SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.6% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
25,893 |
|
|
$ |
3,585 |
|
Alphabet Inc, Cl C * |
|
|
66,323 |
|
|
|
9,271 |
|
AT&T Inc |
|
|
300,850 |
|
|
|
5,093 |
|
BCE Inc |
|
|
65,612 |
|
|
|
2,435 |
|
Comcast Corp, Cl A |
|
|
151,605 |
|
|
|
6,496 |
|
Fox Corp |
|
|
44,900 |
|
|
|
1,338 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
13,950 |
|
|
|
1,015 |
|
Meta Platforms Inc, Cl A |
|
|
24,430 |
|
|
|
11,974 |
|
Netflix Inc * |
|
|
4,878 |
|
|
|
2,941 |
|
News Corp |
|
|
2,836 |
|
|
|
79 |
|
Nexstar Media Group Inc, Cl A |
|
|
15,784 |
|
|
|
2,623 |
|
Omnicom Group Inc |
|
|
6,334 |
|
|
|
560 |
|
Pinterest Inc, Cl A * |
|
|
48,583 |
|
|
|
1,783 |
|
ROBLOX Corp, Cl A * |
|
|
865 |
|
|
|
35 |
|
Spotify Technology SA * |
|
|
7,785 |
|
|
|
1,996 |
|
TEGNA Inc |
|
|
26,800 |
|
|
|
375 |
|
Verizon Communications Inc |
|
|
64,000 |
|
|
|
2,561 |
|
Walt Disney Co/The |
|
|
42,109 |
|
|
|
4,699 |
|
Warner Music Group, Cl A |
|
|
10,974 |
|
|
|
383 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59,242 |
|
Consumer Discretionary — 9.3% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
392 |
|
|
|
62 |
|
Amazon.com Inc * |
|
|
103,131 |
|
|
|
18,229 |
|
American Eagle Outfitters Inc |
|
|
10,508 |
|
|
|
250 |
|
AutoNation Inc * |
|
|
4,400 |
|
|
|
659 |
|
AutoZone Inc * |
|
|
184 |
|
|
|
553 |
|
Best Buy Co Inc |
|
|
6,500 |
|
|
|
526 |
|
Booking Holdings Inc * |
|
|
505 |
|
|
|
1,752 |
|
Burlington Stores Inc * |
|
|
2,581 |
|
|
|
529 |
|
Capri Holdings Ltd * |
|
|
7,200 |
|
|
|
332 |
|
DoorDash Inc, Cl A * |
|
|
6,160 |
|
|
|
767 |
|
DR Horton Inc |
|
|
10,446 |
|
|
|
1,561 |
|
DraftKings Inc, Cl A * |
|
|
17,431 |
|
|
|
755 |
|
eBay Inc |
|
|
27,461 |
|
|
|
1,298 |
|
Expedia Group Inc * |
|
|
1,229 |
|
|
|
168 |
|
Foot Locker Inc |
|
|
13,900 |
|
|
|
479 |
|
Ford Motor Co |
|
|
188,689 |
|
|
|
2,347 |
|
Gap Inc/The |
|
|
1,660 |
|
|
|
31 |
|
General Motors Co |
|
|
45,654 |
|
|
|
1,871 |
|
Genuine Parts Co |
|
|
23,047 |
|
|
|
3,440 |
|
Goodyear Tire & Rubber Co/The * |
|
|
58,400 |
|
|
|
694 |
|
Guess? Inc |
|
|
18,000 |
|
|
|
457 |
|
Harley-Davidson Inc |
|
|
25,500 |
|
|
|
925 |
|
Hilton Worldwide Holdings Inc |
|
|
3,151 |
|
|
|
644 |
|
Home Depot Inc/The |
|
|
10,192 |
|
|
|
3,879 |
|
Jack in the Box Inc |
|
|
5,995 |
|
|
|
438 |
|
KB Home |
|
|
19,900 |
|
|
|
1,322 |
|
Kohl's Corp |
|
|
13,100 |
|
|
|
365 |
|
Lennar Corp, Cl A |
|
|
2,511 |
|
|
|
398 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lowe's Cos Inc |
|
|
16,077 |
|
|
$ |
3,869 |
|
Macy's Inc |
|
|
36,200 |
|
|
|
631 |
|
MercadoLibre Inc * |
|
|
1,201 |
|
|
|
1,916 |
|
Mobileye Global, Cl A *(A) |
|
|
18,168 |
|
|
|
463 |
|
NIKE Inc, Cl B |
|
|
32,604 |
|
|
|
3,389 |
|
Pool Corp |
|
|
6,673 |
|
|
|
2,657 |
|
PulteGroup Inc |
|
|
20,100 |
|
|
|
2,178 |
|
Ralph Lauren Corp, Cl A |
|
|
6,581 |
|
|
|
1,224 |
|
Ross Stores Inc |
|
|
28,956 |
|
|
|
4,313 |
|
Starbucks Corp |
|
|
47,555 |
|
|
|
4,513 |
|
Tesla Inc * |
|
|
3,719 |
|
|
|
751 |
|
TJX Cos Inc/The |
|
|
8,827 |
|
|
|
875 |
|
TopBuild Corp * |
|
|
809 |
|
|
|
326 |
|
Whirlpool Corp |
|
|
9,600 |
|
|
|
1,031 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,867 |
|
Consumer Staples — 5.4% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
24,900 |
|
|
|
505 |
|
Altria Group Inc |
|
|
66,297 |
|
|
|
2,712 |
|
Archer-Daniels-Midland Co |
|
|
13,492 |
|
|
|
717 |
|
Bunge Global |
|
|
6,800 |
|
|
|
642 |
|
Casey's General Stores Inc |
|
|
9,274 |
|
|
|
2,824 |
|
Central Garden & Pet Co, Cl A * |
|
|
16,125 |
|
|
|
608 |
|
Coca-Cola Consolidated Inc |
|
|
497 |
|
|
|
418 |
|
Conagra Brands Inc |
|
|
25,800 |
|
|
|
724 |
|
Constellation Brands Inc, Cl A |
|
|
9,636 |
|
|
|
2,395 |
|
Costco Wholesale Corp |
|
|
3,750 |
|
|
|
2,790 |
|
Diageo PLC ADR (A) |
|
|
12,305 |
|
|
|
1,856 |
|
General Mills Inc |
|
|
15,619 |
|
|
|
1,002 |
|
Herbalife Ltd * |
|
|
15,000 |
|
|
|
132 |
|
Hershey Co/The |
|
|
591 |
|
|
|
111 |
|
Kenvue Inc |
|
|
148,459 |
|
|
|
2,821 |
|
Kraft Heinz Co/The |
|
|
41,780 |
|
|
|
1,474 |
|
Kroger Co/The |
|
|
37,700 |
|
|
|
1,870 |
|
Molson Coors Beverage Co, Cl B |
|
|
24,900 |
|
|
|
1,554 |
|
PepsiCo Inc |
|
|
20,524 |
|
|
|
3,393 |
|
Philip Morris International Inc |
|
|
35,965 |
|
|
|
3,235 |
|
Procter & Gamble Co/The |
|
|
4,876 |
|
|
|
775 |
|
Target Corp |
|
|
28,170 |
|
|
|
4,308 |
|
Tyson Foods Inc, Cl A |
|
|
6,931 |
|
|
|
376 |
|
Unilever PLC ADR |
|
|
57,462 |
|
|
|
2,814 |
|
Walgreens Boots Alliance Inc |
|
|
33,500 |
|
|
|
712 |
|
Walmart Inc |
|
|
27,054 |
|
|
|
1,586 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,354 |
|
Energy — 4.5% |
|
|
|
|
APA Corp |
|
|
14,000 |
|
|
|
417 |
|
Cheniere Energy Inc |
|
|
10,596 |
|
|
|
1,645 |
|
Chesapeake Energy Corp (A) |
|
|
7,100 |
|
|
|
588 |
|
Chevron Corp |
|
|
22,466 |
|
|
|
3,415 |
|
ConocoPhillips |
|
|
29,717 |
|
|
|
3,344 |
|
Devon Energy Corp |
|
|
23,300 |
|
|
|
1,027 |
|
Diamondback Energy Inc |
|
|
20,712 |
|
|
|
3,780 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Energy Transfer LP |
|
|
91,684 |
|
|
$ |
1,342 |
|
Exxon Mobil Corp |
|
|
82,139 |
|
|
|
8,585 |
|
HF Sinclair Corp |
|
|
23,000 |
|
|
|
1,277 |
|
Marathon Oil Corp |
|
|
50,100 |
|
|
|
1,215 |
|
Marathon Petroleum Corp |
|
|
16,382 |
|
|
|
2,772 |
|
MPLX |
|
|
33,441 |
|
|
|
1,285 |
|
Phillips 66 |
|
|
11,200 |
|
|
|
1,596 |
|
Scorpio Tankers Inc |
|
|
16,207 |
|
|
|
1,088 |
|
Valero Energy Corp |
|
|
13,980 |
|
|
|
1,978 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,354 |
|
Financials — 15.9% |
|
|
|
|
Aflac Inc |
|
|
21,300 |
|
|
|
1,720 |
|
Allstate Corp/The |
|
|
2,070 |
|
|
|
330 |
|
Ally Financial Inc |
|
|
31,200 |
|
|
|
1,154 |
|
American Express Co |
|
|
2,819 |
|
|
|
619 |
|
American International Group Inc |
|
|
26,600 |
|
|
|
1,939 |
|
Ameriprise Financial Inc |
|
|
11,987 |
|
|
|
4,883 |
|
Annaly Capital Management Inc ‡ |
|
|
19,900 |
|
|
|
380 |
|
Aon PLC, Cl A |
|
|
2,607 |
|
|
|
824 |
|
Apollo Global Management Inc |
|
|
1,954 |
|
|
|
218 |
|
Arch Capital Group Ltd * |
|
|
4,666 |
|
|
|
409 |
|
Ares Management Corp, Cl A |
|
|
1,500 |
|
|
|
199 |
|
Bank of America Corp |
|
|
179,983 |
|
|
|
6,213 |
|
Bank of New York Mellon Corp/The |
|
|
21,500 |
|
|
|
1,206 |
|
BankUnited Inc |
|
|
13,300 |
|
|
|
357 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
10,660 |
|
|
|
4,364 |
|
Blue Owl Capital Inc, Cl A |
|
|
41,273 |
|
|
|
741 |
|
Capital One Financial Corp |
|
|
11,626 |
|
|
|
1,600 |
|
Cboe Global Markets Inc |
|
|
8,053 |
|
|
|
1,546 |
|
Chubb Ltd |
|
|
15,825 |
|
|
|
3,983 |
|
Cincinnati Financial Corp |
|
|
12,346 |
|
|
|
1,407 |
|
Citigroup Inc |
|
|
111,871 |
|
|
|
6,208 |
|
Citizens Financial Group Inc |
|
|
27,300 |
|
|
|
857 |
|
CNA Financial Corp |
|
|
13,500 |
|
|
|
593 |
|
Corebridge Financial Inc |
|
|
6,960 |
|
|
|
173 |
|
Customers Bancorp Inc * |
|
|
10,400 |
|
|
|
565 |
|
Discover Financial Services |
|
|
9,600 |
|
|
|
1,159 |
|
Essent Group Ltd |
|
|
3,486 |
|
|
|
187 |
|
Everest Group Ltd |
|
|
3,400 |
|
|
|
1,254 |
|
FactSet Research Systems Inc |
|
|
3,663 |
|
|
|
1,694 |
|
Fidelity National Information Services Inc |
|
|
3,543 |
|
|
|
245 |
|
Fifth Third Bancorp |
|
|
37,700 |
|
|
|
1,295 |
|
First Horizon Corp |
|
|
47,500 |
|
|
|
670 |
|
Fiserv Inc * |
|
|
3,119 |
|
|
|
466 |
|
Franklin Resources Inc |
|
|
11,026 |
|
|
|
303 |
|
Goldman Sachs Group Inc/The |
|
|
5,700 |
|
|
|
2,218 |
|
Hartford Financial Services Group Inc/The |
|
|
23,000 |
|
|
|
2,204 |
|
Huntington Bancshares Inc/OH |
|
|
46,982 |
|
|
|
613 |
|
Jack Henry & Associates Inc |
|
|
864 |
|
|
|
150 |
|
Jackson Financial Inc, Cl A |
|
|
2,948 |
|
|
|
162 |
|
Janus Henderson Group PLC |
|
|
2,472 |
|
|
|
77 |
|
JPMorgan Chase & Co |
|
|
38,498 |
|
|
|
7,163 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
KeyCorp |
|
|
11,500 |
|
|
$ |
164 |
|
Kinsale Capital Group Inc |
|
|
6,861 |
|
|
|
3,542 |
|
KKR & Co Inc |
|
|
15,220 |
|
|
|
1,496 |
|
Lincoln National Corp |
|
|
12,100 |
|
|
|
333 |
|
Loews Corp |
|
|
7,815 |
|
|
|
587 |
|
LPL Financial Holdings Inc |
|
|
1,680 |
|
|
|
450 |
|
M&T Bank Corp |
|
|
5,150 |
|
|
|
720 |
|
Mastercard Inc, Cl A |
|
|
6,564 |
|
|
|
3,116 |
|
MetLife Inc |
|
|
23,500 |
|
|
|
1,639 |
|
MGIC Investment Corp |
|
|
82,300 |
|
|
|
1,637 |
|
Moody's Corp |
|
|
5,920 |
|
|
|
2,246 |
|
Morgan Stanley |
|
|
81,221 |
|
|
|
6,988 |
|
MSCI Inc, Cl A |
|
|
5,841 |
|
|
|
3,277 |
|
Nasdaq Inc |
|
|
4,496 |
|
|
|
253 |
|
Navient Corp |
|
|
52,300 |
|
|
|
850 |
|
PayPal Holdings Inc * |
|
|
15,300 |
|
|
|
923 |
|
Principal Financial Group Inc |
|
|
4,801 |
|
|
|
388 |
|
Progressive Corp/The |
|
|
2,694 |
|
|
|
511 |
|
Radian Group Inc |
|
|
42,900 |
|
|
|
1,250 |
|
Regions Financial Corp |
|
|
68,500 |
|
|
|
1,276 |
|
S&P Global Inc |
|
|
5,513 |
|
|
|
2,362 |
|
State Street Corp |
|
|
19,400 |
|
|
|
1,430 |
|
Travelers Cos Inc/The |
|
|
21,643 |
|
|
|
4,782 |
|
Truist Financial Corp |
|
|
114,755 |
|
|
|
4,014 |
|
Unum Group |
|
|
23,000 |
|
|
|
1,137 |
|
Valley National Bancorp |
|
|
35,800 |
|
|
|
293 |
|
Veritex Holdings Inc |
|
|
18,300 |
|
|
|
359 |
|
Visa Inc, Cl A |
|
|
38,204 |
|
|
|
10,798 |
|
Wells Fargo & Co |
|
|
61,868 |
|
|
|
3,439 |
|
Western Union Co/The |
|
|
49,400 |
|
|
|
662 |
|
Willis Towers Watson PLC |
|
|
615 |
|
|
|
168 |
|
Wintrust Financial Corp |
|
|
6,800 |
|
|
|
655 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
124,093 |
|
Health Care — 12.7% |
|
|
|
|
AbbVie Inc |
|
|
12,265 |
|
|
|
2,159 |
|
Acadia Healthcare Co Inc * |
|
|
8,851 |
|
|
|
739 |
|
Amgen Inc |
|
|
13,042 |
|
|
|
3,571 |
|
Becton Dickinson & Co |
|
|
595 |
|
|
|
140 |
|
Boston Scientific Corp * |
|
|
36,031 |
|
|
|
2,386 |
|
Bristol-Myers Squibb Co |
|
|
72,153 |
|
|
|
3,662 |
|
Cardinal Health Inc |
|
|
21,800 |
|
|
|
2,441 |
|
Centene Corp * |
|
|
11,000 |
|
|
|
863 |
|
Cigna Group/The |
|
|
6,557 |
|
|
|
2,204 |
|
CVS Health Corp |
|
|
27,000 |
|
|
|
2,008 |
|
Danaher Corp |
|
|
15,162 |
|
|
|
3,838 |
|
Doximity Inc, Cl A * |
|
|
6,387 |
|
|
|
180 |
|
Elevance Health Inc |
|
|
2,695 |
|
|
|
1,351 |
|
Eli Lilly & Co |
|
|
9,247 |
|
|
|
6,969 |
|
Gilead Sciences Inc |
|
|
26,459 |
|
|
|
1,908 |
|
HCA Healthcare Inc |
|
|
6,570 |
|
|
|
2,048 |
|
Immunovant Inc * |
|
|
4,864 |
|
|
|
172 |
|
Incyte Corp * |
|
|
9,976 |
|
|
|
582 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Inmode Ltd * |
|
|
16,300 |
|
|
$ |
359 |
|
Insulet Corp * |
|
|
2,093 |
|
|
|
343 |
|
Jazz Pharmaceuticals PLC * |
|
|
6,880 |
|
|
|
818 |
|
Johnson & Johnson |
|
|
67,587 |
|
|
|
10,907 |
|
McKesson Corp |
|
|
6,855 |
|
|
|
3,574 |
|
Medtronic PLC |
|
|
36,643 |
|
|
|
3,055 |
|
Merck & Co Inc |
|
|
70,204 |
|
|
|
8,926 |
|
Mettler-Toledo International Inc * |
|
|
2,949 |
|
|
|
3,678 |
|
Natera Inc * |
|
|
26,531 |
|
|
|
2,295 |
|
Novartis AG ADR |
|
|
37,238 |
|
|
|
3,760 |
|
Nuvalent Inc, Cl A * |
|
|
3,529 |
|
|
|
297 |
|
Organon & Co |
|
|
4,167 |
|
|
|
72 |
|
Pfizer Inc |
|
|
182,759 |
|
|
|
4,854 |
|
Regeneron Pharmaceuticals Inc * |
|
|
885 |
|
|
|
855 |
|
STERIS PLC |
|
|
11,904 |
|
|
|
2,773 |
|
Stryker Corp |
|
|
5,696 |
|
|
|
1,988 |
|
Thermo Fisher Scientific Inc |
|
|
2,939 |
|
|
|
1,676 |
|
United Therapeutics Corp * |
|
|
1,156 |
|
|
|
261 |
|
UnitedHealth Group Inc |
|
|
11,714 |
|
|
|
5,782 |
|
Universal Health Services Inc, Cl B |
|
|
6,957 |
|
|
|
1,162 |
|
Vaxcyte Inc * |
|
|
6,836 |
|
|
|
505 |
|
Veeva Systems Inc, Cl A * |
|
|
2,770 |
|
|
|
625 |
|
Vertex Pharmaceuticals Inc * |
|
|
1,610 |
|
|
|
677 |
|
Viatris Inc |
|
|
46,500 |
|
|
|
575 |
|
Viking Therapeutics Inc * |
|
|
627 |
|
|
|
48 |
|
Zoetis Inc, Cl A |
|
|
13,039 |
|
|
|
2,586 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
99,672 |
|
Industrials — 11.3% |
|
|
|
|
3M Co |
|
|
7,706 |
|
|
|
710 |
|
Acuity Brands Inc |
|
|
3,400 |
|
|
|
854 |
|
AGCO Corp |
|
|
12,100 |
|
|
|
1,327 |
|
Allison Transmission Holdings Inc |
|
|
26,900 |
|
|
|
2,026 |
|
Automatic Data Processing Inc |
|
|
15,639 |
|
|
|
3,927 |
|
Axon Enterprise Inc * |
|
|
1,563 |
|
|
|
480 |
|
AZEK Co Inc/The, Cl A * |
|
|
14,019 |
|
|
|
674 |
|
Beacon Roofing Supply Inc * |
|
|
5,020 |
|
|
|
431 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
4,073 |
|
|
|
602 |
|
Cintas Corp |
|
|
2,466 |
|
|
|
1,550 |
|
Core & Main Inc, Cl A * |
|
|
10,898 |
|
|
|
520 |
|
Crane Co |
|
|
860 |
|
|
|
105 |
|
Cummins Inc |
|
|
6,441 |
|
|
|
1,730 |
|
Curtiss-Wright Corp |
|
|
476 |
|
|
|
112 |
|
Delta Air Lines Inc |
|
|
17,900 |
|
|
|
757 |
|
Eaton Corp PLC |
|
|
4,432 |
|
|
|
1,281 |
|
Emerson Electric Co |
|
|
2,264 |
|
|
|
242 |
|
Encore Wire Corp |
|
|
5,300 |
|
|
|
1,277 |
|
Equifax Inc |
|
|
726 |
|
|
|
199 |
|
Esab Corp |
|
|
3,515 |
|
|
|
348 |
|
FedEx Corp |
|
|
7,000 |
|
|
|
1,743 |
|
Ferguson PLC |
|
|
1,664 |
|
|
|
352 |
|
Flowserve Corp |
|
|
24,811 |
|
|
|
1,050 |
|
Fortive Corp |
|
|
35,206 |
|
|
|
2,997 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
General Dynamics Corp |
|
|
14,740 |
|
|
$ |
4,028 |
|
General Electric Co |
|
|
1,926 |
|
|
|
302 |
|
GFL Environmental Inc |
|
|
46,210 |
|
|
|
1,667 |
|
Golden Ocean Group Ltd |
|
|
33,139 |
|
|
|
426 |
|
Griffon Corp |
|
|
8,900 |
|
|
|
635 |
|
GXO Logistics Inc * |
|
|
61,816 |
|
|
|
3,200 |
|
HEICO Corp |
|
|
11,761 |
|
|
|
2,275 |
|
HEICO Corp, Cl A |
|
|
7,871 |
|
|
|
1,225 |
|
Honeywell International Inc |
|
|
12,615 |
|
|
|
2,507 |
|
Hubbell Inc, Cl B |
|
|
190 |
|
|
|
72 |
|
Huntington Ingalls Industries Inc |
|
|
2,700 |
|
|
|
787 |
|
IES Holdings Inc * |
|
|
651 |
|
|
|
72 |
|
Johnson Controls International PLC |
|
|
55,660 |
|
|
|
3,299 |
|
Lockheed Martin Corp |
|
|
3,000 |
|
|
|
1,285 |
|
Lyft Inc, Cl A * |
|
|
26,603 |
|
|
|
422 |
|
ManpowerGroup Inc |
|
|
11,900 |
|
|
|
859 |
|
MSA Safety Inc |
|
|
210 |
|
|
|
39 |
|
Old Dominion Freight Line Inc |
|
|
5,318 |
|
|
|
2,353 |
|
Oshkosh Corp |
|
|
10,400 |
|
|
|
1,153 |
|
Otis Worldwide Corp |
|
|
29,127 |
|
|
|
2,776 |
|
Owens Corning |
|
|
11,000 |
|
|
|
1,648 |
|
PACCAR Inc |
|
|
11,649 |
|
|
|
1,292 |
|
Parker-Hannifin Corp |
|
|
829 |
|
|
|
444 |
|
Rockwell Automation Inc |
|
|
118 |
|
|
|
34 |
|
RTX Corp |
|
|
41,391 |
|
|
|
3,712 |
|
Science Applications International Corp |
|
|
4,900 |
|
|
|
686 |
|
Siemens AG ADR |
|
|
34,275 |
|
|
|
3,388 |
|
Snap-on Inc |
|
|
5,800 |
|
|
|
1,599 |
|
Textron Inc |
|
|
16,200 |
|
|
|
1,443 |
|
Trane Technologies PLC |
|
|
1,500 |
|
|
|
423 |
|
TransDigm Group Inc |
|
|
5,268 |
|
|
|
6,204 |
|
Uber Technologies Inc * |
|
|
25,550 |
|
|
|
2,031 |
|
United Airlines Holdings Inc * |
|
|
14,900 |
|
|
|
678 |
|
United Parcel Service Inc, Cl B |
|
|
15,507 |
|
|
|
2,299 |
|
Veralto |
|
|
15,614 |
|
|
|
1,349 |
|
Vertiv Holdings Co, Cl A |
|
|
11,099 |
|
|
|
751 |
|
Waste Connections Inc |
|
|
25,986 |
|
|
|
4,325 |
|
Westinghouse Air Brake Technologies Corp |
|
|
4,776 |
|
|
|
675 |
|
Woodward Inc |
|
|
7,355 |
|
|
|
1,041 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
88,698 |
|
Information Technology — 23.6% |
|
|
|
|
Accenture PLC, Cl A |
|
|
5,450 |
|
|
|
2,043 |
|
Adobe Inc * |
|
|
9,794 |
|
|
|
5,487 |
|
Advanced Micro Devices Inc * |
|
|
13,313 |
|
|
|
2,563 |
|
Amphenol Corp, Cl A |
|
|
32,509 |
|
|
|
3,551 |
|
Analog Devices Inc |
|
|
16,537 |
|
|
|
3,172 |
|
Apple Inc |
|
|
117,725 |
|
|
|
21,279 |
|
Applied Materials Inc |
|
|
11,380 |
|
|
|
2,294 |
|
AppLovin Corp, Cl A * |
|
|
2,936 |
|
|
|
175 |
|
Arista Networks Inc * |
|
|
882 |
|
|
|
245 |
|
Arrow Electronics Inc * |
|
|
8,200 |
|
|
|
963 |
|
Atlassian Corp, Cl A * |
|
|
1,816 |
|
|
|
377 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Braze Inc, Cl A * |
|
|
1,374 |
|
|
$ |
78 |
|
Broadcom Inc |
|
|
9,757 |
|
|
|
12,689 |
|
Cadence Design Systems Inc * |
|
|
3,153 |
|
|
|
960 |
|
CDW Corp/DE |
|
|
16,993 |
|
|
|
4,184 |
|
Ciena Corp * |
|
|
1,278 |
|
|
|
73 |
|
Cisco Systems Inc |
|
|
117,615 |
|
|
|
5,689 |
|
Cloudflare Inc, Cl A * |
|
|
3,952 |
|
|
|
389 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
2,155 |
|
|
|
699 |
|
Datadog Inc, Cl A * |
|
|
558 |
|
|
|
73 |
|
Dell Technologies Inc, Cl C |
|
|
16,000 |
|
|
|
1,515 |
|
DocuSign Inc, Cl A * |
|
|
639 |
|
|
|
34 |
|
Dropbox Inc, Cl A * |
|
|
20,000 |
|
|
|
479 |
|
DXC Technology Co * |
|
|
24,600 |
|
|
|
538 |
|
Gitlab Inc, Cl A * |
|
|
9,630 |
|
|
|
695 |
|
GoDaddy Inc, Cl A * |
|
|
1,980 |
|
|
|
226 |
|
Hewlett Packard Enterprise Co |
|
|
95,916 |
|
|
|
1,461 |
|
HP Inc |
|
|
62,269 |
|
|
|
1,764 |
|
Informatica Inc, Cl A * |
|
|
9,767 |
|
|
|
318 |
|
Intel Corp |
|
|
98,813 |
|
|
|
4,254 |
|
International Business Machines Corp |
|
|
8,245 |
|
|
|
1,526 |
|
Intuit Inc |
|
|
11,125 |
|
|
|
7,375 |
|
KLA Corp |
|
|
1,905 |
|
|
|
1,300 |
|
Kyndryl Holdings Inc * |
|
|
9,428 |
|
|
|
207 |
|
Lam Research Corp |
|
|
350 |
|
|
|
328 |
|
Marvell Technology Inc |
|
|
19,530 |
|
|
|
1,400 |
|
Microchip Technology Inc |
|
|
36,061 |
|
|
|
3,034 |
|
Micron Technology Inc |
|
|
14,560 |
|
|
|
1,319 |
|
Microsoft Corp |
|
|
95,603 |
|
|
|
39,545 |
|
MongoDB Inc, Cl A * |
|
|
1,911 |
|
|
|
855 |
|
Monolithic Power Systems Inc |
|
|
2,529 |
|
|
|
1,821 |
|
Motorola Solutions Inc |
|
|
9,741 |
|
|
|
3,218 |
|
NetApp Inc |
|
|
15,952 |
|
|
|
1,422 |
|
NVIDIA Corp |
|
|
20,620 |
|
|
|
16,313 |
|
Oracle Corp |
|
|
38,916 |
|
|
|
4,346 |
|
Palantir Technologies Inc, Cl A * |
|
|
3,590 |
|
|
|
90 |
|
Procore Technologies Inc * |
|
|
4,486 |
|
|
|
350 |
|
Pure Storage Inc, Cl A * |
|
|
5,355 |
|
|
|
282 |
|
QUALCOMM Inc |
|
|
18,659 |
|
|
|
2,944 |
|
Roper Technologies Inc |
|
|
4,830 |
|
|
|
2,631 |
|
salesforce.com * |
|
|
13,175 |
|
|
|
4,069 |
|
SAP SE ADR |
|
|
21,914 |
|
|
|
4,117 |
|
SentinelOne Inc, Cl A * |
|
|
1,293 |
|
|
|
36 |
|
ServiceNow Inc * |
|
|
1,974 |
|
|
|
1,523 |
|
Smartsheet Inc, Cl A * |
|
|
5,530 |
|
|
|
233 |
|
Snowflake Inc, Cl A * |
|
|
7,749 |
|
|
|
1,459 |
|
Squarespace Inc, Cl A * |
|
|
1,146 |
|
|
|
38 |
|
Synopsys Inc * |
|
|
358 |
|
|
|
205 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
9,293 |
|
|
|
1,196 |
|
Tenable Holdings Inc * |
|
|
1,291 |
|
|
|
62 |
|
Twilio Inc, Cl A * |
|
|
2,746 |
|
|
|
164 |
|
Vishay Intertechnology Inc |
|
|
46,100 |
|
|
|
1,003 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Western Digital Corp * |
|
|
3,949 |
|
|
$ |
235 |
|
Workday Inc, Cl A * |
|
|
179 |
|
|
|
53 |
|
Xerox Holdings Corp |
|
|
46,300 |
|
|
|
863 |
|
Zscaler Inc * |
|
|
3,030 |
|
|
|
733 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
184,562 |
|
Materials — 3.3% |
|
|
|
|
Berry Global Group Inc |
|
|
16,000 |
|
|
|
931 |
|
Chemours Co/The |
|
|
23,500 |
|
|
|
462 |
|
Dow Inc |
|
|
58,865 |
|
|
|
3,289 |
|
Ecolab Inc |
|
|
429 |
|
|
|
97 |
|
Huntsman Corp |
|
|
12,600 |
|
|
|
323 |
|
Ingevity Corp * |
|
|
10,801 |
|
|
|
493 |
|
Linde PLC |
|
|
7,797 |
|
|
|
3,500 |
|
LyondellBasell Industries NV, Cl A |
|
|
11,500 |
|
|
|
1,153 |
|
Martin Marietta Materials Inc |
|
|
2,352 |
|
|
|
1,359 |
|
NewMarket Corp |
|
|
1,000 |
|
|
|
642 |
|
Nucor Corp |
|
|
3,684 |
|
|
|
708 |
|
O-I Glass Inc, Cl I * |
|
|
39,200 |
|
|
|
663 |
|
Packaging Corp of America |
|
|
1,581 |
|
|
|
287 |
|
PPG Industries Inc |
|
|
6,038 |
|
|
|
855 |
|
Reliance |
|
|
14,327 |
|
|
|
4,602 |
|
RPM International Inc |
|
|
2,411 |
|
|
|
278 |
|
Sherwin-Williams Co/The |
|
|
9,163 |
|
|
|
3,042 |
|
Steel Dynamics Inc |
|
|
15,761 |
|
|
|
2,109 |
|
Sylvamo Corp |
|
|
11,800 |
|
|
|
713 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,506 |
|
