2025 (B) |
|
|
1,405 |
|
|
|
1,407 |
|
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.740%, 04/15/2024 (B) |
|
|
526 |
|
|
|
525 |
|
UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.390%, 02/15/2024 (B) |
|
|
432 |
|
|
|
432 |
|
United Auto Credit Securitization Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.680%, 03/11/2024 (B) |
|
|
2,025 |
|
|
|
2,022 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
United Auto Credit Securitization Trust, Ser 2022-1, Cl A |
|
|
|
|
|
|
|
|
1.110%, 07/10/2024 (B) |
|
$ |
585 |
|
|
$ |
585 |
|
United Auto Credit Securitization Trust, Ser 2022-1, Cl B |
|
|
|
|
|
|
|
|
2.100%, 03/10/2025 (B) |
|
|
805 |
|
|
|
803 |
|
Westlake Automobile Receivables Trust, Ser 2018-3A, Cl D |
|
|
|
|
|
|
|
|
4.000%, 10/16/2023 (B) |
|
|
581 |
|
|
|
584 |
|
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl C |
|
|
|
|
|
|
|
|
2.840%, 07/15/2024 (B) |
|
|
623 |
|
|
|
625 |
|
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E |
|
|
|
|
|
|
|
|
4.020%, 04/15/2025 (B) |
|
|
1,050 |
|
|
|
1,075 |
|
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2 |
|
|
|
|
|
|
|
|
0.560%, 05/15/2024 (B) |
|
|
851 |
|
|
|
850 |
|
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B |
|
|
|
|
|
|
|
|
0.780%, 11/17/2025 (B) |
|
|
330 |
|
|
|
328 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.640%, 03/16/2026 (B) |
|
|
950 |
|
|
|
938 |
|
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A |
|
|
|
|
|
|
|
|
0.320%, 04/15/2025 (B) |
|
|
507 |
|
|
|
504 |
|
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.620%, 07/15/2026 (B) |
|
|
485 |
|
|
|
477 |
|
| |
|
|
|
|
|
|
93,819 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.3% |
|
|
|
|
| |
|
|
|
|
Capital One Multi-Asset Execution Trust, Ser 2019-A2, Cl A2 |
|
|
|
|
|
|
|
|
1.720%, 08/15/2024 |
|
|
310 |
|
|
|
311 |
|
Citibank Credit Card Issuance Trust, Ser 2018-A3, Cl A3 |
|
|
|
|
|
|
|
|
3.290%, 05/23/2025 |
|
|
490 |
|
|
|
501 |
|
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 03/20/2026 (B) |
|
|
1,225 |
|
|
|
1,212 |
|
| |
|
|
|
|
|
|
2,024 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.1% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
0.867%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A) |
|
|
74 |
|
|
|
74 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Asset Backed Securities Home Equity Loan Trust, Ser 2006-HE1, Cl A4 |
|
|
|
|
|
|
|
|
0.787%, ICE LIBOR USD 1 Month + 0.600%, 01/25/2036 (A) |
|
$ |
426 |
|
|
$ |
426 |
|
| |
|
|
|
|
|
|
500 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 13.9% |
|
|
|
|
| |
|
|
|
|
Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A |
|
|
|
|
|
|
|
|
3.460%, 10/15/2024 (B) |
|
|
130 |
|
|
|
131 |
|
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A |
|
|
|
|
|
|
|
|
1.900%, 01/15/2025 (B) |
|
|
338 |
|
|
|
338 |
|
Affirm Asset Securitization Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.880%, 08/15/2025 (B) |
|
|
290 |
|
|
|
289 |
|
Affirm Asset Securitization Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.030%, 08/17/2026 (B) |
|
|
740 |
|
|
|
728 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025 (B) |
|
|
1,163 |
|
|
|
1,152 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (B) |
|
|
530 |
|
|
|
526 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (B) |
|
|
1,625 |
|
|
|
1,623 |
|
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.750%, 11/20/2026 (B) |
|
|
882 |
|
|
|
871 |
|
Apidos CLO XII, Ser 2018-12A, Cl AR |
|
|
|
|
|
|
|
|
1.321%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B) |
|
|
925 |
|
|
|
922 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (B) |
|
|
475 |
|
|
|
463 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.230%, 05/15/2026 (B) |
|
|
500 |
|
|
|
496 |
|
Avant Loans Funding Trust, Ser 2021-REV1, Cl A |
|
|
|
|
|
|
|
|
1.210%, 07/15/2030 (B) |
|
|
610 |
|
|
|
599 |
|
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A |
|
|
|
|
|
|
|
|
3.500%, 10/28/2057 (A)(B) |
|
|
270 |
|
|
|
267 |
|
Benefit Street Partners CLO X, Ser 2021-10A, Cl X |
|
|
|
|
|
|
|
|
0.854%, ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)(B) |
|
|
375 |
|
|
|
375 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B) |
|
$ |
1,200 |
|
|
$ |
1,198 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (B) |
|
|
1,290 |
|
|
|
1,283 |
|
BSPRT Issuer, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
1.550%, SOFR30A + 1.500%, 02/15/2037 (A)(B) |
|
|
825 |
|
|
|
822 |
|
Carbone CLO, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.394%, ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)(B) |
|
|
350 |
|
|
|
348 |
|
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |
|
|
|
|
|
|
|
|
1.211%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B) |
|
|
997 |
|
|
|
993 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B) |
|
|
1,940 |
|
|
|
1,933 |
|
CCG Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.300%, 06/14/2027 (B) |
|
|
261 |
|
|
|
258 |
|
CIFC Funding, Ser 2017-1A, Cl ARR |
|
|
|
|
|
|
|
|
1.369%, ICE LIBOR USD 3 Month + 1.110%, 01/22/2031 (A)(B) |
|
|
750 |
|
|
|
749 |
|
CIFC Funding, Ser 2018-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.294%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (A)(B) |
|
|
575 |
|
|
|
571 |
|
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
1.118%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B) |
|
|
1,150 |
|
|
|
1,146 |
|
CIFC Funding, Ser 2020-2A, Cl AR2 |
|
|
|
|
|
|
|
|
1.251%, ICE LIBOR USD 3 Month + 1.010%, 04/15/2030 (A)(B) |
|
|
1,550 |
|
|
|
1,548 |
|
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU |
|
|
|
|
|
|
|
|
3.554%, 12/05/2022 (A)(B) |
|
|
8 |
|
|
|
8 |
|
Conn's Receivables Funding LLC, Ser 2020-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 06/16/2025 (B) |
|
|
60 |
|
|
|
60 |
|
Crossroads Asset Trust, Ser 2021-A, Cl A2 |
|
|
|
|
|
|
|
|
0.820%, 03/20/2024 (B) |
|
|
560 |
|
|
|
558 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (B) |
|
|
1,124 |
|
|
|
1,146 |
|
Dewolf Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
1.161%, ICE LIBOR USD 3 Month + 0.920%, 10/15/2030 (A)(B) |
|
|
1,125 |
|
|
|
1,120 |
|
Dext ABS LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (B) |
|
|
414 |
|
|
|
409 |
|
FCI Funding LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.130%, 04/15/2033 (B) |
|
|
361 |
|
|
|
357 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B |
|
|
|
|
|
|
|
|
3.250%, 04/15/2026 |
|
$ |
1,290 |
|
|
$ |
1,322 |
|
FREED ABS Trust, Ser 2021-3FP, Cl A |
|
|
|
|
|
|
|
|
0.620%, 11/20/2028 (B) |
|
|
189 |
|
|
|
188 |
|
FREED ABS Trust, Ser 2022-1FP, Cl A |
|
|
|
|
|
|
|
|
0.940%, 03/19/2029 (B) |
|
|
310 |
|
|
|
309 |
|
Galaxy XV CLO, Ser 2021-15A, Cl ARR |
|
|
|
|
|
|
|
|
1.211%, ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (A)(B) |
|
|
1,000 |
|
|
|
997 |
|
Galaxy XXIII CLO, Ser 2021-23A, Cl AR |
|
|
|
|
|
|
|
|
1.129%, ICE LIBOR USD 3 Month + 0.870%, 04/24/2029 (A)(B) |
|
|
1,397 |
|
|
|
1,395 |
|
GreatAmerica Leasing Receivables Funding LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.380%, 03/15/2024 (B) |
|
|
765 |
|
|
|
756 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (B) |
|
|
1,702 |
|
|
|
1,704 |
|
HPEFS Equipment Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
0.610%, 09/20/2028 (B) |
|
|
535 |
|
|
|
524 |
|
HPS Loan Management, Ser 2021-19, Cl XR |
|
|
|
|
|
|
|
|
0.858%, ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)(B) |
|
|
580 |
|
|
|
580 |
|
KKR CLO 21, Ser 2018-21, Cl A |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B) |
|
|
775 |
|
|
|
773 |
|
KKR CLO, Ser 2017-11, Cl AR |
|
|
|
|
|
|
|
|
1.421%, ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)(B) |
|
|
750 |
|
|
|
748 |
|
LCM XXIII, Ser 2020-23A, Cl A1R |
|
|
|
|
|
|
|
|
1.324%, ICE LIBOR USD 3 Month + 1.070%, 10/20/2029 (A)(B) |
|
|
940 |
|
|
|
939 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B) |
|
|
1,000 |
|
|
|
999 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
1.255%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B) |
|
|
1,685 |
|
|
|
1,678 |
|
Madison Park Funding XXX, Ser 2018-30A, Cl A |
|
|
|
|
|
|
|
|
0.991%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (A)(B) |
|
|
1,661 |
|
|
|
1,660 |
|
Magnetite VIII, Ser 2018-8A, Cl AR2 |
|
|
|
|
|
|
|
|
1.221%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B) |
|
|
685 |
|
|
|
684 |
|
Marlette Funding Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.600%, 06/16/2031 (B) |
|
|
124 |
|
|
|
123 |
|
Marlette Funding Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.510%, 09/15/2031 (B) |
|
|
268 |
|
|
|
267 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Marlette Funding Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
0.650%, 12/15/2031 (B) |
|
$ |
416 |
|
|
$ |
412 |
|
Marlette Funding Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
1.360%, 04/15/2032 (B) |
|
|
1,625 |
|
|
|
1,624 |
|
MetLife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055 (A)(B) |
|
|
129 |
|
|
|
129 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
1.398%, SOFR30A + 1.350%, 02/19/2037 (A)(B) |
|
|
750 |
|
|
|
745 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061 (A)(B) |
|
|
193 |
|
|
|
195 |
|
Mill City Mortgage Trust, Ser 2015-1, Cl M1 |
|
|
|
|
|
|
|
|
3.621%, 06/25/2056 (A)(B) |
|
|
16 |
|
|
|
16 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2 |
|
|
|
|
|
|
|
|
0.380%, 08/14/2023 (B) |
|
|
430 |
|
|
|
428 |
|
Morgan Stanley Capital 1 Trust, Ser 2012-STAR, Cl A1 |
|
|
|
|
|
|
|
|
2.084%, 08/05/2034 (B) |
|
|
23 |
|
|
|
23 |
|
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
|
|
|
|
|
|
|
|
2.400%, 10/15/2068 (B) |
|
|
448 |
|
|
|
449 |
|
Navient Private Education Refi Loan Trust, Ser 2020-CA, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, ICE LIBOR USD 1 Month + 0.750%, 11/15/2068 (A)(B) |
|
|
395 |
|
|
|
395 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (B) |
|
|
1,106 |
|
|
|
1,096 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (B) |
|
|
526 |
|
|
|
511 |
|
Navient Student Loan Trust, Ser 2018-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.537%, ICE LIBOR USD 1 Month + 0.350%, 03/25/2067 (A)(B) |
|
|
261 |
|
|
|
260 |
|
Navistar Financial Dealer Note Master Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
1.137%, ICE LIBOR USD 1 Month + 0.950%, 07/25/2025 (A)(B) |
|
|
435 |
|
|
|
436 |
|
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR |
|
|
|
|
|
|
|
|
1.171%, ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)(B) |
|
|
2,065 |
|
|
|
2,060 |
|
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
1.161%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B) |
|
|
1,150 |
|
|
|
1,147 |
|
NYCTL Trust, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
2.190%, 11/10/2032 (B) |
|
|
118 |
|
|
|
119 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Nyctl Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.100%, 11/10/2034 (B) |
|
$ |
1,600 |
|
|
$ |
1,599 |
|
OCP CLO, Ser 2018-5A, Cl A1R |
|
|
|
|
|
|
|
|
1.347%, ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)(B) |
|
|
300 |
|
|
|
299 |
|
Octagon Investment Partners 30, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
1.254%, ICE LIBOR USD 3 Month + 1.000%, 03/17/2030 (A)(B) |
|
|
670 |
|
|
|
669 |
|
Octagon Investment Partners XVI, Ser 2018-1A, Cl A1R |
|
|
|
|
|
|
|
|
1.261%, ICE LIBOR USD 3 Month + 1.020%, 07/17/2030 (A)(B) |
|
|
350 |
|
|
|
349 |
|
Octagon Investment Partners XXI, Ser 2021-1A, Cl XR3 |
|
|
|
|
|
|
|
|
1.045%, ICE LIBOR USD 3 Month + 0.650%, 02/14/2031 (A)(B) |
|
|
50 |
|
|
|
50 |
|
OHA Credit Funding 3, Ser 2021-3A, Cl XR |
|
|
|
|
|
|
|
|
0.854%, ICE LIBOR USD 3 Month + 0.600%, 07/02/2035 (A)(B) |
|
|
563 |
|
|
|
562 |
|
Onemain Financial Issuance Trust, Ser 2018-1A, Cl A |
|
|
|
|
|
|
|
|
3.300%, 03/14/2029 (B) |
|
|
93 |
|
|
|
93 |
|
OneMain Financial Issuance Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
3.480%, 02/14/2031 (B) |
|
|
84 |
|
|
|
84 |
|
OZLM VII, Ser 2018-7RA, Cl A1R |
|
|
|
|
|
|
|
|
1.251%, ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)(B) |
|
|
827 |
|
|
|
826 |
|
OZLM VIII, Ser 2021-8A, Cl A1R3 |
|
|
|
|
|
|
|
|
1.221%, ICE LIBOR USD 3 Month + 0.980%, 10/17/2029 (A)(B) |
|
|
745 |
|
|
|
744 |
|
OZLM XII, Ser 2018-12A, Cl A1R |
|
|
|
|
|
|
|
|
1.349%, ICE LIBOR USD 3 Month + 1.050%, 04/30/2027 (A)(B) |
|
|
57 |
|
|
|
57 |
|
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |
|
|
|
|
|
|
|
|
0.928%, ICE LIBOR USD 3 Month + 0.800%, 10/15/2029 (A)(B) |
|
|
1,600 |
|
|
|
1,597 |
|
PFS Financing, Ser 2019-A, Cl A2 |
|
|
|
|
|
|
|
|
2.860%, 04/15/2024 (B) |
|
|
400 |
|
|
|
401 |
|
PFS Financing, Ser 2020-B, Cl A |
|
|
|
|
|
|
|
|
1.210%, 06/15/2024 (B) |
|
|
1,750 |
|
|
|
1,751 |
|
PFS Financing, Ser 2020-F, Cl A |
|
|
|
|
|
|
|
|
0.930%, 08/15/2024 (B) |
|
|
2,015 |
|
|
|
2,012 |
|
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.420%, 08/20/2026 (B) |
|
|
630 |
|
|
|
628 |
|
SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.060%, 02/22/2028 (B) |
|
|
1,280 |
|
|
|
1,282 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.641%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B) |
|
$ |
1,640 |
|
|
$ |
1,639 |
|
Sierra Timeshare Receivables Funding LLC, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
3.500%, 06/20/2035 (B) |
|
|
103 |
|
|
|
104 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A1 |
|
|
|
|
|
|
|
|
0.691%, ICE LIBOR USD 1 Month + 0.500%, 01/15/2053 (A)(B) |
|
|
332 |
|
|
|
332 |
|
SoFi Consumer Loan Program Trust, Ser 2019-3, Cl C |
|
|
|
|
|
|
|
|
3.350%, 05/25/2028 (B) |
|
|
307 |
|
|
|
309 |
|
SoFi Consumer Loan Program Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
2.020%, 01/25/2029 (B) |
|
|
140 |
|
|
|
140 |
|
SoFi Consumer Loan Program Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
0.490%, 09/25/2030 (B) |
|
|
637 |
|
|
|
631 |
|
SOUND POINT CLO XVII, Ser 2021-3A, Cl A1R |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 10/20/2030 (A)(B) |
|
|
750 |
|
|
|
749 |
|
Stratus CLO, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.993%, ICE LIBOR USD 3 Month + 0.900%, 12/28/2029 (A)(B) |
|
|
1,050 |
|
|
|
1,049 |
|
Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2 |
|
|
|
|
|
|
|
|
0.967%, ICE LIBOR USD 1 Month + 0.780%, 07/25/2035 (A) |
|
|
477 |
|
|
|
477 |
|
Symphony CLO XIV, Ser 2019-14A, Cl AR |
|
|
|
|
|
|
|
|
1.188%, ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)(B) |
|
|
238 |
|
|
|
238 |
|
Symphony CLO XVIII, Ser 2021-18A, Cl X |
|
|
|
|
|
|
|
|
1.009%, ICE LIBOR USD 3 Month + 0.750%, 07/23/2033 (A)(B) |
|
|
833 |
|
|
|
833 |
|
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.959%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B) |
|
|
1,110 |
|
|
|
1,107 |
|
Towd Point Mortgage Trust, Ser 2016-4, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2056 (A)(B) |
|
|
64 |
|
|
|
64 |
|
Towd Point Mortgage Trust, Ser 2017-1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2056 (A)(B) |
|
|
413 |
|
|
|
415 |
|
Towd Point Mortgage Trust, Ser 2017-2, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 04/25/2057 (A)(B) |
|
|
518 |
|
|
|
520 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057 (A)(B) |
|
|
417 |
|
|
|
419 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
0.787%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (A)(B) |
|
$ |
292 |
|
|
$ |
291 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057 (A)(B) |
|
|
120 |
|
|
|
121 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (A)(B) |
|
|
345 |
|
|
|
346 |
|
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2059 (A)(B) |
|
|
337 |
|
|
|
339 |
|
Tryon Park CLO, Ser 2018-1A, Cl A1SR |
|
|
|
|
|
|
|
|
1.131%, ICE LIBOR USD 3 Month + 0.890%, 04/15/2029 (A)(B) |
|
|
1,314 |
|
|
|
1,312 |
|
Upstart Securitization Trust, Ser 2020-3, Cl A |
|
|
|
|
|
|
|
|
1.702%, 11/20/2030 (B) |
|
|
459 |
|
|
|
459 |
|
Upstart Securitization Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.910%, 06/20/2031 (B) |
|
|
836 |
|
|
|
830 |
|
Upstart Securitization Trust, Ser 2021-4, Cl A |
|
|
|
|
|
|
|
|
0.840%, 09/20/2031 (B) |
|
|
896 |
|
|
|
883 |
|
VERDE CLO, Ser 2021-1A, Cl XR |
|
|
|
|
|
|
|
|
0.991%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)(B) |
|
|
438 |
|
|
|
438 |
|
Verizon Owner Trust, Ser 2020-A, Cl A1A |
|
|
|
|
|
|
|
|
1.850%, 07/22/2024 |
|
|
1,527 |
|
|
|
1,534 |
|
Vibrant CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
1.164%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B) |
|
|
982 |
|
|
|
981 |
|
Voya CLO, Ser 2017-1A, Cl A1R |
|
|
|
|
|
|
|
|
1.141%, ICE LIBOR USD 3 Month + 0.900%, 01/18/2029 (A)(B) |
|
|
712 |
|
|
|
709 |
|
Voya CLO, Ser 2018-2A, Cl A1R |
|
|
|
|
|
|
|
|
1.228%, ICE LIBOR USD 3 Month + 0.970%, 04/25/2031 (A)(B) |
|
|
950 |
|
|
|
948 |
|
Voya CLO, Ser 2018-2A, Cl AR |
|
|
|
|
|
|
|
|
1.229%, ICE LIBOR USD 3 Month + 0.970%, 07/23/2027 (A)(B) |
|
|
1,523 |
|
|
|
1,522 |
|
Voya CLO, Ser 2020-1A, Cl AR |
|
|
|
|
|
|
|
|
1.301%, ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (A)(B) |
|
|
1,150 |
|
|
|
1,148 |
|
Voya CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 3 Month + 0.950%, 04/17/2030 (A)(B) |
|
|
1,000 |
|
|
|
999 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Voya CLO, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
1.221%, ICE LIBOR USD 3 Month + 0.980%, 06/07/2030 (A)(B) |
|
$ |
2,275 |
|
|
$ |
2,270 |
|
| |
|
|
|
|
|
|
86,137 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $183,642) ($ Thousands) |
|
|
|
|
|
|
182,480 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 16.7% |
Agency Mortgage-Backed Obligations — 1.8% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
3.500%, 12/01/2034 |
|
|
518 |
|
|
|
539 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
2.141%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.070%, 02/01/2030(A) |
|
|
7 |
|
|
|
7 |
|
FHLMC CMO, Ser 2012-4030, Cl AN |
|
|
|
|
|
|
|
|
1.750%, 04/15/2027 |
|
|
416 |
|
|
|
416 |
|
FHLMC CMO, Ser 2013-4159, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 02/15/2040 |
|
|
18 |
|
|
|
18 |
|
FHLMC CMO, Ser 2013-4272, Cl YG |
|
|
|
|
|
|
|
|
2.000%, 11/15/2026 |
|
|
363 |
|
|
|
365 |
|
FHLMC CMO, Ser 2014-4297, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 12/15/2030 |
|
|
22 |
|
|
|
22 |
|
FHLMC CMO, Ser 2014-4379, Cl CB |
|
|
|
|
|
|
|
|
2.250%, 04/15/2033 |
|
|
139 |
|
|
|
140 |
|
FHLMC CMO, Ser 2014-4387, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 01/15/2032 |
|
|
203 |
|
|
|
206 |
|
FHLMC CMO, Ser 2018-4818, Cl BD |
|
|
|
|
|
|
|
|
3.500%, 03/15/2045 |
|
|
592 |
|
|
|
600 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A |
|
|
|
|
|
|
|
|
2.770%, 05/25/2025 |
|
|
700 |
|
|
|
717 |
|
FNMA |
|
|
|
|
|
|
|
|
6.000%, 01/01/2027 to 04/01/2040 |
|
|
97 |
|
|
|
111 |
|
5.500%, 12/01/2023 to 12/01/2024 |
|
|
13 |
|
|
|
13 |
|
5.000%, 02/01/2023 to 03/01/2025 |
|
|
3 |
|
|
|
3 |
|
3.000%, 10/01/2030 |
|
|
335 |
|
|
|
347 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
2.340%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.215%, 01/01/2029(A) |
|
|
4 |
|
|
|
4 |
|
2.236%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.120%, 11/01/2025(A) |
|
|
– |
|
|
|
– |
|
2.167%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.119%, 11/01/2023(A) |
|
|
– |
|
|
|
– |
|
2.045%, 05/01/2028(A) |
|
|
– |
|
|
|
– |
|
2.009%, ICE LIBOR USD 6 Month + 1.774%, 09/01/2024(A) |
|
|
3 |
|
|
|
3 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
1.974%, ICE LIBOR USD 6 Month + 1.824%, 09/01/2024(A) |
|
$ |
8 |
|
|
$ |
8 |
|
FNMA CMO, Ser 1993-58, Cl H |
|
|
|
|
|
|
|
|
5.500%, 04/25/2023 |
|
|
1 |
|
|
|
1 |
|
FNMA CMO, Ser 2001-33, Cl FA |
|
|
|
|
|
|
|
|
0.637%, ICE LIBOR USD 1 Month + 0.450%, 07/25/2031(A) |
|
|
4 |
|
|
|
4 |
|
FNMA CMO, Ser 2002-64, Cl FG |
|
|
|
|
|
|
|
|
0.387%, ICE LIBOR USD 1 Month + 0.250%, 10/18/2032(A) |
|
|
1 |
|
|
|
1 |
|
FNMA CMO, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
217 |
|
|
|
216 |
|
FNMA CMO, Ser 2013-97, Cl KA |
|
|
|
|
|
|
|
|
3.000%, 11/25/2031 |
|
|
51 |
|
|
|
52 |
|
FNMA CMO, Ser 2015-46, Cl BA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2041 |
|
|
26 |
|
|
|
26 |
|
FNMA CMO, Ser 2016-99, Cl H |
|
|
|
|
|
|
|
|
3.000%, 08/25/2043 |
|
|
959 |
|
|
|
965 |
|
FNMA, Ser 2012-M4, Cl 1A2 |
|
|
|
|
|
|
|
|
2.976%, 04/25/2022(A) |
|
|
8 |
|
|
|
8 |
|
FNMA, Ser 2012-M9, Cl A2 |
|
|
|
|
|
|
|
|
2.482%, 04/25/2022 |
|
|
22 |
|
|
|
22 |
|
FNMA, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
0.503%, LIBOR USD 1 Month + 0.400%, 10/25/2024(A) |
|
|
81 |
|
|
|
81 |
|
FREMF Mortgage Trust, Ser 2013-K32, Cl B |
|
|
|
|
|
|
|
|
3.531%, 10/25/2046(A)(B) |
|
|
725 |
|
|
|
738 |
|
FREMF Mortgage Trust, Ser K22, Cl B |
|
|
|
|
|
|
|
|
3.679%, 08/25/2045(A)(B) |
|
|
1,635 |
|
|
|
1,648 |
|
FREMF Mortgage Trust, Ser K24, Cl B |
|
|
|
|
|
|
|
|
3.506%, 11/25/2045(A)(B) |
|
|
1,200 |
|
|
|
1,212 |
|
FREMF Mortgage Trust, Ser K28, Cl B |
|
|
|
|
|
|
|
|
3.489%, 06/25/2046(A)(B) |
|
|
715 |
|
|
|
726 |
|
FREMF Mortgage Trust, Ser K33, Cl B |
|
|
|
|
|
|
|
|
3.496%, 08/25/2046(A)(B) |
|
|
1,110 |
|
|
|
1,128 |
|
GNMA CMO, Ser 2010-151, Cl KA |
|
|
|
|
|
|
|
|
3.000%, 09/16/2039 |
|
|
18 |
|
|
|
18 |
|
GNMA CMO, Ser 2011-158, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 10/20/2026 |
|
|
247 |
|
|
|
250 |
|
GNMA CMO, Ser 2015-56, Cl LB |
|
|
|
|
|
|
|
|
1.500%, 04/16/2040 |
|
|
467 |
|
|
|
467 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,082 |
|
Non-Agency Mortgage-Backed Obligations — 14.9% |
|
|
|
|
Angel Oak Mortgage Trust I LLC, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.649%, 09/25/2048(A)(B) |
|
|
42 |
|
|
|
42 |
|
Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.920%, 11/25/2048(A)(B) |
|
|
105 |
|
|
|
105 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
3.628%, 03/25/2049(A)(B) |
|
$ |
127 |
|
|
$ |
127 |
|
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.993%, 07/26/2049(A)(B) |
|
|
117 |
|
|
|
118 |
|
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(A)(B) |
|
|
56 |
|
|
|
56 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(B) |
|
|
368 |
|
|
|
368 |
|
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(A)(B) |
|
|
506 |
|
|
|
504 |
|
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(A)(B) |
|
|
305 |
|
|
|
302 |
|
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(A)(B) |
|
|
437 |
|
|
|
434 |
|
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(A)(B) |
|
|
876 |
|
|
|
860 |
|
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(A)(B) |
|
|
680 |
|
|
|
670 |
|
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
0.951%, 07/25/2066(A)(B) |
|
|
1,111 |
|
|
|
1,079 |
|
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(A)(B) |
|
|
226 |
|
|
|
225 |
|
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2 |
|
|
|
|
|
|
|
|
2.689%, 07/25/2035(A) |
|
|
42 |
|
|
|
42 |
|
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 |
|
|
|
|
|
|
|
|
2.408%, 11/25/2035(A) |
|
|
7 |
|
|
|
6 |
|
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 |
|
|
|
|
|
|
|
|
0.601%, 10/15/2053 |
|
|
794 |
|
|
|
769 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1 |
|
|
|
|
|
|
|
|
3.006%, 06/25/2035(A) |
|
|
25 |
|
|
|
25 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1 |
|
|
|
|
|
|
|
|
2.328%, 08/25/2035(A) |
|
|
51 |
|
|
|
50 |
|
BFLD Trust, Ser 2020-OBRK, Cl A |
|
|
|
|
|
|
|
|
2.241%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B) |
|
|
840 |
|
|
|
834 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(B) |
|
|
1,930 |
|
|
|
1,908 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(A)(B) |
|
$ |
264 |
|
|
$ |
263 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(A)(B) |
|
|
395 |
|
|
|
388 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(A)(B) |
|
|
488 |
|
|
|
483 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(A)(B) |
|
|
652 |
|
|
|
646 |
|
BSREP Commercial Mortgage Trust, Ser DC, Cl A |
|
|
|
|
|
|
|
|
1.142%, ICE LIBOR USD 1 Month + 0.950%, 08/15/2038(A)(B) |
|
|
1,840 |
|
|
|
1,812 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(A)(B) |
|
|
235 |
|
|
|
234 |
|
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(B) |
|
|
310 |
|
|
|
312 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B |
|
|
|
|
|
|
|
|
1.271%, ICE LIBOR USD 1 Month + 1.080%, 10/15/2036(A)(B) |
|
|
977 |
|
|
|
969 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |
|
|
|
|
|
|
|
|
1.111%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B) |
|
|
2,536 |
|
|
|
2,525 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
0.843%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B) |
|
|
1,025 |
|
|
|
1,003 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B) |
|
|
540 |
|
|
|
524 |
|
BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B |
|
|
|
|
|
|
|
|
1.141%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2034(A)(B) |
|
|
1,370 |
|
|
|
1,326 |
|
BX Trust, Ser 2021-LGCY, Cl A |
|
|
|
|
|
|
|
|
0.697%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(A)(B) |
|
|
1,200 |
|
|
|
1,154 |
|
BX Trust, Ser 2021-MFM1, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 01/15/2034(A)(B) |
|
|
1,265 |
|
|
|
1,234 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
1.099%, TSFR1M + 1.000%, 01/15/2039(A)(B) |
|
|
670 |
|
|
|
661 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
1.249%, SOFR30A + 1.200%, 02/25/2050(A)(B) |
|
$ |
564 |
|
|
$ |
561 |
|
CHC Commercial Mortgage Trust, Ser 2019-CHC, Cl A |
|
|
|
|
|
|
|
|
1.311%, ICE LIBOR USD 1 Month + 1.120%, 06/15/2034(A)(B) |
|
|
1,271 |
|
|
|
1,256 |
|
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |
|
|
|
|
|
|
|
|
0.727%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2035(A) |
|
|
11 |
|
|
|
10 |
|
CIM Trust, Ser 2017-7, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2057(A)(B) |
|
|
159 |
|
|
|
160 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |
|
|
|
|
|
|
|
|
3.127%, 04/15/2049 |
|
|
204 |
|
|
|
206 |
|
Citigroup Commercial Mortgage Trust, Ser SMRT, Cl A |
|
|
|
|
|
|
|
|
4.149%, 01/10/2036(B) |
|
|
625 |
|
|
|
642 |
|
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A |
|
|
|
|
|
|
|
|
2.524%, 09/25/2034(A) |
|
|
9 |
|
|
|
9 |
|
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
2.772%, 03/25/2036(A) |
|
|
61 |
|
|
|
53 |
|
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |
|
|
|
|
|
|
|
|
2.795%, 02/25/2058(A)(B) |
|
|
259 |
|
|
|
261 |
|
Citigroup Mortgage Loan Trust, Ser 2019-IMC1, Cl A1 |
|
|
|
|
|
|
|
|
2.720%, 07/25/2049(A)(B) |
|
|
56 |
|
|
|
56 |
|
Cold Storage Trust, Ser 2020-ICE5, Cl A |
|
|
|
|
|
|
|
|
1.091%, ICE LIBOR USD 1 Month + 0.900%, 11/15/2037(A)(B) |
|
|
1,617 |
|
|
|
1,595 |
|
COLT Funding LLC, Ser 2021-3R, Cl A1 |
|
|
|
|
|
|
|
|
1.051%, 12/25/2064(A)(B) |
|
|
496 |
|
|
|
487 |
|
COLT Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.488%, 02/25/2050(A)(B) |
|
|
103 |
|
|
|
103 |
|
COLT Mortgage Loan Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.255%, 09/25/2065(A)(B) |
|
|
331 |
|
|
|
328 |
|
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.853%, 03/25/2065(A)(B) |
|
|
238 |
|
|
|
238 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(A)(B) |
|
|
212 |
|
|
|
212 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(A)(B) |
|
|
150 |
|
|
|
149 |
|
| |
|
|
|
|
|
|
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) |
|
$ |
555 |
|
|
$ |
537 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(B) |
|
|
646 |
|
|
|
623 |
|
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(B) |
|
|
327 |
|
|
|
325 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(B) |
|
|
1,104 |
|
|
|
1,067 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(A)(B) |
|
|
1,058 |
|
|
|
1,019 |
|
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
0.857%, 05/25/2065(A)(B) |
|
|
605 |
|
|
|
598 |
|
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2 |
|
|
|
|
|
|
|
|
3.031%, 09/10/2047 |
|
|
27 |
|
|
|
27 |
|
COMM Mortgage Trust, Ser CR23, Cl A2 |
|
|
|
|
|
|
|
|
2.852%, 05/10/2048 |
|
|
336 |
|
|
|
336 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B |
|
|
|
|
|
|
|
|
1.421%, LIBOR USD 1 Month + 1.230%, 05/15/2036(A)(B) |
|
|
2,180 |
|
|
|
2,158 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A |
|
|
|
|
|
|
|
|
1.171%, ICE LIBOR USD 1 Month + 0.980%, 05/15/2036(A)(B) |
|
|
745 |
|
|
|
739 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2066(A)(B) |
|
|
1,122 |
|
|
|
1,094 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
2.573%, 07/25/2049(B) |
|
|
994 |
|
|
|
990 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(A)(B) |
|
|
592 |
|
|
|
578 |
|
CSMC, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.809%, 05/25/2065(A)(B) |
|
|
756 |
|
|
|
744 |
|
CSMC, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.015%, 04/25/2066(A)(B) |
|
|
1,043 |
|
|
|
1,009 |
|
DBCG Mortgage Trust, Ser 2017-BBG, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 06/15/2034(A)(B) |
|
|
650 |
|
|
|
642 |
|
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.692%, 05/25/2065(B) |
|
|
164 |
|
|
|
164 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(A)(B) |
|
|
245 |
|
|
|
241 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(A)(B) |
|
$ |
255 |
|
|
$ |
247 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(A)(B) |
|
|
104 |
|
|
|
103 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(A)(B) |
|
|
151 |
|
|
|
147 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(B) |
|
|
388 |
|
|
|
376 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
0.893%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B) |
|
|
1,060 |
|
|
|
1,038 |
|
Extended Stay America Trust, Ser ESH, Cl B |
|
|
|
|
|
|
|
|
1.572%, ICE LIBOR USD 1 Month + 1.380%, 07/15/2038(A)(B) |
|
|
497 |
|
|
|
491 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3 |
|
|
|
|
|
|
|
|
4.887%, ICE LIBOR USD 1 Month + 4.700%, 04/25/2028(A) |
|
|
1,033 |
|
|
|
1,074 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M3 |
|
|
|
|
|
|
|
|
3.437%, ICE LIBOR USD 1 Month + 3.250%, 05/25/2025(A) |
|
|
328 |
|
|
|
332 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
5.187%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A) |
|
|
558 |
|
|
|
564 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
6.087%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A) |
|
|
595 |
|
|
|
623 |
|
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2 |
|
|
|
|
|
|
|
|
1.037%, ICE LIBOR USD 1 Month + 0.850%, 10/25/2030(A) |
|
|
130 |
|
|
|
130 |
|
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.555%, 04/25/2065(B) |
|
|
173 |
|
|
|
171 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
1.469%, 04/25/2065(A)(B) |
|
|
1,018 |
|
|
|
1,004 |
|
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(A)(B) |
|
|
645 |
|
|
|
632 |
|
GCAT Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.091%, 05/25/2066(A)(B) |
|
|
675 |
|
|
|
655 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(A)(B) |
|
|
1,699 |
|
|
|
1,641 |
|
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 |
|
|
|
|
|
|
|
|
3.094%, 11/19/2035(A) |
|
|
94 |
|
|
|
92 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities Trust, Ser 2021-RENT, Cl A |
|
|
|
|
|
|
|
|
0.862%, ICE LIBOR USD 1 Month + 0.700%, 11/21/2035(A)(B) |
|
$ |
1,039 |
|
|
$ |
1,028 |
|
GS Mortgage-Backed Securities Trust, Ser 2019-SL1, Cl A1 |
|
|
|
|
|
|
|
|
2.625%, 01/25/2059(A)(B) |
|
|
264 |
|
|
|
265 |
|
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 |
|
|
|
|
|
|
|
|
2.636%, 07/25/2035(A) |
|
|
124 |
|
|
|
86 |
|
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
2.808%, 05/25/2037(A) |
|
|
85 |
|
|
|
59 |
|
Impac CMB Trust, Ser 2004-9, Cl 1A1 |
|
|
|
|
|
|
|
|
0.868%, ICE LIBOR USD 1 Month + 0.760%, 01/25/2035(A) |
|
|
23 |
|
|
|
23 |
|
Impac CMB Trust, Ser 2005-2, Cl 1A1 |
|
|
|
|
|
|
|
|
0.707%, ICE LIBOR USD 1 Month + 0.520%, 04/25/2035(A) |
|
|
27 |
|
|
|
27 |
|
Impac CMB Trust, Ser 2005-3, Cl A1 |
|
|
|
|
|
|
|
|
0.667%, ICE LIBOR USD 1 Month + 0.480%, 08/25/2035(A) |
|
|
27 |
|
|
|
26 |
|
Impac CMB Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
0.827%, ICE LIBOR USD 1 Month + 0.320%, 08/25/2035(A) |
|
|
19 |
|
|
|
18 |
|
Impac CMB Trust, Ser 2005-8, Cl 1A |
|
|
|
|
|
|
|
|
0.707%, ICE LIBOR USD 1 Month + 0.520%, 02/25/2036(A) |
|
|
62 |
|
|
|
61 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(A)(B) |
|
|
967 |
|
|
|
932 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(A)(B) |
|
|
556 |
|
|
|
524 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(A)(B) |
|
|
501 |
|
|
|
471 |
|
JPMorgan Chase Commercial Mortgage Securities, Ser 2021-MHC, Cl A |
|
|
|
|
|
|
|
|
0.991%, ICE LIBOR USD 1 Month + 0.800%, 04/15/2038(A)(B) |
|
|
1,167 |
|
|
|
1,149 |
|
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 |
|
|
|
|
|
|
|
|
2.980%, 08/25/2035(A) |
|
|
23 |
|
|
|
21 |
|
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 |
|
|
|
|
|
|
|
|
3.044%, 05/25/2037(A) |
|
|
52 |
|
|
|
50 |
|
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B) |
|
|
230 |
|
|
|
230 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
1.349%, SOFR30A + 1.300%, 03/25/2051(A)(B) |
|
$ |
1,042 |
|
|
$ |
1,038 |
|
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A |
|
|
|
|
|
|
|
|
0.991%, LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B) |
|
|
290 |
|
|
|
287 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(B) |
|
|
2,398 |
|
|
|
2,407 |
|
LSTAR Securities Investment, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.731%, ICE LIBOR USD 1 Month + 2.500%, 05/01/2024(A)(B) |
|
|
378 |
|
|
|
373 |
|
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(A)(B) |
|
|
2,045 |
|
|
|
2,028 |
|
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1 |
|
|
|
|
|
|
|
|
3.007%, 06/25/2037(A) |
|
|
62 |
|
|
|
44 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.479%, 03/25/2065(A)(B) |
|
|
158 |
|
|
|
156 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(A)(B) |
|
|
212 |
|
|
|
209 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(A)(B) |
|
|
486 |
|
|
|
478 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(B) |
|
|
522 |
|
|
|
509 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
1.292%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B) |
|
|
4,075 |
|
|
|
4,014 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B) |
|
|
325 |
|
|
|
318 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
0.914%, TSFR1M + 0.815%, 01/15/2027(A)(B) |
|
|
390 |
|
|
|
382 |
|
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 05/25/2062(A)(B) |
|
|
123 |
|
|
|
124 |
|
Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 05/25/2058(A)(B) |
|
|
327 |
|
|
|
330 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(B) |
|
|
428 |
|
|
|
420 |
|
Mortgage Repurchase Agreement Financing Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.626%, ICE LIBOR USD 1 Month + 0.500%, 03/10/2022(A)(B) |
|
|
2,275 |
|
|
|
2,275 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
MortgageIT Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
0.707%, ICE LIBOR USD 1 Month + 0.520%, 12/25/2035(A) |
|
$ |
57 |
|
|
$ |
58 |
|
MTRO Commercial Mortgage Trust, Ser 2019-TECH, Cl A |
|
|
|
|
|
|
|
|
1.091%, LIBOR USD 1 Month + 0.900%, 12/15/2033(A)(B) |
|
|
775 |
|
|
|
764 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(B) |
|
|
187 |
|
|
|
192 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(A)(B) |
|
|
457 |
|
|
|
470 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
3.985%, 09/25/2057(A)(B) |
|
|
204 |
|
|
|
208 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(A)(B) |
|
|
95 |
|
|
|
95 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.464%, 01/26/2060(A)(B) |
|
|
381 |
|
|
|
380 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(A)(B) |
|
|
178 |
|
|
|
176 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(A)(B) |
|
|
249 |
|
|
|
245 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(B) |
|
|
961 |
|
|
|
937 |
|
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
0.837%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B) |
|
|
35 |
|
|
|
35 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(A)(B) |
|
|
827 |
|
|
|
794 |
|
Paragon Mortgages, Ser 2006-12A, Cl A2C |
|
|
|
|
|
|
|
|
0.726%, ICE LIBOR USD 3 Month + 0.220%, 11/15/2038(A)(B) |
|
|
86 |
|
|
|
84 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(A)(B) |
|
|
315 |
|
|
|
305 |
|
Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.316%, 07/27/2037(A) |
|
|
68 |
|
|
|
58 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(A)(B) |
|
|
116 |
|
|
|
115 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |
|
|
|
|
|
|
|
|
0.702%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A) |
|
|
10 |
|
|
|
10 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |
|
|
|
|
|
|
|
|
4.500%, 08/25/2048(A)(B) |
|
$ |
43 |
|
|
$ |
43 |
|
SG Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.160%, 07/25/2061(A)(B) |
|
|
1,204 |
|
|
|
1,168 |
|
Silverstone Master Issuer, Ser 2022-1A, Cl 1A |
|
|
|
|
|
|
|
|
0.000%, 01/21/2070(A)(B) |
|
|
1,660 |
|
|
|
1,659 |
|
SREIT Trust, Ser 2021-MFP, Cl B |
|
|
|
|
|
|
|
|
1.271%, ICE LIBOR USD 1 Month + 1.080%, 11/15/2038(A)(B) |
|
|
900 |
|
|
|
882 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(B) |
|
|
522 |
|
|
|
518 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(A)(B) |
|
|
118 |
|
|
|
118 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(A)(B) |
|
|
111 |
|
|
|
110 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(A)(B) |
|
|
269 |
|
|
|
265 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(A)(B) |
|
|
759 |
|
|
|
735 |
|
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(A)(B) |
|
|
554 |
|
|
|
535 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(A)(B) |
|
|
1,215 |
|
|
|
1,212 |
|
Towd Point Mortgage Trust, Ser 2022-EBO1, Cl A |
|
|
|
|
|
|
|
|
2.161%, 01/25/2052(A)(B) |
|
|
1,020 |
|
|
|
1,020 |
|
TTAN, Ser 2021-MHC, Cl A |
|
|
|
|
|
|
|
|
1.042%, ICE LIBOR USD 1 Month + 0.850%, 03/15/2038(A)(B) |
|
|
1,083 |
|
|
|
1,066 |
|
TTAN, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
1.292%, ICE LIBOR USD 1 Month + 1.100%, 03/15/2038(A)(B) |
|
|
699 |
|
|
|
686 |
|
UBS Commercial Mortgage Trust, Ser 2017-C3, Cl ASB |
|
|
|
|
|
|
|
|
3.215%, 08/15/2050 |
|
|
250 |
|
|
|
255 |
|
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |
|
|
|
|
|
|
|
|
3.504%, 12/15/2050 |
|
|
250 |
|
|
|
257 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.642%, 11/25/2059(B) |
|
|
128 |
|
|
|
128 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
2.692%, 11/25/2059(A)(B) |
|
|
178 |
|
|
|
178 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.417%, 01/25/2060(B) |
|
$ |
47 |
|
|
$ |
47 |
|
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.502%, 05/25/2065(B) |
|
|
258 |
|
|
|
256 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(B) |
|
|
407 |
|
|
|
398 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(A)(B) |
|
|
531 |
|
|
|
518 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(B) |
|
|
533 |
|
|
|
521 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(B) |
|
|
778 |
|
|
|
771 |
|
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(A)(B) |
|
|
790 |
|
|
|
781 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(B) |
|
|
564 |
|
|
|
557 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
3.082%, 03/25/2036(A) |
|
|
70 |
|
|
|
71 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS |
|
|
|
|
|
|
|
|
3.539%, 10/15/2045 |
|
|
620 |
|
|
|
624 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2 |
|
|
|
|
|
|
|
|
3.020%, 07/15/2058 |
|
|
611 |
|
|
|
613 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
474 |
|
|
|
483 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
92,358 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $105,094) ($ Thousands) |
|
|
|
|
|
|
103,440 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 12.5% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
0.634%, 01/26/2023 (C) |
|
|
6,550 |
|
|
|
6,498 |
|
0.391%, 12/29/2022 (C) |
|
|
3,225 |
|
|
|
3,201 |
|
0.240%, 12/01/2022 (C) |
|
|
2,650 |
|
|
|
2,637 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
1.750%, 09/30/2022 |
|
|
10,000 |
|
|
|
10,057 |
|
0.500%, 03/15/2023 |
|
|
23,745 |
|
|
|
23,594 |
|
0.250%, 06/15/2024 |
|
|
6,375 |
|
|
|
6,189 |
|
0.125%, 01/31/2023 |
|
|
13,150 |
|
|
|
13,037 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 05/15/2023 |
|
$ |
12,705 |
|
|
$ |
12,543 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $78,303) ($ Thousands) |
|
|
77,756 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 2.7% |
California — 0.6% |
|
|
|
|
Golden State Tobacco Securitization, RB, ST APPROP |
|
|
|
|
|
|
|
|
0.672%, 06/01/2023 |
|
|
1,945 |
|
|
|
1,925 |
|
Riverside County, Infrastructure Financing Authority, Ser B, RB |
|
|
|
|
|
|
|
|
0.398%, 11/01/2022 |
|
|
1,460 |
|
|
|
1,454 |
|
San Francisco Bay Area, Rapid Transit District Sales Tax Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.537%, 07/01/2022 |
|
|
810 |
|
|
|
815 |
|
University of California, Ser BF, RB |
|
|
|
|
|
|
|
|
0.455%, 05/15/2022 |
|
|
230 |
|
|
|
230 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,424 |
|
| |
|
|
|
|
|
|
|
|
District of Columbia — 0.2% |
|
|
|
|
District of Columbia Water & Sewer Authority, Sub-Ser D-SUBORDINATE, RB |
|
|
|
|
|
|
|
|
1.672%, 10/01/2023 |
|
|
1,130 |
|
|
|
1,132 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.2% |
|
|
|
|
Chicago, Transit Authority, Ser B, RB |
|
|
|
|
|
|
|
|
1.838%, 12/01/2023 |
|
|
145 |
|
|
|
145 |
|
Illinois State, Sales Tax Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
1.900%, 06/15/2022 |
|
|
890 |
|
|
|
892 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,037 |
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.1% |
|
|
|
|
Massachusetts Water Resources Authority, Ser C, RB |
|
|
|
|
|
|
|
|
0.534%, 08/01/2022 |
|
|
485 |
|
|
|
484 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 1.1% |
|
|
|
|
City of New York New York, Ser D-2, GO |
|
|
|
|
|
|
|
|
1.150%, 03/01/2023 |
|
|
1,925 |
|
|
|
1,924 |
|
New York & New Jersey, Port Authority, Ser AAA, RB |
|
|
|
|
|
|
|
|
1.086%, 07/01/2023 |
|
|
3,105 |
|
|
|
3,094 |
|
New York State, Urban Development, RB |
|
|
|
|
|
|
|
|
2.550%, 03/15/2022 |
|
|
1,625 |
|
|
|
1,626 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,644 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
South Carolina — 0.4% |
|
|
|
|
South Carolina State, Public Service Authority, Ser E, RB |
|
|
|
|
|
|
|
|
3.722%, 12/01/2023 |
|
$ |
2,470 |
|
|
$ |
2,551 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.1% |
|
|
|
|
Central Texas, Turnpike System, Ser B, RB |
|
|
|
|
|
|
|
|
1.980%, 08/15/2042 (A) |
|
|
375 |
|
|
|
376 |
|
Houston, Texas Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
0.883%, 07/01/2022 |
|
|
180 |
|
|
|
180 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
556 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $16,909) ($ Thousands) |
|
|
|
|
|
|
16,828 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
COMMERCIAL PAPER — 0.4% |
Arabella Finance LLC |
|
|
|
|
|
|
|
|
0.360%, 04/08/2022 (B)(C) |
|
$ |
2,500 |
|
|
|
2,499 |
|
Total Commercial Paper |
|
|
|
|
|
|
|
|
(Cost $2,499) ($ Thousands) |
|
|
2,499 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.3% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
8,006,075 |
|
|
|
8,006 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $8,006) ($ Thousands) |
|
|
|
|
|
|
8,006 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
REPURCHASE AGREEMENT — 0.3% |
BNP Paribas |
|
|
|
|
|
|
|
|
0.050%, dated 2/28/2022, to be repurchased on 3/1/2022, repurchase price $1,900,003 (collateralized by various U.S. Government Agency,
0.125% - 6.000%, 02/15/2024 - 07/20/2051, ranging in par value from $100 - $2,018,896; with total market value of $1,938,002) (D) |
|
$ |
1,900 |
|
|
|
1,900 |
|
Total Repurchase Agreement |
|
|
|
|
|
|
|
|
(Cost $1,900) ($ Thousands) |
|
|
|
|
|
|
1,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 102.1% |
|
|
|
|
|
|
|
|
(Cost $637,965) ($ Thousands) |
|
$ |
633,159 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Continued)
A list of the open futures contracts held by the Fund at February 28, 2022, 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 |
|
|
59 |
|
|
|
Jul-2022 |
|
|
$ |
12,672 |
|
|
$ |
12,698 |
|
|
$ |
27 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(1 |
) |
|
|
Jul-2022 |
|
|
$ |
(118 |
) |
|
$ |
(118 |
) |
|
$ |
(1 |
) |
U.S. 10-Year Treasury Note |
|
|
(39 |
) |
|
|
Jun-2022 |
|
|
|
(4,922 |
) |
|
|
(4,970 |
) |
|
|
(48 |
) |
U.S. Long Treasury Bond |
|
|
(1 |
) |
|
|
Jun-2022 |
|
|
|
(154 |
) |
|
|
(157 |
) |
|
|
(2 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(5,194 |
) |
|
|
(5,245 |
) |
|
|
(51 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
7,478 |
|
|
$ |
7,453 |
|
|
$ |
(24 |
) |
|
Percentages are based on Net Assets of $620,195 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
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 February 28, 2022, the value of these securities amounted to $318,248 ($ Thousands), representing 51.3% of the Net Assets of the Fund. |
(C) |
Interest rate represents the security's effective yield at the time of purchase. |
(D) |
Tri-Party Repurchase Agreement. |
ABS — Asset-Backed Security |
APPROP — Appropriations |
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 |
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 |
L.P. — Limited Partnership |
MTN — Medium Term Note |
PLC — Public Limited Company |
RB — Revenue Bond |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
SOFR30A — Secured Overnight Financing Rate 30-day Average |
SOFRINDX — Secured Overnight Financing Rate Index |
USD — U.S. Dollar |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Ultra Short Duration Bond Fund (Concluded)
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
240,250 |
|
|
|
– |
|
|
|
240,250 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
182,480 |
|
|
|
– |
|
|
|
182,480 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
103,440 |
|
|
|
– |
|
|
|
103,440 |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
77,756 |
|
|
|
– |
|
|
|
77,756 |
|
Municipal Bonds |
|
|
– |
|
|
|
16,828 |
|
|
|
– |
|
|
|
16,828 |
|
Commercial Paper |
|
|
– |
|
|
|
2,499 |
|
|
|
– |
|
|
|
2,499 |
|
Cash Equivalent |
|
|
8,006 |
|
|
|
– |
|
|
|
– |
|
|
|
8,006 |
|
Repurchase Agreement |
|
|
– |
|
|
|
1,900 |
|
|
|
– |
|
|
|
1,900 |
|
Total Investments in Securities |
|
|
8,006 |
|
|
|
625,153 |
|
|
|
– |
|
|
|
633,159 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
27 |
|
|
|
– |
|
|
|
– |
|
|
|
27 |
|
Unrealized Depreciation |
|
|
(51 |
) |
|
|
– |
|
|
|
– |
|
|
|
(51 |
) |
Total Other Financial Instruments |
|
|
(24 |
) |
|
|
– |
|
|
|
– |
|
|
|
(24 |
) |
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022:
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
3,695 |
|
|
$ |
223,220 |
|
|
$ |
(218,909 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
8,006 |
|
|
|
8,006,075 |
|
|
$ |
— |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS — 94.0% |
Angola — 0.9% |
|
|
|
|
Angola Via Avenir II BV MTN |
|
|
|
|
|
|
|
|
7.854%, ICE LIBOR USD 6 Month + 7.500%, 07/01/2023 (A) |
|
$ |
3,595 |
|
|
$ |
3,577 |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
|
5,165 |
|
|
|
4,869 |
|
9.375%, 05/08/2048 (B) |
|
|
590 |
|
|
|
556 |
|
8.250%, 05/09/2028 |
|
|
2,096 |
|
|
|
2,086 |
|
Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
9.125%, 11/26/2049 (B) |
|
|
1,550 |
|
|
|
1,438 |
|
9.125%, 11/26/2049 |
|
|
1,205 |
|
|
|
1,118 |
|
8.000%, 11/26/2029 |
|
|
3,348 |
|
|
|
3,275 |
|
Republic of Angola Via Avenir Issuer II Ireland DAC |
|
|
|
|
|
|
|
|
6.927%, 02/19/2027 |
|
|
3,159 |
|
|
|
2,930 |
|
| |
|
|
|
|
|
|
19,849 |
|
| |
|
|
|
|
|
|
|
|
Argentina — 1.3% |
|
|
|
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
2.000%, 3.875%, 01/09/2038, 07/09/2022 (C) |
|
|
5,633 |
|
|
|
2,084 |
|
2.500%, 3.500%, 07/09/2041, 07/09/2022 (C) |
|
|
14,074 |
|
|
|
4,785 |
|
0.500%, 1.500%, 07/09/2035, 07/09/2022 (C) |
|
|
7,892 |
|
|
|
2,336 |
|
1.000%, 07/09/2029 |
|
|
12,020 |
|
|
|
3,966 |
|
0.500%, 0.750%, 07/09/2030, 07/09/2023 (C) |
|
|
36,991 |
|
|
|
11,800 |
|
0.500%, 07/09/2029 |
|
EUR |
13 |
|
|
|
5 |
|
0.125%, 07/09/2030 |
|
|
407 |
|
|
|
137 |
|
Provincia de Buenos Aires MTN |
|
|
|
|
|
|
|
|
2.000%, 3.000%, 09/01/2037, 09/01/2022 (C) |
|
|
977 |
|
|
|
329 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
5.000%, 12/10/2025 (B) |
|
$ |
721 |
|
|
|
537 |
|
Rio Energy |
|
|
|
|
|
|
|
|
6.875%, 02/01/2025 (B) |
|
|
372 |
|
|
|
298 |
|
YPF |
|
|
|
|
|
|
|
|
4.000%, 9.000%, 02/12/2026, 01/01/2023 (C) |
|
|
1,055 |
|
|
|
897 |
|
| |
|
|
|
|
|
|
27,174 |
|
| |
|
|
|
|
|
|
|
|
Armenia — 0.1% |
|
|
|
|
Republic of Armenia International Bond |
|
|
|
|
|
|
|
|
3.600%, 02/02/2031 |
|
|
1,447 |
|
|
|
1,230 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Azerbaijan — 0.8% |
|
|
|
|
Republic of Azerbaijan International Bond |
|
|
|
|
|
|
|
|
5.125%, 09/01/2029 |
|
|
2,772 |
|
|
|
2,923 |
|
Southern Gas Corridor CJSC |
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 |
|
|
8,079 |
|
|
|
9,031 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
$ |
3,691 |
|
|
$ |
4,285 |
|
State Oil of the Azerbaijan Republic MTN |
|
|
|
|
|
|
|
|
4.750%, 03/13/2023 |
|
|
1,100 |
|
|
|
1,114 |
|
4.750%, 03/13/2023 |
|
|
229 |
|
|
|
232 |
|
| |
|
|
|
|
|
|
17,585 |
|
| |
|
|
|
|
|
|
|
|
Bahamas — 0.0% |
|
|
|
|
Bahamas Government International Bond |
|
|
|
|
|
|
|
|
6.000%, 11/21/2028 |
|
|
980 |
|
|
|
822 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Bahrain — 0.8% |
|
|
|
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 01/26/2026 (B) |
|
|
2,354 |
|
|
|
2,523 |
|
7.000%, 10/12/2028 (B) |
|
|
756 |
|
|
|
799 |
|
6.125%, 08/01/2023 |
|
|
849 |
|
|
|
879 |
|
6.000%, 09/19/2044 |
|
|
402 |
|
|
|
337 |
|
5.625%, 09/30/2031 (B) |
|
|
1,664 |
|
|
|
1,567 |
|
5.625%, 09/30/2031 |
|
|
209 |
|
|
|
197 |
|
5.450%, 09/16/2032 (B) |
|
|
981 |
|
|
|
903 |
|
5.450%, 09/16/2032 |
|
|
5,615 |
|
|
|
5,166 |
|
Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
6.250%, 01/25/2051 |
|
|
200 |
|
|
|
169 |
|
5.250%, 01/25/2033 (B) |
|
|
1,057 |
|
|
|
935 |
|
4.250%, 01/25/2028 |
|
|
1,254 |
|
|
|
1,190 |
|
CBB International Sukuk Programme WLL |
|
|
|
|
|
|
|
|
3.875%, 05/18/2029 (B) |
|
|
1,625 |
|
|
|
1,552 |
|
Oil and Gas Holding BSCC (B) |
|
|
|
|
|
|
|
|
8.375%, 11/07/2028 |
|
|
810 |
|
|
|
882 |
|
7.625%, 11/07/2024 |
|
|
858 |
|
|
|
897 |
|
| |
|
|
|
|
|
|
17,996 |
|
| |
|
|
|
|
|
|
|
|
Belarus — 0.2% |
|
|
|
|
Development Bank of the Republic of Belarus JSC |
|
|
|
|
|
|
|
|
6.750%, 05/02/2024 |
|
|
1,681 |
|
|
|
1,157 |
|
Republic of Belarus International Bond |
|
|
|
|
|
|
|
|
6.875%, 02/28/2023 (B) |
|
|
2,423 |
|
|
|
905 |
|
6.378%, 02/24/2031 (B) |
|
|
1,061 |
|
|
|
287 |
|
6.378%, 02/24/2031 |
|
|
767 |
|
|
|
207 |
|
6.200%, 02/28/2030 |
|
|
215 |
|
|
|
58 |
|
6.200%, 02/28/2030 (B) |
|
|
134 |
|
|
|
36 |
|
5.875%, 02/24/2026 |
|
|
2,070 |
|
|
|
559 |
|
| |
|
|
|
|
|
|
3,209 |
|
| |
|
|
|
|
|
|
|
|
Belize — 0.0% |
|
|
|
|
Belize Government International Bond |
|
|
|
|
|
|
|
|
4.938%, 02/20/2038 |
|
|
1,613 |
|
|
|
822 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Benin — 0.0% |
|
|
|
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 01/19/2052 |
|
EUR |
115 |
|
|
|
114 |
|
4.950%, 01/22/2035 |
|
|
581 |
|
|
|
557 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
4.875%, 01/19/2032 |
|
EUR |
156 |
|
|
$ |
156 |
|
| |
|
|
|
|
|
|
827 |
|
| |
|
|
|
|
|
|
|
|
Bermuda — 0.2% |
|
|
|
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
4.750%, 02/15/2029 |
|
$ |
2,514 |
|
|
|
2,791 |
|
3.717%, 01/25/2027 |
|
|
1,093 |
|
|
|
1,135 |
|
2.375%, 08/20/2030 |
|
|
306 |
|
|
|
289 |
|
| |
|
|
|
|
|
|
4,215 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 6.3% |
|
|
|
|
Brazil Letras do Tesouro Nacional |
|
|
|
|
|
|
|
|
7.296%, 07/01/2023 (D) |
|
BRL |
23,000 |
|
|
|
3,817 |
|
7.125%, 01/01/2024 (D) |
|
|
79,000 |
|
|
|
12,456 |
|
0.000%, 01/01/2025 (D) |
|
|
51,000 |
|
|
|
7,273 |
|
Brazil Loan Trust 1 |
|
|
|
|
|
|
|
|
5.477%, 07/24/2023 (B) |
|
$ |
1,037 |
|
|
|
1,052 |
|
Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
|
1,343 |
|
|
|
1,353 |
|
5.333%, 02/15/2028 |
|
|
1,329 |
|
|
|
1,337 |
|
Brazil Notas do Tesouro Nacional, Ser B |
|
|
|
|
|
|
|
|
6.000%, 05/15/2045 |
|
BRL |
1,442 |
|
|
|
1,099 |
|
6.000%, 08/15/2050 |
|
|
180 |
|
|
|
138 |
|
Brazil Notas do Tesouro Nacional, Ser F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2023 |
|
|
143,322 |
|
|
|
27,300 |
|
10.000%, 01/01/2025 |
|
|
87,841 |
|
|
|
16,510 |
|
10.000%, 01/01/2027 |
|
|
91,265 |
|
|
|
16,929 |
|
10.000%, 01/01/2029 |
|
|
60,291 |
|
|
|
10,910 |
|
10.000%, 01/01/2031 |
|
|
35,453 |
|
|
|
6,326 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 01/07/2041 |
|
$ |
523 |
|
|
|
508 |
|
5.625%, 02/21/2047 |
|
|
928 |
|
|
|
878 |
|
5.000%, 01/27/2045 |
|
|
3,758 |
|
|
|
3,334 |
|
4.750%, 01/14/2050 |
|
|
1,200 |
|
|
|
1,002 |
|
4.625%, 01/13/2028 |
|
|
1,600 |
|
|
|
1,624 |
|
4.500%, 05/30/2029 |
|
|
810 |
|
|
|
801 |
|
3.875%, 06/12/2030 |
|
|
1,101 |
|
|
|
1,028 |
|
3.750%, 09/12/2031 |
|
|
7,509 |
|
|
|
6,777 |
|
2.875%, 06/06/2025 |
|
|
3,125 |
|
|
|
3,108 |
|
Centrais Eletricas Brasileiras |
|
|
|
|
|
|
|
|
4.625%, 02/04/2030 (B) |
|
|
232 |
|
|
|
219 |
|
CSN Inova Ventures |
|
|
|
|
|
|
|
|
6.750%, 01/28/2028 (B) |
|
|
800 |
|
|
|
830 |
|
6.750%, 01/28/2028 |
|
|
430 |
|
|
|
446 |
|
CSN Resources |
|
|
|
|
|
|
|
|
4.625%, 06/10/2031 (B) |
|
|
804 |
|
|
|
729 |
|
Globo Comunicacao e Participacoes |
|
|
|
|
|
|
|
|
5.500%, 01/14/2032 (B) |
|
|
640 |
|
|
|
586 |
|
Gol Finance |
|
|
|
|
|
|
|
|
7.000%, 01/31/2025 (B)(E) |
|
|
1,322 |
|
|
|
1,195 |
|
Iochpe-Maxion Austria GmbH |
|
|
|
|
|
|
|
|
5.000%, 05/07/2028 (B) |
|
|
433 |
|
|
|
403 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
MC Brazil Downstream Trading SARL |
|
|
|
|
|
|
|
|
7.250%, 06/30/2031 (B) |
|
$ |
1,343 |
|
|
$ |
1,242 |
|
Minerva Luxembourg |
|
|
|
|
|
|
|
|
4.375%, 03/18/2031 (B) |
|
|
462 |
|
|
|
422 |
|
MV24 Capital BV |
|
|
|
|
|
|
|
|
6.748%, 06/01/2034 (B) |
|
|
181 |
|
|
|
177 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
5.500%, 06/10/2051 |
|
|
698 |
|
|
|
596 |
|
StoneCo |
|
|
|
|
|
|
|
|
3.950%, 06/16/2028 |
|
|
1,960 |
|
|
|
1,549 |
|
Suzano Austria GmbH (B) |
|
|
|
|
|
|
|
|
7.000%, 03/16/2047 |
|
|
572 |
|
|
|
656 |
|
6.000%, 01/15/2029 |
|
|
406 |
|
|
|
445 |
|
5.000%, 01/15/2030 |
|
|
687 |
|
|
|
703 |
|
| |
|
|
|
|
|
|
135,758 |
|
| |
|
|
|
|
|
|
|
|
Cameroon — 0.0% |
|
|
|
|
Republic of Cameroon International Bond |
|
|
|
|
|
|
|
|
5.950%, 07/07/2032 |
|
EUR |
823 |
|
|
|
806 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Cayman Islands — 0.2% |
|
|
|
|
Bioceanico Sovereign Certificate Ltd |
|
|
|
|
|
|
|
|
2.501%, 06/05/2034 (D) |
|
$ |
2,520 |
|
|
|
1,840 |
|
Neon Capital MTN |
|
|
|
|
|
|
|
|
2.216%, 01/06/2028 (A) |
|
JPY |
371,867 |
|
|
|
2,746 |
|
| |
|
|
|
|
|
|
4,586 |
|
| |
|
|
|
|
|
|
|
|
Chile — 1.5% |
|
|
|
|
ALFA Desarrollo SPA |
|
|
|
|
|
|
|
|
4.550%, 09/27/2051 (B) |
|
$ |
354 |
|
|
|
300 |
|
ATP Tower Holdings LLC |
|
|
|
|
|
|
|
|
4.050%, 04/27/2026 (B) |
|
CLP |
381 |
|
|
|
353 |
|
Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (B) |
|
$ |
1,691 |
|
|
|
1,738 |
|
Bonos de la Tesoreria de la Republica |
|
|
|
|
|
|
|
|
1.900%, 09/01/2030 |
|
CLP |
1,934,482 |
|
|
|
2,438 |
|
Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
5.000%, 03/01/2035 |
|
|
405,000 |
|
|
|
472 |
|
4.700%, 09/01/2030 (B) |
|
|
555,000 |
|
|
|
667 |
|
4.500%, 03/01/2026 |
|
|
935,000 |
|
|
|
1,136 |
|
2.800%, 10/01/2033 (B) |
|
|
625,000 |
|
|
|
601 |
|
Cencosud |
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (B) |
|
$ |
2,283 |
|
|
|
2,342 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
3.625%, 10/30/2042 |
|
|
1,368 |
|
|
|
1,303 |
|
3.500%, 01/31/2034 |
|
|
336 |
|
|
|
333 |
|
3.250%, 09/21/2071 |
|
|
2,386 |
|
|
|
1,923 |
|
3.100%, 05/07/2041 |
|
|
405 |
|
|
|
355 |
|
3.100%, 01/22/2061 |
|
|
730 |
|
|
|
591 |
|
2.750%, 01/31/2027 |
|
|
2,252 |
|
|
|
2,255 |
|
2.550%, 01/27/2032 |
|
|
1,387 |
|
|
|
1,308 |
|
2.550%, 07/27/2033 |
|
|
10,666 |
|
|
|
9,717 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
2.450%, 01/31/2031 |
|
$ |
378 |
|
|
$ |
356 |
|
Empresa de los Ferrocarriles del Estado |
|
|
|
|
|
|
|
|
3.830%, 09/14/2061 |
|
|
500 |
|
|
|
417 |
|
Empresa de Transporte de Pasajeros Metro |
|
|
|
|
|
|
|
|
3.650%, 05/07/2030 (B) |
|
|
217 |
|
|
|
220 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
3.450%, 09/16/2031 (B) |
|
|
504 |
|
|
|
464 |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
3.750%, 01/15/2031 (B) |
|
|
234 |
|
|
|
236 |
|
3.700%, 01/30/2050 (B) |
|
|
669 |
|
|
|
594 |
|
3.150%, 01/14/2030 |
|
|
1,000 |
|
|
|
969 |
|
3.000%, 09/30/2029 |
|
|
1,050 |
|
|
|
1,011 |
|
3.000%, 09/30/2029 (B) |
|
|
390 |
|
|
|
376 |
|
| |
|
|
|
|
|
|
32,475 |
|
| |
|
|
|
|
|
|
|
|
China — 6.6% |
|
|
|
|
Alibaba Group Holding Ltd |
|
|
|
|
|
|
|
|
3.250%, 02/09/2061 |
|
|
208 |
|
|
|
162 |
|
Blossom Joy |
|
|
|
|
|
|
|
|
3.100% (A)(F) |
|
|
243 |
|
|
|
242 |
|
China Government Bond |
|
|
|
|
|
|
|
|
3.810%, 09/14/2050 |
|
CNY |
8,700 |
|
|
|
1,476 |
|
3.720%, 04/12/2051 |
|
|
5,400 |
|
|
|
904 |
|
3.530%, 10/18/2051 |
|
|
29,980 |
|
|
|
4,910 |
|
3.280%, 12/03/2027 |
|
|
69,330 |
|
|
|
11,330 |
|
3.270%, 11/19/2030 |
|
|
116,010 |
|
|
|
19,010 |
|
3.020%, 10/22/2025 |
|
|
65,100 |
|
|
|
10,508 |
|
3.020%, 05/27/2031 |
|
|
12,210 |
|
|
|
1,962 |
|
3.010%, 05/13/2028 |
|
|
13,870 |
|
|
|
2,230 |
|
2.910%, 10/14/2028 |
|
|
5,000 |
|
|
|
799 |
|
2.890%, 11/18/2031 |
|
|
112,370 |
|
|
|
17,959 |
|
2.880%, 11/05/2023 |
|
|
37,000 |
|
|
|
5,924 |
|
2.850%, 06/04/2027 |
|
|
63,890 |
|
|
|
10,211 |
|
2.690%, 08/12/2026 |
|
|
6,000 |
|
|
|
957 |
|
2.680%, 05/21/2030 |
|
|
73,820 |
|
|
|
11,506 |
|
1.990%, 04/09/2025 |
|
|
85,700 |
|
|
|
13,392 |
|
China Government International Bond |
|
|
|
|
|
|
|
|
3.250%, 10/19/2023 |
|
$ |
2,175 |
|
|
|
2,232 |
|
1.250%, 10/26/2026 (B) |
|
|
2,160 |
|
|
|
2,109 |
|
0.550%, 10/21/2025 |
|
|
1,700 |
|
|
|
1,626 |
|
0.400%, 10/21/2023 |
|
|
3,830 |
|
|
|
3,764 |
|
China Minmetals Corp |
|
|
|
|
|
|
|
|
3.750% (A)(F) |
|
|
3,389 |
|
|
|
3,416 |
|
Chinalco Capital Holdings |
|
|
|
|
|
|
|
|
2.125%, 06/03/2026 |
|
|
632 |
|
|
|
605 |
|
Chinalco Capital Holdings Ltd |
|
|
|
|
|
|
|
|
4.250%, 04/21/2022 |
|
|
900 |
|
|
|
903 |
|
4.100% (A)(F) |
|
|
307 |
|
|
|
314 |
|
CNAC HK Finbridge |
|
|
|
|
|
|
|
|
4.125%, 07/19/2027 |
|
|
575 |
|
|
|
598 |
|
3.875%, 06/19/2029 |
|
|
1,107 |
|
|
|
1,123 |
|
3.000%, 09/22/2030 |
|
|
1,021 |
|
|
|
971 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
CNAC HK Finbridge Co Ltd |
|
|
|
|
|
|
|
|
5.125%, 03/14/2028 |
|
$ |
361 |
|
|
$ |
394 |
|
CNRC Capitale |
|
|
|
|
|
|
|
|
3.900% (A)(F) |
|
|
200 |
|
|
|
201 |
|
Country Garden Holdings |
|
|
|
|
|
|
|
|
4.800%, 08/06/2030 |
|
|
1,082 |
|
|
|
725 |
|
Dianjian Haiyu Ltd |
|
|
|
|
|
|
|
|
4.300% (A)(F) |
|
|
205 |
|
|
|
210 |
|
Dianjian International Finance Ltd |
|
|
|
|
|
|
|
|
4.600% (A)(F) |
|
|
448 |
|
|
|
455 |
|
ENN Clean Energy International Investment |
|
|
|
|
|
|
|
|
3.375%, 05/12/2026 (B) |
|
|
308 |
|
|
|
301 |
|
Huarong Finance II MTN |
|
|
|
|
|
|
|
|
5.500%, 01/16/2025 |
|
|
730 |
|
|
|
728 |
|
Leader Goal International MTN |
|
|
|
|
|
|
|
|
4.250% (A)(F) |
|
|
263 |
|
|
|
266 |
|
Meituan |
|
|
|
|
|
|
|
|
3.050%, 10/28/2030 |
|
|
238 |
|
|
|
199 |
|
Minmetals Bounteous Finance BVI |
|
|
|
|
|
|
|
|
3.375% (A)(F) |
|
|
1,080 |
|
|
|
1,088 |
|
Powerchina Roadbridge Group British Virgin Islands |
|
|
|
|
|
|
|
|
3.080% (A)(F) |
|
|
423 |
|
|
|
416 |
|
Shimao Group Holdings |
|
|
|
|
|
|
|
|
5.600%, 07/15/2026 |
|
|
2,542 |
|
|
|
725 |
|
5.200%, 01/30/2025 |
|
|
2,111 |
|
|
|
654 |
|
Sinopec Group Overseas Development 2018 |
|
|
|
|
|
|
|
|
2.700%, 05/13/2030 |
|
|
802 |
|
|
|
779 |
|
2.300%, 01/08/2031 |
|
|
2,792 |
|
|
|
2,619 |
|
Sunac China Holdings |
|
|
|
|
|
|
|
|
7.000%, 07/09/2025 |
|
|
232 |
|
|
|
88 |
|
6.500%, 01/26/2026 |
|
|
207 |
|
|
|
80 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (B) |
|
|
620 |
|
|
|
509 |
|
Wanda Properties International |
|
|
|
|
|
|
|
|
7.250%, 01/29/2024 |
|
|
1,217 |
|
|
|
1,119 |
|
Wanda Properties Overseas |
|
|
|
|
|
|
|
|
6.950%, 12/05/2022 |
|
|
200 |
|
|
|
186 |
|
6.875%, 07/23/2023 |
|
|
244 |
|
|
|
230 |
|
| |
|
|
|
|
|
|
143,115 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 4.9% |
|
|
|
|
AI Candelaria Spain |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (B) |
|
|
1,453 |
|
|
|
1,438 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
9.850%, 06/28/2027 |
|
COP |
7,914,000 |
|
|
|
2,160 |
|
9.850%, 06/28/2027 |
|
|
994,000 |
|
|
|
271 |
|
8.125%, 05/21/2024 |
|
$ |
288 |
|
|
|
318 |
|
7.375%, 09/18/2037 |
|
|
1,116 |
|
|
|
1,239 |
|
6.125%, 01/18/2041 |
|
|
3,264 |
|
|
|
3,162 |
|
5.625%, 02/26/2044 |
|
|
1,555 |
|
|
|
1,402 |
|
5.200%, 05/15/2049 |
|
|
6,303 |
|
|
|
5,325 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.000%, 06/15/2045 |
|
$ |
6,012 |
|
|
$ |
5,009 |
|
4.500%, 03/15/2029 |
|
|
5,828 |
|
|
|
5,640 |
|
4.375%, 03/21/2023 |
|
COP |
4,586,000 |
|
|
|
1,154 |
|
4.125%, 02/22/2042 |
|
$ |
7,833 |
|
|
|
6,105 |
|
3.875%, 02/15/2061 (E) |
|
|
1,402 |
|
|
|
1,007 |
|
3.250%, 04/22/2032 |
|
|
2,305 |
|
|
|
1,928 |
|
3.125%, 04/15/2031 |
|
|
2,194 |
|
|
|
1,859 |
|
3.000%, 01/30/2030 |
|
|
1,198 |
|
|
|
1,031 |
|
Colombian TES |
|
|
|
|
|
|
|
|
10.000%, 07/24/2024 |
|
COP |
14,816,300 |
|
|
|
3,918 |
|
9.250%, 05/28/2042 |
|
|
3,869,500 |
|
|
|
946 |
|
7.750%, 09/18/2030 |
|
|
20,757,800 |
|
|
|
4,826 |
|
7.500%, 08/26/2026 |
|
|
48,279,200 |
|
|
|
11,674 |
|
7.250%, 10/18/2034 |
|
|
27,925,800 |
|
|
|
5,968 |
|
7.250%, 10/26/2050 |
|
|
6,253,600 |
|
|
|
1,209 |
|
7.000%, 03/26/2031 |
|
|
25,917,200 |
|
|
|
5,687 |
|
7.000%, 03/26/2031 |
|
|
1,757,100 |
|
|
|
386 |
|
7.000%, 06/30/2032 |
|
|
11,329,600 |
|
|
|
2,438 |
|
6.250%, 11/26/2025 |
|
|
29,255,200 |
|
|
|
6,871 |
|
6.250%, 07/09/2036 |
|
|
8,114,800 |
|
|
|
1,541 |
|
6.000%, 04/28/2028 |
|
|
22,723,100 |
|
|
|
4,954 |
|
5.750%, 11/03/2027 |
|
|
35,369,800 |
|
|
|
7,716 |
|
3.000%, 03/25/2033 |
|
|
1,516,300 |
|
|
|
1,067 |
|
2.250%, 04/18/2029 |
|
|
1,309,400 |
|
|
|
916 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
6.875%, 04/29/2030 |
|
$ |
686 |
|
|
|
718 |
|
5.875%, 11/02/2051 |
|
|
504 |
|
|
|
422 |
|
Empresas Publicas de Medellin ESP (B) |
|
|
|
|
|
|
|
|
8.375%, 11/08/2027 |
|
COP |
4,600,000 |
|
|
|
1,059 |
|
7.625%, 09/10/2024 |
|
|
2,224,000 |
|
|
|
540 |
|
7.625%, 09/10/2024 |
|
|
1,827,000 |
|
|
|
444 |
|
Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 (B) |
|
|
1,408,000 |
|
|
|
348 |
|
7.875%, 08/12/2024 |
|
|
1,095,000 |
|
|
|
271 |
|
Geopark |
|
|
|
|
|
|
|
|
5.500%, 01/17/2027 (B) |
|
$ |
1,438 |
|
|
|
1,361 |
|
Gran Tierra Energy |
|
|
|
|
|
|
|
|
7.750%, 05/23/2027 (B) |
|
|
390 |
|
|
|
354 |
|
Grupo Aval |
|
|
|
|
|
|
|
|
4.375%, 02/04/2030 (B) |
|
|
1,083 |
|
|
|
955 |
|
SierraCol Energy Andina LLC |
|
|
|
|
|
|
|
|
6.000%, 06/15/2028 (B) |
|
|
1,003 |
|
|
|
916 |
|
| |
|
|
|
|
|
|
106,553 |
|
| |
|
|
|
|
|
|
|
|
Costa Rica — 0.3% |
|
|
|
|
Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
7.158%, 03/12/2045 |
|
|
2,261 |
|
|
|
2,185 |
|
7.158%, 03/12/2045 |
|
|
600 |
|
|
|
582 |
|
7.000%, 04/04/2044 |
|
|
780 |
|
|
|
747 |
|
7.000%, 04/04/2044 |
|
|
1,211 |
|
|
|
1,160 |
|
6.125%, 02/19/2031 |
|
|
2,201 |
|
|
|
2,190 |
|
| |
|
|
|
|
|
|
6,864 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Croatia — 0.1% |
|
|
|
|
Croatia Government International Bond |
|
|
|
|
|
|
|
|
1.500%, 06/17/2031 |
|
EUR |
700 |
|
|
$ |
719 |
|
1.125%, 03/04/2033 |
|
|
1,336 |
|
|
|
1,294 |
|
| |
|
|
|
|
|
|
2,013 |
|
| |
|
|
|
|
|
|
|
|
Czech Republic — 1.7% |
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
4.200%, 12/04/2036 |
|
CZK |
12,390 |
|
|
|
623 |
|
2.750%, 07/23/2029 |
|
|
134,160 |
|
|
|
5,824 |
|
2.500%, 08/25/2028 |
|
|
147,960 |
|
|
|
6,343 |
|
2.400%, 09/17/2025 |
|
|
167,370 |
|
|
|
7,193 |
|
2.000%, 10/13/2033 |
|
|
71,520 |
|
|
|
2,854 |
|
1.250%, 02/14/2025 |
|
|
137,070 |
|
|
|
5,681 |
|
1.200%, 03/13/2031 |
|
|
38,160 |
|
|
|
1,452 |
|
1.000%, 06/26/2026 |
|
|
53,520 |
|
|
|
2,167 |
|
0.950%, 05/15/2030 |
|
|
47,180 |
|
|
|
1,775 |
|
0.250%, 02/10/2027 |
|
|
15,200 |
|
|
|
586 |
|
0.050%, 11/29/2029 |
|
|
47,130 |
|
|
|
1,655 |
|
| |
|
|
|
|
|
|
36,153 |
|
| |
|
|
|
|
|
|
|
|
Dominican Republic — 1.5% |
|
|
|
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
9.750%, 06/05/2026 |
|
DOP |
24,700 |
|
|
|
470 |
|
7.450%, 04/30/2044 (B) |
|
$ |
587 |
|
|
|
613 |
|
7.450%, 04/30/2044 |
|
|
506 |
|
|
|
529 |
|
6.850%, 01/27/2045 |
|
|
2,518 |
|
|
|
2,464 |
|
6.500%, 02/15/2048 |
|
|
5,899 |
|
|
|
5,536 |
|
6.400%, 06/05/2049 |
|
|
1,551 |
|
|
|
1,431 |
|
6.000%, 02/22/2033 (B) |
|
|
6,017 |
|
|
|
5,905 |
|
5.875%, 01/30/2060 |
|
|
3,748 |
|
|
|
3,158 |
|
5.875%, 01/30/2060 (B) |
|
|
509 |
|
|
|
429 |
|
5.500%, 02/22/2029 (B) |
|
|
1,959 |
|
|
|
1,948 |
|
5.300%, 01/21/2041 |
|
|
4,066 |
|
|
|
3,487 |
|
4.875%, 09/23/2032 |
|
|
3,905 |
|
|
|
3,553 |
|
4.500%, 01/30/2030 |
|
|
2,943 |
|
|
|
2,722 |
|
| |
|
|
|
|
|
|
32,245 |
|
| |
|
|
|
|
|
|
|
|
Ecuador — 1.1% |
|
|
|
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
9.007%, 07/31/2030 (D) |
|
|
100 |
|
|
|
59 |
|
6.889%, 07/31/2030 (B)(D) |
|
|
2,261 |
|
|
|
1,328 |
|
5.000%, 5.500%, 07/31/2030, 07/31/2022 (B)(C) |
|
|
4,158 |
|
|
|
3,638 |
|
1.000%, 2.500%, 07/31/2035, 07/31/2022 (C) |
|
|
10,572 |
|
|
|
7,427 |
|
1.000%, 2.500%, 07/31/2035, 07/31/2022 (B)(C) |
|
|
8,475 |
|
|
|
5,954 |
|
0.500%, 1.500%, 07/31/2040, 07/31/2022 (B)(C) |
|
|
5,565 |
|
|
|
3,410 |
|
0.500%, 1.500%, 07/31/2040, 07/31/2022 (C) |
|
|
3,046 |
|
|
|
1,867 |
|
| |
|
|
|
|
|
|
23,683 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Egypt — 2.9% |
|
|
|
|
Egypt Government Bond |
|
|
|
|
|
|
|
|
16.300%, 04/09/2024 |
|
EGP |
21,507 |
|
|
$ |
1,416 |
|
16.100%, 05/07/2029 |
|
|
21,345 |
|
|
|
1,456 |
|
15.900%, 07/02/2024 |
|
|
13,572 |
|
|
|
891 |
|
14.664%, 10/06/2030 |
|
|
7,247 |
|
|
|
463 |
|
14.556%, 10/13/2027 |
|
|
17,572 |
|
|
|
1,128 |
|
14.483%, 04/06/2026 |
|
|
151,884 |
|
|
|
9,746 |
|
14.406%, 07/07/2027 |
|
|
24,826 |
|
|
|
1,586 |
|
14.382%, 01/12/2031 |
|
|
14,496 |
|
|
|
914 |
|
14.292%, 01/05/2028 |
|
|
28,937 |
|
|
|
1,838 |
|
14.196%, 07/07/2023 |
|
|
30,301 |
|
|
|
1,936 |
|
14.060%, 01/12/2026 |
|
|
67,382 |
|
|
|
4,274 |
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
8.875%, 05/29/2050 |
|
$ |
2,020 |
|
|
|
1,587 |
|
8.875%, 05/29/2050 (B) |
|
|
6,854 |
|
|
|
5,384 |
|
8.700%, 03/01/2049 (B) |
|
|
921 |
|
|
|
719 |
|
8.700%, 03/01/2049 |
|
|
820 |
|
|
|
640 |
|
7.903%, 02/21/2048 |
|
|
2,133 |
|
|
|
1,565 |
|
7.903%, 02/21/2048 (B) |
|
|
96 |
|
|
|
70 |
|
7.625%, 05/29/2032 (B) |
|
|
3,674 |
|
|
|
3,067 |
|
7.625%, 05/29/2032 |
|
|
6,511 |
|
|
|
5,435 |
|
6.588%, 02/21/2028 (B)(E) |
|
|
936 |
|
|
|
834 |
|
5.250%, 10/06/2025 (B) |
|
|
788 |
|
|
|
750 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
8.500%, 01/31/2047 |
|
|
5,575 |
|
|
|
4,309 |
|
8.150%, 11/20/2059 |
|
|
378 |
|
|
|
282 |
|
7.600%, 03/01/2029 |
|
|
1,133 |
|
|
|
1,015 |
|
7.500%, 02/16/2061 |
|
|
844 |
|
|
|
600 |
|
7.300%, 09/30/2033 |
|
|
1,318 |
|
|
|
1,076 |
|
7.300%, 09/30/2033 (B) |
|
|
4,624 |
|
|
|
3,776 |
|
6.375%, 04/11/2031 (B) |
|
EUR |
1,464 |
|
|
|
1,305 |
|
6.375%, 04/11/2031 |
|
|
1,260 |
|
|
|
1,124 |
|
5.875%, 02/16/2031 |
|
$ |
200 |
|
|
|
155 |
|
5.800%, 09/30/2027 (B) |
|
|
740 |
|
|
|
650 |
|
5.625%, 04/16/2030 |
|
EUR |
1,081 |
|
|
|
963 |
|
4.750%, 04/11/2025 |
|
|
633 |
|
|
|
678 |
|
4.750%, 04/11/2025 (B) |
|
|
325 |
|
|
|
348 |
|
4.750%, 04/16/2026 |
|
|
900 |
|
|
|
899 |
|
| |
|
|
|
|
|
|
62,879 |
|
| |
|
|
|
|
|
|
|
|
El Salvador — 0.4% |
|
|
|
|
El Salvador Government International Bond |
|
|
|
|
|
|
|
|
9.500%, 07/15/2052 |
|
$ |
5,844 |
|
|
|
3,141 |
|
8.625%, 02/28/2029 |
|
|
1,343 |
|
|
|
732 |
|
7.750%, 01/24/2023 |
|
|
2,360 |
|
|
|
1,988 |
|
7.650%, 06/15/2035 (B) |
|
|
196 |
|
|
|
102 |
|
7.625%, 02/01/2041 |
|
|
1,285 |
|
|
|
645 |
|
7.625%, 02/01/2041 (B) |
|
|
755 |
|
|
|
379 |
|
7.125%, 01/20/2050 |
|
|
328 |
|
|
|
162 |
|
6.375%, 01/18/2027 (B) |
|
|
1,014 |
|
|
|
555 |
|
5.875%, 01/30/2025 |
|
|
2,295 |
|
|
|
1,383 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.875%, 01/30/2025 (B) |
|
$ |
138 |
|
|
$ |
83 |
|
| |
|
|
|
|
|
|
9,170 |
|
| |
|
|
|
|
|
|
|
|
Ethiopia — 0.0% |
|
|
|
|
Ethiopia International Bond |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 |
|
|
431 |
|
|
|
324 |
|
Federal Democratic Republic of Ethiopia |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 (B) |
|
|
432 |
|
|
|
325 |
|
| |
|
|
|
|
|
|
649 |
|
| |
|
|
|
|
|
|
|
|
Gabon — 0.2% |
|
|
|
|
Gabon Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 11/24/2031 (B) |
|
|
2,421 |
|
|
|
2,220 |
|
6.625%, 02/06/2031 |
|
|
975 |
|
|
|
886 |
|
6.625%, 02/06/2031 (B) |
|
|
609 |
|
|
|
– |
|
| |
|
|
|
|
|
|
3,106 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia Government International Bond |
|
|
|
|
|
|
|
|
2.750%, 04/22/2026 (B) |
|
|
750 |
|
|
|
716 |
|
2.750%, 04/22/2026 |
|
|
580 |
|
|
|
554 |
|
| |
|
|
|
|
|
|
1,270 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 1.0% |
|
|
|
|
Republic of Ghana Government Bonds |
|
|
|
|
|
|
|
|
20.750%, 03/06/2023 |
|
GHS |
2,770 |
|
|
|
417 |
|
19.250%, 12/18/2023 |
|
|
5,730 |
|
|
|
843 |
|
10.750%, 10/14/2030 |
|
$ |
3,743 |
|
|
|
3,639 |
|
8.950%, 03/26/2051 |
|
|
200 |
|
|
|
129 |
|
8.950%, 03/26/2051 (B) |
|
|
912 |
|
|
|
590 |
|
8.875%, 05/07/2042 |
|
|
1,946 |
|
|
|
1,268 |
|
8.875%, 05/07/2042 (B) |
|
|
1,486 |
|
|
|
969 |
|
8.750%, 03/11/2061 (B) |
|
|
1,817 |
|
|
|
1,167 |
|
8.750%, 03/11/2061 |
|
|
1,039 |
|
|
|
667 |
|
8.627%, 06/16/2049 (B) |
|
|
731 |
|
|
|
469 |
|
8.625%, 04/07/2034 |
|
|
4,345 |
|
|
|
2,868 |
|
8.125%, 03/26/2032 (B) |
|
|
240 |
|
|
|
160 |
|
7.875%, 03/26/2027 (B) |
|
|
779 |
|
|
|
562 |
|
7.875%, 02/11/2035 (B) |
|
|
1,485 |
|
|
|
970 |
|
7.875%, 02/11/2035 |
|
|
1,944 |
|
|
|
1,270 |
|
7.750%, 04/07/2029 (B) |
|
|
450 |
|
|
|
306 |
|
7.750%, 04/07/2029 |
|
|
1,321 |
|
|
|
898 |
|
7.625%, 05/16/2029 |
|
|
1,727 |
|
|
|
1,168 |
|
7.625%, 05/16/2029 (B) |
|
|
403 |
|
|
|
273 |
|
6.375%, 02/11/2027 |
|
|
1,986 |
|
|
|
1,378 |
|
Tullow Oil (B) |
|
|
|
|
|
|
|
|
10.250%, 05/15/2026 |
|
|
535 |
|
|
|
523 |
|
7.000%, 03/01/2025 |
|
|
1,747 |
|
|
|
1,371 |
|
| |
|
|
|
|
|
|
21,905 |
|
| |
|
|
|
|
|
|
|
|
Guatemala — 0.4% |
|
|
|
|
CT Trust |
|
|
|
|
|
|
|
|
5.125%, 02/03/2032 (B) |
|
|
1,444 |
|
|
|
1,446 |
|
Guatemala Government Bond |
|
|
|
|
|
|
|
|
6.125%, 06/01/2050 |
|
|
188 |
|
|
|
194 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.375%, 04/24/2032 |
|
$ |
1,718 |
|
|
$ |
1,770 |
|
5.375%, 04/24/2032 (B) |
|
|
187 |
|
|
|
193 |
|
4.900%, 06/01/2030 |
|
|
2,191 |
|
|
|
2,202 |
|
4.650%, 10/07/2041 (B) |
|
|
1,234 |
|
|
|
1,129 |
|
4.650%, 10/07/2041 |
|
|
247 |
|
|
|
226 |
|
4.500%, 05/03/2026 |
|
|
941 |
|
|
|
950 |
|
3.700%, 10/07/2033 |
|
|
735 |
|
|
|
666 |
|
3.700%, 10/07/2033 (B) |
|
|
320 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
9,066 |
|
| |
|
|
|
|
|
|
|
|
Honduras — 0.1% |
|
|
|
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
479 |
|
|
|
436 |
|
5.625%, 06/24/2030 |
|
|
1,066 |
|
|
|
927 |
|
| |
|
|
|
|
|
|
1,363 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.1% |
|
|
|
|
NWD |
|
|
|
|
|
|
|
|
4.125%, 07/18/2029 |
|
|
1,026 |
|
|
|
972 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Hungary — 1.3% |
|
|
|
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
6.750%, 10/22/2028 |
|
HUF |
658,330 |
|
|
|
2,152 |
|
5.500%, 06/24/2025 |
|
|
747,520 |
|
|
|
2,280 |
|
4.000%, 04/28/2051 |
|
|
190,210 |
|
|
|
450 |
|
3.250%, 10/22/2031 |
|
|
2,112,900 |
|
|
|
5,517 |
|
3.000%, 06/26/2024 |
|
|
101,050 |
|
|
|
291 |
|
3.000%, 10/27/2027 |
|
|
864,870 |
|
|
|
2,336 |
|
3.000%, 08/21/2030 |
|
|
750,100 |
|
|
|
1,925 |
|
3.000%, 10/27/2038 |
|
|
155,240 |
|
|
|
345 |
|
2.750%, 12/22/2026 |
|
|
1,555,570 |
|
|
|
4,210 |
|
2.250%, 04/20/2033 |
|
|
172,760 |
|
|
|
394 |
|
2.250%, 06/22/2034 |
|
|
196,330 |
|
|
|
431 |
|
1.500%, 04/22/2026 |
|
|
123,360 |
|
|
|
322 |
|
Hungary Government International Bond |
|
|
|
|
|
|
|
|
5.375%, 02/21/2023 |
|
$ |
476 |
|
|
|
491 |
|
3.125%, 09/21/2051 (B) |
|
|
2,475 |
|
|
|
2,033 |
|
2.125%, 09/22/2031 (B) |
|
|
5,396 |
|
|
|
4,858 |
|
2.125%, 09/22/2031 |
|
|
379 |
|
|
|
341 |
|
1.500%, 11/17/2050 |
|
EUR |
363 |
|
|
|
305 |
|
| |
|
|
|
|
|
|
28,681 |
|
| |
|
|
|
|
|
|
|
|
India — 0.3% |
|
|
|
|
Adani Electricity Mumbai |
|
|
|
|
|
|
|
|
3.949%, 02/12/2030 (B) |
|
$ |
720 |
|
|
|
671 |
|
Export-Import Bank of India MTN |
|
|
|
|
|
|
|
|
3.250%, 01/15/2030 |
|
|
1,430 |
|
|
|
1,372 |
|
2.250%, 01/13/2031 |
|
|
1,052 |
|
|
|
926 |
|
Network i2i |
|
|
|
|
|
|
|
|
5.650%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.277% (A)(B)(F) |
|
|
290 |
|
|
|
292 |
|
Power Finance MTN |
|
|
|
|
|
|
|
|
3.950%, 04/23/2030 (B) |
|
|
786 |
|
|
|
758 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Reliance Industries (B) |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 |
|
$ |
986 |
|
|
$ |
905 |
|
2.875%, 01/12/2032 |
|
|
1,175 |
|
|
|
1,099 |
|
Vedanta Resources |
|
|
|
|
|
|
|
|
7.125%, 05/31/2023 |
|
|
300 |
|
|
|
278 |
|
6.375%, 07/30/2022 |
|
|
550 |
|
|
|
539 |
|
Vedanta Resources Finance II |
|
|
|
|
|
|
|
|
13.875%, 01/21/2024 (B) |
|
|
403 |
|
|
|
411 |
|
| |
|
|
|
|
|
|
7,251 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 6.8% |
|
|
|
|
Indonesia Asahan Aluminium Persero |
|
|
|
|
|
|
|
|
6.757%, 11/15/2048 |
|
|
345 |
|
|
|
388 |
|
6.530%, 11/15/2028 (B) |
|
|
593 |
|
|
|
669 |
|
5.800%, 05/15/2050 (B) |
|
|
1,683 |
|
|
|
1,702 |
|
5.710%, 11/15/2023 (B) |
|
|
866 |
|
|
|
903 |
|
4.750%, 05/15/2025 (B) |
|
|
359 |
|
|
|
367 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
8.500%, 10/12/2035 |
|
|
1,900 |
|
|
|
2,778 |
|
8.500%, 10/12/2035 |
|
|
400 |
|
|
|
585 |
|
7.750%, 01/17/2038 |
|
|
2,250 |
|
|
|
3,118 |
|
5.250%, 01/08/2047 (B) |
|
|
240 |
|
|
|
274 |
|
4.750%, 02/11/2029 |
|
|
534 |
|
|
|
592 |
|
3.500%, 01/11/2028 |
|
|
2,736 |
|
|
|
2,822 |
|
3.200%, 09/23/2061 |
|
|
673 |
|
|
|
564 |
|
3.050%, 03/12/2051 |
|
|
2,357 |
|
|
|
2,104 |
|
2.850%, 02/14/2030 |
|
|
4,759 |
|
|
|
4,712 |
|
2.150%, 07/28/2031 |
|
|
2,186 |
|
|
|
2,029 |
|
1.400%, 10/30/2031 |
|
EUR |
442 |
|
|
|
454 |
|
1.300%, 03/23/2034 |
|
|
755 |
|
|
|
742 |
|
1.100%, 03/12/2033 |
|
|
1,000 |
|
|
|
981 |
|
Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
5.250%, 01/17/2042 |
|
$ |
4,428 |
|
|
|
4,961 |
|
5.125%, 01/15/2045 |
|
|
280 |
|
|
|
312 |
|
4.625%, 04/15/2043 |
|
|
1,186 |
|
|
|
1,247 |
|
3.750%, 06/14/2028 |
|
EUR |
372 |
|
|
|
455 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
9.000%, 03/15/2029 |
|
IDR |
89,762,000 |
|
|
|
7,179 |
|
8.750%, 05/15/2031 |
|
|
94,417,000 |
|
|
|
7,541 |
|
8.375%, 03/15/2024 |
|
|
58,925,000 |
|
|
|
4,431 |
|
8.375%, 03/15/2034 |
|
|
80,180,000 |
|
|
|
6,284 |
|
8.375%, 04/15/2039 |
|
|
94,054,000 |
|
|
|
7,437 |
|
8.250%, 05/15/2029 |
|
|
150,430,000 |
|
|
|
11,596 |
|
8.250%, 06/15/2032 |
|
|
5,973,000 |
|
|
|
462 |
|
8.250%, 05/15/2036 |
|
|
117,159,000 |
|
|
|
9,100 |
|
8.125%, 05/15/2024 |
|
|
139,107,000 |
|
|
|
10,460 |
|
7.500%, 08/15/2032 |
|
|
45,947,000 |
|
|
|
3,377 |
|
7.500%, 06/15/2035 |
|
|
47,500,000 |
|
|
|
3,483 |
|
7.500%, 05/15/2038 |
|
|
62,756,000 |
|
|
|
4,563 |
|
7.500%, 04/15/2040 |
|
|
63,173,000 |
|
|
|
4,624 |
|
7.125%, 06/15/2042 |
|
|
13,600,000 |
|
|
|
967 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.000%, 05/15/2027 |
|
IDR |
66,379,000 |
|
|
$ |
4,905 |
|
7.000%, 09/15/2030 |
|
|
30,854,000 |
|
|
|
2,212 |
|
6.625%, 05/15/2033 |
|
|
36,763,000 |
|
|
|
2,559 |
|
6.500%, 06/15/2025 |
|
|
27,423,000 |
|
|
|
2,000 |
|
6.500%, 02/15/2031 |
|
|
21,432,000 |
|
|
|
1,493 |
|
6.375%, 04/15/2032 |
|
|
62,475,000 |
|
|
|
4,291 |
|
6.125%, 05/15/2028 |
|
|
19,675,000 |
|
|
|
1,377 |
|
Medco Bell Pte |
|
|
|
|
|
|
|
|
6.375%, 01/30/2027 (B) |
|
$ |
626 |
|
|
|
609 |
|
Minejesa Capital BV (B) |
|
|
|
|
|
|
|
|
5.625%, 08/10/2037 |
|
|
447 |
|
|
|
422 |
|
4.625%, 08/10/2030 |
|
|
582 |
|
|
|
569 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
2.300%, 02/09/2031 (B) |
|
|
3,682 |
|
|
|
3,293 |
|
Pertamina Persero MTN |
|
|
|
|
|
|
|
|
6.450%, 05/30/2044 |
|
|
328 |
|
|
|
385 |
|
5.625%, 05/20/2043 |
|
|
208 |
|
|
|
221 |
|
3.650%, 07/30/2029 (B) |
|
|
985 |
|
|
|
989 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
4.325%, 05/28/2025 |
|
|
2,051 |
|
|
|
2,156 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara |
|
|
|
|
|
|
|
|
1.875%, 11/05/2031 (B) |
|
EUR |
943 |
|
|
|
935 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 |
|
$ |
1,070 |
|
|
|
1,178 |
|
5.250%, 10/24/2042 |
|
|
1,097 |
|
|
|
1,104 |
|
5.250%, 05/15/2047 |
|
|
710 |
|
|
|
703 |
|
4.375%, 02/05/2050 (B) |
|
|
355 |
|
|
|
320 |
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (B) |
|
|
1,015 |
|
|
|
1,118 |
|
| |
|
|
|
|
|
|
147,102 |
|
| |
|
|
|
|
|
|
|
|
Iraq — 0.1% |
|
|
|
|
Iraq Government International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
|
1,523 |
|
|
|
1,460 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Israel — 0.2% |
|
|
|
|
Bank Leumi Le-Israel |
|
|
|
|
|
|
|
|
3.275%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.631%, 01/29/2031 (A)(B) |
|
|
592 |
|
|
|
567 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 04/03/2120 |
|
|
2,033 |
|
|
|
2,257 |
|
Leviathan Bond |
|
|
|
|
|
|
|
|
6.750%, 06/30/2030 (B) |
|
|
550 |
|
|
|
557 |
|
| |
|
|
|
|
|
|
3,381 |
|
| |
|
|
|
|
|
|
|
|
Ivory Coast — 0.3% |
|
|
|
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 10/17/2040 |
|
EUR |
1,804 |
|
|
|
1,840 |
|
6.625%, 03/22/2048 |
|
|
3,244 |
|
|
|
3,113 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.625%, 03/22/2048 |
|
EUR |
883 |
|
|
$ |
847 |
|
6.625%, 03/22/2048 (B) |
|
|
675 |
|
|
|
648 |
|
5.875%, 10/17/2031 (B) |
|
|
198 |
|
|
|
205 |
|
5.750%, 12/31/2032 |
|
$ |
52 |
|
|
|
50 |
|
5.750%, 12/31/2032 |
|
|
27 |
|
|
|
26 |
|
5.250%, 03/22/2030 |
|
EUR |
621 |
|
|
|
647 |
|
| |
|
|
|
|
|
|
7,376 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.2% |
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/10/2047 |
|
$ |
2,095 |
|
|
|
1,897 |
|
7.375%, 10/10/2047 (B) |
|
|
62 |
|
|
|
56 |
|
5.850%, 07/07/2030 (B) |
|
|
1,823 |
|
|
|
1,709 |
|
4.950%, 07/07/2025 |
|
|
547 |
|
|
|
547 |
|
| |
|
|
|
|
|
|
4,209 |
|
| |
|
|
|
|
|
|
|
|
Kazakhstan — 1.5% |
|
|
|
|
Development Bank of Kazakhstan JSC |
|
|
|
|
|
|
|
|
4.125%, 12/10/2022 |
|
|
880 |
|
|
|
881 |
|
2.950%, 05/06/2031 (B) |
|
|
723 |
|
|
|
658 |
|
Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/14/2044 |
|
|
1,804 |
|
|
|
1,815 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (B) |
|
|
1,741 |
|
|
|
1,929 |
|
6.375%, 10/24/2048 |
|
|
350 |
|
|
|
388 |
|
5.750%, 04/19/2047 (B) |
|
|
4,787 |
|
|
|
4,989 |
|
5.375%, 04/24/2030 |
|
|
1,605 |
|
|
|
1,700 |
|
5.375%, 04/24/2030 (B) |
|
|
1,295 |
|
|
|
1,371 |
|
5.375%, 04/24/2030 |
|
|
6,045 |
|
|
|
6,402 |
|
4.750%, 04/24/2025 (B) |
|
|
1,737 |
|
|
|
1,790 |
|
3.500%, 04/14/2033 |
|
|
2,037 |
|
|
|
1,847 |
|
KazTransGas JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 |
|
|
1,987 |
|
|
|
1,990 |
|
4.375%, 09/26/2027 (B) |
|
|
1,219 |
|
|
|
1,221 |
|
National Bank of Kazakhstan Notes |
|
|
|
|
|
|
|
|
9.068%, 03/25/2022 (D) |
|
KZT |
1,649,012 |
|
|
|
3,344 |
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
3.250%, 08/15/2030 (B) |
|
$ |
630 |
|
|
|
580 |
|
2.625%, 08/15/2025 |
|
|
1,794 |
|
|
|
1,703 |
|
| |
|
|
|
|
|
|
32,608 |
|
| |
|
|
|
|
|
|
|
|
Kenya — 0.3% |
|
|
|
|
Republic of Kenya Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 02/28/2048 |
|
|
2,752 |
|
|
|
2,377 |
|
8.000%, 05/22/2032 |
|
|
2,242 |
|
|
|
2,113 |
|
7.000%, 05/22/2027 |
|
|
2,181 |
|
|
|
2,093 |
|
7.000%, 05/22/2027 (B) |
|
|
300 |
|
|
|
288 |
|
| |
|
|
|
|
|
|
6,871 |
|
| |
|
|
|
|
|
|
|
|
Kuwait — 0.1% |
|
|
|
|
Meglobal Canada ULC MTN MTN |
|
|
|
|
|
|
|
|
5.875%, 05/18/2030 (B) |
|
|
250 |
|
|
|
283 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
NBK SPC |
|
|
|
|
|
|
|
|
1.625%, U.S. SOFR + 1.050%, 09/15/2027 (A)(B) |
|
$ |
1,000 |
|
|
$ |
939 |
|
NBK Tier 1 Financing 2 |
|
|
|
|
|
|
|
|
4.500%, USD Swap Semi 30/360 6 Yr Curr + 2.832% (A)(B)(F) |
|
|
693 |
|
|
|
684 |
|
| |
|
|
|
|
|
|
1,906 |
|
| |
|
|
|
|
|
|
|
|
Lebanon — 0.4% |
|
|
|
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 05/17/2034 (G) |
|
|
11,222 |
|
|
|
1,190 |
|
8.200%, 05/17/2033 (G) |
|
|
3,557 |
|
|
|
377 |
|
6.850%, 03/23/2027 (G) |
|
|
1,116 |
|
|
|
129 |
|
6.750%, 11/29/2027 (G) |
|
|
3,188 |
|
|
|
368 |
|
6.650%, 04/22/2024 (G) |
|
|
2,000 |
|
|
|
230 |
|
6.000%, 01/27/2023 (G) |
|
|
738 |
|
|
|
85 |
|
Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
8.250%, 04/12/2021 (G) |
|
|
14,601 |
|
|
|
1,752 |
|
7.000%, 03/20/2028 (G) |
|
|
2,671 |
|
|
|
287 |
|
6.850%, 05/25/2029 (G) |
|
|
2,941 |
|
|
|
338 |
|
6.650%, 02/26/2030 (G) |
|
|
2,063 |
|
|
|
238 |
|
6.600%, 11/27/2026 (G) |
|
|
2,218 |
|
|
|
256 |
|
6.400%, 05/26/2023 (G) |
|
|
2,645 |
|
|
|
308 |
|
6.375%, 03/09/2020 (G) |
|
|
6,273 |
|
|
|
730 |
|
6.250%, 05/27/2022 (G) |
|
|
409 |
|
|
|
47 |
|
6.150%, 06/19/2020 (G) |
|
|
8,161 |
|
|
|
949 |
|
6.100%, 10/04/2022 (G) |
|
|
3,900 |
|
|
|
453 |
|
6.100%, 10/04/2022 (G) |
|
|
3,411 |
|
|
|
397 |
|
5.800%, 04/14/2020 (G) |
|
|
8,853 |
|
|
|
1,030 |
|
| |
|
|
|
|
|
|
9,164 |
|
| |
|
|
|
|
|
|
|
|
Macau — 0.0% |
|
|
|
|
Studio City Finance (B) |
|
|
|
|
|
|
|
|
6.500%, 01/15/2028 (E) |
|
|
507 |
|
|
|
444 |
|
6.000%, 07/15/2025 |
|
|
119 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
555 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 6.6% |
|
|
|
|
1MDB Energy |
|
|
|
|
|
|
|
|
5.990%, 05/11/2022 |
|
|
2,000 |
|
|
|
2,008 |
|
1MDB Global Investments |
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
|
6,000 |
|
|
|
5,838 |
|
1MDB Global Investments Ltd |
|
|
|
|
|
|
|
|
4.400%, 03/09/2023 |
|
|
9,700 |
|
|
|
9,439 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
4,097 |
|
|
|
1,069 |
|
4.935%, 09/30/2043 |
|
|
1,200 |
|
|
|
307 |
|
4.921%, 07/06/2048 |
|
|
3,873 |
|
|
|
984 |
|
4.736%, 03/15/2046 |
|
|
1,052 |
|
|
|
260 |
|
4.392%, 04/15/2026 |
|
|
5,125 |
|
|
|
1,275 |
|
4.254%, 05/31/2035 |
|
|
13,310 |
|
|
|
3,229 |
|
4.232%, 06/30/2031 |
|
|
2,000 |
|
|
|
494 |
|
4.181%, 07/15/2024 |
|
|
24,035 |
|
|
|
5,907 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
4.065%, 06/15/2050 |
|
MYR |
3,800 |
|
|
$ |
855 |
|
4.059%, 09/30/2024 |
|
|
17,428 |
|
|
|
4,281 |
|
3.955%, 09/15/2025 |
|
|
52,510 |
|
|
|
12,883 |
|
3.906%, 07/15/2026 |
|
|
23,403 |
|
|
|
5,717 |
|
3.900%, 11/30/2026 |
|
|
9,147 |
|
|
|
2,235 |
|
3.899%, 11/16/2027 |
|
|
4,810 |
|
|
|
1,171 |
|
3.885%, 08/15/2029 |
|
|
31,074 |
|
|
|
7,499 |
|
3.828%, 07/05/2034 |
|
|
44,271 |
|
|
|
10,349 |
|
3.800%, 08/17/2023 |
|
|
42,002 |
|
|
|
10,228 |
|
3.795%, 09/30/2022 |
|
|
4,800 |
|
|
|
1,157 |
|
3.757%, 04/20/2023 |
|
|
30,150 |
|
|
|
7,325 |
|
3.757%, 05/22/2040 |
|
|
29,134 |
|
|
|
6,525 |
|
3.733%, 06/15/2028 |
|
|
27,174 |
|
|
|
6,520 |
|
3.502%, 05/31/2027 |
|
|
7,247 |
|
|
|
1,732 |
|
3.480%, 03/15/2023 |
|
|
10,106 |
|
|
|
2,445 |
|
3.478%, 06/14/2024 |
|
|
9,387 |
|
|
|
2,274 |
|
3.418%, 08/15/2022 |
|
|
13,665 |
|
|
|
3,279 |
|
2.632%, 04/15/2031 |
|
|
52,449 |
|
|
|
11,458 |
|
Malaysia Government International Bond |
|
|
|
|
|
|
|
|
3.882%, 03/10/2022 |
|
|
2,991 |
|
|
|
713 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
4.369%, 10/31/2028 |
|
|
2,000 |
|
|
|
497 |
|
4.119%, 11/30/2034 |
|
|
6,809 |
|
|
|
1,636 |
|
4.070%, 09/30/2026 |
|
|
14,000 |
|
|
|
3,436 |
|
Malaysia Wakala Sukuk |
|
|
|
|
|
|
|
|
2.070%, 04/28/2031 |
|
$ |
1,970 |
|
|
|
1,899 |
|
Petronas Capital MTN |
|
|
|
|
|
|
|
|
4.550%, 04/21/2050 |
|
|
2,131 |
|
|
|
2,393 |
|
3.500%, 04/21/2030 |
|
|
1,790 |
|
|
|
1,833 |
|
2.480%, 01/28/2032 |
|
|
2,021 |
|
|
|
1,889 |
|
| |
|
|
|
|
|
|
143,039 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 8.3% |
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
23,310 |
|
|
|
1,090 |
|
Banco Mercantil del Norte (B)(F) |
|
|
|
|
|
|
|
|
7.500%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470% (A) |
|
$ |
623 |
|
|
|
609 |
|
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967% (A) |
|
|
1,569 |
|
|
|
1,545 |
|
Banco Nacional de Comercio Exterior SNC |
|
|
|
|
|
|
|
|
2.720%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 08/11/2031 (A)(B) |
|
|
1,777 |
|
|
|
1,701 |
|
Cemex (B) |
|
|
|
|
|
|
|
|
5.450%, 11/19/2029 |
|
|
622 |
|
|
|
618 |
|
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (A)(F) |
|
|
277 |
|
|
|
267 |
|
3.875%, 07/11/2031 |
|
|
782 |
|
|
|
695 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
52,305 |
|
|
|
2,375 |
|
6.264%, 02/15/2052 (B) |
|
$ |
2,313 |
|
|
|
2,310 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.750%, 02/14/2042 (B) |
|
$ |
570 |
|
|
$ |
549 |
|
4.750%, 02/23/2027 (B) |
|
|
364 |
|
|
|
378 |
|
4.688%, 05/15/2029 (B) |
|
|
6,229 |
|
|
|
6,167 |
|
3.348%, 02/09/2031 (B) |
|
|
605 |
|
|
|
537 |
|
FEL Energy VI Sarl |
|
|
|
|
|
|
|
|
5.750%, 12/01/2040 (B) |
|
|
281 |
|
|
|
264 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
MXN |
234,123 |
|
|
|
12,073 |
|
8.500%, 05/31/2029 |
|
|
126,900 |
|
|
|
6,429 |
|
8.500%, 11/18/2038 |
|
|
274,359 |
|
|
|
13,922 |
|
8.000%, 11/07/2047 |
|
|
91,207 |
|
|
|
4,368 |
|
7.750%, 05/29/2031 |
|
|
138,313 |
|
|
|
6,702 |
|
7.750%, 11/13/2042 |
|
|
182,284 |
|
|
|
8,538 |
|
7.500%, 06/03/2027 |
|
|
335,965 |
|
|
|
16,218 |
|
6.500%, 06/09/2022 |
|
|
186,400 |
|
|
|
9,113 |
|
5.750%, 03/05/2026 |
|
|
32,092 |
|
|
|
1,459 |
|
5.750%, 03/05/2026 |
|
|
10,982 |
|
|
|
499 |
|
Mexican Bonos, Ser M20 |
|
|
|
|
|
|
|
|
8.000%, 12/07/2023 |
|
|
86,710 |
|
|
|
4,262 |
|
Mexican Udibonos |
|
|
|
|
|
|
|
|
4.500%, 12/04/2025 |
|
|
172,508 |
|
|
|
8,726 |
|
3.500%, 11/16/2023 |
|
|
99,484 |
|
|
|
4,854 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (B) |
|
$ |
1,068 |
|
|
|
959 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 04/27/2051 |
|
|
1,116 |
|
|
|
1,132 |
|
4.750%, 04/27/2032 |
|
|
1,230 |
|
|
|
1,313 |
|
4.600%, 02/10/2048 |
|
|
578 |
|
|
|
553 |
|
4.350%, 01/15/2047 |
|
|
1,567 |
|
|
|
1,456 |
|
4.280%, 08/14/2041 |
|
|
2,104 |
|
|
|
1,975 |
|
3.771%, 05/24/2061 |
|
|
527 |
|
|
|
427 |
|
3.750%, 04/19/2071 |
|
|
1,488 |
|
|
|
1,176 |
|
3.500%, 02/12/2034 |
|
|
4,727 |
|
|
|
4,446 |
|
2.659%, 05/24/2031 |
|
|
3,288 |
|
|
|
3,020 |
|
2.250%, 08/12/2036 |
|
EUR |
608 |
|
|
|
583 |
|
Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
6.050%, 01/11/2040 |
|
$ |
859 |
|
|
|
983 |
|
5.750%, 10/12/2110 |
|
|
3,850 |
|
|
|
3,962 |
|
Minera Mexico |
|
|
|
|
|
|
|
|
4.500%, 01/26/2050 (B) |
|
|
870 |
|
|
|
835 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
7.690%, 01/23/2050 (B) |
|
|
2,359 |
|
|
|
2,119 |
|
7.690%, 01/23/2050 |
|
|
4,653 |
|
|
|
4,180 |
|
6.950%, 01/28/2060 |
|
|
471 |
|
|
|
391 |
|
6.840%, 01/23/2030 (B) |
|
|
534 |
|
|
|
536 |
|
6.700%, 02/16/2032 (B) |
|
|
7,965 |
|
|
|
7,685 |
|
6.700%, 02/16/2032 |
|
|
211 |
|
|
|
204 |
|
6.625%, 06/15/2035 |
|
|
7,189 |
|
|
|
6,510 |
|
6.625%, 06/15/2038 |
|
|
205 |
|
|
|
177 |
|
6.500%, 01/23/2029 (B) |
|
|
1,111 |
|
|
|
1,112 |
|
6.500%, 06/02/2041 |
|
|
2,783 |
|
|
|
2,349 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.375%, 01/23/2045 |
|
$ |
1,575 |
|
|
$ |
1,280 |
|
5.950%, 01/28/2031 |
|
|
1,757 |
|
|
|
1,645 |
|
5.950%, 01/28/2031 (B) |
|
|
727 |
|
|
|
681 |
|
5.350%, 02/12/2028 (B) |
|
|
826 |
|
|
|
796 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
3,093 |
|
|
|
2,569 |
|
6.750%, 09/21/2047 |
|
|
440 |
|
|
|
365 |
|
Poinsettia Finance |
|
|
|
|
|
|
|
|
6.625%, 06/17/2031 |
|
|
6,992 |
|
|
|
6,905 |
|
| |
|
|
|
|
|
|
178,592 |
|
| |
|
|
|
|
|
|
|
|
Mongolia — 0.3% |
|
|
|
|
Development Bank of Mongolia LLC |
|
|
|
|
|
|
|
|
7.250%, 10/23/2023 (B) |
|
|
1,149 |
|
|
|
1,192 |
|
Mongolia Government International Bond |
|
|
|
|
|
|
|
|
5.125%, 04/07/2026 |
|
|
546 |
|
|
|
545 |
|
4.450%, 07/07/2031 |
|
|
635 |
|
|
|
576 |
|
3.500%, 07/07/2027 |
|
|
1,655 |
|
|
|
1,523 |
|
Mongolia Government International Bond MTN |
|
|
|
|
|
|
|
|
8.750%, 03/09/2024 |
|
|
2,896 |
|
|
|
3,135 |
|
| |
|
|
|
|
|
|
6,971 |
|
| |
|
|
|
|
|
|
|
|
Morocco — 0.2% |
|
|
|
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 12/11/2042 |
|
|
1,150 |
|
|
|
1,139 |
|
4.000%, 12/15/2050 |
|
|
1,029 |
|
|
|
812 |
|
3.000%, 12/15/2032 |
|
|
1,942 |
|
|
|
1,687 |
|
OCP |
|
|
|
|
|
|
|
|
3.750%, 06/23/2031 (B) |
|
|
203 |
|
|
|
179 |
|
| |
|
|
|
|
|
|
3,817 |
|
| |
|
|
|
|
|
|
|
|
Mozambique — 0.1% |
|
|
|
|
Mozambique International Bond |
|
|
|
|
|
|
|
|
5.000%, 9.000%, 09/15/2031, 09/15/2023 (B)(C) |
|
|
2,053 |
|
|
|
1,755 |
|
5.000%, 9.000%, 09/15/2031, 09/15/2023 (C) |
|
|
400 |
|
|
|
342 |
|
| |
|
|
|
|
|
|
2,097 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.0% |
|
|
|
|
IHS Netherlands Holdco BV |
|
|
|
|
|
|
|
|
8.000%, 09/18/2027 (B) |
|
|
399 |
|
|
|
406 |
|
VEON Holdings BV |
|
|
|
|
|
|
|
|
3.375%, 11/25/2027 (B) |
|
|
783 |
|
|
|
337 |
|
| |
|
|
|
|
|
|
743 |
|
| |
|
|
|
|
|
|
|
|
Nigeria — 1.0% |
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
9.248%, 01/21/2049 (B) |
|
|
706 |
|
|
|
657 |
|
9.248%, 01/21/2049 |
|
|
524 |
|
|
|
488 |
|
8.747%, 01/21/2031 |
|
|
303 |
|
|
|
296 |
|
7.875%, 02/16/2032 |
|
|
5,990 |
|
|
|
5,502 |
|
7.696%, 02/23/2038 |
|
|
3,037 |
|
|
|
2,556 |
|
7.696%, 02/23/2038 (B) |
|
|
852 |
|
|
|
717 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
8.250%, 09/28/2051 (B) |
|
$ |
4,802 |
|
|
$ |
4,105 |
|
7.625%, 11/28/2047 (B) |
|
|
1,380 |
|
|
|
1,110 |
|
7.375%, 09/28/2033 (B) |
|
|
1,092 |
|
|
|
966 |
|
7.375%, 09/28/2033 |
|
|
3,845 |
|
|
|
3,401 |
|
6.500%, 11/28/2027 (B) |
|
|
610 |
|
|
|
580 |
|
6.500%, 11/28/2027 |
|
|
70 |
|
|
|
66 |
|
6.125%, 09/28/2028 |
|
|
1,161 |
|
|
|
1,064 |
|
| |
|
|
|
|
|
|
21,508 |
|
| |
|
|
|
|
|
|
|
|
Oman — 1.0% |
|
|
|
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/28/2032 (B) |
|
|
306 |
|
|
|
340 |
|
7.000%, 01/25/2051 (B) |
|
|
642 |
|
|
|
634 |
|
7.000%, 01/25/2051 |
|
|
200 |
|
|
|
198 |
|
6.750%, 10/28/2027 |
|
|
5,564 |
|
|
|
5,960 |
|
6.750%, 01/17/2048 (B) |
|
|
2,188 |
|
|
|
2,097 |
|
6.750%, 01/17/2048 |
|
|
4,735 |
|
|
|
4,538 |
|
6.500%, 03/08/2047 |
|
|
300 |
|
|
|
281 |
|
6.250%, 01/25/2031 |
|
|
2,212 |
|
|
|
2,295 |
|
6.250%, 01/25/2031 (B) |
|
|
1,402 |
|
|
|
1,454 |
|
4.750%, 06/15/2026 |
|
|
1,402 |
|
|
|
1,403 |
|
Oman Government International Bond MTN |
|
|
|
|
|
|
|
|
6.000%, 08/01/2029 |
|
|
805 |
|
|
|
827 |
|
6.000%, 08/01/2029 (B) |
|
|
784 |
|
|
|
805 |
|
4.875%, 02/01/2025 (B) |
|
|
632 |
|
|
|
643 |
|
| |
|
|
|
|
|
|
21,475 |
|
| |
|
|
|
|
|
|
|
|
Pakistan — 0.4% |
|
|
|
|
Pakistan Global Sukuk Programme |
|
|
|
|
|
|
|
|
7.950%, 01/31/2029 (B) |
|
|
1,542 |
|
|
|
1,523 |
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 (B) |
|
|
335 |
|
|
|
338 |
|
7.875%, 03/31/2036 |
|
|
285 |
|
|
|
236 |
|
6.875%, 12/05/2027 |
|
|
1,455 |
|
|
|
1,353 |
|
6.875%, 12/05/2027 (B) |
|
|
1,073 |
|
|
|
998 |
|
Pakistan Government International Bond MTN |
|
|
|
|
|
|
|
|
8.875%, 04/08/2051 |
|
|
470 |
|
|
|
392 |
|
7.375%, 04/08/2031 |
|
|
1,777 |
|
|
|
1,521 |
|
6.000%, 04/08/2026 (B) |
|
|
1,413 |
|
|
|
1,292 |
|
| |
|
|
|
|
|
|
7,653 |
|
| |
|
|
|
|
|
|
|
|
Panama — 1.2% |
|
|
|
|
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
5.125%, 08/11/2061 (B) |
|
|
469 |
|
|
|
427 |
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (B) |
|
|
639 |
|
|
|
617 |
|
Banco Nacional de Panama |
|
|
|
|
|
|
|
|
2.500%, 08/11/2030 (B) |
|
|
1,160 |
|
|
|
1,021 |
|
Cable Onda |
|
|
|
|
|
|
|
|
4.500%, 01/30/2030 (B) |
|
|
227 |
|
|
|
215 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Empresa de Transmision Electrica |
|
|
|
|
|
|
|
|
5.125%, 05/02/2049 (B) |
|
$ |
873 |
|
|
$ |
882 |
|
Panama Bonos del Tesoro |
|
|
|
|
|
|
|
|
3.362%, 06/30/2031 |
|
|
2,505 |
|
|
|
2,400 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 |
|
|
1,120 |
|
|
|
1,527 |
|
8.125%, 04/28/2034 |
|
|
699 |
|
|
|
979 |
|
6.700%, 01/26/2036 |
|
|
400 |
|
|
|
491 |
|
4.500%, 04/16/2050 |
|
|
2,586 |
|
|
|
2,525 |
|
4.500%, 04/01/2056 |
|
|
2,984 |
|
|
|
2,882 |
|
4.500%, 01/19/2063 |
|
|
2,266 |
|
|
|
2,154 |
|
4.300%, 04/29/2053 |
|
|
360 |
|
|
|
339 |
|
3.870%, 07/23/2060 |
|
|
3,526 |
|
|
|
3,036 |
|
3.750%, 03/16/2025 |
|
|
1,220 |
|
|
|
1,252 |
|
3.298%, 01/19/2033 |
|
|
1,485 |
|
|
|
1,425 |
|
3.160%, 01/23/2030 |
|
|
591 |
|
|
|
580 |
|
2.252%, 09/29/2032 |
|
|
4,431 |
|
|
|
3,914 |
|
| |
|
|
|
|
|
|
26,666 |
|
| |
|
|
|
|
|
|
|
|
Papua New Guinea — 0.0% |
|
|
|
|
Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
8.375%, 10/04/2028 |
|
|
850 |
|
|
|
790 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Paraguay — 0.3% |
|
|
|
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 |
|
|
1,980 |
|
|
|
2,128 |
|
5.400%, 03/30/2050 |
|
|
946 |
|
|
|
932 |
|
4.950%, 04/28/2031 |
|
|
1,086 |
|
|
|
1,127 |
|
2.739%, 01/29/2033 |
|
|
1,410 |
|
|
|
1,231 |
|
| |
|
|
|
|
|
|
5,418 |
|
| |
|
|
|
|
|
|
|
|
Peru — 2.8% |
|
|
|
|
ABY Transmission Sur |
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (B) |
|
|
313 |
|
|
|
393 |
|
Fondo MIVIVIENDA |
|
|
|
|
|
|
|
|
7.000%, 02/14/2024 (B) |
|
PEN |
5,422 |
|
|
|
1,449 |
|
Inkia Energy |
|
|
|
|
|
|
|
|
5.875%, 11/09/2027 (B) |
|
$ |
487 |
|
|
|
475 |
|
Kallpa Generacion SA (B) |
|
|
|
|
|
|
|
|
4.875%, 05/24/2026 |
|
|
398 |
|
|
|
407 |
|
4.125%, 08/16/2027 |
|
|
1,197 |
|
|
|
1,190 |
|
Nexa Resources |
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (B) |
|
|
4,041 |
|
|
|
4,073 |
|
Peru Government Bond |
|
|
|
|
|
|
|
|
6.950%, 08/12/2031 |
|
PEN |
3,899 |
|
|
|
1,082 |
|
6.350%, 08/12/2028 |
|
|
3,966 |
|
|
|
1,078 |
|
6.150%, 08/12/2032 |
|
|
13,534 |
|
|
|
3,522 |
|
5.940%, 02/12/2029 |
|
|
5,721 |
|
|
|
1,513 |
|
5.400%, 08/12/2034 |
|
|
11,192 |
|
|
|
2,635 |
|
5.350%, 08/12/2040 |
|
|
959 |
|
|
|
210 |
|
5.200%, 09/12/2023 |
|
|
1,204 |
|
|
|
323 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
8.750%, 11/21/2033 |
|
$ |
790 |
|
|
$ |
1,150 |
|
8.200%, 08/12/2026 |
|
PEN |
18 |
|
|
|
5 |
|
8.200%, 08/12/2026 |
|
|
6,280 |
|
|
|
1,858 |
|
6.950%, 08/12/2031 |
|
|
24,601 |
|
|
|
6,828 |
|
6.950%, 08/12/2031 |
|
|
724 |
|
|
|
201 |
|
6.900%, 08/12/2037 |
|
|
9,608 |
|
|
|
2,519 |
|
6.850%, 02/12/2042 |
|
|
882 |
|
|
|
228 |
|
6.350%, 08/12/2028 |
|
|
4,735 |
|
|
|
1,287 |
|
5.700%, 08/12/2024 (B) |
|
|
6,317 |
|
|
|
1,710 |
|
5.625%, 11/18/2050 |
|
$ |
626 |
|
|
|
781 |
|
5.400%, 08/12/2034 |
|
PEN |
1,738 |
|
|
|
409 |
|
3.750%, 03/01/2030 |
|
EUR |
170 |
|
|
|
211 |
|
3.600%, 01/15/2072 |
|
$ |
1,006 |
|
|
|
839 |
|
3.230%, 07/28/2121 |
|
|
4,321 |
|
|
|
3,185 |
|
3.000%, 01/15/2034 |
|
|
1,931 |
|
|
|
1,782 |
|
2.844%, 06/20/2030 |
|
|
255 |
|
|
|
245 |
|
2.783%, 01/23/2031 |
|
|
6,507 |
|
|
|
6,148 |
|
1.950%, 11/17/2036 |
|
EUR |
1,091 |
|
|
|
1,056 |
|
1.250%, 03/11/2033 |
|
|
3,208 |
|
|
|
3,076 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (B) |
|
$ |
1,432 |
|
|
|
1,271 |
|
5.625%, 06/19/2047 |
|
|
5,676 |
|
|
|
5,038 |
|
4.750%, 06/19/2032 |
|
|
1,799 |
|
|
|
1,736 |
|
4.750%, 06/19/2032 (B) |
|
|
1,695 |
|
|
|
1,635 |
|
| |
|
|
|
|
|
|
61,548 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.7% |
|
|
|
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 01/13/2037 |
|
|
779 |
|
|
|
878 |
|
3.900%, 11/26/2022 |
|
PHP |
52,000 |
|
|
|
1,007 |
|
3.700%, 03/01/2041 |
|
$ |
1,087 |
|
|
|
1,035 |
|
3.200%, 07/06/2046 |
|
|
910 |
|
|
|
809 |
|
3.000%, 02/01/2028 |
|
|
693 |
|
|
|
700 |
|
2.950%, 05/05/2045 |
|
|
548 |
|
|
|
467 |
|
2.650%, 12/10/2045 |
|
|
1,073 |
|
|
|
874 |
|
1.950%, 01/06/2032 |
|
|
7,894 |
|
|
|
7,127 |
|
1.750%, 04/28/2041 |
|
EUR |
606 |
|
|
|
589 |
|
1.648%, 06/10/2031 |
|
$ |
2,848 |
|
|
|
2,517 |
|
| |
|
|
|
|
|
|
16,003 |
|
| |
|
|
|
|
|
|
|
|
Poland — 1.6% |
|
|
|
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
3.250%, 07/25/2025 |
|
PLN |
12,833 |
|
|
|
2,978 |
|
2.750%, 04/25/2028 |
|
|
7,185 |
|
|
|
1,592 |
|
2.500%, 04/25/2024 |
|
|
7,644 |
|
|
|
1,772 |
|
2.500%, 07/25/2026 |
|
|
24,576 |
|
|
|
5,481 |
|
2.500%, 07/25/2027 |
|
|
56,456 |
|
|
|
12,425 |
|
1.750%, 04/25/2032 |
|
|
24,266 |
|
|
|
4,712 |
|
1.250%, 10/25/2030 |
|
|
5,030 |
|
|
|
962 |
|
0.250%, 10/25/2026 |
|
|
14,296 |
|
|
|
2,870 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
3.000%, 03/17/2023 |
|
$ |
1,001 |
|
|
$ |
1,011 |
|
| |
|
|
|
|
|
|
33,803 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 1.4% |
|
|
|
|
Qatar Energy |
|
|
|
|
|
|
|
|
3.300%, 07/12/2051 (B) |
|
|
1,274 |
|
|
|
1,199 |
|
3.125%, 07/12/2041 (B) |
|
|
1,413 |
|
|
|
1,328 |
|
3.125%, 07/12/2041 |
|
|
663 |
|
|
|
623 |
|
2.250%, 07/12/2031 |
|
|
3,850 |
|
|
|
3,627 |
|
2.250%, 07/12/2031 (B) |
|
|
973 |
|
|
|
916 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
5.103%, 04/23/2048 |
|
|
1,583 |
|
|
|
1,987 |
|
5.103%, 04/23/2048 (B) |
|
|
4,998 |
|
|
|
6,272 |
|
4.817%, 03/14/2049 |
|
|
4,678 |
|
|
|
5,679 |
|
4.400%, 04/16/2050 (B) |
|
|
2,116 |
|
|
|
2,440 |
|
4.400%, 04/16/2050 |
|
|
200 |
|
|
|
231 |
|
3.750%, 04/16/2030 |
|
|
4,237 |
|
|
|
4,574 |
|
3.750%, 04/16/2030 (B) |
|
|
770 |
|
|
|
831 |
|
State of Qatar |
|
|
|
|
|
|
|
|
6.400%, 01/20/2040 (B) |
|
|
674 |
|
|
|
931 |
|
| |
|
|
|
|
|
|
30,638 |
|
| |
|
|
|
|
|
|
|
|
Romania — 1.7% |
|
|
|
|
Romania Government Bond |
|
|
|
|
|
|
|
|
5.850%, 04/26/2023 |
|
RON |
2,330 |
|
|
|
535 |
|
5.000%, 02/12/2029 |
|
|
11,435 |
|
|
|
2,464 |
|
4.850%, 04/22/2026 |
|
|
2,725 |
|
|
|
604 |
|
4.750%, 10/11/2034 |
|
|
1,205 |
|
|
|
241 |
|
4.400%, 09/25/2023 |
|
|
970 |
|
|
|
219 |
|
4.250%, 06/28/2023 |
|
|
3,930 |
|
|
|
886 |
|
4.150%, 01/26/2028 |
|
|
13,770 |
|
|
|
2,872 |
|
4.150%, 10/24/2030 |
|
|
4,200 |
|
|
|
836 |
|
4.000%, 10/25/2023 |
|
|
4,865 |
|
|
|
1,089 |
|
3.650%, 07/28/2025 |
|
|
21,105 |
|
|
|
4,546 |
|
3.650%, 09/24/2031 |
|
|
7,895 |
|
|
|
1,484 |
|
3.250%, 06/24/2026 |
|
|
3,370 |
|
|
|
699 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
4.000%, 02/14/2051 |
|
$ |
2,212 |
|
|
|
1,869 |
|
3.625%, 03/27/2032 (B) |
|
|
1,752 |
|
|
|
1,647 |
|
3.000%, 02/27/2027 (B) |
|
|
802 |
|
|
|
781 |
|
2.750%, 04/14/2041 (B) |
|
EUR |
1,038 |
|
|
|
858 |
|
2.625%, 12/02/2040 (B) |
|
|
452 |
|
|
|
374 |
|
2.000%, 04/14/2033 (B) |
|
|
381 |
|
|
|
329 |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
6.125%, 01/22/2044 |
|
$ |
312 |
|
|
|
355 |
|
4.625%, 04/03/2049 |
|
EUR |
2,036 |
|
|
|
2,164 |
|
4.125%, 03/11/2039 |
|
|
345 |
|
|
|
355 |
|
3.875%, 10/29/2035 |
|
|
1,700 |
|
|
|
1,757 |
|
3.750%, 02/07/2034 (B) |
|
|
1,299 |
|
|
|
1,328 |
|
3.375%, 02/08/2038 (B) |
|
|
1,908 |
|
|
|
1,843 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.375%, 01/28/2050 |
|
EUR |
3,177 |
|
|
$ |
2,739 |
|
2.875%, 04/13/2042 (B) |
|
|
773 |
|
|
|
641 |
|
2.875%, 04/13/2042 |
|
|
746 |
|
|
|
618 |
|
2.500%, 02/08/2030 (B) |
|
|
935 |
|
|
|
955 |
|
2.124%, 07/16/2031 |
|
|
166 |
|
|
|
156 |
|
2.000%, 01/28/2032 |
|
|
206 |
|
|
|
186 |
|
2.000%, 04/14/2033 |
|
|
800 |
|
|
|
692 |
|
| |
|
|
|
|
|
|
36,122 |
|
| |
|
|
|
|
|
|
|
|
Russia — 2.2% |
|
|
|
|
Gazprom OAO Via Gaz Capital |
|
|
|
|
|
|
|
|
5.150%, 02/11/2026 (B) |
|
$ |
3,647 |
|
|
|
1,715 |
|
Gazprom PJSC Via Gaz Capital |
|
|
|
|
|
|
|
|
4.950%, 02/06/2028 (B) |
|
|
684 |
|
|
|
287 |
|
Gazprom PJSC via Gaz Finance |
|
|
|
|
|
|
|
|
4.599%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.264% (A)(B)(E)(F) |
|
|
1,233 |
|
|
|
567 |
|
GTLK Europe Capital DAC |
|
|
|
|
|
|
|
|
4.949%, 02/18/2026 |
|
|
1,336 |
|
|
|
628 |
|
4.650%, 03/10/2027 |
|
|
797 |
|
|
|
263 |
|
Lukoil Capital DAC |
|
|
|
|
|
|
|
|
3.600%, 10/26/2031 (B) |
|
|
899 |
|
|
|
541 |
|
Russian Federal Bond - OFZ |
|
|
|
|
|
|
|
|
8.500%, 09/17/2031 |
|
RUB |
148,472 |
|
|
|
998 |
|
8.150%, 02/03/2027 |
|
|
1,048,775 |
|
|
|
6,360 |
|
7.950%, 10/07/2026 |
|
|
289,831 |
|
|
|
2,066 |
|
7.750%, 09/16/2026 |
|
|
214,105 |
|
|
|
1,512 |
|
7.700%, 03/23/2033 |
|
|
115,299 |
|
|
|
715 |
|
7.700%, 03/16/2039 |
|
|
142,850 |
|
|
|
896 |
|
7.650%, 04/10/2030 |
|
|
12,078 |
|
|
|
78 |
|
7.250%, 05/10/2034 |
|
|
228,246 |
|
|
|
1,338 |
|
7.050%, 01/19/2028 |
|
|
1,035,010 |
|
|
|
4,925 |
|
7.000%, 08/16/2023 |
|
|
52,160 |
|
|
|
403 |
|
7.000%, 07/30/2036 |
|
|
127,961 |
|
|
|
740 |
|
6.900%, 05/23/2029 |
|
|
184,016 |
|
|
|
1,159 |
|
6.900%, 07/23/2031 |
|
|
503,017 |
|
|
|
3,000 |
|
6.700%, 03/14/2029 |
|
|
590,667 |
|
|
|
3,693 |
|
6.100%, 07/18/2035 |
|
|
84,790 |
|
|
|
447 |
|
6.000%, 10/06/2027 |
|
|
95,220 |
|
|
|
598 |
|
4.500%, 07/16/2025 |
|
|
959,165 |
|
|
|
6,128 |
|
Russian Federal Inflation-Linked Bond |
|
|
|
|
|
|
|
|
2.500%, 07/17/2030 |
|
|
30,885 |
|
|
|
253 |
|
Russian Foreign Bond - Eurobond |
|
|
|
|
|
|
|
|
12.750%, 06/24/2028 |
|
$ |
200 |
|
|
|
153 |
|
7.500%, 03/31/2030 |
|
|
2 |
|
|
|
1 |
|
5.250%, 06/23/2047 |
|
|
2,800 |
|
|
|
980 |
|
5.100%, 03/28/2035 |
|
|
5,000 |
|
|
|
1,750 |
|
4.375%, 03/21/2029 |
|
|
12,800 |
|
|
|
5,762 |
|
4.250%, 06/23/2027 |
|
|
800 |
|
|
|
400 |
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
6.800%, 11/22/2025 (B) |
|
|
600 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.800%, 11/22/2025 |
|
$ |
240 |
|
|
$ |
60 |
|
| |
|
|
|
|
|
|
48,566 |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 1.3% |
|
|
|
|
EIG Pearl Holdings Sarl (B) |
|
|
|
|
|
|
|
|
4.387%, 11/30/2046 |
|
|
1,240 |
|
|
|
1,206 |
|
3.545%, 08/31/2036 |
|
|
992 |
|
|
|
966 |
|
Global Sukuk |
|
|
|
|
|
|
|
|
1.602%, 06/17/2026 |
|
|
2,600 |
|
|
|
2,491 |
|
KSA Sukuk |
|
|
|
|
|
|
|
|
2.250%, 05/17/2031 (B) |
|
|
2,576 |
|
|
|
2,483 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
4.250%, 04/16/2039 |
|
|
1,620 |
|
|
|
1,721 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
4.625%, 10/04/2047 (B) |
|
|
3,953 |
|
|
|
4,346 |
|
4.500%, 10/26/2046 |
|
|
2,958 |
|
|
|
3,199 |
|
4.500%, 10/26/2046 (B) |
|
|
704 |
|
|
|
761 |
|
3.450%, 02/02/2061 |
|
|
1,529 |
|
|
|
1,391 |
|
3.250%, 10/26/2026 (B) |
|
|
2,158 |
|
|
|
2,239 |
|
3.250%, 10/22/2030 |
|
|
1,889 |
|
|
|
1,948 |
|
3.250%, 10/22/2030 (B) |
|
|
841 |
|
|
|
867 |
|
3.250%, 11/17/2051 (B) |
|
|
2,160 |
|
|
|
1,944 |
|
2.500%, 02/03/2027 |
|
|
1,400 |
|
|
|
1,403 |
|
2.250%, 02/02/2033 (B) |
|
|
2,132 |
|
|
|
2,005 |
|
| |
|
|
|
|
|
|
28,970 |
|
| |
|
|
|
|
|
|
|
|
Senegal — 0.2% |
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 03/13/2048 |
|
|
1,949 |
|
|
|
1,638 |
|
5.375%, 06/08/2037 |
|
EUR |
606 |
|
|
|
560 |
|
5.375%, 06/08/2037 (B) |
|
|
538 |
|
|
|
497 |
|
4.750%, 03/13/2028 |
|
|
1,030 |
|
|
|
1,082 |
|
4.750%, 03/13/2028 (B) |
|
|
170 |
|
|
|
178 |
|
| |
|
|
|
|
|
|
3,955 |
|
| |
|
|
|
|
|
|
|
|
Serbia — 0.2% |
|
|
|
|
Serbia International Bond |
|
|
|
|
|
|
|
|
3.125%, 05/15/2027 |
|
|
451 |
|
|
|
495 |
|
2.125%, 12/01/2030 |
|
$ |
880 |
|
|
|
737 |
|
1.650%, 03/03/2033 |
|
EUR |
406 |
|
|
|
352 |
|
1.500%, 06/26/2029 |
|
|
1,788 |
|
|
|
1,710 |
|
Serbia International Bond MTN |
|
|
|
|
|
|
|
|
2.050%, 09/23/2036 |
|
|
1,524 |
|
|
|
1,273 |
|
Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
5.875%, 02/08/2028 |
|
RSD |
36,980 |
|
|
|
388 |
|
4.500%, 01/11/2026 |
|
|
31,490 |
|
|
|
310 |
|
| |
|
|
|
|
|
|
5,265 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 5.5% |
|
|
|
|
Bidvest Group |
|
|
|
|
|
|
|
|
3.625%, 09/23/2026 (B) |
|
$ |
528 |
|
|
|
506 |
|
Eskom Holdings SOC |
|
|
|
|
|
|
|
|
4.314%, 07/23/2027 |
|
|
1,785 |
|
|
|
1,667 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
6.350%, 08/10/2028 |
|
$ |
650 |
|
|
$ |
662 |
|
Eskom Holdings SOC Ltd |
|
|
|
|
|
|
|
|
7.125%, 02/11/2025 (B) |
|
|
4,243 |
|
|
|
4,167 |
|
Eskom Holdings SOC Ltd MTN |
|
|
|
|
|
|
|
|
8.450%, 08/10/2028 (B) |
|
|
1,612 |
|
|
|
1,607 |
|
7.500%, 09/15/2033 |
|
ZAR |
52,500 |
|
|
|
2,573 |
|
6.750%, 08/06/2023 |
|
$ |
1,456 |
|
|
|
1,449 |
|
6.750%, 08/06/2023 (B) |
|
|
1,100 |
|
|
|
1,095 |
|
Republic of South Africa Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 09/30/2049 |
|
|
5,022 |
|
|
|
4,331 |
|
4.850%, 09/30/2029 |
|
|
2,266 |
|
|
|
2,209 |
|
Sasol Financing USA LLC |
|
|
|
|
|
|
|
|
6.500%, 09/27/2028 |
|
|
540 |
|
|
|
559 |
|
5.875%, 03/27/2024 |
|
|
661 |
|
|
|
673 |
|
4.375%, 09/18/2026 |
|
|
532 |
|
|
|
520 |
|
South Africa Government International Bond |
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
ZAR |
138,821 |
|
|
|
9,978 |
|
9.000%, 01/31/2040 |
|
|
130,862 |
|
|
|
7,376 |
|
8.875%, 02/28/2035 |
|
|
187,473 |
|
|
|
10,896 |
|
8.750%, 01/31/2044 |
|
|
190,249 |
|
|
|
10,319 |
|
8.750%, 02/28/2048 |
|
|
257,629 |
|
|
|
13,906 |
|
8.500%, 01/31/2037 |
|
|
226,230 |
|
|
|
12,449 |
|
8.250%, 03/31/2032 |
|
|
121,550 |
|
|
|
7,070 |
|
8.000%, 01/31/2030 |
|
|
108,104 |
|
|
|
6,438 |
|
7.000%, 02/28/2031 |
|
|
114,109 |
|
|
|
6,198 |
|
6.500%, 02/28/2041 |
|
|
30,833 |
|
|
|
1,329 |
|
6.300%, 06/22/2048 |
|
$ |
1,946 |
|
|
|
1,811 |
|
6.250%, 03/31/2036 |
|
ZAR |
103,805 |
|
|
|
4,714 |
|
5.875%, 09/16/2025 |
|
$ |
326 |
|
|
|
348 |
|
5.875%, 06/22/2030 |
|
|
199 |
|
|
|
208 |
|
5.650%, 09/27/2047 |
|
|
2,567 |
|
|
|
2,206 |
|
5.000%, 10/12/2046 (E) |
|
|
475 |
|
|
|
387 |
|
4.850%, 09/27/2027 |
|
|
690 |
|
|
|
694 |
|
Stillwater Mining |
|
|
|
|
|
|
|
|
4.500%, 11/16/2029 |
|
|
323 |
|
|
|
295 |
|
| |
|
|
|
|
|
|
118,640 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 0.0% |
|
|
|
|
Korea International Bond |
|
|
|
|
|
|
|
|
1.000%, 09/16/2030 |
|
|
812 |
|
|
|
735 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Sri Lanka — 0.5% |
|
|
|
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.850%, 03/14/2029 |
|
|
2,519 |
|
|
|
1,115 |
|
7.550%, 03/28/2030 |
|
|
1,701 |
|
|
|
748 |
|
6.850%, 03/14/2024 |
|
|
1,445 |
|
|
|
687 |
|
6.825%, 07/18/2026 (B) |
|
|
1,612 |
|
|
|
755 |
|
6.825%, 07/18/2026 |
|
|
800 |
|
|
|
375 |
|
6.750%, 04/18/2028 |
|
|
4,865 |
|
|
|
2,141 |
|
6.750%, 04/18/2028 (B) |
|
|
7,201 |
|
|
|
3,169 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
6.350%, 06/28/2024 |
|
$ |
1,368 |
|
|
$ |
643 |
|
6.200%, 05/11/2027 |
|
|
2,234 |
|
|
|
987 |
|
5.750%, 04/18/2023 |
|
|
1,124 |
|
|
|
559 |
|
| |
|
|
|
|
|
|
11,179 |
|
| |
|
|
|
|
|
|
|
|
St. Lucia — 0.1% |
|
|
|
|
Digicel Holdings Bermuda |
|
|
|
|
|
|
|
|
8.750%, 05/25/2024 (B) |
|
|
790 |
|
|
|
798 |
|
Digicel International Finance |
|
|
|
|
|
|
|
|
8.750%, 05/25/2024 (B) |
|
|
650 |
|
|
|
656 |
|
| |
|
|
|
|
|
|
1,454 |
|
| |
|
|
|
|
|
|
|
|
Supranational — 0.8% |
|
|
|
|
Africa Finance |
|
|
|
|
|
|
|
|
2.875%, 04/28/2028 (B) |
|
|
2,555 |
|
|
|
2,449 |
|
African Export-Import Bank |
|
|
|
|
|
|
|
|
3.798%, 05/17/2031 (B) |
|
|
301 |
|
|
|
293 |
|
African Export-Import Bank MTN |
|
|
|
|
|
|
|
|
3.994%, 09/21/2029 (B) |
|
|
543 |
|
|
|
543 |
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (B) |
|
|
1,274 |
|
|
|
1,319 |
|
4.700%, 10/22/2031 (B) |
|
|
934 |
|
|
|
956 |
|
4.700%, 10/22/2031 |
|
|
430 |
|
|
|
440 |
|
European Investment Bank MTN |
|
|
|
|
|
|
|
|
8.500%, 09/17/2024 |
|
ZAR |
11,350 |
|
|
|
768 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.875%, 03/14/2023 |
|
IDR |
134,700,000 |
|
|
|
9,689 |
|
| |
|
|
|
|
|
|
16,457 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 0.0% |
|
|
|
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.250%, 10/25/2051 |
|
$ |
220 |
|
|
|
210 |
|
2.500%, 10/25/2031 |
|
|
254 |
|
|
|
242 |
|
| |
|
|
|
|
|
|
452 |
|
| |
|
|
|
|
|
|
|
|
Tanzania — 0.0% |
|
|
|
|
AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
3.750%, 10/01/2030 |
|
|
323 |
|
|
|
307 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Thailand — 3.1% |
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
THB |
3,000 |
|
|
|
113 |
|
4.875%, 06/22/2029 |
|
|
15,000 |
|
|
|
551 |
|
3.775%, 06/25/2032 |
|
|
300,593 |
|
|
|
10,475 |
|
3.650%, 06/20/2031 |
|
|
85,000 |
|
|
|
2,935 |
|
3.625%, 06/16/2023 |
|
|
34,000 |
|
|
|
1,082 |
|
3.400%, 06/17/2036 |
|
|
268,387 |
|
|
|
8,922 |
|
3.300%, 06/17/2038 |
|
|
161,478 |
|
|
|
5,261 |
|
2.875%, 12/17/2028 |
|
|
134,998 |
|
|
|
4,418 |
|
2.875%, 06/17/2046 |
|
|
4,865 |
|
|
|
145 |
|
2.400%, 12/17/2023 |
|
|
167,000 |
|
|
|
5,271 |
|
2.125%, 12/17/2026 |
|
|
25,000 |
|
|
|
792 |
|
2.000%, 12/17/2031 |
|
|
434,984 |
|
|
|
13,117 |
|
2.000%, 06/17/2042 |
|
|
56,426 |
|
|
|
1,479 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
1.600%, 12/17/2029 |
|
THB |
15,000 |
|
|
$ |
446 |
|
1.600%, 06/17/2035 |
|
|
51,336 |
|
|
|
1,408 |
|
1.585%, 12/17/2035 |
|
|
22,000 |
|
|
|
597 |
|
1.450%, 12/17/2024 |
|
|
124,000 |
|
|
|
3,845 |
|
1.250%, 03/12/2028 |
|
|
79,365 |
|
|
|
2,622 |
|
0.950%, 06/17/2025 |
|
|
87,000 |
|
|
|
2,657 |
|
| |
|
|
|
|
|
|
66,136 |
|
| |
|
|
|
|
|
|
|
|
Trinidad & Tobago — 0.1% |
|
|
|
|
Trinidad & Tobago Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 08/04/2026 |
|
$ |
409 |
|
|
|
411 |
|
4.500%, 06/26/2030 |
|
|
819 |
|
|
|
795 |
|
4.375%, 01/16/2024 |
|
|
217 |
|
|
|
220 |
|
| |
|
|
|
|
|
|
1,426 |
|
| |
|
|
|
|
|
|
|
|
Tunisia — 0.3% |
|
|
|
|
Tunisian Republic |
|
|
|
|
|
|
|
|
6.375%, 07/15/2026 (B) |
|
EUR |
1,928 |
|
|
|
1,581 |
|
6.375%, 07/15/2026 |
|
|
962 |
|
|
|
789 |
|
5.750%, 01/30/2025 (B) |
|
$ |
2,401 |
|
|
|
1,776 |
|
5.750%, 01/30/2025 |
|
|
830 |
|
|
|
614 |
|
5.625%, 02/17/2024 |
|
EUR |
2,086 |
|
|
|
1,837 |
|
| |
|
|
|
|
|
|
6,597 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 1.6% |
|
|
|
|
Aydem Yenilenebilir Enerji |
|
|
|
|
|
|
|
|
7.750%, 02/02/2027 (B) |
|
$ |
972 |
|
|
|
792 |
|
Export Credit Bank of Turkey (B) |
|
|
|
|
|
|
|
|
8.250%, 01/24/2024 |
|
|
327 |
|
|
|
336 |
|
6.125%, 05/03/2024 |
|
|
831 |
|
|
|
821 |
|
5.375%, 10/24/2023 |
|
|
1,487 |
|
|
|
1,466 |
|
Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
7.250%, 02/24/2027 (B) |
|
|
4,657 |
|
|
|
4,587 |
|
QNB Finansbank |
|
|
|
|
|
|
|
|
6.875%, 09/07/2024 (B) |
|
|
898 |
|
|
|
934 |
|
TC Ziraat Bankasi MTN |
|
|
|
|
|
|
|
|
5.125%, 05/03/2022 (B) |
|
|
561 |
|
|
|
560 |
|
Turkey Government Bond |
|
|
|
|
|
|
|
|
12.600%, 10/01/2025 |
|
TRY |
11,388 |
|
|
|
606 |
|
11.700%, 11/13/2030 |
|
|
17,444 |
|
|
|
730 |
|
10.600%, 02/11/2026 |
|
|
19,572 |
|
|
|
953 |
|
9.000%, 05/04/2022 |
|
|
5,060 |
|
|
|
361 |
|
1.500%, 06/18/2025 |
|
|
20,575 |
|
|
|
2,897 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
7.250%, 12/23/2023 |
|
$ |
2,958 |
|
|
|
3,010 |
|
6.875%, 03/17/2036 |
|
|
1,313 |
|
|
|
1,146 |
|
6.500%, 09/20/2033 |
|
|
3,679 |
|
|
|
3,173 |
|
6.375%, 10/14/2025 |
|
|
409 |
|
|
|
396 |
|
6.350%, 08/10/2024 |
|
|
517 |
|
|
|
512 |
|
6.000%, 01/14/2041 |
|
|
1,091 |
|
|
|
835 |
|
5.950%, 01/15/2031 |
|
|
2,363 |
|
|
|
2,009 |
|
5.750%, 03/22/2024 |
|
|
145 |
|
|
|
143 |
|
5.750%, 05/11/2047 |
|
|
1,131 |
|
|
|
812 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
4.875%, 10/09/2026 |
|
$ |
847 |
|
|
$ |
752 |
|
4.750%, 01/26/2026 |
|
|
2,817 |
|
|
|
2,571 |
|
Turkiye Sise ve Cam Fabrikalari AS |
|
|
|
|
|
|
|
|
6.950%, 03/14/2026 (B) |
|
|
725 |
|
|
|
728 |
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
6.500%, 01/08/2026 (B) |
|
|
570 |
|
|
|
545 |
|
Ulker Biskuvi Sanayi |
|
|
|
|
|
|
|
|
6.950%, 10/30/2025 |
|
|
1,381 |
|
|
|
1,273 |
|
Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
5.850%, 06/21/2024 (B) |
|
|
632 |
|
|
|
628 |
|
| |
|
|
|
|
|
|
33,576 |
|
| |
|
|
|
|
|
|
|
|
Uganda — 0.4% |
|
|
|
|
Republic of Uganda Government Bonds |
|
|
|
|
|
|
|
|
17.000%, 01/16/2025 |
|
UGX |
631,100 |
|
|
|
199 |
|
17.000%, 04/03/2031 |
|
|
13,196,900 |
|
|
|
4,324 |
|
16.375%, 03/04/2032 |
|
|
2,046,100 |
|
|
|
653 |
|
16.250%, 11/08/2035 |
|
|
1,610,800 |
|
|
|
– |
|
16.000%, 05/06/2027 |
|
|
3,245,900 |
|
|
|
1,008 |
|
14.250%, 06/22/2034 |
|
|
7,863,100 |
|
|
|
2,243 |
|
10.000%, 09/07/2023 |
|
|
1,594,500 |
|
|
|
446 |
|
| |
|
|
|
|
|
|
8,873 |
|
| |
|
|
|
|
|
|
|
|
Ukraine — 0.8% |
|
|
|
|
NAK Naftogaz Ukraine via Kondor Finance |
|
|
|
|
|
|
|
|
7.625%, 11/08/2026 (B) |
|
$ |
1,334 |
|
|
|
464 |
|
7.125%, 07/19/2024 |
|
EUR |
970 |
|
|
|
381 |
|
NPC Ukrenergo |
|
|
|
|
|
|
|
|
6.875%, 11/09/2026 (B) |
|
$ |
1,699 |
|
|
|
595 |
|
6.875%, 11/09/2026 |
|
|
400 |
|
|
|
140 |
|
State Agency of Roads of Ukraine |
|
|
|
|
|
|
|
|
6.250%, 06/24/2028 |
|
|
2,299 |
|
|
|
690 |
|
6.250%, 06/24/2028 (B) |
|
|
554 |
|
|
|
166 |
|
Ukraine Government Bond |
|
|
|
|
|
|
|
|
17.000%, 05/11/2022 |
|
UAH |
99,987 |
|
|
|
3,267 |
|
15.840%, 02/26/2025 |
|
|
92,615 |
|
|
|
2,336 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 11/01/2028 |
|
$ |
1,223 |
|
|
|
421 |
|
7.750%, 09/01/2024 (B) |
|
|
819 |
|
|
|
268 |
|
7.750%, 09/01/2025 (B) |
|
|
3,051 |
|
|
|
1,028 |
|
7.750%, 09/01/2026 (B) |
|
|
3,030 |
|
|
|
1,008 |
|
7.750%, 09/01/2026 |
|
|
1,155 |
|
|
|
384 |
|
7.750%, 09/01/2027 |
|
|
3,193 |
|
|
|
1,063 |
|
7.375%, 09/25/2032 |
|
|
2,712 |
|
|
|
869 |
|
7.253%, 03/15/2033 |
|
|
864 |
|
|
|
284 |
|
7.253%, 03/15/2033 (B) |
|
|
366 |
|
|
|
120 |
|
6.876%, 05/21/2029 |
|
|
6,692 |
|
|
|
2,170 |
|
6.876%, 05/21/2029 (B) |
|
|
423 |
|
|
|
137 |
|
6.750%, 06/20/2026 |
|
EUR |
1,790 |
|
|
|
623 |
|
2.090%, N/A + 0.000%, 05/31/2040 (A) |
|
$ |
800 |
|
|
|
170 |
|
1.258%, N/A + 0.000%, 05/31/2040 (A)(B) |
|
|
3,182 |
|
|
|
675 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Ukreximbank Via Biz Finance |
|
|
|
|
|
|
|
|
9.750%, 01/22/2025 |
|
$ |
31 |
|
|
$ |
20 |
|
| |
|
|
|
|
|
|
17,279 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 1.7% |
|
|
|
|
Abu Dhabi Crude Oil Pipeline LLC (B) |
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 |
|
|
2,651 |
|
|
|
2,902 |
|
3.650%, 11/02/2029 |
|
|
923 |
|
|
|
965 |
|
Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 10/11/2047 (B) |
|
|
863 |
|
|
|
960 |
|
Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
3.875%, 04/16/2050 (B) |
|
|
1,107 |
|
|
|
1,186 |
|
3.875%, 04/16/2050 |
|
|
628 |
|
|
|
673 |
|
3.000%, 09/15/2051 |
|
|
970 |
|
|
|
893 |
|
3.000%, 09/15/2051 (B) |
|
|
764 |
|
|
|
704 |
|
2.500%, 04/16/2025 |
|
|
2,821 |
|
|
|
2,853 |
|
1.700%, 03/02/2031 |
|
|
1,640 |
|
|
|
1,530 |
|
1.625%, 06/02/2028 |
|
|
1,426 |
|
|
|
1,362 |
|
DAE Funding LLC |
|
|
|
|
|
|
|
|
3.375%, 03/20/2028 (B) |
|
|
850 |
|
|
|
817 |
|
DP World MTN (B) |
|
|
|
|
|
|
|
|
6.850%, 07/02/2037 |
|
|
245 |
|
|
|
299 |
|
5.625%, 09/25/2048 |
|
|
648 |
|
|
|
723 |
|
4.700%, 09/30/2049 |
|
|
215 |
|
|
|
215 |
|
DP World Crescent MTN |
|
|
|
|
|
|
|
|
4.848%, 09/26/2028 |
|
|
725 |
|
|
|
789 |
|
DP World Salaam |
|
|
|
|
|
|
|
|
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.750% (A)(F) |
|
|
4,046 |
|
|
|
4,233 |
|
Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
5.250%, 01/30/2043 |
|
|
670 |
|
|
|
717 |
|
Finance Department Government of Sharjah MTN (B) |
|
|
|
|
|
|
|
|
4.000%, 07/28/2050 |
|
|
1,319 |
|
|
|
1,084 |
|
3.625%, 03/10/2033 |
|
|
1,257 |
|
|
|
1,178 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 |
|
|
6,002 |
|
|
|
5,520 |
|
2.940%, 09/30/2040 (B) |
|
|
900 |
|
|
|
828 |
|
2.625%, 03/31/2036 (B) |
|
|
827 |
|
|
|
747 |
|
2.160%, 03/31/2034 |
|
|
2,202 |
|
|
|
2,047 |
|
MDGH - GMTN BV MTN |
|
|
|
|
|
|
|
|
4.500%, 11/07/2028 (B) |
|
|
796 |
|
|
|
879 |
|
3.950%, 05/21/2050 |
|
|
338 |
|
|
|
359 |
|
Sharjah Sukuk Program MTN |
|
|
|
|
|
|
|
|
3.854%, 04/03/2026 |
|
|
1,037 |
|
|
|
1,074 |
|
UAE INTERNATIONAL GOVERNMENT BOND MTN |
|
|
|
|
|
|
|
|
2.000%, 10/19/2031 (B) |
|
|
1,903 |
|
|
|
1,808 |
|
| |
|
|
|
|
|
|
37,345 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
United Kingdom — 0.0% |
|
|
|
|
Standard Chartered Bank MTN |
|
|
|
|
|
|
|
|
8.250%, 05/18/2029 (B) |
|
IDR |
8,997,000 |
|
|
$ |
694 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
United States — 0.6% |
|
|
|
|
JPMorgan Chase Bank MTN (B) |
|
|
|
|
|
|
|
|
8.375%, 04/19/2039 |
|
|
1,563,000 |
|
|
|
120 |
|
7.500%, 06/15/2035 |
|
|
48,361,000 |
|
|
|
3,546 |
|
7.000%, 09/18/2030 (A) |
|
|
117,660,000 |
|
|
|
8,436 |
|
Sagicor Financial |
|
|
|
|
|
|
|
|
5.300%, 05/13/2028 (B) |
|
$ |
712 |
|
|
|
710 |
|
| |
|
|
|
|
|
|
12,812 |
|
| |
|
|
|
|
|
|
|
|
Uruguay — 0.4% |
|
|
|
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 05/21/2031 |
|
UYU |
19,962 |
|
|
|
469 |
|
5.100%, 06/18/2050 |
|
$ |
260 |
|
|
|
310 |
|
4.975%, 04/20/2055 |
|
|
1,070 |
|
|
|
1,268 |
|
4.375%, 01/23/2031 |
|
|
5,757 |
|
|
|
6,329 |
|
| |
|
|
|
|
|
|
8,376 |
|
| |
|
|
|
|
|
|
|
|
Uzbekistan — 0.2% |
|
|
|
|
Republic of Uzbekistan International Bond |
|
|
|
|
|
|
|
|
3.900%, 10/19/2031 |
|
|
774 |
|
|
|
650 |
|
Republic of Uzbekistan International Bond MTN |
|
|
|
|
|
|
|
|
5.375%, 02/20/2029 |
|
|
1,819 |
|
|
|
1,814 |
|
3.700%, 11/25/2030 |
|
|
301 |
|
|
|
260 |
|
Uzauto Motors AJ |
|
|
|
|
|
|
|
|
4.850%, 05/04/2026 (B) |
|
|
1,269 |
|
|
|
1,221 |
|
Uzbekneftegaz JSC |
|
|
|
|
|
|
|
|
4.750%, 11/16/2028 (B) |
|
|
1,187 |
|
|
|
1,029 |
|
| |
|
|
|
|
|
|
4,974 |
|
| |
|
|
|
|
|
|
|
|
Venezuela — 0.2% |
|
|
|
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
9.750%, 05/17/2035 (G) |
|
|
3,202 |
|
|
|
120 |
|
6.000%, 05/16/2024 (G) |
|
|
16,821 |
|
|
|
631 |
|
6.000%, 05/16/2024 (G) |
|
|
7,900 |
|
|
|
296 |
|
6.000%, 05/16/2024 (G) |
|
|
1,777 |
|
|
|
67 |
|
6.000%, 11/15/2026 (G) |
|
|
24,577 |
|
|
|
922 |
|
5.500%, 04/12/2037 (G) |
|
|
1,620 |
|
|
|
61 |
|
5.375%, 04/12/2027 (G) |
|
|
7,825 |
|
|
|
293 |
|
Venezuela Government International Bond |
|
|
|
|
|
|
|
|
9.250%, 09/15/2027 (G) |
|
|
3,400 |
|
|
|
187 |
|
9.250%, 05/07/2028 (G) |
|
|
4,965 |
|
|
|
273 |
|
8.250%, 10/13/2024 (G) |
|
|
4,151 |
|
|
|
228 |
|
7.750%, 10/13/2019 (G) |
|
|
7,816 |
|
|
|
430 |
|
| |
|
|
|
|
|
|
3,508 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 0.1% |
|
|
|
|
Mong Duong Finance Holdings BV |
|
|
|
|
|
|
|
|
5.125%, 05/07/2029 (B) |
|
|
1,594 |
|
|
|
1,379 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Zambia — 0.9% |
|
|
|
|
First Quantum Minerals (B) |
|
|
|
|
|
|
|
|
7.500%, 04/01/2025 |
|
$ |
528 |
|
|
$ |
540 |
|
6.875%, 03/01/2026 |
|
|
531 |
|
|
|
546 |
|
6.875%, 10/15/2027 |
|
|
928 |
|
|
|
986 |
|
Zambia Government Bond |
|
|
|
|
|
|
|
|
13.000%, 08/29/2026 |
|
ZMW |
2,040 |
|
|
|
87 |
|
13.000%, 12/18/2027 |
|
|
8,370 |
|
|
|
322 |
|
13.000%, 01/25/2031 |
|
|
26,933 |
|
|
|
873 |
|
11.000%, 01/25/2026 |
|
|
27,670 |
|
|
|
1,147 |
|
11.000%, 06/28/2026 |
|
|
118,640 |
|
|
|
4,740 |
|
10.000%, 06/28/2024 |
|
|
99,750 |
|
|
|
4,715 |
|
Zambia Government International Bond |
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 (G) |
|
$ |
2,696 |
|
|
|
1,988 |
|
5.375%, 09/20/2022 (G) |
|
|
3,413 |
|
|
|
2,427 |
|
5.375%, 09/20/2022 (B)(G) |
|
|
1,822 |
|
|
|
1,295 |
|
| |
|
|
|
|
|
|
19,666 |
|
| |
|
|
|
|
|
|
|
|
Total Global Bonds |
|
|
|
|
|
|
|
|
(Cost $2,310,705) ($ Thousands) |
|
|
|
|
|
|
2,034,428 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 0.3% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
2.999%, 04/21/2022 (H) |
|
|
183 |
|
|
|
183 |
|
0.072%, 04/28/2022 (H) |
|
|
6,673 |
|
|
|
6,672 |
|
U.S. Treasury Note |
|
|
|
|
|
|
|
|
0.415%, US Treasury 3 Month Bill Money Market Yield + 0.055%, 10/31/2022 |
|
|
122 |
|
|
|
122 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $6,975) ($ Thousands) |
|
|
6,977 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.1% |
SEI Liquidity Fund, L.P. |
|
|
|
|
|
|
|
|
0.050% **†(I) |
|
|
3,138,678 |
|
|
|
3,139 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $3,139) ($ Thousands) |
|
|
3,139 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 94.4% |
|
|
|
|
|
|
|
|
(Cost $2,320,819) ($ Thousands) |
|
$ |
2,044,544 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
R186 Bond Future |
|
|
741 |
|
|
|
May-2022 |
|
|
$ |
5,455 |
|
|
$ |
5,437 |
|
|
$ |
5 |
|
R2030 Bond Future |
|
|
640 |
|
|
|
May-2022 |
|
|
|
3,875 |
|
|
|
3,885 |
|
|
|
27 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
R2032 Bond Future |
|
|
1,260 |
|
|
|
May-2022 |
|
|
$ |
7,305 |
|
|
$ |
7,356 |
|
|
$ |
85 |
|
R2035 Bond Future |
|
|
1,879 |
|
|
|
May-2022 |
|
|
|
10,943 |
|
|
|
11,054 |
|
|
|
165 |
|
R2037 Bond Future |
|
|
2,400 |
|
|
|
May-2022 |
|
|
|
13,402 |
|
|
|
13,473 |
|
|
|
56 |
|
R213 Bond Future |
|
|
613 |
|
|
|
May-2022 |
|
|
|
3,359 |
|
|
|
3,369 |
|
|
|
26 |
|
U.S. 2-Year Treasury Note |
|
|
49 |
|
|
|
Jul-2022 |
|
|
|
10,528 |
|
|
|
10,546 |
|
|
|
18 |
|
U.S. 5-Year Treasury Note |
|
|
171 |
|
|
|
Jul-2022 |
|
|
|
20,139 |
|
|
|
20,226 |
|
|
|
87 |
|
U.S. 10-Year Treasury Note |
|
|
141 |
|
|
|
Jun-2022 |
|
|
|
17,852 |
|
|
|
17,969 |
|
|
|
116 |
|
U.S. Ultra Long Treasury Bond |
|
|
72 |
|
|
|
Jun-2022 |
|
|
|
13,264 |
|
|
|
13,387 |
|
|
|
123 |
|
| |
|
|
|
|
|
|
|
|
|
|
106,122 |
|
|
|
106,702 |
|
|
|
708 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro-BOBL |
|
|
(59 |
) |
|
|
Mar-2022 |
|
|
$ |
(8,972 |
) |
|
$ |
(8,738 |
) |
|
$ |
168 |
|
Euro-Bund |
|
|
(88 |
) |
|
|
Mar-2022 |
|
|
|
(17,357 |
) |
|
|
(16,511 |
) |
|
|
728 |
|
Euro-BUXL |
|
|
(55 |
) |
|
|
Mar-2022 |
|
|
|
(13,496 |
) |
|
|
(12,218 |
) |
|
|
1,192 |
|
U.S. Long Treasury Bond |
|
|
(5 |
) |
|
|
Jun-2022 |
|
|
|
(773 |
) |
|
|
(783 |
) |
|
|
(10 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(40,598 |
) |
|
|
(38,250 |
) |
|
|
2,078 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
65,524 |
|
|
$ |
68,452 |
|
|
$ |
2,786 |
|
A list of the open forward foreign currency contracts held by the Fund at February 28, 2022, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
1,495 |
|
|
|
HUF |
|
|
|
556,118 |
|
|
$ |
5 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
586 |
|
|
|
RON |
|
|
|
2,530 |
|
|
|
(13 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,466 |
|
|
|
CNY |
|
|
|
9,364 |
|
|
|
17 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,573 |
|
|
|
MXN |
|
|
|
33,486 |
|
|
|
62 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,763 |
|
|
|
IDR |
|
|
|
25,602,532 |
|
|
|
18 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
928 |
|
|
|
IDR |
|
|
|
13,329,550 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
3,176 |
|
|
|
TRY |
|
|
|
46,716 |
|
|
|
107 |
|
Barclays PLC |
|
|
04/21/22 |
|
|
|
USD |
|
|
|
682 |
|
|
|
TRY |
|
|
|
9,820 |
|
|
|
(26 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
4,647 |
|
|
|
HUF |
|
|
|
1,511,522 |
|
|
|
(70 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,169 |
|
|
|
CZK |
|
|
|
133,399 |
|
|
|
(227 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
9,232 |
|
|
|
ZAR |
|
|
|
148,760 |
|
|
|
378 |
|
Barclays PLC |
|
|
04/21/22 |
|
|
|
TRY |
|
|
|
13,627 |
|
|
|
USD |
|
|
|
967 |
|
|
|
57 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
TRY |
|
|
|
97,372 |
|
|
|
USD |
|
|
|
6,339 |
|
|
|
(502 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
31,138 |
|
|
|
USD |
|
|
|
2,032 |
|
|
|