Real Estate — 2.5% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
17,844 |
|
|
|
3,549 |
|
Brixmor Property Group Inc ‡ |
|
|
47,400 |
|
|
|
1,072 |
|
Crown Castle Inc ‡ |
|
|
17,090 |
|
|
|
1,879 |
|
Equinix Inc ‡ |
|
|
5,056 |
|
|
|
4,494 |
|
Healthpeak Properties Inc ‡ |
|
|
127,169 |
|
|
|
2,130 |
|
Host Hotels & Resorts Inc ‡ |
|
|
37,100 |
|
|
|
769 |
|
Iron Mountain Inc ‡ |
|
|
11,141 |
|
|
|
876 |
|
Service Properties Trust ‡ |
|
|
37,100 |
|
|
|
252 |
|
Simon Property Group Inc ‡ |
|
|
6,948 |
|
|
|
1,029 |
|
VICI Properties Inc, Cl A ‡ |
|
|
111,556 |
|
|
|
3,339 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,389 |
|
Utilities — 1.8% |
|
|
|
|
Black Hills Corp |
|
|
6,725 |
|
|
|
350 |
|
Constellation Energy Corp |
|
|
2,350 |
|
|
|
396 |
|
Duke Energy Corp |
|
|
42,832 |
|
|
|
3,933 |
|
Evergy Inc |
|
|
17,068 |
|
|
|
845 |
|
NextEra Energy Inc |
|
|
80,600 |
|
|
|
4,448 |
|
NRG Energy Inc |
|
|
22,000 |
|
|
|
1,217 |
|
Sempra |
|
|
3,995 |
|
|
|
282 |
|
UGI Corp |
|
|
19,105 |
|
|
|
468 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vistra Corp |
|
|
42,000 |
|
|
$ |
2,291 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,230 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $507,464) ($ Thousands) |
|
|
|
|
|
|
765,967 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.4% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
2,930,818 |
|
|
|
2,930 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $2,932) ($ Thousands) |
|
|
2,930 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
12,561,473 |
|
|
|
12,561 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $12,561) ($ Thousands) |
|
|
|
|
|
|
12,561 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $522,957) ($ Thousands) |
|
$ |
781,458 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
14 |
|
|
|
Mar-2024 |
|
|
$ |
3,537 |
|
|
$ |
3,573 |
|
|
$ |
36 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
5 |
|
|
|
Mar-2024 |
|
|
|
1,438 |
|
|
|
1,446 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
4,975 |
|
|
$ |
5,019 |
|
|
$ |
44 |
|
|
Percentages are based on Net Assets of $782,239 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security . |
‡ |
Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at
February 29, 2024. |
| (B) | This security was purchased with cash collateral held from securities on loan . The total market
value of such securities as of February 29, 2024 was $2,930 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
285 |
|
|
$ |
46,481 |
|
|
$ |
(43,836 |
) |
|
$ |
1 |
|
|
$ |
(1 |
) |
|
$ |
2,930 |
|
|
$ |
9 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
17,570 |
|
|
|
114,751 |
|
|
|
(119,760 |
) |
|
|
— |
|
|
|
— |
|
|
|
12,561 |
|
|
|
625 |
|
|
|
— |
|
Totals |
|
$ |
17,855 |
|
|
$ |
161,232 |
|
|
$ |
(163,596 |
) |
|
$ |
1 |
|
|
$ |
(1 |
) |
|
$ |
15,491 |
|
|
$ |
634 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Disciplined Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 95.5% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.6% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
77,200 |
|
|
$ |
10,689 |
|
Alphabet Inc, Cl C * |
|
|
68,569 |
|
|
|
9,585 |
|
AT&T Inc |
|
|
344,233 |
|
|
|
5,828 |
|
Comcast Corp, Cl A |
|
|
31,006 |
|
|
|
1,329 |
|
Frontier Communications Parent Inc * |
|
|
43,976 |
|
|
|
1,041 |
|
Liberty Global * |
|
|
12,367 |
|
|
|
229 |
|
Live Nation Entertainment Inc * |
|
|
6,954 |
|
|
|
674 |
|
Meta Platforms Inc, Cl A |
|
|
57,844 |
|
|
|
28,351 |
|
Netflix Inc * |
|
|
7,871 |
|
|
|
4,746 |
|
Nexstar Media Group Inc, Cl A |
|
|
28,946 |
|
|
|
4,810 |
|
Omnicom Group Inc |
|
|
22,696 |
|
|
|
2,006 |
|
Pinterest Inc, Cl A * |
|
|
35,476 |
|
|
|
1,302 |
|
ROBLOX Corp, Cl A * |
|
|
1,097 |
|
|
|
44 |
|
T-Mobile US Inc |
|
|
42,390 |
|
|
|
6,922 |
|
Walt Disney Co/The |
|
|
56,033 |
|
|
|
6,252 |
|
Warner Music Group, Cl A |
|
|
32,897 |
|
|
|
1,149 |
|
ZoomInfo Technologies Inc, Cl A * |
|
|
17,953 |
|
|
|
301 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85,258 |
|
Consumer Discretionary — 8.4% |
|
|
|
|
ADT Inc |
|
|
152,337 |
|
|
|
1,106 |
|
Airbnb Inc, Cl A * |
|
|
1,795 |
|
|
|
283 |
|
Amazon.com Inc * |
|
|
127,182 |
|
|
|
22,481 |
|
Autoliv Inc |
|
|
16,610 |
|
|
|
1,927 |
|
AutoZone Inc * |
|
|
824 |
|
|
|
2,477 |
|
Booking Holdings Inc * |
|
|
1,409 |
|
|
|
4,888 |
|
Carnival Corp, Cl A * |
|
|
131,942 |
|
|
|
2,093 |
|
DoorDash Inc, Cl A * |
|
|
17,277 |
|
|
|
2,152 |
|
DR Horton Inc |
|
|
26,238 |
|
|
|
3,921 |
|
eBay Inc |
|
|
22,802 |
|
|
|
1,078 |
|
Expedia Group Inc * |
|
|
5,980 |
|
|
|
818 |
|
Ford Motor Co |
|
|
231,323 |
|
|
|
2,878 |
|
Gap Inc/The |
|
|
42,464 |
|
|
|
804 |
|
General Motors Co |
|
|
169,310 |
|
|
|
6,938 |
|
Genuine Parts Co |
|
|
5,526 |
|
|
|
825 |
|
H&R Block Inc |
|
|
28,515 |
|
|
|
1,396 |
|
Hilton Worldwide Holdings Inc |
|
|
9,560 |
|
|
|
1,953 |
|
Home Depot Inc/The |
|
|
22,007 |
|
|
|
8,376 |
|
Lennar Corp, Cl A |
|
|
7,064 |
|
|
|
1,120 |
|
Lithia Motors Inc, Cl A |
|
|
7,470 |
|
|
|
2,234 |
|
Magna International Inc, Cl A |
|
|
26,980 |
|
|
|
1,487 |
|
Meritage Homes Corp |
|
|
7,443 |
|
|
|
1,173 |
|
NIKE Inc, Cl B |
|
|
1,850 |
|
|
|
192 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
45,552 |
|
|
|
883 |
|
Pool Corp |
|
|
12,234 |
|
|
|
4,871 |
|
PulteGroup Inc |
|
|
2,169 |
|
|
|
235 |
|
PVH Corp |
|
|
12,857 |
|
|
|
1,757 |
|
Ralph Lauren Corp, Cl A |
|
|
17,441 |
|
|
|
3,243 |
|
Ross Stores Inc |
|
|
62,968 |
|
|
|
9,380 |
|
Royal Caribbean Cruises Ltd * |
|
|
22,737 |
|
|
|
2,805 |
|
Starbucks Corp |
|
|
46,377 |
|
|
|
4,401 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Taylor Morrison Home Corp, Cl A * |
|
|
21,048 |
|
|
$ |
1,191 |
|
Tesla Inc * |
|
|
1,536 |
|
|
|
310 |
|
TJX Cos Inc/The |
|
|
38,174 |
|
|
|
3,785 |
|
Toll Brothers Inc |
|
|
19,895 |
|
|
|
2,281 |
|
VF Corp |
|
|
16,066 |
|
|
|
262 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
108,004 |
|
Consumer Staples — 6.4% |
|
|
|
|
Archer-Daniels-Midland Co |
|
|
27,510 |
|
|
|
1,461 |
|
Casey's General Stores Inc |
|
|
17,016 |
|
|
|
5,181 |
|
Clorox Co/The |
|
|
3,227 |
|
|
|
495 |
|
Coca-Cola Consolidated Inc |
|
|
996 |
|
|
|
837 |
|
Colgate-Palmolive Co |
|
|
3,696 |
|
|
|
320 |
|
Conagra Brands Inc |
|
|
121,820 |
|
|
|
3,421 |
|
Constellation Brands Inc, Cl A |
|
|
17,671 |
|
|
|
4,391 |
|
Costco Wholesale Corp |
|
|
7,553 |
|
|
|
5,619 |
|
General Mills Inc |
|
|
41,812 |
|
|
|
2,683 |
|
Ingredion Inc |
|
|
19,200 |
|
|
|
2,258 |
|
Kenvue Inc |
|
|
76,790 |
|
|
|
1,459 |
|
Kraft Heinz Co/The |
|
|
82,058 |
|
|
|
2,895 |
|
Kroger Co/The |
|
|
205,347 |
|
|
|
10,187 |
|
Maplebear Inc *(A) |
|
|
44,992 |
|
|
|
1,464 |
|
Mondelez International Inc, Cl A |
|
|
4,978 |
|
|
|
364 |
|
PepsiCo Inc |
|
|
57,970 |
|
|
|
9,585 |
|
Procter & Gamble Co/The |
|
|
57,592 |
|
|
|
9,154 |
|
Sysco Corp |
|
|
14,588 |
|
|
|
1,181 |
|
Target Corp |
|
|
41,222 |
|
|
|
6,304 |
|
Tyson Foods Inc, Cl A |
|
|
69,320 |
|
|
|
3,760 |
|
US Foods Holding Corp * |
|
|
9,945 |
|
|
|
505 |
|
Walmart Inc |
|
|
143,588 |
|
|
|
8,416 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
81,940 |
|
Energy — 4.4% |
|
|
|
|
BP PLC ADR |
|
|
135,000 |
|
|
|
4,724 |
|
Canadian Natural Resources |
|
|
39,330 |
|
|
|
2,741 |
|
Cheniere Energy Inc |
|
|
30,433 |
|
|
|
4,723 |
|
Chevron Corp |
|
|
17,330 |
|
|
|
2,634 |
|
ConocoPhillips |
|
|
28,640 |
|
|
|
3,223 |
|
Devon Energy Corp |
|
|
45,250 |
|
|
|
1,994 |
|
Diamondback Energy Inc |
|
|
32,224 |
|
|
|
5,882 |
|
Energy Transfer LP |
|
|
254,884 |
|
|
|
3,732 |
|
EQT Corp |
|
|
26,995 |
|
|
|
1,003 |
|
Exxon Mobil Corp |
|
|
33,231 |
|
|
|
3,473 |
|
Marathon Oil Corp |
|
|
26,456 |
|
|
|
642 |
|
Marathon Petroleum Corp |
|
|
40,190 |
|
|
|
6,801 |
|
MPLX |
|
|
55,145 |
|
|
|
2,120 |
|
Ovintiv Inc |
|
|
3,429 |
|
|
|
169 |
|
PBF Energy Inc, Cl A |
|
|
27,006 |
|
|
|
1,261 |
|
Phillips 66 |
|
|
2,564 |
|
|
|
365 |
|
Shell ADR |
|
|
60,500 |
|
|
|
3,801 |
|
TechnipFMC PLC |
|
|
23,569 |
|
|
|
511 |
|
Transocean Ltd * |
|
|
320,797 |
|
|
|
1,505 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Valero Energy Corp |
|
|
34,068 |
|
|
$ |
4,819 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
56,123 |
|
Financials — 16.0% |
|
|
|
|
Allstate Corp/The |
|
|
45,632 |
|
|
|
7,279 |
|
American Express Co |
|
|
4,166 |
|
|
|
914 |
|
Ameriprise Financial Inc |
|
|
13,370 |
|
|
|
5,446 |
|
Aon PLC, Cl A |
|
|
5,755 |
|
|
|
1,819 |
|
Apollo Global Management Inc |
|
|
11,987 |
|
|
|
1,340 |
|
Arch Capital Group Ltd * |
|
|
12,801 |
|
|
|
1,121 |
|
Bank of America Corp |
|
|
273,646 |
|
|
|
9,446 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
27,380 |
|
|
|
11,209 |
|
BlackRock Inc, Cl A |
|
|
1,720 |
|
|
|
1,396 |
|
Block Inc, Cl A * |
|
|
24,991 |
|
|
|
1,986 |
|
Capital One Financial Corp |
|
|
54,876 |
|
|
|
7,552 |
|
Cboe Global Markets Inc |
|
|
18,081 |
|
|
|
3,472 |
|
Charles Schwab Corp/The |
|
|
34,870 |
|
|
|
2,329 |
|
Cincinnati Financial Corp |
|
|
34,518 |
|
|
|
3,935 |
|
Citigroup Inc |
|
|
241,675 |
|
|
|
13,411 |
|
CME Group Inc, Cl A |
|
|
16,612 |
|
|
|
3,660 |
|
Comerica Inc |
|
|
5,973 |
|
|
|
295 |
|
Corebridge Financial Inc |
|
|
44,872 |
|
|
|
1,114 |
|
Essent Group Ltd |
|
|
1,455 |
|
|
|
78 |
|
FactSet Research Systems Inc |
|
|
6,717 |
|
|
|
3,107 |
|
Fidelity National Information Services Inc |
|
|
20,643 |
|
|
|
1,428 |
|
First Horizon Corp |
|
|
65,609 |
|
|
|
925 |
|
Fiserv Inc * |
|
|
27,343 |
|
|
|
4,082 |
|
Global Payments Inc |
|
|
42,760 |
|
|
|
5,546 |
|
Goldman Sachs Group Inc/The |
|
|
10,557 |
|
|
|
4,107 |
|
Huntington Bancshares Inc/OH |
|
|
12,037 |
|
|
|
157 |
|
Intercontinental Exchange Inc |
|
|
24,268 |
|
|
|
3,359 |
|
Jack Henry & Associates Inc |
|
|
789 |
|
|
|
137 |
|
JPMorgan Chase & Co |
|
|
104,047 |
|
|
|
19,359 |
|
KeyCorp |
|
|
31,188 |
|
|
|
445 |
|
Kinsale Capital Group Inc |
|
|
12,554 |
|
|
|
6,480 |
|
KKR & Co Inc |
|
|
39,013 |
|
|
|
3,833 |
|
Loews Corp |
|
|
39,778 |
|
|
|
2,989 |
|
LPL Financial Holdings Inc |
|
|
1,075 |
|
|
|
288 |
|
Mastercard Inc, Cl A |
|
|
17,450 |
|
|
|
8,285 |
|
MGIC Investment Corp |
|
|
44,166 |
|
|
|
878 |
|
Morgan Stanley |
|
|
63,574 |
|
|
|
5,470 |
|
MSCI Inc, Cl A |
|
|
9,679 |
|
|
|
5,430 |
|
Nasdaq Inc |
|
|
19,218 |
|
|
|
1,080 |
|
New York Community Bancorp Inc |
|
|
388,710 |
|
|
|
1,862 |
|
Old Republic International Corp |
|
|
6,565 |
|
|
|
190 |
|
PayPal Holdings Inc * |
|
|
29,302 |
|
|
|
1,768 |
|
Popular Inc |
|
|
17,847 |
|
|
|
1,493 |
|
Principal Financial Group Inc |
|
|
21,293 |
|
|
|
1,722 |
|
Progressive Corp/The |
|
|
5,199 |
|
|
|
986 |
|
S&P Global Inc |
|
|
11,617 |
|
|
|
4,977 |
|
State Street Corp |
|
|
16,632 |
|
|
|
1,226 |
|
Synchrony Financial |
|
|
86,695 |
|
|
|
3,581 |
|
Travelers Cos Inc/The |
|
|
24,848 |
|
|
|
5,490 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Truist Financial Corp |
|
|
54,549 |
|
|
$ |
1,908 |
|
Unum Group |
|
|
13,862 |
|
|
|
685 |
|
Visa Inc, Cl A |
|
|
44,731 |
|
|
|
12,643 |
|
Wells Fargo & Co |
|
|
129,956 |
|
|
|
7,224 |
|
Willis Towers Watson PLC |
|
|
17,668 |
|
|
|
4,816 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
205,758 |
|
Health Care — 12.4% |
|
|
|
|
AbbVie Inc |
|
|
21,925 |
|
|
|
3,860 |
|
Agilent Technologies Inc |
|
|
8,350 |
|
|
|
1,147 |
|
Amgen Inc |
|
|
6,432 |
|
|
|
1,761 |
|
Apellis Pharmaceuticals Inc * |
|
|
5,018 |
|
|
|
311 |
|
Baxter International Inc |
|
|
68,280 |
|
|
|
2,794 |
|
Becton Dickinson & Co |
|
|
468 |
|
|
|
110 |
|
Boston Scientific Corp * |
|
|
40,510 |
|
|
|
2,682 |
|
Bristol-Myers Squibb Co |
|
|
132,937 |
|
|
|
6,747 |
|
Cardinal Health Inc |
|
|
29,261 |
|
|
|
3,277 |
|
Centene Corp * |
|
|
19,245 |
|
|
|
1,509 |
|
Cigna Group/The |
|
|
9,751 |
|
|
|
3,278 |
|
CVS Health Corp |
|
|
135,837 |
|
|
|
10,102 |
|
DENTSPLY SIRONA Inc |
|
|
109,605 |
|
|
|
3,582 |
|
Elevance Health Inc |
|
|
7,518 |
|
|
|
3,768 |
|
Eli Lilly & Co |
|
|
28,119 |
|
|
|
21,193 |
|
Exelixis Inc * |
|
|
124,604 |
|
|
|
2,729 |
|
Gilead Sciences Inc |
|
|
9,548 |
|
|
|
688 |
|
GSK PLC ADR |
|
|
86,480 |
|
|
|
3,623 |
|
HCA Healthcare Inc |
|
|
1,352 |
|
|
|
421 |
|
Humana Inc |
|
|
5,802 |
|
|
|
2,033 |
|
Incyte Corp * |
|
|
14,149 |
|
|
|
826 |
|
Insulet Corp * |
|
|
5,076 |
|
|
|
832 |
|
Jazz Pharmaceuticals PLC * |
|
|
24,041 |
|
|
|
2,858 |
|
Johnson & Johnson |
|
|
43,610 |
|
|
|
7,038 |
|
Koninklijke Philips * |
|
|
120,270 |
|
|
|
2,411 |
|
McKesson Corp |
|
|
8,866 |
|
|
|
4,623 |
|
Medtronic PLC |
|
|
32,170 |
|
|
|
2,682 |
|
Merck & Co Inc |
|
|
16,678 |
|
|
|
2,121 |
|
Mettler-Toledo International Inc * |
|
|
624 |
|
|
|
778 |
|
Neurocrine Biosciences Inc * |
|
|
10,844 |
|
|
|
1,414 |
|
Organon & Co |
|
|
91,300 |
|
|
|
1,590 |
|
Pfizer Inc |
|
|
281,124 |
|
|
|
7,467 |
|
Regeneron Pharmaceuticals Inc * |
|
|
263 |
|
|
|
254 |
|
Sanofi ADR |
|
|
40,890 |
|
|
|
1,957 |
|
Sarepta Therapeutics Inc * |
|
|
3,416 |
|
|
|
437 |
|
STERIS PLC |
|
|
21,829 |
|
|
|
5,084 |
|
Stryker Corp |
|
|
13,633 |
|
|
|
4,759 |
|
Tenet Healthcare Corp * |
|
|
6,853 |
|
|
|
637 |
|
Thermo Fisher Scientific Inc |
|
|
7,895 |
|
|
|
4,502 |
|
United Therapeutics Corp * |
|
|
2,506 |
|
|
|
565 |
|
UnitedHealth Group Inc |
|
|
36,754 |
|
|
|
18,142 |
|
Veeva Systems Inc, Cl A * |
|
|
6,926 |
|
|
|
1,562 |
|
Vertex Pharmaceuticals Inc * |
|
|
5,481 |
|
|
|
2,306 |
|
Viatris Inc |
|
|
369,716 |
|
|
|
4,573 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zoetis Inc, Cl A |
|
|
22,869 |
|
|
$ |
4,536 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
159,569 |
|
Industrials — 9.5% |
|
|
|
|
3M Co |
|
|
36,657 |
|
|
|
3,377 |
|
AerCap Holdings NV * |
|
|
81,570 |
|
|
|
6,296 |
|
AGCO Corp |
|
|
1,913 |
|
|
|
210 |
|
Alaska Air Group Inc * |
|
|
59,680 |
|
|
|
2,231 |
|
Allison Transmission Holdings Inc |
|
|
26,408 |
|
|
|
1,989 |
|
Automatic Data Processing Inc |
|
|
36,147 |
|
|
|
9,078 |
|
Axon Enterprise Inc * |
|
|
2,389 |
|
|
|
734 |
|
AZEK Co Inc/The, Cl A * |
|
|
2,829 |
|
|
|
136 |
|
Beacon Roofing Supply Inc * |
|
|
20,900 |
|
|
|
1,795 |
|
Boeing Co/The * |
|
|
18,986 |
|
|
|
3,868 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
8,384 |
|
|
|
1,238 |
|
Builders FirstSource Inc * |
|
|
3,852 |
|
|
|
752 |
|
Chart Industries Inc * |
|
|
22,070 |
|
|
|
3,153 |
|
Cintas Corp |
|
|
6,450 |
|
|
|
4,055 |
|
Core & Main Inc, Cl A * |
|
|
88,161 |
|
|
|
4,208 |
|
Cummins Inc |
|
|
2,776 |
|
|
|
746 |
|
Delta Air Lines Inc |
|
|
120,626 |
|
|
|
5,099 |
|
Eaton Corp PLC |
|
|
9,947 |
|
|
|
2,875 |
|
Emerson Electric Co |
|
|
3,661 |
|
|
|
391 |
|
Equifax Inc |
|
|
11,805 |
|
|
|
3,230 |
|
FedEx Corp |
|
|
26,125 |
|
|
|
6,504 |
|
Ferguson PLC |
|
|
4,763 |
|
|
|
1,007 |
|
Flowserve Corp |
|
|
37,477 |
|
|
|
1,586 |
|
General Electric Co |
|
|
34,403 |
|
|
|
5,398 |
|
Honeywell International Inc |
|
|
4,414 |
|
|
|
877 |
|
Lennox International Inc |
|
|
391 |
|
|
|
184 |
|
Lockheed Martin Corp |
|
|
8,410 |
|
|
|
3,602 |
|
Lyft Inc, Cl A * |
|
|
46,810 |
|
|
|
743 |
|
Masco Corp |
|
|
23,559 |
|
|
|
1,808 |
|
NEXTracker Inc, Cl A * |
|
|
13,012 |
|
|
|
732 |
|
Northrop Grumman Corp |
|
|
4,969 |
|
|
|
2,291 |
|
Old Dominion Freight Line Inc |
|
|
9,355 |
|
|
|
4,139 |
|
Otis Worldwide Corp |
|
|
53,413 |
|
|
|
5,090 |
|
Owens Corning |
|
|
1,256 |
|
|
|
188 |
|
Parker-Hannifin Corp |
|
|
571 |
|
|
|
306 |
|
Rockwell Automation Inc |
|
|
1,856 |
|
|
|
529 |
|
RTX Corp |
|
|
45,698 |
|
|
|
4,098 |
|
Snap-on Inc |
|
|
4,107 |
|
|
|
1,132 |
|
Trane Technologies PLC |
|
|
1,910 |
|
|
|
539 |
|
TransUnion |
|
|
41,600 |
|
|
|
3,229 |
|
Uber Technologies Inc * |
|
|
56,651 |
|
|
|
4,504 |
|
Union Pacific Corp |
|
|
1,492 |
|
|
|
379 |
|
United Airlines Holdings Inc * |
|
|
49,486 |
|
|
|
2,251 |
|
United Rentals Inc |
|
|
5,603 |
|
|
|
3,884 |
|
Waste Connections Inc |
|
|
44,938 |
|
|
|
7,479 |
|
WESCO International Inc |
|
|
11,916 |
|
|
|
1,781 |
|
Woodward Inc |
|
|
19,752 |
|
|
|
2,795 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
122,516 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Information Technology — 24.6% |
|
|
|
|
Accenture PLC, Cl A |
|
|
9,995 |
|
|
$ |
3,746 |
|
Adobe Inc * |
|
|
4,211 |
|
|
|
2,359 |
|
Advanced Micro Devices Inc * |
|
|
13,430 |
|
|
|
2,586 |
|
Apple Inc |
|
|
352,432 |
|
|
|
63,702 |
|
Applied Materials Inc |
|
|
35,027 |
|
|
|
7,062 |
|
AppLovin Corp, Cl A * |
|
|
3,610 |
|
|
|
216 |
|
Arista Networks Inc * |
|
|
2,364 |
|
|
|
656 |
|
Arrow Electronics Inc * |
|
|
3,771 |
|
|
|
443 |
|
Atlassian Corp, Cl A * |
|
|
16,444 |
|
|
|
3,411 |
|
Autodesk Inc * |
|
|
8,830 |
|
|
|
2,280 |
|
Broadcom Inc |
|
|
12,984 |
|
|
|
16,886 |
|
Cadence Design Systems Inc * |
|
|
6,451 |
|
|
|
1,964 |
|
CDW Corp/DE |
|
|
36,925 |
|
|
|
9,091 |
|
Cisco Systems Inc |
|
|
110,757 |
|
|
|
5,357 |
|
Cloudflare Inc, Cl A * |
|
|
2,184 |
|
|
|
215 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
2,484 |
|
|
|
805 |
|
Dell Technologies Inc, Cl C |
|
|
3,241 |
|
|
|
307 |
|
DocuSign Inc, Cl A * |
|
|
21,999 |
|
|
|
1,172 |
|
Dropbox Inc, Cl A * |
|
|
21,092 |
|
|
|
505 |
|
Elastic NV * |
|
|
5,120 |
|
|
|
685 |
|
Fair Isaac Corp * |
|
|
1,502 |
|
|
|
1,907 |
|
Fortinet Inc * |
|
|
29,041 |
|
|
|
2,007 |
|
Gitlab Inc, Cl A * |
|
|
22,742 |
|
|
|
1,640 |
|
GoDaddy Inc, Cl A * |
|
|
5,300 |
|
|
|
605 |
|
Hewlett Packard Enterprise Co |
|
|
78,116 |
|
|
|
1,190 |
|
HP Inc |
|
|
21,013 |
|
|
|
595 |
|
Intel Corp |
|
|
110,265 |
|
|
|
4,747 |
|
International Business Machines Corp |
|
|
12,945 |
|
|
|
2,395 |
|
Intuit Inc |
|
|
19,721 |
|
|
|
13,073 |
|
KLA Corp |
|
|
7,822 |
|
|
|
5,337 |
|
Lam Research Corp |
|
|
5,795 |
|
|
|
5,437 |
|
Micron Technology Inc |
|
|
71,244 |
|
|
|
6,455 |
|
Microsoft Corp |
|
|
181,236 |
|
|
|
74,966 |
|
MongoDB Inc, Cl A * |
|
|
2,443 |
|
|
|
1,093 |
|
Monolithic Power Systems Inc |
|
|
4,638 |
|
|
|
3,340 |
|
Motorola Solutions Inc |
|
|
17,511 |
|
|
|
5,785 |
|
NetApp Inc |
|
|
44,539 |
|
|
|
3,969 |
|
Nutanix Inc, Cl A * |
|
|
48,093 |
|
|
|
3,038 |
|
NVIDIA Corp |
|
|
34,109 |
|
|
|
26,984 |
|
Oracle Corp |
|
|
18,962 |
|
|
|
2,118 |
|
Palo Alto Networks Inc * |
|
|
2,101 |
|
|
|
653 |
|
Pure Storage Inc, Cl A * |
|
|
13,432 |
|
|
|
707 |
|
QUALCOMM Inc |
|
|
25,457 |
|
|
|
4,017 |
|
Salesforce Inc * |
|
|
7,441 |
|
|
|
2,298 |
|
ServiceNow Inc * |
|
|
4,106 |
|
|
|
3,167 |
|
Smartsheet Inc, Cl A * |
|
|
19,315 |
|
|
|
815 |
|
Snap Inc, Cl A * |
|
|
26,640 |
|
|
|
294 |
|
Snowflake Inc, Cl A * |
|
|
9,569 |
|
|
|
1,802 |
|
Synopsys Inc * |
|
|
896 |
|
|
|
514 |
|
Tenable Holdings Inc * |
|
|
4,413 |
|
|
|
213 |
|
Teradyne Inc |
|
|
24,290 |
|
|
|
2,516 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Disciplined Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Twilio Inc, Cl A * |
|
|
5,042 |
|
|
$ |
300 |
|
UiPath Inc, Cl A * |
|
|
51,278 |
|
|
|
1,218 |
|
Vontier Corp |
|
|
85,300 |
|
|
|
3,668 |
|
Workday Inc, Cl A * |
|
|
5,786 |
|
|
|
1,705 |
|
Zscaler Inc * |
|
|
12,219 |
|
|
|
2,957 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
316,973 |
|
Materials — 2.6% |
|
|
|
|
Berry Global Group Inc |
|
|
3,880 |
|
|
|
226 |
|
Commercial Metals Co |
|
|
16,236 |
|
|
|
877 |
|
Crown Holdings Inc |
|
|
26,460 |
|
|
|
2,027 |
|
DuPont de Nemours Inc |
|
|
3,143 |
|
|
|
217 |
|
Ecolab Inc |
|
|
9,502 |
|
|
|
2,136 |
|
FMC Corp |
|
|
73,570 |
|
|
|
4,149 |
|
Mosaic Co/The |
|
|
17,128 |
|
|
|
534 |
|
Newmont Corp |
|
|
70,450 |
|
|
|
2,202 |
|
Nucor Corp |
|
|
7,460 |
|
|
|
1,435 |
|
PPG Industries Inc |
|
|
26,073 |
|
|
|
3,692 |
|
Reliance Inc |
|
|
20,545 |
|
|
|
6,599 |
|
RPM International Inc |
|
|
6,799 |
|
|
|
784 |
|
Sherwin-Williams Co/The |
|
|
19,795 |
|
|
|
6,573 |
|
Steel Dynamics Inc |
|
|
13,646 |
|
|
|
1,826 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,277 |
|
Real Estate — 1.7% |
|
|
|
|
Brixmor Property Group Inc ‡ |
|
|
100,718 |
|
|
|
2,277 |
|
CubeSmart ‡ |
|
|
4,678 |
|
|
|
204 |
|
EastGroup Properties Inc ‡ |
|
|
3,453 |
|
|
|
607 |
|
Equinix Inc ‡ |
|
|
9,240 |
|
|
|
8,213 |
|
Host Hotels & Resorts Inc ‡ |
|
|
29,200 |
|
|
|
605 |
|
Howard Hughes Holdings Inc * |
|
|
24,700 |
|
|
|
1,887 |
|
Invitation Homes Inc ‡ |
|
|
82,042 |
|
|
|
2,795 |
|
Iron Mountain Inc ‡ |
|
|
33,383 |
|
|
|
2,625 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
18,143 |
|
|
|
2,006 |
|
Simon Property Group Inc ‡ |
|
|
3,042 |
|
|
|
451 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,670 |
|
Utilities — 2.9% |
|
|
|
|
AES Corp/The |
|
|
155,159 |
|
|
|
2,358 |
|
Constellation Energy Corp |
|
|
15,372 |
|
|
|
2,589 |
|
Dominion Energy Inc |
|
|
68,208 |
|
|
|
3,262 |
|
Edison International |
|
|
56,498 |
|
|
|
3,843 |
|
Entergy Corp |
|
|
24,365 |
|
|
|
2,475 |
|
Evergy Inc |
|
|
39,879 |
|
|
|
1,976 |
|
FirstEnergy Corp |
|
|
86,440 |
|
|
|
3,165 |
|
National Fuel Gas Co |
|
|
17,524 |
|
|
|
854 |
|
NextEra Energy Inc |
|
|
62,689 |
|
|
|
3,460 |
|
NRG Energy Inc |
|
|
91,568 |
|
|
|
5,066 |
|
PG&E Corp |
|
|
146,636 |
|
|
|
2,447 |
|
Pinnacle West Capital Corp |
|
|
1,204 |
|
|
|
82 |
|
Sempra |
|
|
21,073 |
|
|
|
1,488 |
|
UGI Corp |
|
|
55,550 |
|
|
|
1,360 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vistra Corp |
|
|
62,895 |
|
|
$ |
3,430 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,855 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $898,539) ($ Thousands) |
|
|
|
|
|
|
1,228,943 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATION — 1.8% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
5.253%, 05/30/2024 (B) |
|
$ |
22,695 |
|
|
|
22,398 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $22,401) ($ Thousands) |
|
|
22,398 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(C) |
|
|
471,310 |
|
|
|
469 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $472) ($ Thousands) |
|
|
469 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
27,928,997 |
|
|
|
27,929 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $27,929) ($ Thousands) |
|
|
|
|
|
|
27,929 |
|
Total Investments in Securities — 99.5% |
|
|
|
|
|
|
|
|
(Cost $949,341) ($ Thousands) |
|
$ |
1,279,739 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Disciplined Equity Fund (Continued)
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
13 |
|
|
|
Mar-2024 |
|
|
$ |
3,303 |
|
|
$ |
3,317 |
|
|
$ |
14 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open OTC Swap agreement held by the Fund at February 29, 2024, is as follows:
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
Bank of America Merrill Lynch |
|
United States Custom Basket of Securities |
|
|
|
1 Month + 0.15% |
|
|
|
Asset Returns |
|
|
|
Monthly |
|
|
|
09/15/2025 |
|
|
|
USD |
|
|
|
31,796 |
|
|
$ |
310 |
|
|
$ |
310 |
|
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 29, 2024:
United States Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
23,836 |
|
NVIDIA CORP |
|
$ |
17,319 |
|
|
$ |
1,503 |
|
|
|
54.5 |
% |
| |
|
97,899 |
|
ALPHABET INC-CL C |
|
|
13,977 |
|
|
|
(454 |
) |
|
|
44.0 |
|
| |
|
67,338 |
|
AMAZON.COM INC |
|
|
11,434 |
|
|
|
448 |
|
|
|
36.0 |
|
| |
|
1,188 |
|
BOOKING HOLDINGS INC |
|
|
4,456 |
|
|
|
(348 |
) |
|
|
14.0 |
|
| |
|
31,568 |
|
PULTEGROUP INC |
|
|
3,298 |
|
|
|
117 |
|
|
|
10.4 |
|
| |
|
21,712 |
|
SIMON PROPERTY GROUP INC |
|
|
3,213 |
|
|
|
(4 |
) |
|
|
10.1 |
|
| |
|
37,016 |
|
COLGATE-PALMOLIVE CO |
|
|
3,093 |
|
|
|
103 |
|
|
|
9.7 |
|
| |
|
70,837 |
|
PURE STORAGE-A |
|
|
3,075 |
|
|
|
648 |
|
|
|
9.7 |
|
| |
|
21,743 |
|
EXPEDIA GROUP INC |
|
|
3,012 |
|
|
|
(44 |
) |
|
|
9.5 |
|
| |
|
33,751 |
|
TEXTRON INC |
|
|
2,910 |
|
|
|
91 |
|
|
|
9.2 |
|
| |
|
88,462 |
|
DROPBOX INC-CLASS A |
|
|
2,879 |
|
|
|
(766 |
) |
|
|
9.1 |
|
| |
|
104,482 |
|
NEWS CORP - CLASS A |
|
|
2,769 |
|
|
|
34 |
|
|
|
8.7 |
|
| |
|
51,163 |
|
WELLS FARGO & CO |
|
|
2,663 |
|
|
|
194 |
|
|
|
8.4 |
|
| |
|
52,372 |
|
PBF ENERGY INC-CLASS A |
|
|
2,659 |
|
|
|
(205 |
) |
|
|
8.4 |
|
| |
|
7,989 |
|
CROWDSTRIKE HO-A |
|
|
2,647 |
|
|
|
(64 |
) |
|
|
8.3 |
|
| |
|
39,524 |
|
EDISON INTERNATIONAL |
|
|
2,627 |
|
|
|
56 |
|
|
|
8.3 |
|
| |
|
165,656 |
|
KEYCORP |
|
|
2,352 |
|
|
|
41 |
|
|
|
7.4 |
|
| |
|
45,165 |
|
US FOODS HOLDING CORP |
|
|
2,194 |
|
|
|
96 |
|
|
|
6.9 |
|
| |
|
24,980 |
|
MEDTRONIC PLC |
|
|
2,116 |
|
|
|
(39 |
) |
|
|
6.7 |
|
| |
|
136,576 |
|
HEWLETT PACKA |
|
|
2,084 |
|
|
|
(8 |
) |
|
|
6.6 |
|
| |
|
97,990 |
|
LIBERTY GLOBAL LTD-C |
|
|
2,001 |
|
|
|
(187 |
) |
|
|
6.3 |
|
| |
|
28,894 |
|
TAYLOR MORRISON HOME CORP |
|
|
1,654 |
|
|
|
(22 |
) |
|
|
5.2 |
|
| |
|
1,570 |
|
BLACKROCK INC |
|
|
1,253 |
|
|
|
19 |
|
|
|
3.9 |
|
| |
|
20,393 |
|
INCYTE CORP |
|
|
1,203 |
|
|
|
(15 |
) |
|
|
3.8 |
|
| |
|
7,056 |
|
CHENIERE ENERGY INC |
|
|
1,122 |
|
|
|
(27 |
) |
|
|
3.5 |
|
| |
|
15,223 |
|
MASCO CORP |
|
|
1,119 |
|
|
|
54 |
|
|
|
3.5 |
|
| |
|
784 |
|
BROADCOM INC |
|
|
992 |
|
|
|
26 |
|
|
|
3.1 |
|
| |
|
11,061 |
|
MICRON TECHNOLOGY INC |
|
|
903 |
|
|
|
102 |
|
|
|
2.8 |
|
| |
|
19,888 |
|
UNITED AIRLINES |
|
|
852 |
|
|
|
52 |
|
|
|
2.7 |
|
| |
|
48,773 |
|
NORWEGIAN CRUISE |
|
|
805 |
|
|
|
139 |
|
|
|
2.5 |
|
| |
|
1,634 |
|
S&P GLOBAL INC |
|
|
694 |
|
|
|
7 |
|
|
|
2.2 |
|
| |
|
4,127 |
|
INTERCONTINENTAL |
|
|
565 |
|
|
|
6 |
|
|
|
1.8 |
|
| |
|
4,651 |
|
ARROW ELECTRONICS INC |
|
|
529 |
|
|
|
16 |
|
|
|
1.7 |
|
| |
|
3,618 |
|
WESCO INTERNATIONAL INC |
|
|
524 |
|
|
|
16 |
|
|
|
1.6 |
|
| |
|
1,970 |
|
EQUIFAX INC |
|
|
513 |
|
|
|
27 |
|
|
|
1.6 |
|
| |
|
813 |
|
NETFLIX INC |
|
|
482 |
|
|
|
7 |
|
|
|
1.5 |
|
| |
|
1,092 |
|
BERKSHIRE HATH-B |
|
|
441 |
|
|
|
6 |
|
|
|
1.4 |
|
| |
|
6,645 |
|
ADVANCE AUTO PARTS INC |
|
|
430 |
|
|
|
18 |
|
|
|
1.4 |
|
| |
|
4,786 |
|
PAYPAL HOLDINGS INC |
|
|
286 |
|
|
|
3 |
|
|
|
0.9 |
|
| |
|
7,152 |
|
KRAFT HEINZ CO/THE |
|
|
250 |
|
|
|
2 |
|
|
|
0.8 |
|
| |
|
1,706 |
|
TARGET CORP |
|
|
250 |
|
|
|
13 |
|
|
|
0.8 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Disciplined Equity Fund (Continued)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
1,374 |
|
ASSURANT INC |
|
$ |
237 |
|
|
$ |
12 |
|
|
|
0.7 |
% |
| |
|
4,154 |
|
VENTAS INC |
|
|
184 |
|
|
|
(67 |
) |
|
|
0.6 |
|
| |
|
1,521 |
|
MOHAWK INDUSTRIES INC |
|
|
177 |
|
|
|
3 |
|
|
|
0.6 |
|
| |
|
1,101 |
|
CLOROX COMPANY |
|
|
168 |
|
|
|
1 |
|
|
|
0.5 |
|
| |
|
1,201 |
|
MERCK & CO. INC. |
|
|
152 |
|
|
|
1 |
|
|
|
0.5 |
|
| |
|
1,756 |
|
POPULAR INC |
|
|
151 |
|
|
|
(6 |
) |
|
|
0.5 |
|
| |
|
250 |
|
ADOBE INC |
|
|
148 |
|
|
|
(8 |
) |
|
|
0.5 |
|
United States Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(2,198 |
) |
SUPER MICRO COMPUTER INC |
|
$ |
(2,207 |
) |
|
$ |
352 |
|
|
|
(6.9 |
)% |
| |
|
(3,955 |
) |
SAIA INC |
|
|
(2,185 |
) |
|
|
(87 |
) |
|
|
(6.9 |
) |
| |
|
(33,073 |
) |
CELSIUS HOLDINGS INC |
|
|
(2,096 |
) |
|
|
(611 |
) |
|
|
(6.6 |
) |
| |
|
(37,884 |
) |
WAYFAIR INC- CLASS A |
|
|
(1,978 |
) |
|
|
(279 |
) |
|
|
(6.2 |
) |
| |
|
(16,368 |
) |
RAYMOND JAMES |
|
|
(1,939 |
) |
|
|
(28 |
) |
|
|
(6.1 |
) |
| |
|
(9,082 |
) |
REPLIGEN CORP |
|
|
(1,871 |
) |
|
|
114 |
|
|
|
(5.9 |
) |
| |
|
(6,592 |
) |
ZEBRA TECH CORP |
|
|
(1,870 |
) |
|
|
32 |
|
|
|
(5.9 |
) |
| |
|
(14,564 |
) |
AMERICAN WATER W |
|
|
(1,810 |
) |
|
|
77 |
|
|
|
(5.7 |
) |
| |
|
(13,849 |
) |
SUN COMMUNITIES INC |
|
|
(1,777 |
) |
|
|
(73 |
) |
|
|
(5.6 |
) |
| |
|
(130,747 |
) |
ROBINHOOD MARKETS INC - A |
|
|
(1,755 |
) |
|
|
(416 |
) |
|
|
(5.5 |
) |
| |
|
(14,539 |
) |
GENERAC HOLDINGS INC |
|
|
(1,755 |
) |
|
|
124 |
|
|
|
(5.5 |
) |
| |
|
(9,955 |
) |
JACK HENRY |
|
|
(1,733 |
) |
|
|
6 |
|
|
|
(5.5 |
) |
| |
|
(13,698 |
) |
EXPEDITORS INTL WASH INC |
|
|
(1,725 |
) |
|
|
91 |
|
|
|
(5.4 |
) |
| |
|
(7,804 |
) |
MARKETAXESS HOLDINGS INC |
|
|
(1,721 |
) |
|
|
55 |
|
|
|
(5.4 |
) |
| |
|
(3,656 |
) |
KINSALE CAPITAL GROUP INC |
|
|
(1,600 |
) |
|
|
(312 |
) |
|
|
(5.0 |
) |
| |
|
(11,819 |
) |
CHART INDUSTRIES INC |
|
|
(1,567 |
) |
|
|
(121 |
) |
|
|
(4.9 |
) |
| |
|
(42,979 |
) |
ESSENTIAL UTILITIES INC |
|
|
(1,556 |
) |
|
|
52 |
|
|
|
(4.9 |
) |
| |
|
(35,814 |
) |
NOBLE CORP PLC |
|
|
(1,545 |
) |
|
|
50 |
|
|
|
(4.9 |
) |
| |
|
(25,234 |
) |
LIBERTY BROADBAND-C |
|
|
(1,521 |
) |
|
|
5 |
|
|
|
(4.8 |
) |
| |
|
(7,301 |
) |
FABRINET |
|
|
(1,476 |
) |
|
|
(96 |
) |
|
|
(4.6 |
) |
| |
|
(3,275 |
) |
TYLER TECHNOLOGIES INC |
|
|
(1,445 |
) |
|
|
16 |
|
|
|
(4.5 |
) |
| |
|
(24,865 |
) |
AGREE REALTY CORP |
|
|
(1,426 |
) |
|
|
56 |
|
|
|
(4.5 |
) |
| |
|
(8,839 |
) |
FIRST SOLAR INC |
|
|
(1,412 |
) |
|
|
55 |
|
|
|
(4.4 |
) |
| |
|
(12,905 |
) |
CULLEN/FROST BANKERS INC |
|
|
(1,410 |
) |
|
|
- |
|
|
|
(4.4 |
) |
| |
|
(5,033 |
) |
RBC BEARINGS INC |
|
|
(1,386 |
) |
|
|
15 |
|
|
|
(4.4 |
) |
| |
|
(40,758 |
) |
NEW FORTRESS ENERGY INC |
|
|
(1,304 |
) |
|
|
(126 |
) |
|
|
(4.1 |
) |
| |
|
(3,547 |
) |
ERIE INDEMNITY COMPANY-CL A |
|
|
(1,261 |
) |
|
|
(183 |
) |
|
|
(4.0 |
) |
| |
|
(31,921 |
) |
AFFIRM HOLDINGS INC |
|
|
(1,243 |
) |
|
|
46 |
|
|
|
(3.9 |
) |
| |
|
(6,789 |
) |
ASPEN TECHNOLOGY INC |
|
|
(1,227 |
) |
|
|
(88 |
) |
|
|
(3.9 |
) |
| |
|
(11,970 |
) |
WINTRUST FINANCIAL CORP |
|
|
(1,166 |
) |
|
|
10 |
|
|
|
(3.7 |
) |
| |
|
(5,924 |
) |
SPS COMMERCE INC |
|
|
(1,165 |
) |
|
|
71 |
|
|
|
(3.7 |
) |
| |
|
(6,101 |
) |
FIVE BELOW |
|
|
(1,157 |
) |
|
|
(67 |
) |
|
|
(3.6 |
) |
| |
|
(13,169 |
) |
MACOM TECHNOLOGY |
|
|
(1,135 |
) |
|
|
(26 |
) |
|
|
(3.6 |
) |
| |
|
(35,576 |
) |
OMEGA HEALTHCARE |
|
|
(1,116 |
) |
|
|
10 |
|
|
|
(3.5 |
) |
| |
|
(122,932 |
) |
AMCOR PLC |
|
|
(1,105 |
) |
|
|
(22 |
) |
|
|
(3.5 |
) |
| |
|
(12,640 |
) |
PINNACLE FINL |
|
|
(1,075 |
) |
|
|
31 |
|
|
|
(3.4 |
) |
| |
|
(20,679 |
) |
COMMERCE BANCSHARES INC |
|
|
(1,071 |
) |
|
|
(3 |
) |
|
|
(3.4 |
) |
| |
|
(7,465 |
) |
RLI CORP |
|
|
(1,066 |
) |
|
|
(28 |
) |
|
|
(3.4 |
) |
| |
|
(8,571 |
) |
CROCS INC |
|
|
(1,042 |
) |
|
|
(4 |
) |
|
|
(3.3 |
) |
| |
|
(8,527 |
) |
CHURCHILL DOWNS INC |
|
|
(1,023 |
) |
|
|
(15 |
) |
|
|
(3.2 |
) |
| |
|
(6,147 |
) |
NOVANTA INC |
|
|
(1,007 |
) |
|
|
(54 |
) |
|
|
(3.2 |
) |
| |
|
(7,385 |
) |
MASIMO CORP |
|
|
(991 |
) |
|
|
44 |
|
|
|
(3.1 |
) |
| |
|
(5,190 |
) |
MSA SAFETY INC |
|
|
(924 |
) |
|
|
(33 |
) |
|
|
(2.9 |
) |
| |
|
(31,214 |
) |
PILGRIM'S PRIDE CORP |
|
|
(892 |
) |
|
|
(101 |
) |
|
|
(2.8 |
) |
| |
|
(6,083 |
) |
ENTEGRIS INC |
|
|
(825 |
) |
|
|
11 |
|
|
|
(2.6 |
) |
| |
|
(71,205 |
) |
ROIVANT SCIENCES LTD |
|
|
(815 |
) |
|
|
2 |
|
|
|
(2.6 |
) |
| |
|
(5,722 |
) |
ENPHASE ENERGY INC |
|
|
(780 |
) |
|
|
67 |
|
|
|
(2.5 |
) |
| |
|
(19,860 |
) |
UNITED BANKSHARES INC |
|
|
(711 |
) |
|
|
24 |
|
|
|
(2.2 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Disciplined Equity Fund (Concluded)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(4,156 |
) |
SITEONE LANDSCAP |
|
$ |
(698 |
) |
|
$ |
(1 |
) |
|
|
(2.2 |
)% |
| |
|
(4,310 |
) |
FIRST SOLAR INC |
|
|
(689 |
) |
|
|
28 |
|
|
|
(2.2 |
) |
| |
|
(20,061 |
) |
UNITY SOFTWARE INC |
|
|
(684 |
) |
|
|
99 |
|
|
|
(2.2 |
) |
| |
|
(7,658 |
) |
IDACORP INC |
|
|
(681 |
) |
|
|
1 |
|
|
|
(2.1 |
) |
| |
|
(5,487 |
) |
GARMIN LTD |
|
|
(680 |
) |
|
|
(73 |
) |
|
|
(2.1 |
) |
| |
|
(8,656 |
) |
VAXCYTE INC |
|
|
(649 |
) |
|
|
11 |
|
|
|
(2.0 |
) |
| |
|
(10,674 |
) |
BROWN-FORMAN CORP-CLASS B |
|
|
(625 |
) |
|
|
(17 |
) |
|
|
(2.0 |
) |
| |
|
(22,066 |
) |
WOLFSPEED INC |
|
|
(618 |
) |
|
|
46 |
|
|
|
(1.9 |
) |
| |
|
(7,319 |
) |
COSTAR GROUP INC |
|
|
(607 |
) |
|
|
(29 |
) |
|
|
(1.9 |
) |
| |
|
(2,908 |
) |
FTI CONSULTING INC |
|
|
(554 |
) |
|
|
(48 |
) |
|
|
(1.7 |
) |
| |
|
(6,357 |
) |
TKO GROUP HOLDINGS INC |
|
|
(553 |
) |
|
|
22 |
|
|
|
(1.7 |
) |
| |
|
(16,899 |
) |
FIRST FINL BANKSHARES INC |
|
|
(542 |
) |
|
|
20 |
|
|
|
(1.7 |
) |
| |
|
(10,648 |
) |
WEBSTER FINANCIAL CORP |
|
|
(513 |
) |
|
|
6 |
|
|
|
(1.6 |
) |
| |
|
(3,600 |
) |
HOULIHAN LOKEY INC |
|
|
(472 |
) |
|
|
8 |
|
|
|
(1.5 |
) |
| |
|
(278 |
) |
TEXAS PACIFIC LAND CORP |
|
|
(414 |
) |
|
|
(25 |
) |
|
|
(1.3 |
) |
| |
|
(2,342 |
) |
HEICO CORP |
|
|
(366 |
) |
|
|
3 |
|
|
|
(1.2 |
) |
| |
|
(2,545 |
) |
UBIQUITI INC |
|
|
(326 |
) |
|
|
27 |
|
|
|
(1.0 |
) |
| |
|
(18,346 |
) |
SHOALS TECHNOL-A |
|
|
(302 |
) |
|
|
68 |
|
|
|
(1.0 |
) |
| |
|
(8,387 |
) |
VIPER ENERGY INC |
|
|
(301 |
) |
|
|
(2 |
) |
|
|
(0.9 |
) |
| |
|
(6,459 |
) |
RYAN SPECIALTY H |
|
|
(294 |
) |
|
|
(45 |
) |
|
|
(0.9 |
) |
| |
|
(5,593 |
) |
KINETIK HOLDINGS INC |
|
|
(186 |
) |
|
|
(16 |
) |
|
|
(0.6 |
) |
| |
|
(2,112 |
) |
ON SEMICONDUCTOR |
|
|
(170 |
) |
|
|
4 |
|
|
|
(0.5 |
) |
| |
|
(1,731 |
) |
CRISPR THERAPEUTICS AG |
|
|
(146 |
) |
|
|
1 |
|
|
|
(0.5 |
) |
|
Percentages are based on Net Assets of $1,286,500 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
Interest rate represents the security's effective yield at the time of purchase. |
(C) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $469 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
— |
|
|
$ |
25,804 |
|
|
$ |
(25,334 |
) |
|
$ |
1 |
|
|
$ |
(2 |
) |
|
$ |
469 |
|
|
$ |
29 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
51,401 |
|
|
|
433,272 |
|
|
|
(456,744 |
) |
|
|
— |
|
|
|
— |
|
|
|
27,929 |
|
|
|
1,854 |
|
|
|
— |
|
Totals |
|
$ |
51,401 |
|
|
$ |
459,076 |
|
|
$ |
(482,078 |
) |
|
$ |
1 |
|
|
$ |
(2 |
) |
|
$ |
28,398 |
|
|
$ |
1,883 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 97.5% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.4% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
222,560 |
|
|
$ |
30,816 |
|
Alphabet Inc, Cl C * |
|
|
187,880 |
|
|
|
26,262 |
|
AMC Entertainment Holdings Inc, Cl A *(A) |
|
|
2,549 |
|
|
|
11 |
|
AT&T Inc |
|
|
269,385 |
|
|
|
4,561 |
|
Cable One Inc |
|
|
257 |
|
|
|
117 |
|
Charter Communications Inc, Cl A * |
|
|
3,897 |
|
|
|
1,145 |
|
Comcast Corp, Cl A |
|
|
150,750 |
|
|
|
6,460 |
|
Electronic Arts Inc |
|
|
10,165 |
|
|
|
1,418 |
|
Fox Corp |
|
|
16,227 |
|
|
|
469 |
|
Frontier Communications Parent Inc * |
|
|
10,100 |
|
|
|
239 |
|
GCI Liberty - Escrow * |
|
|
4,949 |
|
|
|
— |
|
IAC Inc * |
|
|
2,232 |
|
|
|
127 |
|
Interpublic Group of Cos Inc/The |
|
|
14,745 |
|
|
|
463 |
|
Iridium Communications Inc |
|
|
5,300 |
|
|
|
153 |
|
Liberty Broadband Corp, Cl A * |
|
|
80 |
|
|
|
5 |
|
Liberty Broadband Corp, Cl C * |
|
|
4,578 |
|
|
|
276 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
1,200 |
|
|
|
79 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
7,300 |
|
|
|
531 |
|
Liberty Media Corp-Liberty Live, Cl A * |
|
|
731 |
|
|
|
28 |
|
Liberty Media Corp-Liberty Live, Cl C * |
|
|
1,892 |
|
|
|
75 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
6,321 |
|
|
|
183 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
2,720 |
|
|
|
79 |
|
Live Nation Entertainment Inc * |
|
|
6,500 |
|
|
|
630 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
986 |
|
|
|
186 |
|
Match Group Inc * |
|
|
10,096 |
|
|
|
364 |
|
Meta Platforms Inc, Cl A |
|
|
82,900 |
|
|
|
40,632 |
|
Netflix Inc * |
|
|
16,100 |
|
|
|
9,707 |
|
New York Times Co/The, Cl A |
|
|
5,100 |
|
|
|
226 |
|
News Corp |
|
|
6,300 |
|
|
|
176 |
|
News Corp, Cl A |
|
|
12,446 |
|
|
|
335 |
|
Nexstar Media Group Inc, Cl A |
|
|
1,600 |
|
|
|
266 |
|
Omnicom Group Inc |
|
|
7,744 |
|
|
|
684 |
|
Paramount Global, Cl A (A) |
|
|
715 |
|
|
|
15 |
|
Paramount Global, Cl B |
|
|
22,586 |
|
|
|
249 |
|
Pinterest Inc, Cl A * |
|
|
21,700 |
|
|
|
796 |
|
Playtika Holding Corp * |
|
|
1,405 |
|
|
|
10 |
|
ROBLOX Corp, Cl A * |
|
|
16,800 |
|
|
|
670 |
|
Roku Inc, Cl A * |
|
|
4,200 |
|
|
|
265 |
|
Sirius XM Holdings Inc (A) |
|
|
29,200 |
|
|
|
129 |
|
Spotify Technology SA * |
|
|
5,300 |
|
|
|
1,359 |
|
Take-Two Interactive Software Inc * |
|
|
6,535 |
|
|
|
960 |
|
TKO Group Holdings Inc, Cl A |
|
|
1,500 |
|
|
|
126 |
|
T-Mobile US Inc |
|
|
19,592 |
|
|
|
3,199 |
|
Trade Desk Inc/The, Cl A * |
|
|
16,700 |
|
|
|
1,427 |
|
TripAdvisor Inc * |
|
|
5,167 |
|
|
|
139 |
|
Verizon Communications Inc |
|
|
158,876 |
|
|
|
6,358 |
|
Walt Disney Co/The |
|
|
69,050 |
|
|
|
7,705 |
|
Warner Bros Discovery Inc * |
|
|
84,836 |
|
|
|
746 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ZoomInfo Technologies Inc, Cl A * |
|
|
12,100 |
|
|
$ |
203 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
151,059 |
|
Consumer Discretionary — 10.4% |
|
|
|
|
ADT Inc |
|
|
5,483 |
|
|
|
40 |
|
Advance Auto Parts Inc |
|
|
2,708 |
|
|
|
183 |
|
Airbnb Inc, Cl A * |
|
|
15,500 |
|
|
|
2,441 |
|
Amazon.com Inc * |
|
|
337,640 |
|
|
|
59,681 |
|
Aptiv PLC * |
|
|
10,300 |
|
|
|
819 |
|
Aramark |
|
|
10,300 |
|
|
|
312 |
|
AutoNation Inc * |
|
|
832 |
|
|
|
125 |
|
AutoZone Inc * |
|
|
618 |
|
|
|
1,858 |
|
Bath & Body Works Inc |
|
|
9,157 |
|
|
|
418 |
|
Best Buy Co Inc |
|
|
7,147 |
|
|
|
578 |
|
Booking Holdings Inc * |
|
|
1,278 |
|
|
|
4,433 |
|
BorgWarner Inc |
|
|
9,164 |
|
|
|
285 |
|
Boyd Gaming Corp |
|
|
2,400 |
|
|
|
159 |
|
Bright Horizons Family Solutions Inc * |
|
|
2,400 |
|
|
|
276 |
|
Brunswick Corp/DE |
|
|
3,200 |
|
|
|
280 |
|
Burlington Stores Inc * |
|
|
2,200 |
|
|
|
451 |
|
Caesars Entertainment Inc * |
|
|
7,200 |
|
|
|
313 |
|
Capri Holdings Ltd * |
|
|
3,900 |
|
|
|
180 |
|
CarMax Inc * |
|
|
5,760 |
|
|
|
455 |
|
Carnival Corp, Cl A * |
|
|
36,900 |
|
|
|
585 |
|
Carter's Inc |
|
|
2,100 |
|
|
|
170 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
1,019 |
|
|
|
2,740 |
|
Choice Hotels International Inc |
|
|
1,484 |
|
|
|
166 |
|
Churchill Downs Inc |
|
|
2,500 |
|
|
|
305 |
|
Columbia Sportswear Co |
|
|
2,000 |
|
|
|
165 |
|
Coupang Inc, Cl A * |
|
|
40,600 |
|
|
|
752 |
|
Crocs Inc * |
|
|
2,600 |
|
|
|
318 |
|
Darden Restaurants Inc |
|
|
4,368 |
|
|
|
746 |
|
Deckers Outdoor Corp * |
|
|
900 |
|
|
|
806 |
|
Dick's Sporting Goods Inc |
|
|
2,258 |
|
|
|
402 |
|
Domino's Pizza Inc |
|
|
1,400 |
|
|
|
628 |
|
DoorDash Inc, Cl A * |
|
|
11,500 |
|
|
|
1,433 |
|
DR Horton Inc |
|
|
11,768 |
|
|
|
1,759 |
|
DraftKings Inc, Cl A * |
|
|
15,800 |
|
|
|
684 |
|
eBay Inc |
|
|
19,111 |
|
|
|
904 |
|
Etsy Inc * |
|
|
4,300 |
|
|
|
308 |
|
Expedia Group Inc * |
|
|
4,722 |
|
|
|
646 |
|
Five Below Inc * |
|
|
1,800 |
|
|
|
361 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
3,700 |
|
|
|
448 |
|
Ford Motor Co |
|
|
150,984 |
|
|
|
1,878 |
|
GameStop Corp, Cl A *(A) |
|
|
12,800 |
|
|
|
183 |
|
Gap Inc/The |
|
|
4,921 |
|
|
|
93 |
|
Garmin Ltd |
|
|
5,700 |
|
|
|
783 |
|
General Motors Co |
|
|
51,700 |
|
|
|
2,119 |
|
Gentex Corp |
|
|
10,364 |
|
|
|
379 |
|
Genuine Parts Co |
|
|
4,811 |
|
|
|
718 |
|
Grand Canyon Education Inc * |
|
|
1,200 |
|
|
|
162 |
|
H&R Block Inc |
|
|
4,725 |
|
|
|
231 |
|
Harley-Davidson Inc |
|
|
5,503 |
|
|
|
200 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Hasbro Inc |
|
|
5,667 |
|
|
$ |
285 |
|
Hilton Worldwide Holdings Inc |
|
|
9,233 |
|
|
|
1,886 |
|
Home Depot Inc/The |
|
|
37,379 |
|
|
|
14,227 |
|
Hyatt Hotels Corp, Cl A |
|
|
1,300 |
|
|
|
200 |
|
Kohl's Corp |
|
|
5,319 |
|
|
|
148 |
|
Las Vegas Sands Corp |
|
|
12,993 |
|
|
|
708 |
|
Lear Corp |
|
|
2,400 |
|
|
|
330 |
|
Leggett & Platt Inc |
|
|
3,312 |
|
|
|
68 |
|
Lennar Corp, Cl A |