20 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
116,664 |
|
|
|
USD |
|
|
|
7,200 |
|
|
|
(337 |
) |
Barclays PLC |
|
|
03/16/22 |
|
|
|
RUB |
|
|
|
336,321 |
|
|
|
USD |
|
|
|
4,446 |
|
|
|
1,376 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
HUF |
|
|
|
1,635,374 |
|
|
|
USD |
|
|
|
5,168 |
|
|
|
216 |
|
Barclays PLC |
|
|
03/16/22 |
|
|
|
IDR |
|
|
|
11,000,000 |
|
|
|
USD |
|
|
|
764 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
04/06/22 |
|
|
|
EUR |
|
|
|
1,549 |
|
|
|
USD |
|
|
|
1,751 |
|
|
|
10 |
|
BNP Paribas |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
691 |
|
|
|
ZAR |
|
|
|
10,647 |
|
|
|
(3 |
) |
BNP Paribas |
|
|
03/18/22 |
|
|
|
PLN |
|
|
|
3,516 |
|
|
|
EUR |
|
|
|
755 |
|
|
|
9 |
|
BNP Paribas |
|
|
04/29/22 |
|
|
|
IDR |
|
|
|
7,915,310 |
|
|
|
USD |
|
|
|
553 |
|
|
|
4 |
|
BNP Paribas |
|
|
05/23/22 |
|
|
|
KRW |
|
|
|
184,156 |
|
|
|
USD |
|
|
|
154 |
|
|
|
1 |
|
Citigroup |
|
|
03/03/22 |
|
|
|
USD |
|
|
|
3,435 |
|
|
|
ILS |
|
|
|
10,867 |
|
|
|
(45 |
) |
Citigroup |
|
|
03/03/22 - 06/15/22 |
|
|
|
USD |
|
|
|
10,433 |
|
|
|
EGP |
|
|
|
170,094 |
|
|
|
308 |
|
Citigroup |
|
|
03/03/22 |
|
|
|
USD |
|
|
|
10,417 |
|
|
|
BRL |
|
|
|
57,576 |
|
|
|
756 |
|
Citigroup |
|
|
06/02/22 |
|
|
|
USD |
|
|
|
3,181 |
|
|
|
BRL |
|
|
|
16,425 |
|
|
|
(76 |
) |
Citigroup |
|
|
03/03/22 |
|
|
|
BRL |
|
|
|
16,425 |
|
|
|
USD |
|
|
|
3,264 |
|
|
|
77 |
|
Citigroup |
|
|
03/03/22 |
|
|
|
BRL |
|
|
|
8,379 |
|
|
|
USD |
|
|
|
1,566 |
|
|
|
(60 |
) |
Citigroup |
|
|
03/03/22 - 03/16/22 |
|
|
|
CZK |
|
|
|
75,056 |
|
|
|
EUR |
|
|
|
3,083 |
|
|
|
119 |
|
Citigroup |
|
|
03/03/22 - 06/15/22 |
|
|
|
EGP |
|
|
|
241,497 |
|
|
|
USD |
|
|
|
15,001 |
|
|
|
(125 |
) |
Citigroup |
|
|
03/03/22 - 03/08/22 |
|
|
|
HUF |
|
|
|
2,194,932 |
|
|
|
EUR |
|
|
|
6,075 |
|
|
|
173 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
03/03/22 - 03/16/22 |
|
|
|
CLP |
|
|
|
15,271,890 |
|
|
|
USD |
|
|
|
19,074 |
|
|
$ |
(115 |
) |
Citigroup |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
3,081 |
|
|
|
HUF |
|
|
|
1,096,180 |
|
|
|
(140 |
) |
Citigroup |
|
|
03/08/22 - 03/18/22 |
|
|
|
PLN |
|
|
|
9,989 |
|
|
|
EUR |
|
|
|
2,188 |
|
|
|
72 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
8,148 |
|
|
|
PLN |
|
|
|
33,511 |
|
|
|
678 |
|
Citigroup |
|
|
03/14/22 - 03/16/22 |
|
|
|
USD |
|
|
|
42,222 |
|
|
|
PLN |
|
|
|
172,249 |
|
|
|
(1,083 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
PLN |
|
|
|
11,380 |
|
|
|
USD |
|
|
|
2,792 |
|
|
|
74 |
|
Citigroup |
|
|
03/14/22 - 03/16/22 |
|
|
|
PLN |
|
|
|
73,362 |
|
|
|
USD |
|
|
|
18,530 |
|
|
|
(273 |
) |
Citigroup |
|
|
03/15/22 |
|
|
|
USD |
|
|
|
4,631 |
|
|
|
KRW |
|
|
|
5,506,720 |
|
|
|
(53 |
) |
Citigroup |
|
|
03/15/22 |
|
|
|
KRW |
|
|
|
5,506,720 |
|
|
|
USD |
|
|
|
4,615 |
|
|
|
38 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
EUR |
|
|
|
493 |
|
|
|
CZK |
|
|
|
12,354 |
|
|
|
(4 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
EUR |
|
|
|
1,857 |
|
|
|
USD |
|
|
|
2,089 |
|
|
|
3 |
|
Citigroup |
|
|
04/06/22 |
|
|
|
EUR |
|
|
|
608 |
|
|
|
USD |
|
|
|
682 |
|
|
|
(2 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
938 |
|
|
|
CZK |
|
|
|
21,221 |
|
|
|
7 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,366 |
|
|
|
CZK |
|
|
|
136,894 |
|
|
|
(270 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
14,671 |
|
|
|
IDR |
|
|
|
213,858,681 |
|
|
|
201 |
|
Citigroup |
|
|
05/31/22 |
|
|
|
USD |
|
|
|
79 |
|
|
|
IDR |
|
|
|
1,138,388 |
|
|
|
— |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
16,746 |
|
|
|
CLP |
|
|
|
14,298,366 |
|
|
|
1,216 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
18,983 |
|
|
|
RUB |
|
|
|
1,434,622 |
|
|
|
(5,889 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
19,543 |
|
|
|
COP |
|
|
|
78,287,224 |
|
|
|
510 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
23,436 |
|
|
|
SGD |
|
|
|
32,115 |
|
|
|
225 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
27,319 |
|
|
|
ZAR |
|
|
|
435,678 |
|
|
|
826 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,125 |
|
|
|
ZAR |
|
|
|
17,250 |
|
|
|
(11 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
RON |
|
|
|
51,114 |
|
|
|
USD |
|
|
|
11,551 |
|
|
|
(40 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
30,201 |
|
|
|
USD |
|
|
|
1,962 |
|
|
|
11 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
149,304 |
|
|
|
USD |
|
|
|
9,472 |
|
|
|
(173 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
211,842 |
|
|
|
USD |
|
|
|
7,500 |
|
|
|
975 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
MXN |
|
|
|
212,094 |
|
|
|
USD |
|
|
|
10,257 |
|
|
|
(98 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
RUB |
|
|
|
718,834 |
|
|
|
USD |
|
|
|
9,286 |
|
|
|
2,725 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
HUF |
|
|
|
1,919,787 |
|
|
|
USD |
|
|
|
6,126 |
|
|
|
312 |
|
Citigroup |
|
|
03/16/22 |
|
|
|
UGX |
|
|
|
28,809,294 |
|
|
|
USD |
|
|
|
7,757 |
|
|
|
(359 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
COP |
|
|
|
47,587,155 |
|
|
|
USD |
|
|
|
12,015 |
|
|
|
(174 |
) |
Citigroup |
|
|
03/16/22 |
|
|
|
IDR |
|
|
|
72,002,260 |
|
|
|
USD |
|
|
|
5,011 |
|
|
|
4 |
|
Citigroup |
|
|
03/16/22 - 04/14/22 |
|
|
|
IDR |
|
|
|
24,051,346 |
|
|
|
USD |
|
|
|
1,666 |
|
|
|
(5 |
) |
Citigroup |
|
|
03/18/22 |
|
|
|
EUR |
|
|
|
1,523 |
|
|
|
PLN |
|
|
|
7,016 |
|
|
|
(36 |
) |
Citigroup |
|
|
03/21/22 |
|
|
|
USD |
|
|
|
343 |
|
|
|
THB |
|
|
|
11,066 |
|
|
|
(4 |
) |
Citigroup |
|
|
04/06/22 - 06/30/22 |
|
|
|
RON |
|
|
|
36,058 |
|
|
|
EUR |
|
|
|
7,158 |
|
|
|
(97 |
) |
Citigroup |
|
|
04/20/22 |
|
|
|
KZT |
|
|
|
178,925 |
|
|
|
USD |
|
|
|
398 |
|
|
|
41 |
|
Citigroup |
|
|
06/15/22 |
|
|
|
USD |
|
|
|
1,462 |
|
|
|
UAH |
|
|
|
42,578 |
|
|
|
(259 |
) |
Citigroup |
|
|
06/30/22 |
|
|
|
EUR |
|
|
|
433 |
|
|
|
RON |
|
|
|
2,212 |
|
|
|
7 |
|
Deutsche Bank |
|
|
03/03/22 |
|
|
|
USD |
|
|
|
411 |
|
|
|
EUR |
|
|
|
368 |
|
|
|
3 |
|
Deutsche Bank |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
433 |
|
|
|
PLN |
|
|
|
1,998 |
|
|
|
(9 |
) |
Deutsche Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
418 |
|
|
|
RUB |
|
|
|
32,233 |
|
|
|
(124 |
) |
Deutsche Bank |
|
|
03/21/22 |
|
|
|
USD |
|
|
|
1,064 |
|
|
|
THB |
|
|
|
34,176 |
|
|
|
(18 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
IDR |
|
|
|
51,500,000 |
|
|
|
USD |
|
|
|
3,586 |
|
|
|
5 |
|
Goldman Sachs |
|
|
03/02/22 |
|
|
|
IDR |
|
|
|
13,826,136 |
|
|
|
USD |
|
|
|
955 |
|
|
|
(7 |
) |
Goldman Sachs |
|
|
03/03/22 |
|
|
|
EUR |
|
|
|
1,429 |
|
|
|
USD |
|
|
|
1,619 |
|
|
|
14 |
|
Goldman Sachs |
|
|
03/03/22 - 04/04/22 |
|
|
|
BRL |
|
|
|
24,160 |
|
|
|
USD |
|
|
|
4,316 |
|
|
|
(356 |
) |
Goldman Sachs |
|
|
03/03/22 - 03/16/22 |
|
|
|
USD |
|
|
|
21,391 |
|
|
|
MXN |
|
|
|
451,123 |
|
|
|
643 |
|
Goldman Sachs |
|
|
03/15/22 - 03/16/22 |
|
|
|
USD |
|
|
|
5,878 |
|
|
|
MXN |
|
|
|
119,825 |
|
|
|
(27 |
) |
Goldman Sachs |
|
|
03/03/22 - 04/04/22 |
|
|
|
USD |
|
|
|
29,340 |
|
|
|
BRL |
|
|
|
161,109 |
|
|
|
1,766 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
1,491 |
|
|
|
HUF |
|
|
|
554,298 |
|
|
$ |
5 |
|
Goldman Sachs |
|
|
03/08/22 - 03/18/22 |
|
|
|
EUR |
|
|
|
4,996 |
|
|
|
PLN |
|
|
|
22,726 |
|
|
|
(184 |
) |
Goldman Sachs |
|
|
03/08/22 |
|
|
|
HUF |
|
|
|
700,541 |
|
|
|
EUR |
|
|
|
1,944 |
|
|
|
61 |
|
Goldman Sachs |
|
|
03/10/22 - 03/16/22 |
|
|
|
THB |
|
|
|
277,823 |
|
|
|
USD |
|
|
|
8,269 |
|
|
|
(234 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
2,255 |
|
|
|
PLN |
|
|
|
9,249 |
|
|
|
181 |
|
Goldman Sachs |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
5,353 |
|
|
|
PLN |
|
|
|
21,189 |
|
|
|
(292 |
) |
Goldman Sachs |
|
|
03/14/22 - 03/16/22 |
|
|
|
PLN |
|
|
|
73,717 |
|
|
|
USD |
|
|
|
18,048 |
|
|
|
442 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
PLN |
|
|
|
2,002 |
|
|
|
USD |
|
|
|
516 |
|
|
|
(12 |
) |
Goldman Sachs |
|
|
03/15/22 |
|
|
|
USD |
|
|
|
21,487 |
|
|
|
AUD |
|
|
|
29,687 |
|
|
|
58 |
|
Goldman Sachs |
|
|
03/15/22 |
|
|
|
AUD |
|
|
|
29,687 |
|
|
|
USD |
|
|
|
21,281 |
|
|
|
(264 |
) |
Goldman Sachs |
|
|
03/15/22 - 03/16/22 |
|
|
|
USD |
|
|
|
15,105 |
|
|
|
ZAR |
|
|
|
239,397 |
|
|
|
360 |
|
Goldman Sachs |
|
|
03/15/22 - 06/15/22 |
|
|
|
USD |
|
|
|
15,706 |
|
|
|
ZAR |
|
|
|
240,606 |
|
|
|
(263 |
) |
Goldman Sachs |
|
|
03/15/22 - 03/16/22 |
|
|
|
ZAR |
|
|
|
133,263 |
|
|
|
USD |
|
|
|
8,759 |
|
|
|
150 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
254,249 |
|
|
|
USD |
|
|
|
15,725 |
|
|
|
(700 |
) |
Goldman Sachs |
|
|
03/15/22 |
|
|
|
JPY |
|
|
|
2,458,935 |
|
|
|
USD |
|
|
|
21,519 |
|
|
|
161 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
124 |
|
|
|
CLP |
|
|
|
109,342 |
|
|
|
13 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,668 |
|
|
|
COP |
|
|
|
6,738,811 |
|
|
|
58 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
4,051 |
|
|
|
CNY |
|
|
|
25,996 |
|
|
|
64 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
10,719 |
|
|
|
THB |
|
|
|
363,735 |
|
|
|
414 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
11,757 |
|
|
|
RUB |
|
|
|
887,265 |
|
|
|
(3,659 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
14,505 |
|
|
|
TWD |
|
|
|
399,578 |
|
|
|
(245 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
18,901 |
|
|
|
EUR |
|
|
|
16,692 |
|
|
|
(141 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
EGP |
|
|
|
30,359 |
|
|
|
USD |
|
|
|
1,889 |
|
|
|
(38 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
CZK |
|
|
|
74,731 |
|
|
|
EUR |
|
|
|
3,005 |
|
|
|
49 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
101,594 |
|
|
|
USD |
|
|
|
3,590 |
|
|
|
461 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
MXN |
|
|
|
169,678 |
|
|
|
USD |
|
|
|
8,230 |
|
|
|
(54 |
) |
Goldman Sachs |
|
|
03/16/22 |
|
|
|
RUB |
|
|
|
276,889 |
|
|
|
USD |
|
|
|
3,571 |
|
|
|
1,043 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
INR |
|
|
|
867,456 |
|
|
|
USD |
|
|
|
11,491 |
|
|
|
6 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
PHP |
|
|
|
1,106,184 |
|
|
|
USD |
|
|
|
21,823 |
|
|
|
265 |
|
Goldman Sachs |
|
|
03/16/22 |
|
|
|
COP |
|
|
|
14,907,943 |
|
|
|
USD |
|
|
|
3,652 |
|
|
|
(167 |
) |
Goldman Sachs |
|
|
03/18/22 |
|
|
|
PLN |
|
|
|
7,006 |
|
|
|
EUR |
|
|
|
1,504 |
|
|
|
17 |
|
Goldman Sachs |
|
|
04/06/22 - 06/30/22 |
|
|
|
EUR |
|
|
|
7,431 |
|
|
|
RON |
|
|
|
37,332 |
|
|
|
84 |
|
Goldman Sachs |
|
|
04/14/22 - 04/29/22 |
|
|
|
USD |
|
|
|
4,904 |
|
|
|
IDR |
|
|
|
70,968,439 |
|
|
|
21 |
|
Goldman Sachs |
|
|
04/20/22 |
|
|
|
USD |
|
|
|
1,761 |
|
|
|
KZT |
|
|
|
781,185 |
|
|
|
(204 |
) |
Goldman Sachs |
|
|
04/21/22 |
|
|
|
TRY |
|
|
|
39,103 |
|
|
|
USD |
|
|
|
2,714 |
|
|
|
102 |
|
Goldman Sachs |
|
|
05/24/22 |
|
|
|
USD |
|
|
|
6,538 |
|
|
|
ILS |
|
|
|
21,036 |
|
|
|
42 |
|
Goldman Sachs |
|
|
06/15/22 |
|
|
|
USD |
|
|
|
3,105 |
|
|
|
UAH |
|
|
|
90,478 |
|
|
|
(549 |
) |
Goldman Sachs |
|
|
06/30/22 |
|
|
|
RON |
|
|
|
3,703 |
|
|
|
EUR |
|
|
|
732 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
03/01/22 - 04/28/22 |
|
|
|
USD |
|
|
|
5,572 |
|
|
|
MYR |
|
|
|
23,567 |
|
|
|
48 |
|
JPMorgan Chase Bank |
|
|
03/01/22 |
|
|
|
USD |
|
|
|
674 |
|
|
|
MYR |
|
|
|
2,816 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
03/24/22 - 03/25/22 |
|
|
|
IDR |
|
|
|
161,773,349 |
|
|
|
USD |
|
|
|
11,301 |
|
|
|
58 |
|
JPMorgan Chase Bank |
|
|
03/02/22 - 03/21/22 |
|
|
|
IDR |
|
|
|
342,467,419 |
|
|
|
USD |
|
|
|
23,751 |
|
|
|
(67 |
) |
JPMorgan Chase Bank |
|
|
03/03/22 - 04/28/22 |
|
|
|
USD |
|
|
|
1,813 |
|
|
|
EUR |
|
|
|
1,619 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
1,914 |
|
|
|
EUR |
|
|
|
1,685 |
|
|
|
(17 |
) |
JPMorgan Chase Bank |
|
|
03/03/22 - 05/23/22 |
|
|
|
USD |
|
|
|
9,841 |
|
|
|
BRL |
|
|
|
52,347 |
|
|
|
204 |
|
JPMorgan Chase Bank |
|
|
03/03/22 - 05/04/22 |
|
|
|
EUR |
|
|
|
14,912 |
|
|
|
USD |
|
|
|
17,024 |
|
|
|
262 |
|
JPMorgan Chase Bank |
|
|
04/05/22 |
|
|
|
USD |
|
|
|
12,573 |
|
|
|
EUR |
|
|
|
11,243 |
|
|
|
72 |
|
JPMorgan Chase Bank |
|
|
03/03/22 - 04/06/22 |
|
|
|
USD |
|
|
|
11,791 |
|
|
|
EUR |
|
|
|
10,382 |
|
|
|
(125 |
) |
JPMorgan Chase Bank |
|
|
03/03/22 - 05/23/22 |
|
|
|
BRL |
|
|
|
166,569 |
|
|
|
USD |
|
|
|
29,221 |
|
|
|
(3,061 |
) |
JPMorgan Chase Bank |
|
|
03/07/22 - 06/06/22 |
|
|
|
USD |
|
|
|
35,817 |
|
|
|
CNY |
|
|
|
228,963 |
|
|
|
341 |
|
JPMorgan Chase Bank |
|
|
03/07/22 - 05/16/22 |
|
|
|
CNY |
|
|
|
212,730 |
|
|
|
USD |
|
|
|
33,487 |
|
|
|
(196 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
2,864 |
|
|
|
HUF |
|
|
|
1,062,757 |
|
|
$ |
3 |
|
JPMorgan Chase Bank |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
508 |
|
|
|
HUF |
|
|
|
181,599 |
|
|
|
(21 |
) |
JPMorgan Chase Bank |
|
|
03/08/22 |
|
|
|
HUF |
|
|
|
557,987 |
|
|
|
EUR |
|
|
|
1,508 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
03/21/22 |
|
|
|
USD |
|
|
|
2,269 |
|
|
|
THB |
|
|
|
75,965 |
|
|
|
56 |
|
JPMorgan Chase Bank |
|
|
03/10/22 - 03/11/22 |
|
|
|
USD |
|
|
|
3,536 |
|
|
|
THB |
|
|
|
115,100 |
|
|
|
(13 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
403 |
|
|
|
COP |
|
|
|
1,588,784 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
156 |
|
|
|
CZK |
|
|
|
3,521 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,114 |
|
|
|
CZK |
|
|
|
24,480 |
|
|
|
(23 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
1,424 |
|
|
|
TRY |
|
|
|
19,616 |
|
|
|
(41 |
) |
JPMorgan Chase Bank |
|
|
05/16/22 |
|
|
|
PLN |
|
|
|
466 |
|
|
|
USD |
|
|
|
117 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
03/14/22 - 03/17/22 |
|
|
|
PLN |
|
|
|
20,327 |
|
|
|
USD |
|
|
|
5,260 |
|
|
|
(93 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 - 03/16/22 |
|
|
|
CLP |
|
|
|
3,045,281 |
|
|
|
USD |
|
|
|
3,705 |
|
|
|
(121 |
) |
JPMorgan Chase Bank |
|
|
03/14/22 - 03/16/22 |
|
|
|
COP |
|
|
|
42,795,550 |
|
|
|
USD |
|
|
|
10,777 |
|
|
|
(185 |
) |
JPMorgan Chase Bank |
|
|
05/23/22 |
|
|
|
KRW |
|
|
|
90,610 |
|
|
|
USD |
|
|
|
76 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/15/22 |
|
|
|
KRW |
|
|
|
6,415,922 |
|
|
|
USD |
|
|
|
5,302 |
|
|
|
(32 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
736 |
|
|
|
ZMW |
|
|
|
13,614 |
|
|
|
30 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,777 |
|
|
|
CLP |
|
|
|
1,529,145 |
|
|
|
144 |
|
JPMorgan Chase Bank |
|
|
03/16/22 - 03/21/22 |
|
|
|
USD |
|
|
|
3,618 |
|
|
|
RUB |
|
|
|
287,310 |
|
|
|
(1,015 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
EUR |
|
|
|
2,698 |
|
|
|
CZK |
|
|
|
69,229 |
|
|
|
52 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
EUR |
|
|
|
3,014 |
|
|
|
CZK |
|
|
|
74,236 |
|
|
|
(81 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,257 |
|
|
|
HUF |
|
|
|
2,013,977 |
|
|
|
(158 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
EGP |
|
|
|
6,895 |
|
|
|
USD |
|
|
|
430 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,158 |
|
|
|
RON |
|
|
|
5,122 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
05/16/22 |
|
|
|
USD |
|
|
|
10,289 |
|
|
|
RON |
|
|
|
45,462 |
|
|
|
(50 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
13,204 |
|
|
|
IDR |
|
|
|
192,214,956 |
|
|
|
162 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
894 |
|
|
|
IDR |
|
|
|
12,782,545 |
|
|
|
(5 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
3,323 |
|
|
|
ZAR |
|
|
|
52,984 |
|
|
|
100 |
|
JPMorgan Chase Bank |
|
|
03/16/22 - 05/16/22 |
|
|
|
USD |
|
|
|
12,724 |
|
|
|
ZAR |
|
|
|
196,679 |
|
|
|
(93 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 - 05/16/22 |
|
|
|
USD |
|
|
|
21,746 |
|
|
|
MXN |
|
|
|
459,888 |
|
|
|
674 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,412 |
|
|
|
MXN |
|
|
|
28,591 |
|
|
|
(17 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
UAH |
|
|
|
29,865 |
|
|
|
USD |
|
|
|
1,067 |
|
|
|
147 |
|
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
MXN |
|
|
|
37,400 |
|
|
|
USD |
|
|
|
1,786 |
|
|
|
(40 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 - 05/16/22 |
|
|
|
USD |
|
|
|
39,639 |
|
|
|
PLN |
|
|
|
159,650 |
|
|
|
(1,622 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 |
|
|
|
CZK |
|
|
|
40,230 |
|
|
|
USD |
|
|
|
1,820 |
|
|
|
28 |
|
JPMorgan Chase Bank |
|
|
03/16/22 - 05/16/22 |
|
|
|
MXN |
|
|
|
40,798 |
|
|
|
USD |
|
|
|
1,992 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
03/16/22 - 05/16/22 |
|
|
|
MXN |
|
|
|
93,293 |
|
|
|
USD |
|
|
|
4,487 |
|
|
|
(63 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 - 05/16/22 |
|
|
|
ZAR |
|
|
|
62,101 |
|
|
|
USD |
|
|
|
4,015 |
|
|
|
24 |
|
JPMorgan Chase Bank |
|
|
03/16/22 - 04/19/22 |
|
|
|
ZAR |
|
|
|
606,820 |
|
|
|
USD |
|
|
|
38,398 |
|
|
|
(668 |
) |
JPMorgan Chase Bank |
|
|
03/16/22 - 04/01/22 |
|
|
|
RUB |
|
|
|
936,423 |
|
|
|
USD |
|
|
|
11,778 |
|
|
|
3,303 |
|
JPMorgan Chase Bank |
|
|
03/18/22 |
|
|
|
EUR |
|
|
|
1,528 |
|
|
|
PLN |
|
|
|
7,009 |
|
|
|
(44 |
) |
JPMorgan Chase Bank |
|
|
03/18/22 |
|
|
|
PLN |
|
|
|
1,574 |
|
|
|
EUR |
|
|
|
349 |
|
|
|
16 |
|
JPMorgan Chase Bank |
|
|
03/21/22 |
|
|
|
THB |
|
|
|
4,235 |
|
|
|
USD |
|
|
|
127 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
03/22/22 |
|
|
|
PHP |
|
|
|
108,380 |
|
|
|
USD |
|
|
|
2,103 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
04/21/22 |
|
|
|
TRY |
|
|
|
– |
|
|
|
USD |
|
|
|
– |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
04/28/22 |
|
|
|
EUR |
|
|
|
16,175 |
|
|
|
USD |
|
|
|
18,322 |
|
|
|
118 |
|
JPMorgan Chase Bank |
|
|
04/28/22 |
|
|
|
EUR |
|
|
|
346 |
|
|
|
USD |
|
|
|
386 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
04/28/22 |
|
|
|
JPY |
|
|
|
287,998 |
|
|
|
USD |
|
|
|
2,532 |
|
|
|
27 |
|
JPMorgan Chase Bank |
|
|
05/11/22 |
|
|
|
USD |
|
|
|
1,718 |
|
|
|
VND |
|
|
|
39,364,871 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
05/23/22 |
|
|
|
USD |
|
|
|
16,500 |
|
|
|
KRW |
|
|
|
19,771,710 |
|
|
|
(70 |
) |
JPMorgan Chase Bank |
|
|
06/30/22 |
|
|
|
EUR |
|
|
|
1,772 |
|
|
|
RON |
|
|
|
8,984 |
|
|
|
15 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
06/30/22 |
|
|
|
RON |
|
|
|
2,969 |
|
|
|
EUR |
|
|
|
585 |
|
|
$ |
(6 |
) |
Merrill Lynch |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,126 |
|
|
|
PLN |
|
|
|
4,614 |
|
|
|
89 |
|
Merrill Lynch |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
2,348 |
|
|
|
CLP |
|
|
|
1,938,838 |
|
|
|
88 |
|
Merrill Lynch |
|
|
03/16/22 |
|
|
|
PHP |
|
|
|
83,860 |
|
|
|
USD |
|
|
|
1,618 |
|
|
|
(16 |
) |
Merrill Lynch |
|
|
03/16/22 |
|
|
|
THB |
|
|
|
284,425 |
|
|
|
USD |
|
|
|
8,488 |
|
|
|
(217 |
) |
Merrill Lynch |
|
|
03/16/22 |
|
|
|
HUF |
|
|
|
573,300 |
|
|
|
USD |
|
|
|
1,823 |
|
|
|
87 |
|
Morgan Stanley |
|
|
03/02/22 - 04/29/22 |
|
|
|
USD |
|
|
|
6,110 |
|
|
|
IDR |
|
|
|
88,423,873 |
|
|
|
38 |
|
Morgan Stanley |
|
|
03/08/22 - 03/18/22 |
|
|
|
EUR |
|
|
|
2,611 |
|
|
|
PLN |
|
|
|
12,063 |
|
|
|
(53 |
) |
Morgan Stanley |
|
|
03/11/22 |
|
|
|
THB |
|
|
|
57,936 |
|
|
|
USD |
|
|
|
1,769 |
|
|
|
(4 |
) |
Morgan Stanley |
|
|
03/15/22 |
|
|
|
MXN |
|
|
|
58,332 |
|
|
|
USD |
|
|
|
2,826 |
|
|
|
(22 |
) |
Morgan Stanley |
|
|
03/15/22 - 03/16/22 |
|
|
|
ZAR |
|
|
|
108,821 |
|
|
|
USD |
|
|
|
7,107 |
|
|
|
77 |
|
Morgan Stanley |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
3,532 |
|
|
|
ZAR |
|
|
|
54,263 |
|
|
|
(27 |
) |
Morgan Stanley |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
4,981 |
|
|
|
RUB |
|
|
|
378,091 |
|
|
|
(1,530 |
) |
Morgan Stanley |
|
|
03/16/22 |
|
|
|
CZK |
|
|
|
37,452 |
|
|
|
EUR |
|
|
|
1,518 |
|
|
|
38 |
|
Morgan Stanley |
|
|
03/16/22 |
|
|
|
RUB |
|
|
|
429,611 |
|
|
|
USD |
|
|
|
5,584 |
|
|
|
1,663 |
|
Morgan Stanley |
|
|
03/18/22 |
|
|
|
PLN |
|
|
|
14,069 |
|
|
|
EUR |
|
|
|
3,012 |
|
|
|
25 |
|
Standard Bank |
|
|
03/03/22 - 03/08/22 |
|
|
|
USD |
|
|
|
13,708 |
|
|
|
EUR |
|
|
|
12,101 |
|
|
|
(116 |
) |
Standard Bank |
|
|
03/03/22 - 05/04/22 |
|
|
|
EUR |
|
|
|
34,554 |
|
|
|
USD |
|
|
|
39,201 |
|
|
|
334 |
|
Standard Bank |
|
|
03/15/22 |
|
|
|
MXN |
|
|
|
73,015 |
|
|
|
USD |
|
|
|
3,534 |
|
|
|
(32 |
) |
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
850 |
|
|
|
IDR |
|
|
|
12,304,514 |
|
|
|
6 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
1,742 |
|
|
|
PLN |
|
|
|
7,119 |
|
|
|
133 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
5,470 |
|
|
|
COP |
|
|
|
21,512,720 |
|
|
|
40 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
4,913 |
|
|
|
MYR |
|
|
|
20,884 |
|
|
|
66 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
836 |
|
|
|
MYR |
|
|
|
3,500 |
|
|
|
(1 |
) |
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
6,583 |
|
|
|
CLP |
|
|
|
5,568,526 |
|
|
|
412 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
18,701 |
|
|
|
THB |
|
|
|
600,250 |
|
|
|
(329 |
) |
Standard Bank |
|
|
03/16/22 |
|
|
|
ZAR |
|
|
|
34,780 |
|
|
|
USD |
|
|
|
2,252 |
|
|
|
6 |
|
Standard Bank |
|
|
03/16/22 |
|
|
|
TWD |
|
|
|
399,578 |
|
|
|
USD |
|
|
|
14,520 |
|
|
|
260 |
|
Standard Bank |
|
|
06/15/22 |
|
|
|
INR |
|
|
|
450,969 |
|
|
|
USD |
|
|
|
5,902 |
|
|
|
6 |
|
Standard Bank |
|
|
06/15/22 |
|
|
|
INR |
|
|
|
420,911 |
|
|
|
USD |
|
|
|
5,502 |
|
|
|
(1 |
) |
Standard Chartered |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
2,854 |
|
|
|
CLP |
|
|
|
2,371,017 |
|
|
|
125 |
|
Standard Chartered |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
380 |
|
|
|
PEN |
|
|
|
1,563 |
|
|
|
31 |
|
Standard Chartered |
|
|
03/16/22 |
|
|
|
RUB |
|
|
|
113,763 |
|
|
|
USD |
|
|
|
1,493 |
|
|
|
455 |
|
Standard Chartered |
|
|
03/16/22 |
|
|
|
CLP |
|
|
|
1,392,947 |
|
|
|
USD |
|
|
|
1,686 |
|
|
|
(64 |
) |
Standard Chartered |
|
|
03/16/22 |
|
|
|
COP |
|
|
|
55,613,728 |
|
|
|
USD |
|
|
|
13,948 |
|
|
|
(297 |
) |
Standard Chartered |
|
|
03/21/22 |
|
|
|
THB |
|
|
|
56,581 |
|
|
|
USD |
|
|
|
1,741 |
|
|
|
9 |
|
Standard Chartered |
|
|
04/04/22 |
|
|
|
USD |
|
|
|
528 |
|
|
|
BRL |
|
|
|
2,840 |
|
|
|
19 |
|
Standard Chartered |
|
|
04/14/22 |
|
|
|
USD |
|
|
|
2,189 |
|
|
|
IDR |
|
|
|
31,664,389 |
|
|
|
9 |
|
Standard Chartered |
|
|
05/23/22 |
|
|
|
CNY |
|
|
|
36,629 |
|
|
|
USD |
|
|
|
5,751 |
|
|
|
(21 |
) |
Standard Chartered |
|
|
05/25/22 |
|
|
|
USD |
|
|
|
3,632 |
|
|
|
MYR |
|
|
|
15,249 |
|
|
|
5 |
|
Standard Chartered |
|
|
06/30/22 |
|
|
|
EUR |
|
|
|
177 |
|
|
|
RON |
|
|
|
904 |
|
|
|
2 |
|
State Street |
|
|
04/05/22 |
|
|
|
USD |
|
|
|
1,531 |
|
|
|
EUR |
|
|
|
1,363 |
|
|
|
3 |
|
State Street |
|
|
03/03/22 |
|
|
|
USD |
|
|
|
704 |
|
|
|
EUR |
|
|
|
618 |
|
|
|
(10 |
) |
State Street |
|
|
03/08/22 |
|
|
|
EUR |
|
|
|
1,507 |
|
|
|
HUF |
|
|
|
538,647 |
|
|
|
(60 |
) |
State Street |
|
|
03/14/22 |
|
|
|
USD |
|
|
|
3,569 |
|
|
|
CLP |
|
|
|
2,870,143 |
|
|
|
37 |
|
State Street |
|
|
03/14/22 |
|
|
|
BRL |
|
|
|
16,132 |
|
|
|
USD |
|
|
|
2,940 |
|
|
|
(181 |
) |
State Street |
|
|
03/15/22 |
|
|
|
USD |
|
|
|
5,350 |
|
|
|
KRW |
|
|
|
6,415,922 |
|
|
|
(17 |
) |
State Street |
|
|
03/15/22 |
|
|
|
USD |
|
|
|
10,636 |
|
|
|
JPY |
|
|
|
1,229,650 |
|
|
|
45 |
|
State Street |
|
|
03/15/22 |
|
|
|
USD |
|
|
|
10,688 |
|
|
|
JPY |
|
|
|
1,229,285 |
|
|
|
(10 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
State Street |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
373 |
|
|
|
COP |
|
|
|
1,479,184 |
|
|
$ |
6 |
|
State Street |
|
|
03/16/22 |
|
|
|
USD |
|
|
|
527 |
|
|
|
MXN |
|
|
|
10,946 |
|
|
|
7 |
|
State Street |
|
|
03/16/22 |
|
|
|
EUR |
|
|
|
3,085 |
|
|
|
CZK |
|
|
|
75,400 |
|
|
|
(109 |
) |
State Street |
|
|
03/18/22 |
|
|
|
EUR |
|
|
|
441 |
|
|
|
PLN |
|
|
|
2,004 |
|
|
|
(17 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,050 |
) |
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2022, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
6.745% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
06/23/2022 |
|
|
|
MXN |
|
|
|
49,636 |
|
|
$ |
1 |
|
|
$ |
– |
|
|
$ |
1 |
|
1.36% |
|
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
|
|
Semi-Annually |
|
|
|
06/17/2025 |
|
|
|
CLP |
|
|
|
2,668,591 |
|
|
|
(542 |
) |
|
|
– |
|
|
|
(542 |
) |
1.16% |
|
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
|
|
Semi-Annually |
|
|
|
06/23/2025 |
|
|
|
CLP |
|
|
|
3,237,689 |
|
|
|
(684 |
) |
|
|
– |
|
|
|
(684 |
) |
1-DAY SINACOFI CHILE INTERBANK RATE AVG (CLICP) |
|
|
2.26% FIXED |
|
|
|
Semi-Annually |
|
|
|
03/16/2026 |
|
|
|
CLP |
|
|
|
2,687,914 |
|
|
|
(517 |
) |
|
|
– |
|
|
|
(517 |
) |
5.815% |
|
|
28-DAY MEXICAN INTERBANK RATE (TIIE) |
|
|
|
Monthly |
|
|
|
4/06/2026 |
|
|
|
MXN |
|
|
|
41,751 |
|
|
|
(147 |
) |
|
|
– |
|
|
|
(147 |
) |
1-DAY INR MIBOR |
|
|
5.145% |
|
|
|
Semi-Annually |
|
|
|
08/27/2026 |
|
|
|
INR |
|
|
|
310,000 |
|
|
|
75 |
|
|
|
– |
|
|
|
75 |
|
1-DAY INR MIBOR |
|
|
5.148% |
|
|
|
Semi-Annually |
|
|
|
09/02/2026 |
|
|
|
INR |
|
|
|
300,000 |
|
|
|
73 |
|
|
|
– |
|
|
|
73 |
|
6-MONTH CZK PRIBOR |
|
|
3.25% |
|
|
|
Semi-Annually |
|
|
|
11/22/2026 |
|
|
|
CZK |
|
|
|
95,901 |
|
|
|
(106 |
) |
|
|
– |
|
|
|
(106 |
) |
6-MONTH CZK PRIBOR |
|
|
3.33% |
|
|
|
Semi-Annually |
|
|
|
11/25/2026 |
|
|
|
CZK |
|
|
|
90,930 |
|
|
|
(85 |
) |
|
|
– |
|
|
|
(85 |
) |
7.72% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
12/03/2026 |
|
|
|
MXN |
|
|
|
16,200 |
|
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
8.155% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
12/28/2026 |
|
|
|
MXN |
|
|
|
21,000 |
|
|
|
14 |
|
|
|
– |
|
|
|
14 |
|
1-DAY OVERNIGHT BRAZIL INTERBANK DEPOSIT(CETIP) |
|
|
10.29% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
7,948 |
|
|
|
64 |
|
|
|
– |
|
|
|
64 |
|
COLOMBIA OVERNIGHT INTERBANK REFERENCE RATE |
|
|
6.395% |
|
|
|
Quarterly |
|
|
|
01/06/2027 |
|
|
|
COP |
|
|
|
460,499 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
CZK - 6-MONTH PRAGUE INTERBANK OFFER RATE (PRIBOR) |
|
|
4.03% |
|
|
|
Semi-Annually |
|
|
|
01/10/2027 |
|
|
|
CZK |
|
|
|
81,658 |
|
|
|
90 |
|
|
|
– |
|
|
|
90 |
|
HUF - 6-MONTH BUDAPEST INTERBANK OFFER RATE(BUBOR) |
|
|
5.1% |
|
|
|
Semi-Annually |
|
|
|
01/11/2027 |
|
|
|
HUF |
|
|
|
1,237,291 |
|
|
|
40 |
|
|
|
– |
|
|
|
40 |
|
CNY - 7-DAY CHINA FIXING REPO RATES (CNRR007) |
|
|
2.355 |
|
|
|
Quarterly |
|
|
|
01/18/2027 |
|
|
|
CNY |
|
|
|
23,400 |
|
|
|
(10 |
) |
|
|
– |
|
|
|
(10 |
) |
COLOMBIA OVERNIGHT INTERBANK REFERENCE RATE |
|
|
7.14% |
|
|
|
Quarterly |
|
|
|
01/31/2027 |
|
|
|
COP |
|
|
|
16,045,765 |
|
|
|
135 |
|
|
|
– |
|
|
|
135 |
|
OP - COLOMBIA OVERNIGHT INTERBANK REFERENCE |
|
|
7.348 |
|
|
|
Quarterly |
|
|
|
02/10/2027 |
|
|
|
COP |
|
|
|
8,172,454 |
|
|
|
51 |
|
|
|
– |
|
|
|
51 |
|
CZK - 6-MONTH PRAGUE INTERBANK OFFER RATE(PRIBOR) |
|
|
3.66% |
|
|
|
Semi-Annually |
|
|
|
02/10/2027 |
|
|
|
CZK |
|
|
|
36,661 |
|
|
|
13 |
|
|
|
– |
|
|
|
13 |
|
CZK - 6-MONTH PRAGUE INTERBANK OFFER RATE (PRIBOR) |
|
|
3.745 |
|
|
|
Semi-Annually |
|
|
|
02/11/2027 |
|
|
|
CZK |
|
|
|
36,661 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
7.51% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
04/20/2027 |
|
|
|
MXN |
|
|
|
11,913 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
28-DAY MXN - TIIE |
|
|
6.9225% |
|
|
|
Monthly |
|
|
|
08/31/2029 |
|
|
|
MXN |
|
|
|
58,394 |
|
|
|
152 |
|
|
|
– |
|
|
|
152 |
|
28-DAY MXN - TIIE |
|
|
6.82% |
|
|
|
Monthly |
|
|
|
09/10/2029 |
|
|
|
MXN |
|
|
|
27,850 |
|
|
|
81 |
|
|
|
– |
|
|
|
81 |
|
1.75% |
|
|
6-MONTH PLN - WIBOR |
|
|
|
Annually |
|
|
|
02/26/2030 |
|
|
|
PLN |
|
|
|
6,203 |
|
|
|
(220 |
) |
|
|
– |
|
|
|
(220 |
) |
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
|
2.33% |
|
|
|
Semi-Annually |
|
|
|
06/05/2030 |
|
|
|
CLP |
|
|
|
1,146,740 |
|
|
|
342 |
|
|
|
– |
|
|
|
342 |
|
2.145% |
|
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
|
|
Semi-Annually |
|
|
|
08/24/2030 |
|
|
|
CLP |
|
|
|
616,282 |
|
|
|
(196 |
) |
|
|
– |
|
|
|
(196 |
) |
1.905% |
|
|
6-MONTH PLN WIBOR |
|
|
|
Annually |
|
|
|
05/18/2031 |
|
|
|
PLN |
|
|
|
3,124 |
|
|
|
(112 |
) |
|
|
– |
|
|
|
(112 |
) |
6-MONTH HUF BUBOR |
|
|
3.305% |
|
|
|
Annually |
|
|
|
10/04/2031 |
|
|
|
HUF |
|
|
|
539,013 |
|
|
|
(212 |
) |
|
|
– |
|
|
|
(212 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
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) |
|
28-DAY MXN MEXICAN INTERBANK RATE(TIIE) |
|
|
7.345% |
|
|
|
Monthly |
|
|
|
11/10/2031 |
|
|
|
MXN |
|
|
|
23,157 |
|
|
$ |
(43 |
) |
|
$ |
– |
|
|
$ |
(43 |
) |
28-DAY MEXICAN INTERBANK RATE (TIIE) |
|
|
7.375% |
|
|
|
Monthly |
|
|
|
11/10/2031 |
|
|
|
MXN |
|
|
|
28,822 |
|
|
|
(51 |
) |
|
|
– |
|
|
|
(51 |
) |
6.45% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
04/01/2025 |
|
|
|
MXN |
|
|
|
45,932 |
|
|
|
(91 |
) |
|
|
– |
|
|
|
(91 |
) |
3.69% |
|
|
6-MONTH HUF BUBOR |
|
|
|
Annually |
|
|
|
11/11/2031 |
|
|
|
HUF |
|
|
|
463,175 |
|
|
|
141 |
|
|
|
– |
|
|
|
141 |
|
7.7325% |
|
|
1-DAY BRL- CETIP 01/02/2025 |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
19,516 |
|
|
|
(369 |
) |
|
|
– |
|
|
|
(369 |
) |
6.455% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,989 |
|
|
|
(132 |
) |
|
|
– |
|
|
|
(132 |
) |
6.71% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
07/07/2022 |
|
|
|
MXN |
|
|
|
45,683 |
|
|
|
– |
|
|
|
– |
|
|
|
0 |
|
6.77% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
8,540 |
|
|
|
(80 |
) |
|
|
– |
|
|
|
(80 |
) |
9.255% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
2,474 |
|
|
|
(16 |
) |
|
|
– |
|
|
|
(16 |
) |
5.25% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
15,387 |
|
|
|
(179 |
) |
|
|
– |
|
|
|
(179 |
) |
6.61% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
6,301 |
|
|
|
(61 |
) |
|
|
– |
|
|
|
(61 |
) |
6.23% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
7,534 |
|
|
|
(77 |
) |
|
|
– |
|
|
|
(77 |
) |
4.43% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
16,859 |
|
|
|
209 |
|
|
|
– |
|
|
|
209 |
|
MXN-28-DAY MEXICAN INTERBANK RATE(TIIE) |
|
|
7.2% |
|
|
|
Monthly |
|
|
|
01/27/2023 |
|
|
|
MXN |
|
|
|
351,174 |
|
|
|
38 |
|
|
|
– |
|
|
|
38 |
|
5.55% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
04/13/2023 |
|
|
|
MXN |
|
|
|
66,291 |
|
|
|
(73 |
) |
|
|
– |
|
|
|
(73 |
) |
3-Month MOSCOW PRIME OFFER RATE (MOSPRIME) |
|
|
7.192% FIXED |
|
|
|
Annually |
|
|
|
07/27/2023 |
|
|
|
RUB |
|
|
|
1,623,347 |
|
|
|
(2,126 |
) |
|
|
– |
|
|
|
(2,126 |
) |
5.01% |
|
|
28-DAY MEXICAN INTERBANK RATE (TIIE) |
|
|
|
Monthly |
|
|
|
11/22/2023 |
|
|
|
MXN |
|
|
|
211,565 |
|
|
|
(319 |
) |
|
|
– |
|
|
|
(319 |
) |
3.76% |
|
|
6-MONTH CZK PRIBOR |
|
|
|
Annually |
|
|
|
11/22/2023 |
|
|
|
CZK |
|
|
|
274,636 |
|
|
|
(169 |
) |
|
|
– |
|
|
|
(169 |
) |
3.795% |
|
|
6-MONTH CZK PRIBOR |
|
|
|
Annually |
|
|
|
11/25/2023 |
|
|
|
CZK |
|
|
|
259,529 |
|
|
|
(152 |
) |
|
|
– |
|
|
|
(152 |
) |
7.45% |
|
|
1-DAY OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP) |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
15,514 |
|
|
|
(232 |
) |
|
|
– |
|
|
|
(232 |
) |
6.5% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
6,494 |
|
|
|
(125 |
) |
|
|
– |
|
|
|
(125 |
) |
4.99% |
|
|
1-DAY BRL CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
11,034 |
|
|
|
(254 |
) |
|
|
– |
|
|
|
(254 |
) |
5.715% |
|
|
1-DAY BRL CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
11,232 |
|
|
|
(235 |
) |
|
|
– |
|
|
|
(235 |
) |
5.56% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
26,364 |
|
|
|
(578 |
) |
|
|
– |
|
|
|
(578 |
) |
4.835% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
30,017 |
|
|
|
(714 |
) |
|
|
– |
|
|
|
(714 |
) |
1-DAY BRL CETIP |
|
|
5.9725% |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
10,140 |
|
|
|
(204 |
) |
|
|
– |
|
|
|
(204 |
) |
5.76% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2024 |
|
|
|
BRL |
|
|
|
12,439 |
|
|
|
(266 |
) |
|
|
– |
|
|
|
(266 |
) |
HUF - 6-MONTH BUDAPEST INTERBANK OFFER RATE(BUBOR) |
|
|
5.3% |
|
|
|
Annually |
|
|
|
01/11/2024 |
|
|
|
HUF |
|
|
|
2,887,654 |
|
|
|
93 |
|
|
|
– |
|
|
|
93 |
|
HUF - 6-MONTH BUDAPEST INTERBANK OFFER RATE (BUBOR) |
|
|
5.16% |
|
|
|
Annually |
|
|
|
01/12/2024 |
|
|
|
HUF |
|
|
|
3,928,303 |
|
|
|
(96 |
) |
|
|
– |
|
|
|
(96 |
) |
1-DAY FED BILL OVERNIGHT MUMBAI INTERBANK SWAP-MIBOR |
|
|
5.741% |
|
|
|
Annually |
|
|
|
01/20/2024 |
|
|
|
INR |
|
|
|
1,300,000 |
|
|
|
73 |
|
|
|
– |
|
|
|
73 |
|
5.1525% |
|
|
28-DAY MEXICAN INTERBANK RATE (TIIE) |
|
|
|
Monthly |
|
|
|
02/22/2024 |
|
|
|
MXN |
|
|
|
185,141 |
|
|
|
(260 |
) |
|
|
– |
|
|
|
(260 |
) |
5.47% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
MXN |
|
|
|
221,391 |
|
|
|
(263 |
) |
|
|
– |
|
|
|
(263 |
) |
6-MONTH CZK PRIBOR |
|
|
2.465% |
|
|
|
Annually |
|
|
|
09/21/2024 |
|
|
|
CZK |
|
|
|
133,863 |
|
|
|
(278 |
) |
|
|
– |
|
|
|
(278 |
) |
5.65% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
17,121 |
|
|
|
(516 |
) |
|
|
– |
|
|
|
(516 |
) |
6.77% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
5,570 |
|
|
|
(139 |
) |
|
|
– |
|
|
|
(139 |
) |
6.82% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,671 |
|
|
|
(115 |
) |
|
|
– |
|
|
|
(115 |
) |
MXN - 28-DAY MEXICAN INTERBANK RATE (TIIE) |
|
|
7.64% |
|
|
|
Monthly |
|
|
|
01/01/2032 |
|
|
|
MXN |
|
|
|
38,803 |
|
|
|
34 |
|
|
|
– |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(9,322 |
) |
|
$ |
– |
|
|
$ |
(9,322 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Continued)
A list of open OTC swap agreements held by the Fund at February 28, 2022, 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) |
|
JPMorgan Chase |
|
|
3.43% |
|
|
|
1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG |
|
|
|
Semi-Annually |
|
|
|
05/10/2022 |
|
|
|
CLP |
|
|
|
933,434 |
|
|
$ |
4 |
|
|
$ |
– |
|
|
$ |
4 |
|
Goldman Sachs |
|
|
5.900% |
|
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
09/12/2022 |
|
|
|
MXN |
|
|
|
99,662 |
|
|
|
(28 |
) |
|
|
– |
|
|
|
(28 |
) |
Goldman Sachs |
|
|
11.985% |
|
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2023 |
|
|
|
BRL |
|
|
|
3,000 |
|
|
|
268 |
|
|
|
– |
|
|
|
268 |
|
Goldman Sachs |
|
|
10.89% |
|
|
|
1-DAY BRL - CETIP |
|
|
|
Quarterly |
|
|
|
01/03/2023 |
|
|
|
BRL |
|
|
|
6,139 |
|
|
|
387 |
|
|
|
– |
|
|
|
387 |
|
Goldman Sachs |
|
|
7.072% |
|
|
|
3-MONTH MOSCOW PRIME OFFERED RATE - RUB |
|
|
|
Quarterly |
|
|
|
04/02/2023 |
|
|
|
RUB |
|
|
|
1,057,550 |
|
|
|
(1,082 |
) |
|
|
– |
|
|
|
(1,082 |
) |
JPMorgan Chase |
|
|
3-Month MYR KLIBOR |
|
|
|
2.48% |
|
|
|
Quarterly |
|
|
|
10/27/2023 |
|
|
|
MYR |
|
|
|
37,000 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
Goldman Sachs |
|
|
CHIBPROM VARIABLE |
|
|
|
7.235% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/18/2024 |
|
|
|
CLP |
|
|
|
6,801,150 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
Goldman Sachs |
|
|
L-CLICP-CHIBPROM |
|
|
|
7.205% |
|
|
|
Semi-Annually |
|
|
|
02/22/2024 |
|
|
|
CLP |
|
|
|
6,801,150 |
|
|
|
(2 |
) |
|
|
– |
|
|
|
(2 |
) |
Goldman Sachs |
|
|
3-Month RUB MOSPRIME |
|
|
|
7.981% |
|
|
|
Annually |
|
|
|
10/04/2024 |
|
|
|
RUB |
|
|
|
473,557 |
|
|
|
(906 |
) |
|
|
– |
|
|
|
(906 |
) |
Goldman Sachs |
|
|
6.355% |
|
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
05/21/2025 |
|
|
|
MXN |
|
|
|
29,801 |
|
|
|
(65 |
) |
|
|
– |
|
|
|
(65 |
) |
Goldman Sachs |
|
|
6.205% |
|
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
12/08/2025 |
|
|
|
MXN |
|
|
|
21,174 |
|
|
|
(56 |
) |
|
|
– |
|
|
|
(56 |
) |
Goldman Sachs |
|
|
6.165% |
|
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
03/05/2026 |
|
|
|
MXN |
|
|
|
63,199 |
|
|
|
(179 |
) |
|
|
– |
|
|
|
(179 |
) |
JPMorgan Chase |
|
|
6.13% |
|
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
06/18/2026 |
|
|
|
MXN |
|
|
|
47,000 |
|
|
|
(144 |
) |
|
|
– |
|
|
|
(144 |
) |
Citibank |
|
|
1.87750% |
|
|
|
6-MONTH CZK PRIBOR |
|
|
|
Annually |
|
|
|
07/09/2026 |
|
|
|
CZK |
|
|
|
57,553 |
|
|
|
(184 |
) |
|
|
– |
|
|
|
(184 |
) |
Citibank |
|
|
1.822% |
|
|
|
6-MONTH CZK PRIBOR |
|
|
|
Annually |
|
|
|
07/12/2026 |
|
|
|
CZK |
|
|
|
95,449 |
|
|
|
(318 |
) |
|
|
– |
|
|
|
(318 |
) |
Citibank |
|
|
1.8282% |
|
|
|
6-MONTH CZK PRIBOR |
|
|
|
Annually |
|
|
|
07/12/2026 |
|
|
|
CZK |
|
|
|
102,726 |
|
|
|
(341 |
) |
|
|
– |
|
|
|
(341 |
) |
Goldman Sachs |
|
|
CZECH INTERBANK OFFERED(CZK-PRIBOR) |
|
|
|
2.158% FIXED |
|
|
|
Annually |
|
|
|
08/30/2026 |
|
|
|
CZK |
|
|
|
120,567 |
|
|
|
(341 |
) |
|
|
– |
|
|
|
(341 |
) |
Goldman Sachs |
|
|
6.381% |
|
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
35,000 |
|
|
|
(96 |
) |
|
|
– |
|
|
|
(96 |
) |
Goldman Sachs |
|
|
6-MONTH FBIL MIBOR (VARIABLE) |
|
|
|
5.87% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/04/2027 |
|
|
|
INR |
|
|
|
760,673 |
|
|
|
46 |
|
|
|
– |
|
|
|
46 |
|
Goldman Sachs |
|
|
6-MONTH FBIL MIBOR (VARIABLE) |
|
|
|
5.9171% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/07/2027 |
|
|
|
INR |
|
|
|
888,427 |
|
|
|
83 |
|
|
|
– |
|
|
|
83 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(2,945 |
) |
|
$ |
– |
|
|
$ |
(2,945 |
) |
|
Percentages are based on Net Assets of $2,164,787 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
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 February 28, 2022, the value of these securities amounted to $323,157 ($ Thousands), representing 14.9% of the Net Assets of the Fund. |
(C) |
Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date. |
(D) |
Zero coupon security. |
(E) |
Certain securities or partial positions of certain securities are on loan at February 28, 2022. The total market value of securities on loan at February 28, 2022 was $2,929 ($ Thousands). |
(F) |
Perpetual security with no stated maturity date. |
(G) |
Security is in default on interest payment. |
(H) |
Interest rate represents the security's effective yield at the time of purchase. |
(I) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 28, 2022 was $3,139 ($ Thousands). |
AUD — Australian Dollar |
BRL — Brazilian Real |
BUBOR— Budapest Interbank Offered Rate |
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 |
ILS — Israeli New Sheckels |
INR — Indian Rupee |
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 |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Emerging Markets Debt Fund (Concluded)
MIBOR — Mumbai InterBank Overnight Rate |
MosPrime— Moscow Prime Offered Rate |
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 |
PLN — Polish Zloty |
PRIBOR— Prague Interbank Offered Rate |
RON — Romanian Leu |
RSD — Serbian Dinar |
RUB — Russian Ruble |
SAR— Saudi Riyal |
SEK — Swedish Krona |
Ser — Series |
SGD — Singapore Dollar |
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 |
ZAR — South African Rand |
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Global Bonds |
|
|
– |
|
|
|
2,034,428 |
|
|
|
– |
|
|
|
2,034,428 |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
6,977 |
|
|
|
– |
|
|
|
6,977 |
|
Affiliated Partnership |
|
|
– |
|
|
|
3,139 |
|
|
|
– |
|
|
|
3,139 |
|
Total Investments in Securities |
|
|
– |
|
|
|
2,044,544 |
|
|
|
– |
|
|
|
2,044,544 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
2,796 |
|
|
|
– |
|
|
|
– |
|
|
|
2,796 |
|
Unrealized Depreciation |
|
|
(10 |
) |
|
|
– |
|
|
|
– |
|
|
|
(10 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
28,159 |
|
|
|
– |
|
|
|
28,159 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(29,209 |
) |
|
|
– |
|
|
|
(29,209 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
797 |
|
|
|
– |
|
|
|
797 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(3,742 |
) |
|
|
– |
|
|
|
(3,742 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
1,733 |
|
|
|
– |
|
|
|
1,733 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(11,055 |
) |
|
|
– |
|
|
|
(11,055 |
) |
Total Other Financial Instruments |
|
|
2,786 |
|
|
|
(13,317 |
) |
|
|
– |
|
|
|
(10,531 |
) |
|
*
|
Futures contracts, forward contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, L.P. |
|
$ |
3,893 |
|
|
$ |
27,837 |
|
|
$ |
(28,591 |
) |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
3,139 |
|
|
|
3,138,678 |
|
|
$ |
34 |
|
|
$ |
- |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Real Return Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 99.5% |
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
2.375%, 01/15/2025 |
|
$ |
11,886 |
|
|
$ |
13,426 |
|
2.375%, 01/15/2027 |
|
|
7,618 |
|
|
|
9,059 |
|
2.000%, 01/15/2026 |
|
|
7,715 |
|
|
|
8,814 |
|
0.625%, 04/15/2023 |
|
|
19,644 |
|
|
|
20,620 |
|
0.625%, 01/15/2024 |
|
|
21,263 |
|
|
|
22,599 |
|
0.625%, 01/15/2026 |
|
|
16,156 |
|
|
|
17,568 |
|
0.500%, 04/15/2024 |
|
|
11,816 |
|
|
|
12,571 |
|
0.375%, 07/15/2023 |
|
|
22,143 |
|
|
|
23,411 |
|
0.375%, 07/15/2025 |
|
|
19,403 |
|
|
|
20,913 |
|
0.375%, 01/15/2027 |
|
|
15,513 |
|
|
|
16,846 |
|
0.250%, 01/15/2025 |
|
|
17,553 |
|
|
|
18,716 |
|
0.125%, 07/15/2024 |
|
|
19,273 |
|
|
|
20,505 |
|
0.125%, 10/15/2024 |
|
|
17,019 |
|
|
|
18,107 |
|
0.125%, 04/15/2025 |
|
|
13,990 |
|
|
|
14,881 |
|
0.125%, 10/15/2025 |
|
|
16,971 |
|
|
|
18,142 |
|
0.125%, 10/15/2025 |
|
|
3 |
|
|
|
3 |
|
0.125%, 04/15/2026 |
|
|
13,194 |
|
|
|
14,077 |
|
0.125%, 07/15/2026 |
|
|
16,448 |
|
|
|
17,662 |
|
0.125%, 10/15/2026 |
|
|
18,429 |
|
|
|
19,802 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $298,716) ($ Thousands) |
|
|
307,722 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.5% |
|
|
|
|
|
|
|
|
(Cost $298,716) ($ Thousands) |
|
$ |
307,722 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $309,259 ($ Thousands). |
As of February 28, 2022, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For the period ended February 28, 2022, 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 / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 35.6% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
0.789%, 08/25/2022 (A) |
|
$ |
7,165 |
|
|
$ |
7,142 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
1.750%, 12/31/2024 |
|
|
59,580 |
|
|
|
59,797 |
|
1.500%, 02/29/2024 |
|
|
91,965 |
|
|
|
92,041 |
|
1.125%, 01/15/2025 |
|
|
550 |
|
|
|
542 |
|
0.875%, 01/31/2024 |
|
|
42,220 |
|
|
|
41,763 |
|
0.750%, 12/31/2023 |
|
|
53,336 |
|
|
|
52,669 |
|
0.500%, 03/15/2023 |
|
|
11,875 |
|
|
|
11,799 |
|
0.500%, 03/31/2025 |
|
|
27,000 |
|
|
|
26,067 |
|
0.375%, 04/15/2024 |
|
|
74,795 |
|
|
|
73,016 |
|
0.250%, 06/15/2024 |
|
|
81,840 |
|
|
|
79,449 |
|
0.125%, 05/15/2023 |
|
|
25,100 |
|
|
|
24,781 |
|
0.125%, 10/15/2023 |
|
|
33,595 |
|
|
|
32,918 |
|
0.125%, 12/15/2023 |
|
|
90,760 |
|
|
|
88,675 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $598,797) ($ Thousands) |
|
|
590,659 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 29.5% |
Communication Services — 0.5% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
2.300%, 06/01/2027 |
|
|
2,000 |
|
|
|
1,973 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
3.400%, 03/01/2027 (B) |
|
|
700 |
|
|
|
688 |
|
Netflix |
|
|
|
|
|
|
|
|
5.875%, 02/15/2025 |
|
|
915 |
|
|
|
994 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (B) |
|
|
1,000 |
|
|
|
1,076 |
|
4.738%, 03/20/2025 (B) |
|
|
1,341 |
|
|
|
1,381 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.875%, 04/15/2030 |
|
|
770 |
|
|
|
796 |
|
3.750%, 04/15/2027 |
|
|
640 |
|
|
|
664 |
|
3.500%, 04/15/2025 |
|
|
705 |
|
|
|
725 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,297 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 3.9% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
0.800%, 02/10/2024 (B) |
|
|
12,395 |
|
|
|
12,098 |
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
3.550%, 07/26/2027 (B) |
|
|
400 |
|
|
|
414 |
|
Daimler Trucks Finance North America LLC |
|
|
|
|
|
|
|
|
0.649%, U.S. SOFR + 0.600%, 12/14/2023 (B)(C) |
|
|
8,270 |
|
|
|
8,304 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
1.383%, ICE LIBOR USD 3 Month + 1.080%, 08/03/2022 (C) |
|
|
955 |
|
|
|
956 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
3.150%, 06/30/2022 |
|
|
285 |
|
|
|
286 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.050%, 03/08/2024 |
|
$ |
9,230 |
|
|
$ |
8,993 |
|
Genuine Parts |
|
|
|
|
|
|
|
|
1.750%, 02/01/2025 |
|
|
3,595 |
|
|
|
3,534 |
|
Hyatt Hotels |
|
|
|
|
|
|
|
|
1.300%, 10/01/2023 |
|
|
1,400 |
|
|
|
1,378 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
1.250%, 09/18/2023 (B) |
|
|
3,660 |
|
|
|
3,608 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
0.800%, 01/08/2024 (B) |
|
|
5,610 |
|
|
|
5,448 |
|
Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
0.450%, 01/11/2024 |
|
|
7,760 |
|
|
|
7,576 |
|
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
0.875%, 11/22/2023 (B) |
|
|
12,945 |
|
|
|
12,677 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
65,272 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 2.2% |
|
|
|
|
BAT Capital |
|
|
|
|
|
|
|
|
3.557%, 08/15/2027 |
|
|
895 |
|
|
|
901 |
|
3.222%, 08/15/2024 |
|
|
860 |
|
|
|
870 |
|
BayCare Health System |
|
|
|
|
|
|
|
|
2.610%, 11/15/2022 |
|
|
1,190 |
|
|
|
1,203 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
3.875%, 12/15/2023 (B) |
|
|
745 |
|
|
|
765 |
|
2.850%, 04/15/2025 (B) |
|
|
520 |
|
|
|
519 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
2.760%, 10/01/2024 |
|
|
1,445 |
|
|
|
1,457 |
|
1.547%, 10/01/2025 |
|
|
10,550 |
|
|
|
10,181 |
|
Fresenius US Finance II |
|
|
|
|
|
|
|
|
4.500%, 01/15/2023 (B) |
|
|
955 |
|
|
|
971 |
|
Hormel Foods |
|
|
|
|
|
|
|
|
0.650%, 06/03/2024 |
|
|
8,800 |
|
|
|
8,556 |
|
Imperial Brands Finance PLC |
|
|
|
|
|
|
|
|
4.250%, 07/21/2025 (B) |
|
|
1,035 |
|
|
|
1,080 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
3.000%, 02/02/2029 (B) |
|
|
1,025 |
|
|
|
968 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
0.750%, 03/15/2024 |
|
|
7,575 |
|
|
|
7,387 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,858 |
|
| |
|
|
|
|
|
|
|
|
Energy — 2.4% |
|
|
|
|
ConocoPhillips |
|
|
|
|
|
|
|
|
2.125%, 03/08/2024 |
|
|
12,035 |
|
|
|
12,042 |
|
Enbridge |
|
|
|
|
|
|
|
|
0.550%, 10/04/2023 |
|
|
11,500 |
|
|
|
11,257 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
5.950%, 12/01/2025 |
|
|
748 |
|
|
|
821 |
|
4.250%, 04/01/2024 |
|
|
250 |
|
|
|
257 |
|
4.050%, 03/15/2025 |
|
|
1,000 |
|
|
|
1,035 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.700%, 02/16/2032 (B) |
|
|
1,089 |
|
|
|
1,051 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
2.875%, 04/16/2024 (B) |
|
$ |
11,985 |
|
|
$ |
12,126 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
38,589 |
|
| |
|
|
|
|
|
|
|
|
Financials — 13.2% |
|
|
|
|
American Express |
|
|
|
|
|
|
|
|
0.750%, 11/03/2023 |
|
|
11,545 |
|
|
|
11,352 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
0.750%, U.S. SOFR + 0.700%, 05/24/2024 (B)(C) |
|
|
920 |
|
|
|
921 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
3.625%, 05/01/2022 (B) |
|
|
890 |
|
|
|
892 |
|
2.528%, 11/18/2027 (B) |
|
|
133 |
|
|
|
125 |
|
Bank of America |
|
|
|
|
|
|
|
|
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (C) |
|
|
1,620 |
|
|
|
1,634 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.881%, ICE LIBOR USD 3 Month + 1.021%, 04/24/2023 (C) |
|
|
2,000 |
|
|
|
2,004 |
|
1.486%, U.S. SOFR + 1.460%, 05/19/2024 (C) |
|
|
2,150 |
|
|
|
2,137 |
|
0.810%, U.S. SOFR + 0.740%, 10/24/2024 (C) |
|
|
9,200 |
|
|
|
8,979 |
|
Citigroup |
|
|
|
|
|
|
|
|
3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (C) |
|
|
1,645 |
|
|
|
1,678 |
|
0.981%, U.S. SOFR + 0.669%, 05/01/2025 (C) |
|
|
8,965 |
|
|
|
8,708 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
2.593%, U.S. SOFR + 1.560%, 09/11/2025 (B)(C) |
|
|
2,210 |
|
|
|
2,199 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
0.495%, 02/02/2024 |
|
|
8,365 |
|
|
|
8,099 |
|
0.440%, SOFRINDX + 0.390%, 02/02/2024 (C) |
|
|
6,856 |
|
|
|
6,849 |
|
Discover Bank |
|
|
|
|
|
|
|
|
2.450%, 09/12/2024 |
|
|
987 |
|
|
|
987 |
|
DNB Bank |
|
|
|
|
|
|
|
|
0.856%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.330%, 09/30/2025 (B)(C) |
|
|
1,405 |
|
|
|
1,358 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
0.900%, 09/20/2024 (B) |
|
|
10,100 |
|
|
|
9,727 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
0.450%, 10/07/2023 (B) |
|
|
7,660 |
|
|
|
7,524 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
0.695%, ICE LIBOR USD 3 Month + 0.380%, 05/05/2026 (C) |
|
|
330 |
|
|
|
325 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
0.925%, U.S. SOFR + 0.486%, 10/21/2024 (C) |
|
|
13,525 |
|
|
|
13,233 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
2.905%, ICE LIBOR USD 3 Month + 0.990%, 07/24/2023 (C) |
|
$ |
500 |
|
|
$ |
502 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
1.488%, ICE LIBOR USD 3 Month + 1.000%, 05/18/2024 (C) |
|
|
225 |
|
|
|
227 |
|
0.976%, U.S. SOFR + 0.708%, 05/24/2025 (C) |
|
|
1,870 |
|
|
|
1,807 |
|
0.732%, U.S. SOFR + 0.534%, 08/17/2024 (C) |
|
|
700 |
|
|
|
685 |
|
0.630%, U.S. SOFR + 0.580%, 11/22/2024 (C) |
|
|
12,255 |
|
|
|
12,267 |
|
Jackson National Life Global Funding |
|
|
|
|
|
|
|
|
1.750%, 01/12/2025 (B) |
|
|
5,650 |
|
|
|
5,556 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (C) |
|
|
11,510 |
|
|
|
11,874 |
|
3.900%, 07/15/2025 |
|
|
8,470 |
|
|
|
8,859 |
|
0.969%, TSFR3M + 0.580%, 06/23/2025 (C) |
|
|
385 |
|
|
|
373 |
|
0.697%, U.S. SOFR + 0.580%, 03/16/2024 (C) |
|
|
2,325 |
|
|
|
2,296 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (C) |
|
|
180 |
|
|
|
185 |
|
2.858%, ICE LIBOR USD 3 Month + 1.249%, 03/17/2023 (C) |
|
|
1,910 |
|
|
|
1,911 |
|
Macquarie Group |
|
|
|
|
|
|
|
|
3.189%, ICE LIBOR USD 3 Month + 1.023%, 11/28/2023 (B)(C) |
|
|
515 |
|
|
|
520 |
|
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (B)(C) |
|
|
705 |
|
|
|
666 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
1.201%, U.S. SOFR + 0.694%, 10/14/2025 (B)(C) |
|
|
910 |
|
|
|
880 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
0.791%, U.S. SOFR + 0.509%, 01/22/2025 (C) |
|
|
725 |
|
|
|
704 |
|
0.560%, U.S. SOFR + 0.466%, 11/10/2023 (C) |
|
|
15,260 |
|
|
|
15,141 |
|
0.529%, U.S. SOFR + 0.455%, 01/25/2024 (C) |
|
|
2,745 |
|
|
|
2,713 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (B)(C) |
|
|
335 |
|
|
|
345 |
|
3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (B)(C) |
|
|
350 |
|
|
|
356 |
|
0.550%, 01/22/2024 (B) |
|
|
9,170 |
|
|
|
8,913 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
3.622%, ICE LIBOR USD 3 Month + 1.181%, 04/26/2023 (B)(C) |
|
|
1,890 |
|
|
|
1,895 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
2.493%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (B)(C) |
|
$ |
1,000 |
|
|
$ |
1,000 |
|
Natwest Group PLC |
|
|
|
|
|
|
|
|
3.498%, ICE LIBOR USD 3 Month + 1.480%, 05/15/2023 (C) |
|
|
1,900 |
|
|
|
1,906 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
0.500%, 09/23/2023 (B) |
|
|
5,615 |
|
|
|
5,491 |
|
Park Aerospace Holdings |
|
|
|
|
|
|
|
|
4.500%, 03/15/2023 (B) |
|
|
170 |
|
|
|
173 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.082%, 06/09/2023 (B) |
|
|
7,785 |
|
|
|
7,729 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
1.600%, 01/21/2025 |
|
|
11,675 |
|
|
|
11,464 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (C) |
|
|
410 |
|
|
|
427 |
|
3.373%, ICE LIBOR USD 3 Month + 1.080%, 01/05/2024 (C) |
|
|
355 |
|
|
|
359 |
|
1.089%, U.S. SOFR + 0.787%, 03/15/2025 (C) |
|
|
200 |
|
|
|
194 |
|
Trinity Acquisition |
|
|
|
|
|
|
|
|
4.625%, 08/15/2023 |
|
|
860 |
|
|
|
892 |
|
UBS AG/London |
|
|
|
|
|
|
|
|
0.700%, 08/09/2024 (B) |
|
|
1,170 |
|
|
|
1,131 |
|
UBS Group |
|
|
|
|
|
|
|
|
1.008%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 07/30/2024 (B)(C) |
|
|
7,365 |
|
|
|
7,260 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
3.750%, 01/24/2024 |
|
|
10,785 |
|
|
|
11,119 |
|
2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (C) |
|
|
3,485 |
|
|
|
3,443 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
219,994 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 1.9% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
3.800%, 03/15/2025 |
|
|
35 |
|
|
|
36 |
|
3.750%, 11/14/2023 |
|
|
550 |
|
|
|
567 |
|
Baxter International |
|
|
|
|
|
|
|
|
0.868%, 12/01/2023 (B) |
|
|
1,325 |
|
|
|
1,301 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
0.750%, 09/29/2023 |
|
|
6,067 |
|
|
|
5,979 |
|
HCA |
|
|
|
|
|
|
|
|
5.000%, 03/15/2024 |
|
|
610 |
|
|
|
641 |
|
4.750%, 05/01/2023 |
|
|
1,655 |
|
|
|
1,703 |
|
Humana |
|
|
|
|
|
|
|
|
3.850%, 10/01/2024 |
|
|
1,500 |
|
|
|
1,555 |
|
0.650%, 08/03/2023 |
|
|
675 |
|
|
|
664 |
|
PerkinElmer |
|
|
|
|
|
|
|
|
0.850%, 09/15/2024 |
|
|
1,170 |
|
|
|
1,129 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Royalty Pharma PLC |
|
|
|
|
|
|
|
|
0.750%, 09/02/2023 |
|
$ |
985 |
|
|
$ |
967 |
|
Stryker |
|
|
|
|
|
|
|
|
0.600%, 12/01/2023 |
|
|
6,490 |
|
|
|
6,337 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
1.215%, 10/18/2024 |
|
|
10,155 |
|
|
|
9,919 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
30,798 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.9% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
4.875%, 01/16/2024 |
|
|
580 |
|
|
|
602 |
|
1.650%, 10/29/2024 |
|
|
650 |
|
|
|
631 |
|
Air Lease |
|
|
|
|
|
|
|
|
2.200%, 01/15/2027 |
|
|
770 |
|
|
|
738 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
0.700%, 02/15/2024 |
|
|
400 |
|
|
|
388 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
3.850%, 12/15/2025 (B) |
|
|
625 |
|
|
|
654 |
|
Boeing |
|
|
|
|
|
|
|
|
1.433%, 02/04/2024 |
|
|
680 |
|
|
|
669 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
1.350%, 12/02/2024 |
|
|
8,520 |
|
|
|
8,312 |
|
Delta Air Lines Pass-Through Trust, Ser 2002-1, Cl G |
|
|
|
|
|
|
|
|
6.718%, 01/02/2023 |
|
|
– |
|
|
|
– |
|
IHS Markit |
|
|
|
|
|
|
|
|
5.000%, 11/01/2022 (B) |
|
|
1,500 |
|
|
|
1,525 |
|
3.625%, 05/01/2024 |
|
|
430 |
|
|
|
444 |
|
Sydney Airport Finance |
|
|
|
|
|
|
|
|
3.900%, 03/22/2023 (B) |
|
|
965 |
|
|
|
985 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,948 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.8% |
|
|
|
|
Global Payments |
|
|
|
|
|
|
|
|
1.500%, 11/15/2024 |
|
|
790 |
|
|
|
771 |
|
NXP BV |
|
|
|
|
|
|
|
|
4.625%, 06/01/2023 (B) |
|
|
1,485 |
|
|
|
1,532 |
|
Oracle |
|
|
|
|
|
|
|
|
1.650%, 03/25/2026 |
|
|
1,865 |
|
|
|
1,787 |
|
Skyworks Solutions |
|
|
|
|
|
|
|
|
0.900%, 06/01/2023 |
|
|
1,145 |
|
|
|
1,129 |
|
VMware |
|
|
|
|
|
|
|
|
1.000%, 08/15/2024 |
|
|
9,175 |
|
|
|
8,910 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,129 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.1% |
|
|
|
|
Berry Global |
|
|
|
|
|
|
|
|
0.950%, 02/15/2024 |
|
|
1,415 |
|
|
|
1,376 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
0.697%, 09/15/2022 (B) |
|
|
750 |
|
|
|
748 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,124 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Real Estate — 0.7% |
|
|
|
|
American Campus Communities Operating Partnership |
|
|
|
|
|
|
|
|
3.750%, 04/15/2023 |
|
$ |
1,505 |
|
|
$ |
1,528 |
|
Camden Property Trust |
|
|
|
|
|
|
|
|
2.950%, 12/15/2022 |
|
|
1,490 |
|
|
|
1,503 |
|
CyrusOne/CyrusOne Finance |
|
|
|
|
|
|
|
|
2.900%, 11/15/2024 |
|
|
1,430 |
|
|
|
1,446 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
5.375%, 11/01/2023 |
|
|
2,803 |
|
|
|
2,919 |
|
HCP |
|
|
|
|
|
|
|
|
4.000%, 06/01/2025 |
|
|
635 |
|
|
|
665 |
|
Kilroy Realty |
|
|
|
|
|
|
|
|
3.450%, 12/15/2024 |
|
|
1,215 |
|
|
|
1,244 |
|
Kimco Realty |
|
|
|
|
|
|
|
|
3.400%, 11/01/2022 |
|
|
1,350 |
|
|
|
1,366 |
|
SL Green Operating Partnership |
|
|
|
|
|
|
|
|
3.250%, 10/15/2022 |
|
|
210 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,883 |
|
| |
|
|
|
|
|
|
|
|
Sovereign — 0.8% |
|
|
|
|
European Investment Bank |
|
|
|
|
|
|
|
|
0.339%, U.S. SOFR + 0.290%, 06/10/2022 (B)(C) |
|
|
13,700 |
|
|
|
13,709 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.1% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
2.031%, 03/15/2024 |
|
|
5,795 |
|
|
|
5,782 |
|
CenterPoint Energy |
|
|
|
|
|
|
|
|
0.700%, SOFRINDX + 0.650%, 05/13/2024 (C) |
|
|
8,468 |
|
|
|
8,470 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.300%, 03/15/2025 |
|
|
1,570 |
|
|
|
1,601 |
|
2.450%, 01/15/2023 (B) |
|
|
500 |
|
|
|
502 |
|
0.733%, ICE LIBOR USD 3 Month + 0.530%, 09/15/2023 (C) |
|
|
7,303 |
|
|
|
7,304 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
2.900%, 03/01/2027 |
|
|
1,505 |
|
|
|
1,514 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
4.700%, 04/01/2024 (B) |
|
|
1,545 |
|
|
|
1,606 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
0.650%, 03/01/2023 |
|
|
1,250 |
|
|
|
1,238 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
0.879%, U.S. SOFR + 0.830%, 04/01/2024 (C) |
|
|
6,679 |
|
|
|
6,692 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,709 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $496,286) ($ Thousands) |
|
|
|
|
|
|
488,310 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 21.3% |
Agency Mortgage-Backed Obligations — 8.8% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
3.500%, 02/01/2034 to 12/01/2034 |
|
$ |
5,937 |
|
|
$ |
6,184 |
|
2.500%, 08/01/2031 |
|
|
515 |
|
|
|
521 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
1.834%, ICE LIBOR USD 12 Month + 1.465%, 03/01/2037(C) |
|
|
9 |
|
|
|
9 |
|
FHLMC CMO, Ser 2004-2761, Cl FT |
|
|
|
|
|
|
|
|
0.541%, LIBOR USD 1 Month + 0.350%, 12/15/2033(C) |
|
|
31 |
|
|
|
31 |
|
FHLMC CMO, Ser 2005-2922, Cl FE |
|
|
|
|
|
|
|
|
0.441%, LIBOR USD 1 Month + 0.250%, 02/15/2035(C) |
|
|
616 |
|
|
|
617 |
|
FHLMC CMO, Ser 2005-2990, Cl LK |
|
|
|
|
|
|
|
|
0.561%, LIBOR USD 1 Month + 0.370%, 10/15/2034(C) |
|
|
761 |
|
|
|
764 |
|
FHLMC CMO, Ser 2006-3102, Cl FB |
|
|
|
|
|
|
|
|
0.491%, LIBOR USD 1 Month + 0.300%, 01/15/2036(C) |
|
|
346 |
|
|
|
347 |
|
FHLMC CMO, Ser 2006-3136, Cl KF |
|
|
|
|
|
|
|
|
0.491%, LIBOR USD 1 Month + 0.300%, 04/15/2036(C) |
|
|
347 |
|
|
|
348 |
|
FHLMC CMO, Ser 2009-3616, Cl FG |
|
|
|
|
|
|
|
|
0.841%, LIBOR USD 1 Month + 0.650%, 03/15/2032(C) |
|
|
365 |
|
|
|
369 |
|
FHLMC CMO, Ser 2010-3762, Cl FP |
|
|
|
|
|
|
|
|
0.641%, LIBOR USD 1 Month + 0.450%, 03/15/2040(C) |
|
|
83 |
|
|
|
84 |
|
FHLMC CMO, Ser 2010-3774, Cl EW |
|
|
|
|
|
|
|
|
3.500%, 12/15/2025 |
|
|
244 |
|
|
|
251 |
|
FHLMC CMO, Ser 2011-3867, Cl FN |
|
|
|
|
|
|
|
|
0.541%, LIBOR USD 1 Month + 0.350%, 04/15/2040(C) |
|
|
9 |
|
|
|
9 |
|
FHLMC CMO, Ser 2011-3895, Cl FM |
|
|
|
|
|
|
|
|
0.541%, LIBOR USD 1 Month + 0.350%, 12/15/2040(C) |
|
|
236 |
|
|
|
237 |
|
FHLMC CMO, Ser 2011-3940, Cl PF |
|
|
|
|
|
|
|
|
0.541%, LIBOR USD 1 Month + 0.350%, 05/15/2040(C) |
|
|
36 |
|
|
|
36 |
|
FHLMC CMO, Ser 2011-3946, Cl FG |
|
|
|
|
|
|
|
|
0.541%, LIBOR USD 1 Month + 0.350%, 10/15/2039(C) |
|
|
33 |
|
|
|
33 |
|
FHLMC CMO, Ser 2011-3960, Cl JF |
|
|
|
|
|
|
|
|
0.641%, LIBOR USD 1 Month + 0.450%, 04/15/2041(C) |
|
|
66 |
|
|
|
66 |
|
FHLMC CMO, Ser 2012-4048, Cl GF |
|
|
|
|
|
|
|
|
0.541%, LIBOR USD 1 Month + 0.350%, 10/15/2040(C) |
|
|
85 |
|
|
|
85 |
|
FHLMC CMO, Ser 2012-4094, Cl BF |
|
|
|
|
|
|
|
|
0.591%, LIBOR USD 1 Month + 0.400%, 08/15/2032(C) |
|
|
529 |
|
|
|
529 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2012-4102, Cl LF |
|
|
|
|
|
|
|
|
0.441%, LIBOR USD 1 Month + 0.250%, 01/15/2040(C) |
|
$ |
128 |
|
|
$ |
128 |
|
FHLMC CMO, Ser 2013-4203, Cl DM |
|
|
|
|
|
|
|
|
3.000%, 04/15/2033 |
|
|
266 |
|
|
|
272 |
|
FHLMC CMO, Ser 2014-4379, Cl CD |
|
|
|
|
|
|
|
|
2.500%, 04/15/2033 |
|
|
260 |
|
|
|
262 |
|
FHLMC CMO, Ser 2015-4482, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 04/15/2034 |
|
|
327 |
|
|
|
328 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1 |
|
|
|
|
|
|
|
|
2.592%, 04/25/2023 |
|
|
246 |
|
|
|
248 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K038, Cl A1 |
|
|
|
|
|
|
|
|
2.604%, 10/25/2023 |
|
|
134 |
|
|
|
135 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF34, Cl A |
|
|
|
|
|
|
|
|
0.467%, LIBOR USD 1 Month + 0.360%, 08/25/2024(C) |
|
|
283 |
|
|
|
283 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF37, Cl A |
|
|
|
|
|
|
|
|
0.467%, ICE LIBOR USD 1 Month + 0.360%, 09/25/2027(C) |
|
|
139 |
|
|
|
140 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF38, Cl A |
|
|
|
|
|
|
|
|
0.437%, LIBOR USD 1 Month + 0.330%, 09/25/2024(C) |
|
|
472 |
|
|
|
473 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A |
|
|
|
|
|
|
|
|
0.427%, LIBOR USD 1 Month + 0.320%, 11/25/2024(C) |
|
|
271 |
|
|
|
272 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A |
|
|
|
|
|
|
|
|
0.447%, LIBOR USD 1 Month + 0.340%, 11/25/2027(C) |
|
|
105 |
|
|
|
105 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A |
|
|
|
|
|
|
|
|
0.347%, ICE LIBOR USD 1 Month + 0.240%, 01/25/2028(C) |
|
|
473 |
|
|
|
473 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A |
|
|
|
|
|
|
|
|
0.507%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2025(C) |
|
|
574 |
|
|
|
575 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF59, Cl A |
|
|
|
|
|
|
|
|
0.647%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2029(C) |
|
|
1,074 |
|
|
|
1,077 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF66, Cl A |
|
|
|
|
|
|
|
|
0.627%, ICE LIBOR USD 1 Month + 0.520%, 07/25/2029(C) |
|
|
886 |
|
|
|
892 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF68, Cl A |
|
|
|
|
|
|
|
|
0.597%, ICE LIBOR USD 1 Month + 0.490%, 07/25/2026(C) |
|
$ |
770 |
|
|
$ |
772 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF83, Cl AL |
|
|
|
|
|
|
|
|
0.467%, ICE LIBOR USD 1 Month + 0.360%, 06/25/2030(C) |
|
|
1,472 |
|
|
|
1,474 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF86, Cl AL |
|
|
|
|
|
|
|
|