|
|
9,590 |
|
|
|
1,520 |
|
Lennar Corp, Cl B |
|
|
713 |
|
|
|
105 |
|
Lithia Motors Inc, Cl A |
|
|
1,200 |
|
|
|
359 |
|
LKQ Corp |
|
|
10,700 |
|
|
|
559 |
|
Lowe's Cos Inc |
|
|
21,710 |
|
|
|
5,225 |
|
Lucid Group Inc *(A) |
|
|
23,800 |
|
|
|
79 |
|
Lululemon Athletica Inc * |
|
|
4,200 |
|
|
|
1,962 |
|
Macy's Inc |
|
|
9,300 |
|
|
|
162 |
|
Marriott International Inc/MD, Cl A |
|
|
8,894 |
|
|
|
2,222 |
|
Marriott Vacations Worldwide Corp |
|
|
1,100 |
|
|
|
102 |
|
Mattel Inc * |
|
|
11,242 |
|
|
|
221 |
|
McDonald's Corp |
|
|
27,380 |
|
|
|
8,003 |
|
MGM Resorts International * |
|
|
11,139 |
|
|
|
482 |
|
Mister Car Wash Inc *(A) |
|
|
3,900 |
|
|
|
32 |
|
Mohawk Industries Inc * |
|
|
2,166 |
|
|
|
257 |
|
Murphy USA Inc |
|
|
800 |
|
|
|
334 |
|
Newell Brands Inc |
|
|
19,493 |
|
|
|
146 |
|
NIKE Inc, Cl B |
|
|
44,768 |
|
|
|
4,653 |
|
Nordstrom Inc |
|
|
5,512 |
|
|
|
116 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
18,900 |
|
|
|
366 |
|
NVR Inc * |
|
|
114 |
|
|
|
869 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,600 |
|
|
|
128 |
|
O'Reilly Automotive Inc * |
|
|
2,240 |
|
|
|
2,436 |
|
Peloton Interactive Inc, Cl A * |
|
|
13,900 |
|
|
|
63 |
|
Penn Entertainment Inc * |
|
|
7,000 |
|
|
|
128 |
|
Penske Automotive Group Inc |
|
|
400 |
|
|
|
61 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
3,300 |
|
|
|
9 |
|
Phinia Inc |
|
|
1,832 |
|
|
|
63 |
|
Planet Fitness Inc, Cl A * |
|
|
2,700 |
|
|
|
168 |
|
Polaris Inc |
|
|
1,900 |
|
|
|
176 |
|
Pool Corp |
|
|
1,300 |
|
|
|
518 |
|
PulteGroup Inc |
|
|
8,545 |
|
|
|
926 |
|
PVH Corp |
|
|
2,200 |
|
|
|
301 |
|
QuantumScape Corp, Cl A *(A) |
|
|
13,000 |
|
|
|
81 |
|
Ralph Lauren Corp, Cl A |
|
|
1,180 |
|
|
|
219 |
|
RH * |
|
|
500 |
|
|
|
137 |
|
Rivian Automotive Inc, Cl A *(A) |
|
|
26,200 |
|
|
|
297 |
|
Ross Stores Inc |
|
|
12,676 |
|
|
|
1,888 |
|
Royal Caribbean Cruises Ltd * |
|
|
8,600 |
|
|
|
1,061 |
|
Service Corp International/US |
|
|
5,194 |
|
|
|
380 |
|
Skechers USA Inc, Cl A * |
|
|
5,800 |
|
|
|
358 |
|
Starbucks Corp |
|
|
41,912 |
|
|
|
3,977 |
|
Tapestry Inc |
|
|
6,967 |
|
|
|
331 |
|
Tempur Sealy International Inc |
|
|
4,900 |
|
|
|
267 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Tesla Inc * |
|
|
103,255 |
|
|
$ |
20,845 |
|
Texas Roadhouse Inc, Cl A |
|
|
2,800 |
|
|
|
418 |
|
Thor Industries Inc |
|
|
2,200 |
|
|
|
282 |
|
TJX Cos Inc/The |
|
|
42,816 |
|
|
|
4,245 |
|
Toll Brothers Inc |
|
|
3,951 |
|
|
|
453 |
|
TopBuild Corp * |
|
|
1,300 |
|
|
|
523 |
|
Tractor Supply Co |
|
|
3,800 |
|
|
|
966 |
|
Travel + Leisure Co |
|
|
1,368 |
|
|
|
61 |
|
Ulta Beauty Inc * |
|
|
1,852 |
|
|
|
1,016 |
|
Under Armour Inc, Cl A * |
|
|
9,700 |
|
|
|
87 |
|
Under Armour Inc, Cl C * |
|
|
11,321 |
|
|
|
97 |
|
Vail Resorts Inc |
|
|
1,400 |
|
|
|
322 |
|
Valvoline Inc * |
|
|
5,304 |
|
|
|
226 |
|
VF Corp |
|
|
16,368 |
|
|
|
267 |
|
Victoria's Secret & Co * |
|
|
3,852 |
|
|
|
110 |
|
Wayfair Inc, Cl A * |
|
|
2,700 |
|
|
|
161 |
|
Wendy's Co/The |
|
|
9,175 |
|
|
|
166 |
|
Whirlpool Corp |
|
|
2,416 |
|
|
|
259 |
|
Williams-Sonoma Inc |
|
|
2,162 |
|
|
|
509 |
|
Wingstop Inc |
|
|
1,300 |
|
|
|
456 |
|
Wyndham Hotels & Resorts Inc |
|
|
2,568 |
|
|
|
197 |
|
Wynn Resorts Ltd |
|
|
3,696 |
|
|
|
389 |
|
YETI Holdings Inc * |
|
|
4,400 |
|
|
|
181 |
|
Yum! Brands Inc |
|
|
10,648 |
|
|
|
1,474 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
187,668 |
|
Consumer Staples — 5.5% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
17,600 |
|
|
|
357 |
|
Altria Group Inc |
|
|
65,740 |
|
|
|
2,689 |
|
Archer-Daniels-Midland Co |
|
|
20,279 |
|
|
|
1,077 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
4,700 |
|
|
|
343 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
200 |
|
|
|
62 |
|
Brown-Forman Corp, Cl A |
|
|
2,200 |
|
|
|
132 |
|
Brown-Forman Corp, Cl B |
|
|
6,317 |
|
|
|
381 |
|
Bunge Global SA |
|
|
5,500 |
|
|
|
519 |
|
Campbell Soup Co |
|
|
7,678 |
|
|
|
327 |
|
Casey's General Stores Inc |
|
|
1,400 |
|
|
|
426 |
|
Celsius Holdings Inc * |
|
|
5,100 |
|
|
|
416 |
|
Church & Dwight Co Inc |
|
|
9,014 |
|
|
|
903 |
|
Clorox Co/The |
|
|
4,303 |
|
|
|
660 |
|
Coca-Cola Co/The |
|
|
146,140 |
|
|
|
8,771 |
|
Colgate-Palmolive Co |
|
|
31,450 |
|
|
|
2,721 |
|
Conagra Brands Inc |
|
|
18,576 |
|
|
|
522 |
|
Constellation Brands Inc, Cl A |
|
|
6,131 |
|
|
|
1,524 |
|
Costco Wholesale Corp |
|
|
16,581 |
|
|
|
12,334 |
|
Coty Inc, Cl A * |
|
|
17,622 |
|
|
|
221 |
|
Darling Ingredients Inc * |
|
|
7,000 |
|
|
|
296 |
|
Dollar General Corp |
|
|
8,500 |
|
|
|
1,235 |
|
Dollar Tree Inc * |
|
|
8,134 |
|
|
|
1,193 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
8,708 |
|
|
|
1,294 |
|
Flowers Foods Inc |
|
|
5,525 |
|
|
|
124 |
|
Freshpet Inc * |
|
|
1,100 |
|
|
|
124 |
|
General Mills Inc |
|
|
22,292 |
|
|
|
1,431 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Grocery Outlet Holding Corp * |
|
|
4,500 |
|
|
$ |
116 |
|
Hershey Co/The |
|
|
5,598 |
|
|
|
1,052 |
|
Hormel Foods Corp |
|
|
10,456 |
|
|
|
369 |
|
Ingredion Inc |
|
|
2,900 |
|
|
|
341 |
|
J M Smucker Co/The |
|
|
3,811 |
|
|
|
458 |
|
Kellanova |
|
|
10,703 |
|
|
|
590 |
|
Kenvue Inc |
|
|
65,012 |
|
|
|
1,235 |
|
Keurig Dr Pepper Inc |
|
|
36,700 |
|
|
|
1,098 |
|
Kimberly-Clark Corp |
|
|
12,918 |
|
|
|
1,565 |
|
Kraft Heinz Co/The |
|
|
30,702 |
|
|
|
1,083 |
|
Kroger Co/The |
|
|
24,546 |
|
|
|
1,218 |
|
Lamb Weston Holdings Inc |
|
|
5,062 |
|
|
|
517 |
|
McCormick & Co Inc/MD |
|
|
9,986 |
|
|
|
688 |
|
Molson Coors Beverage Co, Cl B |
|
|
6,262 |
|
|
|
391 |
|
Mondelez International Inc, Cl A |
|
|
51,806 |
|
|
|
3,786 |
|
Monster Beverage Corp * |
|
|
28,974 |
|
|
|
1,712 |
|
Olaplex Holdings Inc * |
|
|
4,200 |
|
|
|
8 |
|
PepsiCo Inc |
|
|
51,652 |
|
|
|
8,540 |
|
Performance Food Group Co * |
|
|
6,500 |
|
|
|
499 |
|
Philip Morris International Inc |
|
|
58,468 |
|
|
|
5,260 |
|
Pilgrim's Pride Corp * |
|
|
2,900 |
|
|
|
92 |
|
Post Holdings Inc * |
|
|
1,800 |
|
|
|
188 |
|
Procter & Gamble Co/The |
|
|
87,954 |
|
|
|
13,979 |
|
Reynolds Consumer Products Inc |
|
|
3,100 |
|
|
|
91 |
|
Seaboard Corp |
|
|
16 |
|
|
|
53 |
|
Spectrum Brands Holdings Inc |
|
|
418 |
|
|
|
34 |
|
Sysco Corp |
|
|
19,248 |
|
|
|
1,559 |
|
Target Corp |
|
|
17,575 |
|
|
|
2,688 |
|
Tyson Foods Inc, Cl A |
|
|
9,465 |
|
|
|
513 |
|
US Foods Holding Corp * |
|
|
9,000 |
|
|
|
457 |
|
Walgreens Boots Alliance Inc |
|
|
27,225 |
|
|
|
579 |
|
Walmart Inc |
|
|
160,737 |
|
|
|
9,421 |
|
WK Kellogg Co |
|
|
2,675 |
|
|
|
39 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
100,301 |
|
Energy — 3.6% |
|
|
|
|
Antero Midstream Corp |
|
|
9,100 |
|
|
|
122 |
|
Antero Resources Corp * |
|
|
12,900 |
|
|
|
332 |
|
APA Corp |
|
|
11,159 |
|
|
|
332 |
|
Baker Hughes Co, Cl A |
|
|
39,140 |
|
|
|
1,158 |
|
Cheniere Energy Inc |
|
|
9,000 |
|
|
|
1,397 |
|
Chesapeake Energy Corp (A) |
|
|
4,500 |
|
|
|
373 |
|
Chevron Corp |
|
|
64,167 |
|
|
|
9,754 |
|
ConocoPhillips |
|
|
45,155 |
|
|
|
5,082 |
|
Coterra Energy Inc, Cl A |
|
|
29,281 |
|
|
|
755 |
|
Devon Energy Corp |
|
|
24,127 |
|
|
|
1,063 |
|
Diamondback Energy Inc |
|
|
6,717 |
|
|
|
1,226 |
|
DT Midstream Inc |
|
|
2,882 |
|
|
|
166 |
|
EOG Resources Inc |
|
|
22,290 |
|
|
|
2,551 |
|
EQT Corp |
|
|
13,519 |
|
|
|
502 |
|
Exxon Mobil Corp |
|
|
151,338 |
|
|
|
15,818 |
|
Halliburton Co |
|
|
34,036 |
|
|
|
1,194 |
|
Hess Corp |
|
|
10,412 |
|
|
|
1,518 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
HF Sinclair Corp |
|
|
5,726 |
|
|
$ |
318 |
|
Kinder Morgan Inc |
|
|
72,722 |
|
|
|
1,265 |
|
Marathon Oil Corp |
|
|
21,476 |
|
|
|
521 |
|
Marathon Petroleum Corp |
|
|
14,319 |
|
|
|
2,423 |
|
New Fortress Energy Inc, Cl A |
|
|
1,500 |
|
|
|
53 |
|
NOV Inc |
|
|
14,580 |
|
|
|
246 |
|
Occidental Petroleum Corp |
|
|
25,819 |
|
|
|
1,565 |
|
ONEOK Inc |
|
|
21,958 |
|
|
|
1,650 |
|
Ovintiv Inc |
|
|
9,900 |
|
|
|
489 |
|
Phillips 66 |
|
|
16,788 |
|
|
|
2,392 |
|
Pioneer Natural Resources Co |
|
|
8,732 |
|
|
|
2,054 |
|
Range Resources Corp |
|
|
7,800 |
|
|
|
247 |
|
Schlumberger NV |
|
|
54,055 |
|
|
|
2,612 |
|
Southwestern Energy Co * |
|
|
45,300 |
|
|
|
316 |
|
Targa Resources Corp |
|
|
8,400 |
|
|
|
825 |
|
TechnipFMC PLC |
|
|
18,600 |
|
|
|
403 |
|
Texas Pacific Land Corp |
|
|
256 |
|
|
|
403 |
|
Valero Energy Corp |
|
|
12,536 |
|
|
|
1,773 |
|
Williams Cos Inc/The |
|
|
47,396 |
|
|
|
1,703 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
64,601 |
|
Financials — 13.3% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
820 |
|
|
|
128 |
|
Affirm Holdings Inc, Cl A * |
|
|
6,900 |
|
|
|
259 |
|
Aflac Inc |
|
|
21,512 |
|
|
|
1,737 |
|
AGNC Investment Corp ‡(A) |
|
|
26,859 |
|
|
|
257 |
|
Allstate Corp/The |
|
|
9,725 |
|
|
|
1,551 |
|
Ally Financial Inc |
|
|
11,500 |
|
|
|
425 |
|
American Express Co |
|
|
21,572 |
|
|
|
4,733 |
|
American Financial Group Inc/OH |
|
|
2,914 |
|
|
|
372 |
|
American International Group Inc |
|
|
26,823 |
|
|
|
1,955 |
|
Ameriprise Financial Inc |
|
|
3,880 |
|
|
|
1,581 |
|
Annaly Capital Management Inc ‡ |
|
|
20,902 |
|
|
|
399 |
|
Aon PLC, Cl A |
|
|
7,221 |
|
|
|
2,282 |
|
Apollo Global Management Inc |
|
|
19,719 |
|
|
|
2,205 |
|
Arch Capital Group Ltd * |
|
|
13,000 |
|
|
|
1,139 |
|
Ares Management Corp, Cl A |
|
|
5,900 |
|
|
|
782 |
|
Arthur J Gallagher & Co |
|
|
7,987 |
|
|
|
1,948 |
|
Assurant Inc |
|
|
1,693 |
|
|
|
307 |
|
Assured Guaranty Ltd |
|
|
2,600 |
|
|
|
238 |
|
Axis Capital Holdings Ltd |
|
|
3,800 |
|
|
|
238 |
|
Bank of America Corp |
|
|
256,963 |
|
|
|
8,870 |
|
Bank of New York Mellon Corp/The |
|
|
28,909 |
|
|
|
1,621 |
|
Bank OZK |
|
|
3,900 |
|
|
|
171 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
68,600 |
|
|
|
28,085 |
|
BlackRock Inc, Cl A |
|
|
5,585 |
|
|
|
4,531 |
|
Blackstone Inc |
|
|
26,400 |
|
|
|
3,374 |
|
Block Inc, Cl A * |
|
|
20,300 |
|
|
|
1,613 |
|
Blue Owl Capital Inc, Cl A |
|
|
14,500 |
|
|
|
260 |
|
BOK Financial Corp |
|
|
1,475 |
|
|
|
125 |
|
Brighthouse Financial Inc * |
|
|
1,528 |
|
|
|
71 |
|
Brown & Brown Inc |
|
|
8,548 |
|
|
|
720 |
|
Capital One Financial Corp |
|
|
14,425 |
|
|
|
1,985 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Carlyle Group Inc/The |
|
|
8,300 |
|
|
$ |
381 |
|
Cboe Global Markets Inc |
|
|
3,800 |
|
|
|
730 |
|
Charles Schwab Corp/The |
|
|
54,940 |
|
|
|
3,669 |
|
Chubb Ltd |
|
|
14,991 |
|
|
|
3,773 |
|
Cincinnati Financial Corp |
|
|
5,686 |
|
|
|
648 |
|
Citigroup Inc |
|
|
71,004 |
|
|
|
3,940 |
|
Citizens Financial Group Inc |
|
|
17,600 |
|
|
|
552 |
|
CME Group Inc, Cl A |
|
|
13,270 |
|
|
|
2,924 |
|
CNA Financial Corp |
|
|
1,500 |
|
|
|
66 |
|
Coinbase Global Inc, Cl A * |
|
|
6,100 |
|
|
|
1,242 |
|
Columbia Banking System Inc |
|
|
6,732 |
|
|
|
122 |
|
Comerica Inc |
|
|
5,753 |
|
|
|
284 |
|
Commerce Bancshares Inc/MO |
|
|
4,461 |
|
|
|
232 |
|
Corebridge Financial Inc |
|
|
5,700 |
|
|
|
142 |
|
Credit Acceptance Corp * |
|
|
300 |
|
|
|
166 |
|
Cullen/Frost Bankers Inc |
|
|
2,568 |
|
|
|
279 |
|
Discover Financial Services |
|
|
9,389 |
|
|
|
1,133 |
|
East West Bancorp Inc |
|
|
5,900 |
|
|
|
430 |
|
Equitable Holdings Inc |
|
|
14,300 |
|
|
|
490 |
|
Euronet Worldwide Inc * |
|
|
2,100 |
|
|
|
230 |
|
Evercore Inc, Cl A |
|
|
1,100 |
|
|
|
206 |
|
Everest Group Ltd |
|
|
1,700 |
|
|
|
627 |
|
Eversource Energy |
|
|
13,626 |
|
|
|
800 |
|
FactSet Research Systems Inc |
|
|
1,425 |
|
|
|
659 |
|
Fidelity National Financial Inc |
|
|
8,652 |
|
|
|
438 |
|
Fidelity National Information Services Inc |
|
|
22,848 |
|
|
|
1,581 |
|
Fifth Third Bancorp |
|
|
25,582 |
|
|
|
878 |
|
First American Financial Corp |
|
|
4,500 |
|
|
|
263 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
400 |
|
|
|
629 |
|
First Hawaiian Inc |
|
|
6,600 |
|
|
|
138 |
|
First Horizon Corp |
|
|
24,656 |
|
|
|
348 |
|
Fiserv Inc * |
|
|
22,074 |
|
|
|
3,295 |
|
FleetCor Technologies Inc * |
|
|
2,700 |
|
|
|
754 |
|
FNB Corp/PA |
|
|
17,100 |
|
|
|
228 |
|
Franklin Resources Inc |
|
|
12,649 |
|
|
|
347 |
|
Global Payments Inc |
|
|
9,852 |
|
|
|
1,278 |
|
Globe Life Inc |
|
|
3,087 |
|
|
|
392 |
|
Goldman Sachs Group Inc/The |
|
|
11,975 |
|
|
|
4,659 |
|
Hanover Insurance Group Inc/The |
|
|
1,093 |
|
|
|
144 |
|
Hartford Financial Services Group Inc/The |
|
|
11,410 |
|
|
|
1,094 |
|
Houlihan Lokey Inc, Cl A |
|
|
2,100 |
|
|
|
270 |
|
Huntington Bancshares Inc/OH |
|
|
52,782 |
|
|
|
688 |
|
Interactive Brokers Group Inc, Cl A |
|
|
4,100 |
|
|
|
446 |
|
Intercontinental Exchange Inc |
|
|
20,900 |
|
|
|
2,893 |
|
Invesco Ltd |
|
|
12,000 |
|
|
|
185 |
|
Jack Henry & Associates Inc |
|
|
2,600 |
|
|
|
452 |
|
Janus Henderson Group PLC |
|
|
5,400 |
|
|
|
168 |
|
Jefferies Financial Group Inc |
|
|
7,506 |
|
|
|
314 |
|
JPMorgan Chase & Co |
|
|
107,970 |
|
|
|
20,089 |
|
Kemper Corp |
|
|
3,300 |
|
|
|
189 |
|
KeyCorp |
|
|
31,151 |
|
|
|
445 |
|
Kinsale Capital Group Inc |
|
|
900 |
|
|
|
465 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
KKR & Co Inc |
|
|
25,100 |
|
|
$ |
2,466 |
|
Lazard Inc, Cl A |
|
|
3,800 |
|
|
|
146 |
|
Lincoln National Corp |
|
|
7,788 |
|
|
|
214 |
|
Loews Corp |
|
|
6,236 |
|
|
|
468 |
|
LPL Financial Holdings Inc |
|
|
2,900 |
|
|
|
777 |
|
M&T Bank Corp |
|
|
6,157 |
|
|
|
860 |
|
Markel Group Inc * |
|
|
477 |
|
|
|
712 |
|
MarketAxess Holdings Inc |
|
|
1,200 |
|
|
|
256 |
|
Marsh & McLennan Cos Inc |
|
|
18,865 |
|
|
|
3,816 |
|
Mastercard Inc, Cl A |
|
|
31,000 |
|
|
|
14,718 |
|
MetLife Inc |
|
|
23,309 |
|
|
|
1,626 |
|
MGIC Investment Corp |
|
|
10,600 |
|
|
|
211 |
|
Moody's Corp |
|
|
6,027 |
|
|
|
2,287 |
|
Morgan Stanley |
|
|
44,614 |
|
|
|
3,839 |
|
Morningstar Inc |
|
|
800 |
|
|
|
239 |
|
MSCI Inc, Cl A |
|
|
2,900 |
|
|
|
1,627 |
|
Nasdaq Inc |
|
|
12,930 |
|
|
|
727 |
|
NCR Atleos Corp * |
|
|
3,294 |
|
|
|
72 |
|
New York Community Bancorp Inc (A) |
|
|
29,972 |
|
|
|
144 |
|
Northern Trust Corp |
|
|
7,505 |
|
|
|
616 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
84,900 |
|
|
|
941 |
|
Old Republic International Corp |
|
|
9,290 |
|
|
|
269 |
|
OneMain Holdings Inc, Cl A |
|
|
4,600 |
|
|
|
217 |
|
PayPal Holdings Inc * |
|
|
40,411 |
|
|
|
2,438 |
|
Pinnacle Financial Partners Inc |
|
|
2,300 |
|
|
|
190 |
|
PNC Financial Services Group Inc/The |
|
|
15,322 |
|
|
|
2,255 |
|
Popular Inc |
|
|
2,853 |
|
|
|
239 |
|
Primerica Inc |
|
|
1,000 |
|
|
|
245 |
|
Principal Financial Group Inc |
|
|
8,508 |
|
|
|
688 |
|
Progressive Corp/The |
|
|
21,680 |
|
|
|
4,110 |
|
Prosperity Bancshares Inc |
|
|
3,900 |
|
|
|
243 |
|
Prudential Financial Inc |
|
|
13,963 |
|
|
|
1,522 |
|
Raymond James Financial Inc |
|
|
7,431 |
|
|
|
894 |
|
Regions Financial Corp |
|
|
34,987 |
|
|
|
652 |
|
Reinsurance Group of America Inc, Cl A |
|
|
2,699 |
|
|
|
477 |
|
RenaissanceRe Holdings Ltd |
|
|
2,100 |
|
|
|
472 |
|
Rithm Capital Corp ‡ |
|
|
22,300 |
|
|
|
242 |
|
RLI Corp |
|
|
1,700 |
|
|
|
249 |
|
Robinhood Markets Inc, Cl A * |
|
|
22,200 |
|
|
|
362 |
|
Rocket Cos Inc, Cl A *(A) |
|
|
7,200 |
|
|
|
90 |
|
Ryan Specialty Holdings Inc, Cl A * |
|
|
2,700 |
|
|
|
141 |
|
S&P Global Inc |
|
|
12,076 |
|
|
|
5,173 |
|
SEI Investments Co † |
|
|
4,542 |
|
|
|
305 |
|
Shift4 Payments Inc, Cl A * |
|
|
2,400 |
|
|
|
197 |
|
SLM Corp |
|
|
8,731 |
|
|
|
182 |
|
SoFi Technologies Inc *(A) |
|
|
32,100 |
|
|
|
288 |
|
Starwood Property Trust Inc ‡ |
|
|
12,800 |
|
|
|
261 |
|
State Street Corp |
|
|
12,279 |
|
|
|
905 |
|
Stifel Financial Corp |
|
|
4,200 |
|
|
|
319 |
|
Synchrony Financial |
|
|
16,018 |
|
|
|
662 |
|
Synovus Financial Corp |
|
|
4,296 |
|
|
|
163 |
|
T Rowe Price Group Inc |
|
|
8,730 |
|
|
|
990 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
TFS Financial Corp |
|
|
2,500 |
|
|
$ |
32 |
|
Toast Inc, Cl A * |
|
|
15,000 |
|
|
|
345 |
|
TPG Inc, Cl A |
|
|
2,700 |
|
|
|
120 |
|
Tradeweb Markets Inc, Cl A |
|
|
4,000 |
|
|
|
423 |
|
Travelers Cos Inc/The |
|
|
8,775 |
|
|
|
1,939 |
|
Truist Financial Corp |
|
|
50,563 |
|
|
|
1,769 |
|
Unum Group |
|
|
7,905 |
|
|
|
391 |
|
US Bancorp |
|
|
58,997 |
|
|
|
2,475 |
|
UWM Holdings Corp |
|
|
2,300 |
|
|
|
15 |
|
Virtu Financial Inc, Cl A |
|
|
4,500 |
|
|
|
81 |
|
Visa Inc, Cl A |
|
|
59,700 |
|
|
|
16,874 |
|
Voya Financial Inc |
|
|
4,400 |
|
|
|
301 |
|
W R Berkley Corp |
|
|
7,381 |
|
|
|
617 |
|
Webster Financial Corp |
|
|
6,946 |
|
|
|
331 |
|
Wells Fargo & Co |
|
|
138,566 |
|
|
|
7,703 |
|
Western Alliance Bancorp |
|
|
3,100 |
|
|
|
179 |
|
Western Union Co/The |
|
|
17,028 |
|
|
|
228 |
|
WEX Inc * |
|
|
1,500 |
|
|
|
330 |
|
White Mountains Insurance Group Ltd |
|
|
79 |
|
|
|
139 |
|
Willis Towers Watson PLC |
|
|
3,962 |
|
|
|
1,080 |
|
Wintrust Financial Corp |
|
|
2,900 |
|
|
|
279 |
|
XP Inc, Cl A |
|
|
14,000 |
|
|
|
331 |
|
Zions Bancorp NA |
|
|
5,602 |
|
|
|
221 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
239,162 |
|
Health Care — 12.1% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
4,400 |
|
|
|
205 |
|
Abbott Laboratories |
|
|
65,437 |
|
|
|
7,763 |
|
AbbVie Inc |
|
|
65,901 |
|
|
|
11,602 |
|
Acadia Healthcare Co Inc * |
|
|
3,500 |
|
|
|
292 |
|
Agilent Technologies Inc |
|
|
10,964 |
|
|
|
1,506 |
|
agilon health Inc * |
|
|
8,800 |
|
|
|
54 |
|
Align Technology Inc * |
|
|
3,000 |
|
|
|
907 |
|
Alnylam Pharmaceuticals Inc * |
|
|
4,800 |
|
|
|
725 |
|
Amedisys Inc * |
|
|
1,600 |
|
|
|
149 |
|
Amgen Inc |
|
|
20,158 |
|
|
|
5,520 |
|
Apellis Pharmaceuticals Inc * |
|
|
4,200 |
|
|
|
260 |
|
Avantor Inc * |
|
|
23,800 |
|
|
|
586 |
|
Azenta Inc * |
|
|
1,800 |
|
|
|
117 |
|
Baxter International Inc |
|
|
18,515 |
|
|
|
758 |
|
Becton Dickinson & Co |
|
|
10,670 |
|
|
|
2,513 |
|
Biogen Inc * |
|
|
5,500 |
|
|
|
1,193 |
|
BioMarin Pharmaceutical Inc * |
|
|
6,800 |
|
|
|
587 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
900 |
|
|
|
293 |
|
Bio-Techne Corp |
|
|
6,564 |
|
|
|
483 |
|
Boston Scientific Corp * |
|
|
55,639 |
|
|
|
3,684 |
|
Bristol-Myers Squibb Co |
|
|
75,519 |
|
|
|
3,833 |
|
Bruker Corp |
|
|
4,400 |
|
|
|
381 |
|
Cardinal Health Inc |
|
|
9,529 |
|
|
|
1,067 |
|
Catalent Inc * |
|
|
6,300 |
|
|
|
361 |
|
Cencora Inc |
|
|
6,224 |
|
|
|
1,466 |
|
Centene Corp * |
|
|
20,758 |
|
|
|
1,628 |
|
Certara Inc * |
|
|
5,700 |
|
|
|
96 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Charles River Laboratories International Inc * |
|
|
1,943 |
|
|
$ |
494 |
|
Chemed Corp |
|
|
500 |
|
|
|
313 |
|
Cigna Group/The |
|
|
10,802 |
|
|
|
3,631 |
|
Cooper Cos Inc/The |
|
|
6,816 |
|
|
|
638 |
|
CVS Health Corp |
|
|
47,499 |
|
|
|
3,532 |
|
Danaher Corp |
|
|
24,802 |
|
|
|
6,278 |
|
DaVita Inc * |
|
|
2,285 |
|
|
|
290 |
|
DENTSPLY SIRONA Inc |
|
|
9,466 |
|
|
|
309 |
|
Dexcom Inc * |
|
|
14,600 |
|
|
|
1,680 |
|
Doximity Inc, Cl A * |
|
|
3,700 |
|
|
|
104 |
|
Edwards Lifesciences Corp * |
|
|
23,084 |
|
|
|
1,959 |
|
Elanco Animal Health Inc * |
|
|
14,137 |
|
|
|
225 |
|
Elevance Health Inc |
|
|
8,831 |
|
|
|
4,427 |
|
Eli Lilly & Co |
|
|
31,671 |
|
|
|
23,870 |
|
Encompass Health Corp |
|
|
3,800 |
|
|
|
283 |
|
Enovis Corp * |
|
|
2,166 |
|
|
|
130 |
|
Envista Holdings Corp * |
|
|
4,500 |
|
|
|
93 |
|
Exact Sciences Corp * |
|
|
6,600 |
|
|
|
380 |
|
Exelixis Inc * |
|
|
10,500 |
|
|
|
230 |
|
Fortrea Holdings Inc * |
|
|
3,890 |
|
|
|
146 |
|
GE HealthCare Technologies Inc |
|
|
14,556 |
|
|
|
1,329 |
|
Gilead Sciences Inc |
|
|
46,334 |
|
|
|
3,341 |
|
Globus Medical Inc, Cl A * |
|
|
4,000 |
|
|
|
216 |
|
HCA Healthcare Inc |
|
|
7,500 |
|
|
|
2,338 |
|
Henry Schein Inc * |
|
|
4,568 |
|
|
|
349 |
|
Hologic Inc * |
|
|
9,000 |
|
|
|
664 |
|
Humana Inc |
|
|
4,775 |
|
|
|
1,673 |
|
ICON PLC * |
|
|
3,000 |
|
|
|
962 |
|
ICU Medical Inc * |
|
|
1,000 |
|
|
|
109 |
|
IDEXX Laboratories Inc * |
|
|
3,104 |
|
|
|
1,785 |
|
Illumina Inc * |
|
|
6,105 |
|
|
|
854 |
|
Incyte Corp * |
|
|
7,600 |
|
|
|
444 |
|
Inspire Medical Systems Inc * |
|
|
1,200 |
|
|
|
215 |
|
Insulet Corp * |
|
|
2,400 |
|
|
|
394 |
|
Integra LifeSciences Holdings Corp * |
|
|
3,600 |
|
|
|
133 |
|
Intuitive Surgical Inc * |
|
|
13,115 |
|
|
|
5,057 |
|
Ionis Pharmaceuticals Inc * |
|
|
5,900 |
|
|
|
267 |
|
IQVIA Holdings Inc * |
|
|
7,013 |
|
|
|
1,733 |
|
Jazz Pharmaceuticals PLC * |
|
|
2,700 |
|
|
|
321 |
|
Johnson & Johnson |
|
|
90,100 |
|
|
|
14,540 |
|
Karuna Therapeutics Inc * |
|
|
1,500 |
|
|
|
471 |
|
Laboratory Corp of America Holdings |
|
|
3,290 |
|
|
|
710 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
5,700 |
|
|
|
44 |
|
Masimo Corp * |
|
|
1,100 |
|
|
|
141 |
|
McKesson Corp |
|
|
5,170 |
|
|
|
2,696 |
|
Medpace Holdings Inc * |
|
|
1,000 |
|
|
|
397 |
|
Medtronic PLC |
|
|
49,926 |
|
|
|
4,162 |
|
Merck & Co Inc |
|
|
94,843 |
|
|
|
12,059 |
|
Mettler-Toledo International Inc * |
|
|
849 |
|
|
|
1,059 |
|
Moderna Inc * |
|
|
12,800 |
|
|
|
1,181 |
|
Molina Healthcare Inc * |
|
|
2,100 |
|
|
|
827 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Natera Inc * |
|
|
4,300 |
|
|
$ |
372 |
|
Neurocrine Biosciences Inc * |
|
|
3,900 |
|
|
|
509 |
|
Novocure Ltd * |
|
|
4,100 |
|
|
|
63 |
|
Organon & Co |
|
|
9,754 |
|
|
|
170 |
|
Penumbra Inc * |
|
|
1,400 |
|
|
|
329 |
|
Perrigo Co PLC |
|
|
7,800 |
|
|
|
205 |
|
Pfizer Inc |
|
|
213,122 |
|
|
|
5,661 |
|
Premier Inc, Cl A |
|
|
6,100 |
|
|
|
127 |
|
QIAGEN NV |
|
|
7,217 |
|
|
|
309 |
|
Quest Diagnostics Inc |
|
|
3,844 |
|
|
|
480 |
|
QuidelOrtho Corp * |
|
|
1,900 |
|
|
|
87 |
|
R1 RCM Inc * |
|
|
6,500 |
|
|
|
91 |
|
Regeneron Pharmaceuticals Inc * |
|
|
3,842 |
|
|
|
3,712 |
|
Repligen Corp * |
|
|
2,300 |
|
|
|
446 |
|
ResMed Inc |
|
|
5,412 |
|
|
|
940 |
|
Revvity Inc |
|
|
4,134 |
|
|
|
453 |
|
Roivant Sciences Ltd * |
|
|
10,300 |
|
|
|
118 |
|
Royalty Pharma PLC, Cl A |
|
|
13,200 |
|
|
|
400 |
|
Sarepta Therapeutics Inc * |
|
|
3,400 |
|
|
|
435 |
|
Shockwave Medical Inc * |
|
|
1,500 |
|
|
|
391 |
|
Sotera Health Co * |
|
|
4,500 |
|
|
|
68 |
|
STERIS PLC |
|
|
3,800 |
|
|
|
885 |
|
Stryker Corp |
|
|
13,204 |
|
|
|
4,609 |
|
Tandem Diabetes Care Inc * |
|
|
3,300 |
|
|
|
88 |
|
Teladoc Health Inc * |
|
|
7,853 |
|
|
|
118 |
|
Teleflex Inc |
|
|
1,640 |
|
|
|
365 |
|
Tenet Healthcare Corp * |
|
|
4,200 |
|
|
|
391 |
|
Thermo Fisher Scientific Inc |
|
|
14,425 |
|
|
|
8,225 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
3,500 |
|
|
|
181 |
|
United Therapeutics Corp * |
|
|
1,900 |
|
|
|
429 |
|
UnitedHealth Group Inc |
|
|
34,720 |
|
|
|
17,138 |
|
Universal Health Services Inc, Cl B |
|
|
2,476 |
|
|
|
414 |
|
Veeva Systems Inc, Cl A * |
|
|
5,500 |
|
|
|
1,240 |
|
Vertex Pharmaceuticals Inc * |
|
|
9,700 |
|
|
|
4,081 |
|
Viatris Inc |
|
|
43,922 |
|
|
|
543 |
|
Waters Corp * |
|
|
2,373 |
|
|
|
801 |
|
West Pharmaceutical Services Inc |
|
|
2,900 |
|
|
|
1,039 |
|
Zimmer Biomet Holdings Inc |
|
|
7,525 |
|
|
|
936 |
|
Zoetis Inc, Cl A |
|
|
17,144 |
|
|
|
3,400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
217,761 |
|
Industrials — 9.3% |
|
|
|
|
3M Co |
|
|
20,962 |
|
|
|
1,931 |
|
A O Smith Corp |
|
|
4,100 |
|
|
|
340 |
|
Acuity Brands Inc |
|
|
1,200 |
|
|
|
301 |
|
Advanced Drainage Systems Inc |
|
|
2,200 |
|
|
|
359 |
|
AECOM |
|
|
5,416 |
|
|
|
481 |
|
AGCO Corp |
|
|
2,400 |
|
|
|
263 |
|
Air Lease Corp, Cl A |
|
|
2,800 |
|
|
|
112 |
|
Alaska Air Group Inc * |
|
|
3,600 |
|
|
|
135 |
|
Allegion plc |
|
|
2,866 |
|
|
|
366 |
|
Allison Transmission Holdings Inc |
|
|
2,600 |
|
|
|
196 |
|
American Airlines Group Inc * |
|
|
24,600 |
|
|
|
386 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
AMETEK Inc |
|
|
8,728 |
|
|
$ |
1,573 |
|
Armstrong World Industries Inc |
|
|
1,100 |
|
|
|
133 |
|
Automatic Data Processing Inc |
|
|
15,392 |
|
|
|
3,865 |
|
Avis Budget Group Inc |
|
|
1,000 |
|
|
|
108 |
|
Axon Enterprise Inc * |
|
|
2,500 |
|
|
|
768 |
|
AZEK Co Inc/The, Cl A * |
|
|
6,100 |
|
|
|
293 |
|
Boeing Co/The * |
|
|
20,993 |
|
|
|
4,277 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
4,600 |
|
|
|
679 |
|
Broadridge Financial Solutions Inc |
|
|
4,373 |
|
|
|
890 |
|
Builders FirstSource Inc * |
|
|
4,700 |
|
|
|
917 |
|
BWX Technologies Inc |
|
|
3,950 |
|
|
|
398 |
|
CACI International Inc, Cl A * |
|
|
736 |
|
|
|
276 |
|
Carlisle Cos Inc |
|
|
1,866 |
|
|
|
653 |
|
Carrier Global Corp |
|
|
31,378 |
|
|
|
1,744 |
|
Caterpillar Inc |
|
|
19,247 |
|
|
|
6,428 |
|
CH Robinson Worldwide Inc |
|
|
4,048 |
|
|
|
300 |
|
ChargePoint Holdings Inc *(A) |
|
|
14,500 |
|
|
|
30 |
|
Cintas Corp |
|
|
3,257 |
|
|
|
2,047 |
|
Clarivate PLC *(A) |
|
|
22,600 |
|
|
|
162 |
|
Clean Harbors Inc * |
|
|
2,000 |
|
|
|
364 |
|
CNH Industrial NV |
|
|
41,300 |
|
|
|
494 |
|
Concentrix Corp |
|
|
2,200 |
|
|
|
159 |
|
Copart Inc * |
|
|
32,844 |
|
|
|
1,746 |
|
Core & Main Inc, Cl A * |
|
|
6,500 |
|
|
|
310 |
|
Crane Co |
|
|
2,100 |
|
|
|
255 |
|
CSX Corp |
|
|
75,388 |
|
|
|
2,860 |
|
Cummins Inc |
|
|
5,212 |
|
|
|
1,400 |
|
Curtiss-Wright Corp |
|
|
1,200 |
|
|
|
284 |
|
Dayforce Inc * |
|
|
5,200 |
|
|
|
363 |
|
Deere & Co |
|
|
9,819 |
|
|
|
3,584 |
|
Delta Air Lines Inc |
|
|
24,100 |
|
|
|
1,019 |
|
Donaldson Co Inc |
|
|
5,444 |
|
|
|
390 |
|
Dover Corp |
|
|
5,057 |
|
|
|
836 |
|
Driven Brands Holdings Inc * |
|
|
2,400 |
|
|
|
33 |
|
Dun & Bradstreet Holdings Inc |
|
|
8,900 |
|
|
|
94 |
|
Eaton Corp PLC |
|
|
14,816 |
|
|
|
4,282 |
|
EMCOR Group Inc |
|
|
1,500 |
|
|
|
470 |
|
Emerson Electric Co |
|
|
21,810 |
|
|
|
2,330 |
|
Equifax Inc |
|
|
4,656 |
|
|
|
1,274 |
|
Esab Corp |
|
|
2,166 |
|
|
|
215 |
|
Expeditors International of Washington Inc |
|
|
5,448 |
|
|
|
652 |
|
Fastenal Co |
|
|
21,548 |
|
|
|
1,573 |
|
FedEx Corp |
|
|
8,944 |
|
|
|
2,227 |
|
Ferguson PLC |
|
|
7,400 |
|
|
|
1,565 |
|
Flowserve Corp |
|
|
3,500 |
|
|
|
148 |
|
Fortive Corp |
|
|
12,653 |
|
|
|
1,077 |
|
Fortune Brands Innovations Inc |
|
|
4,120 |
|
|
|
335 |
|
FTI Consulting Inc * |
|
|
1,100 |
|
|
|
228 |
|
Gates Industrial Corp PLC * |
|
|
4,900 |
|
|
|
72 |
|
Generac Holdings Inc * |
|
|
2,700 |
|
|
|
304 |
|
General Dynamics Corp |
|
|
9,272 |
|
|
|
2,534 |
|
General Electric Co |
|
|
40,870 |
|
|
|
6,412 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Genpact Ltd |
|
|
6,800 |
|
|
$ |
231 |
|
Graco Inc |
|
|
6,272 |
|
|
|
572 |
|
GXO Logistics Inc * |
|
|
5,000 |
|
|
|
259 |
|
Hayward Holdings Inc * |
|
|
2,100 |
|
|
|
31 |
|
HEICO Corp |
|
|
1,410 |
|
|
|
273 |
|
HEICO Corp, Cl A |
|
|
3,121 |
|
|
|
486 |
|
Hertz Global Holdings Inc *(A) |
|
|
5,400 |
|
|
|
42 |
|
Hexcel Corp |
|
|
2,600 |
|
|
|
194 |
|
Honeywell International Inc |
|
|
24,790 |
|
|
|
4,927 |
|
Howmet Aerospace Inc |
|
|
14,167 |
|
|
|
943 |
|
Hubbell Inc, Cl B |
|
|
1,992 |
|
|
|
758 |
|
Huntington Ingalls Industries Inc |
|
|
1,537 |
|
|
|
448 |
|
IDEX Corp |
|
|
3,093 |
|
|
|
730 |
|
Illinois Tool Works Inc |
|
|
10,980 |
|
|
|
2,878 |
|
Ingersoll Rand Inc |
|
|
15,265 |
|
|
|
1,394 |
|
ITT Inc |
|
|
3,451 |
|
|
|
435 |
|
Jacobs Solutions Inc |
|
|
4,684 |
|
|
|
687 |
|
JB Hunt Transport Services Inc |
|
|
3,052 |
|
|
|
630 |
|
Johnson Controls International plc |
|
|
24,666 |
|
|
|
1,462 |
|
KBR Inc |
|
|
5,500 |
|
|
|
330 |
|
Kirby Corp * |
|
|
1,800 |
|
|
|
158 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
6,400 |
|
|
|
361 |
|
L3Harris Technologies Inc |
|
|
7,034 |
|
|
|
1,489 |
|
Landstar System Inc |
|
|
1,565 |
|
|
|
298 |
|
Leidos Holdings Inc |
|
|
4,673 |
|
|
|
597 |
|
Lennox International Inc |
|
|
1,320 |
|
|
|
622 |
|
Lincoln Electric Holdings Inc |
|
|
2,200 |
|
|
|
565 |
|
Lockheed Martin Corp |
|
|
8,173 |
|
|
|
3,500 |
|
Lyft Inc, Cl A * |
|
|
14,900 |
|
|
|
237 |
|
ManpowerGroup Inc |
|
|
1,484 |
|
|
|
107 |
|
Masco Corp |
|
|
7,779 |
|
|
|
597 |
|
MasTec Inc * |
|
|
1,900 |
|
|
|
143 |
|
MDU Resources Group Inc |
|
|
8,721 |
|
|
|
189 |
|
Mercury Systems Inc * |
|
|
2,800 |
|
|
|
84 |
|
Middleby Corp/The * |
|
|
2,100 |
|
|
|
320 |
|
MSA Safety Inc |
|
|
1,100 |
|
|
|
203 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
1,320 |
|
|
|
133 |
|
Nordson Corp |
|
|
2,100 |
|
|
|
558 |
|
Norfolk Southern Corp |
|
|
8,695 |
|
|
|
2,203 |
|
Northrop Grumman Corp |
|
|
5,378 |
|
|
|
2,479 |
|
nVent Electric PLC |
|
|
5,273 |
|
|
|
355 |
|
Old Dominion Freight Line Inc |
|
|
3,700 |
|
|
|
1,637 |
|
Oshkosh Corp |
|
|
2,859 |
|
|
|
317 |
|
Otis Worldwide Corp |
|
|
15,339 |
|
|
|
1,462 |
|
Owens Corning |
|
|
3,200 |
|
|
|
479 |
|
PACCAR Inc |
|
|
19,544 |
|
|
|
2,167 |
|
Parker-Hannifin Corp |
|
|
4,804 |
|
|
|
2,572 |
|
Paychex Inc |
|
|
12,007 |
|
|
|
1,472 |
|
Paycom Software Inc |
|
|
1,900 |
|
|
|
347 |
|
Paycor HCM Inc * |
|
|
1,700 |
|
|
|
36 |
|
Paylocity Holding Corp * |
|
|
1,700 |
|
|
|
287 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Pentair PLC |
|
|
6,373 |
|
|
$ |
496 |
|
Plug Power Inc * |
|
|
21,700 |
|
|
|
77 |
|
Quanta Services Inc |
|
|
5,467 |
|
|
|
1,320 |
|
RB Global Inc |
|
|
6,110 |
|
|
|
464 |
|
RBC Bearings Inc * |
|
|
1,200 |
|
|
|
327 |
|
Regal Rexnord Corp |
|
|
2,776 |
|
|
|
476 |
|
Republic Services Inc, Cl A |
|
|
7,642 |
|
|
|
1,403 |
|
Robert Half Inc |
|
|
3,376 |
|
|
|
271 |
|
Rockwell Automation Inc |
|
|
4,304 |
|
|
|
1,227 |
|
Rollins Inc |
|
|
8,737 |
|
|
|
385 |
|
RTX Corp |
|
|
54,162 |
|
|
|
4,857 |
|
Ryder System Inc |
|
|
1,306 |
|
|
|
149 |
|
Saia Inc * |
|
|
1,100 |
|
|
|
633 |
|
Schneider National Inc, Cl B |
|
|
3,000 |
|
|
|
71 |
|
Science Applications International Corp |
|
|
1,500 |
|
|
|
210 |
|
Sensata Technologies Holding PLC |
|
|
5,100 |
|
|
|
176 |
|
SiteOne Landscape Supply Inc * |
|
|
1,500 |
|
|
|
253 |
|
Snap-on Inc |
|
|
1,791 |
|
|
|
494 |
|
Southwest Airlines Co |
|
|
22,320 |
|
|
|
765 |
|
Spirit AeroSystems Holdings Inc, Cl A * |
|
|
5,400 |
|
|
|
154 |
|
SS&C Technologies Holdings Inc |
|
|
8,000 |
|
|
|
510 |
|
Stanley Black & Decker Inc |
|
|
5,593 |
|
|
|
499 |
|
Stericycle Inc * |
|
|
2,526 |
|
|
|
137 |
|
Sunrun Inc * |
|
|
7,400 |
|
|
|
89 |
|
Tetra Tech Inc |
|
|
2,200 |
|
|
|
390 |
|
Textron Inc |
|
|
7,222 |
|
|
|
643 |
|
Timken Co/The |
|
|
2,669 |
|
|
|
224 |
|
Toro Co/The |
|
|
4,440 |
|
|
|
410 |
|
Trane Technologies PLC |
|
|
8,700 |
|
|
|
2,453 |
|
TransDigm Group Inc |
|
|
1,993 |
|
|
|
2,347 |
|
TransUnion |
|
|
7,900 |
|
|
|
613 |
|
Trex Co Inc * |
|
|
3,400 |
|
|
|
312 |
|
Uber Technologies Inc * |
|
|
74,100 |
|
|
|
5,891 |
|
U-Haul Holding Co *(A) |
|
|
400 |
|
|
|
26 |
|
U-Haul Holding Co, Cl B |
|
|
3,600 |
|
|
|
229 |
|
Union Pacific Corp |
|
|
22,932 |
|
|
|
5,818 |
|
United Airlines Holdings Inc * |
|
|
13,400 |
|
|
|
610 |
|
United Parcel Service Inc, Cl B |
|
|
27,241 |
|
|
|
4,039 |
|
United Rentals Inc |
|
|
2,600 |
|
|
|
1,802 |
|
Valmont Industries Inc |
|
|
900 |
|
|
|
191 |
|
Veralto Corp |
|
|
8,467 |
|
|
|
732 |
|
Verisk Analytics Inc, Cl A |
|
|
5,300 |
|
|
|
1,282 |
|
Vertiv Holdings Co, Cl A |
|
|
12,000 |
|
|
|
811 |
|
Vestis Corp |
|
|
5,150 |
|
|
|
97 |
|
Waste Management Inc |
|
|
15,394 |
|
|
|
3,166 |
|
Watsco Inc |
|
|
1,300 |
|
|
|
512 |
|
WESCO International Inc |
|
|
1,800 |
|
|
|
269 |
|
Westinghouse Air Brake Technologies Corp |
|
|
6,737 |
|
|
|
952 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
6,700 |
|
|
|
320 |
|
Woodward Inc |
|
|
2,500 |
|
|
|
354 |
|
WW Grainger Inc |
|
|
1,687 |
|
|
|
1,642 |
|
XPO Inc * |
|
|
3,800 |
|
|
|
457 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Xylem Inc/NY |
|
|
9,002 |
|
|
$ |
1,144 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
167,163 |
|
Information Technology — 28.0% |
|
|
|
|
Accenture PLC, Cl A |
|
|
23,700 |
|
|
|
8,882 |
|
Adobe Inc * |
|
|
17,102 |
|
|
|
9,582 |
|
Advanced Micro Devices Inc * |
|
|
60,213 |
|
|
|
11,593 |
|
Akamai Technologies Inc * |
|
|
5,918 |
|
|
|
656 |
|
Allegro MicroSystems Inc * |
|
|
2,100 |
|
|
|
66 |
|
Alteryx Inc, Cl A * |
|
|
3,200 |
|
|
|
154 |
|
Amdocs Ltd |
|
|
4,200 |
|
|
|
383 |
|
Amphenol Corp, Cl A |
|
|
21,368 |
|
|
|
2,334 |
|
Analog Devices Inc |
|
|
18,403 |
|
|
|
3,530 |
|
ANSYS Inc * |
|
|
3,300 |
|
|
|
1,103 |
|
Apple Inc |
|
|
552,963 |
|
|
|
99,948 |
|
Applied Materials Inc |
|
|
31,455 |
|
|
|
6,342 |
|
AppLovin Corp, Cl A * |
|
|
7,300 |
|
|
|
436 |
|
Arista Networks Inc * |
|
|
9,600 |
|
|
|
2,664 |
|
Arrow Electronics Inc * |
|
|
2,389 |
|
|
|
281 |
|
Aspen Technology Inc * |
|
|
970 |
|
|
|
188 |
|
Atlassian Corp, Cl A * |
|
|
5,800 |
|
|
|
1,203 |
|
Autodesk Inc * |
|
|
7,837 |
|
|
|
2,023 |
|
Avnet Inc |
|
|
2,610 |
|
|
|
122 |
|
Bentley Systems Inc, Cl B |
|
|
7,400 |
|
|
|
380 |
|
BILL Holdings Inc * |
|
|
3,700 |
|
|
|
234 |
|
Broadcom Inc |
|
|
16,128 |
|
|
|
20,974 |
|
Cadence Design Systems Inc * |
|
|
9,963 |
|
|
|
3,033 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
4,400 |
|
|
|
52 |
|
CDW Corp/DE |
|
|
5,300 |
|
|
|
1,305 |
|
Ciena Corp * |
|
|
6,100 |
|
|
|
348 |
|
Cirrus Logic Inc * |
|
|
1,600 |
|
|
|
147 |
|
Cisco Systems Inc |
|
|
153,327 |
|
|
|
7,416 |
|
Cloudflare Inc, Cl A * |
|
|
10,800 |
|
|
|
1,064 |
|
Cognex Corp |
|
|
7,700 |
|
|
|
304 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
19,076 |
|
|
|
1,507 |
|
Coherent Corp * |
|
|
5,283 |
|
|
|
314 |
|
Confluent Inc, Cl A * |
|
|
7,800 |
|
|
|
264 |
|
Corning Inc |
|
|
28,258 |
|
|
|
911 |
|
Crane NXT Co |
|
|
2,100 |
|
|
|
123 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
8,100 |
|
|
|
2,626 |
|
Datadog Inc, Cl A * |
|
|
10,400 |
|
|
|
1,367 |
|
DocuSign Inc, Cl A * |
|
|
7,200 |
|
|
|
384 |
|
Dolby Laboratories Inc, Cl A |
|
|
1,943 |
|
|
|
157 |
|
DoubleVerify Holdings Inc * |
|
|
4,800 |
|
|
|
148 |
|
Dropbox Inc, Cl A * |
|
|
8,300 |
|
|
|
199 |
|
DXC Technology Co * |
|
|
6,636 |
|
|
|
145 |
|
Dynatrace Inc * |
|
|
8,800 |
|
|
|
436 |
|
Elastic NV * |
|
|
2,400 |
|
|
|
321 |
|
Enphase Energy Inc * |
|
|
4,900 |
|
|
|
622 |
|
Entegris Inc |
|
|
5,800 |
|
|
|
779 |
|
EPAM Systems Inc * |
|
|
2,000 |
|
|
|
609 |
|
F5 Inc * |
|
|
2,531 |
|
|
|
474 |
|
Fair Isaac Corp * |
|
|
900 |
|
|
|
1,143 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
First Solar Inc * |
|
|
3,900 |
|
|
$ |
600 |
|
Five9 Inc * |
|
|
2,200 |
|
|
|
134 |
|
Fortinet Inc * |
|
|
25,200 |
|
|
|
1,742 |
|
Gartner Inc * |
|
|
3,010 |
|
|
|
1,401 |
|
Gen Digital Inc |
|
|
22,748 |
|
|
|
489 |
|
Gitlab Inc, Cl A * |
|
|
2,400 |
|
|
|
173 |
|
GLOBALFOUNDRIES Inc *(A) |
|
|
2,700 |
|
|
|
148 |
|
Globant SA * |
|
|
1,700 |
|
|
|
379 |
|
GoDaddy Inc, Cl A * |
|
|
5,600 |
|
|
|
639 |
|
Guidewire Software Inc * |
|
|
3,500 |
|
|
|
418 |
|
HashiCorp Inc, Cl A * |
|
|
3,900 |
|
|
|
102 |
|
Hewlett Packard Enterprise Co |
|
|
48,970 |
|
|
|
746 |
|
HP Inc |
|
|
33,070 |
|
|
|
937 |
|
HubSpot Inc * |
|
|
1,800 |
|
|
|
1,114 |
|
Informatica Inc, Cl A * |
|
|
1,700 |
|
|
|
55 |
|
Intel Corp |
|
|
159,358 |
|
|
|
6,860 |
|
International Business Machines Corp |
|
|
34,301 |
|
|
|
6,347 |
|
Intuit Inc |
|
|
10,152 |
|
|
|
6,730 |
|
IPG Photonics Corp * |
|
|
800 |
|
|
|
69 |
|
Jabil Inc |
|
|
4,674 |
|
|
|
674 |
|
Juniper Networks Inc |
|
|
13,025 |
|
|
|
482 |
|
Keysight Technologies Inc * |
|
|
6,432 |
|
|
|
992 |
|
KLA Corp |
|
|
5,049 |
|
|
|
3,445 |
|
Kyndryl Holdings Inc * |
|
|
5,159 |
|
|
|
113 |
|
Lam Research Corp |
|
|
4,852 |
|
|
|
4,552 |
|
Lattice Semiconductor Corp * |
|
|
5,800 |
|
|
|
444 |
|
Littelfuse Inc |
|
|
1,000 |
|
|
|
238 |
|
Lumentum Holdings Inc * |
|
|
1,300 |
|
|
|
63 |
|
Manhattan Associates Inc * |
|
|
2,100 |
|
|
|
532 |
|
Marvell Technology Inc |
|
|
32,838 |
|
|
|
2,353 |
|
Microchip Technology Inc |
|
|
19,530 |
|
|
|
1,643 |
|
Micron Technology Inc |
|
|
40,516 |
|
|
|
3,671 |
|
Microsoft Corp |
|
|
279,016 |
|
|
|
115,412 |
|
MKS Instruments Inc |
|
|
2,900 |
|
|
|
356 |
|
MongoDB Inc, Cl A * |
|
|
2,500 |
|
|
|
1,119 |
|
Monolithic Power Systems Inc |
|
|
1,802 |
|
|
|
1,298 |
|
Motorola Solutions Inc |
|
|
6,314 |
|
|
|
2,086 |
|
nCino Inc * |
|
|
2,900 |
|
|
|
87 |
|
NCR Voyix Corp * |
|
|
6,589 |
|
|
|
96 |
|
NetApp Inc |
|
|
8,155 |
|
|
|
727 |
|
Nutanix Inc, Cl A * |
|
|
8,300 |
|
|
|
524 |
|
NVIDIA Corp |
|
|
89,024 |
|
|
|
70,429 |
|
Okta Inc, Cl A * |
|
|
6,000 |
|
|
|
644 |
|
ON Semiconductor Corp * |
|
|
16,100 |
|
|
|
1,271 |
|
Oracle Corp |
|
|
58,220 |
|
|
|
6,502 |
|
Palantir Technologies Inc, Cl A * |
|
|
71,900 |
|
|
|
1,803 |
|
Palo Alto Networks Inc * |
|
|
11,162 |
|
|
|
3,466 |
|
Pegasystems Inc |
|
|
2,100 |
|
|
|
137 |
|
Procore Technologies Inc * |
|
|
3,100 |
|
|
|
242 |
|
PTC Inc * |
|
|
4,600 |
|
|
|
842 |
|
Pure Storage Inc, Cl A * |
|
|
10,000 |
|
|
|
527 |
|
Qorvo Inc * |
|
|
3,500 |
|
|
|
401 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
QUALCOMM Inc |
|
|
42,059 |
|
|
$ |
6,637 |
|
RingCentral Inc, Cl A * |
|
|
4,300 |
|
|
|
144 |
|
Roper Technologies Inc |
|
|
4,000 |
|
|
|
2,179 |
|
Salesforce Inc * |
|
|
35,518 |
|
|
|
10,969 |
|
SentinelOne Inc, Cl A * |
|
|
10,200 |
|
|
|
287 |
|
ServiceNow Inc * |
|
|
7,600 |
|
|
|
5,862 |
|
Skyworks Solutions Inc |
|
|
5,800 |
|
|
|
609 |
|
Smartsheet Inc, Cl A * |
|
|
4,100 |
|
|
|
173 |
|
Snowflake Inc, Cl A * |
|
|
11,900 |
|
|
|
2,241 |
|
Splunk Inc * |
|
|
5,800 |
|
|
|
906 |
|
Synopsys Inc * |
|
|
5,782 |
|
|
|
3,317 |
|
TD SYNNEX Corp |
|
|
2,500 |
|
|
|
260 |
|
Teledyne Technologies Inc * |
|
|
1,867 |
|
|
|
798 |
|
Teradata Corp * |
|
|
2,989 |
|
|
|
112 |
|
Teradyne Inc |
|
|
6,063 |
|
|
|
628 |
|
Texas Instruments Inc |
|
|
34,208 |
|
|
|
5,724 |
|
Trimble Inc * |
|
|
10,228 |
|
|
|
626 |
|
Twilio Inc, Cl A * |
|
|
6,800 |
|
|
|
405 |
|
Tyler Technologies Inc * |
|
|
1,700 |
|
|
|
743 |
|
Ubiquiti Inc |
|
|
300 |
|
|
|
35 |
|
UiPath Inc, Cl A * |
|
|
15,800 |
|
|
|
375 |
|
Unity Software Inc * |
|
|
12,200 |
|
|
|
358 |
|
Universal Display Corp |
|
|
1,500 |
|
|
|
262 |
|
VeriSign Inc * |
|
|
3,385 |
|
|
|
661 |
|
Viasat Inc * |
|
|
3,600 |
|
|
|
70 |
|
Vontier Corp |
|
|
6,801 |
|
|
|
292 |
|
Western Digital Corp * |
|
|
11,596 |
|
|
|
690 |
|
Wolfspeed Inc * |
|
|
5,000 |
|
|
|
130 |
|
Workday Inc, Cl A * |
|
|
7,600 |
|
|
|
2,239 |
|
Zebra Technologies Corp, Cl A * |
|
|
2,125 |
|
|
|
594 |
|
Zoom Video Communications Inc, Cl A * |
|
|
9,300 |
|
|
|
658 |
|
Zscaler Inc * |
|
|
3,300 |
|
|
|
799 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
505,313 |
|
Materials — 2.4% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
8,094 |
|
|
|
1,894 |
|
Albemarle Corp |
|
|
4,473 |
|
|
|
617 |
|
Alcoa Corp |
|
|
5,300 |
|
|
|
144 |
|
Amcor PLC |
|
|
47,000 |
|
|
|
426 |
|
AptarGroup Inc |
|
|
2,600 |
|
|
|
365 |
|
Ardagh Metal Packaging SA |
|
|
10,100 |
|
|
|
33 |
|
Ashland Inc |
|
|
2,176 |
|
|
|
204 |
|
Avery Dennison Corp |
|
|
3,010 |
|
|
|
652 |
|
Axalta Coating Systems Ltd * |
|
|
7,400 |
|
|
|
242 |
|
Ball Corp |
|
|
10,900 |
|
|
|
698 |
|
Berry Global Group Inc |
|
|
5,200 |
|
|
|
303 |
|
Celanese Corp, Cl A |
|
|
3,583 |
|
|
|
544 |
|
CF Industries Holdings Inc |
|
|
7,230 |
|
|
|
584 |
|
Chemours Co/The |
|
|
4,300 |
|
|
|
85 |
|
Cleveland-Cliffs Inc * |
|
|
16,300 |
|
|
|
339 |
|
Corteva Inc |
|
|
27,076 |
|
|
|
1,449 |
|
Crown Holdings Inc |
|
|
4,451 |
|
|
|
341 |
|
Dow Inc |
|
|
26,376 |