0.397%, ICE LIBOR USD 1 Month + 0.290%, 08/25/2027(C) |
|
|
960 |
|
|
|
961 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ08, Cl A2 |
|
|
|
|
|
|
|
|
2.356%, 08/25/2022 |
|
|
234 |
|
|
|
235 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ24, Cl A1 |
|
|
|
|
|
|
|
|
2.283%, 05/25/2026 |
|
|
772 |
|
|
|
778 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ26, Cl A1 |
|
|
|
|
|
|
|
|
2.135%, 07/25/2025 |
|
|
1,977 |
|
|
|
1,986 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ29, Cl A1 |
|
|
|
|
|
|
|
|
0.735%, 01/25/2026 |
|
|
1,272 |
|
|
|
1,242 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ30, Cl A1 |
|
|
|
|
|
|
|
|
0.526%, 01/25/2025 |
|
|
3,220 |
|
|
|
3,161 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ31, Cl A1 |
|
|
|
|
|
|
|
|
0.569%, 05/25/2026 |
|
|
1,823 |
|
|
|
1,789 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ32, Cl A1 |
|
|
|
|
|
|
|
|
0.516%, 06/25/2025 |
|
|
2,518 |
|
|
|
2,467 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ34, Cl A1 |
|
|
|
|
|
|
|
|
0.681%, 06/25/2026 |
|
|
1,164 |
|
|
|
1,119 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ37, Cl A1 |
|
|
|
|
|
|
|
|
1.679%, 12/25/2027 |
|
|
2,535 |
|
|
|
2,506 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A |
|
|
|
|
|
|
|
|
2.770%, 05/25/2025 |
|
|
900 |
|
|
|
922 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q004, Cl AFL |
|
|
|
|
|
|
|
|
0.844%, 12 Month Treas Avg + 0.740%, 05/25/2044(C) |
|
|
494 |
|
|
|
494 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-HQ1, Cl M3 |
|
|
|
|
|
|
|
|
4.287%, ICE LIBOR USD 1 Month + 4.100%, 08/25/2024(C) |
|
|
140 |
|
|
|
141 |
|
FNMA |
|
|
|
|
|
|
|
|
3.430%, 10/01/2023 |
|
|
1,313 |
|
|
|
1,339 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
3.000%, 10/01/2030 to 08/01/2035 |
|
$ |
5,439 |
|
|
$ |
5,606 |
|
2.977%, 01/01/2026(C) |
|
|
1,538 |
|
|
|
1,586 |
|
2.500%, 02/01/2031 to 11/01/2034 |
|
|
4,593 |
|
|
|
4,654 |
|
2.000%, 12/01/2036 |
|
|
2,097 |
|
|
|
2,084 |
|
FNMA ACES, Ser 2016-M11, Cl AL |
|
|
|
|
|
|
|
|
2.944%, 07/25/2039 |
|
|
559 |
|
|
|
559 |
|
FNMA CMO, Ser 2005-83, Cl FP |
|
|
|
|
|
|
|
|
0.517%, LIBOR USD 1 Month + 0.330%, 10/25/2035(C) |
|
|
698 |
|
|
|
701 |
|
FNMA CMO, Ser 2006-31, Cl FP |
|
|
|
|
|
|
|
|
0.487%, LIBOR USD 1 Month + 0.300%, 05/25/2036(C) |
|
|
126 |
|
|
|
126 |
|
FNMA CMO, Ser 2006-56, Cl FE |
|
|
|
|
|
|
|
|
0.617%, LIBOR USD 1 Month + 0.430%, 07/25/2036(C) |
|
|
568 |
|
|
|
573 |
|
FNMA CMO, Ser 2007-98, Cl FD |
|
|
|
|
|
|
|
|
0.637%, LIBOR USD 1 Month + 0.450%, 06/25/2037(C) |
|
|
307 |
|
|
|
310 |
|
FNMA CMO, Ser 2008-24, Cl PF |
|
|
|
|
|
|
|
|
0.837%, LIBOR USD 1 Month + 0.650%, 02/25/2038(C) |
|
|
168 |
|
|
|
170 |
|
FNMA CMO, Ser 2010-43, Cl VF |
|
|
|
|
|
|
|
|
0.737%, LIBOR USD 1 Month + 0.550%, 05/25/2040(C) |
|
|
408 |
|
|
|
412 |
|
FNMA CMO, Ser 2012-111, Cl NF |
|
|
|
|
|
|
|
|
0.537%, LIBOR USD 1 Month + 0.350%, 05/25/2042(C) |
|
|
617 |
|
|
|
620 |
|
FNMA CMO, Ser 2012-54, Cl CF |
|
|
|
|
|
|
|
|
0.887%, LIBOR USD 1 Month + 0.700%, 05/25/2042(C) |
|
|
177 |
|
|
|
181 |
|
FNMA CMO, Ser 2012-93, Cl GF |
|
|
|
|
|
|
|
|
0.437%, LIBOR USD 1 Month + 0.250%, 07/25/2040(C) |
|
|
34 |
|
|
|
34 |
|
FNMA CMO, Ser 2013-116, Cl CB |
|
|
|
|
|
|
|
|
2.500%, 04/25/2033 |
|
|
280 |
|
|
|
282 |
|
FNMA CMO, Ser 2013-6, Cl MC |
|
|
|
|
|
|
|
|
2.000%, 02/25/2040 |
|
|
56 |
|
|
|
56 |
|
FNMA CMO, Ser 2016-48, Cl UF |
|
|
|
|
|
|
|
|
0.587%, LIBOR USD 1 Month + 0.400%, 08/25/2046(C) |
|
|
251 |
|
|
|
253 |
|
FNMA CMO, Ser 2020-10, Cl FA |
|
|
|
|
|
|
|
|
0.687%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2050(C) |
|
|
1,637 |
|
|
|
1,648 |
|
FNMA REMIC CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
0.687%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(C) |
|
|
509 |
|
|
|
514 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
3.000%, 03/15/2043 to 04/15/2051 |
|
|
14,425 |
|
|
|
14,554 |
|
2.500%, 04/01/2043 |
|
|
16,025 |
|
|
|
15,774 |
|
FREMF Mortgage Trust, Ser K21, Cl B |
|
|
|
|
|
|
|
|
3.917%, 07/25/2045(B)(C) |
|
|
2,181 |
|
|
|
2,189 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FREMF Mortgage Trust, Ser K28, Cl B |
|
|
|
|
|
|
|
|
3.489%, 06/25/2046(B)(C) |
|
$ |
2,855 |
|
|
$ |
2,899 |
|
FREMF Mortgage Trust, Ser K33, Cl B |
|
|
|
|
|
|
|
|
3.496%, 08/25/2046(B)(C) |
|
|
2,000 |
|
|
|
2,032 |
|
FREMF Mortgage Trust, Ser K35, Cl B |
|
|
|
|
|
|
|
|
3.934%, 12/25/2046(B)(C) |
|
|
3,175 |
|
|
|
3,261 |
|
FREMF Mortgage Trust, Ser K37, Cl B |
|
|
|
|
|
|
|
|
4.560%, 01/25/2047(B)(C) |
|
|
1,000 |
|
|
|
1,036 |
|
GNMA |
|
|
|
|
|
|
|
|
3.550%, 10/15/2050 |
|
|
2,090 |
|
|
|
2,092 |
|
3.000%, 01/20/2027 to 02/20/2028 |
|
|
1,655 |
|
|
|
1,697 |
|
GNMA ARM |
|
|
|
|
|
|
|
|
2.000%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 02/20/2041(C) |
|
|
94 |
|
|
|
98 |
|
GNMA CMO, Ser 2007-1, Cl F |
|
|
|
|
|
|
|
|
0.462%, LIBOR USD 1 Month + 0.300%, 01/20/2037(C) |
|
|
430 |
|
|
|
431 |
|
GNMA CMO, Ser 2010-98, Cl QF |
|
|
|
|
|
|
|
|
0.562%, LIBOR USD 1 Month + 0.400%, 01/20/2040(C) |
|
|
342 |
|
|
|
342 |
|
GNMA CMO, Ser 2011-151, Cl BF |
|
|
|
|
|
|
|
|
0.512%, LIBOR USD 1 Month + 0.350%, 04/20/2041(C) |
|
|
351 |
|
|
|
353 |
|
GNMA CMO, Ser 2012-77, Cl FM |
|
|
|
|
|
|
|
|
0.796%, LIBOR USD 1 Month + 0.670%, 11/16/2039(C) |
|
|
572 |
|
|
|
578 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
2.500%, 03/15/2051 |
|
|
14,675 |
|
|
|
14,663 |
|
2.000%, 03/15/2051 |
|
|
4,375 |
|
|
|
4,277 |
|
GNMA, Ser 2008-92, Cl E |
|
|
|
|
|
|
|
|
5.556%, 03/16/2044(C) |
|
|
496 |
|
|
|
505 |
|
GNMA, Ser 2010-159, Cl D |
|
|
|
|
|
|
|
|
4.298%, 09/16/2044(C) |
|
|
1,341 |
|
|
|
1,348 |
|
GNMA, Ser 23, Cl D |
|
|
|
|
|
|
|
|
3.488%, 07/16/2049(C) |
|
|
734 |
|
|
|
738 |
|
UMBS TBA |
|
|
|
|
|
|
|
|
2.500%, 03/15/2051 |
|
|
7,625 |
|
|
|
7,523 |
|
2.000%, 03/15/2051 to 04/15/2051 |
|
|
11,925 |
|
|
|
11,419 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
145,747 |
|
Mortgage Related Securities — 0.2% |
|
|
|
|
Bravo Mortgage Asset Trust, Ser 2006-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.588%, ICE LIBOR USD 1 Month + 0.240%, 07/25/2036(B)(C) |
|
|
7 |
|
|
|
– |
|
Centex Home Equity Loan Trust, Ser 2006-A, Cl M1 |
|
|
|
|
|
|
|
|
0.637%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2036(C) |
|
|
1,033 |
|
|
|
1,029 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GSAA Home Equity Trust, Ser 2005-6, Cl M1 |
|
|
|
|
|
|
|
|
0.832%, ICE LIBOR USD 1 Month + 0.645%, 06/25/2035(C) |
|
$ |
1,740 |
|
|
$ |
1,751 |
|
GSAA Home Equity Trust, Ser 2005-MTR1, Cl A4 |
|
|
|
|
|
|
|
|
0.927%, ICE LIBOR USD 1 Month + 0.740%, 10/25/2035(C) |
|
|
379 |
|
|
|
379 |
|
GSAA Home Equity Trust, Ser 2007-8, Cl A3 |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 08/25/2037(C) |
|
|
708 |
|
|
|
711 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,870 |
|
Non-Agency Mortgage-Backed Obligations — 12.3% |
|
|
|
|
Banc of America Commercial Mortgage Trust, Ser BNK3, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 02/15/2050 |
|
|
1,525 |
|
|
|
1,561 |
|
BBCMS Mortgage Trust, Ser C7, Cl A1 |
|
|
|
|
|
|
|
|
1.079%, 04/15/2053 |
|
|
1,129 |
|
|
|
1,108 |
|
Benchmark Mortgage Trust, Ser 2018-B1, Cl A2 |
|
|
|
|
|
|
|
|
3.571%, 01/15/2051 |
|
|
638 |
|
|
|
643 |
|
Benchmark Mortgage Trust, Ser B19, Cl A1 |
|
|
|
|
|
|
|
|
0.628%, 09/15/2053 |
|
|
592 |
|
|
|
580 |
|
Benchmark Mortgage Trust, Ser B5, Cl A2 |
|
|
|
|
|
|
|
|
4.077%, 07/15/2051 |
|
|
1,750 |
|
|
|
1,781 |
|
Braemar Hotels & Resorts Trust, Ser 2018-PRME, Cl A |
|
|
|
|
|
|
|
|
1.011%, ICE LIBOR USD 1 Month + 0.820%, 06/15/2035(B)(C) |
|
|
2,777 |
|
|
|
2,754 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |
|
|
|
|
|
|
|
|
1.111%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(B)(C) |
|
|
2,059 |
|
|
|
2,050 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B |
|
|
|
|
|
|
|
|
1.271%, ICE LIBOR USD 1 Month + 1.080%, 10/15/2036(B)(C) |
|
|
2,809 |
|
|
|
2,784 |
|
BX Commercial Mortgage Trust, Ser 2020-FOX, Cl A |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2032(B)(C) |
|
|
1,922 |
|
|
|
1,910 |
|
BX Commercial Mortgage Trust, Ser SOAR, Cl B |
|
|
|
|
|
|
|
|
1.061%, ICE LIBOR USD 1 Month + 0.870%, 06/15/2038(B)(C) |
|
|
4,000 |
|
|
|
3,907 |
|
BX Commercial Mortgage Trust, Ser VINO, Cl B |
|
|
|
|
|
|
|
|
1.043%, ICE LIBOR USD 1 Month + 0.852%, 05/15/2038(B)(C) |
|
|
3,600 |
|
|
|
3,514 |
|
CD Commercial Mortgage Trust, Ser 2016-CD1, Cl ASB |
|
|
|
|
|
|
|
|
2.622%, 08/10/2049 |
|
|
6,267 |
|
|
|
6,305 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB |
|
|
|
|
|
|
|
|
3.317%, 05/10/2050 |
|
$ |
2,096 |
|
|
$ |
2,144 |
|
CHC Commercial Mortgage Trust, Ser 2019-CHC, Cl A |
|
|
|
|
|
|
|
|
1.311%, ICE LIBOR USD 1 Month + 1.120%, 06/15/2034(B)(C) |
|
|
2,944 |
|
|
|
2,910 |
|
CIT Mortgage Loan Trust, Ser 2007-1, Cl 1A |
|
|
|
|
|
|
|
|
1.537%, ICE LIBOR USD 1 Month + 1.350%, 10/25/2037(B)(C) |
|
|
310 |
|
|
|
311 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB |
|
|
|
|
|
|
|
|
3.431%, 06/10/2048 |
|
|
1,275 |
|
|
|
1,300 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl AAB |
|
|
|
|
|
|
|
|
3.608%, 11/10/2048 |
|
|
4,734 |
|
|
|
4,832 |
|
Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB |
|
|
|
|
|
|
|
|
3.098%, 04/10/2049 |
|
|
1,633 |
|
|
|
1,660 |
|
Citigroup Commercial Mortgage Trust, Ser P4, Cl A2 |
|
|
|
|
|
|
|
|
2.450%, 07/10/2049 |
|
|
434 |
|
|
|
435 |
|
Citigroup Commercial Mortgage Trust, Ser SMRT, Cl A |
|
|
|
|
|
|
|
|
4.149%, 01/10/2036(B) |
|
|
375 |
|
|
|
385 |
|
Citigroup Commercial Mortgage Trust, Ser WSS, Cl A |
|
|
|
|
|
|
|
|
2.141%, ICE LIBOR USD 1 Month + 1.950%, 02/15/2039(B)(C) |
|
|
2,637 |
|
|
|
2,635 |
|
COMM Mortgage Trust, Ser 2012-CR2, Cl A4 |
|
|
|
|
|
|
|
|
3.147%, 08/15/2045 |
|
|
1,040 |
|
|
|
1,040 |
|
COMM Mortgage Trust, Ser 2012-CR3, Cl A3 |
|
|
|
|
|
|
|
|
2.822%, 10/15/2045 |
|
|
3,099 |
|
|
|
3,099 |
|
COMM Mortgage Trust, Ser 2013-CR11, Cl ASB |
|
|
|
|
|
|
|
|
3.660%, 08/10/2050 |
|
|
145 |
|
|
|
147 |
|
COMM Mortgage Trust, Ser 2013-CR9, Cl ASB |
|
|
|
|
|
|
|
|
3.834%, 07/10/2045 |
|
|
401 |
|
|
|
406 |
|
COMM Mortgage Trust, Ser 2013-LC6, Cl ASB |
|
|
|
|
|
|
|
|
2.478%, 01/10/2046 |
|
|
– |
|
|
|
– |
|
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2 |
|
|
|
|
|
|
|
|
3.031%, 09/10/2047 |
|
|
152 |
|
|
|
153 |
|
COMM Mortgage Trust, Ser 2014-UBS6, Cl ASB |
|
|
|
|
|
|
|
|
3.387%, 12/10/2047 |
|
|
1,120 |
|
|
|
1,139 |
|
Comm Mortgage Trust, Ser CR13, Cl A3 |
|
|
|
|
|
|
|
|
3.928%, 11/10/2046 |
|
|
889 |
|
|
|
903 |
|
COMM Mortgage Trust, Ser CR2, Cl A3 |
|
|
|
|
|
|
|
|
2.841%, 08/15/2045(B) |
|
|
1,345 |
|
|
|
1,343 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COMM Mortgage Trust, Ser PC1, Cl A4 |
|
|
|
|
|
|
|
|
3.620%, 07/10/2050 |
|
$ |
1,474 |
|
|
$ |
1,493 |
|
COMM Mortgage Trust, Ser UBS5, Cl A3 |
|
|
|
|
|
|
|
|
3.565%, 09/10/2047 |
|
|
1,900 |
|
|
|
1,929 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B |
|
|
|
|
|
|
|
|
1.421%, ICE LIBOR USD 1 Month + 1.230%, 05/15/2036(B)(C) |
|
|
5,520 |
|
|
|
5,465 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A |
|
|
|
|
|
|
|
|
1.171%, ICE LIBOR USD 1 Month + 0.980%, 05/15/2036(B)(C) |
|
|
2,925 |
|
|
|
2,902 |
|
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB |
|
|
|
|
|
|
|
|
3.533%, 11/15/2048 |
|
|
40 |
|
|
|
41 |
|
DBCG Mortgage Trust, Ser 2017-BBG, Cl A |
|
|
|
|
|
|
|
|
0.891%, ICE LIBOR USD 1 Month + 0.700%, 06/15/2034(B)(C) |
|
|
4,400 |
|
|
|
4,344 |
|
DBJPM Mortgage Trust, Ser C3, Cl ASB |
|
|
|
|
|
|
|
|
2.756%, 08/10/2049 |
|
|
1,697 |
|
|
|
1,714 |
|
DBWF Mortgage Trust, Ser AMXP, Cl A |
|
|
|
|
|
|
|
|
3.747%, 05/05/2035(B)(C) |
|
|
1,800 |
|
|
|
1,796 |
|
Extended Stay America Trust, Ser ESH, Cl B |
|
|
|
|
|
|
|
|
1.572%, ICE LIBOR USD 1 Month + 1.380%, 07/15/2038(B)(C) |
|
|
1,093 |
|
|
|
1,080 |
|
First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 |
|
|
|
|
|
|
|
|
0.297%, ICE LIBOR USD 1 Month + 0.110%, 12/25/2037(C) |
|
|
2,354 |
|
|
|
2,306 |
|
GCAT Trust, Ser 2021-NQM6, Cl A1 |
|
|
|
|
|
|
|
|
1.855%, 08/25/2066(B)(C) |
|
|
3,963 |
|
|
|
3,883 |
|
Gosforth Funding, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
0.948%, ICE LIBOR USD 3 Month + 0.450%, 08/25/2060(B)(C) |
|
|
177 |
|
|
|
177 |
|
GS Mortgage Securities II, Ser 2018-GS10, Cl A1 |
|
|
|
|
|
|
|
|
3.199%, 07/10/2051 |
|
|
598 |
|
|
|
602 |
|
GS Mortgage Securities Trust, Ser 2013-GC13, Cl AAB |
|
|
|
|
|
|
|
|
3.719%, 07/10/2046(C) |
|
|
252 |
|
|
|
255 |
|
GS Mortgage Securities Trust, Ser 2013-GC14, Cl AAB |
|
|
|
|
|
|
|
|
3.817%, 08/10/2046 |
|
|
330 |
|
|
|
335 |
|
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |
|
|
|
|
|
|
|
|
2.777%, 10/10/2049 |
|
|
1,176 |
|
|
|
1,187 |
|
GS Mortgage Securities Trust, Ser 2021-RENT, Cl A |
|
|
|
|
|
|
|
|
0.862%, ICE LIBOR USD 1 Month + 0.700%, 11/21/2035(B)(C) |
|
|
2,969 |
|
|
|
2,936 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities Trust, Ser GC14, Cl A4 |
|
|
|
|
|
|
|
|
3.955%, 08/10/2046 |
|
$ |
1,340 |
|
|
$ |
1,357 |
|
GS Mortgage Securities Trust, Ser GCJ7, Cl AS |
|
|
|
|
|
|
|
|
4.085%, 05/10/2045 |
|
|
409 |
|
|
|
409 |
|
GS Mortgage Securities Trust, Ser GS9, Cl A2 |
|
|
|
|
|
|
|
|
3.839%, 03/10/2051 |
|
|
1,016 |
|
|
|
1,026 |
|
GS Mortgage Securities, Ser ALOH, Cl A |
|
|
|
|
|
|
|
|
3.551%, 04/10/2034(B) |
|
|
3,564 |
|
|
|
3,556 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(B) |
|
|
936 |
|
|
|
952 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl ASB |
|
|
|
|
|
|
|
|
3.705%, 01/15/2047 |
|
|
155 |
|
|
|
157 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl ASB |
|
|
|
|
|
|
|
|
3.428%, 08/15/2047 |
|
|
481 |
|
|
|
488 |
|
JPMBB Commercial Mortgage Securities Trust, Ser C31, Cl ASB |
|
|
|
|
|
|
|
|
3.540%, 08/15/2048 |
|
|
1,771 |
|
|
|
1,808 |
|
JPMDB Commercial Mortgage Securities Trust, Ser 2016-C2, Cl ASB |
|
|
|
|
|
|
|
|
2.954%, 06/15/2049 |
|
|
762 |
|
|
|
772 |
|
JPMDB Commercial Mortgage Securities Trust, Ser C8, Cl A2 |
|
|
|
|
|
|
|
|
4.031%, 06/15/2051 |
|
|
1,686 |
|
|
|
1,713 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-C6, Cl A3 |
|
|
|
|
|
|
|
|
3.507%, 05/15/2045 |
|
|
218 |
|
|
|
218 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-C8, Cl ASB |
|
|
|
|
|
|
|
|
2.379%, 10/15/2045 |
|
|
71 |
|
|
|
71 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-LC11, Cl ASB |
|
|
|
|
|
|
|
|
2.554%, 04/15/2046 |
|
|
712 |
|
|
|
715 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP3, Cl ASB |
|
|
|
|
|
|
|
|
2.777%, 08/15/2049 |
|
|
2,569 |
|
|
|
2,594 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser MARG, Cl A |
|
|
|
|
|
|
|
|
1.291%, ICE LIBOR USD 1 Month + 1.100%, 05/15/2034(B)(C) |
|
|
1,418 |
|
|
|
1,410 |
|
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
1.349%, SOFR30A + 1.300%, 03/25/2051(B)(C) |
|
|
3,056 |
|
|
|
3,045 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(B) |
|
|
8,181 |
|
|
|
8,212 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.937%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(B)(C) |
|
$ |
5,525 |
|
|
$ |
5,478 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 |
|
|
|
|
|
|
|
|
0.647%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2029(C) |
|
|
250 |
|
|
|
243 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
1.292%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(B)(C) |
|
|
11,040 |
|
|
|
10,874 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(C) |
|
|
3,359 |
|
|
|
3,298 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A4 |
|
|
|
|
|
|
|
|
3.176%, 08/15/2045 |
|
|
– |
|
|
|
– |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C13, Cl ASB |
|
|
|
|
|
|
|
|
3.557%, 11/15/2046 |
|
|
159 |
|
|
|
161 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C15, Cl A3 |
|
|
|
|
|
|
|
|
3.773%, 04/15/2047 |
|
|
334 |
|
|
|
340 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C18, Cl ASB |
|
|
|
|
|
|
|
|
3.621%, 10/15/2047 |
|
|
269 |
|
|
|
274 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl ASB |
|
|
|
|
|
|
|
|
3.323%, 10/15/2048 |
|
|
566 |
|
|
|
576 |
|
Nationstar Home Equity Loan Trust, Ser 2007-A, Cl AV4 |
|
|
|
|
|
|
|
|
0.417%, ICE LIBOR USD 1 Month + 0.230%, 03/25/2037(C) |
|
|
390 |
|
|
|
387 |
|
Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 |
|
|
|
|
|
|
|
|
0.507%, ICE LIBOR USD 1 Month + 0.320%, 04/25/2037(C) |
|
|
862 |
|
|
|
856 |
|
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
|
|
|
|
|
|
|
|
0.377%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037(C) |
|
|
1,942 |
|
|
|
1,892 |
|
OBX Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.305%, 11/25/2061(B)(C) |
|
|
6,805 |
|
|
|
6,728 |
|
One Market Plaza Trust, Ser 1MKT, Cl A |
|
|
|
|
|
|
|
|
3.614%, 02/10/2032(B) |
|
|
1,500 |
|
|
|
1,493 |
|
Option One Mortgage Loan Trust, Ser 2006-1, Cl 1A1 |
|
|
|
|
|
|
|
|
0.627%, ICE LIBOR USD 1 Month + 0.440%, 01/25/2036(C) |
|
|
56 |
|
|
|
56 |
|
PRKCM Trust, Ser 2021-AFC2, Cl A1 |
|
|
|
|
|
|
|
|
2.071%, 11/25/2056(B)(C) |
|
|
6,396 |
|
|
|
6,207 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
RASC Trust, Ser 2006-KS6, Cl A4 |
|
|
|
|
|
|
|
|
0.437%, ICE LIBOR USD 1 Month + 0.250%, 08/25/2036(C) |
|
$ |
407 |
|
|
$ |
406 |
|
RBS Commercial Funding Trust, Ser GSP, Cl A |
|
|
|
|
|
|
|
|
3.834%, 01/15/2032(B)(C) |
|
|
2,010 |
|
|
|
2,043 |
|
SBALR Commercial Mortgage Trust, Ser 2020-RR1, Cl A1 |
|
|
|
|
|
|
|
|
2.025%, 02/13/2053(B) |
|
|
1,945 |
|
|
|
1,941 |
|
SREIT Trust, Ser MFP, Cl A |
|
|
|
|
|
|
|
|
0.922%, ICE LIBOR USD 1 Month + 0.731%, 11/15/2038(B)(C) |
|
|
3,270 |
|
|
|
3,205 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2005-WF2, Cl M1 |
|
|
|
|
|
|
|
|
0.757%, ICE LIBOR USD 1 Month + 0.570%, 05/25/2035(C) |
|
|
217 |
|
|
|
216 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2006-WF3, Cl M1 |
|
|
|
|
|
|
|
|
0.437%, ICE LIBOR USD 1 Month + 0.250%, 09/25/2036(C) |
|
|
607 |
|
|
|
604 |
|
Terwin Mortgage Trust, Ser 2006-3, Cl 1A2 |
|
|
|
|
|
|
|
|
0.647%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2037(B)(C) |
|
|
322 |
|
|
|
321 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 05/25/2058(B)(C) |
|
|
2,620 |
|
|
|
2,628 |
|
Towd Point Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.750%, 10/25/2060(B) |
|
|
1,503 |
|
|
|
1,476 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(B)(C) |
|
|
2,262 |
|
|
|
2,249 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(B)(C) |
|
|
1,380 |
|
|
|
1,377 |
|
TTAN, Ser 2021-MHC, Cl A |
|
|
|
|
|
|
|
|
1.042%, ICE LIBOR USD 1 Month + 0.850%, 03/15/2038(B)(C) |
|
|
4,369 |
|
|
|
4,298 |
|
TTAN, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
1.292%, ICE LIBOR USD 1 Month + 1.100%, 03/15/2038(B)(C) |
|
|
3,794 |
|
|
|
3,726 |
|
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |
|
|
|
|
|
|
|
|
3.504%, 12/15/2050 |
|
|
500 |
|
|
|
514 |
|
UBS Commercial Mortgage Trust, Ser 2019-C16, Cl A1 |
|
|
|
|
|
|
|
|
2.739%, 04/15/2052 |
|
|
1,252 |
|
|
|
1,259 |
|
UBS Commercial Mortgage Trust, Ser C12, Cl A2 |
|
|
|
|
|
|
|
|
4.152%, 08/15/2051 |
|
|
2,200 |
|
|
|
2,234 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl A4 |
|
|
|
|
|
|
|
|
3.525%, 05/10/2063 |
|
$ |
– |
|
|
$ |
– |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
0.707%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(C) |
|
|
1,045 |
|
|
|
1,027 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
395 |
|
|
|
403 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C34, Cl A2 |
|
|
|
|
|
|
|
|
2.603%, 06/15/2049 |
|
|
1,409 |
|
|
|
1,409 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl A2 |
|
|
|
|
|
|
|
|
2.504%, 11/15/2059 |
|
|
128 |
|
|
|
127 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-LC24, Cl A2 |
|
|
|
|
|
|
|
|
2.501%, 10/15/2049 |
|
|
47 |
|
|
|
47 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS5, Cl A2 |
|
|
|
|
|
|
|
|
2.711%, 01/15/2059 |
|
|
7 |
|
|
|
7 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2020-C56, Cl A1 |
|
|
|
|
|
|
|
|
1.341%, 06/15/2053 |
|
|
1,495 |
|
|
|
1,479 |
|
Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB |
|
|
|
|
|
|
|
|
2.514%, 08/15/2049 |
|
|
812 |
|
|
|
816 |
|
Wells Fargo Commercial Mortgage Trust, Ser C28, Cl A3 |
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
|
2,052 |
|
|
|
2,074 |
|
Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB |
|
|
|
|
|
|
|
|
2.911%, 06/15/2049 |
|
|
2,169 |
|
|
|
2,192 |
|
Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB |
|
|
|
|
|
|
|
|
3.390%, 11/15/2050 |
|
|
1,100 |
|
|
|
1,131 |
|
Wells Fargo Commercial Mortgage Trust, Ser C57, Cl A1 |
|
|
|
|
|
|
|
|
0.903%, 08/15/2053 |
|
|
1,997 |
|
|
|
1,940 |
|
Wells Fargo Commercial Mortgage Trust, Ser FCMT, Cl A |
|
|
|
|
|
|
|
|
1.391%, ICE LIBOR USD 1 Month + 1.200%, 05/15/2031(B)(C) |
|
|
1,450 |
|
|
|
1,436 |
|
Wells Fargo Commercial Mortgage Trust, Ser LC16, Cl A4 |
|
|
|
|
|
|
|
|
3.548%, 08/15/2050 |
|
|
1,886 |
|
|
|
1,891 |
|
Wells Fargo Commercial Mortgage Trust, Ser LC20, Cl A2 |
|
|
|
|
|
|
|
|
2.678%, 04/15/2050 |
|
|
638 |
|
|
|
638 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WFRBS Commercial Mortgage Trust, Ser 2012-C10, Cl A3 |
|
|
|
|
|
|
|
|
2.875%, 12/15/2045 |
|
$ |
1,376 |
|
|
$ |
1,381 |
|
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl A2 |
|
|
|
|
|
|
|
|
3.431%, 06/15/2045 |
|
|
953 |
|
|
|
953 |
|
WFRBS Commercial Mortgage Trust, Ser 2012-C8, Cl A3 |
|
|
|
|
|
|
|
|
3.001%, 08/15/2045 |
|
|
1,233 |
|
|
|
1,234 |
|
WFRBS Commercial Mortgage Trust, Ser C18, Cl A4 |
|
|
|
|
|
|
|
|
3.896%, 12/15/2046 |
|
|
1,254 |
|
|
|
1,280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
203,512 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $357,571) ($ Thousands) |
|
|
|
|
|
|
353,129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 13.7% |
Automotive — 2.6% |
|
|
|
|
| |
|
|
|
|
ARI Fleet Lease Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
2.410%, 11/15/2027 (B) |
|
|
363 |
|
|
|
364 |
|
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1 |
|
|
|
|
|
|
|
|
2.940%, 04/15/2031 (B) |
|
|
1,372 |
|
|
|
1,375 |
|
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl B |
|
|
|
|
|
|
|
|
2.860%, 01/16/2029 (B) |
|
|
500 |
|
|
|
502 |
|
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl B |
|
|
|
|
|
|
|
|
2.390%, 04/16/2029 (B) |
|
|
3,690 |
|
|
|
3,699 |
|
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.456%, ICE LIBOR USD 1 Month + 0.330%, 12/11/2034 (B)(C) |
|
|
3,240 |
|
|
|
3,233 |
|
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.980%, 12/11/2034 (B) |
|
|
1,000 |
|
|
|
974 |
|
DT Auto Owner Trust, Ser 2022-1A, Cl B |
|
|
|
|
|
|
|
|
2.430%, 09/15/2026 (B) |
|
|
4,770 |
|
|
|
4,782 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (B) |
|
|
360 |
|
|
|
348 |
|
GM Financial Automobile Leasing Trust, Ser 2020-3, Cl B |
|
|
|
|
|
|
|
|
0.760%, 10/21/2024 |
|
|
300 |
|
|
|
297 |
|
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B |
|
|
|
|
|
|
|
|
0.991%, 01/25/2028 (B) |
|
|
2,140 |
|
|
|
2,131 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
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 (B) |
|
$ |
940 |
|
|
$ |
934 |
|
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl A4 |
|
|
|
|
|
|
|
|
0.540%, 04/15/2025 (B) |
|
|
7,700 |
|
|
|
7,653 |
|
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl B |
|
|
|
|
|
|
|
|
0.770%, 12/15/2025 (B) |
|
|
4,710 |
|
|
|
4,658 |
|
Santander Retail Auto Lease Trust, Ser 2020-A, Cl B |
|
|
|
|
|
|
|
|
1.880%, 03/20/2024 (B) |
|
|
750 |
|
|
|
753 |
|
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2 |
|
|
|
|
|
|
|
|
1.390%, 08/15/2024 (B) |
|
|
169 |
|
|
|
169 |
|
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B |
|
|
|
|
|
|
|
|
0.780%, 11/17/2025 (B) |
|
|
5,215 |
|
|
|
5,190 |
|
Wheels SPV 2 LLC, Ser 2020-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.620%, 08/20/2029 (B) |
|
|
4,110 |
|
|
|
4,034 |
|
World Omni Auto Receivables Trust, Ser 2021-B, Cl B |
|
|
|
|
|
|
|
|
1.040%, 06/15/2027 |
|
|
3,050 |
|
|
|
2,973 |
|
| |
|
|
|
|
|
|
44,069 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.0% |
|
|
|
|
| |
|
|
|
|
Master Credit Card Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
0.790%, 11/21/2025 (B) |
|
|
550 |
|
|
|
533 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 11.1% |
|
|
|
|
| |
|
|
|
|
Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1 |
|
|
|
|
|
|
|
|
0.892%, ICE LIBOR USD 1 Month + 0.705%, 11/25/2035 (C) |
|
|
1,876 |
|
|
|
1,867 |
|
BANK, Ser BN14, Cl A2 |
|
|
|
|
|
|
|
|
4.128%, 09/15/2060 |
|
|
494 |
|
|
|
503 |
|
BANK, Ser BN28, Cl A1 |
|
|
|
|
|
|
|
|
0.628%, 03/15/2063 |
|
|
483 |
|
|
|
469 |
|
BANK, Ser BNK7, Cl A2 |
|
|
|
|
|
|
|
|
3.061%, 09/15/2060 |
|
|
1,055 |
|
|
|
1,056 |
|
BANK, Ser BNK7, Cl ASB |
|
|
|
|
|
|
|
|
3.265%, 09/15/2060 |
|
|
2,750 |
|
|
|
2,815 |
|
BANK, Ser BNK8, Cl ASB |
|
|
|
|
|
|
|
|
3.314%, 11/15/2050 |
|
|
2,230 |
|
|
|
2,288 |
|
Barings CLO, Ser 2017-IA, Cl AR |
|
|
|
|
|
|
|
|
1.054%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (B)(C) |
|
|
1,528 |
|
|
|
1,527 |
|
Barings CLO, Ser 2018-3A, Cl A1 |
|
|
|
|
|
|
|
|
1.204%, ICE LIBOR USD 3 Month + 0.950%, 07/20/2029 (B)(C) |
|
|
624 |
|
|
|
623 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
BBCMS Trust, Ser BXH, Cl A |
|
|
|
|
|
|
|
|
1.191%, ICE LIBOR USD 1 Month + 1.000%, 10/15/2037 (B)(C) |
|
$ |
1,200 |
|
|
$ |
1,185 |
|
Bear Stearns Asset Backed Securities I Trust, Ser 2005-HE11, Cl M2 |
|
|
|
|
|
|
|
|
0.862%, ICE LIBOR USD 1 Month + 0.675%, 11/25/2035 (C) |
|
|
109 |
|
|
|
109 |
|
Bear Stearns Asset Backed Securities I Trust, Ser 2005-HE6, Cl M2 |
|
|
|
|
|
|
|
|
1.192%, ICE LIBOR USD 1 Month + 1.005%, 06/25/2035 (C) |
|
|
463 |
|
|
|
462 |
|
BSPRT Issuer, Ser 2018-FL4, Cl A |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2035 (B)(C) |
|
|
54 |
|
|
|
54 |
|
BSPRT Issuer, Ser 2019-FL5, Cl A |
|
|
|
|
|
|
|
|
1.341%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (B)(C) |
|
|
2,649 |
|
|
|
2,638 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (B)(C) |
|
|
4,500 |
|
|
|
4,483 |
|
CARLYLE US CLO, Ser 2021-1A, Cl X |
|
|
|
|
|
|
|
|
1.254%, ICE LIBOR USD 3 Month + 1.000%, 07/20/2034 (B)(C) |
|
|
1,250 |
|
|
|
1,249 |
|
Cedar Funding II CLO, Ser 2021-1A, Cl AXR |
|
|
|
|
|
|
|
|
1.104%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (B)(C) |
|
|
2,742 |
|
|
|
2,743 |
|
CNH Equipment Trust, Ser 2020-A, Cl A3 |
|
|
|
|
|
|
|
|
1.160%, 06/16/2025 |
|
|
1,944 |
|
|
|
1,941 |
|
Countrywide Asset-Backed Certificates, Ser 2006-BC4, Cl 2A3 |
|
|
|
|
|
|
|
|
0.667%, ICE LIBOR USD 1 Month + 0.480%, 11/25/2036 (C) |
|
|
1,551 |
|
|
|
1,538 |
|
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3 |
|
|
|
|
|
|
|
|
1.162%, ICE LIBOR USD 1 Month + 0.975%, 06/25/2035 (C) |
|
|
451 |
|
|
|
449 |
|
Dryden 33 Senior Loan Fund, Ser 2020-33A, Cl AR3 |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2029 (B)(C) |
|
|
961 |
|
|
|
960 |
|
EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3 |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (B)(C) |
|
|
1,340 |
|
|
|
1,340 |
|
First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A |
|
|
|
|
|
|
|
|
0.437%, ICE LIBOR USD 1 Month + 0.250%, 06/25/2036 (C) |
|
|
2,371 |
|
|
|
2,356 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2019-4, Cl A |
|
|
|
|
|
|
|
|
2.440%, 09/15/2026 |
|
|
12,000 |
|
|
|
12,088 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
FS Rialto, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
1.326%, ICE LIBOR USD 1 Month + 1.200%, 12/16/2036 (B)(C) |
|
$ |
1,537 |
|
|
$ |
1,533 |
|
Galaxy XXIII CLO, Ser 2021-23A, Cl AR |
|
|
|
|
|
|
|
|
1.129%, ICE LIBOR USD 3 Month + 0.870%, 04/24/2029 (B)(C) |
|
|
4,165 |
|
|
|
4,162 |
|
GPMT, Ser 2019-FL2, Cl A |
|
|
|
|
|
|
|
|
1.471%, ICE LIBOR USD 1 Month + 1.300%, 02/22/2036 (B)(C) |
|
|
779 |
|
|
|
779 |
|
GSAMP Trust, Ser 2006-HE3, Cl A2C |
|
|
|
|
|
|
|
|
0.507%, ICE LIBOR USD 1 Month + 0.320%, 05/25/2046 (C) |
|
|
518 |
|
|
|
516 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (B) |
|
|
2,266 |
|
|
|
2,268 |
|
HPS Loan Management, Ser 2021-16, Cl X |
|
|
|
|
|
|
|
|
1.154%, ICE LIBOR USD 3 Month + 0.900%, 04/20/2034 (B)(C) |
|
|
600 |
|
|
|
600 |
|
HSI Asset Securitization Trust, Ser 2006-OPT1, Cl M1 |
|
|
|
|
|
|
|
|
0.727%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2035 (C) |
|
|
1,597 |
|
|
|
1,589 |
|
ICG US CLO, Ser 2021-1A, Cl XRR |
|
|
|
|
|
|
|
|
0.978%, ICE LIBOR USD 3 Month + 0.700%, 07/28/2034 (B)(C) |
|
|
1,564 |
|
|
|
1,563 |
|
Invitation Homes Trust, Ser 2018-SFR2, Cl B |
|
|
|
|
|
|
|
|
1.271%, ICE LIBOR USD 1 Month + 1.080%, 06/17/2037 (B)(C) |
|
|
2,000 |
|
|
|
1,983 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5 |
|
|
|
|
|
|
|
|
0.427%, ICE LIBOR USD 1 Month + 0.240%, 05/25/2037 (C) |
|
|
2,284 |
|
|
|
2,268 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 |
|
|
|
|
|
|
|
|
0.417%, ICE LIBOR USD 1 Month + 0.230%, 05/25/2037 (C) |
|
|
3,000 |
|
|
|
2,900 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1 |
|
|
|
|
|
|
|
|
0.347%, ICE LIBOR USD 1 Month + 0.160%, 06/25/2037 (C) |
|
|
2,690 |
|
|
|
2,671 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
1.234%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (B)(C) |
|
|
1,180 |
|
|
|
1,178 |
|
LMREC, Ser 2019-CRE3, Cl A |
|
|
|
|
|
|
|
|
1.587%, ICE LIBOR USD 1 Month + 1.400%, 12/22/2035 (B)(C) |
|
|
2,320 |
|
|
|
2,309 |
|
LoanCore Issuer, Ser 2018-CRE1, Cl A |
|
|
|
|
|
|
|
|
1.321%, ICE LIBOR USD 1 Month + 1.130%, 05/15/2028 (B)(C) |
|
|
1,241 |
|
|
|
1,232 |
|
LoanCore Issuer, Ser 2018-CRE1, Cl AS |
|
|
|
|
|
|
|
|
1.691%, ICE LIBOR USD 1 Month + 1.500%, 05/15/2028 (B)(C) |
|
|
1,034 |
|
|
|
1,033 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
LoanCore Issuer, Ser 2019-CRE2, Cl AS |
|
|
|
|
|
|
|
|
1.691%, ICE LIBOR USD 1 Month + 1.500%, 05/15/2036 (B)(C) |
|
$ |
1,900 |
|
|
$ |
1,890 |
|
LoanCore Issuer, Ser CRE3, Cl A |
|
|
|
|
|
|
|
|
1.241%, ICE LIBOR USD 1 Month + 1.050%, 04/15/2034 (B)(C) |
|
|
1,414 |
|
|
|
1,411 |
|
Madison Park Funding LII, Ser 2021-52A, Cl X |
|
|
|
|
|
|
|
|
0.993%, ICE LIBOR USD 3 Month + 0.900%, 01/22/2035 (B)(C) |
|
|
2,500 |
|
|
|
2,498 |
|
Madison Park Funding XIX, Ser 2020-19A, Cl A1R2 |
|
|
|
|
|
|
|
|
1.179%, ICE LIBOR USD 3 Month + 0.920%, 01/22/2028 (B)(C) |
|
|
1,121 |
|
|
|
1,121 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
1.255%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (B)(C) |
|
|
2,000 |
|
|
|
1,991 |
|
Magnetite XVI, Ser 2018-16A, Cl AR |
|
|
|
|
|
|
|
|
1.041%, ICE LIBOR USD 3 Month + 0.800%, 01/18/2028 (B)(C) |
|
|
689 |
|
|
|
686 |
|
Magnetite XVIII, Ser 2021-18A, Cl AR2 |
|
|
|
|
|
|
|
|
1.386%, ICE LIBOR USD 3 Month + 0.880%, 11/15/2028 (B)(C) |
|
|
2,560 |
|
|
|
2,555 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
1.885%, TSFR1M + 1.814%, 11/15/2035 (B)(C) |
|
|
890 |
|
|
|
893 |
|
MF1, Ser FL3, Cl A |
|
|
|
|
|
|
|
|
2.264%, TSFR1M + 2.164%, 07/15/2035 (B)(C) |
|
|
183 |
|
|
|
183 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3 |
|
|
|
|
|
|
|
|
0.490%, 08/14/2025 (B) |
|
|
2,770 |
|
|
|
2,711 |
|
Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B |
|
|
|
|
|
|
|
|
1.187%, ICE LIBOR USD 1 Month + 1.000%, 07/25/2037 (C) |
|
|
1,965 |
|
|
|
1,959 |
|
MVW LLC, Ser 2021-1WA, Cl A |
|
|
|
|
|
|
|
|
1.140%, 01/22/2041 (B) |
|
|
2,809 |
|
|
|
2,721 |
|
Nationstar HECM Loan Trust, Ser 2006-B, Cl AV4 |
|
|
|
|
|
|
|
|
0.467%, ICE LIBOR USD 1 Month + 0.280%, 09/25/2036 (C) |
|
|
98 |
|
|
|
98 |
|
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
|
|
|
|
|
|
|
|
2.400%, 10/15/2068 (B) |
|
|
7,226 |
|
|
|
7,235 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (B) |
|
|
2,885 |
|
|
|
2,859 |
|
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A |
|
|
|
|
|
|
|
|
1.220%, 07/15/2069 (B) |
|
|
4,575 |
|
|
|
4,490 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (B) |
|
$ |
763 |
|
|
$ |
753 |
|
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
|
|
|
|
|
|
|
|
1.310%, 01/15/2069 (B) |
|
|
2,940 |
|
|
|
2,880 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (B) |
|
|
2,281 |
|
|
|
2,216 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (B) |
|
|
5,280 |
|
|
|
5,107 |
|
Navient Student Loan Trust, Ser 2015-2, Cl A3 |
|
|
|
|
|
|
|
|
0.757%, ICE LIBOR USD 1 Month + 0.570%, 11/26/2040 (C) |
|
|
829 |
|
|
|
817 |
|
Navient Student Loan Trust, Ser 2017-2A, Cl A |
|
|
|
|
|
|
|
|
1.237%, ICE LIBOR USD 1 Month + 1.050%, 12/27/2066 (B)(C) |
|
|
695 |
|
|
|
694 |
|
Navient Student Loan Trust, Ser 2017-3A, Cl A2 |
|
|
|
|
|
|
|
|
0.787%, ICE LIBOR USD 1 Month + 0.600%, 07/26/2066 (B)(C) |
|
|
765 |
|
|
|
765 |
|
Navient Student Loan Trust, Ser 2018-3A, Cl A2 |
|
|
|
|
|
|
|
|
0.607%, ICE LIBOR USD 1 Month + 0.420%, 03/25/2067 (B)(C) |
|
|
509 |
|
|
|
508 |
|
Nelnet Student Loan Trust, Ser 2012-5A, Cl A |
|
|
|
|
|
|
|
|
0.787%, ICE LIBOR USD 1 Month + 0.600%, 10/27/2036 (B)(C) |
|
|
295 |
|
|
|
289 |
|
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.360%, 04/20/2062 (B) |
|
|
8,197 |
|
|
|
7,861 |
|
One New York Plaza Trust, Ser 1NYP, Cl A |
|
|
|
|
|
|
|
|
1.141%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2036 (B)(C) |
|
|
952 |
|
|
|
940 |
|
Palmer Square CLO, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.271%, ICE LIBOR USD 3 Month + 1.030%, 04/18/2031 (B)(C) |
|
|
500 |
|
|
|
499 |
|
Palmer Square Loan Funding, Ser 2020-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.254%, ICE LIBOR USD 3 Month + 1.000%, 04/20/2028 (B)(C) |
|
|
457 |
|
|
|
457 |
|
Palmer Square Loan Funding, Ser 2021-2A, Cl A1 |
|
|
|
|
|
|
|
|
1.280%, ICE LIBOR USD 3 Month + 0.800%, 05/20/2029 (B)(C) |
|
|
922 |
|
|
|
920 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Park Place Securities Asset-Backed Pass-Through Certificates, Ser 2005-WCW3, Cl M1 |
|
|
|
|
|
|
|
|
0.907%, ICE LIBOR USD 1 Month + 0.720%, 08/25/2035 (C) |
|
$ |
944 |
|
|
$ |
965 |
|
People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3 |
|
|
|
|
|
|
|
|
0.867%, ICE LIBOR USD 1 Month + 0.680%, 12/25/2035 (C) |
|
|
2,079 |
|
|
|
2,034 |
|
PFS Financing, Ser 2022-B, Cl A |
|
|
|
|
|
|
|
|
0.648%, SOFR30A + 0.600%, 02/17/2026 (B)(C) |
|
|
2,400 |
|
|
|
2,400 |
|
PHEAA Student Loan Trust, Ser 2016-1A, Cl A |
|
|
|
|
|
|
|
|
1.337%, ICE LIBOR USD 1 Month + 1.150%, 09/25/2065 (B)(C) |
|
|
1,285 |
|
|
|
1,294 |
|
Progress Residential Trust, Ser 2019-SFR2, Cl A |
|
|
|
|
|
|
|
|
3.147%, 05/17/2036 (B) |
|
|
989 |
|
|
|
974 |
|
Progress Residential Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
2.078%, 06/17/2037 (B) |
|
|
1,879 |
|
|
|
1,847 |
|
RAMP Series Trust, Ser 2006-NC2, Cl A3 |
|
|
|
|
|
|
|
|
0.767%, ICE LIBOR USD 1 Month + 0.580%, 02/25/2036 (C) |
|
|
668 |
|
|
|
665 |
|
RAMP Series Trust, Ser 2006-RZ4, Cl A3 |
|
|
|
|
|
|
|
|
0.457%, ICE LIBOR USD 1 Month + 0.270%, 10/25/2036 (C) |
|
|
340 |
|
|
|
340 |
|
Reese Park CLO, Ser 2021-1A, Cl XR |
|
|
|
|
|
|
|
|
1.141%, ICE LIBOR USD 3 Month + 0.900%, 10/15/2034 (B)(C) |
|
|
1,098 |
|
|
|
1,098 |
|
Saxon Asset Securities Trust, Ser 2006-3, Cl A3 |
|
|
|
|
|
|
|
|
0.357%, ICE LIBOR USD 1 Month + 0.170%, 10/25/2046 (C) |
|
|
2,360 |
|
|
|
2,327 |
|
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.641%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (B)(C) |
|
|
4,861 |
|
|
|
4,858 |
|
Sierra Timeshare Receivables Funding LLC, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
3.200%, 01/20/2036 (B) |
|
|
1,262 |
|
|
|
1,279 |
|
Sierra Timeshare Receivables Funding LLC, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.340%, 08/20/2036 (B) |
|
|
969 |
|
|
|
966 |
|
SLC Student Loan Trust, Ser 2005-3, Cl A3 |
|
|
|
|
|
|
|
|
0.323%, ICE LIBOR USD 3 Month + 0.120%, 06/15/2029 (C) |
|
|
634 |
|
|
|
632 |
|
SLC Student Loan Trust, Ser 2007-1, Cl A4 |
|
|
|
|
|
|
|
|
0.566%, ICE LIBOR USD 3 Month + 0.060%, 05/15/2029 (C) |
|
|
826 |
|
|
|
817 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2003-10A, Cl A3 |
|
|
|
|
|
|
|
|
0.673%, ICE LIBOR USD 3 Month + 0.470%, 12/15/2027 (B)(C) |
|
$ |
255 |
|
|
$ |
255 |
|
SLM Student Loan Trust, Ser 2003-11, Cl A6 |
|
|
|
|
|
|
|
|
0.753%, ICE LIBOR USD 3 Month + 0.550%, 12/15/2025 (B)(C) |
|
|
249 |
|
|
|
249 |
|
SLM Student Loan Trust, Ser 2004-1, Cl A4 |
|
|
|
|
|
|
|
|
0.518%, ICE LIBOR USD 3 Month + 0.260%, 10/27/2025 (C) |
|
|
274 |
|
|
|
273 |
|
SLM Student Loan Trust, Ser 2005-4, Cl A3 |
|
|
|
|
|
|
|
|
0.378%, ICE LIBOR USD 3 Month + 0.120%, 01/25/2027 (C) |
|
|
619 |
|
|
|
616 |
|
SLM Student Loan Trust, Ser 2005-5, Cl A4 |
|
|
|
|
|
|
|
|
0.398%, ICE LIBOR USD 3 Month + 0.140%, 10/25/2028 (C) |
|
|
562 |
|
|
|
560 |
|
SLM Student Loan Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
0.887%, ICE LIBOR USD 1 Month + 0.700%, 01/25/2029 (C) |
|
|
900 |
|
|
|
879 |
|
SLM Student Loan Trust, Ser 2013-2, Cl A |
|
|
|
|
|
|
|
|
0.637%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2043 (C) |
|
|
1,098 |
|
|
|
1,084 |
|
SLM Student Loan Trust, Ser 2013-4, Cl A |
|
|
|
|
|
|
|
|
0.737%, ICE LIBOR USD 1 Month + 0.550%, 06/25/2043 (C) |
|
|
1,133 |
|
|
|
1,119 |
|
Stratus CLO, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.993%, ICE LIBOR USD 3 Month + 0.900%, 12/28/2029 (B)(C) |
|
|
4,125 |
|
|
|
4,120 |
|
Treman Park CLO, Ser 2018-1A, Cl ARR |
|
|
|
|
|
|
|
|
1.324%, ICE LIBOR USD 3 Month + 1.070%, 10/20/2028 (B)(C) |
|
|
1,498 |
|
|
|
1,497 |
|
Tricon American Homes Trust, Ser 2017-SFR2, Cl A |
|
|
|
|
|
|
|
|
2.928%, 01/17/2036 (B) |
|
|
1,934 |
|
|
|
1,931 |
|
Tricon American Homes Trust, Ser 2017-SFR2, Cl B |
|
|
|
|
|
|
|
|
3.275%, 01/17/2036 (B) |
|
|
1,545 |
|
|
|
1,548 |
|
Voya CLO, Ser 2018-2A, Cl AR |
|
|
|
|
|
|
|
|
1.229%, ICE LIBOR USD 3 Month + 0.970%, 07/23/2027 (B)(C) |
|
|
2,941 |
|
|
|
2,940 |
|
Voya CLO, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
1.221%, ICE LIBOR USD 3 Month + 0.980%, 06/07/2030 (B)(C) |
|
|
6,420 |
|
|
|
6,406 |
|
Voya CLO, Ser 2021-3A, Cl XR |
|
|
|
|
|
|
|
|
1.104%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (B)(C) |
|
|
2,186 |
|
|
|
2,186 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Wells Fargo Home Equity Trust, Ser 2006-1, Cl M3 |
|
|
|
|
|
|
|
|
0.682%, ICE LIBOR USD 1 Month + 0.495%, 05/25/2036 (C) |
|
$ |
1,755 |
|
|
$ |
1,748 |
|
| |
|
|
|
|
|
|
183,241 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $230,179) ($ Thousands) |
|
|
|
|
|
|
227,843 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 4.4% |
Alabama — 0.3% |
|
|
|
|
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB |
|
|
|
|
|
|
|
|
1.038%, 09/01/2025 |
|
|
5,635 |
|
|
|
5,473 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
California — 0.2% |
|
|
|
|
Riverside County, Pension Obligation, RB |
|
|
|
|
|
|
|
|
2.363%, 02/15/2023 |
|
|
2,855 |
|
|
|
2,879 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Colorado — 0.3% |
|
|
|
|
Denver, Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
1.115%, 11/15/2024 |
|
|
3,475 |
|
|
|
3,397 |
|
0.877%, 11/15/2023 |
|
|
2,350 |
|
|
|
2,319 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,716 |
|
| |
|
|
|
|
|
|
|
|
Florida — 0.5% |
|
|
|
|
Hillsborough County, Aviation Authority, Sub-Ser, RB |
|
|
|
|
|
|
|
|
2.036%, 10/01/2024 |
|
|
5,150 |
|
|
|
5,166 |
|
Miami-Dade County, Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.949%, 10/01/2025 |
|
|
3,145 |
|
|
|
3,225 |
|
1.229%, 10/01/2025 |
|
|
370 |
|
|
|
358 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,749 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.2% |
|
|
|
|
Chicago O'Hare, International Airport, Ser D, RB |
|
|
|
|
|
|
|
|
1.168%, 01/01/2024 |
|
|
2,375 |
|
|
|
2,350 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.3% |
|
|
|
|
Michigan State, Finance Authority, RB |
|
|
|
|
|
|
|
|
0.487%, 10/01/2023 |
|
|
4,460 |
|
|
|
4,383 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.2% |
|
|
|
|
New Jersey State, Turnpike Authority, Ser B, RB |
|
|
|
|
|
|
|
|
0.638%, 01/01/2024 |
|
|
3,595 |
|
|
|
3,530 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York — 1.8% |
|
|
|
|
Long Island, Power Authority, Ser C, RB |
|
|
|
|
|
|
|
|
Callable 06/01/2022 @ 100 |
|
|
|
|
|
|
|
|
0.764%, 03/01/2023 |
|
$ |
3,610 |
|
|
$ |
3,600 |
|
New York & New Jersey, Port Authority, Ser AAA, RB |
|
|
|
|
|
|
|
|
1.086%, 07/01/2023 |
|
|
11,480 |
|
|
|
11,439 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser A3, RB |
|
|
|
|
|
|
|
|
2.710%, 08/01/2023 |
|
|
5,095 |
|
|
|
5,184 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.310%, 11/01/2026 |
|
|
820 |
|
|
|
828 |
|
New York State, Dormitory Authority, RB |
|
|
|
|
|
|
|
|
0.887%, 03/15/2025 |
|
|
6,915 |
|
|
|
6,678 |
|
New York State, Dormitory Authority, Ser D, RB |
|
|
|
|
|
|
|
|
5.000%, 03/15/2024 |
|
|
950 |
|
|
|
1,011 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,740 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
South Carolina — 0.4% |
|
|
|
|
South Carolina State, Public Service Authority, Ser D, RB |
|
|
|
|
|
|
|
|
2.388%, 12/01/2023 |
|
$ |
6,892 |
|
|
$ |
6,975 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.2% |
|
|
|
|
Dallas Fort Worth, International Airport, Ser A, RB |
|
|
|
|
|
|
|
|
1.939%, 11/01/2023 |
|
|
3,500 |
|
|
|
3,524 |
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $73,131) ($ Thousands) |
|
|
|
|
|
|
72,319 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 2.6% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
42,631,561 |
|
|
|
42,632 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $42,632) ($ Thousands) |
|
|
|
|
|
|
42,632 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 107.1% |
|
|
|
|
|
|
|
|
(Cost $1,798,596) ($ Thousands) |
|
$ |
1,774,892 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Limited Duration Bond Fund (Concluded)
A list of the open futures contracts held by the Fund at February 28, 2022, 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 |
|
|
216 |
|
|
|
Jul-2022 |
|
|
$ |
46,338 |
|
|
$ |
46,489 |
|
|
$ |
151 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(196 |
) |
|
|
Jul-2022 |
|
|
$ |
(23,079 |
) |
|
$ |
(23,183 |
) |
|
$ |
(104 |
) |
U.S. Ultra Long Treasury Bond |
|
|
(17 |
) |
|
|
Jun-2022 |
|
|
|
(3,120 |
) |
|
|
(3,161 |
) |
|
|
(41 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(98 |
) |
|
|
Jun-2022 |
|
|
|
(13,712 |
) |
|
|
(13,850 |
) |
|
|
(138 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(39,911 |
) |
|
|
(40,194 |
) |
|
|
(283 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
6,427 |
|
|
$ |
6,295 |
|
|
$ |
(132 |
) |
|
Percentages are based on Net Assets of $1,657,011 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
Investment in Affiliated Security. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 28, 2022, the value of these securities amounted to $454,608 ($ Thousands), representing 27.4% of the Net Assets of the Fund. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
ABS — Asset-Backed Security |
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 |
L.P. — Limited Partnership |
MTN — Medium Term Note |
PLC — Public Limited Company |
RB — Revenue Bond |
REMIC — Real Estate Mortgage Investment Conduit |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
SOFR30A — Secured Overnight Financing Rate 30-day Average |
TBA — To Be Announced |
UMBS — Uniform Mortgage Backed Securities |
USD — U.S. Dollar |
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
590,659 |
|
|
|
– |
|
|
|
590,659 |
|
Corporate Obligations |
|
|
– |
|
|
|
488,310 |
|
|
|
– |
|
|
|
488,310 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
353,129 |
|
|
|
– |
|
|
|
353,129 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
227,843 |
|
|
|
– |
|
|
|
227,843 |
|
Municipal Bonds |
|
|
– |
|
|
|
72,319 |
|
|
|
– |
|
|
|
72,319 |
|
Cash Equivalent |
|
|
42,632 |
|
|
|
– |
|
|
|
– |
|
|
|
42,632 |
|
Total Investments in Securities |
|
|
42,632 |
|
|
|
1,732,260 |
|
|
|
– |
|
|
|
1,774,892 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
151 |
|
|
|
– |
|
|
|
– |
|
|
|
151 |
|
Unrealized Depreciation |
|
|
(283 |
) |
|
|
– |
|
|
|
– |
|
|
|
(283 |
) |
Total Other Financial Instruments |
|
|
(132 |
) |
|
|
– |
|
|
|
– |
|
|
|
(132 |
) |
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value 5/31/2021 |
|
|
Purchases at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2022 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
81,577 |
|
|
$ |
1,296,532 |
|
|
$ |
(1,335,477 |
) |
|
$ |
— |
|
|
$ |
- |
|
|
$ |
42,632 |
|
|
|
42,631,561 |
|
|
$ |
3 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 85.9% |
Communication Services — 5.9% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
2.250%, 08/15/2060 |
|
$ |
1,273 |
|
|
$ |
1,016 |
|
1.900%, 08/15/2040 |
|
|
4,045 |
|
|
|
3,392 |
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
|
3,485 |
|
|
|
4,445 |
|
AT&T |
|
|
|
|
|
|
|
|
8.750%, 11/15/2031 |
|
|
1,150 |
|
|
|
1,615 |
|
6.800%, 05/15/2036 |
|
|
2,915 |
|
|
|
3,656 |
|
4.900%, 08/15/2037 |
|
|
3,040 |
|
|
|
3,406 |
|
3.650%, 06/01/2051 |
|
|
3,295 |
|
|
|
3,108 |
|
3.650%, 09/15/2059 |
|
|
2,231 |
|
|
|
2,024 |
|
3.550%, 09/15/2055 |
|
|
3,810 |
|
|
|
3,455 |
|
3.500%, 06/01/2041 |
|
|
950 |
|
|
|
903 |
|
3.500%, 09/15/2053 |
|
|
930 |
|
|
|
850 |
|
2.250%, 02/01/2032 |
|
|
2,430 |
|
|
|
2,243 |
|
1.700%, 03/25/2026 |
|
|
8,665 |
|
|
|
8,434 |
|
0.000%, 11/27/2022 (A)(B) |
|
|
6,000 |
|
|
|
5,942 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
4.908%, 07/23/2025 |
|
|
115 |
|
|
|
122 |
|
4.464%, 07/23/2022 |
|
|
50 |
|
|
|
50 |
|
Comcast |
|
|
|
|
|
|
|
|
5.650%, 06/15/2035 |
|
|
290 |
|
|
|
359 |
|
4.200%, 08/15/2034 |
|
|
11,767 |
|
|
|
12,862 |
|
4.049%, 11/01/2052 |
|
|
935 |
|
|
|
981 |
|
3.969%, 11/01/2047 |
|
|
4,063 |
|
|
|
4,130 |
|
3.950%, 10/15/2025 |
|
|
4,345 |
|
|
|
4,583 |
|
3.900%, 03/01/2038 |
|
|
1,460 |
|
|
|
1,486 |
|
3.700%, 04/15/2024 |
|
|
165 |
|
|
|
171 |
|
3.400%, 04/01/2030 |
|
|
1,200 |
|
|
|
1,238 |
|
3.400%, 07/15/2046 |
|
|
1,180 |
|
|
|
1,109 |
|
3.375%, 02/15/2025 |
|
|
8,485 |
|
|
|
8,746 |
|
3.375%, 08/15/2025 |
|
|
2,560 |
|
|
|
2,639 |
|
3.300%, 02/01/2027 |
|
|
1,870 |
|
|
|
1,931 |
|
3.150%, 03/01/2026 |
|
|
3,625 |
|
|
|
3,736 |
|
3.150%, 02/15/2028 |
|
|
870 |
|
|
|
889 |
|
2.987%, 11/01/2063 (A) |
|
|
4,549 |
|
|
|
3,787 |
|
2.937%, 11/01/2056 (A) |
|
|
17,103 |
|
|
|
14,395 |
|
2.887%, 11/01/2051 (A) |
|
|
16,286 |
|
|
|
14,128 |
|
1.500%, 02/15/2031 |
|
|
15,750 |
|
|
|
14,000 |
|
Comcast Cable Communications Holdings |
|
|
|
|
|
|
|
|
9.455%, 11/15/2022 |
|
|
3,850 |
|
|
|
4,069 |
|
Cox Communications |
|
|
|
|
|
|
|
|
1.800%, 10/01/2030 (A) |
|
|
3,600 |
|
|
|
3,183 |
|
Discovery Communications LLC |
|
|
|
|
|
|
|
|
5.000%, 09/20/2037 |
|
|
1,310 |
|
|
|
1,412 |
|
2.950%, 03/20/2023 |
|
|
2,362 |
|
|
|
2,387 |
|
NTT Finance |
|
|
|
|
|
|
|
|
1.591%, 04/03/2028 (A) |
|
|
6,835 |
|
|
|
6,435 |
|
1.162%, 04/03/2026 (A) |
|
|
6,955 |
|
|
|
6,612 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
$ |
2,760 |
|
|
$ |
3,481 |
|
5.850%, 09/01/2043 |
|
|
599 |
|
|
|
714 |
|
4.750%, 05/15/2025 |
|
|
3,700 |
|
|
|
3,951 |
|
4.375%, 03/15/2043 |
|
|
4,225 |
|
|
|
4,216 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
1,580 |
|
|
|
1,978 |
|
6.550%, 05/01/2037 |
|
|
2,145 |
|
|
|
2,578 |
|
4.500%, 09/15/2042 |
|
|
585 |
|
|
|
551 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.875%, 04/15/2030 |
|
|
3,110 |
|
|
|
3,216 |
|
2.050%, 02/15/2028 |
|
|
4,220 |
|
|
|
4,014 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
7.750%, 12/01/2030 |
|
|
1,750 |
|
|
|
2,358 |
|
4.862%, 08/21/2046 |
|
|
1,062 |
|
|
|
1,270 |
|
4.272%, 01/15/2036 |
|
|
3,735 |
|
|
|
4,070 |
|
3.550%, 03/22/2051 |
|
|
2,210 |
|
|
|
2,140 |
|
2.987%, 10/30/2056 |
|
|
1,857 |
|
|
|
1,583 |
|
2.550%, 03/21/2031 |
|
|
4,865 |
|
|
|
4,670 |
|
1.750%, 01/20/2031 |
|
|
1,478 |
|
|
|
1,331 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.400%, 12/15/2035 |
|
|
3,085 |
|
|
|
4,101 |
|
4.700%, 03/23/2050 |
|
|
3,840 |
|
|
|
4,541 |
|
3.600%, 01/13/2051 |
|
|
4,100 |
|
|
|
4,148 |
|
2.750%, 09/01/2049 |
|
|
8,483 |
|
|
|
7,411 |
|
2.000%, 09/01/2029 |
|
|
2,585 |
|
|
|
2,468 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
224,719 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 3.2% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
0.800%, 02/10/2024 (A) |
|
|
1,669 |
|
|
|
1,629 |
|
Air Canada Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.600%, 03/15/2027 (A) |
|
|
3,415 |
|
|
|
3,420 |
|
Amazon.com |
|
|
|
|
|
|
|
|
3.875%, 08/22/2037 |
|
|
4,470 |
|
|
|
4,895 |
|
3.100%, 05/12/2051 |
|
|
9,110 |
|
|
|
8,806 |
|
2.800%, 08/22/2024 |
|
|
3,125 |
|
|
|
3,195 |
|
1.650%, 05/12/2028 |
|
|
2,580 |
|
|
|
2,482 |
|
American Honda Finance MTN |
|
|
|
|
|
|
|
|
0.400%, 10/21/2022 |
|
|
4,678 |
|
|
|
4,661 |
|
Aptiv |
|
|
|
|
|
|
|
|
2.396%, 02/18/2025 |
|
|
3,325 |
|
|
|
3,326 |
|
BMW US Capital LLC |
|
|
|
|
|
|
|
|
2.800%, 04/11/2026 (A) |
|
|
4,055 |
|
|
|
4,155 |
|
2.550%, 04/01/2031 (A) |
|
|
11,170 |
|
|
|
10,836 |
|
British Airways Pass-Through Trust, Ser 2020-1A |
|
|
|
|
|
|
|
|
4.250%, 11/15/2032 (A) |
|
|
1,460 |
|
|
|
1,536 |
|
Ferguson Finance |
|
|
|
|
|
|
|
|
4.500%, 10/24/2028 (A) |
|
|
1,717 |
|
|
|
1,855 |
|
3.250%, 06/02/2030 (A) |
|
|
4,865 |
|
|
|
4,871 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
4.271%, 01/09/2027 |
|
$ |
3,050 |
|
|
$ |
3,073 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
1.700%, 08/18/2023 |
|
|
7,585 |
|
|
|
7,554 |
|
Georgetown University |
|
|
|
|
|
|
|
|
4.315%, 04/01/2049 |
|
|
2,709 |
|
|
|
2,993 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.875%, 12/16/2036 |
|
|
4,344 |
|
|
|
5,739 |
|
4.500%, 12/06/2048 |
|
|
2,090 |
|
|
|
2,423 |
|
4.400%, 03/15/2045 |
|
|
2,450 |
|
|
|
2,760 |
|
4.250%, 04/01/2046 |
|
|
400 |
|
|
|
441 |
|
3.900%, 06/15/2047 |
|
|
1,505 |
|
|
|
1,598 |
|
3.500%, 09/15/2056 |
|
|
3,235 |
|
|
|
3,215 |
|
3.350%, 09/15/2025 |
|
|
620 |
|
|
|
644 |
|
3.350%, 04/15/2050 |
|
|
820 |
|
|
|
802 |
|
3.300%, 04/15/2040 |
|
|
920 |
|
|
|
920 |
|
2.800%, 09/14/2027 |
|
|
3,485 |
|
|
|
3,556 |
|
2.750%, 09/15/2051 |
|
|
3,000 |
|
|
|
2,662 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
2.375%, 10/15/2027 (A) |
|
|
3,040 |
|
|
|
2,928 |
|
1.250%, 09/18/2023 (A) |
|
|
5,140 |
|
|
|
5,067 |
|
Lowe's |
|
|
|
|
|
|
|
|
1.300%, 04/15/2028 |
|
|
3,000 |
|
|
|
2,767 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
3,610 |
|
|
|
5,439 |
|
QVC |
|
|
|
|
|
|
|
|
4.850%, 04/01/2024 |
|
|
1,060 |
|
|
|
1,073 |
|
Resorts World Las Vegas LLC / RWLV Capital |
|
|
|
|
|
|
|
|
4.625%, 04/06/2031 (A) |
|
|
2,465 |
|
|
|
2,260 |
|
University of Southern California |
|
|
|
|
|
|
|
|
2.805%, 10/01/2050 |
|
|
214 |
|
|
|
197 |
|
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
1.250%, 11/24/2025 (A) |
|
|
8,265 |
|
|
|
7,876 |
|
XLIT |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
2,417 |
|
|
|
3,065 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
124,719 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 6.4% |
|
|
|
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
2.211%, 06/15/2030 |
|
|
3,670 |
|
|
|
3,520 |
|
Altria Group |
|
|
|
|
|
|
|
|
9.950%, 11/10/2038 |
|
|
1,818 |
|
|
|
2,661 |
|
5.950%, 02/14/2049 |
|
|
625 |
|
|
|
694 |
|
5.800%, 02/14/2039 |
|
|
285 |
|
|
|
313 |
|
5.375%, 01/31/2044 |
|
|
1,740 |
|
|
|
1,816 |
|
4.500%, 05/02/2043 |
|
|
420 |
|
|
|
392 |
|
3.875%, 09/16/2046 |
|
|
3,455 |
|
|
|
2,969 |
|
3.400%, 05/06/2030 |
|
|
940 |
|
|
|
925 |
|
2.450%, 02/04/2032 |
|
|
5,170 |
|
|
|
4,616 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
275 |
|
|
|
311 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.700%, 02/01/2036 |
|
$ |
2,766 |
|
|
$ |
3,083 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
8.000%, 11/15/2039 |
|
|
5,774 |
|
|
|
8,680 |
|
4.750%, 01/23/2029 |
|
|
5,220 |
|
|
|
5,794 |
|
Archer-Daniels-Midland |
|
|
|
|
|
|
|
|
2.700%, 09/15/2051 |
|
|
2,580 |
|
|
|
2,340 |
|
Ascension Health |
|
|
|
|
|
|
|
|
2.532%, 11/15/2029 |
|
|
3,795 |
|
|
|
3,779 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.390%, 08/15/2037 |
|
|
3,458 |
|
|
|
3,314 |
|
2.726%, 03/25/2031 |
|
|
8,265 |
|
|
|
7,574 |
|
2.259%, 03/25/2028 |
|
|
5,295 |
|
|
|
4,943 |
|
Blue Cross & Blue Shield of Minnesota |
|
|
|
|
|
|
|
|
3.790%, 05/01/2025 (A) |
|
|
2,086 |
|
|
|
2,158 |
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.464%, 06/01/2030 |
|
|
1,930 |
|
|
|
2,035 |
|
2.095%, 06/01/2031 |
|
|
1,430 |
|
|
|
1,332 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
2.000%, 03/05/2031 |
|
|
4,030 |
|
|
|
3,817 |
|
Costco Wholesale |
|
|
|
|
|
|
|
|
1.600%, 04/20/2030 |
|
|
3,000 |
|
|
|
2,782 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
8.353%, 07/10/2031 (A) |
|
|
1,826 |
|
|
|
2,258 |
|
7.507%, 01/10/2032 (A) |
|
|
1,265 |
|
|
|
1,530 |
|
6.036%, 12/10/2028 |
|
|
2,304 |
|
|
|
2,521 |
|
4.163%, 08/11/2036 (A) |
|
|
1,813 |
|
|
|
1,923 |
|
Health Care Service, A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
3.200%, 06/01/2050 (A) |
|
|
3,025 |
|
|
|
2,695 |
|
Hormel Foods |
|
|
|
|
|
|
|
|
1.700%, 06/03/2028 |
|
|
3,965 |
|
|
|
3,786 |
|
0.650%, 06/03/2024 |
|
|
2,990 |
|
|
|
2,907 |
|
JBS Finance Luxembourg Sarl |
|
|
|
|
|
|
|
|
2.500%, 01/15/2027 (A) |
|
|
4,605 |
|
|
|
4,329 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
3.000%, 02/02/2029 (A) |
|
|
3,045 |
|
|
|
2,875 |
|
JDE Peet's |
|
|
|
|
|
|
|
|
0.800%, 09/24/2024 (A) |
|
|
10,975 |
|
|
|
10,512 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
3.150%, 05/01/2027 |
|
|
2,005 |
|
|
|
2,078 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
5.085%, 05/25/2048 |
|
|
743 |
|
|
|
867 |
|
Kroger |
|
|
|
|
|
|
|
|
3.850%, 08/01/2023 |
|
|
2,700 |
|
|
|
2,766 |
|
Land O' Lakes |
|
|
|
|
|
|
|
|
6.000%, 11/15/2022 (A) |
|
|
640 |
|
|
|
653 |
|
Mars |
|
|
|
|
|
|
|
|
4.200%, 04/01/2059 (A) |
|
|
1,620 |
|
|
|
1,830 |
|
3.600%, 04/01/2034 (A) |
|
|
1,790 |
|
|
|
1,891 |
|
3.200%, 04/01/2030 (A) |
|
|
2,435 |
|
|
|
2,509 |
|
2.700%, 04/01/2025 (A) |
|
|
6,160 |
|
|
|
6,243 |
|
2.375%, 07/16/2040 (A) |
|
|
5,406 |
|
|
|
4,656 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Nestle Holdings |
|
|
|
|
|
|
|
|
3.500%, 09/24/2025 (A) |
|
$ |
5,490 |
|
|
$ |
5,741 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
1.651%, 08/01/2030 |
|
|
2,487 |
|
|
|
2,295 |
|
Northwestern University |
|
|
|
|
|
|
|
|
4.643%, 12/01/2044 |
|
|
120 |
|
|
|
146 |
|
3.662%, 12/01/2057 |
|
|
2,140 |
|
|
|
2,387 |
|
Novartis Capital |
|
|
|
|
|
|
|
|
3.000%, 11/20/2025 |
|
|
4,590 |
|
|
|
4,729 |
|
OhioHealth |
|
|
|
|
|
|
|
|
2.834%, 11/15/2041 |
|
|
4,000 |
|
|
|
3,687 |
|
PepsiCo |
|
|
|
|
|
|
|
|
2.375%, 10/06/2026 |
|
|
3,920 |
|
|
|
3,954 |
|
1.950%, 10/21/2031 |
|
|
5,595 |
|
|
|
5,304 |
|
1.625%, 05/01/2030 |
|
|
1,490 |
|
|
|
1,390 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.500%, 03/20/2042 |
|
|
2,830 |
|
|
|
2,949 |
|
4.375%, 11/15/2041 |
|
|
2,207 |
|
|
|
2,290 |
|
3.875%, 08/21/2042 |
|
|
3,890 |
|
|
|
3,773 |
|
2.500%, 11/02/2022 |
|
|
5,170 |
|
|
|
5,210 |
|
0.875%, 05/01/2026 |
|
|
3,360 |
|
|
|
3,161 |
|
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
2.532%, 10/01/2029 |
|
|
8,536 |
|
|
|
8,399 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
980 |
|
|
|
1,278 |
|
7.250%, 06/15/2037 |
|
|
2,870 |
|
|
|
3,528 |
|
4.450%, 06/12/2025 |
|
|
1,760 |
|
|
|
1,840 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.625%, 05/15/2026 (A) |
|
|
3,145 |
|
|
|
3,203 |
|
2.076%, 12/13/2031 (A) |
|
|
12,195 |
|
|
|
11,587 |
|
1.930%, 12/13/2028 (A) |
|
|
10,791 |
|
|
|
10,358 |
|
SSM Health Care |
|
|
|
|
|
|
|
|
3.688%, 06/01/2023 |
|
|
7,331 |
|
|
|
7,464 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.310%, 08/15/2030 |
|
|
1,105 |
|
|
|
1,143 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
2.050%, 03/31/2030 |
|
|
3,352 |
|
|
|
3,110 |
|
University of Southern California |
|
|
|
|
|
|
|
|
5.250%, 10/01/2111 |
|
|
3,625 |
|
|
|
4,974 |
|
Walmart |
|
|
|
|
|
|
|
|
2.550%, 04/11/2023 |
|
|
8,465 |
|
|
|
8,558 |
|
2.375%, 09/24/2029 |
|
|
789 |
|
|
|
786 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
241,921 |
|
| |
|
|
|
|
|
|
|
|
Energy — 5.2% |
|
|
|
|
Baker Hughes Holdings LLC |
|
|
|
|
|
|
|
|
2.061%, 12/15/2026 |
|
|
5,585 |
|
|
|
5,453 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.937%, 09/21/2028 |
|
|
2,460 |
|
|
|
2,609 |
|
3.379%, 02/08/2061 |
|
|
3,136 |
|
|
|
2,762 |
|
3.001%, 03/17/2052 |
|
|
2,470 |
|
|
|
2,099 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.939%, 06/04/2051 |
|
$ |
3,500 |
|
|
$ |
2,944 |
|
2.772%, 11/10/2050 |
|
|
1,835 |
|
|
|
1,532 |
|
2.721%, 01/12/2032 |
|
|
1,575 |
|
|
|
1,509 |
|
BP Capital Markets PLC |
|
|
|
|
|
|
|
|
3.723%, 11/28/2028 |
|
|
7,159 |
|
|
|
7,520 |
|
Cameron LNG LLC |
|
|
|
|
|
|
|
|
2.902%, 07/15/2031 (A) |
|
|
478 |
|
|
|
471 |
|
Cheniere Corpus Christi Holdings LLC |
|
|
|
|
|
|
|
|
5.125%, 06/30/2027 |
|
|
2,120 |
|
|
|
2,312 |
|
3.700%, 11/15/2029 |
|
|
2,205 |
|
|
|
2,246 |
|
2.742%, 12/31/2039 (A) |
|
|
2,925 |
|
|
|
2,672 |
|
Chevron |
|
|
|
|
|
|
|
|
2.895%, 03/03/2024 |
|
|
4,470 |
|
|
|
4,562 |
|
2.236%, 05/11/2030 |
|
|
7,687 |
|
|
|
7,484 |
|
Colonial Enterprises |
|
|
|
|
|
|
|
|
3.250%, 05/15/2030 (A) |
|
|
3,710 |
|
|
|
3,769 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
6.500%, 02/01/2039 |
|
|
4,165 |
|
|
|
5,789 |
|
1.406%, ICE LIBOR USD 3 Month + 0.900%, 05/15/2022 (C) |
|
|
3,955 |
|
|
|
3,963 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
4.750%, 05/31/2025 |
|
|
1,525 |
|
|
|
1,623 |
|
3.125%, 03/24/2031 |
|
|
2,740 |
|
|
|
2,675 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
4.000%, 10/01/2027 |
|
|
1,415 |
|
|
|
1,463 |
|
Eni SpA |
|
|
|
|
|
|
|
|
4.000%, 09/12/2023 (A) |
|
|
6,800 |
|
|
|
6,997 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
3.900%, 02/15/2024 |
|
|
4,250 |
|
|
|
4,397 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.375%, 04/15/2030 |
|
|
2,135 |
|
|
|
2,356 |
|
Equinor |
|
|
|
|
|
|
|
|
3.250%, 11/18/2049 |
|
|
1,385 |
|
|
|
1,323 |
|
2.875%, 04/06/2025 |
|
|
3,480 |
|
|
|
3,543 |
|
2.375%, 05/22/2030 |
|
|
2,270 |
|
|
|
2,211 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.227%, 03/19/2040 |
|
|
4,660 |
|
|
|
5,131 |
|
3.452%, 04/15/2051 |
|
|
6,590 |
|
|
|
6,513 |
|
3.095%, 08/16/2049 |
|
|
1,145 |
|
|
|
1,069 |
|
3.043%, 03/01/2026 |
|
|
1,985 |
|
|
|
2,054 |
|
2.995%, 08/16/2039 |
|
|
2,830 |
|
|
|
2,715 |
|
1.571%, 04/15/2023 |
|
|
7,680 |
|
|
|
7,696 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.625%, 03/31/2036 (A) |
|
|
2,555 |
|
|
|
2,307 |
|
1.750%, 09/30/2027 (A) |
|
|
4,331 |
|
|
|
4,209 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
2,790 |
|
|
|
3,296 |
|
5.800%, 04/01/2047 |
|
|
25 |
|
|
|
30 |
|
5.600%, 02/15/2041 |
|
|
395 |
|
|
|
453 |
|
HollyFrontier |
|
|
|
|
|
|
|
|
5.875%, 04/01/2026 |
|
|
2,080 |
|
|
|
2,255 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Kinder Morgan |
|
|
|
|
|
|
|
|
5.550%, 06/01/2045 |
|
$ |
2,055 |
|
|
$ |
2,358 |
|
Lukoil Capital DAC |
|
|
|
|
|
|
|
|
3.600%, 10/26/2031 (A) |
|
|
1,760 |
|
|
|
1,059 |
|
2.800%, 04/26/2027 (A) |
|
|
1,705 |
|
|
|
921 |
|
Reliance Industries |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 (A) |
|
|
4,510 |
|
|
|
4,142 |
|
2.875%, 01/12/2032 (A) |
|
|
2,455 |
|
|
|
2,297 |
|
Sabal Trail Transmission LLC |
|
|
|
|
|
|
|
|
4.246%, 05/01/2028 (A) |
|
|
3,810 |
|
|
|
4,085 |
|
Saudi Arabian Oil |
|
|
|
|
|
|
|
|
1.625%, 11/24/2025 (A) |
|
|
1,810 |
|
|
|
1,749 |
|
1.250%, 11/24/2023 (A) |
|
|
8,940 |
|
|
|
8,828 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
2.750%, 04/16/2022 (A) |
|
|
2,985 |
|
|
|
2,993 |
|
Schlumberger Finance Canada |
|
|
|
|
|
|
|
|
1.400%, 09/17/2025 |
|
|
2,565 |
|
|
|
2,490 |
|
Schlumberger Holdings |
|
|
|
|
|
|
|
|
3.900%, 05/17/2028 (A) |
|
|
2,444 |
|
|
|
2,543 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
1,630 |
|
|
|
2,218 |
|
4.125%, 05/11/2035 |
|
|
4,275 |
|
|
|
4,650 |
|
4.000%, 05/10/2046 |
|
|
3,265 |
|
|
|
3,462 |
|
3.750%, 09/12/2046 |
|
|
4,600 |
|
|
|
4,810 |
|
2.500%, 09/12/2026 |
|
|
350 |
|
|
|
354 |
|
2.375%, 11/07/2029 |
|
|
3,030 |
|
|
|
2,952 |
|
Spectra Energy Partners |
|
|
|
|
|
|
|
|
3.375%, 10/15/2026 |
|
|
2,045 |
|
|
|
2,103 |
|
Suncor Energy |
|
|
|
|
|
|
|
|
3.100%, 05/15/2025 |
|
|
3,945 |
|
|
|
4,028 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
3,445 |
|
|
|
4,594 |
|
2.900%, 03/01/2030 (A) |
|
|
4,230 |
|
|
|
4,056 |
|
Texas Eastern Transmission LP |
|
|
|
|
|
|
|
|
3.500%, 01/15/2028 (A) |
|
|
3,373 |
|
|
|
3,452 |
|
TotalEnergies Capital |
|
|
|
|
|
|
|
|
3.883%, 10/11/2028 |
|
|
5,330 |
|
|
|
5,681 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.386%, 06/29/2060 |
|
|
685 |
|
|
|
634 |
|
3.127%, 05/29/2050 |
|
|
350 |
|
|
|
323 |
|
2.986%, 06/29/2041 |
|
|
270 |
|
|
|
247 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
3.750%, 10/16/2023 |
|
|
5,000 |
|
|
|
5,124 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
206,165 |
|
| |
|
|
|
|
|
|
|
|
Financials — 31.6% |
|
|
|
|
AIA Group |
|
|
|
|
|
|
|
|
3.600%, 04/09/2029 (A) |
|
|
9,500 |
|
|
|
10,043 |
|
AIG Global Funding |
|
|
|
|
|
|
|
|
0.450%, 12/08/2023 (A) |
|
|
5,260 |
|
|
|
5,137 |
|
AIG SunAmerica Global Financing X |
|
|
|
|
|
|
|
|
6.900%, 03/15/2032 (A) |
|
|
1,601 |
|
|
|
2,108 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Alleghany |
|
|
|
|
|
|
|
|
3.250%, 08/15/2051 |
|
$ |
3,005 |
|
|
$ |
2,562 |
|
American Express |
|
|
|
|
|
|
|
|
3.700%, 08/03/2023 |
|
|
4,810 |
|
|
|
4,935 |
|
2.500%, 08/01/2022 |
|
|
6,052 |
|
|
|