|
|
|
1,474 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
DuPont de Nemours Inc |
|
|
17,409 |
|
|
$ |
1,205 |
|
Eagle Materials Inc |
|
|
1,200 |
|
|
|
304 |
|
Eastman Chemical Co |
|
|
4,528 |
|
|
|
397 |
|
Ecolab Inc |
|
|
9,555 |
|
|
|
2,148 |
|
Element Solutions Inc |
|
|
5,700 |
|
|
|
134 |
|
FMC Corp |
|
|
4,420 |
|
|
|
249 |
|
Freeport-McMoRan Inc, Cl B |
|
|
54,024 |
|
|
|
2,043 |
|
Ginkgo Bioworks Holdings Inc *(A) |
|
|
51,000 |
|
|
|
77 |
|
Graphic Packaging Holding Co |
|
|
9,100 |
|
|
|
236 |
|
Huntsman Corp |
|
|
6,029 |
|
|
|
154 |
|
International Flavors & Fragrances Inc |
|
|
9,352 |
|
|
|
706 |
|
International Paper Co |
|
|
12,255 |
|
|
|
433 |
|
Linde PLC |
|
|
18,200 |
|
|
|
8,169 |
|
Louisiana-Pacific Corp |
|
|
2,600 |
|
|
|
192 |
|
LyondellBasell Industries NV, Cl A |
|
|
9,860 |
|
|
|
989 |
|
Martin Marietta Materials Inc |
|
|
2,363 |
|
|
|
1,365 |
|
Mosaic Co/The |
|
|
11,178 |
|
|
|
348 |
|
MP Materials Corp * |
|
|
5,300 |
|
|
|
81 |
|
NewMarket Corp |
|
|
300 |
|
|
|
192 |
|
Newmont Corp |
|
|
44,533 |
|
|
|
1,392 |
|
Nucor Corp |
|
|
9,390 |
|
|
|
1,806 |
|
Olin Corp |
|
|
5,500 |
|
|
|
296 |
|
Packaging Corp of America |
|
|
3,099 |
|
|
|
561 |
|
PPG Industries Inc |
|
|
8,865 |
|
|
|
1,255 |
|
Reliance Inc |
|
|
2,200 |
|
|
|
707 |
|
Royal Gold Inc |
|
|
2,600 |
|
|
|
267 |
|
RPM International Inc |
|
|
4,569 |
|
|
|
527 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
2,106 |
|
|
|
138 |
|
Sealed Air Corp |
|
|
6,268 |
|
|
|
219 |
|
Sherwin-Williams Co/The |
|
|
9,011 |
|
|
|
2,992 |
|
Silgan Holdings Inc |
|
|
4,308 |
|
|
|
189 |
|
Sonoco Products Co |
|
|
4,146 |
|
|
|
235 |
|
Southern Copper Corp |
|
|
2,668 |
|
|
|
216 |
|
SSR Mining Inc |
|
|
3,800 |
|
|
|
16 |
|
Steel Dynamics Inc |
|
|
6,000 |
|
|
|
803 |
|
United States Steel Corp |
|
|
7,600 |
|
|
|
360 |
|
Vulcan Materials Co |
|
|
5,157 |
|
|
|
1,371 |
|
Westlake Corp |
|
|
800 |
|
|
|
111 |
|
Westrock Co |
|
|
8,345 |
|
|
|
378 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,655 |
|
Real Estate — 2.5% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
3,800 |
|
|
|
209 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
6,400 |
|
|
|
798 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
11,400 |
|
|
|
422 |
|
American Tower Corp, Cl A ‡ |
|
|
17,212 |
|
|
|
3,423 |
|
Americold Realty Trust Inc ‡ |
|
|
11,600 |
|
|
|
293 |
|
Apartment Income REIT Corp ‡ |
|
|
6,805 |
|
|
|
206 |
|
AvalonBay Communities Inc ‡ |
|
|
5,541 |
|
|
|
981 |
|
Boston Properties Inc ‡ |
|
|
5,584 |
|
|
|
361 |
|
Brixmor Property Group Inc ‡ |
|
|
9,400 |
|
|
|
213 |
|
Camden Property Trust ‡ |
|
|
3,547 |
|
|
|
335 |
|
CBRE Group Inc, Cl A * |
|
|
10,617 |
|
|
|
976 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
CoStar Group Inc * |
|
|
15,300 |
|
|
$ |
1,332 |
|
Cousins Properties Inc ‡ |
|
|
7,900 |
|
|
|
180 |
|
Crown Castle Inc ‡ |
|
|
16,296 |
|
|
|
1,792 |
|
CubeSmart ‡ |
|
|
9,000 |
|
|
|
392 |
|
Digital Realty Trust Inc ‡ |
|
|
11,396 |
|
|
|
1,673 |
|
EastGroup Properties Inc ‡ |
|
|
1,600 |
|
|
|
281 |
|
EPR Properties ‡ |
|
|
3,800 |
|
|
|
156 |
|
Equinix Inc ‡ |
|
|
3,563 |
|
|
|
3,167 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
6,400 |
|
|
|
431 |
|
Equity Residential ‡ |
|
|
14,177 |
|
|
|
854 |
|
Essex Property Trust Inc ‡ |
|
|
2,363 |
|
|
|
547 |
|
Extra Space Storage Inc ‡ |
|
|
7,998 |
|
|
|
1,127 |
|
Federal Realty Investment Trust ‡ |
|
|
3,496 |
|
|
|
353 |
|
First Industrial Realty Trust Inc ‡ |
|
|
4,600 |
|
|
|
244 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
10,635 |
|
|
|
484 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
15,700 |
|
|
|
216 |
|
Healthpeak Properties Inc ‡ |
|
|
19,574 |
|
|
|
328 |
|
Highwoods Properties Inc ‡ |
|
|
5,400 |
|
|
|
132 |
|
Host Hotels & Resorts Inc ‡ |
|
|
23,940 |
|
|
|
497 |
|
Howard Hughes Holdings Inc * |
|
|
1,073 |
|
|
|
82 |
|
Invitation Homes Inc ‡ |
|
|
23,600 |
|
|
|
804 |
|
Iron Mountain Inc ‡ |
|
|
10,203 |
|
|
|
802 |
|
Jones Lang LaSalle Inc * |
|
|
2,100 |
|
|
|
400 |
|
Kilroy Realty Corp ‡ |
|
|
6,000 |
|
|
|
227 |
|
Kimco Realty Corp ‡ |
|
|
25,071 |
|
|
|
495 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
2,840 |
|
|
|
314 |
|
Medical Properties Trust Inc ‡(A) |
|
|
17,800 |
|
|
|
75 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
4,250 |
|
|
|
534 |
|
National Storage Affiliates Trust ‡ |
|
|
2,200 |
|
|
|
79 |
|
NET Lease Office Properties ‡ |
|
|
578 |
|
|
|
14 |
|
NNN REIT Inc ‡ |
|
|
7,500 |
|
|
|
305 |
|
Omega Healthcare Investors Inc ‡ |
|
|
10,400 |
|
|
|
324 |
|
Park Hotels & Resorts Inc ‡ |
|
|
4,888 |
|
|
|
81 |
|
Prologis Inc ‡ |
|
|
34,703 |
|
|
|
4,625 |
|
Public Storage ‡ |
|
|
5,968 |
|
|
|
1,694 |
|
Rayonier Inc ‡ |
|
|
4,604 |
|
|
|
159 |
|
Realty Income Corp ‡ |
|
|
32,054 |
|
|
|
1,670 |
|
Regency Centers Corp ‡ |
|
|
7,258 |
|
|
|
450 |
|
Rexford Industrial Realty Inc ‡ |
|
|
7,800 |
|
|
|
397 |
|
SBA Communications Corp, Cl A ‡ |
|
|
4,132 |
|
|
|
865 |
|
Simon Property Group Inc ‡ |
|
|
12,181 |
|
|
|
1,804 |
|
STAG Industrial Inc ‡ |
|
|
7,600 |
|
|
|
282 |
|
Sun Communities Inc ‡ |
|
|
4,600 |
|
|
|
615 |
|
UDR Inc ‡ |
|
|
13,893 |
|
|
|
493 |
|
Ventas Inc ‡ |
|
|
14,892 |
|
|
|
630 |
|
VICI Properties Inc, Cl A ‡ |
|
|
39,300 |
|
|
|
1,176 |
|
Vornado Realty Trust ‡ |
|
|
8,936 |
|
|
|
235 |
|
Welltower Inc ‡ |
|
|
20,283 |
|
|
|
1,869 |
|
Weyerhaeuser Co ‡ |
|
|
27,146 |
|
|
|
933 |
|
WP Carey Inc ‡ |
|
|
8,600 |
|
|
|
484 |
|
Zillow Group Inc, Cl A * |
|
|
943 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Zillow Group Inc, Cl C * |
|
|
4,986 |
|
|
$ |
280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
45,651 |
|
Utilities — 2.0% |
|
|
|
|
AES Corp/The |
|
|
24,124 |
|
|
|
367 |
|
Alliant Energy Corp |
|
|
9,152 |
|
|
|
437 |
|
Ameren Corp |
|
|
9,790 |
|
|
|
697 |
|
American Electric Power Co Inc |
|
|
18,650 |
|
|
|
1,589 |
|
American Water Works Co Inc |
|
|
7,300 |
|
|
|
865 |
|
Atmos Energy Corp |
|
|
5,291 |
|
|
|
597 |
|
Avangrid Inc |
|
|
3,094 |
|
|
|
96 |
|
Brookfield Renewable Corp, Cl A (A) |
|
|
6,600 |
|
|
|
157 |
|
CenterPoint Energy Inc |
|
|
23,515 |
|
|
|
647 |
|
Clearway Energy Inc, Cl A |
|
|
1,300 |
|
|
|
26 |
|
Clearway Energy Inc, Cl C |
|
|
3,500 |
|
|
|
76 |
|
CMS Energy Corp |
|
|
11,242 |
|
|
|
645 |
|
Consolidated Edison Inc |
|
|
13,016 |
|
|
|
1,135 |
|
Constellation Energy Corp |
|
|
11,592 |
|
|
|
1,953 |
|
Dominion Energy Inc |
|
|
31,970 |
|
|
|
1,529 |
|
DTE Energy Co |
|
|
7,664 |
|
|
|
830 |
|
Duke Energy Corp |
|
|
29,216 |
|
|
|
2,683 |
|
Edison International |
|
|
14,479 |
|
|
|
985 |
|
Entergy Corp |
|
|
7,598 |
|
|
|
772 |
|
Essential Utilities Inc |
|
|
10,646 |
|
|
|
370 |
|
Evergy Inc |
|
|
8,049 |
|
|
|
399 |
|
Exelon Corp |
|
|
37,776 |
|
|
|
1,354 |
|
FirstEnergy Corp |
|
|
20,227 |
|
|
|
741 |
|
Hawaiian Electric Industries Inc |
|
|
5,446 |
|
|
|
66 |
|
IDACORP Inc, Cl Rights |
|
|
2,200 |
|
|
|
194 |
|
National Fuel Gas Co |
|
|
2,889 |
|
|
|
141 |
|
NextEra Energy Inc |
|
|
76,192 |
|
|
|
4,205 |
|
NiSource Inc |
|
|
14,921 |
|
|
|
389 |
|
NRG Energy Inc |
|
|
7,800 |
|
|
|
431 |
|
OGE Energy Corp |
|
|
8,836 |
|
|
|
291 |
|
PG&E Corp |
|
|
76,218 |
|
|
|
1,272 |
|
Pinnacle West Capital Corp |
|
|
4,992 |
|
|
|
341 |
|
PPL Corp |
|
|
28,426 |
|
|
|
750 |
|
Public Service Enterprise Group Inc |
|
|
18,752 |
|
|
|
1,170 |
|
Sempra |
|
|
23,746 |
|
|
|
1,676 |
|
Southern Co/The |
|
|
40,103 |
|
|
|
2,697 |
|
UGI Corp |
|
|
9,325 |
|
|
|
228 |
|
Vistra Corp |
|
|
14,100 |
|
|
|
769 |
|
WEC Energy Group Inc |
|
|
11,857 |
|
|
|
931 |
|
Xcel Energy Inc |
|
|
21,681 |
|
|
|
1,142 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,643 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $367,790) ($ Thousands) |
|
|
|
|
|
|
1,757,977 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Large Cap Index Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.2% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
3,282,114 |
|
|
$ |
3,277 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $3,282) ($ Thousands) |
|
|
3,277 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
27,434,758 |
|
|
$ |
27,435 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $27,435) ($ Thousands) |
|
|
|
|
|
|
27,435 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.2% |
|
|
|
|
|
|
|
|
(Cost $398,507) ($ Thousands) |
|
$ |
1,788,689 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
133 |
|
|
|
Mar-2024 |
|
|
$ |
32,779 |
|
|
$ |
33,939 |
|
|
$ |
1,160 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
34 |
|
|
|
Mar-2024 |
|
|
|
9,555 |
|
|
|
9,835 |
|
|
|
280 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
42,334 |
|
|
$ |
43,774 |
|
|
$ |
1,440 |
|
|
Percentages are based on Net Assets of $1,802,206 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $3,277 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
257 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
48 |
|
|
$ |
305 |
|
|
$ |
4 |
|
|
$ |
— |
|
SEI Liquidity Fund, LP |
|
|
3,520 |
|
|
|
26,361 |
|
|
|
(26,602 |
) |
|
|
1 |
|
|
|
(3 |
) |
|
|
3,277 |
|
|
|
82 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
4,590 |
|
|
|
292,694 |
|
|
|
(269,849 |
) |
|
|
— |
|
|
|
— |
|
|
|
27,435 |
|
|
|
1,019 |
|
|
|
— |
|
Totals |
|
$ |
8,367 |
|
|
$ |
319,055 |
|
|
$ |
(296,451 |
) |
|
$ |
1 |
|
|
$ |
45 |
|
|
$ |
31,017 |
|
|
$ |
1,105 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
S&P 500 Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 88.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.9% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
599,893 |
|
|
$ |
83,061 |
|
Alphabet Inc, Cl C * |
|
|
504,886 |
|
|
|
70,573 |
|
AT&T Inc |
|
|
724,779 |
|
|
|
12,271 |
|
Charter Communications Inc, Cl A * |
|
|
10,196 |
|
|
|
2,997 |
|
Comcast Corp, Cl A |
|
|
407,055 |
|
|
|
17,442 |
|
Electronic Arts Inc |
|
|
24,811 |
|
|
|
3,461 |
|
Fox Corp |
|
|
39,794 |
|
|
|
1,150 |
|
Interpublic Group of Cos Inc/The |
|
|
38,824 |
|
|
|
1,219 |
|
Live Nation Entertainment Inc * |
|
|
14,383 |
|
|
|
1,395 |
|
Match Group Inc * |
|
|
27,553 |
|
|
|
993 |
|
Meta Platforms Inc, Cl A |
|
|
224,996 |
|
|
|
110,277 |
|
Netflix Inc * |
|
|
44,367 |
|
|
|
26,750 |
|
News Corp |
|
|
12,700 |
|
|
|
355 |
|
News Corp, Cl A |
|
|
38,578 |
|
|
|
1,037 |
|
Omnicom Group Inc |
|
|
20,064 |
|
|
|
1,773 |
|
Paramount Global, Cl B (A) |
|
|
48,905 |
|
|
|
540 |
|
Take-Two Interactive Software Inc * |
|
|
16,033 |
|
|
|
2,356 |
|
T-Mobile US Inc |
|
|
51,581 |
|
|
|
8,423 |
|
Verizon Communications Inc |
|
|
426,159 |
|
|
|
17,055 |
|
Walt Disney Co/The |
|
|
185,480 |
|
|
|
20,696 |
|
Warner Bros Discovery Inc * |
|
|
224,944 |
|
|
|
1,977 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
385,801 |
|
Consumer Discretionary — 9.4% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
44,069 |
|
|
|
6,940 |
|
Amazon.com Inc * |
|
|
921,830 |
|
|
|
162,943 |
|
Aptiv PLC * |
|
|
28,673 |
|
|
|
2,279 |
|
AutoZone Inc * |
|
|
1,788 |
|
|
|
5,375 |
|
Bath & Body Works Inc |
|
|
23,049 |
|
|
|
1,053 |
|
Best Buy Co Inc |
|
|
19,635 |
|
|
|
1,588 |
|
Booking Holdings Inc * |
|
|
3,537 |
|
|
|
12,269 |
|
BorgWarner Inc |
|
|
23,827 |
|
|
|
742 |
|
Caesars Entertainment Inc * |
|
|
21,866 |
|
|
|
951 |
|
CarMax Inc * |
|
|
16,084 |
|
|
|
1,271 |
|
Carnival Corp, Cl A * |
|
|
102,128 |
|
|
|
1,620 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
2,782 |
|
|
|
7,480 |
|
Darden Restaurants Inc |
|
|
12,196 |
|
|
|
2,082 |
|
Domino's Pizza Inc |
|
|
3,536 |
|
|
|
1,585 |
|
DR Horton Inc |
|
|
30,549 |
|
|
|
4,565 |
|
eBay Inc |
|
|
52,610 |
|
|
|
2,487 |
|
Etsy Inc * |
|
|
12,138 |
|
|
|
870 |
|
Expedia Group Inc * |
|
|
13,515 |
|
|
|
1,849 |
|
Ford Motor Co |
|
|
398,587 |
|
|
|
4,958 |
|
Garmin Ltd |
|
|
15,516 |
|
|
|
2,131 |
|
General Motors Co |
|
|
138,821 |
|
|
|
5,689 |
|
Genuine Parts Co |
|
|
14,211 |
|
|
|
2,121 |
|
Hasbro Inc |
|
|
13,220 |
|
|
|
665 |
|
Hilton Worldwide Holdings Inc |
|
|
25,995 |
|
|
|
5,311 |
|
Home Depot Inc/The |
|
|
101,374 |
|
|
|
38,584 |
|
Las Vegas Sands Corp |
|
|
37,420 |
|
|
|
2,040 |
|
Lennar Corp, Cl A |
|
|
25,357 |
|
|
|
4,019 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
LKQ Corp |
|
|
27,126 |
|
|
$ |
1,418 |
|
Lowe's Cos Inc |
|
|
58,501 |
|
|
|
14,080 |
|
Lululemon Athletica Inc * |
|
|
11,673 |
|
|
|
5,452 |
|
Marriott International Inc/MD, Cl A |
|
|
25,007 |
|
|
|
6,249 |
|
McDonald's Corp |
|
|
73,526 |
|
|
|
21,490 |
|
MGM Resorts International * |
|
|
27,700 |
|
|
|
1,199 |
|
Mohawk Industries Inc * |
|
|
5,800 |
|
|
|
688 |
|
NIKE Inc, Cl B |
|
|
124,075 |
|
|
|
12,895 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
43,124 |
|
|
|
836 |
|
NVR Inc * |
|
|
322 |
|
|
|
2,455 |
|
O'Reilly Automotive Inc * |
|
|
5,997 |
|
|
|
6,521 |
|
Pool Corp |
|
|
3,921 |
|
|
|
1,561 |
|
PulteGroup Inc |
|
|
21,854 |
|
|
|
2,369 |
|
Ralph Lauren Corp, Cl A |
|
|
4,030 |
|
|
|
749 |
|
Ross Stores Inc |
|
|
34,326 |
|
|
|
5,113 |
|
Royal Caribbean Cruises Ltd * |
|
|
23,896 |
|
|
|
2,948 |
|
Starbucks Corp |
|
|
115,822 |
|
|
|
10,992 |
|
Tapestry Inc |
|
|
23,232 |
|
|
|
1,104 |
|
Tesla Inc * |
|
|
280,348 |
|
|
|
56,597 |
|
TJX Cos Inc/The |
|
|
115,973 |
|
|
|
11,498 |
|
Tractor Supply Co |
|
|
10,959 |
|
|
|
2,787 |
|
Ulta Beauty Inc * |
|
|
4,990 |
|
|
|
2,737 |
|
VF Corp |
|
|
33,507 |
|
|
|
548 |
|
Whirlpool Corp |
|
|
5,560 |
|
|
|
597 |
|
Wynn Resorts Ltd |
|
|
9,732 |
|
|
|
1,024 |
|
Yum! Brands Inc |
|
|
28,414 |
|
|
|
3,933 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
461,307 |
|
Consumer Staples — 5.3% |
|
|
|
|
Altria Group Inc |
|
|
179,283 |
|
|
|
7,334 |
|
Archer-Daniels-Midland Co |
|
|
54,067 |
|
|
|
2,871 |
|
Brown-Forman Corp, Cl B |
|
|
18,548 |
|
|
|
1,117 |
|
Bunge Global |
|
|
14,727 |
|
|
|
1,390 |
|
Campbell Soup Co |
|
|
19,912 |
|
|
|
849 |
|
Church & Dwight Co Inc |
|
|
24,975 |
|
|
|
2,500 |
|
Clorox Co/The |
|
|
12,570 |
|
|
|
1,927 |
|
Coca-Cola Co/The |
|
|
394,428 |
|
|
|
23,674 |
|
Colgate-Palmolive Co |
|
|
83,463 |
|
|
|
7,221 |
|
Conagra Brands Inc |
|
|
48,450 |
|
|
|
1,360 |
|
Constellation Brands Inc, Cl A |
|
|
16,383 |
|
|
|
4,072 |
|
Costco Wholesale Corp |
|
|
44,880 |
|
|
|
33,386 |
|
Dollar General Corp |
|
|
22,248 |
|
|
|
3,233 |
|
Dollar Tree Inc * |
|
|
21,186 |
|
|
|
3,108 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
23,548 |
|
|
|
3,499 |
|
General Mills Inc |
|
|
58,923 |
|
|
|
3,782 |
|
Hershey Co/The |
|
|
15,193 |
|
|
|
2,855 |
|
Hormel Foods Corp |
|
|
29,360 |
|
|
|
1,037 |
|
J M Smucker Co/The |
|
|
10,758 |
|
|
|
1,293 |
|
Kellanova |
|
|
26,735 |
|
|
|
1,474 |
|
Kenvue Inc |
|
|
174,706 |
|
|
|
3,319 |
|
Keurig Dr Pepper Inc |
|
|
102,057 |
|
|
|
3,053 |
|
Kimberly-Clark Corp |
|
|
34,256 |
|
|
|
4,151 |
|
Kraft Heinz Co/The |
|
|
80,815 |
|
|
|
2,851 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Kroger Co/The |
|
|
67,082 |
|
|
$ |
3,328 |
|
Lamb Weston Holdings Inc |
|
|
14,691 |
|
|
|
1,502 |
|
McCormick & Co Inc/MD |
|
|
25,473 |
|
|
|
1,754 |
|
Molson Coors Beverage Co, Cl B |
|
|
18,770 |
|
|
|
1,172 |
|
Mondelez International Inc, Cl A |
|
|
137,902 |
|
|
|
10,077 |
|
Monster Beverage Corp * |
|
|
74,881 |
|
|
|
4,425 |
|
PepsiCo Inc |
|
|
139,366 |
|
|
|
23,043 |
|
Philip Morris International Inc |
|
|
157,363 |
|
|
|
14,156 |
|
Procter & Gamble Co/The |
|
|
238,912 |
|
|
|
37,973 |
|
Sysco Corp |
|
|
51,110 |
|
|
|
4,138 |
|
Target Corp |
|
|
46,792 |
|
|
|
7,155 |
|
Tyson Foods Inc, Cl A |
|
|
28,913 |
|
|
|
1,568 |
|
Walgreens Boots Alliance Inc |
|
|
72,685 |
|
|
|
1,545 |
|
Walmart Inc |
|
|
433,811 |
|
|
|
25,426 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
258,618 |
|
Energy — 3.3% |
|
|
|
|
APA Corp |
|
|
31,091 |
|
|
|
926 |
|
Baker Hughes Co, Cl A |
|
|
101,999 |
|
|
|
3,018 |
|
Chevron Corp |
|
|
177,961 |
|
|
|
27,052 |
|
ConocoPhillips |
|
|
120,365 |
|
|
|
13,546 |
|
Coterra Energy Inc, Cl A |
|
|
76,248 |
|
|
|
1,966 |
|
Devon Energy Corp |
|
|
64,946 |
|
|
|
2,862 |
|
Diamondback Energy Inc |
|
|
18,143 |
|
|
|
3,311 |
|
EOG Resources Inc |
|
|
59,112 |
|
|
|
6,766 |
|
EQT Corp |
|
|
41,696 |
|
|
|
1,549 |
|
Exxon Mobil Corp |
|
|
406,045 |
|
|
|
42,440 |
|
Halliburton Co |
|
|
90,729 |
|
|
|
3,182 |
|
Hess Corp |
|
|
28,022 |
|
|
|
4,084 |
|
Kinder Morgan Inc |
|
|
196,026 |
|
|
|
3,409 |
|
Marathon Oil Corp |
|
|
59,325 |
|
|
|
1,439 |
|
Marathon Petroleum Corp |
|
|
38,489 |
|
|
|
6,513 |
|
Occidental Petroleum Corp |
|
|
66,931 |
|
|
|
4,057 |
|
ONEOK Inc |
|
|
59,052 |
|
|
|
4,436 |
|
Phillips 66 |
|
|
44,597 |
|
|
|
6,355 |
|
Pioneer Natural Resources Co |
|
|
23,650 |
|
|
|
5,562 |
|
Schlumberger NV |
|
|
144,799 |
|
|
|
6,998 |
|
Targa Resources Corp |
|
|
22,603 |
|
|
|
2,220 |
|
Valero Energy Corp |
|
|
34,511 |
|
|
|
4,882 |
|
Williams Cos Inc/The |
|
|
123,313 |
|
|
|
4,432 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
161,005 |
|
Financials — 11.6% |
|
|
|
|
Aflac Inc |
|
|
53,906 |
|
|
|
4,352 |
|
Allstate Corp/The |
|
|
26,527 |
|
|
|
4,232 |
|
American Express Co |
|
|
58,358 |
|
|
|
12,805 |
|
American International Group Inc |
|
|
71,164 |
|
|
|
5,187 |
|
Ameriprise Financial Inc |
|
|
10,258 |
|
|
|
4,179 |
|
Aon PLC, Cl A |
|
|
20,295 |
|
|
|
6,413 |
|
Arch Capital Group Ltd * |
|
|
37,828 |
|
|
|
3,313 |
|
Arthur J Gallagher & Co |
|
|
21,885 |
|
|
|
5,338 |
|
Assurant Inc |
|
|
5,331 |
|
|
|
967 |
|
Bank of America Corp |
|
|
697,910 |
|
|
|
24,092 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Bank of New York Mellon Corp/The |
|
|
77,959 |
|
|
$ |
4,373 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
184,432 |
|
|
|
75,507 |
|
BlackRock Inc, Cl A |
|
|
14,175 |
|
|
|
11,501 |
|
Blackstone Inc |
|
|
72,026 |
|
|
|
9,206 |
|
Brown & Brown Inc |
|
|
23,945 |
|
|
|
2,016 |
|
Capital One Financial Corp |
|
|
38,605 |
|
|
|
5,312 |
|
Cboe Global Markets Inc |
|
|
10,700 |
|
|
|
2,054 |
|
Charles Schwab Corp/The |
|
|
150,856 |
|
|
|
10,074 |
|
Chubb Ltd |
|
|
41,356 |
|
|
|
10,408 |
|
Cincinnati Financial Corp |
|
|
15,905 |
|
|
|
1,813 |
|
Citigroup Inc |
|
|
194,005 |
|
|
|
10,765 |
|
Citizens Financial Group Inc |
|
|
47,260 |
|
|
|
1,484 |
|
CME Group Inc, Cl A |
|
|
36,491 |
|
|
|
8,041 |
|
Comerica Inc |
|
|
13,368 |
|
|
|
660 |
|
Discover Financial Services |
|
|
25,348 |
|
|
|
3,060 |
|
Everest Group Ltd |
|
|
4,399 |
|
|
|
1,623 |
|
Eversource Energy |
|
|
35,410 |
|
|
|
2,079 |
|
FactSet Research Systems Inc |
|
|
3,851 |
|
|
|
1,781 |
|
Fidelity National Information Services Inc |
|
|
60,059 |
|
|
|
4,156 |
|
Fifth Third Bancorp |
|
|
69,033 |
|
|
|
2,371 |
|
Fiserv Inc * |
|
|
60,839 |
|
|
|
9,081 |
|
FleetCor Technologies Inc * |
|
|
7,319 |
|
|
|
2,044 |
|
Franklin Resources Inc |
|
|
28,577 |
|
|
|
785 |
|
Global Payments Inc |
|
|
26,395 |
|
|
|
3,423 |
|
Globe Life Inc |
|
|
8,682 |
|
|
|
1,102 |
|
Goldman Sachs Group Inc/The |
|
|
33,057 |
|
|
|
12,861 |
|
Hartford Financial Services Group Inc/The |
|
|
30,488 |
|
|
|
2,922 |
|
Huntington Bancshares Inc/OH |
|
|
146,788 |
|
|
|
1,914 |
|
Intercontinental Exchange Inc |
|
|
58,019 |
|
|
|
8,031 |
|
Invesco Ltd |
|
|
45,570 |
|
|
|
702 |
|
Jack Henry & Associates Inc |
|
|
7,382 |
|
|
|
1,283 |
|
JPMorgan Chase & Co |
|
|
293,054 |
|
|
|
54,526 |
|
KeyCorp |
|
|
94,906 |
|
|
|
1,354 |
|
Loews Corp |
|
|
18,557 |
|
|
|
1,394 |
|
M&T Bank Corp |
|
|
16,823 |
|
|
|
2,351 |
|
MarketAxess Holdings Inc |
|
|
3,842 |
|
|
|
820 |
|
Marsh & McLennan Cos Inc |
|
|
49,981 |
|
|
|
10,110 |
|
Mastercard Inc, Cl A |
|
|
83,941 |
|
|
|
39,852 |
|
MetLife Inc |
|
|
63,026 |
|
|
|
4,395 |
|
Moody's Corp |
|
|
15,953 |
|
|
|
6,053 |
|
Morgan Stanley |
|
|
128,109 |
|
|
|
11,023 |
|
MSCI Inc, Cl A |
|
|
8,017 |
|
|
|
4,497 |
|
Nasdaq Inc |
|
|
34,506 |
|
|
|
1,939 |
|
Northern Trust Corp |
|
|
20,987 |
|
|
|
1,724 |
|
PayPal Holdings Inc * |
|
|
109,288 |
|
|
|
6,595 |
|
PNC Financial Services Group Inc/The |
|
|
40,379 |
|
|
|
5,944 |
|
Principal Financial Group Inc |
|
|
22,234 |
|
|
|
1,798 |
|
Progressive Corp/The |
|
|
59,304 |
|
|
|
11,242 |
|
Prudential Financial Inc |
|
|
36,594 |
|
|
|
3,988 |
|
Raymond James Financial Inc |
|
|
19,049 |
|
|
|
2,292 |
|
Regions Financial Corp |
|
|
94,278 |
|
|
|
1,756 |
|
S&P Global Inc |
|
|
32,843 |
|
|
|
14,069 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
State Street Corp |
|
|
31,280 |
|
|
$ |
2,306 |
|
Synchrony Financial |
|
|
41,946 |
|
|
|
1,732 |
|
T Rowe Price Group Inc |
|
|
22,653 |
|
|
|
2,568 |
|
Travelers Cos Inc/The |
|
|
23,152 |
|
|
|
5,116 |
|
Truist Financial Corp |
|
|
135,191 |
|
|
|
4,729 |
|
US Bancorp |
|
|
157,829 |
|
|
|
6,623 |
|
Visa Inc, Cl A |
|
|
161,580 |
|
|
|
45,669 |
|
W R Berkley Corp |
|
|
20,650 |
|
|
|
1,726 |
|
Wells Fargo & Co |
|
|
368,130 |
|
|
|
20,464 |
|
Willis Towers Watson PLC |
|
|
10,467 |
|
|
|
2,853 |
|
Zions Bancorp NA |
|
|
15,017 |
|
|
|
592 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
565,410 |
|
Health Care — 11.1% |
|
|
|
|
Abbott Laboratories |
|
|
175,909 |
|
|
|
20,870 |
|
AbbVie Inc |
|
|
178,968 |
|
|
|
31,507 |
|
Agilent Technologies Inc |
|
|
29,659 |
|
|
|
4,074 |
|
Align Technology Inc * |
|
|
7,220 |
|
|
|
2,184 |
|
Amgen Inc |
|
|
54,250 |
|
|
|
14,855 |
|
Baxter International Inc |
|
|
51,426 |
|
|
|
2,104 |
|
Becton Dickinson & Co |
|
|
29,408 |
|
|
|
6,927 |
|
Biogen Inc * |
|
|
14,688 |
|
|
|
3,187 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
2,122 |
|
|
|
692 |
|
Bio-Techne Corp |
|
|
16,031 |
|
|
|
1,179 |
|
Boston Scientific Corp * |
|
|
148,425 |
|
|
|
9,827 |
|
Bristol-Myers Squibb Co |
|
|
206,258 |
|
|
|
10,468 |
|
Cardinal Health Inc |
|
|
24,984 |
|
|
|
2,798 |
|
Catalent Inc * |
|
|
18,274 |
|
|
|
1,048 |
|
Cencora Inc |
|
|
16,899 |
|
|
|
3,981 |
|
Centene Corp * |
|
|
54,151 |
|
|
|
4,247 |
|
Charles River Laboratories International Inc * |
|
|
5,200 |
|
|
|
1,322 |
|
Cigna Group/The |
|
|
29,662 |
|
|
|
9,971 |
|
Cooper |
|
|
20,080 |
|
|
|
1,880 |
|
CVS Health Corp |
|
|
130,196 |
|
|
|
9,683 |
|
Danaher Corp |
|
|
66,664 |
|
|
|
16,875 |
|
DaVita Inc * |
|
|
5,460 |
|
|
|
693 |
|
DENTSPLY SIRONA Inc |
|
|
21,476 |
|
|
|
702 |
|
Dexcom Inc * |
|
|
39,166 |
|
|
|
4,507 |
|
Edwards Lifesciences Corp * |
|
|
61,479 |
|
|
|
5,218 |
|
Elevance Health Inc |
|
|
23,817 |
|
|
|
11,938 |
|
Eli Lilly & Co |
|
|
80,832 |
|
|
|
60,921 |
|
GE HealthCare Technologies Inc |
|
|
41,081 |
|
|
|
3,750 |
|
Gilead Sciences Inc |
|
|
126,308 |
|
|
|
9,107 |
|
HCA Healthcare Inc |
|
|
20,078 |
|
|
|
6,258 |
|
Henry Schein Inc * |
|
|
13,237 |
|
|
|
1,012 |
|
Hologic Inc * |
|
|
24,829 |
|
|
|
1,832 |
|
Humana Inc |
|
|
12,479 |
|
|
|
4,372 |
|
IDEXX Laboratories Inc * |
|
|
8,423 |
|
|
|
4,845 |
|
Illumina Inc * |
|
|
16,097 |
|
|
|
2,251 |
|
Incyte Corp * |
|
|
18,855 |
|
|
|
1,100 |
|
Insulet Corp * |
|
|
7,078 |
|
|
|
1,161 |
|
Intuitive Surgical Inc * |
|
|
35,689 |
|
|
|
13,762 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
IQVIA Holdings Inc * |
|
|
18,563 |
|
|
$ |
4,588 |
|
Johnson & Johnson |
|
|
244,020 |
|
|
|
39,380 |
|
Laboratory Corp of America Holdings |
|
|
8,606 |
|
|
|
1,857 |
|
McKesson Corp |
|
|
13,488 |
|
|
|
7,033 |
|
Medtronic PLC |
|
|
134,873 |
|
|
|
11,243 |
|
Merck & Co Inc |
|
|
256,868 |
|
|
|
32,661 |
|
Mettler-Toledo International Inc * |
|
|
2,198 |
|
|
|
2,741 |
|
Moderna Inc * |
|
|
33,625 |
|
|
|
3,102 |
|
Molina Healthcare Inc * |
|
|
5,910 |
|
|
|
2,328 |
|
Pfizer Inc |
|
|
572,363 |
|
|
|
15,202 |
|
Quest Diagnostics Inc |
|
|
11,397 |
|
|
|
1,423 |
|
Regeneron Pharmaceuticals Inc * |
|
|
10,859 |
|
|
|
10,491 |
|
ResMed Inc |
|
|
14,910 |
|
|
|
2,590 |
|
Revvity Inc |
|
|
12,509 |
|
|
|
1,371 |
|
STERIS PLC |
|
|
10,015 |
|
|
|
2,333 |
|
Stryker Corp |
|
|
34,273 |
|
|
|
11,964 |
|
Teleflex Inc |
|
|
4,764 |
|
|
|
1,061 |
|
Thermo Fisher Scientific Inc |
|
|
39,166 |
|
|
|
22,332 |
|
UnitedHealth Group Inc |
|
|
93,757 |
|
|
|
46,278 |
|
Universal Health Services Inc, Cl B |
|
|
6,184 |
|
|
|
1,033 |
|
Vertex Pharmaceuticals Inc * |
|
|
26,121 |
|
|
|
10,990 |
|
Viatris Inc |
|
|
121,608 |
|
|
|
1,504 |
|
Waters Corp * |
|
|
5,994 |
|
|
|
2,023 |
|
West Pharmaceutical Services Inc |
|
|
7,500 |
|
|
|
2,688 |
|
Zimmer Biomet Holdings Inc |
|
|
21,184 |
|
|
|
2,634 |
|
Zoetis Inc, Cl A |
|
|
46,539 |
|
|
|
9,230 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
543,188 |
|
Industrials — 7.8% |
|
|
|
|
3M Co |
|
|
55,987 |
|
|
|
5,157 |
|
A O Smith Corp |
|
|
12,451 |
|
|
|
1,032 |
|
Allegion PLC |
|
|
8,899 |
|
|
|
1,138 |
|
American Airlines Group Inc * |
|
|
66,248 |
|
|
|
1,039 |
|
AMETEK Inc |
|
|
23,396 |
|
|
|
4,215 |
|
Automatic Data Processing Inc |
|
|
41,693 |
|
|
|
10,470 |
|
Axon Enterprise Inc * |
|
|
7,140 |
|
|
|
2,195 |
|
Boeing Co/The * |
|
|
57,645 |
|
|
|
11,743 |
|
Broadridge Financial Solutions Inc |
|
|
11,926 |
|
|
|
2,428 |
|
Builders FirstSource Inc * |
|
|
12,509 |
|
|
|
2,441 |
|
Carrier Global Corp |
|
|
85,052 |
|
|
|
4,727 |
|
Caterpillar Inc |
|
|
51,712 |
|
|
|
17,270 |
|
CH Robinson Worldwide Inc |
|
|
11,825 |
|
|
|
876 |
|
Cintas Corp |
|
|
8,776 |
|
|
|
5,517 |
|
Copart Inc * |
|
|
88,572 |
|
|
|
4,708 |
|
CSX Corp |
|
|
200,315 |
|
|
|
7,600 |
|
Cummins Inc |
|
|
14,368 |
|
|
|
3,859 |
|
Dayforce *(A) |
|
|
15,811 |
|
|
|
1,103 |
|
Deere & Co |
|
|
27,150 |
|
|
|
9,911 |
|
Delta Air Lines Inc |
|
|
65,226 |
|
|
|
2,757 |
|
Dover Corp |
|
|
14,180 |
|
|
|
2,345 |
|
Eaton Corp PLC |
|
|
40,476 |
|
|
|
11,698 |
|
Emerson Electric Co |
|
|
57,790 |
|
|
|
6,175 |
|
Equifax Inc |
|
|
12,490 |
|
|
|
3,417 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Expeditors International of Washington Inc |
|
|
14,738 |
|
|
$ |
1,763 |
|
Fastenal Co |
|
|
57,923 |
|
|
|
4,229 |
|
FedEx Corp |
|
|
23,447 |
|
|
|
5,838 |
|
Fortive Corp |
|
|
35,624 |
|
|
|
3,033 |
|
Generac Holdings Inc * |
|
|
6,227 |
|
|
|
701 |
|
General Dynamics Corp |
|
|
22,960 |
|
|
|
6,274 |
|
General Electric Co |
|
|
110,327 |
|
|
|
17,309 |
|
Honeywell International Inc |
|
|
66,827 |
|
|
|
13,281 |
|
Howmet Aerospace Inc |
|
|
39,651 |
|
|
|
2,639 |
|
Hubbell Inc, Cl B |
|
|
5,436 |
|
|
|
2,069 |
|
Huntington Ingalls Industries Inc |
|
|
4,027 |
|
|
|
1,174 |
|
IDEX Corp |
|
|
7,666 |
|
|
|
1,808 |
|
Illinois Tool Works Inc |
|
|
27,755 |
|
|
|
7,276 |
|
Ingersoll Rand Inc |
|
|
41,033 |
|
|
|
3,748 |
|
Jacobs Solutions Inc |
|
|
12,764 |
|
|
|
1,872 |
|
JB Hunt Transport Services Inc |
|
|
8,260 |
|
|
|
1,704 |
|
Johnson Controls International PLC |
|
|
68,962 |
|
|
|
4,087 |
|
L3Harris Technologies Inc |
|
|
19,213 |
|
|
|
4,067 |
|
Leidos Holdings Inc |
|
|
13,939 |
|
|
|
1,782 |
|
Lockheed Martin Corp |
|
|
22,383 |
|
|
|
9,585 |
|
Masco Corp |
|
|
22,757 |
|
|
|
1,747 |
|
Nordson Corp |
|
|
5,490 |
|
|
|
1,458 |
|
Norfolk Southern Corp |
|
|
22,923 |
|
|
|
5,808 |
|
Northrop Grumman Corp |
|
|
14,368 |
|
|
|
6,624 |
|
Old Dominion Freight Line Inc |
|
|
9,070 |
|
|
|
4,013 |
|
Otis Worldwide Corp |
|
|
41,486 |
|
|
|
3,954 |
|
PACCAR Inc |
|
|
53,023 |
|
|
|
5,880 |
|
Parker-Hannifin Corp |
|
|
13,023 |
|
|
|
6,973 |
|
Paychex Inc |
|
|
32,589 |
|
|
|
3,996 |
|
Paycom Software Inc |
|
|
4,972 |
|
|
|
907 |
|
Pentair PLC |
|
|
16,756 |
|
|
|
1,303 |
|
Quanta Services Inc |
|
|
14,727 |
|
|
|
3,557 |
|
Republic Services Inc, Cl A |
|
|
20,731 |
|
|
|
3,806 |
|
Robert Half Inc |
|
|
10,734 |
|
|
|
863 |
|
Rockwell Automation Inc |
|
|
11,624 |
|
|
|
3,314 |
|
Rollins Inc |
|
|
28,458 |
|
|
|
1,254 |
|
RTX Corp |
|
|
145,756 |
|
|
|
13,070 |
|
Snap-on Inc |
|
|
5,350 |
|
|
|
1,475 |
|
Southwest Airlines Co |
|
|
60,427 |
|
|
|
2,071 |
|
Stanley Black & Decker Inc |
|
|
15,541 |
|
|
|
1,388 |
|
Textron Inc |
|
|
19,869 |
|
|
|
1,770 |
|
Trane Technologies PLC |
|
|
23,152 |
|
|
|
6,528 |
|
TransDigm Group Inc |
|
|
5,607 |
|
|
|
6,604 |
|
Uber Technologies Inc * |
|
|
208,600 |
|
|
|
16,584 |
|
Union Pacific Corp |
|
|
61,793 |
|
|
|
15,676 |
|
United Airlines Holdings Inc * |
|
|
33,247 |
|
|
|
1,512 |
|
United Parcel Service Inc, Cl B |
|
|
73,315 |
|
|
|
10,870 |
|
United Rentals Inc |
|
|
6,871 |
|
|
|
4,763 |
|
Veralto |
|
|
22,221 |
|
|
|
1,920 |
|
Verisk Analytics Inc, Cl A |
|
|
14,701 |
|
|
|
3,556 |
|
Waste Management Inc |
|
|
37,154 |
|
|
|
7,641 |
|
Westinghouse Air Brake Technologies Corp |
|
|
18,161 |
|
|
|
2,566 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
WW Grainger Inc |
|
|
4,478 |
|
|
$ |
4,359 |
|
Xylem Inc/NY |
|
|
24,437 |
|
|
|
3,105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
378,975 |
|
Information Technology — 26.5% |
|
|
|
|
Accenture PLC, Cl A |
|
|
63,619 |
|
|
|
23,843 |
|
Adobe Inc * |
|
|
46,153 |
|
|
|
25,859 |
|
Advanced Micro Devices Inc * |
|
|
163,776 |
|
|
|
31,532 |
|
Akamai Technologies Inc * |
|
|
15,289 |
|
|
|
1,696 |
|
Amphenol Corp, Cl A |
|
|
60,649 |
|
|
|
6,625 |
|
Analog Devices Inc |
|
|
50,513 |
|
|
|
9,689 |
|
ANSYS Inc * |
|
|
8,798 |
|
|
|
2,940 |
|
Apple Inc |
|
|
1,481,951 |
|
|
|
267,863 |
|
Applied Materials Inc |
|
|
84,797 |
|
|
|
17,097 |
|
Arista Networks Inc * |
|
|
25,544 |
|
|
|
7,090 |
|
Autodesk Inc * |
|
|
21,669 |
|
|
|
5,594 |
|
Broadcom Inc |
|
|
44,495 |
|
|
|
57,865 |
|
Cadence Design Systems Inc * |
|
|
27,578 |
|
|
|
8,394 |
|
CDW Corp/DE |
|
|
13,579 |
|
|
|
3,343 |
|
Cisco Systems Inc |
|
|
410,593 |
|
|
|
19,860 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
50,827 |
|
|
|
4,016 |
|
Corning Inc |
|
|
77,836 |
|
|
|
2,509 |
|
Enphase Energy Inc * |
|
|
13,842 |
|
|
|
1,758 |
|
EPAM Systems Inc * |
|
|
5,849 |
|
|
|
1,780 |
|
F5 Inc * |
|
|
6,052 |
|
|
|
1,133 |
|
Fair Isaac Corp * |
|
|
2,505 |
|
|
|
3,181 |
|
First Solar Inc * |
|
|
10,831 |
|
|
|
1,667 |
|
Fortinet Inc * |
|
|
64,608 |
|
|
|
4,465 |
|
Gartner Inc * |
|
|
7,901 |
|
|
|
3,678 |
|
Gen Digital Inc |
|
|
57,154 |
|
|
|
1,228 |
|
Hewlett Packard Enterprise Co |
|
|
130,041 |
|
|
|
1,981 |
|
HP Inc |
|
|
88,157 |
|
|
|
2,498 |
|
Intel Corp |
|
|
427,365 |
|
|
|
18,398 |
|
International Business Machines Corp |
|
|
92,561 |
|
|
|
17,127 |
|
Intuit Inc |
|
|
28,409 |
|
|
|
18,832 |
|
Jabil Inc |
|
|
12,969 |
|
|
|
1,869 |
|
Juniper Networks Inc |
|
|
32,323 |
|
|
|
1,197 |
|
Keysight Technologies Inc * |
|
|
18,000 |
|
|
|
2,777 |
|
KLA Corp |
|
|
13,779 |
|
|
|
9,401 |
|
Lam Research Corp |
|
|
13,359 |
|
|
|
12,534 |
|
Microchip Technology Inc |
|
|
54,844 |
|
|
|
4,615 |
|
Micron Technology Inc |
|
|
111,305 |
|
|
|
10,085 |
|
Microsoft Corp |
|
|
753,390 |
|
|
|
311,632 |
|
Monolithic Power Systems Inc |
|
|
4,857 |
|
|
|
3,497 |
|
Motorola Solutions Inc |
|
|
16,824 |
|
|
|
5,559 |
|
NetApp Inc |
|
|
21,165 |
|
|
|
1,886 |
|
NVIDIA Corp |
|
|
250,378 |
|
|
|
198,079 |
|
NXP Semiconductors NV |
|
|
26,129 |
|
|
|
6,525 |
|
ON Semiconductor Corp * |
|
|
43,659 |
|
|
|
3,446 |
|
Oracle Corp |
|
|
161,057 |
|
|
|
17,987 |
|
Palo Alto Networks Inc * |
|
|
31,507 |
|
|
|
9,785 |
|
PTC Inc * |
|
|
12,046 |
|
|
|
2,205 |
|
Qorvo Inc * |
|
|
9,868 |
|
|
|
1,130 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
QUALCOMM Inc |
|
|
112,822 |
|
|
$ |
17,802 |
|
Roper Technologies Inc |
|
|
10,828 |
|
|
|
5,898 |
|
Salesforce Inc * |
|
|
98,631 |
|
|
|
30,459 |
|
Seagate Technology Holdings PLC |
|
|
19,720 |
|
|
|
1,835 |
|
ServiceNow Inc * |
|
|
20,780 |
|
|
|
16,029 |
|
Skyworks Solutions Inc |
|
|
16,157 |
|
|
|
1,695 |
|
Synopsys Inc * |
|
|
15,416 |
|
|
|
8,845 |
|
TE Connectivity Ltd |
|
|
31,503 |
|
|
|
4,523 |
|
Teledyne Technologies Inc * |
|
|
4,783 |
|
|
|
2,044 |
|
Teradyne Inc |
|
|
15,497 |
|
|
|
1,605 |
|
Texas Instruments Inc |
|
|
92,062 |
|
|
|
15,405 |
|
Trimble Inc * |
|
|
25,217 |
|
|
|
1,543 |
|
Tyler Technologies Inc * |
|
|
4,265 |
|
|
|
1,864 |
|
VeriSign Inc * |
|
|
9,004 |
|
|
|
1,758 |
|
Western Digital Corp * |
|
|
32,868 |
|
|
|
1,955 |
|
Zebra Technologies Corp, Cl A * |
|
|
5,206 |
|
|
|
1,455 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,292,465 |
|
Materials — 2.0% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
22,519 |
|
|
|
5,270 |
|
Albemarle Corp |
|
|
11,896 |
|
|
|
1,640 |
|
Amcor PLC |
|
|
146,511 |
|
|
|
1,327 |
|
Avery Dennison Corp |
|
|
8,163 |
|
|
|
1,768 |
|
Ball Corp |
|
|
31,961 |
|
|
|
2,046 |
|
Celanese Corp, Cl A |
|
|
10,152 |
|
|
|
1,543 |
|
CF Industries Holdings Inc |
|
|
19,367 |
|
|
|
1,563 |
|
Corteva Inc |
|
|
71,437 |
|
|
|
3,823 |
|
Dow Inc |
|
|
71,099 |
|
|
|
3,973 |
|
DuPont de Nemours Inc |
|
|
43,592 |
|
|
|
3,016 |
|
Eastman Chemical Co |
|
|
12,019 |
|
|
|
1,055 |
|
Ecolab Inc |
|
|
25,724 |
|
|
|
5,784 |
|
FMC Corp |
|
|
12,647 |
|
|
|
713 |
|
Freeport-McMoRan Inc, Cl B |
|
|
145,359 |
|
|
|
5,496 |
|
International Flavors & Fragrances Inc |
|
|
25,877 |
|
|
|
1,954 |
|
International Paper Co |
|
|
35,075 |
|
|
|
1,240 |
|
Linde PLC |
|
|
49,152 |
|
|
|
22,061 |
|
LyondellBasell Industries NV, Cl A |
|
|
25,975 |
|
|
|
2,605 |
|
Martin Marietta Materials Inc |
|
|
6,265 |
|
|
|
3,619 |
|
Mosaic Co/The |
|
|
33,130 |
|
|
|
1,032 |
|
Newmont Corp |
|
|
116,825 |
|
|
|
3,651 |
|
Nucor Corp |
|
|
24,920 |
|
|
|
4,792 |
|
Packaging Corp of America |
|
|
9,085 |
|
|
|
1,646 |
|
PPG Industries Inc |
|
|
23,902 |
|
|
|
3,385 |
|
Sherwin-Williams Co/The |
|
|
23,871 |
|
|
|
7,926 |
|
Steel Dynamics Inc |
|
|
15,419 |
|
|
|
2,063 |
|
Vulcan Materials Co |
|
|
13,469 |
|
|
|
3,581 |
|
Westrock Co |
|
|
25,991 |
|
|
|
1,177 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
99,749 |
|
Real Estate — 2.1% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
15,854 |
|
|
|
1,977 |
|
American Tower Corp, Cl A ‡ |
|
|
47,254 |
|
|
|
9,397 |
|
AvalonBay Communities Inc ‡ |
|
|
14,396 |
|
|
|
2,548 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Boston Properties Inc ‡ |
|
|
14,636 |
|
|
$ |
947 |
|
Camden Property Trust ‡ |
|
|
10,823 |
|
|
|
1,023 |
|
CBRE Group Inc, Cl A * |
|
|
30,896 |
|
|
|
2,839 |
|
CoStar Group Inc * |
|
|
41,395 |
|
|
|
3,603 |
|
Crown Castle Inc ‡ |
|
|
43,993 |
|
|
|
4,837 |
|
Digital Realty Trust Inc ‡ |
|
|
30,699 |
|
|
|
4,507 |
|
Equinix Inc ‡ |
|
|
9,517 |
|
|
|
8,459 |
|
Equity Residential ‡ |
|
|
35,028 |
|
|
|
2,109 |
|
Essex Property Trust Inc ‡ |
|
|
6,506 |
|
|
|
1,505 |
|
Extra Space Storage Inc ‡ |
|
|
21,417 |
|
|
|
3,019 |
|
Federal Realty Investment Trust ‡ |
|
|
7,447 |
|
|
|
751 |
|
Healthpeak Properties Inc ‡ |
|
|
61,400 |
|
|
|
1,028 |
|
Host Hotels & Resorts Inc ‡ |
|
|
71,508 |
|
|
|
1,483 |
|
Invitation Homes Inc ‡ |
|
|
58,311 |
|
|
|
1,987 |
|
Iron Mountain Inc ‡ |
|
|
29,598 |
|
|
|
2,328 |
|
Kimco Realty Corp ‡ |
|
|
67,410 |
|
|
|
1,332 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
11,828 |
|
|
|
1,486 |
|
Prologis Inc ‡ |
|
|
93,661 |
|
|
|
12,482 |
|
Public Storage ‡ |
|
|
16,042 |
|
|
|
4,554 |
|
Realty Income Corp ‡ |
|
|
84,299 |
|
|
|
4,393 |
|
Regency Centers Corp ‡ |
|
|
16,652 |
|
|
|
1,032 |
|
SBA Communications Corp, Cl A ‡ |
|
|
10,936 |
|
|
|
2,288 |
|
Simon Property Group Inc ‡ |
|
|
33,070 |
|
|
|
4,899 |
|
UDR Inc ‡ |
|
|
30,675 |
|
|
|
1,089 |
|
Ventas Inc ‡ |
|
|
40,788 |
|
|
|
1,725 |
|
VICI Properties Inc, Cl A ‡ |
|
|
104,868 |
|
|
|
3,139 |
|
Welltower Inc ‡ |
|
|
56,104 |
|
|
|
5,171 |
|
Weyerhaeuser Co ‡ |
|
|
73,998 |
|
|
|
2,544 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
100,481 |
|
Utilities — 1.8% |
|
|
|
|
AES Corp/The |
|
|
67,879 |
|
|
|
1,032 |
|
Alliant Energy Corp |
|
|
25,867 |
|
|
|
1,235 |
|
Ameren Corp |
|
|
26,654 |
|
|
|
1,897 |
|
American Electric Power Co Inc |
|
|
53,307 |
|
|
|
4,541 |
|
American Water Works Co Inc |
|
|
19,737 |
|
|
|
2,340 |
|
Atmos Energy Corp |
|
|
15,053 |
|
|
|
1,700 |
|
CenterPoint Energy Inc |
|
|
63,986 |
|
|
|
1,760 |
|
CMS Energy Corp |
|
|
29,575 |
|
|
|
1,697 |
|
Consolidated Edison Inc |
|
|
34,994 |
|
|
|
3,052 |
|
Constellation Energy Corp |
|
|
32,375 |
|
|
|
5,454 |
|
Dominion Energy Inc |
|
|
84,824 |
|
|
|
4,057 |
|
DTE Energy Co |
|
|
20,900 |
|
|
|
2,264 |
|
Duke Energy Corp |
|
|
78,125 |
|
|
|
7,174 |
|
Edison International |
|
|
38,853 |
|
|
|
2,643 |
|
Entergy Corp |
|
|
21,436 |
|
|
|
2,177 |
|
Evergy Inc |
|
|
23,286 |
|
|
|
1,154 |
|
Exelon Corp |
|
|
100,905 |
|
|
|
3,616 |
|
FirstEnergy Corp |
|
|
52,350 |
|
|
|
1,917 |
|
NextEra Energy Inc |
|
|
207,976 |
|
|
|
11,478 |
|
NiSource Inc |
|
|
41,891 |
|
|
|
1,092 |
|
NRG Energy Inc |
|
|
22,885 |
|
|
|
1,266 |
|
PG&E Corp |
|
|
216,268 |
|
|
|
3,609 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
S&P 500 Index Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Pinnacle West Capital Corp |
|
|
11,495 |
|
|
$ |
785 |
|
PPL Corp |
|
|
74,720 |
|
|
|
1,970 |
|
Public Service Enterprise Group Inc |
|
|
50,513 |
|
|
|
3,152 |
|
Sempra |
|
|
63,793 |
|
|
|
4,504 |
|
Southern Co/The |
|
|
110,553 |
|
|
|
7,435 |
|
WEC Energy Group Inc |
|
|
31,975 |
|
|
|
2,510 |
|
Xcel Energy Inc |
|
|
55,936 |
|
|
|
2,947 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
90,458 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,532,089) ($ Thousands) |
|
|
|
|
|
|
4,337,457 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
1,240,948 |
|
|
$ |
1,230 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $1,240) ($ Thousands) |
|
|
1,230 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
82,873,347 |
|
|
|
82,873 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $82,873) ($ Thousands) |
|
|
|
|
|
|
82,873 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 90.5% |
|
|
|
|
|
|
|
|
(Cost $1,616,202) ($ Thousands) |
|
$ |
4,421,560 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
318 |
|
|
|
Mar-2024 |
|
|
$ |
77,757 |
|
|
$ |
81,150 |
|
|
$ |
3,393 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $4,885,365 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan . The total market value of such securities as of February 29, 2024 was $1,230 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
715 |
|
|
$ |
25,299 |
|
|
$ |
(24,782 |
) |
|
$ |
(1 |
) |
|
$ |
(1 |
) |
|
$ |
1,230 |
|
|
$ |
2 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
25,389 |
|
|
|
763,717 |
|
|
|
(706,233 |
) |
|
|
— |
|
|
|
— |
|
|
|
82,873 |
|
|
|
2,923 |
|
|
|
— |
|
Totals |
|
$ |
26,104 |
|
|
$ |
789,016 |
|
|
$ |
(731,015 |
) |
|
$ |
(1 |
) |
|
$ |
(1 |
) |
|
$ |
84,103 |
|
|
$ |
2,925 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 85.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 3.3% |
|
|
|
|
Advantage Solutions Inc * |
|
|
18,900 |
|
|
$ |
72 |
|
AMC Entertainment Holdings Inc, Cl A *(A) |
|
|
42,093 |
|
|
|
182 |
|
AMC Networks Inc, Cl A * |
|
|
6,660 |
|
|
|
86 |
|
Anterix Inc * |
|
|
1,400 |
|
|
|
56 |
|
AST SpaceMobile, Cl A *(A) |
|
|
21,700 |
|
|
|
69 |
|
Atlanta Braves Holdings Inc, Cl A * |
|
|
1,803 |
|
|
|
76 |
|
Atlanta Braves Holdings Inc, Cl C * |
|
|
8,905 |
|
|
|
348 |
|
ATN International Inc |
|
|
2,267 |
|
|
|
76 |
|
Bandwidth Inc, Cl A * |
|
|
5,000 |
|
|
|
103 |
|
Boston Omaha Corp, Cl A * |
|
|
4,300 |
|
|
|
71 |
|
Bumble Inc, Cl A * |
|
|
18,100 |
|
|
|
207 |
|
Cable One Inc |
|
|
900 |
|
|
|
410 |
|
Cardlytics Inc * |
|
|
7,100 |
|
|
|
59 |