6,083 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
300 |
|
|
|
346 |
|
4.750%, 04/01/2048 |
|
|
165 |
|
|
|
190 |
|
4.500%, 07/16/2044 |
|
|
2,910 |
|
|
|
3,229 |
|
4.375%, 06/30/2050 |
|
|
555 |
|
|
|
613 |
|
4.375%, 01/15/2055 |
|
|
290 |
|
|
|
313 |
|
Ameriprise Financial |
|
|
|
|
|
|
|
|
4.000%, 10/15/2023 |
|
|
2,450 |
|
|
|
2,529 |
|
Antares Holdings |
|
|
|
|
|
|
|
|
3.950%, 07/15/2026 (A) |
|
|
2,915 |
|
|
|
2,852 |
|
ANZ New Zealand International |
|
|
|
|
|
|
|
|
1.250%, 06/22/2026 (A) |
|
|
6,300 |
|
|
|
5,983 |
|
Apollo Management Holdings |
|
|
|
|
|
|
|
|
5.000%, 03/15/2048 (A) |
|
|
1,855 |
|
|
|
2,236 |
|
4.400%, 05/27/2026 (A) |
|
|
1,140 |
|
|
|
1,225 |
|
4.000%, 05/30/2024 (A) |
|
|
6,353 |
|
|
|
6,552 |
|
ASB Bank |
|
|
|
|
|
|
|
|
1.625%, 10/22/2026 (A) |
|
|
6,325 |
|
|
|
6,074 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
3.000%, 07/01/2022 (A) |
|
|
940 |
|
|
|
946 |
|
2.950%, 11/12/2026 (A) |
|
|
6,830 |
|
|
|
6,849 |
|
2.673%, 06/07/2031 (A) |
|
|
10,290 |
|
|
|
9,668 |
|
2.500%, 03/24/2028 (A) |
|
|
10,320 |
|
|
|
9,958 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
1.125%, 09/18/2025 |
|
|
4,260 |
|
|
|
4,050 |
|
Banco Santander |
|
|
|
|
|
|
|
|
2.746%, 05/28/2025 |
|
|
4,355 |
|
|
|
4,360 |
|
2.706%, 06/27/2024 |
|
|
7,775 |
|
|
|
7,842 |
|
1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (C) |
|
|
820 |
|
|
|
775 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.000%, 10/15/2036 |
|
|
490 |
|
|
|
621 |
|
3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (C) |
|
|
14,685 |
|
|
|
14,962 |
|
3.311%, U.S. SOFR + 1.580%, 04/22/2042 (C) |
|
|
12,830 |
|
|
|
12,296 |
|
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (C) |
|
|
2,399 |
|
|
|
2,420 |
|
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C) |
|
|
1,845 |
|
|
|
1,807 |
|
2.972%, U.S. SOFR + 1.560%, 07/21/2052 (C) |
|
|
9,858 |
|
|
|
8,764 |
|
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C) |
|
|
2,720 |
|
|
|
2,616 |
|
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C) |
|
|
7,005 |
|
|
|
6,632 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.843%, U.S. SOFR + 0.670%, 02/04/2025 (C) |
|
$ |
6,695 |
|
|
$ |
6,630 |
|
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (C) |
|
|
900 |
|
|
|
859 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (C) |
|
|
1,440 |
|
|
|
1,598 |
|
4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (C) |
|
|
10,460 |
|
|
|
11,142 |
|
4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (C) |
|
|
4,228 |
|
|
|
4,608 |
|
4.183%, 11/25/2027 |
|
|
7,675 |
|
|
|
8,064 |
|
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (C) |
|
|
1,020 |
|
|
|
1,094 |
|
4.000%, 01/22/2025 |
|
|
1,300 |
|
|
|
1,350 |
|
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (C) |
|
|
1,330 |
|
|
|
1,390 |
|
3.705%, ICE LIBOR USD 3 Month + 1.512%, 04/24/2028 (C) |
|
|
18,945 |
|
|
|
19,624 |
|
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (C) |
|
|
55 |
|
|
|
57 |
|
3.559%, ICE LIBOR USD 3 Month + 1.060%, 04/23/2027 (C) |
|
|
675 |
|
|
|
693 |
|
3.458%, ICE LIBOR USD 3 Month + 0.970%, 03/15/2025 (C) |
|
|
10,595 |
|
|
|
10,798 |
|
3.248%, 10/21/2027 |
|
|
3,785 |
|
|
|
3,871 |
|
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (C) |
|
|
5,995 |
|
|
|
5,879 |
|
2.676%, U.S. SOFR + 1.930%, 06/19/2041 (C) |
|
|
11,865 |
|
|
|
10,418 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
3.300%, 02/05/2024 |
|
|
5,005 |
|
|
|
5,126 |
|
1.250%, 09/15/2026 |
|
|
3,825 |
|
|
|
3,627 |
|
0.625%, 07/09/2024 |
|
|
4,375 |
|
|
|
4,217 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
2.450%, 08/17/2026 |
|
|
715 |
|
|
|
724 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(C)(D) |
|
|
3,150 |
|
|
|
3,202 |
|
0.650%, 07/31/2024 |
|
|
5,281 |
|
|
|
5,096 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
4.375%, 01/12/2026 |
|
|
4,465 |
|
|
|
4,704 |
|
3.932%, ICE LIBOR USD 3 Month + 1.610%, 05/07/2025 (C) |
|
|
4,830 |
|
|
|
4,967 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
4.500%, 02/11/2043 |
|
|
865 |
|
|
|
988 |
|
3.125%, 03/15/2026 |
|
|
1,978 |
|
|
|
2,052 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
2.850%, 10/15/2050 |
|
|
6,420 |
|
|
|
5,632 |
|
1.450%, 10/15/2030 |
|
|
4,000 |
|
|
|
3,652 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
5.000%, 06/15/2044 (A) |
|
$ |
738 |
|
|
$ |
853 |
|
4.750%, 02/15/2023 (A) |
|
|
2,014 |
|
|
|
2,066 |
|
4.450%, 07/15/2045 (A) |
|
|
1,534 |
|
|
|
1,656 |
|
3.500%, 09/10/2049 (A) |
|
|
2,250 |
|
|
|
2,122 |
|
3.150%, 10/02/2027 (A) |
|
|
1,878 |
|
|
|
1,906 |
|
2.550%, 03/30/2032 (A) |
|
|
2,000 |
|
|
|
1,897 |
|
2.000%, 01/30/2032 (A) |
|
|
6,840 |
|
|
|
6,208 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
2.625%, 12/15/2026 (A) |
|
|
2,920 |
|
|
|
2,718 |
|
Blackstone Secured Lending Fund |
|
|
|
|
|
|
|
|
3.625%, 01/15/2026 |
|
|
3,105 |
|
|
|
3,110 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
2.219%, U.S. SOFR + 2.074%, 06/09/2026 (A)(C) |
|
|
4,375 |
|
|
|
4,286 |
|
2.159%, U.S. SOFR + 1.218%, 09/15/2029 (A)(C) |
|
|
2,305 |
|
|
|
2,134 |
|
1.323%, U.S. SOFR + 1.004%, 01/13/2027 (A)(C) |
|
|
6,285 |
|
|
|
5,909 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
1.000%, 04/12/2024 (A) |
|
|
3,400 |
|
|
|
3,310 |
|
Brookfield Finance |
|
|
|
|
|
|
|
|
2.724%, 04/15/2031 |
|
|
2,500 |
|
|
|
2,391 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
0.950%, 10/23/2025 |
|
|
3,400 |
|
|
|
3,237 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
3.650%, 05/11/2027 |
|
|
4,523 |
|
|
|
4,684 |
|
3.300%, 10/30/2024 |
|
|
2,868 |
|
|
|
2,936 |
|
Carlyle Finance Subsidiary LLC |
|
|
|
|
|
|
|
|
3.500%, 09/19/2029 (A) |
|
|
2,697 |
|
|
|
2,754 |
|
CDP Financial |
|
|
|
|
|
|
|
|
5.600%, 11/25/2039 (A) |
|
|
700 |
|
|
|
945 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
2.650%, 01/25/2023 |
|
|
3,996 |
|
|
|
4,040 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
4.350%, 11/03/2045 |
|
|
1,138 |
|
|
|
1,300 |
|
3.050%, 12/15/2061 |
|
|
7,555 |
|
|
|
6,749 |
|
2.850%, 12/15/2051 |
|
|
3,795 |
|
|
|
3,390 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
5,035 |
|
|
|
4,775 |
|
3.200%, 12/17/2030 |
|
|
6,030 |
|
|
|
5,681 |
|
Cincinnati Financial |
|
|
|
|
|
|
|
|
6.920%, 05/15/2028 |
|
|
3,363 |
|
|
|
4,171 |
|
6.125%, 11/01/2034 |
|
|
2,882 |
|
|
|
3,707 |
|
Citadel |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (A) |
|
|
3,820 |
|
|
|
3,953 |
|
Citadel Finance LLC |
|
|
|
|
|
|
|
|
3.375%, 03/09/2026 (A) |
|
|
3,615 |
|
|
|
3,534 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
3,119 |
|
|
|
4,879 |
|
5.500%, 09/13/2025 |
|
|
985 |
|
|
|
1,074 |
|
4.750%, 05/18/2046 |
|
|
1,040 |
|
|
|
1,162 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.650%, 07/23/2048 |
|
$ |
3,288 |
|
|
$ |
3,843 |
|
4.450%, 09/29/2027 |
|
|
200 |
|
|
|
214 |
|
4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (C) |
|
|
2,918 |
|
|
|
3,201 |
|
3.400%, 05/01/2026 |
|
|
6,375 |
|
|
|
6,560 |
|
3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (C) |
|
|
6,380 |
|
|
|
6,508 |
|
3.300%, 04/27/2025 |
|
|
2,490 |
|
|
|
2,550 |
|
2.904%, U.S. SOFR + 1.379%, 11/03/2042 (C) |
|
|
2,190 |
|
|
|
1,974 |
|
1.462%, U.S. SOFR + 0.770%, 06/09/2027 (C) |
|
|
3,767 |
|
|
|
3,562 |
|
CME Group |
|
|
|
|
|
|
|
|
5.300%, 09/15/2043 |
|
|
2,500 |
|
|
|
3,182 |
|
4.150%, 06/15/2048 |
|
|
1,989 |
|
|
|
2,273 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
1.125%, 06/15/2026 (A) |
|
|
3,668 |
|
|
|
3,490 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
3.875%, 09/26/2023 (A) |
|
|
3,000 |
|
|
|
3,093 |
|
1.080%, ICE LIBOR USD 3 Month + 0.860%, 09/26/2023 (A)(C) |
|
|
6,790 |
|
|
|
6,851 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
1.247%, U.S. SOFR + 0.892%, 01/26/2027 (A)(C) |
|
|
4,395 |
|
|
|
4,133 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
3.750%, 04/24/2023 (A) |
|
|
4,640 |
|
|
|
4,743 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(C) |
|
|
1,795 |
|
|
|
1,702 |
|
2.193%, U.S. SOFR + 2.044%, 06/05/2026 (A)(C) |
|
|
7,295 |
|
|
|
7,085 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
3.035%, U.S. SOFR + 1.718%, 05/28/2032 (C) |
|
|
1,810 |
|
|
|
1,701 |
|
0.962%, 11/08/2023 |
|
|
4,865 |
|
|
|
4,775 |
|
0.898%, 05/28/2024 |
|
|
5,355 |
|
|
|
5,191 |
|
Empower Finance 2020 |
|
|
|
|
|
|
|
|
3.075%, 09/17/2051 (A) |
|
|
1,255 |
|
|
|
1,131 |
|
Enstar Group |
|
|
|
|
|
|
|
|
3.100%, 09/01/2031 |
|
|
3,285 |
|
|
|
3,065 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
1.400%, 07/07/2025 (A) |
|
|
1,473 |
|
|
|
1,425 |
|
1.400%, 08/27/2027 (A) |
|
|
1,973 |
|
|
|
1,849 |
|
0.800%, 08/12/2024 (A) |
|
|
2,165 |
|
|
|
2,086 |
|
Equitable Financial Life Global Funding MTN |
|
|
|
|
|
|
|
|
1.300%, 07/12/2026 (A) |
|
|
7,275 |
|
|
|
6,919 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (A) |
|
|
5,611 |
|
|
|
5,402 |
|
Fairfax Financial Holdings |
|
|
|
|
|
|
|
|
3.375%, 03/03/2031 |
|
|
2,495 |
|
|
|
2,466 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Farmers Exchange Capital III |
|
|
|
|
|
|
|
|
5.454%, ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)(C) |
|
$ |
1,750 |
|
|
$ |
2,041 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
0.700%, 05/21/2024 (A) |
|
|
5,925 |
|
|
|
5,733 |
|
Fifth Third Bancorp |
|
|
|
|
|
|
|
|
2.550%, 05/05/2027 |
|
|
1,920 |
|
|
|
1,918 |
|
First Republic Bank |
|
|
|
|
|
|
|
|
2.500%, 06/06/2022 |
|
|
1,718 |
|
|
|
1,722 |
|
1.912%, U.S. SOFR + 0.620%, 02/12/2024 (C) |
|
|
2,800 |
|
|
|
2,795 |
|
Five Corners Funding Trust |
|
|
|
|
|
|
|
|
4.419%, 11/15/2023 (A) |
|
|
4,190 |
|
|
|
4,346 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
1.950%, 09/15/2028 (A) |
|
|
6,225 |
|
|
|
5,722 |
|
1.625%, 01/15/2026 (A) |
|
|
2,345 |
|
|
|
2,253 |
|
1.000%, 04/08/2024 (A) |
|
|
3,650 |
|
|
|
3,528 |
|
Goldman Sachs Capital I |
|
|
|
|
|
|
|
|
6.345%, 02/15/2034 |
|
|
2,200 |
|
|
|
2,752 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
450 |
|
|
|
591 |
|
6.450%, 05/01/2036 |
|
|
670 |
|
|
|
855 |
|
4.750%, 10/21/2045 |
|
|
200 |
|
|
|
227 |
|
4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (C) |
|
|
3,380 |
|
|
|
3,639 |
|
4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (C) |
|
|
1,517 |
|
|
|
1,600 |
|
3.850%, 01/26/2027 |
|
|
155 |
|
|
|
161 |
|
3.800%, 03/15/2030 |
|
|
830 |
|
|
|
865 |
|
3.500%, 01/23/2025 |
|
|
2,520 |
|
|
|
2,590 |
|
3.500%, 11/16/2026 |
|
|
8,613 |
|
|
|
8,819 |
|
3.436%, U.S. SOFR + 1.632%, 02/24/2043 (C) |
|
|
2,323 |
|
|
|
2,236 |
|
3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (C) |
|
|
11,575 |
|
|
|
11,774 |
|
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C) |
|
|
8,735 |
|
|
|
8,145 |
|
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (C) |
|
|
11,335 |
|
|
|
11,158 |
|
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (C) |
|
|
420 |
|
|
|
373 |
|
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (C) |
|
|
1,439 |
|
|
|
1,365 |
|
2.640%, U.S. SOFR + 1.114%, 02/24/2028 (C) |
|
|
5,015 |
|
|
|
4,942 |
|
2.600%, 02/07/2030 |
|
|
735 |
|
|
|
705 |
|
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (C) |
|
|
9,570 |
|
|
|
8,871 |
|
1.992%, U.S. SOFR + 1.090%, 01/27/2032 (C) |
|
|
1,640 |
|
|
|
1,479 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.948%, U.S. SOFR + 0.913%, 10/21/2027 (C) |
|
$ |
6,510 |
|
|
$ |
6,238 |
|
1.676%, ICE LIBOR USD 3 Month + 1.170%, 05/15/2026 (C) |
|
|
1,125 |
|
|
|
1,139 |
|
1.431%, U.S. SOFR + 0.798%, 03/09/2027 (C) |
|
|
9,400 |
|
|
|
8,880 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
7,375 |
|
|
|
8,434 |
|
HSBC Bank PLC |
|
|
|
|
|
|
|
|
7.650%, 05/01/2025 |
|
|
3,080 |
|
|
|
3,498 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
7,096 |
|
|
|
10,141 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (C) |
|
|
11,362 |
|
|
|
11,773 |
|
3.262%, ICE LIBOR USD 3 Month + 1.055%, 03/13/2023 (C) |
|
|
8,800 |
|
|
|
8,805 |
|
ING Groep |
|
|
|
|
|
|
|
|
4.625%, 01/06/2026 (A) |
|
|
3,840 |
|
|
|
4,124 |
|
4.100%, 10/02/2023 |
|
|
3,950 |
|
|
|
4,079 |
|
3.550%, 04/09/2024 |
|
|
4,975 |
|
|
|
5,105 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.250%, 09/21/2048 |
|
|
1,454 |
|
|
|
1,605 |
|
3.000%, 06/15/2050 |
|
|
2,750 |
|
|
|
2,435 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 (A) |
|
|
3,295 |
|
|
|
3,162 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
1,361 |
|
|
|
1,932 |
|
7.750%, 07/15/2025 |
|
|
1,690 |
|
|
|
1,974 |
|
6.400%, 05/15/2038 |
|
|
5,612 |
|
|
|
7,522 |
|
5.500%, 10/15/2040 |
|
|
1,000 |
|
|
|
1,237 |
|
4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (C) |
|
|
1,445 |
|
|
|
1,583 |
|
3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (C) |
|
|
45 |
|
|
|
48 |
|
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C) |
|
|
2,970 |
|
|
|
3,092 |
|
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (C) |
|
|
6,195 |
|
|
|
6,532 |
|
3.875%, 09/10/2024 |
|
|
7,610 |
|
|
|
7,892 |
|
3.509%, ICE LIBOR USD 3 Month + 0.945%, 01/23/2029 (C) |
|
|
15,247 |
|
|
|
15,642 |
|
3.328%, U.S. SOFR + 1.580%, 04/22/2052 (C) |
|
|
10,020 |
|
|
|
9,625 |
|
3.220%, ICE LIBOR USD 3 Month + 1.155%, 03/01/2025 (C) |
|
|
2,530 |
|
|
|
2,573 |
|
3.200%, 06/15/2026 |
|
|
1,300 |
|
|
|
1,333 |
|
3.157%, U.S. SOFR + 1.460%, 04/22/2042 (C) |
|
|
14,070 |
|
|
|
13,205 |
|
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (C) |
|
|
255 |
|
|
|
235 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.963%, U.S. SOFR + 1.260%, 01/25/2033 (C) |
|
$ |
1,475 |
|
|
$ |
1,458 |
|
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (C) |
|
|
1,655 |
|
|
|
1,581 |
|
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (C) |
|
|
2,203 |
|
|
|
2,107 |
|
2.069%, U.S. SOFR + 1.015%, 06/01/2029 (C) |
|
|
5,075 |
|
|
|
4,805 |
|
1.953%, U.S. SOFR + 1.065%, 02/04/2032 (C) |
|
|
2,560 |
|
|
|
2,334 |
|
0.969%, TSFR3M + 0.580%, 06/23/2025 (C) |
|
|
1,655 |
|
|
|
1,603 |
|
0.870%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (C) |
|
|
1,630 |
|
|
|
1,579 |
|
KKR Group Finance III LLC |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (A) |
|
|
9,343 |
|
|
|
10,682 |
|
KKR Group Finance VIII LLC |
|
|
|
|
|
|
|
|
3.500%, 08/25/2050 (A) |
|
|
1,275 |
|
|
|
1,180 |
|
KKR Group Finance X LLC |
|
|
|
|
|
|
|
|
3.250%, 12/15/2051 (A) |
|
|
3,115 |
|
|
|
2,728 |
|
Korea Development Bank MTN |
|
|
|
|
|
|
|
|
1.750%, 02/18/2025 |
|
|
5,905 |
|
|
|
5,861 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
2.125%, 01/17/2023 |
|
|
3,320 |
|
|
|
3,350 |
|
Lincoln National |
|
|
|
|
|
|
|
|
3.400%, 01/15/2031 |
|
|
3,100 |
|
|
|
3,151 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
2.438%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/05/2026 (C) |
|
|
4,500 |
|
|
|
4,468 |
|
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (C) |
|
|
2,636 |
|
|
|
2,501 |
|
LSEGA Financing |
|
|
|
|
|
|
|
|
3.200%, 04/06/2041 (A) |
|
|
3,618 |
|
|
|
3,389 |
|
1.375%, 04/06/2026 (A) |
|
|
4,681 |
|
|
|
4,459 |
|
Macquarie Group |
|
|
|
|
|
|
|
|
3.189%, ICE LIBOR USD 3 Month + 1.023%, 11/28/2023 (A)(C) |
|
|
9,208 |
|
|
|
9,293 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
1.629%, U.S. SOFR + 0.910%, 09/23/2027 (A)(C) |
|
|
1,844 |
|
|
|
1,747 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
3.500%, 03/10/2025 |
|
|
4,200 |
|
|
|
4,350 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.375%, 04/15/2050 (A) |
|
|
1,153 |
|
|
|
1,088 |
|
3.200%, 12/01/2061 (A) |
|
|
7,385 |
|
|
|
6,410 |
|
MassMutual Global Funding II |
|
|
|
|
|
|
|
|
1.200%, 07/16/2026 (A) |
|
|
6,000 |
|
|
|
5,738 |
|
Met Tower Global Funding MTN |
|
|
|
|
|
|
|
|
1.250%, 09/14/2026 (A) |
|
|
3,545 |
|
|
|
3,377 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MetLife |
|
|
|
|
|
|
|
|
4.050%, 03/01/2045 |
|
$ |
1,250 |
|
|
$ |
1,358 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
3.600%, 01/11/2024 (A) |
|
|
6,420 |
|
|
|
6,619 |
|
2.400%, 01/11/2032 (A) |
|
|
3,850 |
|
|
|
3,709 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
3.195%, 07/18/2029 |
|
|
1,820 |
|
|
|
1,835 |
|
1.538%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027 (C) |
|
|
9,850 |
|
|
|
9,344 |
|
Moody's |
|
|
|
|
|
|
|
|
2.550%, 08/18/2060 |
|
|
2,136 |
|
|
|
1,605 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
3.625%, 01/20/2027 |
|
|
8,990 |
|
|
|
9,365 |
|
3.217%, U.S. SOFR + 1.485%, 04/22/2042 (C) |
|
|
1,455 |
|
|
|
1,389 |
|
1.593%, U.S. SOFR + 0.879%, 05/04/2027 (C) |
|
|
2,650 |
|
|
|
2,520 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
6.375%, 07/24/2042 |
|
|
2,125 |
|
|
|
2,898 |
|
4.300%, 01/27/2045 |
|
|
4,605 |
|
|
|
5,007 |
|
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (C) |
|
|
3,030 |
|
|
|
3,173 |
|
3.875%, 04/29/2024 |
|
|
5,310 |
|
|
|
5,490 |
|
3.750%, 02/25/2023 |
|
|
5,317 |
|
|
|
5,418 |
|
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (C) |
|
|
2,245 |
|
|
|
2,198 |
|
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (C) |
|
|
700 |
|
|
|
677 |
|
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C) |
|
|
2,490 |
|
|
|
2,351 |
|
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (C) |
|
|
4,050 |
|
|
|
3,982 |
|
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (C) |
|
|
6,485 |
|
|
|
5,970 |
|
1.512%, U.S. SOFR + 0.858%, 07/20/2027 (C) |
|
|
2,237 |
|
|
|
2,119 |
|
Mutual of Omaha Insurance |
|
|
|
|
|
|
|
|
4.297%, ICE LIBOR USD 3 Month + 2.640%, 07/15/2054 (A)(C) |
|
|
1,515 |
|
|
|
1,536 |
|
National Rural Utilities Cooperative Finance |
|
|
|
|
|
|
|
|
4.750%, ICE LIBOR USD 3 Month + 2.910%, 04/30/2043 (C) |
|
|
2,056 |
|
|
|
2,011 |
|
4.400%, 11/01/2048 |
|
|
1,000 |
|
|
|
1,118 |
|
4.300%, 03/15/2049 |
|
|
2,648 |
|
|
|
2,919 |
|
4.023%, 11/01/2032 |
|
|
440 |
|
|
|
473 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (A)(C) |
|
|
5,570 |
|
|
|
5,544 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
9.375%, 08/15/2039 (A) |
|
|
1,450 |
|
|
|
2,326 |
|
4.350%, 04/30/2050 (A) |
|
|
3,471 |
|
|
|
3,615 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Natwest Group PLC |
|
|
|
|
|
|
|
|
3.498%, ICE LIBOR USD 3 Month + 1.480%, 05/15/2023 (C) |
|
$ |
4,655 |
|
|
$ |
4,671 |
|
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (C) |
|
|
4,320 |
|
|
|
4,104 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
1.850%, 08/01/2031 (A) |
|
|
2,550 |
|
|
|
2,317 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
5.875%, 05/15/2033 (A) |
|
|
2,224 |
|
|
|
2,805 |
|
3.750%, 05/15/2050 (A) |
|
|
1,420 |
|
|
|
1,459 |
|
Ontario Teachers' Cadillac Fairview Properties Trust |
|
|
|
|
|
|
|
|
2.500%, 10/15/2031 (A) |
|
|
13,605 |
|
|
|
12,948 |
|
Owl Rock Capital |
|
|
|
|
|
|
|
|
2.875%, 06/11/2028 |
|
|
3,498 |
|
|
|
3,180 |
|
Pacific Life Insurance |
|
|
|
|
|
|
|
|
4.300%, ICE LIBOR USD 3 Month + 2.796%, 10/24/2067 (A)(C) |
|
|
1,555 |
|
|
|
1,555 |
|
Peachtree Corners Funding Trust |
|
|
|
|
|
|
|
|
3.976%, 02/15/2025 (A) |
|
|
4,431 |
|
|
|
4,590 |
|
PNC Bank |
|
|
|
|
|
|
|
|
3.300%, 10/30/2024 |
|
|
3,540 |
|
|
|
3,656 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
2.600%, 07/23/2026 |
|
|
8,635 |
|
|
|
8,754 |
|
Pricoa Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 09/01/2023 (A) |
|
|
5,410 |
|
|
|
5,554 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
1.500%, 08/27/2030 (A) |
|
|
3,374 |
|
|
|
3,025 |
|
Prospect Capital |
|
|
|
|
|
|
|
|
3.706%, 01/22/2026 |
|
|
2,520 |
|
|
|
2,485 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
3.935%, 12/07/2049 |
|
|
140 |
|
|
|
146 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
1,660 |
|
|
|
2,111 |
|
3.700%, 03/13/2051 |
|
|
780 |
|
|
|
790 |
|
1.500%, 03/10/2026 |
|
|
4,945 |
|
|
|
4,837 |
|
Prudential PLC |
|
|
|
|
|
|
|
|
3.125%, 04/14/2030 |
|
|
2,008 |
|
|
|
2,036 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
2.300%, 11/03/2031 |
|
|
8,390 |
|
|
|
7,933 |
|
0.650%, 07/29/2024 |
|
|
1,971 |
|
|
|
1,900 |
|
Scentre Group Trust 1/ Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
4.375%, 05/28/2030 (A) |
|
|
4,021 |
|
|
|
4,378 |
|
3.750%, 03/23/2027 (A) |
|
|
865 |
|
|
|
903 |
|
3.625%, 01/28/2026 (A) |
|
|
4,545 |
|
|
|
4,716 |
|
3.500%, 02/12/2025 (A) |
|
|
1,460 |
|
|
|
1,501 |
|
Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.379%, 09/24/2080 (A)(C) |
|
|
6,340 |
|
|
|
6,327 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Securian Financial Group |
|
|
|
|
|
|
|
|
4.800%, 04/15/2048 (A) |
|
$ |
3,138 |
|
|
$ |
3,552 |
|
Security Benefit Global Funding MTN |
|
|
|
|
|
|
|
|
1.250%, 05/17/2024 (A) |
|
|
1,501 |
|
|
|
1,463 |
|
Societe Generale |
|
|
|
|
|
|
|
|
3.625%, 03/01/2041 (A) |
|
|
2,840 |
|
|
|
2,518 |
|
State Street |
|
|
|
|
|
|
|
|
3.031%, U.S. SOFR + 1.490%, 11/01/2034 (C) |
|
|
5,555 |
|
|
|
5,509 |
|
Sumitomo Mitsui Financial Group |
|
|
|
|
|
|
|
|
0.948%, 01/12/2026 |
|
|
3,000 |
|
|
|
2,828 |
|
SVB Financial Group |
|
|
|
|
|
|
|
|
1.800%, 10/28/2026 |
|
|
9,770 |
|
|
|
9,430 |
|
Swiss Re Treasury US |
|
|
|
|
|
|
|
|
4.250%, 12/06/2042 (A) |
|
|
3,000 |
|
|
|
3,384 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
0.700%, 09/10/2024 |
|
|
3,763 |
|
|
|
3,637 |
|
Travelers |
|
|
|
|
|
|
|
|
3.750%, 05/15/2046 |
|
|
1,505 |
|
|
|
1,561 |
|
Truist Bank |
|
|
|
|
|
|
|
|
3.800%, 10/30/2026 |
|
|
3,870 |
|
|
|
4,075 |
|
3.200%, 04/01/2024 |
|
|
4,030 |
|
|
|
4,132 |
|
2.250%, 03/11/2030 |
|
|
980 |
|
|
|
928 |
|
Truist Financial |
|
|
|
|
|
|
|
|
4.000%, 05/01/2025 |
|
|
8,635 |
|
|
|
9,060 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
3.050%, 06/20/2022 |
|
|
4,080 |
|
|
|
4,098 |
|
2.850%, 10/26/2024 |
|
|
2,635 |
|
|
|
2,682 |
|
1.887%, U.S. SOFR + 0.862%, 06/07/2029 (C) |
|
|
4,036 |
|
|
|
3,811 |
|
1.267%, U.S. SOFR + 0.609%, 03/02/2027 (C) |
|
|
13,155 |
|
|
|
12,584 |
|
UBS MTN |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 (A) |
|
|
3,430 |
|
|
|
3,869 |
|
UBS Group |
|
|
|
|
|
|
|
|
4.125%, 09/24/2025 (A) |
|
|
1,415 |
|
|
|
1,483 |
|
1.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 08/10/2027 (A)(C) |
|
|
2,100 |
|
|
|
1,981 |
|
1.008%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 07/30/2024 (A)(C) |
|
|
8,100 |
|
|
|
7,985 |
|
US Bancorp |
|
|
|
|
|
|
|
|
3.375%, 02/05/2024 |
|
|
4,430 |
|
|
|
4,552 |
|
Validus Holdings |
|
|
|
|
|
|
|
|
8.875%, 01/26/2040 |
|
|
1,880 |
|
|
|
2,963 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
6.600%, 01/15/2038 |
|
|
2,620 |
|
|
|
3,572 |
|
5.950%, 12/15/2036 |
|
|
1,035 |
|
|
|
1,266 |
|
5.606%, 01/15/2044 |
|
|
3,816 |
|
|
|
4,663 |
|
3.068%, U.S. SOFR + 2.530%, 04/30/2041 (C) |
|
|
3,585 |
|
|
|
3,330 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.000%, 04/22/2026 |
|
$ |
8,965 |
|
|
$ |
9,102 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (C) |
|
|
560 |
|
|
|
690 |
|
4.900%, 11/17/2045 |
|
|
2,045 |
|
|
|
2,320 |
|
4.750%, 12/07/2046 |
|
|
3,483 |
|
|
|
3,909 |
|
4.400%, 06/14/2046 |
|
|
2,890 |
|
|
|
3,095 |
|
4.300%, 07/22/2027 |
|
|
939 |
|
|
|
1,002 |
|
3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (C) |
|
|
12,541 |
|
|
|
12,950 |
|
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (C) |
|
|
2,805 |
|
|
|
2,841 |
|
3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (C) |
|
|
12,160 |
|
|
|
12,347 |
|
2.879%, U.S. SOFR + 1.432%, 10/30/2030 (C) |
|
|
4,800 |
|
|
|
4,724 |
|
2.572%, U.S. SOFR + 1.262%, 02/11/2031 (C) |
|
|
3,330 |
|
|
|
3,193 |
|
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (C) |
|
|
9,055 |
|
|
|
8,850 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
3.020%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.530%, 11/18/2036 (C) |
|
|
1,405 |
|
|
|
1,307 |
|
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (C) |
|
|
3,770 |
|
|
|
3,415 |
|
2.150%, 06/03/2031 |
|
|
1,135 |
|
|
|
1,081 |
|
1.953%, 11/20/2028 |
|
|
7,370 |
|
|
|
7,052 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,224,480 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 5.9% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
4.250%, 11/21/2049 |
|
|
2,100 |
|
|
|
2,233 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
2,984 |
|
|
|
3,354 |
|
Amgen |
|
|
|
|
|
|
|
|
4.200%, 02/22/2052 |
|
|
1,330 |
|
|
|
1,394 |
|
3.350%, 02/22/2032 |
|
|
1,720 |
|
|
|
1,762 |
|
3.000%, 02/22/2029 |
|
|
1,815 |
|
|
|
1,834 |
|
Ascension Health |
|
|
|
|
|
|
|
|
3.945%, 11/15/2046 |
|
|
2,394 |
|
|
|
2,638 |
|
3.106%, 11/15/2039 |
|
|
1,800 |
|
|
|
1,773 |
|
Astrazeneca Finance LLC |
|
|
|
|
|
|
|
|
1.750%, 05/28/2028 |
|
|
5,675 |
|
|
|
5,425 |
|
1.200%, 05/28/2026 |
|
|
9,470 |
|
|
|
9,075 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
3.375%, 11/16/2025 |
|
|
1,463 |
|
|
|
1,523 |
|
Banner Health |
|
|
|
|
|
|
|
|
2.907%, 01/01/2042 |
|
|
2,652 |
|
|
|
2,471 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.700%, 07/15/2064 (A) |
|
|
3,935 |
|
|
|
4,073 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.000%, 08/15/2045 |
|
$ |
2,120 |
|
|
$ |
2,595 |
|
4.550%, 02/20/2048 |
|
|
285 |
|
|
|
331 |
|
3.700%, 03/15/2052 |
|
|
2,010 |
|
|
|
2,072 |
|
3.550%, 03/15/2042 |
|
|
3,915 |
|
|
|
3,989 |
|
3.400%, 07/26/2029 |
|
|
4,405 |
|
|
|
4,637 |
|
3.200%, 06/15/2026 |
|
|
2,705 |
|
|
|
2,817 |
|
2.950%, 03/15/2032 |
|
|
5,810 |
|
|
|
5,885 |
|
2.350%, 11/13/2040 |
|
|
700 |
|
|
|
601 |
|
Cigna |
|
|
|
|
|
|
|
|
4.800%, 08/15/2038 |
|
|
1,565 |
|
|
|
1,743 |
|
4.125%, 11/15/2025 |
|
|
2,154 |
|
|
|
2,270 |
|
2.375%, 03/15/2031 |
|
|
3,000 |
|
|
|
2,828 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.350%, 11/01/2042 |
|
|
1,680 |
|
|
|
1,771 |
|
4.187%, 10/01/2049 |
|
|
3,085 |
|
|
|
3,236 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
3.375%, 03/15/2029 |
|
|
3,155 |
|
|
|
3,329 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.750%, 03/01/2046 |
|
|
1,735 |
|
|
|
1,965 |
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
3.875%, 05/15/2028 |
|
|
2,190 |
|
|
|
2,346 |
|
Health Care Service, A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
2.200%, 06/01/2030 (A) |
|
|
4,645 |
|
|
|
4,344 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.750%, 03/03/2047 |
|
|
3,000 |
|
|
|
3,261 |
|
2.900%, 01/15/2028 |
|
|
2,565 |
|
|
|
2,642 |
|
2.625%, 01/15/2025 |
|
|
1,660 |
|
|
|
1,696 |
|
1.300%, 09/01/2030 |
|
|
5,355 |
|
|
|
4,883 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
3,080 |
|
|
|
3,430 |
|
2.810%, 06/01/2041 |
|
|
5,100 |
|
|
|
4,714 |
|
McKesson |
|
|
|
|
|
|
|
|
0.900%, 12/03/2025 |
|
|
2,000 |
|
|
|
1,892 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
528 |
|
|
|
619 |
|
4.375%, 03/15/2035 |
|
|
1,732 |
|
|
|
1,975 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
1,880 |
|
|
|
1,861 |
|
Merck |
|
|
|
|
|
|
|
|
3.600%, 09/15/2042 |
|
|
2,145 |
|
|
|
2,210 |
|
3.400%, 03/07/2029 |
|
|
2,385 |
|
|
|
2,513 |
|
1.900%, 12/10/2028 |
|
|
4,930 |
|
|
|
4,770 |
|
1.700%, 06/10/2027 |
|
|
6,350 |
|
|
|
6,182 |
|
MultiCare Health System |
|
|
|
|
|
|
|
|
2.803%, 08/15/2050 |
|
|
4,400 |
|
|
|
3,917 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
1,395 |
|
|
|
1,624 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
2,135 |
|
|
|
2,330 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Novartis Capital |
|
|
|
|
|
|
|
|
2.750%, 08/14/2050 |
|
$ |
6,006 |
|
|
$ |
5,468 |
|
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery |
|
|
|
|
|
|
|
|
2.667%, 10/01/2050 |
|
|
5,260 |
|
|
|
4,594 |
|
Orlando Health Obligated Group |
|
|
|
|
|
|
|
|
3.327%, 10/01/2050 |
|
|
815 |
|
|
|
798 |
|
PerkinElmer |
|
|
|
|
|
|
|
|
0.850%, 09/15/2024 |
|
|
7,190 |
|
|
|
6,937 |
|
Pfizer |
|
|
|
|
|
|
|
|
3.000%, 12/15/2026 |
|
|
2,300 |
|
|
|
2,384 |
|
2.625%, 04/01/2030 |
|
|
5,520 |
|
|
|
5,522 |
|
Pharmacia LLC |
|
|
|
|
|
|
|
|
6.600%, 12/01/2028 |
|
|
1,100 |
|
|
|
1,367 |
|
RWJ Barnabas Health |
|
|
|
|
|
|
|
|
3.477%, 07/01/2049 |
|
|
4,050 |
|
|
|
4,116 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
1.750%, 10/15/2028 |
|
|
1,055 |
|
|
|
999 |
|
1.215%, 10/18/2024 |
|
|
14,645 |
|
|
|
14,304 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.875%, 02/15/2038 |
|
|
2,380 |
|
|
|
3,384 |
|
6.625%, 11/15/2037 |
|
|
1,609 |
|
|
|
2,249 |
|
6.500%, 06/15/2037 |
|
|
1,675 |
|
|
|
2,303 |
|
4.750%, 07/15/2045 |
|
|
890 |
|
|
|
1,055 |
|
4.625%, 07/15/2035 |
|
|
5,545 |
|
|
|
6,389 |
|
4.200%, 01/15/2047 |
|
|
1,432 |
|
|
|
1,585 |
|
3.875%, 12/15/2028 |
|
|
1,835 |
|
|
|
1,975 |
|
3.850%, 06/15/2028 |
|
|
1,430 |
|
|
|
1,532 |
|
3.750%, 07/15/2025 |
|
|
3,700 |
|
|
|
3,877 |
|
3.700%, 12/15/2025 |
|
|
1,900 |
|
|
|
1,999 |
|
3.500%, 02/15/2024 |
|
|
7,225 |
|
|
|
7,464 |
|
3.250%, 05/15/2051 |
|
|
20 |
|
|
|
19 |
|
3.050%, 05/15/2041 |
|
|
1,620 |
|
|
|
1,555 |
|
2.300%, 05/15/2031 |
|
|
10,665 |
|
|
|
10,275 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
6.000%, 02/15/2036 |
|
|
1,400 |
|
|
|
1,838 |
|
5.950%, 04/01/2037 |
|
|
3,960 |
|
|
|
5,190 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
234,011 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 8.7% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
3.300%, 01/30/2032 |
|
|
5,500 |
|
|
|
5,222 |
|
3.000%, 10/29/2028 |
|
|
7,330 |
|
|
|
7,060 |
|
2.450%, 10/29/2026 |
|
|
2,920 |
|
|
|
2,817 |
|
1.650%, 10/29/2024 |
|
|
7,695 |
|
|
|
7,468 |
|
1.150%, 10/29/2023 |
|
|
7,930 |
|
|
|
7,746 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.875%, 07/03/2023 |
|
|
4,406 |
|
|
|
4,504 |
|
Airbus |
|
|
|
|
|
|
|
|
3.950%, 04/10/2047 (A) |
|
|
2,800 |
|
|
|
2,979 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
3.800%, 10/07/2024 (A) |
|
|
1,700 |
|
|
|
1,762 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
BAE Systems PLC |
|
|
|
|
|
|
|
|
5.800%, 10/11/2041 (A) |
|
$ |
1,940 |
|
|
$ |
2,422 |
|
3.400%, 04/15/2030 (A) |
|
|
2,307 |
|
|
|
2,355 |
|
1.900%, 02/15/2031 (A) |
|
|
4,286 |
|
|
|
3,872 |
|
Boeing |
|
|
|
|
|
|
|
|
5.930%, 05/01/2060 |
|
|
1,660 |
|
|
|
1,971 |
|
5.805%, 05/01/2050 |
|
|
2,250 |
|
|
|
2,673 |
|
5.150%, 05/01/2030 |
|
|
9,860 |
|
|
|
10,891 |
|
3.100%, 05/01/2026 |
|
|
4,140 |
|
|
|
4,176 |
|
1.875%, 06/15/2023 |
|
|
3,240 |
|
|
|
3,229 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
6.150%, 05/01/2037 |
|
|
2,590 |
|
|
|
3,450 |
|
4.900%, 04/01/2044 |
|
|
2,563 |
|
|
|
3,089 |
|
4.550%, 09/01/2044 |
|
|
5,235 |
|
|
|
5,982 |
|
4.375%, 09/01/2042 |
|
|
375 |
|
|
|
420 |
|
4.150%, 04/01/2045 |
|
|
3,245 |
|
|
|
3,529 |
|
2.875%, 06/15/2052 |
|
|
2,500 |
|
|
|
2,234 |
|
Caterpillar |
|
|
|
|
|
|
|
|
3.803%, 08/15/2042 |
|
|
1,580 |
|
|
|
1,681 |
|
3.400%, 05/15/2024 |
|
|
3,050 |
|
|
|
3,146 |
|
Caterpillar Financial Services MTN |
|
|
|
|
|
|
|
|
2.550%, 11/29/2022 |
|
|
8,625 |
|
|
|
8,718 |
|
0.950%, 01/10/2024 |
|
|
26,050 |
|
|
|
25,723 |
|
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.000%, 10/29/2024 |
|
|
3,139 |
|
|
|
3,195 |
|
CSX |
|
|
|
|
|
|
|
|
3.350%, 09/15/2049 |
|
|
4,726 |
|
|
|
4,534 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
225 |
|
|
|
239 |
|
3.100%, 04/15/2030 |
|
|
4,033 |
|
|
|
4,169 |
|
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.875%, 07/30/2027 |
|
|
1,127 |
|
|
|
1,151 |
|
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl A |
|
|
|
|
|
|
|
|
3.404%, 04/25/2024 |
|
|
2,800 |
|
|
|
2,815 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
2,913 |
|
|
|
2,781 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.200%, 12/21/2031 |
|
|
6,250 |
|
|
|
5,943 |
|
1.800%, 10/15/2027 |
|
|
1,930 |
|
|
|
1,866 |
|
GE Capital International Funding Unlimited |
|
|
|
|
|
|
|
|
4.418%, 11/15/2035 |
|
|
13,439 |
|
|
|
15,108 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
985 |
|
|
|
1,100 |
|
4.250%, 04/01/2050 |
|
|
2,100 |
|
|
|
2,411 |
|
2.250%, 06/01/2031 |
|
|
5,990 |
|
|
|
5,816 |
|
1.875%, 08/15/2023 |
|
|
2,790 |
|
|
|
2,798 |
|
Honeywell International |
|
|
|
|
|
|
|
|
1.750%, 09/01/2031 |
|
|
2,980 |
|
|
|
2,741 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
John Deere Capital |
|
|
|
|
|
|
|
|
3.650%, 10/12/2023 |
|
$ |
4,902 |
|
|
$ |
5,049 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
3.450%, 06/07/2023 |
|
|
5,311 |
|
|
|
5,439 |
|
2.800%, 07/18/2029 |
|
|
4,220 |
|
|
|
4,291 |
|
2.650%, 06/24/2024 |
|
|
5,050 |
|
|
|
5,130 |
|
2.650%, 06/10/2026 |
|
|
360 |
|
|
|
367 |
|
1.250%, 01/10/2025 |
|
|
16,230 |
|
|
|
15,899 |
|
0.400%, 10/10/2023 |
|
|
11,755 |
|
|
|
11,545 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
4.070%, 12/15/2042 |
|
|
3,300 |
|
|
|
3,599 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
3.800%, 08/01/2028 |
|
|
3,180 |
|
|
|
3,365 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
2.930%, 01/15/2025 |
|
|
5,115 |
|
|
|
5,213 |
|
PACCAR Financial MTN |
|
|
|
|
|
|
|
|
1.100%, 05/11/2026 |
|
|
3,079 |
|
|
|
2,954 |
|
Penske Truck Leasing LP / PTL Finance |
|
|
|
|
|
|
|
|
4.000%, 07/15/2025 (A) |
|
|
2,904 |
|
|
|
3,022 |
|
3.950%, 03/10/2025 (A) |
|
|
2,752 |
|
|
|
2,860 |
|
3.450%, 07/01/2024 (A) |
|
|
5,540 |
|
|
|
5,666 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.618%, 04/15/2026 (A) |
|
|
7,358 |
|
|
|
7,080 |
|
1.170%, 07/15/2025 (A) |
|
|
1,476 |
|
|
|
1,424 |
|
Raytheon Technologies |
|
|
|
|
|
|
|
|
4.500%, 06/01/2042 |
|
|
2,300 |
|
|
|
2,572 |
|
Ryder System MTN |
|
|
|
|
|
|
|
|
4.625%, 06/01/2025 |
|
|
4,800 |
|
|
|
5,098 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.700%, 03/11/2028 (A) |
|
|
5,330 |
|
|
|
5,061 |
|
SMBC Aviation Capital Finance DAC |
|
|
|
|
|
|
|
|
3.000%, 07/15/2022 (A) |
|
|
2,035 |
|
|
|
2,045 |
|
Snap-on |
|
|
|
|
|
|
|
|
4.100%, 03/01/2048 |
|
|
570 |
|
|
|
629 |
|
3.100%, 05/01/2050 |
|
|
3,240 |
|
|
|
3,037 |
|
Southwest Airlines |
|
|
|
|
|
|
|
|
5.125%, 06/15/2027 |
|
|
3,780 |
|
|
|
4,191 |
|
Southwest Airlines Pass-Through Trust, Ser 2007-1 |
|
|
|
|
|
|
|
|
6.150%, 08/01/2022 |
|
|
83 |
|
|
|
84 |
|
Triton Container International |
|
|
|
|
|
|
|
|
2.050%, 04/15/2026 (A) |
|
|
3,535 |
|
|
|
3,414 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
2,100 |
|
|
|
2,532 |
|
TTX MTN |
|
|
|
|
|
|
|
|
3.600%, 01/15/2025 (A) |
|
|
5,563 |
|
|
|
5,782 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.500%, 02/14/2053 |
|
|
2,645 |
|
|
|
2,655 |
|
3.375%, 02/14/2042 |
|
|
1,185 |
|
|
|
1,183 |
|
2.950%, 03/10/2052 |
|
|
8,931 |
|
|
|
8,130 |
|
2.375%, 05/20/2031 |
|
|
3,745 |
|
|
|
3,631 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
$ |
1,365 |
|
|
$ |
1,386 |
|
United Airlines Pass-Through Trust, Ser 2012-1, Cl A |
|
|
|
|
|
|
|
|
4.150%, 04/11/2024 |
|
|
2,315 |
|
|
|
2,361 |
|
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
4.150%, 08/25/2031 |
|
|
1,526 |
|
|
|
1,633 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.300%, 04/01/2050 |
|
|
3,026 |
|
|
|
4,063 |
|
Verisk Analytics |
|
|
|
|
|
|
|
|
3.625%, 05/15/2050 |
|
|
2,930 |
|
|
|
2,832 |
|
WW Grainger |
|
|
|
|
|
|
|
|
4.600%, 06/15/2045 |
|
|
419 |
|
|
|
485 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
331,493 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 7.4% |
|
|
|
|
Adobe |
|
|
|
|
|
|
|
|
1.700%, 02/01/2023 |
|
|
13,670 |
|
|
|
13,720 |
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
1,918 |
|
|
|
1,752 |
|
2.100%, 10/01/2031 |
|
|
1,400 |
|
|
|
1,338 |
|
1.700%, 10/01/2028 |
|
|
5,205 |
|
|
|
4,970 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
6,435 |
|
|
|
7,808 |
|
4.500%, 02/23/2036 |
|
|
2,660 |
|
|
|
3,127 |
|
4.375%, 05/13/2045 |
|
|
515 |
|
|
|
589 |
|
3.850%, 08/04/2046 |
|
|
7,470 |
|
|
|
7,963 |
|
3.350%, 02/09/2027 |
|
|
4,255 |
|
|
|
4,477 |
|
3.250%, 02/23/2026 |
|
|
19,945 |
|
|
|
20,822 |
|
3.000%, 02/09/2024 |
|
|
4,245 |
|
|
|
4,347 |
|
2.850%, 05/11/2024 |
|
|
1,055 |
|
|
|
1,078 |
|
2.850%, 08/05/2061 |
|
|
2,000 |
|
|
|
1,777 |
|
2.650%, 05/11/2050 |
|
|
3,755 |
|
|
|
3,332 |
|
2.375%, 02/08/2041 |
|
|
2,275 |
|
|
|
2,026 |
|
1.650%, 02/08/2031 |
|
|
4,730 |
|
|
|
4,395 |
|
Applied Materials |
|
|
|
|
|
|
|
|
3.900%, 10/01/2025 |
|
|
3,155 |
|
|
|
3,335 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
2,007 |
|
|
|
2,652 |
|
2.200%, 09/20/2023 |
|
|
4,525 |
|
|
|
4,558 |
|
Corning |
|
|
|
|
|
|
|
|
7.250%, 08/15/2036 |
|
|
1,844 |
|
|
|
2,174 |
|
Genpact Luxembourg Sarl |
|
|
|
|
|
|
|
|
3.700%, 04/01/2022 |
|
|
3,310 |
|
|
|
3,312 |
|
3.375%, 12/01/2024 |
|
|
5,226 |
|
|
|
5,366 |
|
Intel |
|
|
|
|
|
|
|
|
4.950%, 03/25/2060 |
|
|
1,052 |
|
|
|
1,291 |
|
4.000%, 12/15/2032 |
|
|
4,300 |
|
|
|
4,716 |
|
3.200%, 08/12/2061 |
|
|
888 |
|
|
|
784 |
|
2.875%, 05/11/2024 |
|
|
5,830 |
|
|
|
5,966 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
International Business Machines |
|
|
|
|
|
|
|
|
4.150%, 05/15/2039 |
|
$ |
2,325 |
|
|
$ |
2,481 |
|
3.300%, 05/15/2026 |
|
|
1,805 |
|
|
|
1,878 |
|
2.200%, 02/09/2027 |
|
|
2,700 |
|
|
|
2,679 |
|
Intuit |
|
|
|
|
|
|
|
|
1.350%, 07/15/2027 |
|
|
2,989 |
|
|
|
2,828 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
3,255 |
|
|
|
3,538 |
|
3.300%, 03/26/2027 |
|
|
2,855 |
|
|
|
2,999 |
|
2.950%, 06/01/2029 |
|
|
2,420 |
|
|
|
2,486 |
|
Microsoft |
|
|
|
|
|
|
|
|
4.100%, 02/06/2037 |
|
|
3,548 |
|
|
|
4,045 |
|
3.700%, 08/08/2046 |
|
|
6,874 |
|
|
|
7,434 |
|
3.500%, 02/12/2035 |
|
|
1,290 |
|
|
|
1,389 |
|
3.450%, 08/08/2036 |
|
|
130 |
|
|
|
139 |
|
3.041%, 03/17/2062 |
|
|
1,100 |
|
|
|
1,050 |
|
2.921%, 03/17/2052 |
|
|
4,307 |
|
|
|
4,112 |
|
2.875%, 02/06/2024 |
|
|
2,060 |
|
|
|
2,109 |
|
2.675%, 06/01/2060 |
|
|
1,078 |
|
|
|
950 |
|
2.525%, 06/01/2050 |
|
|
7,800 |
|
|
|
6,921 |
|
2.400%, 08/08/2026 |
|
|
12,085 |
|
|
|
12,270 |
|
NXP BV / NXP Funding LLC |
|
|
|
|
|
|
|
|
4.875%, 03/01/2024 (A) |
|
|
3,252 |
|
|
|
3,409 |
|
Oracle |
|
|
|
|
|
|
|
|
4.375%, 05/15/2055 |
|
|
680 |
|
|
|
645 |
|
4.000%, 07/15/2046 |
|
|
6,860 |
|
|
|
6,305 |
|
3.800%, 11/15/2037 |
|
|
2,190 |
|
|
|
2,081 |
|
3.600%, 04/01/2040 |
|
|
9,370 |
|
|
|
8,487 |
|
3.600%, 04/01/2050 |
|
|
500 |
|
|
|
435 |
|
2.950%, 05/15/2025 |
|
|
2,160 |
|
|
|
2,176 |
|
2.950%, 04/01/2030 |
|
|
9,310 |
|
|
|
8,999 |
|
2.500%, 05/15/2022 |
|
|
4,700 |
|
|
|
4,705 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
4.300%, 05/20/2047 |
|
|
3,216 |
|
|
|
3,632 |
|
1.300%, 05/20/2028 |
|
|
5,677 |
|
|
|
5,264 |
|
salesforce.com |
|
|
|
|
|
|
|
|
1.500%, 07/15/2028 |
|
|
23,395 |
|
|
|
22,058 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
4.150%, 05/15/2048 |
|
|
3,754 |
|
|
|
4,260 |
|
3.875%, 03/15/2039 |
|
|
200 |
|
|
|
218 |
|
2.250%, 09/04/2029 |
|
|
8,645 |
|
|
|
8,532 |
|
1.375%, 03/12/2025 |
|
|
4,015 |
|
|
|
3,946 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
2.500%, 10/25/2031 |
|
|
1,565 |
|
|
|
1,489 |
|
1.750%, 10/25/2026 |
|
|
3,120 |
|
|
|
3,023 |
|
Visa |
|
|
|
|
|
|
|
|
4.150%, 12/14/2035 |
|
|
1,125 |
|
|
|
1,266 |
|
2.700%, 04/15/2040 |
|
|
750 |
|
|
|
705 |
|
2.000%, 08/15/2050 |
|
|
3,610 |
|
|
|
2,868 |
|
Vontier |
|
|
|
|
|
|
|
|
2.950%, 04/01/2031 |
|
|
9,760 |
|
|
|
8,846 |
|
1.800%, 04/01/2026 |
|
|
2,300 |
|
|
|
2,144 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wipro IT Services LLC |
|
|
|
|
|
|
|
|
1.500%, 06/23/2026 (A) |
|
$ |
4,937 |
|
|
$ |
4,678 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
287,154 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.5% |
|
|
|
|
Air Products and Chemicals |
|
|
|
|
|
|
|
|
1.850%, 05/15/2027 |
|
|
3,190 |
|
|
|
3,132 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
6.420%, 03/01/2026 |
|
|
1,590 |
|
|
|
1,839 |
|
5.000%, 09/30/2043 |
|
|
1,400 |
|
|
|
1,689 |
|
Ecolab |
|
|
|
|
|
|
|
|
4.800%, 03/24/2030 |
|
|
892 |
|
|
|
1,021 |
|
1.650%, 02/01/2027 |
|
|
13,780 |
|
|
|
13,396 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.250%, 09/01/2029 |
|
|
4,974 |
|
|
|
5,192 |
|
4.625%, 08/01/2030 |
|
|
1,615 |
|
|
|
1,667 |
|
4.250%, 03/01/2030 |
|
|
805 |
|
|
|
813 |
|
Huntsman International LLC |
|
|
|
|
|
|
|
|
2.950%, 06/15/2031 |
|
|
2,975 |
|
|
|
2,843 |
|
Linde |
|
|
|
|
|
|
|
|
3.200%, 01/30/2026 |
|
|
2,315 |
|
|
|
2,405 |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
4.250%, 07/17/2042 (A) |
|
|
2,100 |
|
|
|
2,053 |
|
Newcrest Finance Pty |
|
|
|
|
|
|
|
|
3.250%, 05/13/2030 (A) |
|
|
2,440 |
|
|
|
2,441 |
|
PPG Industries |
|
|
|
|
|
|
|
|
1.200%, 03/15/2026 |
|
|
3,460 |
|
|
|
3,303 |
|
Rio Tinto Finance USA |
|
|
|
|
|
|
|
|
5.200%, 11/02/2040 |
|
|
1,185 |
|
|
|
1,443 |
|
2.750%, 11/02/2051 |
|
|
4,000 |
|
|
|
3,515 |
|
Sealed Air |
|
|
|
|
|
|
|
|
1.573%, 10/15/2026 (A) |
|
|
1,950 |
|
|
|
1,836 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.875%, 11/10/2039 |
|
|
1,885 |
|
|
|
2,332 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,920 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.9% |
|
|
|
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
3.350%, 05/15/2027 |
|
|
2,980 |
|
|
|
3,096 |
|
Boston Properties |
|
|
|
|
|
|
|
|
4.500%, 12/01/2028 |
|
|
2,630 |
|
|
|
2,872 |
|
Crown Castle Towers LLC |
|
|
|
|
|
|
|
|
3.663%, 05/15/2025 (A) |
|
|
3,940 |
|
|
|
4,024 |
|
Essential Properties |
|
|
|
|
|
|
|
|
2.950%, 07/15/2031 |
|
|
3,050 |
|
|
|
2,800 |
|
Federal Realty Investment Trust |
|
|
|
|
|
|
|
|
1.250%, 02/15/2026 |
|
|
5,026 |
|
|
|
4,806 |
|
Mid-America Apartments |
|
|
|
|
|
|
|
|
2.875%, 09/15/2051 |
|
|
7,830 |
|
|
|
6,915 |
|
Newmark Group |
|
|
|
|
|
|
|
|
6.125%, 11/15/2023 |
|
|
3,140 |
|
|
|
3,276 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Realty Income |
|
|
|
|
|
|
|
|
1.800%, 03/15/2033 |
|
$ |
2,570 |
|
|
$ |
2,246 |
|
Regency Centers |
|
|
|
|
|
|
|
|
4.650%, 03/15/2049 |
|
|
290 |
|
|
|
324 |
|
4.400%, 02/01/2047 |
|
|
1,620 |
|
|
|
1,720 |
|
Sabra Health Care |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
4,275 |
|
|
|
4,286 |
|
3.200%, 12/01/2031 |
|
|
3,025 |
|
|
|
2,813 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
470 |
|
|
|
644 |
|
4.250%, 11/30/2046 |
|
|
2,169 |
|
|
|
2,348 |
|
3.800%, 07/15/2050 |
|
|
3,600 |
|
|
|
3,633 |
|
3.375%, 10/01/2024 |
|
|
5,488 |
|
|
|
5,646 |
|
2.450%, 09/13/2029 |
|
|
5,076 |
|
|
|
4,903 |
|
Sun Communities Operating LP |
|
|
|
|
|
|
|
|
2.300%, 11/01/2028 |
|
|
7,870 |
|
|
|
7,434 |
|
Vornado Realty |
|
|
|
|
|
|
|
|
3.500%, 01/15/2025 |
|
|
3,895 |
|
|
|
4,001 |
|
Welltower |
|
|
|
|
|
|
|
|
4.950%, 09/01/2048 |
|
|
2,632 |
|
|
|
3,123 |
|
WP Carey |
|
|
|
|
|
|
|
|
4.600%, 04/01/2024 |
|
|
2,670 |
|
|
|
2,786 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
73,696 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 8.2% |
|
|
|
|
AEP Texas |
|
|
|
|
|
|
|
|
3.450%, 01/15/2050 |
|
|
2,695 |
|
|
|
2,495 |
|
Alabama Power |
|
|
|
|
|
|
|
|
3.850%, 12/01/2042 |
|
|
600 |
|
|
|
607 |
|
3.700%, 12/01/2047 |
|
|
2,800 |
|
|
|
2,838 |
|
1.450%, 09/15/2030 |
|
|
3,416 |
|
|
|
3,061 |
|
Ameren Illinois |
|
|
|
|
|
|
|
|
4.500%, 03/15/2049 |
|
|
7,670 |
|
|
|
8,821 |
|
2.700%, 09/01/2022 |
|
|
2,000 |
|
|
|
2,008 |
|
Atmos Energy |
|
|
|
|
|
|
|
|
4.125%, 03/15/2049 |
|
|
3,950 |
|
|
|
4,283 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
2.250%, 06/15/2031 |
|
|
4,625 |
|
|
|
4,394 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
6.125%, 04/01/2036 |
|
|
1,472 |
|
|
|
1,864 |
|
4.450%, 01/15/2049 |
|
|
140 |
|
|
|
155 |
|
3.800%, 07/15/2048 |
|
|
1,065 |
|
|
|
1,071 |
|
3.250%, 04/15/2028 |
|
|
1,720 |
|
|
|
1,788 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
4.500%, 04/01/2044 |
|
|
2,215 |
|
|
|
2,525 |
|
3.000%, 03/01/2032 |
|
|
1,620 |
|
|
|
1,643 |
|
2.900%, 07/01/2050 |
|
|
745 |
|
|
|
660 |
|
Cleco Corporate Holdings LLC |
|
|
|
|
|
|
|
|
3.375%, 09/15/2029 |
|
|
1,810 |
|
|
|
1,785 |
|
CMS Energy |
|
|
|
|
|
|
|
|
3.000%, 05/15/2026 |
|
|
7,285 |
|
|
|
7,371 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Commonwealth Edison |
|
|
|
|
|
|
|
|
4.700%, 01/15/2044 |
|
$ |
2,000 |
|
|
$ |
2,299 |
|
4.000%, 03/01/2048 |
|
|
4,060 |
|
|
|
4,331 |
|
3.200%, 11/15/2049 |
|
|
1,585 |
|
|
|
1,493 |
|
3.000%, 03/01/2050 |
|
|
1,890 |
|
|
|
1,720 |
|
2.550%, 06/15/2026 |
|
|
4,665 |
|
|
|
4,712 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
3.875%, 06/15/2047 |
|
|
3,000 |
|
|
|
2,995 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
3.500%, 08/01/2051 |
|
|
560 |
|
|
|
560 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.375%, 04/01/2030 |
|
|
605 |
|
|
|
616 |
|
Dominion Energy South Carolina |
|
|
|
|
|
|
|
|
4.600%, 06/15/2043 |
|
|
1,000 |
|
|
|
1,117 |
|
DTE Electric |
|
|
|
|
|
|
|
|
3.375%, 03/01/2025 |
|
|
2,289 |
|
|
|
2,361 |
|
DTE Energy |
|
|
|
|
|
|
|
|
2.529%, 10/01/2024 |
|
|
3,695 |
|
|
|
3,711 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
5.300%, 02/15/2040 |
|
|
1,700 |
|
|
|
2,059 |
|
3.875%, 03/15/2046 |
|
|
5,500 |
|
|
|
5,671 |
|
2.550%, 04/15/2031 |
|
|
2,855 |
|
|
|
2,786 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.350%, 08/15/2038 |
|
|
255 |
|
|
|
330 |
|
4.900%, 07/15/2043 |
|
|
260 |
|
|
|
296 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
2.125%, 06/01/2030 |
|
|
1,325 |
|
|
|
1,248 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.200%, 08/15/2045 |
|
|
2,580 |
|
|
|
2,748 |
|
4.100%, 05/15/2042 |
|
|
1,081 |
|
|
|
1,131 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
3.000%, 06/15/2050 (A) |
|
|
1,115 |
|
|
|
983 |
|
2.000%, 06/15/2030 (A) |
|
|
2,370 |
|
|
|
2,178 |
|
1.300%, 06/15/2025 (A) |
|
|
2,700 |
|
|
|
2,607 |
|
Eastern Energy Gas Holdings LLC |
|
|
|
|
|
|
|
|
2.500%, 11/15/2024 |
|
|
2,410 |
|
|
|
2,412 |
|
Entergy |
|
|
|
|
|
|
|
|
2.400%, 06/15/2031 |
|
|
4,865 |
|
|
|
4,500 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
3.350%, 06/15/2052 |
|
|
3,885 |
|
|
|
3,678 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
4.200%, 09/01/2048 |
|
|
4,715 |
|
|
|
5,137 |
|
0.950%, 10/01/2024 |
|
|
10,785 |
|
|
|
10,468 |
|
Entergy Mississippi LLC |
|
|
|
|
|
|
|
|
2.850%, 06/01/2028 |
|
|
4,095 |
|
|
|
4,100 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
3.550%, 09/30/2049 |
|
|
2,095 |
|
|
|
2,010 |
|
Essential Utilities |
|
|
|
|
|
|
|
|
4.276%, 05/01/2049 |
|
|
1,375 |
|
|
|
1,458 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
3.800%, 12/01/2023 |
|
|
2,905 |
|
|
|
2,986 |
|
2.900%, 10/01/2024 |
|
|
3,908 |
|
|
|
3,962 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
$ |
155 |
|
|
$ |
203 |
|
5.690%, 03/01/2040 |
|
|
4,657 |
|
|
|
5,988 |
|
4.125%, 02/01/2042 |
|
|
3,785 |
|
|
|
4,116 |
|
2.850%, 04/01/2025 |
|
|
2,515 |
|
|
|
2,568 |
|
2.450%, 02/03/2032 |
|
|
19,885 |
|
|
|
19,311 |
|
Georgia Power |
|
|
|
|
|
|
|
|
4.300%, 03/15/2043 |
|
|
4,305 |
|
|
|
4,458 |
|
3.700%, 01/30/2050 |
|
|
5,360 |
|
|
|
5,106 |
|
Idaho Power |
|
|
|
|
|
|
|
|
4.200%, 03/01/2048 |
|
|
2,585 |
|
|
|
2,873 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
4.250%, 08/15/2048 |
|
|
585 |
|
|
|
626 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
4.050%, 05/01/2046 (A) |
|
|
65 |
|
|
|
70 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
2.750%, 03/01/2032 (A) |
|
|
3,955 |
|
|
|
3,806 |
|
Korea Gas MTN |
|
|
|
|
|
|
|
|
2.750%, 07/20/2022 (A) |
|
|
4,490 |
|
|
|
4,510 |
|
Massachusetts Electric |
|
|
|
|
|
|
|
|
1.729%, 11/24/2030 (A) |
|
|
1,300 |
|
|
|
1,164 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
3.150%, 04/15/2050 |
|
|
2,700 |
|
|
|
2,545 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
1.900%, 06/15/2028 |
|
|
6,380 |
|
|
|
6,064 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
4.278%, 10/01/2034 (A) |
|
|
1,959 |
|
|
|
2,111 |
|
Northern States Power |
|
|
|
|
|
|
|
|
7.125%, 07/01/2025 |
|
|
3,220 |
|
|
|
3,708 |
|
6.250%, 06/01/2036 |
|
|
600 |
|
|
|
789 |
|
2.250%, 04/01/2031 |
|
|
2,830 |
|
|
|
2,705 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.250%, 05/15/2029 |
|
|
2,684 |
|
|
|
2,749 |
|
3.100%, 06/01/2051 |
|
|
870 |
|
|
|
811 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.375%, 11/01/2040 |
|
|
1,710 |
|
|
|
2,000 |
|
4.250%, 04/01/2046 |
|
|
1,280 |
|
|
|
1,270 |
|
4.200%, 12/01/2042 |
|
|
190 |
|
|
|
189 |
|
Ohio Power |
|
|
|
|
|
|
|
|
2.600%, 04/01/2030 |
|
|
3,565 |
|
|
|
3,478 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
7.500%, 09/01/2038 |
|
|
120 |
|
|
|
176 |
|
5.350%, 10/01/2052 |
|
|
2,154 |
|
|
|
2,823 |
|
5.300%, 06/01/2042 |
|
|
1,281 |
|
|
|
1,574 |
|
3.750%, 04/01/2045 |
|
|
3,830 |
|
|
|
3,910 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
4.200%, 06/01/2041 |
|
|
2,340 |
|
|
|
2,122 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.250%, 10/15/2037 |
|
|
2,375 |
|
|
|
3,064 |
|
6.000%, 01/15/2039 |
|
|
4,485 |
|
|
|
5,683 |
|
2.950%, 06/01/2023 |
|
|
4,940 |
|
|
|
5,012 |
|
2.900%, 06/15/2052 |
|
|
7,960 |
|
|
|
6,995 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PECO Energy |
|
|
|
|
|
|
|
|
2.850%, 09/15/2051 |
|
$ |
3,000 |
|
|
$ |
2,681 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
2,400 |
|
|
|
2,612 |
|
3.950%, 06/01/2047 |
|
|
1,802 |
|
|
|
1,913 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
4.050%, 05/01/2048 |
|
|
2,792 |
|
|
|
2,983 |
|
3.700%, 05/01/2028 |
|
|
1,180 |
|
|
|
1,246 |
|
3.250%, 09/01/2023 |
|
|
1,450 |
|
|
|
1,486 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.250%, 09/01/2037 |
|
|
220 |
|
|
|
297 |
|
3.200%, 03/01/2050 |
|
|
1,760 |
|
|
|
1,637 |
|
Public Service of New Hampshire |
|
|
|
|
|
|
|
|
3.600%, 07/01/2049 |
|
|
3,895 |
|
|
|
3,911 |
|
2.200%, 06/15/2031 |
|
|
5,585 |
|
|
|
5,248 |
|
Public Service of Oklahoma |
|
|
|
|
|
|
|
|
6.625%, 11/15/2037 |
|
|
960 |
|
|
|
1,249 |
|
Puget Energy |
|
|
|
|
|
|
|
|
2.379%, 06/15/2028 |
|
|
3,960 |
|
|
|
3,765 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
4.500%, 08/15/2040 |
|
|
2,025 |
|
|
|
2,274 |
|
3.600%, 09/01/2023 |
|
|
1,224 |
|
|
|
1,249 |
|
3.320%, 04/15/2050 |
|
|
445 |
|
|
|
420 |
|
Sempra Energy |
|
|
|
|
|
|
|
|
4.000%, 02/01/2048 |
|
|
405 |
|
|
|
407 |
|
3.800%, 02/01/2038 |
|
|
1,290 |
|
|
|
1,305 |
|
Southern |
|
|
|
|
|
|
|
|
0.420%, U.S. SOFR + 0.370%, 05/10/2023 (C) |
|
|
5,495 |
|
|
|
5,490 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
2.850%, 08/01/2029 |
|
|
2,850 |
|
|
|
2,805 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 |
|
|
1,165 |
|
|
|
1,275 |
|
3.750%, 09/15/2042 |
|
|
200 |
|
|
|
199 |
|
2.550%, 02/01/2030 |
|
|
4,835 |
|
|
|
4,705 |
|
Union Electric |
|
|
|
|
|
|
|
|
4.000%, 04/01/2048 |
|
|
1,160 |
|
|
|
1,246 |
|
3.900%, 09/15/2042 |
|
|
90 |
|
|
|
94 |
|
Virginia Electric & Power |
|
|
|
|
|
|
|
|
3.150%, 01/15/2026 |
|
|
3,000 |
|
|
|
3,086 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
6.350%, 11/30/2037 |
|
|
1,810 |
|
|
|
2,409 |
|
2.950%, 11/15/2051 |
|
|
6,040 |
|
|
|
5,452 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
2,300 |
|
|
|
2,193 |
|
Wisconsin Power & Light |
|
|
|
|
|
|
|
|
6.375%, 08/15/2037 |
|
|
50 |
|
|
|
66 |
|
3.650%, 04/01/2050 |
|
|
40 |
|
|
|
41 |
|
3.050%, 10/15/2027 |
|
|
2,570 |
|
|
|
2,619 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wisconsin Public Service |
|
|
|
|
|
|
|
|
3.300%, 09/01/2049 |
|
$ |
2,475 |
|
|
$ |
2,352 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
319,324 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $3,378,710) ($ Thousands) |
|
|
|
|
|
|
3,318,602 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 8.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
0.412%, 10/06/2022 (E) |
|
|
10,798 |
|
|
|
10,752 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
2.375%, 02/15/2042 |
|
|
28,720 |
|
|
|
29,326 |
|
2.000%, 11/15/2041 |
|
|
350 |
|
|
|
335 |
|
2.000%, 08/15/2051 |
|
|
17,213 |
|
|
|
16,511 |
|
1.875%, 11/15/2051 |
|
|
57,400 |
|
|
|
53,552 |
|
1.750%, 08/15/2041 |
|
|
6,699 |
|
|
|
6,140 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
1.875%, 02/28/2027 |
|
|
12,080 |
|
|
|
12,160 |
|
1.875%, 02/28/2029 |
|
|
13,425 |
|
|
|
13,471 |
|
1.875%, 02/15/2032 |
|
|
19,030 |
|
|
|
19,101 |
|
1.750%, 01/31/2029 |
|
|
4,540 |
|
|
|
4,517 |
|
1.500%, 02/29/2024 |
|
|
13,633 |
|
|
|
13,644 |
|
1.500%, 02/15/2025 |
|
|
39,620 |
|
|
|
39,462 |
|
1.500%, 01/31/2027 |
|
|
53,005 |
|
|
|
52,380 |
|
1.375%, 12/31/2028 |
|
|
21,005 |
|
|
|
20,395 |
|
1.125%, 01/15/2025 |
|
|
17,465 |
|
|
|
17,218 |
|
0.875%, 01/31/2024 |
|
|
24,840 |
|
|
|
24,571 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $332,003) ($ Thousands) |
|
|
333,535 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 2.8% |
California — 0.8% |
|
|
|
|
Bay Area, Toll Authority, RB |
|
|
|
|
|
|
|
|
2.574%, 04/01/2031 |
|
|
3,300 |
|
|
|
3,336 |
|
2.425%, 04/01/2026 |
|
|
1,400 |
|
|
|
1,423 |
|
California State University, Ser D, RB |
|
|
|
|
|
|
|
|
1.490%, 11/01/2028 |
|
|
2,580 |
|
|
|
2,433 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.600%, 11/01/2040 |
|
|
585 |
|
|
|
936 |
|
7.550%, 04/01/2039 |
|
|
2,305 |
|
|
|
3,625 |
|
7.500%, 04/01/2034 |
|
|
5,125 |
|
|
|
7,484 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
1.679%, 06/01/2028 |
|
|
4,975 |
|
|
|
4,784 |
|
East Bay, Municipal Utility District Water System Revenue, RB |
|
|
|
|
|
|
|
|
5.874%, 06/01/2040 |
|
|
300 |
|
|
|
414 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Los Angeles, Community College District, GO |
|
|
|
|
|
|
|
|
1.606%, 08/01/2028 |
|
$ |
4,780 |
|
|
$ |
4,603 |
|
Los Angeles, Unified School District, Build America Project, Ser RY, GO |
|
|
|
|
|
|
|
|
6.758%, 07/01/2034 |
|
|
1,120 |
|
|
|
1,507 |
|
Riverside County, Pension Obligation, RB |
|
|
|
|
|
|
|
|
3.818%, 02/15/2038 |
|
|
1,300 |
|
|
|
1,395 |
|
University of California Regents, Ser H, RB |
|
|
|
|
|
|
|
|
6.548%, 05/15/2048 |
|
|
120 |
|
|
|
177 |
|
University of California, RB |
|
|
|
|
|
|
|
|
5.770%, 05/15/2043 |
|
|
1,375 |
|
|
|
1,799 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,916 |
|
| |
|
|
|
|
|
|
|
|
Colorado — 0.1% |
|
|
|
|
City & County of Denver's Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
2.037%, 11/15/2028 |
|
|
4,000 |
|
|
|
3,886 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Florida — 0.0% |
|
|
|
|
Florida State, Board of Administration Finance, Ser A, RB |
|
|
|
|
|
|
|
|
1.705%, 07/01/2027 |
|
|
1,383 |
|
|
|
1,345 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.2% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
2,819 |
|
|
|
3,961 |
|
6.637%, 04/01/2057 |
|
|
2,445 |
|
|
|
3,508 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,469 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.1% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
2,580 |
|
|
|
3,416 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Kansas — 0.0% |
|
|
|
|
Kansas State, Development Finance Authority, Ser H, RB |
|
|
|
|
|
|
|
|
4.727%, 04/15/2037 |
|
|
1,455 |
|
|
|
1,721 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.2% |
|
|
|
|
Massachusetts State, Build America Project, GO |
|
|
|
|
|
|
|
|
4.910%, 05/01/2029 |
|
|
100 |
|
|
|
116 |
|
Massachusetts State, Build America Project, RB |
|
|
|
|
|
|
|
|
5.731%, 06/01/2040 |
|
|
80 |
|
|
|
107 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Massachusetts State, Educational Financing Authority, Ser A, RB |
|
|
|
|
|
|
|
|
2.925%, 07/01/2028 |
|
$ |
2,550 |
|
|
$ |
2,607 |
|
1.638%, 07/01/2026 |
|
|
2,125 |
|
|
|
2,065 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,895 |
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.2% |
|
|
|
|
Michigan State, Finance Authority, RB |
|
|
|
|
|
|
|
|
3.084%, 12/01/2034 |
|
|
1,685 |
|
|
|
1,742 |
|
Michigan State, Finance Authority, RB |
|
|
|
|
|
|
|
|
Callable 03/01/2026 @ 100 |
|
|
|
|
|
|
|
|
2.671%, 09/01/2049 (C) |
|
|
4,600 |
|
|
|
4,747 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,489 |
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.2% |
|
|
|
|
New Jersey State, Transportation Trust Fund Authority, Ser C, RB |
|
|
|
|
|
|
|
|
5.754%, 12/15/2028 |
|
|
2,300 |
|
|
|
2,629 |
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.102%, 01/01/2041 |
|
|
2,500 |
|
|
|
3,768 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,397 |
|
| |
|
|
|
|
|
|
|
|
New York — 0.7% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.926%, 10/01/2051 |
|
|
165 |
|
|
|
209 |
|
4.458%, 10/01/2062 |
|
|
205 |
|
|
|
246 |
|
New York & New Jersey, Port Authority, Ser 181, RB |
|
|
|
|
|
|
|
|
4.960%, 08/01/2046 |
|
|
1,315 |
|
|
|
1,628 |
|
New York & New Jersey, Port Authority, Ser AAA, RB |
|
|
|
|
|
|
|
|
1.086%, 07/01/2023 |
|
|
2,225 |
|
|
|
2,217 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB |
|
|
|
|
|
|
|
|
3.480%, 08/01/2026 |
|
|
2,100 |
|
|
|
2,224 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB |
|
|
|
|
|
|
|
|
5.767%, 08/01/2036 |
|
|
490 |
|
|
|
591 |
|
New York State, Dormitory Authority, Ser F, RB |
|
|
|
|
|
|
|
|
3.110%, 02/15/2039 |
|
|
2,435 |
|
|
|
2,470 |
|
New York State, Thruway Authority, Ser M, RB |
|
|
|
|
|
|
|
|
2.900%, 01/01/2035 |
|
|
4,150 |
|
|
|
4,177 |
|
New York State, Urban Development, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
8,225 |
|
|
|
9,774 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,536 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Oregon — 0.1% |
|
|
|
|
Oregon State, School Boards Association, Ser B, GO, NATL |
|
|
|
|
|
|
|
|
5.550%, 06/30/2028 |
|
$ |
4,000 |
|
|
$ |
4,570 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Pennsylvania — 0.1% |
|
|
|
|
Pennsylvania, Economic Development Financing Authority, RB |
|
|
|
|
|
|
|
|
2.152%, 06/15/2029 |
|
|
5,465 |
|
|
|
5,353 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.1% |
|
|
|
|
City of Houston, Airport System Revenue, Sub-Ser C, RB |
|
|
|
|
|
|
|
|
2.085%, 07/01/2028 |
|
|
2,320 |
|
|
|
2,264 |
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
555 |
|
|
|
701 |
|
North Texas, Tollway Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
845 |
|
|
|
1,320 |
|
Texas State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.517%, 04/01/2039 |
|
|
565 |
|
|
|
764 |
|
Texas State, Dallas Area, Rapid Transit, RB |
|
|
|
|
|
|
|
|
1.147%, 12/01/2026 |
|
|
1,200 |
|
|
|
1,153 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,202 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $106,511) ($ Thousands) |
|
|
|
|
|
|
109,195 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 1.0% |
| |
|
|
|
|
|
|
|
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 01/25/2050 |
|
|
1,590 |
|
|
|
1,446 |
|
3.500%, 04/15/2053 |
|
|
4,705 |
|
|
|
4,198 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 02/22/2042 |
|
|
2,790 |
|
|
|
2,175 |
|
3.250%, 04/22/2032 |
|
|
4,010 |
|
|
|
3,354 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
European Investment Bank |
|
|
|
|
|
|
|
|
2.250%, 03/15/2022 |
|
$ |
4,055 |
|
|
$ |
4,058 |
|
1.375%, 09/06/2022 |
|
|
2,790 |
|
|
|
2,798 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/03/2050 |
|
|
1,190 |
|
|
|
1,264 |
|
Japan Bank for International Cooperation |
|
|
|
|
|
|
|
|
1.750%, 01/23/2023 |
|
|
7,830 |
|
|
|
7,870 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
2.659%, 05/24/2031 |
|
|
2,595 |
|
|
|
2,383 |
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
6.350%, 01/30/2026 |
|
|
270 |
|
|
|
311 |
|
2.500%, 04/09/2024 |
|
|
8,465 |
|
|
|
8,636 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $40,270) ($ Thousands) |
|
|
38,493 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
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) |
|
|
65 |
|
|
|
65 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Security |
|
|
|
|
|
|
|
|
(Cost $64) ($ Thousands) |
|
|
|
|
|
|
65 |
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 2.3% |
SEI Daily Income Trust, Government Fund, Cl F |
|
|
|
|
|
|
|
|
0.010%**† |
|
|
89,606,446 |
|
|
|
89,606 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $89,606) ($ Thousands) |
|
|
|
|
|
|
89,606 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.7% |
|
|
|
|
|
|
|
|
(Cost $3,947,164) ($ Thousands) |
|
$ |
3,889,496 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
The open futures contracts held by the Fund at February 28, 2022 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 |
|
|
(77 |
) |
|
|
Jun-2022 |
|
|
$ |
(10,732 |
) |
|
$ |
(10,882 |
) |
|
$ |
(150 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $3,864,339 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 28, 2022. |
† |
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 February 28, 2022, the value of these securities amounted to $679,497 ($ Thousands), representing 17.6% of the Net Assets of the Fund. |
(B) |
Zero coupon security. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Perpetual security with no stated maturity date. |
(E) |
Interest rate represents the security's effective yield at the time of purchase. |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Intermediate Duration Credit Fund (Concluded)
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 |
SOFR — Secured Overnight Financing Rate |
USD — U.S. Dollar |
The following is a list of the level of inputs used as of February 28, 2022 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
3,318,602 |
|
|
|
– |
|
|
|
3,318,602 |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
333,535 |
|
|
|
– |
|
|
|
333,535 |
|
Municipal Bonds |
|
|
– |
|
|
|
109,195 |
|
|
|
– |
|
|
|
109,195 |
|
Sovereign Debt |
|
|
– |
|
|
|
38,493 |
|
|
|
– |
|
|
|
38,493 |
|
Asset-Backed Security |
|
|
– |
|
|
|
65 |
|
|
|
– |
|
|
|
65 |
|
Cash Equivalent |
|
|
89,606 |
|
|
|
– |
|
|
|
– |
|
|
|
89,606 |
|
Total Investments in Securities |
|
|
89,606 |
|
|
|
3,799,890 |
|
|
|
– |
|
|
|
3,889,496 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(150 |
) |
|
|
– |
|
|
|
– |
|
|
|
(150 |
) |
Total Other Financial Instruments |
|
|
(150 |
) |
|
|
– |
|
|
|
– |
|
|
|
(150 |
) |
|
*
|
Futures contracts are valued at the unrealized depreciation on the instrument.
|
For the period ended February 28, 2022, 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 February 28, 2022 ($ Thousands):
Security Description |
|
Value
5/31/2021 |
|
|
Purchases
at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 2/28/2028 |
|
|
Shares |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Cl F |
|
$ |
69,308 |
|
|
$ |
1,558,329 |
|
|
$ |
(1,538,031 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
89,606 |
|
|
|
89,606,446 |
|
|
$ |
6 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Dynamic Asset Allocation Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 89.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.6% |
|
|
|
|
Activision Blizzard Inc |
|
|
39,300 |
|
|
$ |
3,203 |
|
Alphabet Inc, Cl A * |
|
|
15,045 |
|
|
|
40,639 |
|
Alphabet Inc, Cl C * |
|
|
14,001 |
|
|
|
37,772 |
|
AT&T Inc |
|
|
355,719 |
|
|
|
8,427 |
|
Charter Communications Inc, Cl A * |
|
|
6,200 |
|
|
|
3,731 |
|
Comcast Corp, Cl A |
|
|
227,800 |
|
|
|
10,652 |
|
Discovery Inc, Cl A * |
|
|
8,300 |
|
|
|
233 |
|
Discovery Inc, Cl C * |
|
|
14,019 |
|
|
|
392 |
|
DISH Network Corp, Cl A * |
|
|
12,801 |
|
|
|
409 |
|
Electronic Arts Inc |
|
|
14,300 |
|
|
|
1,860 |
|
Fox Corp |
|
|
23,166 |
|
|
|
943 |
|
Interpublic Group of Cos Inc/The |
|
|
19,400 |
|
|
|
714 |
|
Live Nation Entertainment Inc * |
|
|
6,500 |
|
|
|
785 |
|
Lumen Technologies Inc |
|
|
43,915 |
|
|
|
455 |
|
Match Group Inc * |
|
|
14,400 |
|
|
|
1,605 |
|
Meta Platforms Inc, Cl A * |
|
|
118,000 |
|
|
|
24,902 |
|
Netflix Inc * |
|
|
22,200 |
|
|
|
8,758 |
|
News Corp |
|
|
6,400 |
|
|
|
144 |
|
News Corp, Cl A |
|
|
19,300 |
|
|
|
431 |
|
Omnicom Group Inc |
|
|
10,200 |
|
|
|
856 |
|
Paramount Global, Cl B |
|
|
29,640 |
|
|
|
907 |
|
Take-Two Interactive Software Inc * |
|
|
5,900 |
|
|
|
956 |
|
T-Mobile US Inc * |
|
|
29,565 |
|
|
|
3,643 |
|
Twitter Inc * |
|
|
39,300 |
|
|
|
1,397 |
|
Verizon Communications Inc |
|
|
206,800 |
|
|
|
11,099 |
|
Walt Disney Co/The * |
|
|
90,777 |
|
|
|
13,477 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
178,390 |
|
Consumer Discretionary — 10.6% |
|
|
|
|
Advance Auto Parts Inc |
|
|
3,200 |
|
|
|
654 |
|
Amazon.com Inc * |
|
|
21,845 |
|
|
|
67,092 |
|
Aptiv PLC * |
|
|
13,700 |
|
|
|
1,773 |
|
AutoZone Inc * |
|
|
1,069 |
|
|
|
1,992 |
|
Bath & Body Works Inc |
|
|
13,200 |
|
|
|
705 |
|
Best Buy Co Inc |
|
|
11,300 |
|
|
|
1,092 |
|
Booking Holdings Inc * |
|
|
2,000 |
|
|
|
4,345 |
|
BorgWarner Inc |
|
|
11,800 |
|
|
|
484 |
|
Caesars Entertainment Inc * |
|
|
11,000 |
|
|
|
926 |
|
CarMax Inc * |
|
|
8,000 |
|
|
|
875 |
|
Carnival Corp, Cl A * |
|
|
40,200 |
|
|
|
817 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
1,400 |
|
|
|
2,133 |
|
Darden Restaurants Inc |
|
|
6,400 |
|
|
|
929 |
|
Dollar General Corp |
|
|
11,800 |
|
|
|
2,340 |
|
Dollar Tree Inc * |
|
|
11,384 |
|
|
|
1,618 |
|
Domino's Pizza Inc |
|
|
1,800 |
|
|
|
778 |
|
DR Horton Inc |
|
|
16,500 |
|
|
|
1,409 |
|
eBay Inc |
|
|
31,700 |
|
|
|
1,731 |
|
Etsy Inc * |
|
|
6,300 |
|
|
|
976 |
|
Expedia Group Inc * |
|
|
7,400 |
|
|
|
1,451 |
|
Ford Motor Co |
|
|
197,700 |
|
|
|
3,472 |
|
Garmin Ltd |
|
|
7,800 |
|
|
|
862 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
General Motors Co * |
|
|
73,100 |
|
|
$ |
3,415 |
|
Genuine Parts Co |
|
|
7,051 |
|
|
|
861 |
|
Hasbro Inc |
|
|
6,300 |
|
|
|
611 |
|
Hilton Worldwide Holdings Inc * |
|
|
14,100 |
|
|
|
2,099 |
|
Home Depot Inc/The |
|
|
52,732 |
|
|
|
16,654 |
|
Las Vegas Sands Corp * |
|
|
17,000 |
|
|
|
729 |
|
Lennar Corp, Cl A |
|
|
13,800 |
|
|
|
1,240 |
|
LKQ Corp |
|
|
13,300 |
|
|
|
624 |
|
Lowe's Cos Inc |
|
|
34,469 |
|
|
|
7,620 |
|
Marriott International Inc/MD, Cl A * |
|
|
13,520 |
|
|
|
2,300 |
|
McDonald's Corp |
|
|
37,200 |
|
|
|
9,106 |
|
MGM Resorts International |
|
|
18,700 |
|
|
|
828 |
|
Mohawk Industries Inc * |
|
|
2,728 |
|
|
|
384 |
|
Newell Brands Inc |
|
|
17,999 |
|
|
|
428 |
|
NIKE Inc, Cl B |
|
|
63,800 |
|
|
|
8,712 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
18,900 |
|
|
|
368 |
|
NVR Inc * |
|
|
160 |
|
|
|
793 |
|
O'Reilly Automotive Inc * |
|
|
3,400 |
|
|
|
2,207 |
|
Penn National Gaming Inc * |
|
|
7,700 |
|
|
|
395 |
|
Pool Corp |
|
|
2,000 |
|
|
|
917 |
|
PulteGroup Inc |
|
|
13,100 |
|
|
|
651 |
|
PVH Corp |
|
|
3,600 |
|
|
|
352 |
|
Ralph Lauren Corp, Cl A |
|
|
2,500 |
|
|
|
330 |
|
Ross Stores Inc |
|
|
18,000 |
|
|
|
1,645 |
|
Royal Caribbean Cruises Ltd * |
|
|
11,200 |
|
|
|
904 |
|
Starbucks Corp |
|
|
58,700 |
|
|
|
5,388 |
|
Tapestry Inc |
|
|
13,500 |
|
|
|
552 |
|
Target Corp |
|
|
24,500 |
|
|
|
4,894 |
|
Tesla Inc * |
|
|
40,600 |
|
|
|
35,340 |
|
TJX Cos Inc/The |
|
|
60,500 |
|
|
|
3,999 |
|
Tractor Supply Co |
|
|
5,600 |
|
|
|
1,141 |
|
Ulta Beauty Inc * |
|
|
2,700 |
|
|
|
1,011 |
|
Under Armour Inc, Cl A * |
|
|
9,200 |
|
|
|
165 |
|
Under Armour Inc, Cl C * |
|
|
10,636 |
|
|
|
166 |
|
VF Corp |
|
|
16,224 |
|
|
|
941 |
|
Whirlpool Corp |
|
|
2,900 |
|
|
|
584 |
|
Wynn Resorts Ltd * |
|
|
5,200 |
|
|
|
450 |
|
Yum! Brands Inc |
|
|
14,800 |
|
|
|
1,814 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
219,072 |
|
Consumer Staples — 5.6% |
|
|
|
|
Altria Group Inc |
|
|
91,300 |
|
|
|
4,683 |
|
Archer-Daniels-Midland Co |
|
|
28,300 |
|
|
|
2,220 |
|
Brown-Forman Corp, Cl B |
|
|
8,925 |
|
|
|
582 |
|
Campbell Soup Co |
|
|
9,900 |
|
|
|
445 |
|
Church & Dwight Co Inc |
|
|
12,400 |
|
|
|
1,213 |
|
Clorox Co/The |
|
|
6,000 |
|
|
|
875 |
|
Coca-Cola Co/The |
|
|
194,200 |
|
|
|
12,087 |
|
Colgate-Palmolive Co |
|
|
42,500 |
|
|
|
3,270 |
|
Conagra Brands Inc |
|
|
24,000 |
|
|
|
839 |
|
Constellation Brands Inc, Cl A |
|
|
8,300 |
|
|
|
1,790 |
|
Costco Wholesale Corp |
|
|
22,100 |
|
|
|
11,475 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Estee Lauder Cos Inc/The, Cl A |
|
|
11,500 |
|
|
$ |
3,408 |
|
General Mills Inc |
|
|
30,000 |
|
|
|
2,023 |
|
Hershey Co/The |
|
|
7,400 |
|
|
|
1,497 |
|
Hormel Foods Corp |
|
|
13,600 |
|
|
|
648 |
|
J M Smucker Co/The |
|
|
5,382 |
|
|
|
725 |
|
Kellogg Co |
|
|
12,600 |
|
|
|
806 |
|
Kimberly-Clark Corp |
|
|
17,000 |
|
|
|
2,212 |
|
Kraft Heinz Co/The |
|
|
35,266 |
|
|
|
1,383 |
|
Kroger Co/The |
|
|
33,500 |
|
|
|
1,568 |
|
Lamb Weston Holdings Inc |
|
|
7,100 |
|
|
|
472 |
|
McCormick & Co Inc/MD |
|
|
12,300 |
|
|
|
1,171 |
|
Molson Coors Beverage Co, Cl B |
|
|
9,700 |
|
|
|
506 |
|
Mondelez International Inc, Cl A |
|
|
69,400 |
|
|
|
4,544 |
|
Monster Beverage Corp * |
|
|
18,520 |
|
|
|
1,563 |
|
PepsiCo Inc |
|
|
68,962 |
|
|
|
11,292 |
|
Philip Morris International Inc |
|
|
77,500 |
|
|
|
7,833 |
|
Procter & Gamble Co/The |
|
|
121,014 |
|
|
|
18,865 |
|
Sysco Corp |
|
|
25,300 |
|
|
|
2,204 |
|
Tyson Foods Inc, Cl A |
|
|
14,500 |
|
|
|
1,343 |
|
Walgreens Boots Alliance Inc |
|
|
35,300 |
|
|
|
1,627 |
|
Walmart Inc |
|
|
70,865 |
|
|
|
9,578 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
114,747 |
|
Energy — 3.3% |
|
|
|
|
APA Corp |
|
|
18,600 |
|
|
|
663 |
|
Baker Hughes Co, Cl A |
|
|
43,600 |
|
|
|
1,281 |
|
Chevron Corp |
|
|
96,382 |
|
|
|
13,879 |
|
ConocoPhillips |
|
|
65,668 |
|
|
|
6,229 |
|
Coterra Energy Inc, Cl A |
|
|
40,200 |
|
|
|
938 |
|
Devon Energy Corp |
|
|
31,900 |
|
|
|
1,900 |
|
Diamondback Energy Inc |
|
|
8,500 |
|
|
|
1,174 |
|
EOG Resources Inc |
|
|
29,500 |
|
|
|
3,390 |
|
Exxon Mobil Corp |
|
|
211,600 |
|
|
|
16,594 |
|
Halliburton Co |
|
|
44,700 |
|
|
|
1,499 |
|
Hess Corp |
|
|
13,700 |
|
|
|
1,384 |
|
Kinder Morgan Inc |
|
|
96,777 |
|
|
|
1,684 |
|
Marathon Oil Corp |
|
|
38,000 |
|
|
|
857 |
|
Marathon Petroleum Corp |
|
|
31,111 |
|
|
|
2,422 |
|
Occidental Petroleum Corp |
|
|
43,628 |
|
|
|
1,908 |
|
ONEOK Inc |
|
|
21,900 |
|
|
|
1,430 |
|
Phillips 66 |
|
|
21,700 |
|
|
|
1,828 |
|
Pioneer Natural Resources Co |
|
|
11,300 |
|
|
|
2,707 |
|
Schlumberger NV |
|
|
70,737 |
|
|
|
2,776 |
|
Valero Energy Corp |
|
|
20,100 |
|
|
|
1,679 |
|
Williams Cos Inc/The |
|
|
60,300 |
|
|
|
1,886 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
68,108 |
|
Financials — 10.3% |
|
|
|
|
Aflac Inc |
|
|
30,800 |
|
|
|
1,882 |
|
Allstate Corp/The |
|
|
14,500 |
|
|
|
1,774 |
|
American Express Co |
|
|
31,200 |
|
|
|
6,070 |
|
American International Group Inc |
|
|
41,900 |
|
|
|
2,566 |
|
Ameriprise Financial Inc |
|
|
5,500 |
|
|
|
1,649 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Aon PLC, Cl A |
|
|
11,106 |
|
|
$ |
3,244 |
|
Arthur J Gallagher & Co |
|
|
10,200 |
|
|
|
1,614 |
|
Assurant Inc |
|
|
2,700 |
|
|
|
458 |
|
Bank of America Corp |
|
|
360,000 |
|
|
|
15,912 |
|
Bank of New York Mellon Corp/The |
|
|
38,400 |
|
|
|
2,041 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
91,400 |
|
|
|
29,381 |
|
BlackRock Inc, Cl A |
|
|
7,106 |
|
|
|
5,286 |
|
Brown & Brown Inc |
|
|
11,600 |
|
|
|
784 |
|
Capital One Financial Corp |
|
|
21,100 |
|
|
|
3,234 |
|
Cboe Global Markets Inc |
|
|
5,200 |
|
|
|
610 |
|
Charles Schwab Corp/The |
|
|
75,000 |
|
|
|
6,334 |
|
Chubb Ltd |
|
|
21,526 |
|
|
|
4,384 |
|
Cincinnati Financial Corp |
|
|
7,500 |
|
|
|
921 |
|
Citigroup Inc |
|
|
98,800 |
|
|
|
5,852 |
|
Citizens Financial Group Inc |
|
|
21,700 |
|
|
|
1,137 |
|
CME Group Inc, Cl A |
|
|
17,900 |
|
|
|
4,234 |
|
Comerica Inc |
|
|
6,600 |
|
|
|
630 |
|
Discover Financial Services |
|
|
14,900 |
|
|
|
1,839 |
|
Everest Re Group Ltd |
|
|
1,900 |
|
|
|
567 |
|
FactSet Research Systems Inc |
|
|
1,900 |
|
|
|
772 |
|
Fifth Third Bancorp |
|
|
34,700 |
|
|
|
1,660 |
|
First Republic Bank/CA |
|
|
9,100 |
|
|
|
1,577 |
|
Franklin Resources Inc |
|
|
14,100 |
|
|
|
419 |
|
Globe Life Inc |
|
|
4,600 |
|
|
|
464 |
|
Goldman Sachs Group Inc/The |
|
|
17,000 |
|
|
|
5,802 |
|
Hartford Financial Services Group Inc/The |
|
|
17,350 |
|
|
|
1,205 |
|
Huntington Bancshares Inc/OH |
|
|
73,800 |
|
|
|
1,145 |
|
Intercontinental Exchange Inc |
|
|
28,345 |
|
|
|
3,632 |
|
Invesco Ltd |
|
|
16,200 |
|
|
|
344 |
|
JPMorgan Chase & Co |
|
|
147,400 |
|
|
|
20,901 |
|
KeyCorp |
|
|
47,399 |
|
|
|
1,188 |
|
Lincoln National Corp |
|
|
8,000 |
|
|
|
539 |
|
Loews Corp |
|
|
9,900 |
|
|
|
607 |
|
M&T Bank Corp |
|
|
6,421 |
|
|
|
1,170 |
|
MarketAxess Holdings Inc |
|
|
1,900 |
|
|
|
725 |
|
Marsh & McLennan Cos Inc |
|
|
25,400 |
|
|
|
3,947 |
|
MetLife Inc |
|
|
36,100 |
|
|
|
2,439 |
|
Moody's Corp |
|
|
8,147 |
|
|
|
2,624 |
|
Morgan Stanley |
|
|
71,665 |
|
|
|
6,503 |
|
MSCI Inc, Cl A |
|
|
4,100 |
|
|
|
2,057 |
|
Nasdaq Inc |
|
|
5,800 |
|
|
|
993 |
|
Northern Trust Corp |
|
|
10,300 |
|
|
|
1,173 |
|
People's United Financial Inc |
|
|
21,800 |
|
|
|
460 |
|
PNC Financial Services Group Inc/The |
|
|
21,000 |
|
|
|
4,184 |
|
Principal Financial Group Inc |
|
|
12,600 |
|
|
|
890 |
|
Progressive Corp/The |
|
|
29,500 |
|
|
|
3,125 |
|
Prudential Financial Inc |
|
|
19,100 |
|
|
|
2,133 |
|
Raymond James Financial Inc |
|
|
9,150 |
|
|
|
1,003 |
|
Regions Financial Corp |
|
|
47,200 |
|
|
|
1,142 |
|
S&P Global Inc |
|
|
17,691 |
|
|
|
6,646 |
|
Signature Bank/New York NY |
|
|
3,000 |
|
|
|
1,035 |
|
SVB Financial Group * |
|
|
2,900 |
|
|
|
1,757 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Synchrony Financial |
|
|
27,911 |
|
|
$ |
1,194 |
|
T Rowe Price Group Inc |
|
|
11,400 |
|
|
|
1,648 |
|
Travelers Cos Inc/The |
|
|
12,400 |
|
|
|
2,131 |
|
Truist Financial Corp |
|
|
67,182 |
|
|
|
4,180 |
|
US Bancorp |
|
|
67,900 |
|
|
|
3,839 |
|
W R Berkley Corp |
|
|
6,700 |
|
|
|
605 |
|
Wells Fargo & Co |
|
|
199,200 |
|
|
|
10,631 |
|
Willis Towers Watson PLC |
|
|
6,095 |
|
|
|
1,355 |
|
Zions Bancorp NA |
|
|
7,900 |
|
|
|
560 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
212,807 |
|
Health Care — 11.9% |
|
|
|
|
Abbott Laboratories |
|
|
88,139 |
|
|
|
10,631 |
|
AbbVie Inc |
|
|
88,353 |
|
|
|
13,056 |
|
ABIOMED Inc * |
|
|
2,200 |
|
|
|
684 |
|
Agilent Technologies Inc |
|
|
15,300 |
|
|
|
1,995 |
|
Align Technology Inc * |
|
|
3,700 |
|
|
|
1,892 |
|
AmerisourceBergen Corp, Cl A |
|
|
7,361 |
|
|
|
1,049 |
|
Amgen Inc |
|
|
28,000 |
|
|
|
6,341 |
|
Anthem Inc |
|
|
12,100 |
|
|
|
5,467 |
|
Baxter International Inc |
|
|
25,338 |
|
|
|
2,153 |
|
Becton Dickinson and Co |
|
|
14,437 |
|
|
|
3,916 |
|
Biogen Inc * |
|
|
7,300 |
|
|
|
1,540 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
1,063 |
|
|
|
665 |
|
Bio-Techne Corp |
|
|
1,900 |
|
|
|
797 |
|
Boston Scientific Corp * |
|
|
70,700 |
|
|
|
3,123 |
|
Bristol-Myers Squibb Co |
|
|
110,500 |
|
|
|
7,588 |
|
Cardinal Health Inc |
|
|
13,500 |
|
|
|
729 |
|
Catalent Inc * |
|
|
8,500 |
|
|
|
867 |
|
Centene Corp * |
|
|
29,530 |
|
|
|
2,440 |
|
Cerner Corp |
|
|
14,600 |
|
|
|
1,361 |
|
Charles River Laboratories International Inc * |
|
|
2,500 |
|
|
|
728 |
|
Cigna Corp |
|
|
16,681 |
|
|
|
3,966 |
|
Cooper Cos Inc/The |
|
|
2,400 |
|
|
|
982 |
|
CVS Health Corp |
|
|
65,743 |
|
|
|
6,814 |
|
Danaher Corp |
|
|
31,700 |
|
|
|
8,699 |
|
DaVita Inc * |
|
|
3,200 |
|
|
|
361 |
|
DENTSPLY SIRONA Inc |
|
|
10,900 |
|
|
|
590 |
|
Dexcom Inc * |
|
|
4,900 |
|
|
|
2,028 |
|
Edwards Lifesciences Corp * |
|
|
31,000 |
|
|
|
3,483 |
|
Eli Lilly & Co |
|
|
39,543 |
|
|
|
9,884 |
|
Gilead Sciences Inc |
|
|
63,156 |
|
|
|
3,815 |
|
HCA Healthcare Inc |
|
|
11,900 |
|
|
|
2,979 |
|
Henry Schein Inc * |
|
|
6,600 |
|
|
|
570 |
|
Hologic Inc * |
|
|
12,500 |
|
|
|
890 |
|
Humana Inc |
|
|
6,400 |
|
|
|
2,780 |
|
IDEXX Laboratories Inc * |
|
|
4,200 |
|
|
|
2,236 |
|
Illumina Inc * |
|
|
7,900 |
|
|
|
2,580 |
|
Incyte Corp * |
|
|
9,100 |
|
|
|
622 |
|
Intuitive Surgical Inc * |
|
|
17,916 |
|
|
|
5,202 |
|
IQVIA Holdings Inc * |
|
|
9,500 |
|
|
|
2,186 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Johnson & Johnson |
|
|
131,607 |
|
|
$ |
21,659 |
|
Laboratory Corp of America Holdings * |
|
|
4,854 |
|
|
|
1,317 |
|
McKesson Corp |
|
|
7,736 |
|
|
|
2,127 |
|
Medtronic PLC |
|
|
67,155 |
|
|
|
7,051 |
|
Merck & Co Inc |
|
|
125,900 |
|
|
|
9,641 |
|
Mettler-Toledo International Inc * |
|
|
1,100 |
|
|
|
1,550 |
|
Moderna Inc * |
|
|
17,800 |
|
|
|
2,734 |
|
Organon & Co |
|
|
12,990 |
|
|
|
485 |
|
PerkinElmer Inc |
|
|
6,300 |
|
|
|
1,132 |
|
Pfizer Inc |
|
|
280,496 |
|
|
|
13,167 |
|
Quest Diagnostics Inc |
|
|
6,100 |
|
|
|
801 |
|
Regeneron Pharmaceuticals Inc * |
|
|
5,300 |
|
|
|
3,277 |
|
ResMed Inc |
|
|
7,200 |
|
|
|
1,777 |
|
STERIS PLC |
|
|
4,900 |
|
|
|
1,176 |
|
Stryker Corp |
|
|
16,700 |
|
|
|
4,398 |
|
Teleflex Inc |
|
|
2,300 |
|
|
|
774 |
|
Thermo Fisher Scientific Inc |
|
|
19,646 |
|
|
|
10,687 |
|
UnitedHealth Group Inc |
|
|
47,000 |
|
|
|
22,366 |
|
Universal Health Services Inc, Cl B |
|
|
3,600 |
|
|
|
518 |
|
Vertex Pharmaceuticals Inc * |
|
|
12,800 |
|
|
|
2,944 |
|
Viatris Inc, Cl W * |
|
|
60,474 |
|
|
|
666 |
|
Waters Corp * |
|
|
3,000 |
|
|
|
950 |
|
West Pharmaceutical Services Inc |
|
|
3,700 |
|
|
|
1,432 |
|
Zimmer Biomet Holdings Inc |
|
|
10,300 |
|
|
|
1,310 |
|
Zoetis Inc, Cl A |
|
|
23,767 |
|
|
|
4,602 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
246,230 |
|
Industrials — 7.1% |
|
|
|
|
3M Co |
|
|
28,600 |
|
|
|
4,251 |
|
A O Smith Corp |
|
|
6,500 |
|
|
|
446 |
|
Alaska Air Group Inc * |
|
|
6,400 |
|
|
|
359 |
|
Allegion plc |
|
|
4,233 |
|
|
|
485 |
|
American Airlines Group Inc * |
|
|
32,800 |
|
|
|
566 |
|
AMETEK Inc |
|
|
11,400 |
|
|
|
1,480 |
|
Boeing Co/The * |
|
|
27,600 |
|
|
|
5,667 |
|
Carrier Global Corp |
|
|
43,879 |
|
|
|
1,969 |
|
Caterpillar Inc |
|
|
26,900 |
|
|
|
5,046 |
|
CH Robinson Worldwide Inc |
|
|
6,500 |
|
|
|
628 |
|
Cintas Corp |
|
|
4,400 |
|
|
|
1,651 |
|
Copart Inc * |
|
|
10,500 |
|
|
|
1,290 |
|
CSX Corp |
|
|
111,700 |
|
|
|
3,788 |
|
Cummins Inc |
|
|
7,100 |
|
|
|
1,449 |
|
Deere & Co |
|
|
14,000 |
|
|
|
5,040 |
|
Delta Air Lines Inc * |
|
|
31,600 |
|
|
|
1,261 |
|
Dover Corp |
|
|
7,200 |
|
|
|
1,129 |
|
Eaton Corp PLC |
|
|
20,101 |
|
|
|
3,101 |
|
Emerson Electric Co |
|
|
30,200 |
|
|
|
2,806 |
|
Equifax Inc |
|
|
6,000 |
|
|
|
1,310 |
|
Expeditors International of Washington Inc |
|
|
8,200 |
|
|
|
848 |
|
Fastenal Co |
|
|
29,200 |
|
|
|
1,503 |
|
FedEx Corp |
|
|
12,349 |
|
|
|
2,745 |
|
Fortive Corp |
|
|
17,624 |
|
|
|
1,141 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Fortune Brands Home & Security Inc |
|
|
6,600 |
|
|
$ |
574 |
|
Generac Holdings Inc * |
|
|
3,100 |
|
|
|
978 |
|
General Dynamics Corp |
|
|
11,700 |
|
|
|
2,743 |
|
General Electric Co |
|
|
54,599 |
|
|
|
5,215 |
|
Honeywell International Inc |
|
|
34,300 |
|
|
|
6,508 |
|
Howmet Aerospace Inc |
|
|
19,066 |
|
|
|
685 |
|
Huntington Ingalls Industries Inc |
|
|
2,000 |
|
|
|
409 |
|
IDEX Corp |
|
|
3,800 |
|
|
|
729 |
|
Illinois Tool Works Inc |
|
|
14,356 |
|
|
|
3,106 |
|
Ingersoll Rand Inc |
|
|
19,930 |
|
|
|
1,007 |
|
Jacobs Engineering Group Inc |
|
|
6,500 |
|
|
|
799 |
|
JB Hunt Transport Services Inc |
|
|
4,200 |
|
|
|
852 |
|
Johnson Controls International plc |
|
|
35,803 |
|
|
|
2,326 |
|
L3Harris Technologies Inc |
|
|
9,910 |
|
|
|
2,500 |
|
Leidos Holdings Inc |
|
|
7,000 |
|
|
|
713 |
|
Lockheed Martin Corp |
|
|
12,324 |
|
|
|
5,346 |
|
Masco Corp |
|
|
12,000 |
|
|
|
672 |
|
Nielsen Holdings PLC |
|
|
17,600 |
|
|
|
307 |
|
Nordson Corp |
|
|
2,700 |
|
|
|
612 |
|
Norfolk Southern Corp |
|
|
12,100 |
|
|
|
3,104 |
|
Northrop Grumman Corp |
|
|
7,500 |
|
|
|
3,316 |
|
Old Dominion Freight Line Inc |
|
|
4,600 |
|
|
|
1,445 |
|
Otis Worldwide Corp |
|
|
21,489 |
|
|
|
1,683 |
|
PACCAR Inc |
|
|
17,100 |
|
|
|
1,570 |
|
Parker-Hannifin Corp |
|
|
6,400 |
|
|
|
1,897 |
|
Pentair PLC |
|
|
8,146 |
|
|
|
472 |
|
Quanta Services Inc |
|
|
6,800 |
|
|
|
741 |
|
Raytheon Technologies Corp |
|
|
74,671 |
|
|
|
7,669 |
|
Republic Services Inc, Cl A |
|
|
10,600 |
|
|
|
1,275 |
|
Robert Half International Inc |
|
|
5,500 |
|
|
|
662 |
|
Rockwell Automation Inc |
|
|
5,700 |
|
|
|
1,519 |
|
Rollins Inc |
|
|
11,025 |
|
|
|
360 |
|
Roper Technologies Inc |
|
|
5,300 |
|
|
|
2,376 |
|
Snap-on Inc |
|
|
2,600 |
|
|
|
547 |
|
Southwest Airlines Co * |
|
|
29,300 |
|
|
|
1,283 |
|
Stanley Black & Decker Inc |
|
|
8,300 |
|
|
|
1,350 |
|
Textron Inc |
|
|
10,600 |
|
|
|
775 |
|
Trane Technologies PLC |
|
|
11,700 |
|
|
|
1,801 |
|
TransDigm Group Inc * |
|
|
2,600 |
|
|
|
1,733 |
|
Union Pacific Corp |
|
|
32,100 |
|
|
|
7,895 |
|
United Airlines Holdings Inc * |
|
|
16,000 |
|
|
|
710 |
|
United Parcel Service Inc, Cl B |
|
|
36,300 |
|
|
|
7,638 |
|
United Rentals Inc * |
|
|
3,600 |
|
|
|
1,158 |
|
Verisk Analytics Inc, Cl A |
|
|
8,200 |
|
|
|
1,454 |
|
Waste Management Inc |
|
|
19,430 |
|
|
|
2,806 |
|
Westinghouse Air Brake Technologies Corp |
|
|
9,372 |
|
|
|
870 |
|
WW Grainger Inc |
|
|
2,100 |
|
|
|
1,002 |
|
Xylem Inc/NY |
|
|
8,900 |
|
|
|
792 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
145,943 |
|
Information Technology — 25.1% |
|
|
|
|
Accenture PLC, Cl A |
|
|
31,500 |
|
|
|
9,955 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Adobe Inc * |
|
|
23,800 |
|
|
$ |
11,131 |
|
Advanced Micro Devices Inc * |
|
|
81,736 |
|
|
|
10,081 |
|
Akamai Technologies Inc * |
|
|
8,000 |
|
|
|
866 |
|
Amphenol Corp, Cl A |
|
|
30,200 |
|
|
|
2,295 |
|
Analog Devices Inc |
|
|
26,744 |
|
|
|
4,287 |
|
ANSYS Inc * |
|
|
4,300 |
|
|
|
1,394 |
|
Apple Inc |
|
|
778,031 |
|
|
|
128,469 |
|
Applied Materials Inc |
|
|
44,900 |
|
|
|
6,026 |
|
Arista Networks Inc * |
|
|
11,000 |
|
|
|
1,350 |
|
Autodesk Inc * |
|
|
11,100 |
|
|
|
2,445 |
|
Automatic Data Processing Inc |
|
|
21,200 |
|
|
|
4,334 |
|
Broadcom Inc |
|
|
20,593 |
|
|
|
12,097 |
|
Broadridge Financial Solutions Inc |
|
|
5,800 |
|
|
|
848 |
|
Cadence Design Systems Inc * |
|
|
13,700 |
|
|
|
2,075 |
|
CDW Corp/DE |
|
|
6,900 |
|
|
|
1,190 |
|
Ceridian HCM Holding Inc * |
|
|
6,700 |
|
|
|
488 |
|
Cisco Systems Inc/Delaware |
|
|
210,700 |
|
|
|
11,751 |
|
Citrix Systems Inc |
|
|
6,100 |
|
|
|
625 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
26,600 |
|
|
|
2,291 |
|
Corning Inc |
|
|
37,800 |
|
|
|
1,527 |
|
DXC Technology Co * |
|
|
12,338 |
|
|
|
420 |
|
Enphase Energy Inc * |
|
|
6,700 |
|
|
|
1,117 |
|
EPAM Systems Inc * |
|
|
2,800 |
|
|
|
582 |
|
F5 Inc * |
|
|
3,000 |
|
|
|
603 |
|
Fidelity National Information Services Inc |
|
|
30,700 |
|
|
|
2,924 |
|
Fiserv Inc * |
|
|
30,000 |
|
|
|
2,930 |
|
FleetCor Technologies Inc * |
|
|
4,000 |
|
|
|
937 |
|
Fortinet Inc * |
|
|
6,700 |
|
|
|
2,308 |
|
Gartner Inc * |
|
|
4,200 |
|
|
|
1,178 |
|
Global Payments Inc |
|
|
14,672 |
|
|
|
1,957 |
|
Hewlett Packard Enterprise Co |
|
|
65,400 |
|
|
|
1,041 |
|
HP Inc |
|
|
58,300 |
|
|
|
2,003 |
|
Intel Corp |
|
|
203,100 |
|
|
|
9,688 |
|
International Business Machines Corp |
|
|
44,658 |
|
|
|
5,471 |
|
Intuit Inc |
|
|
14,200 |
|
|
|
6,736 |
|
IPG Photonics Corp * |
|
|
1,800 |
|
|
|
235 |
|
Jack Henry & Associates Inc |
|
|
3,600 |
|
|
|
636 |
|
Juniper Networks Inc |
|
|
15,900 |
|
|
|
537 |
|
Keysight Technologies Inc * |
|
|
9,100 |
|
|
|
1,432 |
|
KLA Corp |
|
|
7,623 |
|
|
|
2,657 |
|
Lam Research Corp |
|
|
7,087 |
|
|
|
3,978 |
|
Mastercard Inc, Cl A |
|
|
43,300 |
|
|
|
15,623 |
|
Microchip Technology Inc |
|
|
28,100 |
|
|
|
1,976 |
|
Micron Technology Inc |
|
|
55,600 |
|
|
|
4,941 |
|
Microsoft Corp |
|
|
374,770 |
|
|
|
111,978 |
|
Monolithic Power Systems Inc |
|
|
2,100 |
|
|
|
963 |
|
Motorola Solutions Inc |
|
|
8,367 |
|
|
|
1,844 |
|
NetApp Inc |
|
|
11,100 |
|
|
|
870 |
|
NortonLifeLock Inc |
|
|
28,000 |
|
|
|
811 |
|
NVIDIA Corp |
|
|
124,700 |
|
|
|
30,408 |
|
NXP Semiconductors NV |
|
|
13,400 |
|
|
|
2,548 |
|
Oracle Corp |
|
|
80,300 |
|
|
|
6,100 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Paychex Inc |
|
|
15,900 |
|
|
$ |
1,893 |
|
Paycom Software Inc * |
|
|
2,400 |
|
|
|
814 |
|
PayPal Holdings Inc * |
|
|
58,500 |
|
|
|
6,548 |
|
PTC Inc * |
|
|
5,100 |
|
|
|
568 |
|
Qorvo Inc * |
|
|
5,400 |
|
|
|
739 |
|
QUALCOMM Inc |
|
|
55,800 |
|
|
|
9,597 |
|
salesforce.com * |
|
|
48,800 |
|
|
|
10,274 |
|
Seagate Technology Holdings PLC |
|
|
10,500 |
|
|
|
1,083 |
|
ServiceNow Inc * |
|
|
9,900 |
|
|
|
5,741 |
|
Skyworks Solutions Inc |
|
|
8,100 |
|
|
|
1,119 |
|
SolarEdge Technologies Inc * |
|
|
2,600 |
|
|
|
830 |
|
Synopsys Inc * |
|
|
7,700 |
|
|
|
2,405 |
|
TE Connectivity Ltd |
|
|
16,500 |
|
|
|
2,350 |
|
Teledyne Technologies Inc * |
|
|
2,281 |
|
|
|
979 |
|
Teradyne Inc |
|
|
8,100 |
|
|
|
955 |
|
Texas Instruments Inc |
|
|
46,100 |
|
|
|
7,837 |
|
Trimble Inc * |
|
|
12,100 |
|
|
|
844 |
|
Tyler Technologies Inc * |
|
|
2,000 |
|
|
|
857 |
|
VeriSign Inc * |
|
|
4,800 |
|
|
|
1,026 |
|
Visa Inc, Cl A |
|
|
83,655 |
|
|
|
18,080 |
|
Western Digital Corp * |
|
|
15,403 |
|
|
|
785 |
|
Zebra Technologies Corp, Cl A * |
|
|
2,700 |
|
|
|
1,116 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
519,397 |
|
Materials — 2.3% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
11,000 |
|
|
|
2,599 |
|
Albemarle Corp |
|
|
5,800 |
|
|
|
1,136 |
|
Amcor PLC |
|
|
78,388 |
|
|
|
912 |
|
Avery Dennison Corp |
|
|
4,100 |
|
|
|
722 |
|
Ball Corp |
|
|
16,400 |
|
|
|
1,472 |
|
Celanese Corp, Cl A |
|
|
5,600 |
|
|
|
780 |
|
CF Industries Holdings Inc |
|
|
10,600 |
|
|
|
861 |
|
Corteva Inc |
|
|
36,905 |
|
|
|
1,920 |
|
Dow Inc |
|
|
37,371 |
|
|
|
2,203 |
|
DuPont de Nemours Inc |
|
|
26,240 |
|
|
|
2,030 |
|
Eastman Chemical Co |
|
|
6,600 |
|
|
|
782 |
|
Ecolab Inc |
|
|
12,575 |
|
|
|
2,217 |
|
FMC Corp |
|
|
6,300 |
|
|
|
739 |
|
Freeport-McMoRan Inc, Cl B |
|
|
72,900 |
|
|
|
3,423 |
|
International Flavors & Fragrances Inc |
|
|
12,857 |
|
|
|
1,710 |
|
International Paper Co |
|
|
19,200 |
|
|
|
836 |
|
Linde PLC |
|
|
25,553 |
|
|
|
7,493 |
|
LyondellBasell Industries NV, Cl A |
|
|
13,400 |
|
|
|
1,303 |
|
Martin Marietta Materials Inc |
|
|
3,100 |
|
|
|
1,176 |
|
Mosaic Co/The |
|
|
18,300 |
|
|
|
960 |
|
Newmont Corp |
|
|
40,300 |
|
|
|
2,668 |
|
Nucor Corp |
|
|
14,500 |
|
|
|
1,909 |
|
Packaging Corp of America |
|
|
4,700 |
|
|
|
692 |
|
PPG Industries Inc |
|
|
12,000 |
|
|
|
1,601 |
|
Sealed Air Corp |
|
|
7,200 |
|
|
|
483 |
|
Sherwin-Williams Co/The |
|
|
12,125 |
|
|
|
3,190 |
|
Vulcan Materials Co |
|
|
6,800 |
|
|
|
1,234 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Westrock Co |
|
|
13,241 |
|
|
$ |
599 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,650 |
|
Real Estate — 2.3% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
6,900 |
|
|
|
1,307 |
|
American Tower Corp, Cl A ‡ |
|
|
22,747 |
|
|
|
5,161 |
|
AvalonBay Communities Inc ‡ |
|
|
6,900 |
|
|
|
1,646 |
|
Boston Properties Inc ‡ |
|
|
6,900 |
|
|
|
844 |
|
CBRE Group Inc, Cl A * |
|
|
16,500 |
|
|
|
1,598 |
|
Crown Castle International Corp ‡ |
|
|
21,500 |
|
|
|
3,582 |
|
Digital Realty Trust Inc ‡ |
|
|
14,000 |
|
|
|
1,889 |
|
Duke Realty Corp ‡ |
|
|
18,800 |
|
|
|
996 |
|
Equinix Inc ‡ |
|
|
4,457 |
|
|
|
3,163 |
|
Equity Residential ‡ |
|
|
16,800 |
|
|
|
1,433 |
|
Essex Property Trust Inc ‡ |
|
|
3,200 |
|
|
|
1,015 |
|
Extra Space Storage Inc ‡ |
|
|
6,600 |
|
|
|
1,242 |
|
Federal Realty Investment Trust ‡ |
|
|
3,400 |
|
|
|
400 |
|
Healthpeak Properties Inc ‡ |
|
|
27,600 |
|
|
|
857 |
|
Host Hotels & Resorts Inc *‡ |
|
|
34,985 |
|
|
|
639 |
|
Iron Mountain Inc ‡ |
|
|
13,871 |
|
|
|
682 |
|
Kimco Realty Corp ‡ |
|
|
29,700 |
|
|
|
699 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
5,700 |
|
|
|
1,166 |
|
Prologis Inc ‡ |
|
|
36,798 |
|
|
|
5,367 |
|
Public Storage ‡ |
|
|
7,700 |
|
|
|
2,734 |
|
Realty Income Corp ‡ |
|
|
28,000 |
|
|
|
1,850 |
|
Regency Centers Corp ‡ |
|
|
7,300 |
|
|
|
481 |
|
SBA Communications Corp, Cl A ‡ |
|
|
5,500 |
|
|
|
1,669 |
|
Simon Property Group Inc ‡ |
|
|
16,600 |
|
|
|
2,283 |
|
UDR Inc ‡ |
|
|
14,900 |
|
|
|
818 |
|
Ventas Inc ‡ |
|
|
19,600 |
|
|
|
1,058 |
|
Vornado Realty Trust ‡ |
|
|
7,800 |
|
|
|
338 |
|
Welltower Inc ‡ |
|
|
21,500 |
|
|
|
1,791 |
|
Weyerhaeuser Co ‡ |
|
|
37,127 |
|
|
|
1,443 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
48,151 |
|
Utilities — 2.3% |
|
|
|
|
AES Corp/The |
|
|
33,300 |
|
|
|
707 |
|
Alliant Energy Corp |
|
|
12,100 |
|
|
|
707 |
|
Ameren Corp |
|
|
12,800 |
|
|
|
1,100 |
|
American Electric Power Co Inc |
|
|
25,500 |
|
|
|
2,312 |
|
American Water Works Co Inc |
|
|
8,900 |
|
|
|
1,345 |
|
Atmos Energy Corp |
|
|
6,500 |
|
|
|
714 |
|
CenterPoint Energy Inc |
|
|
31,500 |
|
|
|
862 |
|
CMS Energy Corp |
|
|
14,500 |
|
|
|
928 |
|
Consolidated Edison Inc |
|
|
17,400 |
|
|
|
1,492 |
|
Constellation Energy Corp |
|
|
16,466 |
|
|
|
757 |
|
Dominion Energy Inc |
|
|
40,832 |
|
|
|
3,247 |
|
DTE Energy Co |
|
|
9,600 |
|
|
|
1,167 |
|
Duke Energy Corp |
|
|
38,730 |
|
|
|
3,889 |
|
Edison International |
|
|
18,700 |
|
|
|
1,186 |
|
Entergy Corp |
|
|
9,900 |
|
|
|
1,042 |
|
Evergy Inc |
|
|
11,299 |
|
|
|
705 |
|
Eversource Energy |
|
|
16,900 |
|
|
|
1,382 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Exelon Corp |
|
|
49,400 |
|
|
$ |
2,102 |
|
FirstEnergy Corp |
|
|
27,700 |
|
|
|
1,159 |
|
NextEra Energy Inc |
|
|
98,000 |
|
|
|
7,670 |
|
NiSource Inc |
|
|
18,800 |
|
|
|
544 |
|
NRG Energy Inc |
|
|
12,100 |
|
|
|
458 |
|
Pinnacle West Capital Corp |
|
|
5,800 |
|
|
|
411 |
|
PPL Corp |
|
|
38,300 |
|
|
|
1,002 |
|
Public Service Enterprise Group Inc |
|
|
24,900 |
|
|
|
1,614 |
|
Sempra Energy |
|
|
16,100 |
|
|
|
2,322 |
|
Southern Co/The |
|
|
53,400 |
|
|
|
3,459 |
|
WEC Energy Group Inc |
|
|
15,962 |
|
|
|
1,451 |
|
Xcel Energy Inc |
|
|
27,300 |
|
|
|
1,838 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,572 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $650,954) ($ Thousands) |
|
|
|
|
|
|
1,848,067 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 89.4% |
|
|
|
|
|
|
|
|
(Cost $650,954) ($ Thousands) |
|
$ |
1,848,067 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Contracts
|
|
|
|
|
|
PURCHASED SWAPTIONS* — 1.4% |
Total Purchased Swaptions (A) |
|
|
|
|
|
|
|
|
(Cost $17,907) ($ Thousands) |
|
|
300,563,223 |
|
|
$ |
28,882 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open OTC swaption contracts held by the Fund at February 28, 2022, is as follows:
Description |
|
Counterparty |
|
|
Number of Contracts/ Notional Amount |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED SWAPTIONS — 1.4% |
|
|
|
|
|
|
|
|
|
|
|
|
Call Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CMS One Look* |
|
|
Bank of America Merrill Lynch |
|
|
|
191,367,893 |
|
|
$ |
2.00 |
|
|
|
08/19/2023 |
|
|
$ |
17,021 |
|
CMS One Look* |
|
|
Bank of America Merrill Lynch |
|
|
|
109,195,330 |
|
|
$ |
1.99 |
|
|
|
08/17/2024 |
|
|
|
11,861 |
|
Total Purchased Swaptions |
|
|
|
|
|
|
300,563,223 |
|
|
|
|
|
|
|
|
|
|
$ |
28,882 |
|
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Depreciation (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI^ |
|
|
1,020 |
|
|
|
Mar-2022 |
|
|
$ |
237,220 |
|
|
$ |
222,768 |
|
|
$ |
(14,452 |
) |
A list of OTC swap agreements held by the Fund at February 28, 2022, is as follows:
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
Bank of America Merrill Lynch^ |
|
|
PAYB +BCOMTR/0.10 |
% |
|
Total Return |
|
|
|
0.10 |
% |
|
|
Quarterly |
|
|
|
3/10/2022 |
|
|
|
USD |
|
|
|
(109,537 |
) |
|
$ |
20,451 |
|
|
$ |
– |
|
|
$ |
20,451 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
20,451 |
|
|
$ |
– |
|
|
$ |
20,451 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Dynamic Asset Allocation Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2022, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
USD-SOFR-OIS COMPOUND |
|
|
1.66 |
|
|
|
Annually |
|
|
|
11/24/2031 |
|
|
|
USD |
|
|
|
224,228 |
|
|
$ |
975 |
|
|
$ |
– |
|
|
$ |
975 |
|
1Y CPI-CPURNSA^ |
|
|
2.1475% |
|
|
|
Annually |
|
|
|
12/10/2030 |
|
|
|
USD |
|
|
|
70,504 |
|
|
|
10,789 |
|
|
|
– |
|
|
|
10,789 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
11,764 |
|
|
$ |
– |
|
|
$ |
11,764 |
|
|
Percentages are based on Net Assets of $2,066,457 ($ 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 February 28, 2022. |
Cl — Class |
Ltd. — Limited |
MSCI — Morgan Stanley Capital International |
OTC — Over The Counter |
PLC — Public Limited Company |
S&P— Standard & Poor's |
SOFR — Secured Overnight Finance Rate |
USD — U.S. Dollar |
The following is a list of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,848,067 |
|
|
|
– |
|
|
|
– |
|
|
|
1,848,067 |
|
Total Investments in Securities |
|
|
1,848,067 |
|
|
|
– |
|
|
|
– |
|
|
|
1,848,067 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Purchased Swaptions |
|
|
– |
|
|
|
28,882 |
|
|
|
– |
|
|
|
28,882 |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
(14,452 |
) |
|
|
– |
|
|
|
– |
|
|
|
(14,452 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Return Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
20,451 |
|
|
|
– |
|
|
|
20,451 |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
11,764 |
|
|
|
– |
|
|
|
11,764 |
|
Total Other Financial Instruments |
|
|
(14,452 |
) |
|
|
61,097 |
|
|
|
– |
|
|
|
46,645 |
|
|
*
|
Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For the period ended February 28, 2022, there were no transfers in or out of Level 3.
Amounts designated as “—” are $0 or have been rounded to $0.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 63.6% |
U.S. Treasury Bills^ |
|
|
|
|
|
|
|
|
0.300%, 05/26/2022 (A) |
|
$ |
3,000 |
|
|
$ |
2,998 |
|
0.175%, 04/28/2022 (A) |
|
|
700 |
|
|
|
700 |
|
0.116%, 04/05/2022 (A) |
|
|
6,900 |
|
|
|
6,899 |
|
0.114%, 04/21/2022 (A) |
|
|
1,800 |
|
|
|
1,799 |
|
0.073%, 03/29/2022 (A) |
|
|
11,650 |
|
|
|
11,649 |
|
0.042%, 03/24/2022 (A) |
|
|
13,000 |
|
|
|
12,999 |
|
0.036%, 03/03/2022 (A) |
|
|
12,000 |
|
|
|
12,000 |
|
0.033%, 03/22/2022 (A) |
|
|
12,000 |
|
|
|
12,000 |
|
0.032%, 03/15/2022 (A) |
|
|
12,000 |
|
|
|
12,000 |
|
0.027%, 03/10/2022 (A) |
|
|
12,750 |
|
|
|
12,750 |
|
0.000%, 06/28/2022 (A) |
|
|
800 |
|
|
|
799 |
|
U.S. Treasury Inflation-Protected Securities (C) |
|
|
|
|
|
|
|
|
2.375%, 01/15/2025 |
|
|
2,662 |
|
|
|
3,007 |
|
0.625%, 04/15/2023 |
|
|
3,220 |
|
|
|
3,380 |
|
0.625%, 01/15/2024 |
|
|
27,848 |
|
|
|
29,598 |
|
0.625%, 01/15/2026 |
|
|
20,409 |
|
|
|
22,193 |
|
0.500%, 04/15/2024 |
|
|
6,787 |
|
|
|
7,221 |
|
0.375%, 07/15/2023 |
|
|
26,051 |
|
|
|
27,543 |
|
0.375%, 07/15/2025 |
|
|
49,406 |
|
|
|
53,252 |
|
0.375%, 01/15/2027 |
|
|
20,817 |
|
|
|
22,606 |
|
0.250%, 01/15/2025 |
|
|
43,000 |
|
|
|
45,848 |
|
0.125%, 07/15/2024 |
|
|
13,430 |
|
|
|
14,288 |
|
0.125%, 10/15/2024 |
|
|
34,152 |
|
|
|
36,335 |
|
0.125%, 10/15/2025 |
|
|
27,996 |
|
|
|
29,928 |
|
0.125%, 07/15/2026 |
|
|
68,315 |
|
|
|
73,358 |
|
0.125%, 01/15/2031 |
|
|
1,831 |
|
|
|
2,002 |
|
0.125%, 07/15/2031 |
|
|
10,285 |
|
|
|
11,297 |
|
U.S. Treasury Notes^ |
|
|
|
|
|
|
|
|
0.661%, US Treasury 3 Month Bill Money Market Yield + 0.055%, 07/31/2022 |
|
|
5,800 |
|
|
|
5,802 |
|
0.655%, US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023 |
|
|
10,100 |
|
|
|
10,104 |
|
0.640%, US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023 |
|
|
17,500 |
|
|
|
17,506 |
|
0.635%, US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023 |
|
|
6,500 |
|
|
|
6,510 |
|
0.591%, US Treasury 3 Month Bill Money Market Yield + -0.015%, 01/31/2024 |
|
|
5,200 |
|
|
|
5,204 |
|
0.415%, US Treasury 3 Month Bill Money Market Yield + 0.055%, 10/31/2022 |
|
|
1,900 |
|
|
|
1,900 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 04/30/2023 |
|
$ |
300 |
|
|
$ |
296 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $505,964) ($ Thousands) |
|
|
515,771 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 29.7% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.2% |
|
|
|
|
Activision Blizzard Inc |
|
|
6,249 |
|
|
|
509 |
|
Alphabet Inc, Cl A * |
|
|
901 |
|
|
|
2,434 |
|
Alphabet Inc, Cl C * |
|
|
840 |
|
|
|
2,266 |
|
AMC Entertainment Holdings Inc, Cl A * |
|
|
2,900 |
|
|
|
55 |
|
AT&T Inc (D) |
|
|
102,658 |
|
|
|
2,432 |
|
Cogent Communications Holdings Inc |
|
|
600 |
|
|
|
38 |
|
Electronic Arts Inc |
|
|
2,468 |
|
|
|
321 |
|
Iridium Communications Inc * |
|
|
1,034 |
|
|
|
41 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
971 |
|
|
|
59 |
|
Live Nation Entertainment Inc * |
|
|
700 |
|
|
|
84 |
|
Lumen Technologies Inc |
|
|
14,730 |
|
|
|
153 |
|
Madison Square Garden Entertainment Corp * |
|
|
322 |
|
|
|
25 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
227 |
|
|
|
39 |
|
Match Group Inc * |
|
|
1,032 |
|
|
|
115 |
|
Meta Platforms Inc, Cl A * |
|
|
7,126 |
|
|
|
1,504 |
|
Netflix Inc * |
|
|
3,068 |
|
|
|
1,210 |
|
Pinterest Inc, Cl A * |
|
|
1,332 |
|
|
|
36 |
|
Roku Inc, Cl A * |
|
|
963 |
|
|
|
134 |
|
Spotify Technology SA * |
|
|
783 |
|
|
|
122 |
|
Take-Two Interactive Software Inc * |
|
|
1,159 |
|
|
|
188 |
|
T-Mobile US Inc * |
|
|
8,649 |
|
|
|
1,066 |
|
Twitter Inc * |
|
|
1,974 |
|
|
|
70 |
|
Verizon Communications Inc |
|
|
59,357 |
|
|
|
3,186 |
|
Walt Disney Co/The * |
|
|
13,186 |
|
|
|
1,958 |
|
Zynga Inc, Cl A * |
|
|
11,409 |
|
|
|
104 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,149 |
|
Consumer Staples — 7.3% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
3,900 |
|
|
|
114 |
|
Altria Group Inc (D) |
|
|
44,142 |
|
|
|
2,264 |
|
Andersons Inc/The |
|
|
1,600 |
|
|
|
73 |
|
Archer-Daniels-Midland Co |
|
|
13,020 |
|
|
|
1,021 |
|
B&G Foods Inc, Cl A |
|
|
971 |
|
|
|
29 |
|
Beauty Health Co/The * |
|
|
2,600 |
|
|
|
50 |
|
Beyond Meat Inc * |
|
|
1,228 |
|
|
|
57 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
3,001 |
|
|
|
189 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
227 |
|
|
|
87 |
|
Brown-Forman Corp, Cl A |
|
|
927 |
|
|
|
57 |
|
Brown-Forman Corp, Cl B |
|
|
4,282 |
|
|
|
279 |
|
Bunge Ltd |
|
|
3,140 |
|
|
|
328 |
|
Cal-Maine Foods Inc |
|
|
1,050 |
|
|
|
46 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Campbell Soup Co |
|
|
4,377 |
|
|
$ |
197 |
|
Casey's General Stores Inc |
|
|
893 |
|
|
|
168 |
|
Celsius Holdings Inc * |
|
|
1,200 |
|
|
|
77 |
|
Central Garden & Pet Co, Cl A * |
|
|
1,500 |
|
|
|
66 |
|
Church & Dwight Co Inc |
|
|
5,480 |
|
|
|
536 |
|
Clorox Co/The |
|
|
3,093 |
|
|
|
451 |
|
Coca-Cola Co/The (D) |
|
|
90,958 |
|
|
|
5,661 |
|
Coca-Cola Consolidated Inc |
|
|
140 |
|
|
|
70 |
|
Colgate-Palmolive Co |
|
|
20,627 |
|
|
|
1,587 |
|
Conagra Brands Inc |
|
|
10,830 |
|
|
|
379 |
|
Constellation Brands Inc, Cl A |
|
|
3,580 |
|
|
|
772 |
|
Costco Wholesale Corp (D) |
|
|
10,201 |
|
|
|
5,297 |
|
Coty Inc, Cl A * |
|
|
9,568 |
|
|
|
88 |
|
Darling Ingredients Inc * |
|
|
3,785 |
|
|
|
274 |
|
Edgewell Personal Care Co |
|
|
1,666 |
|
|
|
60 |
|
elf Beauty Inc * |
|
|
1,900 |
|
|
|
50 |
|
Energizer Holdings Inc |
|
|
1,760 |
|
|
|
59 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,520 |
|
|
|
1,636 |
|
Flowers Foods Inc |
|
|
4,144 |
|
|
|
114 |
|
Freshpet Inc * |
|
|
1,200 |
|
|
|
114 |
|
General Mills Inc |
|
|
14,581 |
|
|
|
983 |
|
Grocery Outlet Holding Corp * |
|
|
1,687 |
|
|
|
47 |
|
Hain Celestial Group Inc/The * |
|
|
2,027 |
|
|
|
74 |
|
Herbalife Nutrition Ltd * |
|
|
2,034 |
|
|
|
72 |
|
Hershey Co/The |
|
|
3,546 |
|
|
|
717 |
|
Hormel Foods Corp |
|
|
6,444 |
|
|
|
307 |
|
Hostess Brands Inc, Cl A * |
|
|
3,030 |
|
|
|
65 |
|
Ingredion Inc |
|
|
1,768 |
|
|
|
157 |
|
Inter Parfums Inc |
|
|
400 |
|
|
|
37 |
|
J & J Snack Foods Corp |
|
|
153 |
|
|
|
25 |
|
J M Smucker Co/The |
|
|
2,600 |
|
|
|
350 |
|
John B Sanfilippo & Son Inc |
|
|
400 |
|
|
|
32 |
|
Kellogg Co |
|
|
5,802 |
|
|
|
371 |
|
Keurig Dr Pepper Inc |
|
|
17,017 |
|
|
|
658 |
|
Kimberly-Clark Corp |
|
|
7,868 |
|
|
|
1,024 |
|
Kraft Heinz Co/The |
|
|
16,041 |
|
|
|
629 |
|
Kroger Co/The |
|
|
18,593 |
|
|
|
870 |
|
Lamb Weston Holdings Inc |
|
|
3,742 |
|
|
|
249 |
|
Lancaster Colony Corp |
|
|
464 |
|
|
|
78 |
|
McCormick & Co Inc/MD |
|
|
5,605 |
|
|
|
533 |
|
Medifast Inc |
|
|
246 |
|
|
|
46 |
|
Molson Coors Beverage Co, Cl B |
|
|
3,957 |
|
|
|
206 |
|
Mondelez International Inc, Cl A |
|
|
33,416 |
|
|
|
2,188 |
|
Monster Beverage Corp * |
|
|
8,338 |
|
|
|
704 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
857 |
|
|
|
40 |
|
Olaplex Holdings Inc * |
|
|
3,500 |
|
|
|
59 |
|
PepsiCo Inc (D) |
|
|
32,320 |
|
|
|
5,292 |
|
Performance Food Group Co * |
|
|
4,178 |
|
|
|
234 |
|
Philip Morris International Inc (D) |
|
|
37,379 |
|
|
|
3,778 |
|
Pilgrim's Pride Corp * |
|
|
1,222 |
|
|
|
29 |
|
Post Holdings Inc * |
|
|
1,672 |
|
|
|
176 |
|
PriceSmart Inc |
|
|
500 |
|
|
|
36 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Primo Water Corp |
|
|
3,775 |
|
|
$ |
55 |
|
Procter & Gamble Co/The (D) |
|
|
57,436 |
|
|
|
8,954 |
|
Reynolds Consumer Products Inc |
|
|
1,100 |
|
|
|
33 |
|
Sanderson Farms Inc |
|
|
505 |
|
|
|
90 |
|
Seaboard Corp |
|
|
7 |
|
|
|
27 |
|
Simply Good Foods Co/The * |
|
|
1,700 |
|
|
|
67 |
|
Spectrum Brands Holdings Inc |
|
|
1,001 |
|
|
|
93 |
|
Sprouts Farmers Market Inc * |
|
|
2,601 |
|
|
|
74 |
|
Sysco Corp |
|
|
12,477 |
|
|
|
1,087 |
|
TreeHouse Foods Inc * |
|
|
979 |
|
|
|
38 |
|
Tyson Foods Inc, Cl A (D) |
|
|
6,735 |
|
|
|
624 |
|
United Natural Foods Inc * |
|
|
1,400 |
|
|
|
56 |
|
US Foods Holding Corp * |
|
|
5,318 |
|
|
|
208 |
|
USANA Health Sciences Inc * |
|
|
500 |
|
|
|
44 |
|
Vector Group Ltd |
|
|
1,419 |
|
|
|
16 |
|
Walgreens Boots Alliance Inc |
|
|
17,112 |
|
|
|
789 |
|
Walmart Inc (D) |
|
|
33,412 |
|
|
|
4,516 |
|
WD-40 Co |
|
|
255 |
|
|
|
54 |
|
Weis Markets Inc |
|
|
1,200 |
|
|
|
74 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59,215 |
|
Energy — 8.2% |
|
|
|
|
Antero Midstream Corp |
|
|
14,297 |
|
|
|
144 |
|
Antero Resources Corp * |
|
|
11,666 |
|
|
|
267 |
|
APA Corp |
|
|
14,804 |
|
|
|
528 |
|
Arch Resources Inc |
|
|
600 |
|
|
|
72 |
|
Archrock Inc |
|
|
7,507 |
|
|
|
63 |
|
Baker Hughes Co, Cl A |
|
|
30,635 |
|
|
|
900 |
|
Brigham Minerals Inc, Cl A |
|
|
1,217 |
|
|
|
28 |
|
Bristow Group * |
|
|
1,500 |
|
|
|
50 |
|
Cactus Inc, Cl A |
|
|
2,000 |
|
|
|
101 |
|
California Resources Corp |
|
|
2,900 |
|
|
|
120 |
|
Callon Petroleum Co * |
|
|
1,700 |
|
|
|
96 |
|
Centennial Resource Development Inc/DE, Cl A * |
|
|
7,400 |
|
|
|
65 |
|
Centrus Energy, Cl A * |
|
|
800 |
|
|
|
36 |
|
ChampionX Corp |
|
|
8,645 |
|
|
|
185 |
|
Cheniere Energy Inc |
|
|
9,796 |
|
|
|
1,302 |
|
Chesapeake Energy Corp |
|
|
4,400 |
|
|
|
340 |
|
Chevron Corp (D) |
|
|
81,762 |
|
|
|
11,774 |
|
Civitas Resources Inc |
|
|
1,569 |
|
|
|
79 |
|
Clean Energy Fuels Corp * |
|
|
5,769 |
|
|
|
42 |
|
CNX Resources Corp * |
|
|
7,233 |
|
|
|
118 |
|
Comstock Resources Inc * |
|
|
2,700 |
|
|
|
22 |
|
ConocoPhillips (D) |
|
|
54,248 |
|
|
|
5,146 |
|
CONSOL Energy Inc * |
|
|
1,700 |
|
|
|
52 |
|
Continental Resources Inc/OK |
|
|
2,588 |
|
|
|
143 |
|
Coterra Energy Inc, Cl A |
|
|
30,945 |
|
|
|
722 |
|
Delek US Holdings Inc * |
|
|
2,782 |
|
|
|
48 |
|
Denbury Inc * |
|
|
1,800 |
|
|
|
131 |
|
Devon Energy Corp |
|
|
28,149 |
|
|
|
1,676 |
|
DHT Holdings Inc |
|
|
8,000 |
|
|
|
50 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Diamondback Energy Inc |
|
|
7,609 |
|
|
$ |
1,051 |
|
DMC Global Inc * |
|
|
900 |
|
|
|
26 |
|
Dorian LPG Ltd |
|
|
3,100 |
|
|
|
43 |
|
Dril-Quip Inc * |
|
|
1,950 |
|
|
|
56 |
|
DT Midstream Inc |
|
|
4,871 |
|
|
|
259 |
|
Energy Fuels Inc/Canada * |
|
|
6,200 |
|
|
|
51 |
|
EOG Resources Inc |
|
|
23,528 |
|
|
|
2,704 |
|
EQT Corp |
|
|
12,210 |
|
|
|
283 |
|
Equitrans Midstream Corp |
|
|
18,676 |
|
|
|
120 |
|
Expro Group Holdings * |
|
|
1,766 |
|
|
|
28 |
|
Exxon Mobil Corp (D) |
|
|
172,261 |
|
|
|
13,509 |
|
Frontline Ltd/Bermuda |
|
|
6,114 |
|
|
|
58 |
|
Gevo * |
|
|
9,500 |
|
|
|
34 |
|
Golar LNG Ltd * |
|
|
4,523 |
|
|
|
79 |
|
Green Plains Inc * |
|
|
1,500 |
|
|
|
49 |
|
Halliburton Co |
|
|
37,034 |
|
|
|
1,242 |
|
Helmerich & Payne Inc |
|
|
4,012 |
|
|
|
145 |
|
Hess Corp |
|
|
11,440 |
|
|
|
1,156 |
|
HollyFrontier Corp |
|
|
6,353 |
|
|
|
193 |
|
International Seaways Inc |
|
|
2,400 |
|
|
|
44 |
|
Kinder Morgan Inc |
|
|
86,800 |
|
|
|
1,510 |
|
Kosmos Energy Ltd * |
|
|
15,416 |
|
|
|
75 |
|
Laredo Petroleum * |
|
|
500 |
|
|
|
38 |
|
Liberty Oilfield Services Inc, Cl A * |
|
|
4,026 |
|
|
|
50 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
6,491 |
|
|
|
145 |
|
Marathon Oil Corp |
|
|
31,418 |
|
|
|
709 |
|
Marathon Petroleum Corp (D) |
|
|
27,278 |
|
|
|
2,124 |
|
Matador Resources Co |
|
|
3,957 |
|
|
|
196 |
|
Murphy Oil Corp |
|
|
5,443 |
|
|
|
189 |
|
Nabors Industries Ltd * |
|
|
500 |
|
|
|
63 |
|
New Fortress Energy Inc, Cl A |
|
|
1,400 |
|
|
|
39 |
|
NexTier Oilfield Solutions Inc * |
|
|
8,900 |
|
|
|
71 |
|
Northern Oil and Gas Inc |
|
|
1,900 |
|
|
|
48 |
|
NOV Inc |
|
|
18,216 |
|
|
|
312 |
|
Oasis Petroleum Inc |
|
|
900 |
|
|
|
119 |
|
Occidental Petroleum Corp |
|
|
35,522 |
|
|
|
1,553 |
|
Oceaneering International Inc * |
|
|
6,023 |
|
|
|
88 |
|
ONEOK Inc |
|
|
19,968 |
|
|
|
1,304 |
|
Ovintiv Inc |
|
|
10,494 |
|
|
|
481 |
|
Par Pacific Holdings Inc * |
|
|
2,977 |
|
|
|
41 |
|
Patterson-UTI Energy Inc |
|
|
9,465 |
|
|
|
137 |
|
PBF Energy Inc, Cl A * |
|
|
4,480 |
|
|
|
74 |
|
PDC Energy Inc |
|
|
4,199 |
|
|
|
271 |
|
Peabody Energy Corp * |
|
|
3,500 |
|
|
|
61 |
|
Phillips 66 |
|
|
19,764 |
|
|
|
1,665 |
|
Pioneer Natural Resources Co |
|
|
8,841 |
|
|
|
2,118 |
|
ProPetro Holding Corp * |
|
|
2,306 |
|
|
|
29 |
|
Range Resources Corp * |
|
|
9,795 |
|
|
|
225 |
|
Renewable Energy Group Inc * |
|
|
1,552 |
|
|
|
95 |
|
REX American Resources Corp * |
|
|
293 |
|
|
|
28 |
|
Schlumberger NV |
|
|
61,620 |
|
|
|
2,418 |
|
Scorpio Tankers Inc |
|
|
2,441 |
|
|
|
42 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SFL Corp Ltd |
|
|
5,417 |
|
|
$ |
54 |
|
SM Energy Co |
|
|
4,500 |
|
|
|
160 |
|
Southwestern Energy Co * |
|
|
40,602 |
|
|
|
203 |
|
Targa Resources Corp |
|
|
10,020 |
|
|
|
655 |
|
Tellurian Inc * |
|
|
14,200 |
|
|
|
54 |
|
Texas Pacific Land Corp |
|
|
288 |
|
|
|
342 |
|
Uranium Energy Corp * |
|
|
14,100 |
|
|
|
56 |
|
US Silica Holdings Inc * |
|
|
3,500 |
|
|
|
51 |
|
Valero Energy Corp (D) |
|
|
17,345 |
|
|
|
1,448 |
|
Whiting Petroleum Corp |
|
|
1,400 |
|
|
|
103 |
|
Williams Cos Inc/The |
|
|
55,025 |
|
|
|
1,721 |
|
World Fuel Services Corp |
|
|
2,750 |
|
|
|
78 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
66,673 |
|
Health Care — 5.8% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
903 |
|
|
|
74 |
|
Abbott Laboratories |
|
|
14,382 |
|
|
|
1,735 |
|
AbbVie Inc |
|
|
15,530 |
|
|
|
2,295 |
|
ABIOMED Inc * |
|
|
259 |
|
|
|
80 |
|
Acadia Healthcare Co Inc * |
|
|
945 |
|
|
|
54 |
|
ACADIA Pharmaceuticals Inc * |
|
|
2,900 |
|
|
|
74 |
|
Agilent Technologies Inc |
|
|
2,727 |
|
|
|
355 |
|
Agios Pharmaceuticals Inc * |
|
|
700 |
|
|
|
22 |
|
Align Technology Inc * |
|
|
662 |
|
|
|
339 |
|
Alkermes PLC * |
|
|
2,200 |
|
|
|
55 |
|
Alnylam Pharmaceuticals Inc * |
|
|
1,098 |
|
|
|
173 |
|
Amedisys Inc * |
|
|
200 |
|
|
|
32 |
|
AmerisourceBergen Corp, Cl A |
|
|
1,191 |
|
|
|
170 |
|
Amgen Inc (D) |
|
|
5,187 |
|
|
|
1,175 |
|
Amicus Therapeutics Inc * |
|
|
2,611 |
|
|
|
21 |
|
AMN Healthcare Services Inc * |
|
|
600 |
|
|
|
64 |
|
Amphastar Pharmaceuticals Inc * |
|
|
1,407 |
|
|
|
39 |
|
Anthem Inc |
|
|
2,108 |
|
|
|
952 |
|
Apellis Pharmaceuticals Inc * |
|
|
1,200 |
|
|
|
51 |
|
Apollo Medical Holdings Inc * |
|
|
500 |
|
|
|
24 |
|
Arena Pharmaceuticals Inc * |
|
|
993 |
|
|
|
94 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
822 |
|
|
|
36 |
|
Arvinas Inc * |
|
|
500 |
|
|
|
32 |
|
Avanos Medical Inc * |
|
|
842 |
|
|
|
30 |
|
Avantor Inc * |
|
|
4,694 |
|
|
|
163 |
|
Baxter International Inc (D) |
|
|
3,896 |
|
|
|
331 |
|
Beam Therapeutics Inc * |
|
|
400 |
|
|
|
31 |
|
Becton Dickinson and Co |
|
|
2,544 |
|
|
|
690 |
|
Biogen Inc * |
|
|
1,077 |
|
|
|
227 |
|
Biohaven Pharmaceutical Holding Co Ltd * |
|
|
500 |
|
|
|
59 |
|
BioMarin Pharmaceutical Inc * |
|
|
1,431 |
|
|
|
112 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
127 |
|
|
|
79 |
|
Bio-Techne Corp |
|
|
303 |
|
|
|
127 |
|
Blueprint Medicines Corp * |
|
|
472 |
|
|
|
29 |
|
Boston Scientific Corp * |
|
|
11,741 |
|
|
|
519 |
|
Bristol-Myers Squibb Co |
|
|
19,167 |
|
|
|
1,316 |
|
Bruker Corp |
|
|
976 |
|
|
|
69 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cardinal Health Inc |
|
|
2,208 |
|
|
$ |
119 |
|
CareDx Inc * |
|
|
600 |
|
|
|
23 |
|
Cassava Sciences * |
|
|
500 |
|
|
|
21 |
|
Catalent Inc * |
|
|
1,341 |
|
|
|
137 |
|
Centene Corp * |
|
|
5,109 |
|
|
|
422 |
|
Cerner Corp |
|
|
2,527 |
|
|
|
236 |
|
Change Healthcare Inc * |
|
|
1,000 |
|
|
|
21 |
|
Charles River Laboratories International Inc * |
|
|
461 |
|
|
|
134 |
|
Chemed Corp |
|
|
127 |
|
|
|
61 |
|
Cigna Corp |
|
|
2,653 |
|
|
|
631 |
|
CONMED Corp |
|
|
400 |
|
|
|
58 |
|
Cooper Cos Inc/The |
|
|
430 |
|
|
|
176 |
|
CorVel Corp * |
|
|
200 |
|
|
|
32 |
|
Covetrus Inc * |
|
|
1,565 |
|
|
|
28 |
|
CVS Health Corp |
|
|
11,119 |
|
|
|
1,152 |
|
Cytokinetics Inc * |
|
|
1,200 |
|
|
|
42 |
|
Danaher Corp |
|
|
5,044 |
|
|
|
1,384 |
|
DaVita Inc * |
|
|
611 |
|
|
|
69 |
|
Denali Therapeutics Inc * |
|
|
600 |
|
|
|
20 |
|
DENTSPLY SIRONA Inc |
|
|
1,674 |
|
|
|
91 |
|
Dexcom Inc * |
|
|
760 |
|
|
|
315 |
|
Edwards Lifesciences Corp * |
|
|
4,727 |
|
|
|
531 |
|
Elanco Animal Health Inc * |
|
|
3,758 |
|
|
|
107 |
|
Eli Lilly & Co |
|
|
7,087 |
|
|
|
1,771 |
|
Emergent BioSolutions Inc * |
|
|
500 |
|
|
|
21 |
|
Enanta Pharmaceuticals Inc * |
|
|
500 |
|
|
|
35 |
|
Encompass Health Corp |
|
|
884 |
|
|
|
58 |
|
Ensign Group Inc/The |
|
|
361 |
|
|
|
30 |
|
Envista Holdings Corp * |
|
|
1,600 |
|
|
|
77 |
|
Exact Sciences Corp * |
|
|
1,679 |
|
|
|
131 |
|
Exelixis Inc * |
|
|
2,196 |
|
|
|
45 |
|
Fate Therapeutics Inc * |
|
|
590 |
|
|
|
20 |
|
Gilead Sciences Inc (D) |
|
|
11,425 |
|
|
|
690 |
|
Globus Medical Inc, Cl A * |
|
|
700 |
|
|
|
49 |
|
Guardant Health Inc * |
|
|
466 |
|
|
|
31 |
|
Haemonetics Corp * |
|
|
567 |
|
|
|
33 |
|
Halozyme Therapeutics Inc * |
|
|
1,232 |
|
|
|
44 |
|
HCA Healthcare Inc |
|
|
2,070 |
|
|
|
518 |
|
Health Catalyst Inc * |
|
|
877 |
|
|
|
24 |
|
HealthEquity Inc * |
|
|
500 |
|
|
|
27 |
|
HealthStream Inc * |
|
|
1,168 |
|
|
|
24 |
|
Henry Schein Inc * |
|
|
936 |
|
|
|
81 |
|
Hologic Inc * |
|
|
1,540 |
|
|
|
110 |
|
Horizon Therapeutics PLC * |
|
|
1,773 |
|
|
|
162 |
|
Humana Inc |
|
|
1,175 |
|
|
|
510 |
|
ICU Medical Inc * |
|
|
126 |
|
|
|
30 |
|
IDEXX Laboratories Inc * |
|
|
643 |
|
|
|
342 |
|
Illumina Inc * |
|
|
1,095 |
|
|
|
358 |
|
Inari Medical Inc * |
|
|
500 |
|
|
|
44 |
|
Incyte Corp * |
|
|
1,556 |
|
|
|
106 |
|
Inspire Medical Systems Inc * |
|
|
200 |
|
|
|
49 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Insulet Corp * |
|
|
413 |
|
|
$ |
109 |
|
Integer Holdings Corp * |
|
|
400 |
|
|
|
34 |
|
Integra LifeSciences Holdings Corp * |
|
|
572 |
|
|
|
38 |
|
Intellia Therapeutics Inc * |
|
|
400 |
|
|
|
40 |
|
Intra-Cellular Therapies Inc * |
|
|
1,100 |
|
|
|
61 |
|
Intuitive Surgical Inc * |
|
|
3,071 |
|
|
|
892 |
|
Ionis Pharmaceuticals Inc * |
|
|
1,024 |
|
|
|
34 |
|
IQVIA Holdings Inc * |
|
|
1,421 |
|
|
|
327 |
|
iRhythm Technologies Inc * |
|
|
400 |
|
|
|
52 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
2,400 |
|
|
|
26 |
|
Jazz Pharmaceuticals PLC * |
|
|
548 |
|
|
|
75 |
|
Johnson & Johnson (D) |
|
|
22,372 |
|
|
|
3,682 |
|
Kodiak Sciences Inc * |
|
|
400 |
|
|
|
3 |
|
Laboratory Corp of America Holdings * |
|
|
751 |
|
|
|
204 |
|
LHC Group Inc * |
|
|
437 |
|
|
|
59 |
|
Ligand Pharmaceuticals Inc * |
|
|
222 |
|
|
|
22 |
|
LivaNova PLC * |
|
|
443 |
|
|
|
35 |
|
Masimo Corp * |
|
|
428 |
|
|
|
67 |
|
McKesson Corp |
|
|
1,342 |
|
|
|
369 |
|
Medpace Holdings Inc * |
|
|
300 |
|
|
|
46 |
|
Medtronic PLC |
|
|
11,627 |
|
|
|
1,221 |
|
Merck & Co Inc |
|
|
21,074 |
|
|
|
1,614 |
|
Merit Medical Systems Inc * |
|
|
500 |
|
|
|
33 |
|
Mesa Laboratories Inc |
|
|
98 |
|
|
|
25 |
|
Mettler-Toledo International Inc * |
|
|
190 |
|
|
|
268 |
|
Mirati Therapeutics Inc * |
|
|
282 |
|
|
|
25 |
|
Moderna Inc * |
|
|
2,518 |
|
|
|
387 |
|
ModivCare Inc * |
|
|
195 |
|
|
|
23 |
|
Molina Healthcare Inc * |
|
|
374 |
|
|
|
115 |
|
Natera Inc * |
|
|
559 |
|
|
|
37 |
|
Nektar Therapeutics, Cl A * |
|
|
2,016 |
|
|
|
21 |
|
Neogen Corp * |
|
|
882 |
|
|
|
31 |
|
Neurocrine Biosciences Inc * |
|
|
870 |
|
|
|
78 |
|
NextGen Healthcare Inc * |
|
|
2,384 |
|
|
|
47 |
|
Novavax Inc * |
|
|
479 |
|
|
|
40 |
|
Novocure Ltd * |
|
|
712 |
|
|
|
58 |
|
NuVasive Inc * |
|
|
400 |
|
|
|
22 |
|
Omnicell Inc * |
|
|
250 |
|
|
|
32 |
|
Option Care Health Inc * |
|
|
2,000 |
|
|
|
51 |
|
Organon & Co |
|
|
1,865 |
|
|
|
70 |
|
Owens & Minor Inc |
|
|
1,100 |
|
|
|
49 |
|
Pacira BioSciences Inc * |
|
|
600 |
|
|
|
40 |
|
Penumbra Inc * |
|
|
195 |
|
|
|
43 |
|
PerkinElmer Inc |
|
|
1,009 |
|
|
|
181 |
|
Perrigo Co PLC |
|
|
429 |
|
|
|
15 |
|
Pfizer Inc |
|
|
47,628 |
|
|
|
2,236 |
|
Phreesia Inc * |
|
|
800 |
|
|
|
25 |
|
Premier Inc, Cl A |
|
|
500 |
|
|
|
18 |
|
Progyny Inc * |
|
|
800 |
|
|
|
31 |
|
PTC Therapeutics Inc * |
|
|
600 |
|
|
|
21 |
|
QIAGEN NV * |
|
|
2,382 |
|
|
|
118 |
|
Quest Diagnostics Inc |
|
|
831 |
|
|
|
109 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Quidel Corp * |
|
|
200 |
|
|
$ |
21 |
|
Regeneron Pharmaceuticals Inc * |
|
|
945 |
|
|
|
584 |
|
Repligen Corp * |
|
|
532 |
|
|
|
105 |
|
ResMed Inc |
|
|
1,475 |
|
|
|
364 |
|
Royalty Pharma PLC, Cl A |
|
|
2,100 |
|
|
|
82 |
|
Sage Therapeutics Inc * |
|
|
703 |
|
|
|
26 |
|
Sarepta Therapeutics Inc * |
|
|
531 |
|
|
|
41 |
|
Seagen Inc * |
|
|
1,200 |
|
|
|
155 |
|
Select Medical Holdings Corp |
|
|
1,200 |
|
|
|
28 |
|
Shockwave Medical Inc * |
|
|
200 |
|
|
|
35 |
|
STAAR Surgical Co * |
|
|
220 |
|
|
|
17 |
|
STERIS PLC |
|
|
678 |
|
|
|
163 |
|
Stryker Corp |
|
|
3,169 |
|
|
|
835 |
|
Syneos Health Inc, Cl A * |
|
|
1,027 |
|
|
|
81 |
|
Tandem Diabetes Care Inc * |
|
|
400 |
|
|
|
45 |
|
Teladoc Health Inc * |
|
|
1,308 |
|
|
|
99 |
|
Teleflex Inc |
|
|
299 |
|
|
|
101 |
|
Tenet Healthcare Corp * |
|
|
900 |
|
|
|
77 |
|
Thermo Fisher Scientific Inc |
|
|
3,124 |
|
|
|
1,699 |
|
Twist Bioscience Corp * |
|
|
400 |
|
|
|
22 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
358 |
|
|
|
24 |
|
United Therapeutics Corp * |
|
|
370 |
|
|
|
61 |
|
UnitedHealth Group Inc (D) |
|
|
7,866 |
|
|
|
3,743 |
|
Universal Health Services Inc, Cl B |
|
|
523 |
|
|
|
75 |
|
Veeva Systems Inc, Cl A * |
|
|
1,100 |
|
|
|
252 |
|
Veracyte Inc * |
|
|
1,100 |
|
|
|
31 |
|
Vertex Pharmaceuticals Inc * |
|
|
2,149 |
|
|
|
494 |
|
Viatris Inc, Cl W * |
|
|
7,958 |
|
|
|
88 |
|
Vir Biotechnology Inc * |
|
|
600 |
|
|
|
15 |
|
Waters Corp * |
|
|
470 |
|
|
|
149 |
|
West Pharmaceutical Services Inc |
|
|
555 |
|
|
|
215 |
|
Xencor Inc * |
|
|
1,342 |
|
|
|
42 |
|
Zentalis Pharmaceuticals * |
|
|
500 |
|
|
|
25 |
|
Zimmer Biomet Holdings Inc |
|
|
1,622 |
|
|
|
206 |
|
Zoetis Inc, Cl A |
|
|
3,494 |
|
|
|
677 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,894 |
|
Industrials — 0.0% |
|
|
|
|
MDU Resources Group Inc |
|
|
2,708 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Information Technology — 1.9% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,603 |
|
|
|
506 |
|
Adobe Inc * |
|
|
1,281 |
|
|
|
599 |
|
Akamai Technologies Inc * |
|
|
500 |
|
|
|
54 |
|
Amdocs Ltd |
|
|
847 |
|
|
|
67 |
|
ANSYS Inc * |
|
|
146 |
|
|
|
47 |
|
Aspen Technology Inc * |
|
|
424 |
|
|
|
65 |
|
Atlassian Corp PLC, Cl A * |
|
|
322 |
|
|
|
98 |
|
Autodesk Inc * |
|
|
453 |
|
|
|
100 |
|
Automatic Data Processing Inc |
|
|
1,097 |
|
|
|
224 |
|
Avalara Inc * |
|
|
200 |
|
|
|
21 |
|
Bill.com Holdings Inc * |
|
|
100 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Black Knight Inc * |
|
|
300 |
|
|
$ |
17 |
|
Block Inc, Cl A * |
|
|
1,369 |
|
|
|
175 |
|
Bottomline Technologies DE Inc * |
|
|
683 |
|
|
|
39 |
|
Broadridge Financial Solutions Inc |
|
|
300 |
|
|
|
44 |
|
Cadence Design Systems Inc * |
|
|
659 |
|
|
|
100 |
|
Cass Information Systems Inc |
|
|
700 |
|
|
|
28 |
|
CDK Global Inc |
|
|
835 |
|
|
|
38 |
|
Ceridian HCM Holding Inc * |
|
|
500 |
|
|
|
36 |
|
Citrix Systems Inc |
|
|
200 |
|
|
|
20 |
|
Cloudflare Inc, Cl A * |
|
|
600 |
|
|
|
70 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,495 |
|
|
|
129 |
|
CommVault Systems Inc * |
|
|
400 |
|
|
|
25 |
|
Coupa Software Inc * |
|
|
169 |
|
|
|
20 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
422 |
|
|
|
82 |
|
Datadog Inc, Cl A * |
|
|
625 |
|
|
|
101 |
|
DocuSign Inc, Cl A * |
|
|
422 |
|
|
|
50 |
|
Dynatrace Inc * |
|
|
800 |
|
|
|
35 |
|
Elastic NV * |
|
|
300 |
|
|
|
26 |
|
EPAM Systems Inc * |
|
|
98 |
|
|
|
20 |
|
Fair Isaac Corp * |
|
|
100 |
|
|
|
47 |
|
Fidelity National Information Services Inc |
|
|
1,456 |
|
|
|
139 |
|
Fiserv Inc * |
|
|
1,398 |
|
|
|
137 |
|
Five9 Inc * |
|
|
300 |
|
|
|
33 |
|
FleetCor Technologies Inc * |
|
|
195 |
|
|
|
46 |
|
Fortinet Inc * |
|
|
350 |
|
|
|
121 |
|
Gartner Inc * |
|
|
237 |
|
|
|
66 |
|
Genpact Ltd |
|
|
600 |
|
|
|
25 |
|
Global Payments Inc |
|
|
881 |
|
|
|
117 |
|
Globant SA * |
|
|
90 |
|
|
|
25 |
|
Guidewire Software Inc * |
|
|
400 |
|
|
|
35 |
|
HubSpot Inc * |
|
|
100 |
|
|
|
52 |
|
International Business Machines Corp |
|
|
2,165 |
|
|
|
265 |
|
Intuit Inc |
|
|
814 |
|
|
|
386 |
|
Jack Henry & Associates Inc |
|
|
349 |
|
|
|
62 |
|
Manhattan Associates Inc * |
|
|
286 |
|
|
|
38 |
|
Mastercard Inc, Cl A |
|
|
2,228 |
|
|
|
804 |
|
Microsoft Corp (D) |
|
|
20,252 |
|
|
|
6,051 |
|
MongoDB Inc, Cl A * |
|
|
140 |
|
|
|
53 |
|
NortonLifeLock Inc |
|
|
1,294 |
|
|
|
37 |
|
Nuance Communications Inc * |
|
|
1,074 |
|
|
|
60 |
|
Okta Inc, Cl A * |
|
|
353 |
|
|
|
64 |
|
Oracle Corp |
|
|
4,682 |
|
|
|
356 |
|
PagerDuty Inc * |
|
|
1,210 |
|
|
|
41 |
|
Palantir Technologies Inc, Cl A * |
|
|
3,300 |
|
|
|
39 |
|
Palo Alto Networks Inc * |
|
|
266 |
|
|
|
158 |
|
Paychex Inc |
|
|
971 |
|
|
|
116 |
|
Paycom Software Inc * |
|
|
89 |
|
|
|
30 |
|
Paylocity Holding Corp * |
|
|
200 |
|
|
|
42 |
|
PayPal Holdings Inc * |
|
|
3,069 |
|
|
|
343 |
|
PTC Inc * |
|
|
500 |
|
|
|
56 |
|
RingCentral Inc, Cl A * |
|
|
100 |
|
|
|
13 |
|
salesforce.com Inc * |
|
|
2,517 |
|
|
|
530 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ServiceNow Inc * |
|
|
462 |
|
|
$ |
268 |
|
Snowflake Inc, Cl A * |
|
|
500 |
|
|
|
133 |
|
Splunk Inc * |
|
|
373 |
|
|
|
44 |
|
SS&C Technologies Holdings Inc |
|
|
440 |
|
|
|
33 |
|
Synopsys Inc * |
|
|
255 |
|
|
|
80 |
|
Trade Desk Inc/The, Cl A * |
|
|
940 |
|
|
|
80 |
|
Twilio Inc, Cl A * |
|
|
437 |
|
|
|
76 |
|
Tyler Technologies Inc * |
|
|
90 |
|
|
|
39 |
|
Unity Software Inc * |
|
|
400 |
|
|
|
43 |
|
Verint Systems Inc * |
|
|
500 |
|
|
|
25 |
|
VeriSign Inc * |
|
|
200 |
|
|
|
43 |
|
Visa Inc, Cl A |
|
|
4,233 |
|
|
|
915 |
|
VMware Inc, Cl A |
|
|
611 |
|
|
|
72 |
|
Vonage Holdings Corp * |
|
|
1,649 |
|
|
|
33 |
|
WEX Inc * |
|
|
200 |
|
|
|
34 |
|
Workday Inc, Cl A * |
|
|
479 |
|
|
|
110 |
|
Zendesk Inc * |
|
|
700 |
|
|
|
82 |
|
Zoom Video Communications Inc, Cl A * |
|
|
462 |
|
|
|
61 |
|
Zscaler Inc * |
|
|
140 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,451 |
|
Materials — 0.0% |
|
|
|
|
Aspen Aerogels Inc * |
|
|
1,300 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Real Estate — 2.9% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
800 |
|
|
|
51 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,218 |
|
|
|
420 |
|
American Campus Communities Inc ‡ |
|
|
2,531 |
|
|
|
136 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
4,875 |
|
|
|
185 |
|
American Tower Corp, Cl A ‡ |
|
|
6,964 |
|
|
|
1,580 |
|
Americold Realty Trust ‡ |
|
|
3,783 |
|
|
|
101 |
|
Apartment Income Corp ‡ |
|
|
2,315 |
|
|
|
119 |
|
Apartment Investment and Management Co, Cl A ‡ |
|
|
3,215 |
|
|
|
23 |
|
Apple Hospitality REIT Inc ‡ |
|
|
2,165 |
|
|
|
38 |
|
AvalonBay Communities Inc ‡ |
|
|
2,231 |
|
|
|
532 |
|
Boston Properties Inc ‡ |
|
|
2,330 |
|
|
|
285 |
|
Brandywine Realty Trust ‡ |
|
|
1,779 |
|
|
|
24 |
|
Brixmor Property Group Inc ‡ |
|
|
4,839 |
|
|
|
122 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
3,200 |
|
|
|
69 |
|
Camden Property Trust ‡ |
|
|
1,390 |
|
|
|
229 |
|
CareTrust Inc ‡ |
|
|
2,100 |
|
|
|
37 |
|
CBRE Group Inc, Cl A * |
|
|
4,770 |
|
|
|
462 |
|
Corporate Office Properties Trust ‡ |
|
|
1,429 |
|
|
|
37 |
|
Cousins Properties Inc ‡ |
|
|
2,324 |
|
|
|
90 |
|
Crown Castle International Corp ‡ |
|
|
6,751 |
|
|
|
1,125 |
|
CubeSmart ‡ |
|
|
2,939 |
|
|
|
142 |
|
Cushman & Wakefield PLC * |
|
|
1,464 |
|
|
|
32 |
|
CyrusOne Inc ‡ |
|
|
1,804 |
|
|
|
163 |
|
DiamondRock Hospitality Co *‡ |
|
|
5,700 |
|
|
|
54 |
|
Digital Realty Trust Inc ‡ |
|
|
4,615 |
|
|
|
623 |
|
DigitalBridge Group *‡ |
|
|
7,034 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Douglas Emmett Inc ‡ |
|
|
2,384 |
|
|
$ |
76 |
|
Duke Realty Corp ‡ |
|
|
6,526 |
|
|
|
346 |
|
EastGroup Properties Inc ‡ |
|
|
560 |
|
|
|
107 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
4,209 |
|
|
|
40 |
|
EPR Properties ‡ |
|
|
947 |
|
|
|
47 |
|
Equinix Inc ‡ |
|
|
1,453 |
|
|
|
1,031 |
|
Equity Commonwealth *‡ |
|
|
2,000 |
|
|
|
53 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
2,527 |
|
|
|
189 |
|
Equity Residential ‡ |
|
|
5,485 |
|
|
|
468 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
1,598 |
|
|
|
40 |
|
Essex Property Trust Inc ‡ |
|
|
985 |
|
|
|
312 |
|
Extra Space Storage Inc ‡ |
|
|
2,111 |
|
|
|
397 |
|
Federal Realty Investment Trust ‡ |
|
|
1,299 |
|
|
|
153 |
|
First Industrial Realty Trust Inc ‡ |
|
|
1,752 |
|
|
|
101 |
|
Forestar Group Inc * |
|
|
1,774 |
|
|
|
32 |
|
Four Corners Property Trust Inc ‡ |
|
|
1,856 |
|
|
|
49 |
|
Franklin Street Properties Corp ‡ |
|
|
7,900 |
|
|
|
46 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
3,525 |
|
|
|
160 |
|
Getty Realty Corp ‡ |
|
|
1,100 |
|
|
|
30 |
|
Healthcare Realty Trust Inc ‡ |
|
|
2,439 |
|
|
|
64 |
|
Healthcare Trust of America Inc, Cl A ‡ |
|
|
4,002 |
|
|
|
118 |
|
Healthpeak Properties Inc ‡ |
|
|
7,751 |
|
|
|
241 |
|
Highwoods Properties Inc ‡ |
|
|
1,928 |
|
|
|
84 |
|
Host Hotels & Resorts Inc *‡ |
|
|
9,976 |
|
|
|
182 |
|
Howard Hughes Corp/The * |
|
|
936 |
|
|
|
89 |
|
Hudson Pacific Properties Inc ‡ |
|
|
2,073 |
|
|
|
55 |
|
Independence Realty Trust Inc ‡ |
|
|
2,100 |
|
|
|
53 |
|
Industrial Logistics Properties Trust ‡ |
|
|
1,400 |
|
|
|
31 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
300 |
|
|
|
57 |
|
Invitation Homes Inc ‡ |
|
|
8,896 |
|
|
|
336 |
|
Iron Mountain Inc ‡ |
|
|
4,356 |
|
|
|
214 |
|
JBG SMITH Properties ‡ |
|
|
1,710 |
|
|
|
46 |
|
Jones Lang LaSalle Inc * |
|
|
692 |
|
|
|
170 |
|
Kennedy-Wilson Holdings Inc |
|
|
1,415 |
|
|
|
31 |
|
Kilroy Realty Corp ‡ |
|
|
1,720 |
|
|
|
123 |
|
Kimco Realty Corp ‡ |
|
|
7,515 |
|
|
|
177 |
|
Kite Realty Group Trust ‡ |
|
|
4,176 |
|
|
|
92 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
1,069 |
|
|
|
117 |
|
Lexington Realty Trust, Cl B ‡ |
|
|
4,731 |
|
|
|
73 |
|
Life Storage Inc ‡ |
|
|
1,343 |
|
|
|
170 |
|
Macerich Co/The ‡ |
|
|
3,603 |
|
|
|
55 |
|
Marcus & Millichap Inc |
|
|
600 |
|
|
|
30 |
|
Medical Properties Trust Inc ‡ |
|
|
9,612 |
|
|
|
195 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,837 |
|
|
|
376 |
|
National Health Investors Inc ‡ |
|
|
759 |
|
|
|
40 |
|
National Retail Properties Inc ‡ |
|
|
2,895 |
|
|
|
123 |
|
National Storage Affiliates Trust ‡ |
|
|
1,757 |
|
|
|
102 |
|
Newmark Group Inc, Cl A |
|
|
3,341 |
|
|
|
59 |
|
Omega Healthcare Investors Inc ‡ |
|
|
3,539 |
|
|
|
100 |
|
Opendoor Technologies Inc * |
|
|
7,300 |
|
|
|
61 |
|
Outfront Media Inc ‡ |
|
|
2,325 |
|
|
|
62 |
|
Park Hotels & Resorts Inc *‡ |
|
|
3,709 |
|
|
|
70 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Pebblebrook Hotel Trust ‡ |
|
|
2,447 |
|
|
$ |
55 |
|
Physicians Realty Trust ‡ |
|
|
2,813 |
|
|
|
46 |
|
PotlatchDeltic Corp ‡ |
|
|
1,021 |
|
|
|
56 |
|
Prologis Inc ‡ |
|
|
11,594 |
|
|
|
1,691 |
|
PS Business Parks Inc ‡ |
|
|
204 |
|
|
|
32 |
|
Public Storage ‡ |
|
|
2,438 |
|
|
|
866 |
|
Rayonier Inc ‡ |
|
|
2,527 |
|
|
|
100 |
|
Realty Income Corp ‡ |
|
|
9,437 |
|
|
|
624 |
|
Redfin Corp * |
|
|
1,258 |
|
|
|
27 |
|
Regency Centers Corp ‡ |
|
|
2,349 |
|
|
|
155 |
|
Retail Opportunity Investments Corp ‡ |
|
|
1,911 |
|
|
|
35 |
|
Rexford Industrial Realty Inc ‡ |
|
|
3,448 |
|
|
|
242 |
|
RLJ Lodging Trust ‡ |
|
|
3,871 |
|
|
|
54 |
|
Ryman Hospitality Properties Inc *‡ |
|
|
867 |
|
|
|
76 |
|
Sabra Health Care Inc ‡ |
|
|
2,961 |
|
|
|
40 |
|
Saul Centers Inc ‡ |
|
|
866 |
|
|
|
40 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,875 |
|
|
|
569 |
|
Service Properties Trust ‡ |
|
|
2,782 |
|
|
|
24 |
|
Simon Property Group Inc ‡ |
|
|
5,021 |
|
|
|
691 |
|
SITE Centers Corp ‡ |
|
|
2,800 |
|
|
|
44 |
|
SL Green Realty Corp ‡ |
|
|
828 |
|
|
|
66 |
|
Spirit Realty Capital Inc ‡ |
|
|
1,868 |
|
|
|
87 |
|
St. Joe |
|
|
1,158 |
|
|
|
63 |
|
STAG Industrial Inc ‡ |
|
|
3,018 |
|
|
|
118 |
|
STORE Capital Corp ‡ |
|
|
4,740 |
|
|
|
146 |
|
Sun Communities Inc ‡ |
|
|
1,749 |
|
|
|
317 |
|
Sunstone Hotel Investors Inc *‡ |
|
|
5,094 |
|
|
|
54 |
|
Terreno Realty Corp ‡ |
|
|
1,022 |
|
|
|
70 |
|
UDR Inc ‡ |
|
|
5,228 |
|
|
|
287 |
|
Uniti Group Inc ‡ |
|
|
3,838 |
|
|
|
50 |
|
Universal Health Realty Income Trust ‡ |
|
|
400 |
|
|
|
23 |
|
Urban Edge Properties ‡ |
|
|
2,552 |
|
|
|
46 |
|
Ventas Inc ‡ |
|
|
5,832 |
|
|
|
315 |
|
Veris Residential ‡ |
|
|
2,576 |
|
|
|
43 |
|
VICI Properties Inc ‡ |
|
|
9,770 |
|
|
|
273 |
|
Vornado Realty Trust ‡ |
|
|
2,517 |
|
|
|
109 |
|
Welltower Inc ‡ |
|
|
6,898 |
|
|
|
574 |
|
Weyerhaeuser Co ‡ |
|
|
10,668 |
|
|
|
415 |
|
WP Carey Inc ‡ |
|
|
2,708 |
|
|
|
210 |
|
Xenia Hotels & Resorts Inc *‡ |
|
|
2,172 |
|
|
|
40 |
|
Zillow Group Inc, Cl A * |
|
|
1,100 |
|
|
|
63 |
|
Zillow Group Inc, Cl C * |
|
|
2,700 |
|
|
|
155 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,194 |
|
Utilities — 1.4% |
|
|
|
|
AES Corp/The |
|
|
7,044 |
|
|
|
150 |
|
Alliant Energy Corp |
|
|
2,488 |
|
|
|
145 |
|
Ameren Corp |
|
|
2,635 |
|
|
|
226 |
|
American Electric Power Co Inc |
|
|
5,465 |
|
|
|
495 |
|
American States Water Co |
|
|
500 |
|
|
|
42 |
|
American Water Works Co Inc |
|
|
2,016 |
|
|
|
305 |
|
Atmos Energy Corp |
|
|
1,051 |
|
|
|
115 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Black Hills Corp |
|
|
800 |
|
|
$ |
56 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
466 |
|
|
|
33 |
|
Brookfield Renewable Corp, Cl A |
|
|
1,100 |
|
|
|
41 |
|
California Water Service Group |
|
|
397 |
|
|
|
23 |
|
CenterPoint Energy Inc |
|
|
6,306 |
|
|
|
172 |
|
Clearway Energy Inc, Cl C |
|
|
1,281 |
|
|
|
43 |
|
CMS Energy Corp |
|
|
3,057 |
|
|
|
196 |
|
Consolidated Edison Inc |
|
|
3,458 |
|
|
|
297 |
|
Constellation Energy Corp |
|
|
3,470 |
|
|
|
160 |
|
Dominion Energy Inc |
|
|
8,769 |
|
|
|
697 |
|
DTE Energy Co |
|
|
2,033 |
|
|
|
247 |
|
Duke Energy Corp |
|
|
8,093 |
|
|
|
813 |
|
Edison International |
|
|
3,785 |
|
|
|
240 |
|
Entergy Corp |
|
|
2,066 |
|
|
|
217 |
|
Essential Utilities Inc |
|
|
2,137 |
|
|
|
101 |
|
Evergy Inc |
|
|
2,236 |
|
|
|
140 |
|
Eversource Energy |
|
|
3,581 |
|
|
|
293 |
|
Exelon Corp |
|
|
10,212 |
|
|
|
435 |
|
FirstEnergy Corp |
|
|
5,441 |
|
|
|
228 |
|
Hawaiian Electric Industries Inc |
|
|
1,150 |
|
|
|
47 |
|
IDACORP Inc |
|
|
890 |
|
|
|
92 |
|
MGE Energy Inc |
|
|
600 |
|
|
|
43 |
|
Middlesex Water Co |
|
|
200 |
|
|
|
20 |
|
National Fuel Gas Co |
|
|
1,000 |
|
|
|
62 |
|
New Jersey Resources Corp |
|
|
1,300 |
|
|
|
57 |
|
NextEra Energy Inc |
|
|
20,712 |
|
|
|
1,621 |
|
NiSource Inc |
|
|
3,419 |
|
|
|
99 |
|
NRG Energy Inc |
|
|
2,983 |
|
|
|
113 |
|
OGE Energy Corp |
|
|
1,585 |
|
|
|
59 |
|
ONE Gas Inc |
|
|
406 |
|
|
|
34 |
|
Ormat Technologies Inc |
|
|
275 |
|
|
|
20 |
|
PG&E Corp * |
|
|
14,363 |
|
|
|
163 |
|
Pinnacle West Capital Corp |
|
|
1,409 |
|
|
|
100 |
|
PNM Resources Inc |
|
|
534 |
|
|
|
24 |
|
Portland General Electric Co |
|
|
1,024 |
|
|
|
52 |
|
PPL Corp |
|
|
8,609 |
|
|
|
225 |
|
Public Service Enterprise Group Inc |
|
|
6,426 |
|
|
|
417 |
|
Sempra Energy |
|
|
3,105 |
|
|
|
448 |
|
SJW Group |
|
|
700 |
|
|
|
46 |
|
Southern Co/The |
|
|
11,040 |
|
|
|
715 |
|
UGI Corp |
|
|
1,563 |
|
|
|
60 |
|
Unitil Corp |
|
|
500 |
|
|
|
25 |
|
Via Renewables Inc, Cl A |
|
|
3,000 |
|
|
|
33 |
|
Vistra Corp |
|
|
6,274 |
|
|
|
143 |
|
WEC Energy Group Inc |
|
|
3,646 |
|
|
|
331 |
|
Xcel Energy Inc |
|
|
6,456 |
|
|
|
435 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,394 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $147,264) ($ Thousands) |
|
|
|
|
|
|
241,081 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 8.5% |
Communication Services — 1.1% |
|
|
|
|
Altice Financing |
|
|
|
|
|
|
|
|
3.000%, 01/15/2028 |
|
EUR |
226 |
|
|
$ |
225 |
|
Altice France |
|
|
|
|
|
|
|
|
3.375%, 01/15/2028 |
|
|
112 |
|
|
|
115 |
|
AT&T |
|
|
|
|
|
|
|
|
4.300%, 12/15/2042 |
|
$ |
227 |
|
|
|
231 |
|
3.500%, 09/15/2053 |
|
|
81 |
|
|
|
74 |
|
Baidu |
|
|
|
|
|
|
|
|
3.425%, 04/07/2030 |
|
|
201 |
|
|
|
202 |
|
1.625%, 02/23/2027 |
|
|
342 |
|
|
|
322 |
|
CCO Holdings LLC |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (E) |
|
|
489 |
|
|
|
476 |
|
4.500%, 08/15/2030 (E) |
|
|
54 |
|
|
|
52 |
|
4.500%, 06/01/2033 (E) |
|
|
189 |
|
|
|
177 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.250%, 12/01/2026 (E) |
|
|
920 |
|
|
|
902 |
|
Globo Comunicacao e Participacoes |
|
|
|
|
|
|
|
|
4.875%, 01/22/2030 (E) |
|
|
415 |
|
|
|
371 |
|
Lorca Telecom Bondco |
|
|
|
|
|
|
|
|
4.000%, 09/18/2027 |
|
EUR |
226 |
|
|
|
243 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
4.500%, 01/15/2029 (E) |
|
$ |
470 |
|
|
|
393 |
|
Prosus |
|
|
|
|
|
|
|
|
3.680%, 01/21/2030 (E) |
|
|
479 |
|
|
|
432 |
|
3.257%, 01/19/2027 (E) |
|
|
262 |
|
|
|
251 |
|
Summer BC Holdco B SARL |
|
|
|
|
|
|
|
|
5.750%, 10/31/2026 |
|
EUR |
226 |
|
|
|
255 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (E) |
|
$ |
412 |
|
|
|
338 |
|
2.390%, 06/03/2030 |
|
|
200 |
|
|
|
186 |
|
1.810%, 01/26/2026 (E) |
|
|
621 |
|
|
|
601 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
4.500%, 09/15/2042 |
|
|
245 |
|
|
|
231 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.375%, 04/15/2029 (E) |
|
|
63 |
|
|
|
62 |
|
2.875%, 02/15/2031 |
|
|
315 |
|
|
|
296 |
|
2.625%, 02/15/2029 |
|
|
107 |
|
|
|
100 |
|
2.550%, 02/15/2031 |
|
|
837 |
|
|
|
784 |
|
Weibo |
|
|
|
|
|
|
|
|
3.375%, 07/08/2030 |
|
|
1,183 |
|
|
|
1,097 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,416 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.0% |
|
|
|
|
Adient Global Holdings |
|
|
|
|
|
|
|
|
3.500%, 08/15/2024 |
|
EUR |
226 |
|
|
|
251 |
|
Advance Auto Parts |
|
|
|
|
|
|
|
|
3.900%, 04/15/2030 |
|
$ |
784 |
|
|
|
811 |
|
Alibaba Group Holding |
|
|
|
|
|
|
|
|
2.125%, 02/09/2031 |
|
|
1,023 |
|
|
|
921 |
|
Carnival |
|
|
|
|
|
|
|
|
4.000%, 08/01/2028 (E) |
|
|
527 |
|
|
|
505 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Clarios Global |
|
|
|
|
|
|
|
|
4.375%, 05/15/2026 (E) |
|
EUR |
161 |
|
|
$ |
177 |
|
Expedia Group |
|
|
|
|
|
|
|
|
6.250%, 05/01/2025 (E) |
|
$ |
24 |
|
|
|
26 |
|
4.625%, 08/01/2027 |
|
|
224 |
|
|
|
240 |
|
Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
3.350%, 06/08/2025 (E) |
|
|
1,134 |
|
|
|
1,146 |
|
3.050%, 02/14/2027 (E) |
|
|
54 |
|
|
|
53 |
|
Las Vegas Sands Corp |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
653 |
|
|
|
626 |
|
Mattel |
|
|
|
|
|
|
|
|
3.750%, 04/01/2029 (E) |
|
|
193 |
|
|
|
193 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
340 |
|
|
|
368 |
|
MercadoLibre |
|
|
|
|
|
|
|
|
2.375%, 01/14/2026 |
|
|
200 |
|
|
|
187 |
|
NH Hotel Group |
|
|
|
|
|
|
|
|
4.000%, 07/02/2026 |
|
EUR |
107 |
|
|
|
118 |
|
Nissan Motor |
|
|
|
|
|
|
|
|
4.345%, 09/17/2027 (E) |
|
$ |
1,034 |
|
|
|
1,064 |
|
Nobel Bidco BV |
|
|
|
|
|
|
|
|
3.125%, 06/15/2028 |
|
EUR |
226 |
|
|
|
229 |
|
Ross Stores |
|
|
|
|
|
|
|
|
4.700%, 04/15/2027 |
|
$ |
946 |
|
|
|
1,039 |
|
Royal Caribbean Cruises Ltd |
|
|
|
|
|
|
|
|
11.500%, 06/01/2025 (E) |
|
|
301 |
|
|
|
333 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (E) |
|
|
341 |
|
|
|
297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,584 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.8% |
|
|
|
|
Albertsons |
|
|
|
|
|
|
|
|
3.500%, 03/15/2029 (E) |
|
|
351 |
|
|
|
326 |
|
Altria Group |
|
|
|
|
|
|
|
|
4.800%, 02/14/2029 |
|
|
160 |
|
|
|
173 |
|
3.400%, 05/06/2030 |
|
|
850 |
|
|
|
837 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.700%, 04/02/2027 |
|
|
545 |
|
|
|
579 |
|
2.726%, 03/25/2031 |
|
|
504 |
|
|
|
462 |
|
2.259%, 03/25/2028 |
|
|
1,268 |
|
|
|
1,184 |
|
BRF GmbH |
|
|
|
|
|
|
|
|
4.350%, 09/29/2026 |
|
|
200 |
|
|
|
197 |
|
Cencosud |
|
|
|
|
|
|
|
|
5.150%, 02/12/2025 |
|
|
613 |
|
|
|
638 |
|
Kimberly-Clark de Mexico |
|
|
|
|
|
|
|
|
2.431%, 07/01/2031 (E) |
|
|
292 |
|
|
|
271 |
|
Natura Cosmeticos |
|
|
|
|
|
|
|
|
4.125%, 05/03/2028 (E) |
|
|
271 |
|
|
|
258 |
|
Virgolino de Oliveira Finance |
|
|
|
|
|
|
|
|
10.500%, 01/28/2018 (E)(F) |
|
|
500 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,929 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Energy — 0.6% |
|
|
|
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
2.939%, 06/04/2051 |
|
$ |
1,066 |
|
|
$ |
897 |
|
Continental Resources/Oklahoma |
|
|
|
|
|
|
|
|
2.268%, 11/15/2026 (E) |
|
|
960 |
|
|
|
915 |
|
Enbridge Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 10/15/2045 |
|
|
587 |
|
|
|
828 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.250%, 04/15/2049 |
|
|
297 |
|
|
|
343 |
|
Eni |
|
|
|
|
|
|
|
|
4.250%, 05/09/2029 (E) |
|
|
950 |
|
|
|
1,009 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
6.500%, 03/01/2041 |
|
|
150 |
|
|
|
190 |
|
Oleoducto Central |
|
|
|
|
|
|
|
|
4.000%, 07/14/2027 (E) |
|
|
235 |
|
|
|
222 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.350%, 01/15/2031 |
|
|
124 |
|
|
|
147 |
|
ONEOK Partners |
|
|
|
|
|
|
|
|
6.125%, 02/01/2041 |
|
|
54 |
|
|
|
62 |
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
3.250%, 08/15/2030 (E) |
|
|
255 |
|
|
|
235 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
6.200%, 10/15/2037 |
|
|
302 |
|
|
|
379 |
|
6.100%, 06/01/2040 |
|
|
486 |
|
|
|
613 |
|
Transocean Poseidon |
|
|
|
|
|
|
|
|
6.875%, 02/01/2027 (E) |
|
|
313 |
|
|
|
306 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,146 |
|
| |
|
|
|
|
|
|
|
|
Financials — 3.1% |
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
4.750%, 07/28/2025 (E) |
|
|
200 |
|
|
|
210 |
|
Aircastle |
|
|
|
|
|
|
|
|
5.250%, 08/11/2025 (E) |
|
|
432 |
|
|
|
461 |
|
4.250%, 06/15/2026 |
|
|
54 |
|
|
|
56 |
|
4.125%, 05/01/2024 |
|
|
172 |
|
|
|
176 |
|
2.850%, 01/26/2028 (E) |
|
|
778 |
|
|
|
743 |
|
Alfa |
|
|
|
|
|
|
|
|
5.250%, 03/25/2024 (E) |
|
|
814 |
|
|
|
838 |
|
Aviation Capital Group LLC |
|
|
|
|
|
|
|
|
5.500%, 12/15/2024 (E) |
|
|
432 |
|
|
|
459 |
|
4.875%, 10/01/2025 (E) |
|
|
175 |
|
|
|
183 |
|
4.375%, 01/30/2024 (E) |
|
|
152 |
|
|
|
156 |
|
4.125%, 08/01/2025 (E) |
|
|
6 |
|
|
|
6 |
|
3.500%, 11/01/2027 (E) |
|
|
157 |
|
|
|
155 |
|
1.950%, 01/30/2026 (E) |
|
|
406 |
|
|
|
387 |
|
1.950%, 09/20/2026 (E) |
|
|
142 |
|
|
|
134 |
|
Banco de Credito del Peru MTN |
|
|
|
|
|
|
|
|
3.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/01/2030 (E)(G) |
|
|
728 |
|
|
|
694 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Banco Santander |
|
|
|
|
|
|
|
|
7.500%, USD ICE Swap 11:00 NY 5 Yr + 4.989%(G)(H) |
|
$ |
600 |
|
|
$ |
624 |
|
Bank of America |
|
|
|
|
|
|
|
|
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (G) |
|
|
1,043 |
|
|
|
996 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
4.700%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.358%(G)(H) |
|
|
192 |
|
|
|
197 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (E)(G) |
|
|
687 |
|
|
|
653 |
|
CDBL Funding 1 MTN |
|
|
|
|
|
|
|
|
3.500%, 10/24/2027 |
|
|
520 |
|
|
|
527 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(G)(H) |
|
|
397 |
|
|
|
418 |
|
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(G)(H) |
|
|
583 |
|
|
|
564 |
|
CITIC MTN |
|
|
|
|
|
|
|
|
2.850%, 02/25/2030 |
|
|
278 |
|
|
|
268 |
|
Citigroup |
|
|
|
|
|
|
|
|
5.950%, ICE LIBOR USD 3 Month + 4.068%(G)(H) |
|
|
232 |
|
|
|
234 |
|
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (G) |
|
|
288 |
|
|
|
303 |
|
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(G)(H) |
|
|
348 |
|
|
|
336 |
|
3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (G) |
|
|
196 |
|
|
|
206 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.598%(E)(G)(H) |
|
|
200 |
|
|
|
209 |
|
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(G)(H) |
|
|
749 |
|
|
|
763 |
|
6.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(E)(G)(H) |
|
|
300 |
|
|
|
302 |
|
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (E)(G) |
|
|
382 |
|
|
|
397 |
|
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (E)(G) |
|
|
670 |
|
|
|
635 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
3.961%, U.S. SOFR + 2.581%, 11/26/2025 (G) |
|
|
295 |
|
|
|
301 |
|
2.129%, U.S. SOFR + 1.870%, 11/24/2026 (G) |
|
|
330 |
|
|
|
318 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Discover Financial Services |
|
|
|
|
|
|
|
|
6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.783%(G)(H) |
|
$ |
1,248 |
|
|
$ |
1,304 |
|
Fifth Third Bancorp |
|
|
|
|
|
|
|
|
4.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.215%(G)(H) |
|
|
236 |
|
|
|
237 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
4.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.949%(G)(H) |
|
|
296 |
|
|
|
281 |
|
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (G) |
|
|
93 |
|
|
|
92 |
|
2.615%, U.S. SOFR + 1.281%, 04/22/2032 (G) |
|
|
688 |
|
|
|
650 |
|
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (G) |
|
|
231 |
|
|
|
214 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (G) |
|
|
499 |
|
|
|
531 |
|
4.292%, ICE LIBOR USD 3 Month + 1.348%, 09/12/2026 (G) |
|
|
260 |
|
|
|
271 |
|
ING Groep |
|
|
|
|
|
|
|
|
6.875%, USD ICE Swap 11:00 NY 5 Yr + 5.124%(G)(H) |
|
|
725 |
|
|
|
727 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
3.769%, ICE LIBOR USD 3 Month + 3.470%(G)(H) |
|
|
291 |
|
|
|
290 |
|
3.534%, ICE LIBOR USD 3 Month + 3.320%(G)(H) |
|
|
145 |
|
|
|
144 |
|
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (G) |
|
|
688 |
|
|
|
659 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (G) |
|
|
213 |
|
|
|
209 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (E)(G) |
|
|
307 |
|
|
|
305 |
|
OEC Finance |
|
|
|
|
|
|
|
|
7.125%cash/0% PIK, 12/26/2046 (E) |
|
|
221 |
|
|
|
7 |
|
5.250%cash/0% PIK, 12/27/2033 (E) |
|
|
206 |
|
|
|
6 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
4.400%, 07/13/2027 |
|
|
351 |
|
|
|
370 |
|
2.490%, U.S. SOFR + 1.249%, 01/06/2028 (G) |
|
|
85 |
|
|
|
83 |
|
SLM |
|
|
|
|
|
|
|
|
4.200%, 10/29/2025 |
|
|
650 |
|
|
|
653 |
|
Societe Generale |
|
|
|
|
|
|
|
|
2.797%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 01/19/2028 (E)(G) |
|
|
613 |
|
|
|
595 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Standard Chartered |
|
|
|
|
|
|
|
|
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(E)(G)(H) |
|
$ |
514 |
|
|
$ |
526 |
|
1.809%, ICE LIBOR USD 3 Month + 1.510%(E)(G)(H) |
|
|
400 |
|
|
|
348 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (G) |
|
|
400 |
|
|
|
424 |
|
Truist Financial |
|
|
|
|
|
|
|
|
5.100%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.349%(G)(H) |
|
|
792 |
|
|
|
822 |
|
UniCredit |
|
|
|
|
|
|
|
|
3.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (E)(G) |
|
|
350 |
|
|
|
319 |
|
1.982%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.200%, 06/03/2027 (E)(G) |
|
|
510 |
|
|
|
476 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.300%, ICE LIBOR USD 3 Month + 2.914%(G)(H) |
|
|
408 |
|
|
|
412 |
|
Voya Financial |
|
|
|
|
|
|
|
|
5.650%, ICE LIBOR USD 3 Month + 3.580%, 05/15/2053 (G) |
|
|
258 |
|
|
|
260 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453%(G)(H) |
|
|
306 |
|
|
|
294 |
|
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (G) |
|
|
420 |
|
|
|
414 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
24,832 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.2% |
|
|
|
|
Amgen |
|
|
|
|
|
|
|
|
3.000%, 02/22/2029 |
|
|
237 |
|
|
|
239 |
|
Baxalta |
|
|
|
|
|
|
|
|
3.600%, 06/23/2022 |
|
|
222 |
|
|
|
223 |
|
Centene Corp |
|
|
|
|
|
|
|
|
2.625%, 08/01/2031 |
|
|
295 |
|
|
|
272 |
|
Cigna |
|
|
|
|
|
|
|
|
4.375%, 10/15/2028 |
|
|
384 |
|
|
|
416 |
|
IQVIA |
|
|
|
|
|
|
|
|
2.250%, 03/15/2029 |
|
EUR |
200 |
|
|
|
204 |
|
Organon |
|
|
|
|
|
|
|
|
2.875%, 04/30/2028 |
|
|
200 |
|
|
|
210 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Teva Pharmaceutical Finance Netherlands II BV |
|
|
|
|
|
|
|
|
3.750%, 05/09/2027 |
|
EUR |
200 |
|
|
$ |
210 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,774 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.7% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.500%, 07/15/2025 |
|
$ |
187 |
|
|
|
206 |
|
4.450%, 04/03/2026 |
|
|
156 |
|
|
|
163 |
|
2.450%, 10/29/2026 |
|
|
569 |
|
|
|
549 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.625%, 04/01/2027 |
|
|
38 |
|
|
|
39 |
|
2.100%, 09/01/2028 |
|
|
165 |
|
|
|
151 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
2.875%, 01/15/2026 |
|
|
83 |
|
|
|
82 |
|
APCOA Parking Holdings GmbH |
|
|
|
|
|
|
|
|
4.625%, 01/15/2027 |
|
EUR |
226 |
|
|
|
241 |
|
Ardagh Metal Packaging Finance USA LLC |
|
|
|
|
|
|
|
|
3.250%, 09/01/2028 (E) |
|
$ |
437 |
|
|
|
411 |
|
Cemex |
|
|
|
|
|
|
|
|
3.875%, 07/11/2031 (E) |
|
|
500 |
|
|
|
444 |
|
Delta Air Lines/Skymiles LP |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (E) |
|
|
450 |
|
|
|
469 |
|
4.500%, 10/20/2025 (E) |
|
|
388 |
|
|
|
398 |
|
Deutsche Lufthansa MTN |
|
|
|
|
|
|
|
|
3.000%, 05/29/2026 |
|
EUR |
100 |
|
|
|
109 |
|
Embraer Netherlands Finance BV |
|
|
|
|
|
|
|
|
6.950%, 01/17/2028 (E) |
|
$ |
242 |
|
|
|
252 |
|
5.400%, 02/01/2027 |
|
|
575 |
|
|
|
580 |
|
ENA Master Trust |
|
|
|
|
|
|
|
|
4.000%, 05/19/2048 (E) |
|
|
269 |
|
|
|
259 |
|
Flowserve |
|
|
|
|
|
|
|
|
2.800%, 01/15/2032 |
|
|
228 |
|
|
|
210 |
|
IHS Markit |
|
|
|
|
|
|
|
|
4.750%, 08/01/2028 |
|
|
31 |
|
|
|
35 |
|
4.250%, 05/01/2029 |
|
|
145 |
|
|
|
159 |
|
Lima Metro Line 2 Finance |
|
|
|
|
|
|
|
|
5.875%, 07/05/2034 |
|
|
234 |
|
|
|
256 |
|
4.350%, 04/05/2036 (E) |
|
|
220 |
|
|
|
223 |
|
Odebrecht Holdco Finance |
|
|
|
|
|
|
|
|
0.000%, 09/10/2058 (B)(E) |
|
|
480 |
|
|
|
3 |
|
TK Elevator Midco GmbH |
|
|
|
|
|
|
|
|
4.375%, 07/15/2027 |
|
EUR |
118 |
|
|
|
132 |
|
TransDigm |
|
|
|
|
|
|
|
|
6.250%, 03/15/2026 (E) |
|
$ |
448 |
|
|
|
461 |
|
Westinghouse Air Brake Technologies |
|
|
|
|
|
|
|
|
3.200%, 06/15/2025 |
|
|
134 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,967 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.2% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
4.150%, 11/15/2030 |
|
|
776 |
|
|
|
814 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Infor |
|
|
|
|
|
|
|
|
1.750%, 07/15/2025 (E) |
|
$ |
323 |
|
|
$ |
313 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 (E) |
|
|
568 |
|
|
|
536 |
|
Playtech |
|
|
|
|
|
|
|
|
4.250%, 03/07/2026 |
|
EUR |
200 |
|
|
|
223 |
|
SK Hynix |
|
|
|
|
|
|
|
|
2.375%, 01/19/2031 (E) |
|
$ |
262 |
|
|
|
240 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,126 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.3% |
|
|
|
|
Axalta Coating Systems LLC |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (E) |
|
|
628 |
|
|
|
573 |
|
Braskem Netherlands Finance BV |
|
|
|
|
|
|
|
|
4.500%, 01/31/2030 (E) |
|
|
220 |
|
|
|
217 |
|
Indonesia Asahan Aluminium Persero |
|
|
|
|
|
|
|
|
4.750%, 05/15/2025 (E) |
|
|
330 |
|
|
|
337 |
|
INEOS Quattro Finance 2 |
|
|
|
|
|
|
|
|
2.500%, 01/15/2026 (E) |
|
EUR |
280 |
|
|
|
298 |
|
Inversiones CMPC |
|
|
|
|
|
|
|
|
4.375%, 05/15/2023 |
|
$ |
237 |
|
|
|
241 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.750%, 01/15/2031 |
|
|
163 |
|
|
|
153 |
|
2.500%, 09/15/2028 |
|
|
861 |
|
|
|
784 |
|
Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
4.375%, 02/11/2026 (E) |
|
|
144 |
|
|
|
138 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,741 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.1% |
|
|
|
|
Host Hotels & Resorts |
|
|
|
|
|
|
|
|
4.000%, 06/15/2025 |
|
|
391 |
|
|
|
405 |
|
3.500%, 09/15/2030 |
|
|
131 |
|
|
|
128 |
|
2.900%, 12/15/2031 |
|
|
214 |
|
|
|
198 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
731 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.4% |
|
|
|
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (E) |
|
|
297 |
|
|
|
287 |
|
Chile Electricity PEC |
|
|
|
|
|
|
|
|
0.000%, 01/25/2028 (B)(E) |
|
|
491 |
|
|
|
360 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
4.688%, 05/15/2029 (E) |
|
|
294 |
|
|
|
291 |
|
3.348%, 02/09/2031 (E) |
|
|
574 |
|
|
|
510 |
|
Duke Energy Carolinas NC Storm Funding LLC |
|
|
|
|
|
|
|
|
2.617%, 07/01/2041 |
|
|
314 |
|
|
|
303 |
|
Engie Energia Chile |
|
|
|
|
|
|
|
|
3.400%, 01/28/2030 |
|
|
349 |
|
|
|
326 |
|
Terraform Global Operating LLC |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (E) |
|
|
77 |
|
|
|
77 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Vistra |
|
|
|
|
|
|
|
|
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(E)(G)(H) |
|
$ |
272 |
|
|
$ |
270 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
4.375%, 05/01/2029 (E) |
|
|
522 |
|
|
|
506 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,930 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $72,600) ($ Thousands) |
|
|
|
|
|
|
69,176 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 7.8% |
Agency Mortgage-Backed Obligations — 1.6% |
|
|
|
|
FHLMC CMO, Ser 2016-4585, Cl DS, IO |
|
|
|
|
|
|
|
|
5.809%, 05/15/2046(G) |
|
|
802 |
|
|
|
147 |
|
FHLMC CMO, Ser 2017-4693, Cl SL, IO |
|
|
|
|
|
|
|
|
5.959%, 06/15/2047(G) |
|
|
1,172 |
|
|
|
213 |
|
FHLMC CMO, Ser 2017-4719, Cl JS, IO |
|
|
|
|
|
|
|
|
5.959%, 09/15/2047(G) |
|
|
922 |
|
|
|
145 |
|
FHLMC CMO, Ser 2020-4954, Cl SL, IO |
|
|
|
|
|
|
|
|
5.863%, 02/25/2050(G) |
|
|
1,382 |
|
|
|
235 |
|
FHLMC CMO, Ser 2020-4981, Cl HS, IO |
|
|
|
|
|
|
|
|
5.913%, 06/25/2050(G) |
|
|
2,657 |
|
|
|
424 |
|
FHLMC CMO, Ser 2020-5015, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,771 |
|
|
|
293 |
|
FNMA |
|
|
|
|
|
|
|
|
3.000%, 02/01/2052 |
|
|
2,292 |
|
|
|
2,332 |
|
FNMA CMO, Ser 2011-131, Cl ST, IO |
|
|
|
|
|
|
|
|
6.353%, 12/25/2041(G) |
|
|
561 |
|
|
|
103 |
|
FNMA CMO, Ser 2014-17, Cl SA, IO |
|
|
|
|
|
|
|
|
5.863%, 04/25/2044(G) |
|
|
1,723 |
|
|
|
351 |
|
FNMA CMO, Ser 2014-78, Cl SE, IO |
|
|
|
|
|
|
|
|
5.913%, 12/25/2044(G) |
|
|
919 |
|
|
|
171 |
|
FNMA CMO, Ser 2016-77, Cl DS, IO |
|
|
|
|
|
|
|
|
5.813%, 10/25/2046(G) |
|
|
834 |
|
|
|
140 |
|
FNMA CMO, Ser 2017-62, Cl AS, IO |
|
|
|
|
|
|
|
|
5.963%, 08/25/2047(G) |
|
|
1,087 |
|
|
|
188 |
|
FNMA CMO, Ser 2017-81, Cl SA, IO |
|
|
|
|
|
|
|
|
6.013%, 10/25/2047(G) |
|
|
1,249 |
|
|
|
230 |
|
FNMA CMO, Ser 2020-89, Cl KI, IO |
|
|
|
|
|
|
|
|
4.000%, 12/25/2050 |
|
|
3,747 |
|
|
|
575 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
3.000%, 03/15/2043 |
|
|
1,682 |
|
|
|
1,699 |
|
GNMA CMO, Ser 2017-122, Cl SA, IO |
|
|
|
|
|
|
|
|
6.038%, 08/20/2047(G) |
|
|
813 |
|
|
|
128 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
UMBS TBA |
|
|
|
|
|
|
|
|
2.500%, 03/15/2051 |
|
$ |
5,956 |
|
|
$ |
5,876 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,250 |
|
Non-Agency Mortgage-Backed Obligations — 6.2% |
|
|
|
|
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2035 |
|
|
40 |
|
|
|
34 |
|
Alternative Loan Trust, Ser 2006-24CB, Cl A16 |
|
|
|
|
|
|
|
|
5.750%, 08/25/2036 |
|
|
216 |
|
|
|
158 |
|
Alternative Loan Trust, Ser 2006-28CB, Cl A14 |
|
|
|
|
|
|
|
|
6.250%, 10/25/2036 |
|
|
162 |
|
|
|
113 |
|
Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |
|
|
|
|
|
|
|
|
5.500%, 02/25/2036 |
|
|
93 |
|
|
|
81 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
1.298%, SOFR30A + 1.250%, 11/17/2024(E)(G) |
|
|
1,388 |
|
|
|
1,386 |
|
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A |
|
|
|
|
|
|
|
|
1.192%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(E)(G) |
|
|
526 |
|
|
|
521 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |
|
|
|
|
|
|
|
|
3.534%, 03/10/2037(E)(G) |
|
|
395 |
|
|
|
369 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |
|
|
|
|
|
|
|
|
1.192%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(E)(G) |
|
|
1,535 |
|
|
|
1,493 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
2.331%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(E)(G) |
|
|
710 |
|
|
|
710 |
|
BCP Trust, Ser 2021-330N, Cl A |
|
|
|
|
|
|
|
|
0.990%, ICE LIBOR USD 1 Month + 0.799%, 06/15/2038(E)(G) |
|
|
135 |
|
|
|
134 |
|
Bellemeade Re, Ser 2018-3A, Cl M1B |
|
|
|
|
|
|
|
|
2.037%, ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(E)(G) |
|
|
311 |
|
|
|
310 |
|
Bellemeade Re, Ser 2019-1A, Cl M1B |
|
|
|
|
|
|
|
|
1.937%, ICE LIBOR USD 1 Month + 1.750%, 03/25/2029(E)(G) |
|
|
451 |
|
|
|
451 |
|
Bellemeade Re, Ser 2019-2A, Cl M1C |
|
|
|
|
|
|
|
|
2.187%, ICE LIBOR USD 1 Month + 2.000%, 04/25/2029(E)(G) |
|
|
516 |
|
|
|
514 |
|
Bellemeade Re, Ser 2019-3A, Cl M1B |
|
|
|
|
|
|
|
|
1.787%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(E)(G) |
|
|
339 |
|
|
|
338 |
|
Bellemeade Re, Ser 2019-3A, Cl M1C |
|
|
|
|
|
|
|
|
2.137%, ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(E)(G) |
|
|
366 |
|
|
|
364 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Bellemeade Re, Ser 2019-4A, Cl M1B |
|
|
|
|
|
|
|
|
2.187%, ICE LIBOR USD 1 Month + 2.000%, 10/25/2029(E)(G) |
|
$ |
624 |
|
|
$ |
623 |
|
Bellemeade Re, Ser 2021-1A, Cl M1C |
|
|
|
|
|
|
|
|
2.999%, SOFR30A + 2.950%, 03/25/2031(E)(G) |
|
|
378 |
|
|
|
376 |
|
Bellemeade Re, Ser 2021-2A, Cl M1B |
|
|
|
|
|
|
|
|
1.549%, SOFR30A + 1.500%, 06/25/2031(E)(G) |
|
|
617 |
|
|
|
604 |
|
BFLD Trust, Ser 2021-FPM, Cl A |
|
|
|
|
|
|
|
|
1.792%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(E)(G) |
|
|
1,065 |
|
|
|
1,054 |
|
BHMS, Ser 2018-ATLS, Cl A |
|
|
|
|
|
|
|
|
1.441%, ICE LIBOR USD 1 Month + 1.250%, 07/15/2035(E)(G) |
|
|
762 |
|
|
|
754 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |
|
|
|
|
|
|
|
|
2.091%, ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(E)(G) |
|
|
152 |
|
|
|
148 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
2.341%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(E)(G) |
|
|
610 |
|
|
|
596 |
|
BX Trust, Ser 2018-EXCL, Cl A |
|
|
|
|
|
|
|
|
1.279%, ICE LIBOR USD 1 Month + 1.088%, 09/15/2037(E)(G) |
|
|
783 |
|
|
|
773 |
|
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4 |
|
|
|
|
|
|
|
|
3.283%, 05/10/2058 |
|
|
625 |
|
|
|
634 |
|
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A |
|
|
|
|
|
|
|
|
3.369%, 03/13/2035(E) |
|
|
285 |
|
|
|
288 |
|
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 |
|
|
|
|
|
|
|
|
6.000%, 07/25/2037 |
|
|
77 |
|
|
|
48 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 |
|
|
|
|
|
|
|
|
6.000%, 05/25/2036 |
|
|
98 |
|
|
|
62 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 |
|
|
|
|
|
|
|
|
6.250%, 09/25/2036 |
|
|
52 |
|
|
|
32 |
|
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D |
|
|
|
|
|
|
|
|
4.417%, 04/10/2046(E)(G) |
|
|
250 |
|
|
|
250 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC27, Cl A5 |
|
|
|
|
|
|
|
|
3.137%, 02/10/2048 |
|
|
779 |
|
|
|
789 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4 |
|
|
|
|
|
|
|
|
3.818%, 11/10/2048 |
|
|
390 |
|
|
|
404 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5 |
|
|
|
|
|
|
|
|
3.616%, 02/10/2049 |
|
$ |
950 |
|
|
$ |
980 |
|
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl AS |
|
|
|
|
|
|
|
|
3.789%, 09/15/2050(G) |
|
|
392 |
|
|
|
408 |
|
CLNY Trust, Ser 2019-IKPR, Cl D |
|
|
|
|
|
|
|
|
2.216%, ICE LIBOR USD 1 Month + 2.025%, 11/15/2038(E)(G) |
|
|
750 |
|
|
|
735 |
|
COMM Mortgage Trust, Ser 2010-C1, Cl D |
|
|
|
|
|
|
|
|
5.792%, 07/10/2046(E)(G) |
|
|
690 |
|
|
|
691 |
|
COMM Mortgage Trust, Ser 2013-CR12, Cl A4 |
|
|
|
|
|
|
|
|
4.046%, 10/10/2046 |
|
|
920 |
|
|
|
942 |
|
COMM Mortgage Trust, Ser 2013-SFS, Cl A1 |
|
|
|
|
|
|
|
|
1.873%, 04/12/2035(E) |
|
|
222 |
|
|
|
221 |
|
COMM Mortgage Trust, Ser 2015-CR24, Cl A5 |
|
|
|
|
|
|
|
|
3.696%, 08/10/2048 |
|
|
490 |
|
|
|
505 |
|
COMM Mortgage Trust, Ser 2015-DC1, Cl A5 |
|
|
|
|
|
|
|
|
3.350%, 02/10/2048 |
|
|
700 |
|
|
|
716 |
|
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2 |
|
|
|
|
|
|
|
|
2.587%, ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(E)(G) |
|
|
80 |
|
|
|
80 |
|
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2 |
|
|
|
|
|
|
|
|
2.487%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(E)(G) |
|
|
47 |
|
|
|
47 |
|
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
2.337%, ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(E)(G) |
|
|
24 |
|
|
|
24 |
|
Connecticut Avenue Securities Trust, Ser 2019-R04, Cl 2M2 |
|
|
|
|
|
|
|
|
2.287%, ICE LIBOR USD 1 Month + 2.100%, 06/25/2039(E)(G) |
|
|
15 |
|
|
|
15 |
|
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1M2 |
|
|
|
|
|
|
|
|
2.187%, ICE LIBOR USD 1 Month + 2.000%, 07/25/2039(E)(G) |
|
|
8 |
|
|
|
8 |
|
Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2 |
|
|
|
|
|
|
|
|
2.287%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2039(E)(G) |
|
|
66 |
|
|
|
66 |
|
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
2.187%, ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(E)(G) |
|
|
200 |
|
|
|
200 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
1.699%, SOFR30A + 1.650%, 12/25/2041(E)(G) |
|
$ |
304 |
|
|
$ |
295 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
1.949%, SOFR30A + 1.900%, 12/25/2041(E)(G) |
|
|
1,008 |
|
|
|
986 |
|
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |
|
|
|
|
|
|
|
|
1.249%, SOFR30A + 1.200%, 01/25/2042(E)(G) |
|
|
874 |
|
|
|
872 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4 |
|
|
|
|
|
|
|
|
3.504%, 06/15/2057 |
|
|
421 |
|
|
|
431 |
|
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A |
|
|
|
|
|
|
|
|
1.192%, ICE LIBOR USD 1 Month + 1.030%, 12/19/2030(E)(G) |
|
|
798 |
|
|
|
790 |
|
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |
|
|
|
|
|
|
|
|
0.567%, ICE LIBOR USD 1 Month + 0.380%, 12/25/2036(G) |
|
|
150 |
|
|
|
68 |
|
Eagle Re, Ser 2020-1, Cl M1A |
|
|
|
|
|
|
|
|
1.087%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(E)(G) |
|
|
820 |
|
|
|
814 |
|
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |
|
|
|
|
|
|
|
|
2.049%, SOFR30A + 2.000%, 01/25/2051(E)(G) |
|
|
103 |
|
|
|
100 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
1.699%, SOFR30A + 1.650%, 01/25/2034(E)(G) |
|
|
260 |
|
|
|
255 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
1.549%, SOFR30A + 1.500%, 10/25/2041(E)(G) |
|
|
976 |
|
|
|
942 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |
|
|
|
|
|
|
|
|
2.399%, SOFR30A + 2.350%, 12/25/2041(E)(G) |
|
|
635 |
|
|
|
612 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
1.899%, SOFR30A + 1.850%, 01/25/2042(E)(G) |
|
|
533 |
|
|
|
525 |
|
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2 |
|
|
|
|
|
|
|
|
2.237%, ICE LIBOR USD 1 Month + 2.050%, 07/25/2049(E)(G) |
|
|
52 |
|
|
|
52 |
|
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2 |
|
|
|
|
|
|
|
|
2.137%, ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(E)(G) |
|
|
153 |
|
|
|
153 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2 |
|
|
|
|
|
|
|
|
2.337%, ICE LIBOR USD 1 Month + 2.150%, 11/25/2048(E)(G) |
|
$ |
403 |
|
|
$ |
394 |
|
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2 |
|
|
|
|
|
|
|
|
2.037%, ICE LIBOR USD 1 Month + 1.850%, 09/25/2049(E)(G) |
|
|
348 |
|
|
|
348 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA2, Cl M2B |
|
|
|
|
|
|
|
|
2.837%, ICE LIBOR USD 1 Month + 2.650%, 12/25/2029(G) |
|
|
630 |
|
|
|
654 |
|
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA7, Cl M2 |
|
|
|
|
|
|
|
|
1.849%, SOFR30A + 1.800%, 11/25/2041(E)(G) |
|
|
953 |
|
|
|
919 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
5.087%, ICE LIBOR USD 1 Month + 4.900%, 11/25/2024(G) |
|
|
142 |
|
|
|
147 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2 |
|
|
|
|
|
|
|
|
4.187%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(G) |
|
|
144 |
|
|
|
146 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M2 |
|
|
|
|
|
|
|
|
4.187%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(G) |
|
|
1 |
|
|
|
2 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
5.187%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(G) |
|
|
7 |
|
|
|
7 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2 |
|
|
|
|
|
|
|
|
5.187%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(G) |
|
|
138 |
|
|
|
141 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
5.887%, ICE LIBOR USD 1 Month + 5.700%, 04/25/2028(G) |
|
|
89 |
|
|
|
94 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2 |
|
|
|
|
|
|
|
|
4.637%, ICE LIBOR USD 1 Month + 4.450%, 01/25/2029(G) |
|
|
458 |
|
|
|
474 |
|
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M2 |
|
|
|
|
|
|
|
|
4.437%, ICE LIBOR USD 1 Month + 4.250%, 04/25/2029(G) |
|
|
155 |
|
|
|
160 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C03, Cl 1M2 |
|
|
|
|
|
|
|
|
3.187%, ICE LIBOR USD 1 Month + 3.000%, 10/25/2029(G) |
|
|
337 |
|
|
|
344 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
2.049%, SOFR30A + 2.000%, 11/25/2041(E)(G) |
|
$ |
429 |
|
|
$ |
411 |
|
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |
|
|
|
|
|
|
|
|
5.158%, 08/10/2044(E)(G) |
|
|
12 |
|
|
|
6 |
|
GS Mortgage Securities Trust, Ser 2013-G1, Cl A2 |
|
|
|
|
|
|
|
|
3.557%, 04/10/2031(E)(G) |
|
|
1,485 |
|
|
|
1,466 |
|
GS Mortgage Securities Trust, Ser 2013-G1, Cl A1 |
|
|
|
|
|
|
|
|
2.059%, 04/10/2031(E) |
|
|
24 |
|
|
|
24 |
|
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D |
|
|
|
|
|
|
|
|
5.051%, 01/10/2047(E)(G) |
|
|
431 |
|
|
|
189 |
|
GS Mortgage Securities Trust, Ser 2014-GC22, Cl A5 |
|
|
|
|
|
|
|
|
3.862%, 06/10/2047 |
|
|
767 |
|
|
|
789 |
|
GS Mortgage Securities Trust, Ser 2019-BOCA, Cl A |
|
|
|
|
|
|
|
|
1.391%, ICE LIBOR USD 1 Month + 1.200%, 06/15/2038(E)(G) |
|
|
1,039 |
|
|
|
1,030 |
|
GS Mortgage Securities Trust, Ser 2019-SMP, Cl A |
|
|
|
|
|
|
|
|
1.341%, ICE LIBOR USD 1 Month + 1.150%, 08/15/2032(E)(G) |
|
|
860 |
|
|
|
854 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl AS |
|
|
|
|
|
|
|
|
2.638%, 08/17/2026 |
|
|
23 |
|
|
|
23 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.433%, 08/17/2026 |
|
|
177 |
|
|
|
172 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
2.435%, 08/17/2026 |
|
|
358 |
|
|
|
357 |
|
HFX, Ser 2017-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.647%, 03/15/2035 |
|
|
800 |
|
|
|
807 |
|
Home Re, Ser 2020-1, Cl M1B |
|
|
|
|
|
|
|
|
3.437%, ICE LIBOR USD 1 Month + 3.250%, 10/25/2030(E)(G) |
|
|
266 |
|
|
|
266 |
|
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |
|
|
|
|
|
|
|
|
0.687%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2035(G) |
|
|
31 |
|
|
|
28 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl A5 |
|
|
|
|
|
|
|
|
3.775%, 08/15/2047 |
|
|
955 |
|
|
|
982 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |
|
|
|
|
|
|
|
|
0.816%, 09/15/2047(G) |
|
|
15,233 |
|
|
|
251 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5 |
|
|
|
|
|
|
|
|
3.822%, 07/15/2048 |
|
$ |
485 |
|
|
$ |
503 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl A3 |
|
|
|
|
|
|
|
|
3.801%, 08/15/2048 |
|
|
826 |
|
|
|
853 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-C8, Cl AS |
|
|
|
|
|
|
|
|
3.424%, 10/15/2045(E) |
|
|
1,200 |
|
|
|
1,205 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl A5 |
|
|
|
|
|
|
|
|
3.805%, 07/15/2047 |
|
|
900 |
|
|
|
921 |
|
JPMorgan Chase, Ser 2019-CL1, Cl M3 |
|
|
|
|
|
|
|
|
2.287%, ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(E)(G) |
|
|
131 |
|
|
|
130 |
|
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |
|
|
|
|
|
|
|
|
5.452%, 09/15/2039(G) |
|
|
84 |
|
|
|
35 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(E) |
|
|
545 |
|
|
|
547 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C16, Cl A5 |
|
|
|
|
|
|
|
|
3.892%, 06/15/2047 |
|
|
950 |
|
|
|
976 |
|
Morgan Stanley Capital I Trust, Ser 2015-XLF2, Cl SNMA |
|
|
|
|
|
|
|
|
2.392%, ICE LIBOR USD 1 Month + 2.200%, 11/15/2026(E)(G) |
|
|
92 |
|
|
|
85 |
|
Morgan Stanley Capital I Trust, Ser 2016-UB12, Cl A4 |
|
|
|
|
|
|
|
|
3.596%, 12/15/2049 |
|
|
755 |
|
|
|
783 |
|
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |
|
|
|
|
|
|
|
|
1.691%, ICE LIBOR USD 1 Month + 1.500%, 07/15/2036(E)(G) |
|
|
346 |
|
|
|
344 |
|
PMT Credit Risk Transfer Trust, Ser 2019-1R, Cl A |
|
|
|
|
|
|
|
|
2.231%, ICE LIBOR USD 1 Month + 2.000%, 03/27/2024(E)(G) |
|
|
93 |
|
|
|
93 |
|
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |
|
|
|
|
|
|
|
|
2.981%, ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(E)(G) |
|
|
310 |
|
|
|
308 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
2.931%, ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(E)(G) |
|
|
50 |
|
|
|
50 |
|
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |
|
|
|
|
|
|
|
|
2.581%, ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(E)(G) |
|
|
165 |
|
|
|
165 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Radnor Re, Ser 2019-1, Cl M1B |
|
|
|
|
|
|
|
|
2.137%, ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(E)(G) |
|
$ |
404 |
|
|
$ |
405 |
|
Radnor Re, Ser 2019-2, Cl M1B |
|
|
|
|
|
|
|
|
1.937%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(E)(G) |
|
|
327 |
|
|
|
327 |
|
Radnor Re, Ser 2020-1, Cl M1A |
|
|
|
|
|
|
|
|
1.137%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(E)(G) |
|
|
311 |
|
|
|
308 |
|
STACR Trust, Ser 2018-DNA3, Cl M2 |
|
|
|
|
|
|
|
|
2.287%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2048(E)(G) |
|
|
276 |
|
|
|
280 |
|
Traingle Re, Ser 2020-1, Cl M1B |
|
|
|
|
|
|
|
|
4.087%, ICE LIBOR USD 1 Month + 3.900%, 10/25/2030(E)(G) |
|
|
226 |
|
|
|
226 |
|
Traingle Re, Ser 2021-1, Cl M1B |
|
|
|
|
|
|
|
|
3.187%, ICE LIBOR USD 1 Month + 3.000%, 08/25/2033(E)(G) |
|
|
85 |
|
|
|
85 |
|
UBS Commercial Mortgage Trust, Ser 2018-C10, Cl A4 |
|
|
|
|
|
|
|
|
4.313%, 05/15/2051 |
|
|
1,000 |
|
|
|
1,079 |
|
UBS Commercial Mortgage Trust, Ser 2018-C8, Cl A4 |
|
|
|
|
|
|
|
|
3.983%, 02/15/2051 |
|
|
855 |
|
|
|
908 |
|
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5 |
|
|
|
|
|
|
|
|
2.850%, 12/10/2045 |
|
|
194 |
|
|
|
195 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |
|
|
|
|
|
|
|
|
4.393%, 11/15/2049(G) |
|
|
620 |
|
|
|
623 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2018-C48, Cl A5 |
|
|
|
|
|
|
|
|
4.302%, 01/15/2052 |
|
|
103 |
|
|
|
112 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |
|
|
|
|
|
|
|
|
5.687%, ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(E)(G) |
|
|
33 |
|
|
|
26 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |
|
|
|
|
|
|
|
|
5.437%, ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(E)(G) |
|
|
125 |
|
|
|
99 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,100 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $64,003) ($ Thousands) |
|
|
|
|
|
|
63,350 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS ^ — 3.3% |
FFCB |
|
|
|
|
|
|
|
|
0.901%, US Treasury 3 Month Bill Money Market Yield + 0.420%, 11/07/2022(G) |
|
$ |
1,200 |
|
|
$ |
1,204 |
|
0.751%, US Treasury 3 Month Bill Money Market Yield + 0.270%, 05/16/2022(G) |
|
|
3,000 |
|
|
|
3,002 |
|
0.670%, U.S. SOFR + 0.380%, 05/08/2023(G) |
|
|
7,400 |
|
|
|
7,430 |
|
0.600%, U.S. SOFR + 0.310%, 11/07/2022(G) |
|
|
2,500 |
|
|
|
2,505 |
|
0.425%, U.S. SOFR + 0.135%, 11/06/2023(G) |
|
|
2,000 |
|
|
|
2,003 |
|
0.380%, U.S. SOFR + 0.090%, 09/23/2022(G) |
|
|
500 |
|
|
|
500 |
|
FHLMC |
|
|
|
|
|
|
|
|
0.375%, 07/21/2025^ |
|
|
1,400 |
|
|
|
1,338 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
0.480%, U.S. SOFR + 0.190%, 06/02/2022(G) |
|
|
1,000 |
|
|
|
1,001 |
|
0.420%, U.S. SOFR + 0.130%, 08/05/2022(G) |
|
|
2,500 |
|
|
|
2,501 |
|
FNMA |
|
|
|
|
|
|
|
|
0.625%, 04/22/2025 |
|
|
1,300 |
|
|
|
1,258 |
|
0.500%, 06/17/2025 |
|
|
1,500 |
|
|
|
1,440 |
|
0.250%, 05/22/2023 |
|
|
1,500 |
|
|
|
1,483 |
|
0.250%, 07/10/2023 |
|
|
1,100 |
|
|
|
1,085 |
|
0.250%, 11/27/2023 |
|
|
100 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $26,994) ($ Thousands) |
|
|
26,848 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 3.2% |
Automotive — 0.7% |
|
|
|
|
| |
|
|
|
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2018-1A, Cl A |
|
|
|
|
|
|
|
|
3.700%, 09/20/2024(E) |
|
|
1,000 |
|
|
|
1,027 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
4.000%, 03/20/2025(E) |
|
|
1,100 |
|
|
|
1,142 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |
|
|
|
|
|
|
|
|
1.020%, 06/12/2028 |
|
|
333 |
|
|
|
326 |
|
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |
|
|
|
|
|
|
|
|
2.300%, 09/11/2028 |
|
|
329 |
|
|
|
323 |
|
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |
|
|
|
|
|
|
|
|
2.610%, 09/11/2028 |
|
|
420 |
|
|
|
409 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CPS Auto Receivables Trust, Ser 2022-A, Cl C |
|
|
|
|
|
|
|
|
2.170%, 04/16/2029(E) |
|
$ |
600 |
|
|
$ |
593 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026(E) |
|
|
304 |
|
|
|
299 |
|
First Investors Auto Owner Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.490%, 01/15/2025(E) |
|
|
28 |
|
|
|
28 |
|
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
2.310%, 10/17/2033(E) |
|
|
510 |
|
|
|
491 |
|
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl C |
|
|
|
|
|
|
|
|
2.630%, 06/25/2026(E) |
|
|
600 |
|
|
|
592 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026(E) |
|
|
553 |
|
|
|
547 |
|
| |
|
|
|
|
|
|
5,777 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.2% |
|
|
|
|
| |
|
|
|
|
Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.090%, 07/15/2024(E) |
|
|
373 |
|
|
|
372 |
|
Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B |
|
|
|
|
|
|
|
|
2.240%, 09/15/2026(E) |
|
|
152 |
|
|
|
150 |
|
World Financial Network Credit Card Master Trust, Ser 2019-B, Cl M |
|
|
|
|
|
|
|
|
3.040%, 04/15/2026 |
|
|
830 |
|
|
|
835 |
|
| |
|
|
|
|
|
|
1,357 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 2.3% |
|
|
|
|
| |
|
|
|
|
Affirm Asset Securitization Trust, Ser 2020-A, Cl A |
|
|
|
|
|
|
|
|
2.100%, 02/18/2025(E) |
|
|
531 |
|
|
|
531 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025(E) |
|
|
244 |
|
|
|
241 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026(E) |
|
|
261 |
|
|
|
259 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027(E) |
|
|
944 |
|
|
|
943 |
|
AGL CLO 12, Ser 2021-12A, Cl A1 |
|
|
|
|
|
|
|
|
1.414%, ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(E)(G) |
|
|
837 |
|
|
|
833 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
0.326%, 11/15/2022(E) |
|
|
167 |
|
|
|
167 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
2.080%, 02/15/2027(E) |
|
$ |
170 |
|
|
$ |
167 |
|
Balboa Bay Loan Funding, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.454%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034(E)(G) |
|
|
521 |
|
|
|
520 |
|
Ballyrock CLO 15, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
3.341%, ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(E)(G) |
|
|
500 |
|
|
|
497 |
|
Ballyrock CLO 16, Ser 2021-16A, Cl A1 |
|
|
|
|
|
|
|
|
1.384%, ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(E)(G) |
|
|
1,054 |
|
|
|
1,050 |
|
Cajun Global LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.931%, 11/20/2051(E) |
|
|
166 |
|
|
|
163 |
|
College Ave Student Loans LLC, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.720%, 07/26/2055(E) |
|
|
212 |
|
|
|
206 |
|
Conn's Receivables Funding LLC, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.050%, 05/15/2026(E) |
|
|
854 |
|
|
|
853 |
|
Diamond Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.305%, 11/20/2051(E) |
|
|
768 |
|
|
|
740 |
|
Domino's Pizza Master Issuer LLC, Ser 2021-1A, Cl A2I |
|
|
|
|
|
|
|
|
2.662%, 04/25/2051(E) |
|
|
392 |
|
|
|
376 |
|
Dryden 78 CLO, Ser 2020-78A, Cl C |
|
|
|
|
|
|
|
|
2.191%, ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(E)(G) |
|
|
660 |
|
|
|
660 |
|
Dryden 78 CLO, Ser 2020-78A, Cl D |
|
|
|
|
|
|
|
|
3.241%, ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(E)(G) |
|
|
340 |
|
|
|
337 |
|
Elevation CLO, Ser 2020-11A, Cl C |
|
|
|
|
|
|
|
|
2.441%, ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(E)(G) |
|
|
580 |
|
|
|
577 |
|
Elmwood CLO IX, Ser 2021-2A, Cl D |
|
|
|
|
|
|
|
|
3.204%, ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(E)(G) |
|
|
509 |
|
|
|
505 |
|
Flatiron CLO 21, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
3.148%, ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(E)(G) |
|
|
540 |
|
|
|
539 |
|
GCI Funding I LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.380%, 06/18/2046(E) |
|
|
286 |
|
|
|
277 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
1.324%, ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(E)(G) |
|
|
553 |
|
|
|
551 |
|
Hardee's Funding LLC, Ser 2018-1A, Cl A23 |
|
|
|
|
|
|
|
|
5.710%, 06/20/2048(E) |
|
|
374 |
|
|
|
401 |
|
Hardee's Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(E) |
|
|
263 |
|
|
|
267 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Invitation Homes Trust, Ser 2018-SFR2, Cl C |
|
|
|
|
|
|
|
|
1.471%, ICE LIBOR USD 1 Month + 1.280%, 06/17/2037(E)(G) |
|
$ |
197 |
|
|
$ |
195 |
|
Invitation Homes Trust, Ser 2018-SFR3, Cl C |
|
|
|
|
|
|
|
|
1.420%, ICE LIBOR USD 1 Month + 1.300%, 07/17/2037(E)(G) |
|
|
94 |
|
|
|
94 |
|
Issuer LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.734%, 07/30/2051(E) |
|
|
720 |
|
|
|
701 |
|
Magnetite XXVI, Ser 2021-26A, Cl A1R |
|
|
|
|
|
|
|
|
1.378%, ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(E)(G) |
|
|
985 |
|
|
|
984 |
|
MVW LLC, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
1.830%, 05/20/2039(E) |
|
|
414 |
|
|
|
402 |
|
Neighborly Issuer LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.584%, 04/30/2051(E) |
|
|
278 |
|
|
|
270 |
|
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |
|
|
|
|
|
|
|
|
1.630%, 04/20/2062(E) |
|
|
261 |
|
|
|
254 |
|
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A |
|
|
|
|
|
|
|
|
1.341%, ICE LIBOR USD 3 Month + 1.100%, 07/16/2035(E)(G) |
|
|
984 |
|
|
|
979 |
|
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |
|
|
|
|
|
|
|
|
1.371%, ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(E)(G) |
|
|
624 |
|
|
|
620 |
|
OCP CLO, Ser 2021-18A, Cl AR |
|
|
|
|
|
|
|
|
1.344%, ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(E)(G) |
|
|
722 |
|
|
|
716 |
|
Octane Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
2.020%, 09/20/2028(E) |
|
|
575 |
|
|
|
561 |
|
Rad CLO 7, Ser 2020-7A, Cl C |
|
|
|
|
|
|
|
|
2.241%, ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(E)(G) |
|
|
300 |
|
|
|
300 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051(E) |
|
|
584 |
|
|
|
575 |
|
Upstart Securitization Trust, Ser 2020-3, Cl A |
|
|
|
|
|
|
|
|
1.702%, 11/20/2030(E) |
|
|
132 |
|
|
|
132 |
|
Upstart Securitization Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
1.660%, 07/20/2031(E) |
|
|
460 |
|
|
|
444 |
|
Voya CLO, Ser 2019-1A, Cl DR |
|
|
|
|
|
|
|
|
3.091%, ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(E)(G) |
|
|
265 |
|
|
|
263 |
|
| |
|
|
|
|
|
|
19,150 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $26,486) ($ Thousands) |
|
|
|
|
|
|
26,284 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT — 0.4% |
| |
|
|
|
|
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 04/15/2031 |
|
$ |
213 |
|
|
$ |
180 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
4.875%, 09/23/2032(E) |
|
|
871 |
|
|
|
793 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
5.875%, 02/16/2031(E) |
|
|
364 |
|
|
|
282 |
|
Malaysia Government International Bond |
|
|
|
|
|
|
|
|
3.882%, 03/10/2022 |
|
MYR |
5,183 |
|
|
|
1,235 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
3.400%, 04/16/2025(E) |
|
$ |
294 |
|
|
|
305 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
2.900%, 10/22/2025(E) |
|
|
539 |
|
|
|
552 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $3,516) ($ Thousands) |
|
|
3,347 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.2% |
New York — 0.2% |
|
|
|
|
New York & New Jersey, Port Authority, Ser AAA, RB |
|
|
|
|
|
|
|
|
1.086%, 07/01/2023 |
|
|
490 |
|
|
|
488 |
|
New York City, Ser D, GO |
|
|
|
|
|
|
|
|
1.923%, 08/01/2031 |
|
|
530 |
|
|
|
499 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
987 |
|
| |
|
|
|
|
|
|
|
|
West Virginia — 0.0% |
|
|
|
|
Tobacco Settlement Finance Authority, RB |
|
|
|
|
|
|
|
|
Callable 12/01/2030 @ 100 |
|
|
|
|
|
|
|
|
3.000%, 06/01/2035 |
|
|
448 |
|
|
|
456 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $1,470) ($ Thousands) |
|
|
|
|
|
|
1,443 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 116.7% |
|
|
|
|
|
|
|
|
(Cost $848,297) ($ Thousands) |
|
$ |
947,300 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK SOLD SHORT— (12.9)% |
Communication Services — (0.6)% |
|
|
|
|
Altice USA Inc, Cl A * |
|
|
(2,037 |
) |
|
|
(24 |
) |
Cable One Inc |
|
|
(88 |
) |
|
|
(126 |
) |
Charter Communications Inc, Cl A * |
|
|
(1,233 |
) |
|
|
(742 |
) |
Comcast Corp, Cl A |
|
|
(44,871 |
) |
|
|
(2,098 |
) |
Discovery Inc, Cl A * |
|
|
(1,700 |
) |
|
|
(48 |
) |
Discovery Inc, Cl C * |
|
|
(2,700 |
) |
|
|
(75 |
) |
DISH Network Corp, Cl A * |
|
|
(1,752 |
) |
|
|
(56 |
) |
Fox Corp |
|
|
(4,400 |
) |
|
|
(178 |
) |
Interpublic Group of Cos Inc/The |
|
|
(4,335 |
) |
|
|
(159 |
) |
Liberty Broadband Corp, Cl A * |
|
|
(342 |
) |
|
|
(49 |
) |
Liberty Broadband Corp, Cl C * |
|
|
(1,184 |
) |
|
|
(174 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Liberty Media Corp-Liberty SiriusXM, Cl C * |
|
|
(900 |
) |
|
$ |
(45 |
) |
New York Times Co/The, Cl A |
|
|
(2,224 |
) |
|
|
(98 |
) |
News Corp, Cl A |
|
|
(5,139 |
) |
|
|
(115 |
) |
Nexstar Media Group Inc, Cl A |
|
|
(146 |
) |
|
|
(27 |
) |
Omnicom Group Inc |
|
|
(1,859 |
) |
|
|
(156 |
) |
Paramount Global, Cl B |
|
|
(5,942 |
) |
|
|
(182 |
) |
Sirius XM Holdings Inc |
|
|
(12,800 |
) |
|
|
(79 |
) |
TEGNA Inc |
|
|
(2,600 |
) |
|
|
(60 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(4,491 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — (8.4)% |
|
|
|
|
2U Inc * |
|
|
(1,300 |
) |
|
|
(14 |
) |
Academy Sports & Outdoors Inc * |
|
|
(1,300 |
) |
|
|
(42 |
) |
Acushnet Holdings Corp |
|
|
(600 |
) |
|
|
(26 |
) |
Adient PLC * |
|
|
(4,728 |
) |
|
|
(212 |
) |
Adtalem Global Education Inc * |
|
|
(1,800 |
) |
|
|
(37 |
) |
Advance Auto Parts Inc |
|
|
(471 |
) |
|
|
(96 |
) |
Amazon.com Inc * |
|
|
(1,998 |
) |
|
|
(6,136 |
) |
American Axle & Manufacturing Holdings Inc * |
|
|
(2,343 |
) |
|
|
(22 |
) |
American Eagle Outfitters Inc |
|
|
(1,200 |
) |
|
|
(25 |
) |
Aptiv PLC * |
|
|
(11,747 |
) |
|
|
(1,520 |
) |
Aramark |
|
|
(4,507 |
) |
|
|
(167 |
) |
Asbury Automotive Group Inc * |
|
|
(200 |
) |
|
|
(39 |
) |
AutoNation Inc * |
|
|
(500 |
) |
|
|
(57 |
) |
AutoZone Inc * |
|
|
(190 |
) |
|
|
(354 |
) |
Bally's Corp * |
|
|
(900 |
) |
|
|
(32 |
) |
Bath & Body Works Inc |
|
|
(1,733 |
) |
|
|
(93 |
) |
Best Buy Co Inc |
|
|
(2,053 |
) |
|
|
(198 |
) |
Bloomin' Brands Inc |
|
|
(1,700 |
) |
|
|
(42 |
) |
Booking Holdings Inc * |
|
|
(773 |
) |
|
|
(1,679 |
) |
BorgWarner Inc |
|
|
(11,591 |
) |
|
|
(475 |
) |
Boyd Gaming Corp |
|
|
(1,419 |
) |
|
|
(101 |
) |
Bright Horizons Family Solutions Inc * |
|
|
(1,210 |
) |
|
|
(158 |
) |
Brinker International Inc * |
|
|
(759 |
) |
|
|
(32 |
) |
Brunswick Corp/DE |
|
|
(2,373 |
) |
|
|
(227 |
) |
Burlington Stores Inc * |
|
|
(561 |
) |
|
|
(127 |
) |
Caesars Entertainment Inc * |
|
|
(3,738 |
) |
|
|
(315 |
) |
Callaway Golf Co * |
|
|
(2,690 |
) |
|
|
(67 |
) |
Canoo * |
|
|
(8,000 |
) |
|
|
(46 |
) |
Capri Holdings Ltd * |
|
|
(4,354 |
) |
|
|
(295 |
) |
CarMax Inc * |
|
|
(1,562 |
) |
|
|
(171 |
) |
Carnival Corp, Cl A * |
|
|
(15,865 |
) |
|
|
(323 |
) |
Carter's Inc |
|
|
(1,094 |
) |
|
|
(106 |
) |
Carvana Co, Cl A * |
|
|
(639 |
) |
|
|
(96 |
) |
Cavco Industries Inc * |
|
|
(244 |
) |
|
|
(67 |
) |
Century Communities Inc |
|
|
(959 |
) |
|
|
(61 |
) |
Cheesecake Factory Inc/The * |
|
|
(700 |
) |
|
|
(30 |
) |
Chegg Inc * |
|
|
(2,471 |
) |
|
|
(77 |
) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
(510 |
) |
|
|
(777 |
) |
Choice Hotels International Inc |
|
|
(902 |
) |
|
|
(130 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Churchill Downs Inc |
|
|
(912 |
) |
|
$ |
(220 |
) |
Columbia Sportswear Co |
|
|
(1,300 |
) |
|
|
(121 |
) |
Coursera * |
|
|
(1,500 |
) |
|
|
(31 |
) |
Cracker Barrel Old Country Store Inc |
|
|
(300 |
) |
|
|
(40 |
) |
Crocs Inc * |
|
|
(1,669 |
) |
|
|
(140 |
) |
Dana Inc |
|
|
(7,636 |
) |
|
|
(142 |
) |
Darden Restaurants Inc |
|
|
(2,568 |
) |
|
|
(373 |
) |
Dave & Buster's Entertainment Inc * |
|
|
(1,000 |
) |
|
|
(43 |
) |
Deckers Outdoor Corp * |
|
|
(902 |
) |
|
|
(260 |
) |
Dick's Sporting Goods Inc |
|
|
(600 |
) |
|
|
(63 |
) |
Dollar General Corp |
|
|
(2,218 |
) |
|
|
(440 |
) |
Dollar Tree Inc * |
|
|
(2,014 |
) |
|
|
(286 |
) |
Domino's Pizza Inc |
|
|
(695 |
) |
|
|
(300 |
) |
DoorDash Inc, Cl A * |
|
|
(945 |
) |
|
|
(99 |
) |
Dorman Products Inc * |
|
|
(1,280 |
) |
|
|
(120 |
) |
DR Horton Inc |
|
|
(10,826 |
) |
|
|
(925 |
) |
DraftKings Inc, Cl A * |
|
|
(4,500 |
) |
|
|
(107 |
) |
eBay Inc |
|
|
(5,480 |
) |
|
|
(299 |
) |
Etsy Inc * |
|
|
(1,019 |
) |
|
|
(158 |
) |
Everi Holdings Inc * |
|
|
(1,800 |
) |
|
|
(42 |
) |
Expedia Group Inc * |
|
|
(2,776 |
) |
|
|
(544 |
) |
Fisker * |
|
|
(4,700 |
) |
|
|
(57 |
) |
Five Below Inc * |
|
|
(400 |
) |
|
|
(65 |
) |
Floor & Decor Holdings Inc, Cl A * |
|
|
(628 |
) |
|
|
(60 |
) |
Foot Locker Inc |
|
|
(1,000 |
) |
|
|
(32 |
) |
Ford Motor Co |
|
|
(168,301 |
) |
|
|
(2,955 |
) |
Fox Factory Holding Corp * |
|
|
(1,672 |
) |
|
|
(197 |
) |
Frontdoor Inc * |
|
|
(1,300 |
) |
|
|
(39 |
) |
GameStop Corp, Cl A * |
|
|
(400 |
) |
|
|
(49 |
) |
Gap Inc/The |
|
|
(1,700 |
) |
|
|
(25 |
) |
Garmin Ltd |
|
|
(4,654 |
) |
|
|
(514 |
) |
General Motors Co * |
|
|
(60,371 |
) |
|
|
(2,821 |
) |
Gentex Corp |
|
|
(9,527 |
) |
|
|
(288 |
) |
Gentherm Inc * |
|
|
(1,360 |
) |
|
|
(115 |
) |
Genuine Parts Co |
|
|
(1,421 |
) |
|
|
(174 |
) |
G-III Apparel Group Ltd * |
|
|
(700 |
) |
|
|
(19 |
) |
Goodyear Tire & Rubber Co/The * |
|
|
(12,136 |
) |
|
|
(188 |
) |
GoPro Inc, Cl A * |
|
|
(5,500 |
) |
|
|
(47 |
) |
Graham Holdings Co, Cl B |
|
|
(200 |
) |
|
|
(120 |
) |
Grand Canyon Education Inc * |
|
|
(1,055 |
) |
|
|
(92 |
) |
Group 1 Automotive Inc |
|
|
(300 |
) |
|
|
(55 |
) |
H&R Block Inc |
|
|
(2,903 |
) |
|
|
(72 |
) |
Hanesbrands Inc |
|
|
(12,770 |
) |
|
|
(197 |
) |
Harley-Davidson Inc |
|
|
(6,074 |
) |
|
|
(251 |
) |
Hasbro Inc |
|
|
(3,830 |
) |
|
|
(372 |
) |
Helen of Troy Ltd * |
|
|
(798 |
) |
|
|
(164 |
) |
Hilton Grand Vacations Inc * |
|
|
(1,700 |
) |
|
|
(88 |
) |
Hilton Worldwide Holdings Inc * |
|
|
(5,548 |
) |
|
|
(826 |
) |
Home Depot Inc/The |
|
|
(9,276 |
) |
|
|
(2,930 |
) |
Houghton Mifflin Harcourt Co * |
|
|
(3,200 |
) |
|
|
(67 |
) |
Hyatt Hotels Corp, Cl A * |
|
|
(800 |
) |
|
|
(78 |
) |
Installed Building Products Inc |
|
|
(522 |
) |
|
|
(50 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
International Game Technology PLC |
|
|
(1,600 |
) |
|
$ |
(49 |
) |
iRobot Corp * |
|
|
(653 |
) |
|
|
(41 |
) |
Jack in the Box Inc |
|
|
(587 |
) |
|
|
(51 |
) |
KB Home |
|
|
(2,697 |
) |
|
|
(104 |
) |
Kohl's Corp |
|
|
(1,200 |
) |
|
|
(67 |
) |
Kontoor Brands Inc |
|
|
(2,100 |
) |
|
|
(104 |
) |
Las Vegas Sands Corp * |
|
|
(6,046 |
) |
|
|
(259 |
) |
La-Z-Boy Inc |
|
|
(1,759 |
) |
|
|
(51 |
) |
LCI Industries |
|
|
(1,075 |
) |
|
|
(134 |
) |
Lear Corp |
|
|
(2,892 |
) |
|
|
(455 |
) |
Leggett & Platt Inc |
|
|
(4,494 |
) |
|
|
(167 |
) |
Lennar Corp, Cl A |
|
|
(9,139 |
) |
|
|
(821 |
) |
Lennar Corp, Cl B |
|
|
(600 |
) |
|
|
(45 |
) |
LGI Homes Inc * |
|
|
(567 |
) |
|
|
(72 |
) |
Lithia Motors Inc, Cl A |
|
|
(200 |
) |
|
|
(68 |
) |
LKQ Corp |
|
|
(2,308 |
) |
|
|
(108 |
) |
Lowe's Cos Inc |
|
|
(5,961 |
) |
|
|
(1,318 |
) |
Lululemon Athletica Inc * |
|
|
(3,161 |
) |
|
|
(1,011 |
) |
M/I Homes Inc * |
|
|
(662 |
) |
|
|
(33 |
) |
Macy's Inc |
|
|
(2,200 |
) |
|
|
(57 |
) |
Malibu Boats Inc, Cl A * |
|
|
(300 |
) |
|
|
(21 |
) |
Marriott International Inc/MD, Cl A * |
|
|
(5,461 |
) |
|
|
(929 |
) |
Marriott Vacations Worldwide Corp |
|
|
(1,034 |
) |
|
|
(166 |
) |
Mattel Inc * |
|
|
(9,581 |
) |
|
|
(239 |
) |
McDonald's Corp |
|
|
(14,594 |
) |
|
|
(3,572 |
) |
MDC Holdings Inc |
|
|
(2,282 |
) |
|
|
(101 |
) |
Meritage Homes Corp * |
|
|
(1,148 |
) |
|
|
(113 |
) |
MGM Resorts International |
|
|
(8,541 |
) |
|
|
(378 |
) |
Mohawk Industries Inc * |
|
|
(1,583 |
) |
|
|
(223 |
) |
Murphy USA Inc |
|
|
(300 |
) |
|
|
(54 |
) |
National Vision Holdings Inc * |
|
|
(700 |
) |
|
|
(26 |
) |
Newell Brands Inc |
|
|
(12,226 |
) |
|
|
(290 |
) |
NIKE Inc, Cl B |
|
|
(38,337 |
) |
|
|
(5,235 |
) |
Nordstrom Inc * |
|
|
(1,200 |
) |
|
|
(25 |
) |
Norwegian Cruise Line Holdings Ltd * |
|
|
(6,986 |
) |
|
|
(136 |
) |
NVR Inc * |
|
|
(104 |
) |
|
|
(516 |
) |
Ollie's Bargain Outlet Holdings Inc * |
|
|
(478 |
) |
|
|
(21 |
) |
O'Reilly Automotive Inc * |
|
|
(614 |
) |
|
|
(399 |
) |
Oxford Industries Inc |
|
|
(500 |
) |
|
|
(44 |
) |
Papa John's International Inc |
|
|
(462 |
) |
|
|
(49 |
) |
Patrick Industries Inc |
|
|
(900 |
) |
|
|
(64 |
) |
Peloton Interactive Inc, Cl A * |
|
|
(7,478 |
) |
|
|
(217 |
) |
Penn National Gaming Inc * |
|
|
(2,832 |
) |
|
|
(145 |
) |
Penske Automotive Group Inc |
|
|
(600 |
) |
|
|
(59 |
) |
Planet Fitness Inc, Cl A * |
|
|
(1,692 |
) |
|
|
(143 |
) |
Polaris Inc |
|
|
(1,637 |
) |
|
|
(199 |
) |
Pool Corp |
|
|
(371 |
) |
|
|
(170 |
) |
PulteGroup Inc |
|
|
(7,558 |
) |
|
|
(375 |
) |
PVH Corp |
|
|
(1,994 |
) |
|
|
(195 |
) |
QuantumScape Corp, Cl A * |
|
|
(8,046 |
) |
|
|
(130 |
) |
Qurate Retail Inc |
|
|
(1,600 |
) |
|
|
(9 |
) |
Ralph Lauren Corp, Cl A |
|
|
(1,574 |
) |
|
|
(208 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Red Rock Resorts Inc, Cl A |
|
|
(1,000 |
) |
|
$ |
(50 |
) |
Rent-A-Center Inc/TX, Cl A |
|
|
(800 |
) |
|
|
(23 |
) |
RH * |
|
|
(140 |
) |
|
|
(56 |
) |
Rivian Automotive Inc, Cl A * |
|
|
(5,500 |
) |
|
|
(372 |
) |
Ross Stores Inc |
|
|
(2,601 |
) |
|
|
(238 |
) |
Royal Caribbean Cruises Ltd * |
|
|
(4,313 |
) |
|
|
(348 |
) |
Scientific Games Corp, Cl A * |
|
|
(1,638 |
) |
|
|
(103 |
) |
SeaWorld Entertainment Inc * |
|
|
(700 |
) |
|
|
(49 |
) |
Service Corp International/US |
|
|
(2,970 |
) |
|
|
(181 |
) |
Shake Shack Inc, Cl A * |
|
|
(400 |
) |
|
|
(30 |
) |
Signet Jewelers Ltd |
|
|
(600 |
) |
|
|
(42 |
) |
Six Flags Entertainment Corp * |
|
|
(1,594 |
) |
|
|
(70 |
) |
Skechers USA Inc, Cl A * |
|
|
(4,368 |
) |
|
|
(201 |
) |
Skyline Champion Corp * |
|
|
(1,450 |
) |
|
|
(98 |
) |
Smith & Wesson Brands Inc |
|
|
(2,001 |
) |
|
|
(35 |
) |
Sonos Inc * |
|
|
(2,304 |
) |
|
|
(63 |
) |
Standard Motor Products Inc |
|
|
(1,109 |
) |
|
|
(48 |
) |
Starbucks Corp |
|
|
(22,656 |
) |
|
|
(2,080 |
) |
Steven Madden Ltd |
|
|
(2,200 |
) |
|
|
(94 |
) |
Stoneridge Inc * |
|
|
(1,270 |
) |
|
|
(21 |
) |
Strategic Education Inc |
|
|
(289 |
) |
|
|
(17 |
) |
Stride Inc * |
|
|
(300 |
) |
|
|
(10 |
) |
Sturm Ruger & Co Inc |
|
|
(301 |
) |
|
|
(22 |
) |
Tapestry Inc |
|
|
(8,511 |
) |
|
|
(348 |
) |
Target Corp |
|
|
(4,100 |
) |
|
|
(819 |
) |
Taylor Morrison Home Corp, Cl A * |
|
|
(3,051 |
) |
|
|
(90 |
) |
Tempur Sealy International Inc |
|
|
(4,543 |
) |
|
|
(150 |
) |
Tenneco Inc, Cl A * |
|
|
(2,374 |
) |
|
|
(46 |
) |
Terminix Global Holdings Inc * |
|
|
(2,290 |
) |
|
|
(97 |
) |
Tesla Inc * |
|
|
(6,422 |
) |
|
|
(5,590 |
) |
Texas Roadhouse Inc, Cl A |
|
|
(1,072 |
) |
|
|
(102 |
) |
Thor Industries Inc |
|
|
(2,255 |
) |
|
|
(204 |
) |
TJX Cos Inc/The |
|
|
(10,166 |
) |
|
|
(672 |
) |
Toll Brothers Inc |
|
|
(3,291 |
) |
|
|
(179 |
) |
TopBuild Corp * |
|
|
(881 |
) |
|
|
(189 |
) |
Tractor Supply Co |
|
|
(994 |
) |
|
|
(203 |
) |
Travel + Leisure Co |
|
|
(2,152 |
) |
|
|
(121 |
) |
Tri Pointe Homes Inc * |
|
|
(3,744 |
) |
|
|
(84 |
) |
Tupperware Brands Corp * |
|
|
(1,400 |
) |
|
|
(26 |
) |
Ulta Beauty Inc * |
|
|
(515 |
) |
|
|
(193 |
) |
Under Armour Inc, Cl A * |
|
|
(6,708 |
) |
|
|
(120 |
) |
Under Armour Inc, Cl C * |
|
|
(5,941 |
) |
|
|
(93 |
) |
Vail Resorts Inc |
|
|
(731 |
) |
|
|
(190 |
) |
VF Corp |
|
|
(10,261 |
) |
|
|
(595 |
) |
Victoria's Secret & Co * |
|
|
(577 |
) |
|
|
(31 |
) |
Vista Outdoor Inc * |
|
|
(1,960 |
) |
|
|
(71 |
) |
Visteon Corp * |
|
|
(927 |
) |
|
|
(111 |
) |
Wayfair Inc, Cl A * |
|
|
(558 |
) |
|
|
(79 |
) |
Wendy's Co/The |
|
|
(3,372 |
) |
|
|
(77 |
) |
Whirlpool Corp |
|
|
(1,770 |
) |
|
|
(356 |
) |
Williams-Sonoma Inc |
|
|
(571 |
) |
|
|
(83 |
) |
Wingstop Inc |
|
|
(600 |
) |
|
|
(87 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Winnebago Industries Inc |
|
|
(1,169 |
) |
|
$ |
(75 |
) |
Wolverine World Wide Inc |
|
|
(1,654 |
) |
|
|
(38 |
) |
Wyndham Hotels & Resorts Inc |
|
|
(1,950 |
) |
|
|
(169 |
) |
Wynn Resorts Ltd * |
|
|
(1,843 |
) |
|
|
(159 |
) |
XPEL Inc * |
|
|
(500 |
) |
|
|
(36 |
) |
YETI Holdings Inc * |
|
|
(2,601 |
) |
|
|
(160 |
) |
Yum China Holdings Inc |
|
|
(7,466 |
) |
|
|
(388 |
) |
Yum! Brands Inc |
|
|
(5,869 |
) |
|
|
(719 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(68,699 |
) |
| |
|
|
|
|
|
|
|
|
Information Technology — (2.2)% |
|
|
|
|
Advanced Micro Devices Inc * |
|
|
(6,166 |
) |
|
|
(760 |
) |
Amphenol Corp, Cl A |
|
|
(2,512 |
) |
|
|
(191 |
) |
Analog Devices Inc |
|
|
(2,211 |
) |
|
|
(354 |
) |
Apple Inc |
|
|
(34,428 |
) |
|
|
(5,685 |
) |
Applied Materials Inc |
|
|
(3,667 |
) |
|
|
(492 |
) |
Arista Networks Inc * |
|
|
(1,045 |
) |
|
|
(128 |
) |
Arrow Electronics Inc * |
|
|
(498 |
) |
|
|
(61 |
) |
Azenta Inc |
|
|
(400 |
) |
|
|
(35 |
) |
Broadcom Inc |
|
|
(1,622 |
) |
|
|
(953 |
) |
CDW Corp/DE |
|
|
(683 |
) |
|
|
(118 |
) |
Ciena Corp * |
|
|
(900 |
) |
|
|
(62 |
) |
Cisco Systems Inc/Delaware |
|
|
(19,000 |
) |
|
|
(1,060 |
) |
Cognex Corp |
|
|
(900 |
) |
|
|
(61 |
) |
Corning Inc |
|
|
(3,295 |
) |
|
|
(133 |
) |
Dell Technologies Inc, Cl C |
|
|
(1,337 |
) |
|
|
(68 |
) |
Enphase Energy Inc * |
|
|
(366 |
) |
|
|
(61 |
) |
Entegris Inc |
|
|
(500 |
) |
|
|
(65 |
) |
F5 Inc * |
|
|
(403 |
) |
|
|
(81 |
) |
First Solar Inc * |
|
|
(500 |
) |
|
|
(38 |
) |
Hewlett Packard Enterprise Co |
|
|
(5,957 |
) |
|
|
(95 |
) |
HP Inc |
|
|
(4,799 |
) |
|
|
(165 |
) |
II-VI Inc * |
|
|
(418 |
) |
|
|
(29 |
) |
Intel Corp |
|
|
(18,485 |
) |
|
|
(882 |
) |
Jabil Inc |
|
|
(678 |
) |
|
|
(39 |
) |
Juniper Networks Inc |
|
|
(2,600 |
) |
|
|
(88 |
) |
Keysight Technologies Inc * |
|
|
(801 |
) |
|
|
(126 |
) |
KLA Corp |
|
|
(565 |
) |
|
|
(197 |
) |
Lam Research Corp |
|
|
(589 |
) |
|
|
(331 |
) |
Lattice Semiconductor Corp * |
|
|
(900 |
) |
|
|
(56 |
) |
Lumentum Holdings Inc * |
|
|
(500 |
) |
|
|
(49 |
) |
Marvell Technology Inc |
|
|
(3,065 |
) |
|
|
(209 |
) |
Meta Materials * |
|
|
(29,400 |
) |
|
|
(63 |
) |
Microchip Technology Inc |
|
|
(2,163 |
) |
|
|
(152 |
) |
Micron Technology Inc |
|
|
(4,851 |
) |
|
|
(431 |
) |
MKS Instruments Inc |
|
|
(424 |
) |
|
|
(64 |
) |
Monolithic Power Systems Inc |
|
|
(188 |
) |
|
|
(86 |
) |
Motorola Solutions Inc |
|
|
(658 |
) |
|
|
(145 |
) |
NetApp Inc |
|
|
(828 |
) |
|
|
(65 |
) |
NVIDIA Corp |
|
|
(9,184 |
) |
|
|
(2,240 |
) |
NXP Semiconductors NV |
|
|
(945 |
) |
|
|
(180 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
ON Semiconductor Corp * |
|
|
(1,477 |
) |
|
$ |
(92 |
) |
Pure Storage Inc, Cl A * |
|
|
(1,112 |
) |
|
|
(29 |
) |
Qorvo Inc * |
|
|
(439 |
) |
|
|
(60 |
) |
QUALCOMM Inc |
|
|
(4,566 |
) |
|
|
(785 |
) |
Skyworks Solutions Inc |
|
|
(592 |
) |
|
|
(82 |
) |
Super Micro Computer Inc * |
|
|
(748 |
) |
|
|
(29 |
) |
Synaptics Inc * |
|
|
(200 |
) |
|
|
(46 |
) |
TD SYNNEX Corp |
|
|
(500 |
) |
|
|
(51 |
) |
Teledyne Technologies Inc * |
|
|
(200 |
) |
|
|
(86 |
) |
Teradyne Inc |
|
|
(603 |
) |
|
|
(71 |
) |
Texas Instruments Inc |
|
|
(4,030 |
) |
|
|
(685 |
) |
Trimble Inc * |
|
|
(976 |
) |
|
|
(68 |
) |
Universal Display Corp |
|
|
(146 |
) |
|
|
(23 |
) |
Western Digital Corp * |
|
|
(1,510 |
) |
|
|
(77 |
) |
Wolfspeed Inc * |
|
|
(600 |
) |
|
|
(62 |
) |
Zebra Technologies Corp, Cl A * |
|
|
(216 |
) |
|
|
(89 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(18,433 |
) |
| |
|
|
|
|
|
|
|
|
Materials — (1.7)% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
(2,507 |
) |
|
|
(592 |
) |
Albemarle Corp |
|
|
(1,358 |
) |
|
|
(266 |
) |
Alcoa Corp |
|
|
(2,500 |
) |
|
|
(188 |
) |
Allegheny Technologies Inc * |
|
|
(2,700 |
) |
|
|
(69 |
) |
Amcor PLC |
|
|
(20,336 |
) |
|
|
(236 |
) |
AptarGroup Inc |
|
|
(800 |
) |
|
|
(97 |
) |
Arconic Corp * |
|
|
(1,600 |
) |
|
|
(49 |
) |
Ashland Global Holdings Inc |
|
|
(900 |
) |
|
|
(83 |
) |
Avery Dennison Corp |
|
|
(981 |
) |
|
|
(173 |
) |
Avient Corp |
|
|
(1,100 |
) |
|
|
(58 |
) |
Axalta Coating Systems Ltd * |
|
|
(2,073 |
) |
|
|
(56 |
) |
Ball Corp |
|
|
(3,535 |
) |
|
|
(317 |
) |
Berry Global Group Inc * |
|
|
(2,042 |
) |
|
|
(124 |
) |
Cabot Corp |
|
|
(900 |
) |
|
|
(66 |
) |
Celanese Corp, Cl A |
|
|
(1,274 |
) |
|
|
(177 |
) |
CF Industries Holdings Inc |
|
|
(2,678 |
) |
|
|
(217 |
) |
Chemours Co/The |
|
|
(1,900 |
) |
|
|
(52 |
) |
Cleveland-Cliffs Inc * |
|
|
(4,200 |
) |
|
|
(94 |
) |
Commercial Metals Co |
|
|
(1,269 |
) |
|
|
(49 |
) |
Compass Minerals International Inc |
|
|
(900 |
) |
|
|
(53 |
) |
Constellium, Cl A * |
|
|
(2,800 |
) |
|
|
(54 |
) |
Corteva Inc |
|
|
(7,435 |
) |
|
|
(387 |
) |
Crown Holdings Inc |
|
|
(1,635 |
) |
|
|
(201 |
) |
Dow Inc |
|
|
(9,076 |
) |
|
|
(535 |
) |
DuPont de Nemours Inc |
|
|
(7,026 |
) |
|
|
(544 |
) |
Eagle Materials Inc |
|
|
(400 |
) |
|
|
(55 |
) |
Eastman Chemical Co |
|
|
(1,400 |
) |
|
|
(166 |
) |
Ecolab Inc |
|
|
(2,745 |
) |
|
|
(484 |
) |
Element Solutions Inc |
|
|
(3,700 |
) |
|
|
(91 |
) |
FMC Corp |
|
|
(1,821 |
) |
|
|
(214 |
) |
Freeport-McMoRan Inc, Cl B |
|
|
(17,099 |
) |
|
|
(803 |
) |
Graphic Packaging Holding Co |
|
|
(2,440 |
) |
|
|
(50 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
HB Fuller Co |
|
|
(900 |
) |
|
$ |
(62 |
) |
Hecla Mining Co |
|
|
(9,900 |
) |
|
|
(57 |
) |
Huntsman Corp |
|
|
(3,869 |
) |
|
|
(156 |
) |
Innospec Inc |
|
|
(1,100 |
) |
|
|
(105 |
) |
International Flavors & Fragrances Inc |
|
|
(2,497 |
) |
|
|
(332 |
) |
International Paper Co |
|
|
(4,558 |
) |
|
|
(198 |
) |
Livent Corp * |
|
|
(1,900 |
) |
|
|
(45 |
) |
Louisiana-Pacific Corp |
|
|
(1,174 |
) |
|
|
(84 |
) |
LyondellBasell Industries NV, Cl A |
|
|
(4,721 |
) |
|
|
(459 |
) |
Martin Marietta Materials Inc |
|
|
(787 |
) |
|
|
(299 |
) |
Minerals Technologies Inc |
|
|
(1,700 |
) |
|
|
(119 |
) |
Mosaic Co/The |
|
|
(4,861 |
) |
|
|
(255 |
) |
MP Materials * |
|
|
(400 |
) |
|
|
(18 |
) |
Newmont Corp |
|
|
(8,778 |
) |
|
|
(581 |
) |
Nucor Corp |
|
|
(3,164 |
) |
|
|
(416 |
) |
O-I Glass Inc * |
|
|
(5,100 |
) |
|
|
(65 |
) |
Olin Corp |
|
|
(1,900 |
) |
|
|
(98 |
) |
Packaging Corp of America |
|
|
(1,183 |
) |
|
|
(174 |
) |
PPG Industries Inc |
|
|
(2,592 |
) |
|
|
(346 |
) |
Reliance Steel & Aluminum Co |
|
|
(921 |
) |
|
|
(176 |
) |
Royal Gold Inc |
|
|
(900 |
) |
|
|
(109 |
) |
RPM International Inc |
|
|
(2,007 |
) |
|
|
(170 |
) |
Scotts Miracle-Gro Co/The, Cl A |
|
|
(575 |
) |
|
|
(81 |
) |
Sealed Air Corp |
|
|
(1,548 |
) |
|
|
(104 |
) |
Sherwin-Williams Co/The |
|
|
(2,803 |
) |
|
|
(738 |
) |
Silgan Holdings Inc |
|
|
(2,000 |
) |
|
|
(84 |
) |
Sonoco Products Co |
|
|
(488 |
) |
|
|
(29 |
) |
Southern Copper Corp |
|
|
(925 |
) |
|
|
(64 |
) |
Steel Dynamics Inc |
|
|
(2,524 |
) |
|
|
(178 |
) |
Summit Materials Inc, Cl A * |
|
|
(1,300 |
) |
|
|
(41 |
) |
SunCoke Energy Inc |
|
|
(16,900 |
) |
|
|
(134 |
) |
Tronox Holdings PLC |
|
|
(2,200 |
) |
|
|
(45 |
) |
United States Steel Corp |
|
|
(2,600 |
) |
|
|
(71 |
) |
Valvoline Inc |
|
|
(3,100 |
) |
|
|
(100 |
) |
Vulcan Materials Co |
|
|
(1,993 |
) |
|
|
(362 |
) |
Westlake Corp |
|
|
(1,000 |
) |
|
|
(110 |
) |
Westrock Co |
|
|
(3,206 |
) |
|
|
(145 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(13,210 |
) |
| |
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $92,286) ($ Thousands) |
|
|
|
|
|
|
(104,833 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments Sold Short — (12.9)% |
|
|
|
|
|
|
|
|
(Proceeds $92,286) ($ Thousands) |
|
$ |
(104,833 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Contracts
|
|
|
|
|
|
PURCHASED OPTIONS*^ — 0.1% |
Total Purchased Options (I) |
|
|
|
|
|
|
|
|
(Cost $433) ($ Thousands) |
|
|
316 |
|
|
$ |
1,054 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Contracts |
|
|
Market Value
($ Thousands) |
|
WRITTEN OPTIONS*^ — (0.1)% |
Total Written Options (I) |
|
|
|
|
|
|
|
|
(Premiums Received $331) ($ Thousands) |
|
|
(367 |
) |
|
$ |
(491 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
A list of the exchange traded option contracts held by the Fund at February 28, 2022, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands)† |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS *^ — 0.1% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2022, Crude Oil |
|
|
263 |
|
|
$ |
296 |
|
|
$ |
100.00 |
|
|
|
3/19/2022 |
|
|
$ |
784 |
|
May 2022, Crude Oil |
|
|
53 |
|
|
|
137 |
|
|
|
100.00 |
|
|
|
3/19/2022 |
|
|
|
270 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
433 |
|
|
|
|
|
|
|
|
|
|
$ |
1,054 |
|
WRITTEN OPTIONS *^ — (0.1)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2022, Crude Oil |
|
|
(30 |
) |
|
$ |
(106 |
) |
|
|
85.00 |
|
|
|
03/19/22 |
|
|
$ |
(24 |
) |
May 2022, Crude Oil |
|
|
(21 |
) |
|
|
(63 |
) |
|
|
85.00 |
|
|
|
03/19/22 |
|
|
|
(22 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(169 |
) |
|
|
|
|
|
|
|
|
|
|
(46 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2022, Crude Oil |
|
|
(263 |
) |
|
|
(105 |
) |
|
|
110.00 |
|
|
|
03/19/22 |
|
|
|
(321 |
) |
May 2022, Crude Oil |
|
|
(53 |
) |
|
|
(57 |
) |
|
|
110.00 |
|
|
|
03/19/22 |
|
|
|
(124 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(162 |
) |
|
|
|
|
|
|
|
|
|
|
(445 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(331 |
) |
|
|
|
|
|
|
|
|
|
$ |
(491 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
† Represents cost.
A list of the open futures contracts held by the Fund at February 28, 2022, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent Crude^ |
|
|
125 |
|
|
|
Apr-2022 |
|
|
$ |
10,397 |
|
|
$ |
12,246 |
|
|
$ |
1,849 |
|
Coffee C^ |
|
|
2 |
|
|
|
Jul-2022 |
|
|
|
184 |
|
|
|
174 |
|
|
|
(10 |
) |
Coffee C^ |
|
|
32 |
|
|
|
May-2022 |
|
|
|
3,016 |
|
|
|
2,795 |
|
|
|
(221 |
) |
Copper^ |
|
|
5 |
|
|
|
Dec-2022 |
|
|
|
559 |
|
|
|
555 |
|
|
|
(4 |
) |
Copper^ |
|
|
37 |
|
|
|
May-2022 |
|
|
|
4,182 |
|
|
|
4,120 |
|
|
|
(62 |
) |
Corn^ |
|
|
125 |
|
|
|
May-2022 |
|
|
|
4,012 |
|
|
|
4,317 |
|
|
|
305 |
|
Gasoline^ |
|
|
15 |
|
|
|
May-2022 |
|
|
|
1,861 |
|
|
|
1,833 |
|
|
|
(28 |
) |
Gasoline^ |
|
|
20 |
|
|
|
Apr-2022 |
|
|
|
2,225 |
|
|
|
2,463 |
|
|
|
238 |
|
Gold^ |
|
|
69 |
|
|
|
Apr-2022 |
|
|
|
12,592 |
|
|
|
13,115 |
|
|
|
523 |
|
Heating Oil^ |
|
|
17 |
|
|
|
May-2022 |
|
|
|
1,913 |
|
|
|
2,032 |
|
|
|
119 |
|
KC HRW Wheat^ |
|
|
50 |
|
|
|
May-2022 |
|
|
|
2,132 |
|
|
|
2,382 |
|
|
|
250 |
|
Lean Hogs^ |
|
|
16 |
|
|
|
Jun-2022 |
|
|
|
725 |
|
|
|
726 |
|
|
|
1 |
|
Lean Hogs^ |
|
|
64 |
|
|
|
Apr-2022 |
|
|
|
2,465 |
|
|
|
2,650 |
|
|
|
185 |
|
Live Cattle^ |
|
|
59 |
|
|
|
Jul-2022 |
|
|
|
3,251 |
|
|
|
3,250 |
|
|
|
(1 |
) |
Live Cattle^ |
|
|
37 |
|
|
|
May-2022 |
|
|
|
2,114 |
|
|
|
2,093 |
|
|
|
(21 |
) |
LME Lead^ |
|
|
38 |
|
|
|
Mar-2022 |
|
|
|
2,177 |
|
|
|
2,273 |
|
|
|
96 |
|
LME Lead^ |
|
|
21 |
|
|
|
Jun-2022 |
|
|
|
1,225 |
|
|
|
1,253 |
|
|
|
28 |
|
LME Nickel^ |
|
|
23 |
|
|
|
Jun-2022 |
|
|
|
2,924 |
|
|
|
3,338 |
|
|
|
414 |
|
LME Nickel^ |
|
|
18 |
|
|
|
Mar-2022 |
|
|
|
2,183 |
|
|
|
2,657 |
|
|
|
474 |
|
LME Primary Aluminum^ |
|
|
49 |
|
|
|
Mar-2022 |
|
|
|
3,221 |
|
|
|
4,133 |
|
|
|
912 |
|
LME Primary Aluminum^ |
|
|
23 |
|
|
|
Jun-2022 |
|
|
|
1,776 |
|
|
|
1,935 |
|
|
|
159 |
|
LME Zinc^ |
|
|
5 |
|
|
|
Mar-2022 |
|
|
|
445 |
|
|
|
460 |
|
|
|
15 |
|
Low Sulphur Gasoil^ |
|
|
87 |
|
|
|
May-2022 |
|
|
|
6,687 |
|
|
|
7,221 |
|
|
|
534 |
|
Natural Gas^ |
|
|
234 |
|
|
|
Apr-2022 |
|
|
|
10,227 |
|
|
|
10,343 |
|
|
|
116 |
|
Natural Gas^ |
|
|
9 |
|
|
|
Apr-2022 |
|
|
|
359 |
|
|
|
396 |
|
|
|
37 |
|
NYMEX Cocoa^ |
|
|
28 |
|
|
|
May-2022 |
|
|
|
742 |
|
|
|
708 |
|
|
|
(34 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
Unrealized Appreciation/ (Depreciation) (Thousands) |
|
Silver^ |
|
|
18 |
|
|
|
May-2022 |
|
|
$ |
2,114 |
|
|
$ |
2,193 |
|
|
$ |
79 |
|
Soybean^ |
|
|
120 |
|
|
|
May-2022 |
|
|
|
9,516 |
|
|
|
9,820 |
|
|
|
304 |
|
Soybean^ |
|
|
35 |
|
|
|
Nov-2022 |
|
|
|
2,483 |
|
|
|
2,513 |
|
|
|
30 |
|
Soybean Meal^ |
|
|
74 |
|
|
|
May-2022 |
|
|
|
3,363 |
|
|
|
3,303 |
|
|
|
(60 |
) |
Soybean Meal^ |
|
|
1 |
|
|
|
Dec-2022 |
|
|
|
40 |
|
|
|
40 |
|
|
|
– |
|
Soybean Oil^ |
|
|
82 |
|
|
|
May-2022 |
|
|
|
3,230 |
|
|
|
3,568 |
|
|
|
338 |
|
Sugar No. 11^ |
|
|
156 |
|
|
|
May-2022 |
|
|
|
3,110 |
|
|
|
3,093 |
|
|
|
(17 |
) |
Ultra 10-Year U.S. Treasury Notes |
|
|
18 |
|
|
|
Jun-2022 |
|
|
|
2,546 |
|
|
|
2,544 |
|
|
|
(2 |
) |
Wheat^ |
|
|
110 |
|
|
|
May-2022 |
|
|
|
4,289 |
|
|
|
5,137 |
|
|
|
848 |
|
WTI Crude Oil^ |
|
|
101 |
|
|
|
Apr-2022 |
|
|
|
8,825 |
|
|
|
9,443 |
|
|
|
618 |
|
| |
|
|
|
|
|
|
|
|
|
|
123,110 |
|
|
|
131,122 |
|
|
|
8,012 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cotton No. 2^ |
|
|
(29 |
) |
|
|
May-2022 |
|
|
$ |
(1,736 |
) |
|
$ |
(1,727 |
) |
|
$ |
9 |
|
Feeder Cattle^ |
|
|
(35 |
) |
|
|
May-2022 |
|
|
|
(2,956 |
) |
|
|
(2,835 |
) |
|
|
121 |
|
LME Lead^ |
|
|
(5 |
) |
|
|
May-2022 |
|
|
|
(280 |
) |
|
|
(299 |
) |
|
|
(19 |
) |
LME Primary Aluminum^ |
|
|
(3 |
) |
|
|
May-2022 |
|
|
|
(196 |
) |
|
|
(253 |
) |
|
|
(57 |
) |
LME Zinc^ |
|
|
(12 |
) |
|
|
Jun-2022 |
|
|
|
(1,099 |
) |
|
|
(1,099 |
) |
|
|
– |
|
LME Zinc^ |
|
|
(17 |
) |
|
|
May-2022 |
|
|
|
(1,530 |
) |
|
|
(1,561 |
) |
|
|
(31 |
) |
MSCI EAFE Index |
|
|
(111 |
) |
|
|
Mar-2022 |
|
|
|
(12,540 |
) |
|
|
(12,005 |
) |
|
|
535 |
|
NY Harbor ULSD^ |
|
|
(18 |
) |
|
|
May-2022 |
|
|
|
(2,163 |
) |
|
|
(2,152 |
) |
|
|
11 |
|
Platinum^ |
|
|
(24 |
) |
|
|
Apr-2022 |
|
|
|
(1,320 |
) |
|
|
(1,246 |
) |
|
|
74 |
|
S&P 500 Index E-MINI |
|
|
(110 |
) |
|
|
Mar-2022 |
|
|
|
(25,572 |
) |
|
|
(24,024 |
) |
|
|
1,548 |
|
Soybean Oil^ |
|
|
(4 |
) |
|
|
Jul-2022 |
|
|
|
(156 |
) |
|
|
(170 |
) |
|
|
(14 |
) |
U.S. 2-Year Treasury Notes |
|
|
(164 |
) |
|
|
Jul-2022 |
|
|
|
(35,227 |
) |
|
|
(35,297 |
) |
|
|
(70 |
) |
U.S. 5-Year Treasury Notes |
|
|
(32 |
) |
|
|
Jul-2022 |
|
|
|
(3,772 |
) |
|
|
(3,785 |
) |
|
|
(13 |
) |
U.S. Ultra Long Treasury Bond |
|
|
(15 |
) |
|
|
Jun-2022 |
|
|
|
(2,796 |
) |
|
|
(2,789 |
) |
|
|
7 |
|
| |
|
|
|
|
|
|
|
|
|
|
(91,343 |
) |
|
|
(89,242 |
) |
|
|
2,101 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
31,767 |
|
|
$ |
41,880 |
|
|
$ |
10,113 |
|
A list of the open forward foreign currency contracts held by the Fund at February 28, 2022, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
03/02/22 |
|
|
|
USD |
|
|
|
3,829 |
|
|
|
RUB |
|
|
|
286,174 |
|
|
$ |
(1,159 |
) |
BNP Paribas |
|
|
04/22/22 |
|
|
|
USD |
|
|
|
2,228 |
|
|
|
CAD |
|
|
|
2,834 |
|
|
|
6 |
|
Brown Brothers Harriman |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
993 |
|
|
|
SEK |
|
|
|
9,074 |
|
|
|
(31 |
) |
Brown Brothers Harriman |
|
|
03/24/22 |
|
|
|
SEK |
|
|
|
6,534 |
|
|
|
USD |
|
|
|
706 |
|
|
|
13 |
|
Brown Brothers Harriman |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
308 |
|
|
|
AUD |
|
|
|
429 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
05/12/22 |
|
|
|
USD |
|
|
|
5 |
|
|
|
EUR |
|
|
|
4 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
05/12/22 |
|
|
|
EUR |
|
|
|
108 |
|
|
|
USD |
|
|
|
124 |
|
|
|
2 |
|
Citigroup |
|
|
03/02/22 |
|
|
|
RUB |
|
|
|
303,567 |
|
|
|
USD |
|
|
|
3,910 |
|
|
|
1,078 |
|
Citigroup |
|
|
04/28/22 |
|
|
|
USD |
|
|
|
2,133 |
|
|
|
AUD |
|
|
|
2,942 |
|
|
|
3 |
|
Citigroup |
|
|
04/28/22 |
|
|
|
AUD |
|
|
|
11,412 |
|
|
|
USD |
|
|
|
8,059 |
|
|
|
(227 |
) |
Deutsche Bank |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
48 |
|
|
|
RUB |
|
|
|
4,040 |
|
|
|
(12 |
) |
Goldman Sachs |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
5,760 |
|
|
|
SEK |
|
|
|
54,190 |
|
|
|
(12 |
) |
Goldman Sachs |
|
|
06/16/22 |
|
|
|
MYR |
|
|
|
5,636 |
|
|
|
USD |
|
|
|
1,328 |
|
|
|
(16 |
) |
JPMorgan Chase Bank |
|
|
03/24/22 |
|
|
|
USD |
|
|
|
4,133 |
|
|
|
SEK |
|
|
|
38,705 |
|
|
|
(28 |
) |
JPMorgan Chase Bank |
|
|
03/24/22 |
|
|
|
SEK |
|
|
|
92,099 |
|
|
|
USD |
|
|
|
10,106 |
|
|
|
338 |
|
Morgan Stanley |
|
|
04/22/22 |
|
|
|
CAD |
|
|
|
12,294 |
|
|
|
USD |
|
|
|
9,669 |
|
|
|
(26 |
) |
Morgan Stanley |
|
|
05/12/22 |
|
|
|
EUR |
|
|
|
2,949 |
|
|
|
USD |
|
|
|
3,375 |
|
|
|
54 |
|
UBS |
|
|
03/02/22 |
|
|
|
USD |
|
|
|
287 |
|
|
|
RUB |
|
|
|
21,434 |
|
|
|
(87 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(101 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
A list of the open centrally cleared swap agreements held by the Fund at February 28, 2022, 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 |
) |
|
$ |
(319 |
) |
|
$ |
(339 |
) |
|
$ |
20 |
|
CDX.NAHYS37V1-5Y |
|
|
Buy |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2026 |
|
|
|
6,890 |
|
|
|
(391 |
) |
|
|
(437 |
) |
|
|
46 |
|
CDX.NAIGS.37V1-5Y |
|
|
Buy |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2026 |
|
|
|
48,950 |
|
|
|
(735 |
) |
|
|
(1,047 |
) |
|
|
312 |
|
China |
|
|
Buy |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2026 |
|
|
|
20,500 |
|
|
|
(313 |
) |
|
|
(546 |
) |
|
|
233 |
|
CMBX.BBB.577807 |
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
1,394 |
|
|
|
339 |
|
|
|
371 |
|
|
|
(32 |
) |
Malaysia |
|
|
Buy |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2026 |
|
|
|
36,970 |
|
|
|
(395 |
) |
|
|
(830 |
) |
|
|
435 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,814 |
) |
|
$ |
(2,828 |
) |
|
$ |
1,014 |
|
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) |
|
1.9905% |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
04/21/2025 |
|
|
|
USD |
|
|
|
2,040 |
|
|
$ |
(14 |
) |
|
$ |
– |
|
|
$ |
(14 |
) |
2.4875 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
06/09/2025 |
|
|
|
USD |
|
|
|
1,240 |
|
|
|
(29 |
) |
|
|
– |
|
|
|
(29 |
) |
2.293 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
08/04/2025 |
|
|
|
USD |
|
|
|
1,833 |
|
|
|
(32 |
) |
|
|
– |
|
|
|
(32 |
) |
1.487 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
10/04/2026 |
|
|
|
USD |
|
|
|
7,010 |
|
|
|
101 |
|
|
|
– |
|
|
|
101 |
|
1.66 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
11/08/2026 |
|
|
|
USD |
|
|
|
1,040 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
1.67 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
11/09/2026 |
|
|
|
USD |
|
|
|
1,230 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
2.44 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
04/04/2027 |
|
|
|
USD |
|
|
|
3,640 |
|
|
|
(109 |
) |
|
|
– |
|
|
|
(109 |
) |
0.5575 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
06/05/2027 |
|
|
|
USD |
|
|
|
15,050 |
|
|
|
969 |
|
|
|
– |
|
|
|
969 |
|
2.3545 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
07/12/2027 |
|
|
|
USD |
|
|
|
720 |
|
|
|
(19 |
) |
|
|
– |
|
|
|
(19 |
) |
2.1495 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
06/04/2029 |
|
|
|
USD |
|
|
|
5,145 |
|
|
|
(94 |
) |
|
|
– |
|
|
|
(94 |
) |
1.593 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
09/27/2029 |
|
|
|
USD |
|
|
|
2,440 |
|
|
|
52 |
|
|
|
– |
|
|
|
52 |
|
0.6165 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
05/21/2031 |
|
|
|
USD |
|
|
|
17,160 |
|
|
|
429 |
|
|
|
– |
|
|
|
429 |
|
2.631 |
|
|
3-MONTH USD - LIBOR |
|
|
|
Quarterly |
|
|
|
11/10/2035 |
|
|
|
USD |
|
|
|
1,300 |
|
|
|
(99 |
) |
|
|
– |
|
|
|
(99 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,169 |
|
|
$ |
– |
|
|
$ |
1,169 |
|
A list of the open OTC swap agreements held by the Fund at February 28, 2022, is as follows:
Credit Default Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Buy/Sell Protection |
|
|
(Pays)/Receives Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Credit Suisse |
|
|
CMBX.NA.A.6 Index |
|
|
|
Sell |
|
|
|
2.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
$ |
(1,125 |
) |
|
$ |
(87 |
) |
|
$ |
(24 |
) |
|
$ |
(63 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
(775 |
) |
|
|
(188 |
) |
|
|
(49 |
) |
|
|
(139 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
(216 |
) |
|
|
(52 |
) |
|
|
(13 |
) |
|
|
(39 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
(563 |
) |
|
|
(136 |
) |
|
|
(39 |
) |
|
|
(97 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
(171 |
) |
|
|
(42 |
) |
|
|
(19 |
) |
|
|
(23 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
(29 |
) |
|
|
(7 |
) |
|
|
(1 |
) |
|
|
(6 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
(161 |
) |
|
|
(39 |
) |
|
|
(10 |
) |
|
|
(29 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(181 |
) |
|
|
(44 |
) |
|
|
(28 |
) |
|
|
(16 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(253 |
) |
|
|
(61 |
) |
|
|
(40 |
) |
|
|
(21 |
) |
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 |
|
|
|
(142 |
) |
|
|
(35 |
) |
|
|
(13 |
) |
|
|
(22 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(288 |
) |
|
|
(70 |
) |
|
|
(37 |
) |
|
|
(33 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(189 |
) |
|
|
(46 |
) |
|
|
(19 |
) |
|
|
(27 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(28 |
) |
|
|
(7 |
) |
|
|
(3 |
) |
|
|
(4 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
(55 |
) |
|
|
(13 |
) |
|
|
(6 |
) |
|
|
(7 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(747 |
) |
|
|
(181 |
) |
|
|
(56 |
) |
|
|
(125 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(961 |
) |
|
|
(232 |
) |
|
|
(135 |
) |
|
|
(97 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(242 |
) |
|
|
(59 |
) |
|
|
(34 |
) |
|
|
(25 |
) |
JPMorgan Chase |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(34 |
) |
|
|
(8 |
) |
|
|
(3 |
) |
|
|
(5 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(28 |
) |
|
|
(7 |
) |
|
|
(3 |
) |
|
|
(4 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
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) |
|
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
$ |
(100 |
) |
|
$ |
(24 |
) |
|
$ |
(11 |
) |
|
$ |
(13 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(100 |
) |
|
|
(24 |
) |
|
|
(11 |
) |
|
|
(13 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(165 |
) |
|
|
(40 |
) |
|
|
(14 |
) |
|
|
(26 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(29 |
) |
|
|
(7 |
) |
|
|
(4 |
) |
|
|
(3 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(4 |
) |
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(21 |
) |
|
|
(5 |
) |
|
|
(3 |
) |
|
|
(2 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(29 |
) |
|
|
(7 |
) |
|
|
(4 |
) |
|
|
(3 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(14 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
|
|
(2 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(28 |
) |
|
|
(7 |
) |
|
|
(2 |
) |
|
|
(5 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(162 |
) |
|
|
(39 |
) |
|
|
(24 |
) |
|
|
(15 |
) |
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 |
|
|
|
(184 |
) |
|
|
(45 |
) |
|
|
(22 |
) |
|
|
(23 |
) |
Citibank |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(32 |
) |
|
|
(8 |
) |
|
|
(4 |
) |
|
|
(4 |
) |
Citibank |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
(29 |
) |
|
|
(7 |
) |
|
|
(3 |
) |
|
|
(4 |
) |
Citibank |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
(33 |
) |
|
|
(8 |
) |
|
|
(4 |
) |
|
|
(4 |
) |
JPMorgan Chase |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(35 |
) |
|
|
(8 |
) |
|
|
(3 |
) |
|
|
(5 |
) |
Citibank |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(90 |
) |
|
|
(22 |
) |
|
|
(10 |
) |
|
|
(12 |
) |
Citibank |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(65 |
) |
|
|
(16 |
) |
|
|
(7 |
) |
|
|
(9 |
) |
Citibank |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(45 |
) |
|
|
(11 |
) |
|
|
(5 |
) |
|
|
(6 |
) |
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 |
) |
|
|
(15 |
) |
|
|
(7 |
) |
|
|
(8 |
) |
Citibank |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
(46 |
) |
|
|
(11 |
) |
|
|
(6 |
) |
|
|
(5 |
) |
JPMorgan Chase |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(533 |
) |
|
|
(129 |
) |
|
|
(62 |
) |
|
|
(67 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB-.6 Index |
|
|
|
Sell |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
(108 |
) |
|
|
(26 |
) |
|
|
(13 |
) |
|
|
(13 |
) |
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 |
) |
|
|
(22 |
) |
|
|
(11 |
) |
|
|
(11 |
) |
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 |
) |
|
|
(22 |
) |
|
|
(9 |
) |
|
|
(13 |
) |
Morgan Stanley |
|
|
CMBX.NA.BBB-.9 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
531 |
|
|
|
58 |
|
|
|
106 |
|
|
|
(48 |
) |
Morgan Stanley |
|
|
CMBX.NA.BBB-.9 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
266 |
|
|
|
29 |
|
|
|
50 |
|
|
|
(21 |
) |
Citibank |
|
|
CMBX.NA.BBB-.9 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
531 |
|
|
|
58 |
|
|
|
104 |
|
|
|
(46 |
) |
Citibank |
|
|
CMBX.NA.BBB-.9 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
2,255 |
|
|
|
247 |
|
|
|
446 |
|
|
|
(199 |
) |
Citibank |
|
|
CMBX.NA.BBB-.9 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
1,127 |
|
|
|
124 |
|
|
|
218 |
|
|
|
(94 |
) |
Citibank |
|
|
CMBX.NA.BBB-.9 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
57 |
|
|
|
6 |
|
|
|
11 |
|
|
|
(5 |
) |
Citibank |
|
|
CMBX.NA.BBB-.9 Index |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
264 |
|
|
|
28 |
|
|
|
17 |
|
|
|
11 |
|
Citibank |
|
|
CMBX.NA.BBB-.9 Index |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
1,255 |
|
|
|
138 |
|
|
|
83 |
|
|
|
55 |
|
Citibank |
|
|
CMBX.NA.BBB-.9 Index |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
265 |
|
|
|
28 |
|
|
|
17 |
|
|
|
11 |
|
Citibank |
|
|
CMBX.NA.BBB-.9 Index |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
251 |
|
|
|
28 |
|
|
|
17 |
|
|
|
11 |
|
Citibank |
|
|
CMBX.NA.BBB-.9 Index |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
509 |
|
|
|
56 |
|
|
|
38 |
|
|
|
18 |
|
Goldman Sachs |
|
|
CMBX-BBB-557874 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
498 |
|
|
|
55 |
|
|
|
84 |
|
|
|
(29 |
) |
Citibank |
|
|
CMBX-BBB-560152 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
532 |
|
|
|
59 |
|
|
|
104 |
|
|
|
(45 |
) |
Citibank |
|
|
CMBX-BBB-561625 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
55 |
|
|
|
6 |
|
|
|
11 |
|
|
|
(5 |
) |
JPMorgan Chase |
|
|
CMBX-BBB-562055 |
|
|
|
Buy |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
09/17/2058 |
|
|
|
232 |
|
|
|
26 |
|
|
|
46 |
|
|
|
(20 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(897 |
) |
|
$ |
571 |
|
|
|
(1,468 |
) |
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Macquarie Bank Limited |
|
|
Bloomberg Commodity Index |
^ |
|
|
US T-BILL HIGH DISCOUNT RATE + 9 BPS |
|
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/16/2022 |
|
|
|
USD |
|
|
|
(11,714 |
) |
|
$ |
457 |
|
|
$ |
– |
|
|
$ |
457 |
|
Macquarie Bank Limited |
|
|
MacQuarie Commodity Product 251 E |
^ |
|
|
0.34 |
% |
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/05/2022 |
|
|
|
USD |
|
|
|
(3,838 |
) |
|
|
112 |
|
|
|
– |
|
|
|
112 |
|
Merrill Lynch |
|
|
Bloomberg Commodity Index |
^ |
|
|
US T-BILL HIGH DISCOUNT RATE + 11 BPS |
|
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/16/2022 |
|
|
|
USD |
|
|
|
(17,056 |
) |
|
|
666 |
|
|
|
– |
|
|
|
666 |
|
Merrill Lynch |
|
|
Bloomberg Commodity Index |
^ |
|
|
US T-BILL HIGH DISCOUNT RATE + 12 BPS |
|
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/16/2022 |
|
|
|
USD |
|
|
|
(2,431 |
) |
|
|
99 |
|
|
|
– |
|
|
|
99 |
|
Merrill Lynch |
|
BofA Merrill Lynch Commodity Total Return Index^ |
|
|
|
3-Month U.S. Treasury rate plus 13 BPS |
|
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/05/2022 |
|
|
|
USD |
|
|
|
(6,140 |
) |
|
|
38 |
|
|
|
– |
|
|
|
38 |
|
Morgan Stanley |
|
|
iBoxx$ Liquid High Yield Index |
|
|
|
INDEX RETURN |
|
|
|
4.00 |
% |
|
|
Quarterly |
|
|
|
03/21/2022 |
|
|
|
USD |
|
|
|
12,542 |
|
|
|
299 |
|
|
|
– |
|
|
|
299 |
|
Societe Generale |
|
|
Bloomberg Commodity Index |
^ |
|
|
US T-BILL HIGH DISCOUNT RATE + 11 BPS |
|
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/17/2022 |
|
|
|
USD |
|
|
|
(10,441 |
) |
|
|
408 |
|
|
|
– |
|
|
|
408 |
|
Societe Generale |
|
|
Bloomberg Commodity Index |
^ |
|
|
US T-BILL HIGH DISCOUNT RATE + 14 BPS |
|
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/17/2022 |
|
|
|
USD |
|
|
|
(2,649 |
) |
|
|
108 |
|
|
|
– |
|
|
|
108 |
|
Societe Generale |
|
|
Societe Generale Commodities Custom Alpha 061 Index |
^ |
|
|
0.35 |
% |
|
|
INDEX RETURN |
|
|
|
Monthly |
|
|
|
03/05/2022 |
|
|
|
USD |
|
|
|
(5,463 |
) |
|
|
(15 |
) |
|
|
– |
|
|
|
(15 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
2,172 |
|
|
$ |
– |
|
|
$ |
2,172 |
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Continued)
As of February 28, 2022, the Reverse Repurchase Agreements held by the Fund are listed below:
| |
Principal Amount ($ Thousands) |
|
Counterparty |
|
Rate |
|
|
Maturity |
|
|
Value
($ Thousands) |
|
| |
$ |
(11,832 |
) |
Chase Securities |
|
|
0.12% |
|
|
|
Open Ended |
|
|
$ |
(11,832 |
) |
| |
|
(104,223 |
) |
HSBC |
|
|
0.09% |
|
|
|
Open Ended |
|
|
|
(104,223 |
) |
| |
|
(42,215 |
) |
HSBC |
|
|
0.08% |
|
|
|
Open Ended |
|
|
|
(42,215 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(158,270 |
) |
|
Percentages are based on Net Assets of $811,743 ($ Thousands). |
^ |
Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of February 28, 2022. |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Zero coupon security. |
(C) |
Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements. |
(D) |
Security, or portion thereof, has been pledged as collateral on securities sold short. |
(E) |
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 February 28, 2022, the value of these securities amounted to $86,260 ($ Thousands), representing 10.6% of the Net Assets of the Fund. |
(F) |
Security is in default on interest payment. |
(G) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(H) |
Perpetual security with no stated maturity date. |
(I) |
Refer to table below for details on Options Contracts. |
AUD — Australian Dollar |
BPS — Basis Points |
CAD — Canadian Dollar |
Cl — Class |
CLO — Collateralized Loan Obligation |
CMBX — Commercial Mortgage-Backed Index |
CMO — Collateralized Mortgage Obligation |
DAC — Designated Activity Company |
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 |
LP — Limited Partnership |
Ltd — Limited |
MSCI — Morgan Stanley Capital International |
MTN — Medium Term Note |
MYR — Malaysian Ringgit |
NYMEX — New York Mercantile Exchange |
OTC — Over The Counter |
PIK — Payment-in-Kind |
PLC — Public Limited Company |
RB — Revenue Bond |
REIT — Real Estate Investment Trust |
REMIC — Real Estate Mortgage Investment Conduit |
RUB — Russian Ruble |
S&P— Standard & Poor's |
SEK — Swedish Krona |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
STACR — Structured Agency Credit Risk |
TBA — To Be Announced |
ULSD — Ultra-Low Sulfur Diesel |
UMBS — Uniform Mortgage Backed Securities |
USD — U.S. Dollar |
WTI — West Texas Intermediate |
The following is a summary of the level of inputs used as of February 28, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
515,771 |
|
|
|
– |
|
|
|
515,771 |
|
Common Stock |
|
|
241,081 |
|
|
|
– |
|
|
|
– |
|
|
|
241,081 |
|
Corporate Obligations |
|
|
– |
|
|
|
69,176 |
|
|
|
– |
|
|
|
69,176 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
63,350 |
|
|
|
– |
|
|
|
63,350 |
|
U.S. Government Agency Obligations |
|
|
– |
|
|
|
26,848 |
|
|
|
– |
|
|
|
26,848 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
26,284 |
|
|
|
– |
|
|
|
26,284 |
|
Sovereign Debt |
|
|
– |
|
|
|
3,347 |
|
|
|
– |
|
|
|
3,347 |
|
Municipal Bonds |
|
|
– |
|
|
|
1,443 |
|
|
|
– |
|
|
|
1,443 |
|
Total Investments in Securities |
|
|
241,081 |
|
|
|
706,219 |
|
|
|
– |
|
|
|
947,300 |
|
Securities Sold Short |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stock |
|
|
(104,833 |
) |
|
|
– |
|
|
|
– |
|
|
|
(104,833 |
) |
Total Securities Sold Short |
|
|
(104,833 |
) |
|
|
– |
|
|
|
– |
|
|
|
(104,833 |
) |
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Purchased Options |
|
|
1,054 |
|
|
|
– |
|
|
|
– |
|
|
|
1,054 |
|
Written Options |
|
|
(491 |
) |
|
|
– |
|
|
|
– |
|
|
|
(491 |
) |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
10,777 |
|
|
|
– |
|
|
|
– |
|
|
|
10,777 |
|
Unrealized Depreciation |
|
|
(664 |
) |
|
|
– |
|
|
|
– |
|
|
|
(664 |
) |
Forwards Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
1,497 |
|
|
|
– |
|
|
|
1,497 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(1,598 |
) |
|
|
– |
|
|
|
(1,598 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
1,046 |
|
|
|
– |
|
|
|
1,046 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(32 |
) |
|
|
– |
|
|
|
(32 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
1,565 |
|
|
|
– |
|
|
|
1,565 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(396 |
) |
|
|
– |
|
|
|
(396 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
106 |
|
|
|
– |
|
|
|
106 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(1,574 |
) |
|
|
– |
|
|
|
(1,574 |
) |
Total Return Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
2,187 |
|
|
|
– |
|
|
|
2,187 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(15 |
) |
|
|
– |
|
|
|
(15 |
) |
Reverse Repurchase Agreements |
|
|
– |
|
|
|
(158,270 |
) |
|
|
– |
|
|
|
(158,270 |
) |
Total Other Financial Instruments |
|
|
10,676 |
|
|
|
(155,484 |
) |
|
|
– |
|
|
|
(144,808 |
) |
|
*
|
Futures contracts, forward contracts and swaps are valued at the unrealized appreciation/(depreciation) on the instrument.
|
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 28, 2022
Multi-Asset Real Return Fund (Concluded)
For the period ended February 28, 2022, 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.
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Institutional Investments Trust / Quarterly Report / February 28, 2022