|
Cargurus Inc, Cl A * |
|
|
15,000 |
|
|
|
332 |
|
Cars.com Inc * |
|
|
13,800 |
|
|
|
253 |
|
Cinemark Holdings Inc * |
|
|
16,640 |
|
|
|
290 |
|
Clear Channel Outdoor Holdings, Cl A * |
|
|
88,200 |
|
|
|
152 |
|
Cogent Communications Holdings Inc |
|
|
7,004 |
|
|
|
567 |
|
Consolidated Communications Holdings Inc * |
|
|
16,612 |
|
|
|
72 |
|
Daily Journal Corp * |
|
|
300 |
|
|
|
102 |
|
DHI Group Inc * |
|
|
9,600 |
|
|
|
27 |
|
EchoStar Corp, Cl A * |
|
|
23,189 |
|
|
|
304 |
|
Entravision Communications Corp, Cl A |
|
|
14,200 |
|
|
|
55 |
|
Eventbrite Inc, Cl A * |
|
|
16,900 |
|
|
|
95 |
|
EverQuote Inc, Cl A * |
|
|
4,400 |
|
|
|
70 |
|
EW Scripps Co/The, Cl A * |
|
|
13,896 |
|
|
|
56 |
|
Frontier Communications Parent Inc * |
|
|
40,500 |
|
|
|
959 |
|
fuboTV Inc * |
|
|
64,800 |
|
|
|
134 |
|
Gannett Co Inc * |
|
|
32,687 |
|
|
|
70 |
|
GCI Liberty - Escrow * |
|
|
23,647 |
|
|
|
— |
|
Globalstar Inc * |
|
|
146,200 |
|
|
|
228 |
|
Gogo Inc * |
|
|
8,900 |
|
|
|
73 |
|
Gray Television Inc |
|
|
19,500 |
|
|
|
114 |
|
Grindr * |
|
|
10,600 |
|
|
|
88 |
|
IAC Inc * |
|
|
12,076 |
|
|
|
686 |
|
IDT Corp, Cl B * |
|
|
4,100 |
|
|
|
153 |
|
iHeartMedia Inc, Cl A * |
|
|
24,700 |
|
|
|
68 |
|
IMAX Corp * |
|
|
10,100 |
|
|
|
173 |
|
Integral Ad Science Holding Corp * |
|
|
7,600 |
|
|
|
79 |
|
Iridium Communications Inc |
|
|
19,846 |
|
|
|
575 |
|
John Wiley & Sons Inc, Cl A |
|
|
6,972 |
|
|
|
232 |
|
Liberty Broadband Corp, Cl A * |
|
|
2,983 |
|
|
|
179 |
|
Liberty Broadband Corp, Cl C * |
|
|
19,314 |
|
|
|
1,162 |
|
Liberty Latin America Ltd, Cl A * |
|
|
8,300 |
|
|
|
53 |
|
Liberty Latin America Ltd, Cl C * |
|
|
25,062 |
|
|
|
163 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
4,108 |
|
|
|
269 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
32,742 |
|
|
|
2,382 |
|
Liberty Media Corp-Liberty Live, Cl A * |
|
|
3,509 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Liberty Media Corp-Liberty SiriusXM * |
|
|
25,122 |
|
|
$ |
728 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
13,335 |
|
|
|
389 |
|
Liberty Media -Liberty Live, Cl C * |
|
|
9,199 |
|
|
|
366 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
14,516 |
|
|
|
141 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
21,575 |
|
|
|
196 |
|
Lumen Technologies Inc * |
|
|
149,700 |
|
|
|
242 |
|
Madison Square Garden Entertainment Corp, Cl A * |
|
|
5,811 |
|
|
|
224 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
2,979 |
|
|
|
561 |
|
Magnite Inc * |
|
|
23,838 |
|
|
|
286 |
|
Marcus Corp/The |
|
|
5,161 |
|
|
|
76 |
|
MediaAlpha Inc, Cl A * |
|
|
1,037 |
|
|
|
21 |
|
New York Times Co/The, Cl A |
|
|
26,882 |
|
|
|
1,190 |
|
Nexstar Media Group Inc, Cl A |
|
|
5,544 |
|
|
|
921 |
|
Nextdoor Holdings Inc * |
|
|
29,000 |
|
|
|
63 |
|
Ooma Inc * |
|
|
6,900 |
|
|
|
70 |
|
Outbrain Inc * |
|
|
5,800 |
|
|
|
21 |
|
Pinterest Inc, Cl A * |
|
|
99,311 |
|
|
|
3,645 |
|
Playstudios Inc * |
|
|
21,200 |
|
|
|
50 |
|
Playtika Holding Corp * |
|
|
4,725 |
|
|
|
35 |
|
PubMatic Inc, Cl A * |
|
|
10,400 |
|
|
|
218 |
|
QuinStreet Inc * |
|
|
11,286 |
|
|
|
165 |
|
Reservoir Media Inc * |
|
|
4,100 |
|
|
|
30 |
|
ROBLOX Corp, Cl A * |
|
|
78,700 |
|
|
|
3,140 |
|
Roku Inc, Cl A * |
|
|
20,548 |
|
|
|
1,298 |
|
Scholastic Corp |
|
|
4,367 |
|
|
|
172 |
|
Shenandoah Telecommunications Co |
|
|
10,404 |
|
|
|
194 |
|
Shutterstock Inc |
|
|
5,297 |
|
|
|
258 |
|
Sinclair Inc |
|
|
4,111 |
|
|
|
61 |
|
Sirius XM Holdings Inc (A) |
|
|
102,481 |
|
|
|
453 |
|
Sphere Entertainment Co * |
|
|
4,611 |
|
|
|
200 |
|
Spok Holdings Inc |
|
|
1,500 |
|
|
|
27 |
|
Spotify Technology SA * |
|
|
23,903 |
|
|
|
6,129 |
|
Stagwell Inc, Cl A * |
|
|
13,400 |
|
|
|
72 |
|
TechTarget Inc * |
|
|
6,100 |
|
|
|
193 |
|
TEGNA Inc |
|
|
37,900 |
|
|
|
531 |
|
Telephone and Data Systems Inc |
|
|
17,455 |
|
|
|
267 |
|
Thryv Holdings Inc * |
|
|
6,500 |
|
|
|
136 |
|
TKO Group Holdings, Cl A |
|
|
9,934 |
|
|
|
832 |
|
Trade Desk Inc/The, Cl A * |
|
|
75,100 |
|
|
|
6,416 |
|
TripAdvisor Inc * |
|
|
17,100 |
|
|
|
459 |
|
TrueCar Inc * |
|
|
22,900 |
|
|
|
80 |
|
Vimeo Inc * |
|
|
34,746 |
|
|
|
166 |
|
Vivid Seats Inc, Cl A * |
|
|
5,600 |
|
|
|
34 |
|
WideOpenWest Inc * |
|
|
11,700 |
|
|
|
47 |
|
Yelp Inc, Cl A * |
|
|
10,398 |
|
|
|
400 |
|
Ziff Davis Inc * |
|
|
7,357 |
|
|
|
506 |
|
ZipRecruiter Inc, Cl A * |
|
|
15,100 |
|
|
|
192 |
|
ZoomInfo Technologies Inc, Cl A * |
|
|
49,500 |
|
|
|
830 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,896 |
|
Consumer Discretionary — 9.8% |
|
|
|
|
1-800-Flowers.com Inc, Cl A * |
|
|
5,400 |
|
|
|
56 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
2U Inc *(A) |
|
|
15,900 |
|
|
$ |
7 |
|
Aaron's Co Inc/The |
|
|
6,958 |
|
|
|
54 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
8,000 |
|
|
|
1,022 |
|
Academy Sports & Outdoors Inc |
|
|
11,800 |
|
|
|
882 |
|
Accel Entertainment Inc, Cl A * |
|
|
14,200 |
|
|
|
161 |
|
Acushnet Holdings Corp |
|
|
5,900 |
|
|
|
380 |
|
Adient PLC * |
|
|
17,500 |
|
|
|
594 |
|
ADT Inc |
|
|
42,561 |
|
|
|
309 |
|
Adtalem Global Education Inc * |
|
|
6,081 |
|
|
|
301 |
|
Advance Auto Parts Inc |
|
|
9,600 |
|
|
|
648 |
|
Allbirds Inc, Cl A * |
|
|
12,300 |
|
|
|
11 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
23,398 |
|
|
|
162 |
|
American Eagle Outfitters Inc |
|
|
29,522 |
|
|
|
701 |
|
America's Car-Mart Inc/TX * |
|
|
1,250 |
|
|
|
84 |
|
AMMO Inc * |
|
|
17,700 |
|
|
|
42 |
|
Aramark |
|
|
39,000 |
|
|
|
1,183 |
|
Arko Corp |
|
|
14,200 |
|
|
|
93 |
|
Asbury Automotive Group Inc * |
|
|
3,398 |
|
|
|
710 |
|
Atmus Filtration Technologies Inc *(A) |
|
|
3,400 |
|
|
|
81 |
|
AutoNation Inc * |
|
|
4,600 |
|
|
|
689 |
|
Bally's Corp * |
|
|
8,028 |
|
|
|
90 |
|
BARK Inc * |
|
|
26,200 |
|
|
|
31 |
|
Beazer Homes USA Inc * |
|
|
6,461 |
|
|
|
202 |
|
Beyond * |
|
|
7,300 |
|
|
|
245 |
|
Big 5 Sporting Goods Corp |
|
|
5,600 |
|
|
|
27 |
|
Big Lots Inc |
|
|
7,446 |
|
|
|
40 |
|
Biglari Holdings Inc, Cl B * |
|
|
182 |
|
|
|
32 |
|
Birkenstock Holding PLC *(A) |
|
|
6,200 |
|
|
|
310 |
|
BJ's Restaurants Inc * |
|
|
4,642 |
|
|
|
163 |
|
Bloomin' Brands Inc |
|
|
16,050 |
|
|
|
436 |
|
Boot Barn Holdings Inc * |
|
|
5,400 |
|
|
|
499 |
|
Bowlero Corp (A) |
|
|
4,100 |
|
|
|
51 |
|
Boyd Gaming Corp |
|
|
11,845 |
|
|
|
783 |
|
Bright Horizons Family Solutions Inc * |
|
|
9,535 |
|
|
|
1,095 |
|
Brinker International Inc * |
|
|
7,782 |
|
|
|
361 |
|
Brunswick Corp/DE |
|
|
11,483 |
|
|
|
1,004 |
|
Buckle Inc/The |
|
|
6,651 |
|
|
|
272 |
|
Build-A-Bear Workshop Inc, Cl A |
|
|
3,200 |
|
|
|
77 |
|
Burlington Stores Inc * |
|
|
10,900 |
|
|
|
2,236 |
|
Caleres Inc |
|
|
5,576 |
|
|
|
215 |
|
Camping World Holdings Inc, Cl A |
|
|
9,200 |
|
|
|
246 |
|
Capri Holdings Ltd * |
|
|
18,600 |
|
|
|
858 |
|
CarParts.com Inc * |
|
|
10,300 |
|
|
|
26 |
|
Carriage Services Inc, Cl A |
|
|
3,506 |
|
|
|
87 |
|
Carrols Restaurant Group Inc |
|
|
9,100 |
|
|
|
86 |
|
Carter's Inc |
|
|
5,770 |
|
|
|
467 |
|
Carvana Co, Cl A *(A) |
|
|
15,800 |
|
|
|
1,200 |
|
Cato Corp/The, Cl A |
|
|
4,596 |
|
|
|
30 |
|
Cava Group *(A) |
|
|
3,800 |
|
|
|
222 |
|
Cavco Industries Inc * |
|
|
1,431 |
|
|
|
533 |
|
Century Casinos Inc * |
|
|
6,200 |
|
|
|
18 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Century Communities Inc |
|
|
4,400 |
|
|
$ |
380 |
|
Cheesecake Factory Inc/The |
|
|
7,223 |
|
|
|
256 |
|
Chegg Inc * |
|
|
26,010 |
|
|
|
233 |
|
Children's Place Inc/The *(A) |
|
|
3,433 |
|
|
|
66 |
|
Choice Hotels International Inc (A) |
|
|
4,777 |
|
|
|
535 |
|
Churchill Downs Inc |
|
|
11,862 |
|
|
|
1,446 |
|
Chuy's Holdings Inc * |
|
|
2,569 |
|
|
|
87 |
|
Clarus Corp |
|
|
6,221 |
|
|
|
36 |
|
Columbia Sportswear Co |
|
|
6,644 |
|
|
|
549 |
|
ContextLogic Inc, Cl A * |
|
|
4,577 |
|
|
|
30 |
|
Cooper-Standard Holdings Inc * |
|
|
1,400 |
|
|
|
20 |
|
Coupang Inc, Cl A * |
|
|
185,800 |
|
|
|
3,441 |
|
Coursera Inc * |
|
|
19,900 |
|
|
|
320 |
|
Cracker Barrel Old Country Store Inc (A) |
|
|
3,244 |
|
|
|
215 |
|
Cricut Inc, Cl A |
|
|
9,500 |
|
|
|
46 |
|
Crocs Inc * |
|
|
10,103 |
|
|
|
1,235 |
|
Dana Inc |
|
|
26,098 |
|
|
|
326 |
|
Dave & Buster's Entertainment Inc * |
|
|
6,200 |
|
|
|
383 |
|
Deckers Outdoor Corp * |
|
|
4,404 |
|
|
|
3,944 |
|
Denny's Corp * |
|
|
6,363 |
|
|
|
59 |
|
Designer Brands Inc, Cl A |
|
|
6,492 |
|
|
|
69 |
|
Destination XL Group Inc * |
|
|
13,400 |
|
|
|
53 |
|
Dick's Sporting Goods Inc |
|
|
10,135 |
|
|
|
1,803 |
|
Dillard's Inc, Cl A |
|
|
662 |
|
|
|
275 |
|
Dine Brands Global Inc |
|
|
2,572 |
|
|
|
125 |
|
DoorDash Inc, Cl A * |
|
|
52,100 |
|
|
|
6,490 |
|
Dorman Products Inc * |
|
|
4,140 |
|
|
|
390 |
|
DraftKings Inc, Cl A * |
|
|
70,782 |
|
|
|
3,066 |
|
Dream Finders Homes Inc, Cl A * |
|
|
4,700 |
|
|
|
184 |
|
Duluth Holdings Inc, Cl B * |
|
|
2,900 |
|
|
|
14 |
|
Duolingo Inc, Cl A * |
|
|
4,800 |
|
|
|
1,147 |
|
El Pollo Loco Holdings Inc * |
|
|
3,900 |
|
|
|
35 |
|
Ethan Allen Interiors Inc |
|
|
5,276 |
|
|
|
176 |
|
European Wax Center Inc, Cl A * |
|
|
8,000 |
|
|
|
113 |
|
Everi Holdings Inc * |
|
|
18,900 |
|
|
|
224 |
|
EVgo Inc, Cl A *(A) |
|
|
17,700 |
|
|
|
52 |
|
Figs Inc, Cl A *(A) |
|
|
24,600 |
|
|
|
129 |
|
First Watch Restaurant Group Inc * |
|
|
2,400 |
|
|
|
60 |
|
Fisker Inc *(A) |
|
|
37,200 |
|
|
|
27 |
|
Five Below Inc * |
|
|
9,205 |
|
|
|
1,847 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
17,500 |
|
|
|
2,120 |
|
Foot Locker Inc |
|
|
15,400 |
|
|
|
530 |
|
Fossil Group Inc * |
|
|
10,700 |
|
|
|
11 |
|
Fox Factory Holding Corp * |
|
|
7,700 |
|
|
|
390 |
|
Frontdoor Inc * |
|
|
15,450 |
|
|
|
484 |
|
Full House Resorts Inc * |
|
|
7,000 |
|
|
|
36 |
|
Funko Inc, Cl A * |
|
|
6,000 |
|
|
|
42 |
|
GameStop Corp, Cl A *(A) |
|
|
43,400 |
|
|
|
619 |
|
Gap Inc/The |
|
|
31,500 |
|
|
|
597 |
|
Genesco Inc * |
|
|
2,169 |
|
|
|
69 |
|
Gentex Corp |
|
|
39,190 |
|
|
|
1,432 |
|
Gentherm Inc * |
|
|
6,148 |
|
|
|
350 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
G-III Apparel Group Ltd * |
|
|
5,906 |
|
|
$ |
196 |
|
Golden Entertainment Inc |
|
|
4,131 |
|
|
|
153 |
|
Goodyear Tire & Rubber Co/The * |
|
|
44,868 |
|
|
|
533 |
|
GoPro Inc, Cl A * |
|
|
29,300 |
|
|
|
69 |
|
Graham Holdings Co, Cl B |
|
|
600 |
|
|
|
421 |
|
Grand Canyon Education Inc * |
|
|
4,815 |
|
|
|
649 |
|
Green Brick Partners Inc * |
|
|
5,100 |
|
|
|
298 |
|
Group 1 Automotive Inc |
|
|
2,235 |
|
|
|
605 |
|
GrowGeneration Corp * |
|
|
12,100 |
|
|
|
26 |
|
Guess? Inc |
|
|
5,117 |
|
|
|
130 |
|
H&R Block Inc |
|
|
24,300 |
|
|
|
1,189 |
|
Hanesbrands Inc * |
|
|
69,800 |
|
|
|
377 |
|
Harley-Davidson Inc |
|
|
21,100 |
|
|
|
765 |
|
Haverty Furniture Cos Inc |
|
|
1,563 |
|
|
|
54 |
|
Helen of Troy Ltd * |
|
|
4,348 |
|
|
|
543 |
|
Hibbett Inc |
|
|
2,412 |
|
|
|
198 |
|
Hilton Grand Vacations Inc * |
|
|
14,870 |
|
|
|
667 |
|
Holley Inc * |
|
|
13,400 |
|
|
|
57 |
|
Hooker Furnishings Corp |
|
|
3,700 |
|
|
|
91 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
1,100 |
|
|
|
172 |
|
Hyatt Hotels Corp, Cl A |
|
|
7,327 |
|
|
|
1,125 |
|
Inspired Entertainment Inc * |
|
|
2,000 |
|
|
|
20 |
|
Installed Building Products Inc |
|
|
3,900 |
|
|
|
932 |
|
International Game Technology PLC |
|
|
17,100 |
|
|
|
465 |
|
iRobot Corp *(A) |
|
|
6,202 |
|
|
|
71 |
|
Jack in the Box Inc |
|
|
4,021 |
|
|
|
294 |
|
Johnson Outdoors Inc, Cl A |
|
|
1,400 |
|
|
|
64 |
|
KB Home |
|
|
11,585 |
|
|
|
770 |
|
Kohl's Corp |
|
|
17,700 |
|
|
|
493 |
|
Kontoor Brands Inc |
|
|
8,900 |
|
|
|
526 |
|
Krispy Kreme Inc (A) |
|
|
14,400 |
|
|
|
186 |
|
Kura Sushi USA Inc, Cl A * |
|
|
800 |
|
|
|
76 |
|
Lands' End Inc * |
|
|
2,862 |
|
|
|
28 |
|
Landsea Homes Corp * |
|
|
1,300 |
|
|
|
18 |
|
Latham Group Inc * |
|
|
7,300 |
|
|
|
25 |
|
Laureate Education Inc, Cl A |
|
|
23,400 |
|
|
|
314 |
|
La-Z-Boy Inc, Cl Z |
|
|
8,826 |
|
|
|
335 |
|
LCI Industries |
|
|
3,949 |
|
|
|
497 |
|
Lear Corp |
|
|
9,671 |
|
|
|
1,328 |
|
Legacy Housing Corp * |
|
|
1,400 |
|
|
|
36 |
|
Leggett & Platt Inc |
|
|
21,000 |
|
|
|
429 |
|
Leslie's Inc * |
|
|
29,056 |
|
|
|
230 |
|
LGI Homes Inc * |
|
|
3,200 |
|
|
|
365 |
|
Life Time Group Holdings Inc * |
|
|
8,300 |
|
|
|
114 |
|
Light & Wonder Inc, Cl A * |
|
|
15,162 |
|
|
|
1,524 |
|
Lindblad Expeditions Holdings Inc * |
|
|
6,900 |
|
|
|
64 |
|
Lithia Motors Inc, Cl A |
|
|
4,533 |
|
|
|
1,356 |
|
Lovesac Co/The * |
|
|
2,900 |
|
|
|
67 |
|
Lucid Group Inc *(A) |
|
|
139,700 |
|
|
|
461 |
|
Luminar Technologies Inc, Cl A *(A) |
|
|
55,900 |
|
|
|
134 |
|
M/I Homes Inc * |
|
|
4,294 |
|
|
|
545 |
|
Macy's Inc |
|
|
44,400 |
|
|
|
774 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Malibu Boats Inc, Cl A * |
|
|
4,600 |
|
|
$ |
201 |
|
Marine Products Corp |
|
|
1,800 |
|
|
|
21 |
|
MarineMax Inc * |
|
|
5,161 |
|
|
|
171 |
|
Marriott Vacations Worldwide Corp |
|
|
6,672 |
|
|
|
622 |
|
MasterCraft Boat Holdings Inc * |
|
|
2,100 |
|
|
|
46 |
|
Mattel Inc * |
|
|
58,500 |
|
|
|
1,152 |
|
MDC Holdings Inc |
|
|
9,668 |
|
|
|
606 |
|
Meritage Homes Corp |
|
|
6,011 |
|
|
|
948 |
|
Mister Car Wash Inc *(A) |
|
|
16,500 |
|
|
|
137 |
|
Modine Manufacturing Co * |
|
|
8,374 |
|
|
|
751 |
|
Monarch Casino & Resort Inc |
|
|
2,900 |
|
|
|
204 |
|
Mondee Holdings, Cl A *(A) |
|
|
12,600 |
|
|
|
28 |
|
Monro Inc |
|
|
6,428 |
|
|
|
216 |
|
Movado Group Inc |
|
|
3,520 |
|
|
|
101 |
|
Murphy USA Inc |
|
|
3,200 |
|
|
|
1,334 |
|
National Vision Holdings Inc * |
|
|
11,700 |
|
|
|
274 |
|
Newell Brands Inc |
|
|
60,400 |
|
|
|
453 |
|
Noodles & Co, Cl A * |
|
|
11,000 |
|
|
|
28 |
|
Nordstrom Inc |
|
|
20,100 |
|
|
|
421 |
|
ODP Corp/The * |
|
|
4,912 |
|
|
|
277 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
10,100 |
|
|
|
810 |
|
ONE Group Hospitality Inc/The * |
|
|
4,200 |
|
|
|
16 |
|
OneSpaWorld Holdings Ltd * |
|
|
13,200 |
|
|
|
172 |
|
OneWater Marine Inc, Cl A * |
|
|
2,200 |
|
|
|
57 |
|
Oxford Industries Inc |
|
|
2,654 |
|
|
|
269 |
|
Papa John's International Inc (A) |
|
|
6,442 |
|
|
|
463 |
|
Patrick Industries Inc |
|
|
3,825 |
|
|
|
459 |
|
Peloton Interactive Inc, Cl A * |
|
|
60,535 |
|
|
|
274 |
|
Penn Entertainment Inc * |
|
|
29,000 |
|
|
|
531 |
|
Penske Automotive Group Inc |
|
|
3,088 |
|
|
|
474 |
|
Perdoceo Education Corp |
|
|
11,054 |
|
|
|
197 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
19,300 |
|
|
|
50 |
|
PetMed Express Inc |
|
|
4,596 |
|
|
|
23 |
|
Phinia Inc |
|
|
9,400 |
|
|
|
322 |
|
Planet Fitness Inc, Cl A * |
|
|
14,000 |
|
|
|
869 |
|
PlayAGS Inc * |
|
|
2,500 |
|
|
|
23 |
|
Polaris Inc |
|
|
8,907 |
|
|
|
826 |
|
Portillo's Inc, Cl A * |
|
|
10,200 |
|
|
|
148 |
|
Potbelly Corp * |
|
|
1,200 |
|
|
|
17 |
|
Purple Innovation Inc, Cl A |
|
|
10,765 |
|
|
|
20 |
|
PVH Corp |
|
|
10,000 |
|
|
|
1,367 |
|
QuantumScape Corp, Cl A *(A) |
|
|
52,400 |
|
|
|
329 |
|
RCI Hospitality Holdings Inc |
|
|
1,400 |
|
|
|
79 |
|
Red Rock Resorts Inc, Cl A |
|
|
8,500 |
|
|
|
493 |
|
Rent the Runway Inc, Cl A *(A) |
|
|
3,700 |
|
|
|
1 |
|
Revolve Group Inc, Cl A *(A) |
|
|
8,000 |
|
|
|
175 |
|
RH * |
|
|
2,511 |
|
|
|
689 |
|
Rivian Automotive Inc, Cl A *(A) |
|
|
110,500 |
|
|
|
1,251 |
|
Rocky Brands Inc |
|
|
1,600 |
|
|
|
40 |
|
Rush Street Interactive Inc * |
|
|
13,600 |
|
|
|
80 |
|
Sabre Corp * |
|
|
55,600 |
|
|
|
147 |
|
Sally Beauty Holdings Inc * |
|
|
19,191 |
|
|
|
242 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Savers Value Village * |
|
|
6,200 |
|
|
$ |
125 |
|
Service Corp International/US |
|
|
24,689 |
|
|
|
1,807 |
|
Shake Shack Inc, Cl A * |
|
|
6,100 |
|
|
|
649 |
|
Shoe Carnival Inc |
|
|
4,152 |
|
|
|
136 |
|
Signet Jewelers Ltd |
|
|
7,200 |
|
|
|
733 |
|
Six Flags Entertainment Corp * |
|
|
14,058 |
|
|
|
356 |
|
Skechers USA Inc, Cl A * |
|
|
22,246 |
|
|
|
1,375 |
|
Skyline Champion Corp * |
|
|
8,700 |
|
|
|
729 |
|
Sleep Number Corp * |
|
|
5,009 |
|
|
|
83 |
|
Smith & Wesson Brands Inc |
|
|
6,283 |
|
|
|
86 |
|
Snap One Holdings Corp * |
|
|
2,800 |
|
|
|
23 |
|
Solid Power Inc *(A) |
|
|
28,800 |
|
|
|
47 |
|
Solo Brands Inc, Cl A * |
|
|
2,600 |
|
|
|
7 |
|
Sonic Automotive Inc, Cl A |
|
|
3,464 |
|
|
|
182 |
|
Sonos Inc * |
|
|
24,300 |
|
|
|
461 |
|
Sportsman's Warehouse Holdings Inc * |
|
|
9,400 |
|
|
|
34 |
|
Standard Motor Products Inc |
|
|
4,766 |
|
|
|
151 |
|
Steven Madden Ltd |
|
|
11,951 |
|
|
|
512 |
|
Stitch Fix Inc, Cl A * |
|
|
17,800 |
|
|
|
57 |
|
Stoneridge Inc * |
|
|
5,930 |
|
|
|
104 |
|
Strategic Education Inc |
|
|
4,287 |
|
|
|
475 |
|
Stride Inc * |
|
|
7,788 |
|
|
|
465 |
|
Sturm Ruger & Co Inc |
|
|
3,942 |
|
|
|
171 |
|
Super Group SGHC Ltd * |
|
|
27,000 |
|
|
|
89 |
|
Sweetgreen Inc, Cl A * |
|
|
19,200 |
|
|
|
245 |
|
Target Hospitality Corp * |
|
|
6,100 |
|
|
|
59 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
16,960 |
|
|
|
960 |
|
Tempur Sealy International Inc |
|
|
27,892 |
|
|
|
1,519 |
|
Texas Roadhouse Inc, Cl A |
|
|
11,166 |
|
|
|
1,668 |
|
Thor Industries Inc |
|
|
8,490 |
|
|
|
1,088 |
|
ThredUp, Cl A * |
|
|
14,000 |
|
|
|
28 |
|
Tile Shop Holdings Inc * |
|
|
6,300 |
|
|
|
44 |
|
Tilly's Inc, Cl A * |
|
|
5,243 |
|
|
|
40 |
|
Toll Brothers Inc |
|
|
18,039 |
|
|
|
2,068 |
|
TopBuild Corp * |
|
|
5,300 |
|
|
|
2,133 |
|
Topgolf Callaway Brands Corp * |
|
|
27,706 |
|
|
|
395 |
|
Torrid Holdings Inc *(A) |
|
|
2,700 |
|
|
|
14 |
|
Traeger Inc * |
|
|
4,800 |
|
|
|
11 |
|
Travel + Leisure Co |
|
|
13,300 |
|
|
|
594 |
|
Tri Pointe Homes Inc * |
|
|
15,373 |
|
|
|
544 |
|
Udemy Inc * |
|
|
17,700 |
|
|
|
200 |
|
Under Armour Inc, Cl A * |
|
|
34,700 |
|
|
|
311 |
|
Under Armour Inc, Cl C * |
|
|
35,800 |
|
|
|
306 |
|
United Parks & Resorts * |
|
|
6,900 |
|
|
|
354 |
|
Universal Technical Institute Inc * |
|
|
7,300 |
|
|
|
110 |
|
Upbound Group Inc, Cl A |
|
|
10,240 |
|
|
|
346 |
|
Urban Outfitters Inc * |
|
|
10,000 |
|
|
|
415 |
|
Vail Resorts Inc |
|
|
6,312 |
|
|
|
1,454 |
|
Valvoline Inc * |
|
|
22,836 |
|
|
|
974 |
|
Victoria's Secret & Co * |
|
|
12,000 |
|
|
|
343 |
|
Vista Outdoor Inc * |
|
|
10,973 |
|
|
|
342 |
|
Visteon Corp * |
|
|
4,365 |
|
|
|
494 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vizio Holding Corp, Cl A * |
|
|
17,400 |
|
|
$ |
192 |
|
Warby Parker Inc, Cl A * |
|
|
15,200 |
|
|
|
193 |
|
Wayfair Inc, Cl A * |
|
|
13,500 |
|
|
|
805 |
|
Wendy's Co/The |
|
|
31,975 |
|
|
|
579 |
|
Weyco Group Inc |
|
|
1,200 |
|
|
|
39 |
|
Williams-Sonoma Inc |
|
|
10,737 |
|
|
|
2,529 |
|
Wingstop Inc |
|
|
5,000 |
|
|
|
1,755 |
|
Winmark Corp |
|
|
491 |
|
|
|
186 |
|
Winnebago Industries Inc |
|
|
4,435 |
|
|
|
318 |
|
Wolverine World Wide Inc |
|
|
17,896 |
|
|
|
182 |
|
Workhorse Group Inc *(A) |
|
|
25,800 |
|
|
|
9 |
|
Worthington Enterprises Inc |
|
|
5,702 |
|
|
|
354 |
|
WW International Inc * |
|
|
12,174 |
|
|
|
38 |
|
Wyndham Hotels & Resorts Inc (A) |
|
|
13,500 |
|
|
|
1,033 |
|
XPEL Inc * |
|
|
4,800 |
|
|
|
252 |
|
Xponential Fitness Inc, Cl A * |
|
|
5,600 |
|
|
|
56 |
|
YETI Holdings Inc * |
|
|
14,000 |
|
|
|
575 |
|
Zumiez Inc * |
|
|
4,803 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
131,537 |
|
Consumer Staples — 2.6% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
69,600 |
|
|
|
1,411 |
|
Alico Inc |
|
|
1,400 |
|
|
|
39 |
|
Andersons Inc/The |
|
|
5,699 |
|
|
|
315 |
|
B&G Foods Inc, Cl A (A) |
|
|
14,611 |
|
|
|
169 |
|
Beauty Health Co/The * |
|
|
17,700 |
|
|
|
59 |
|
BellRing Brands Inc * |
|
|
21,802 |
|
|
|
1,242 |
|
Benson Hill Inc * |
|
|
43,900 |
|
|
|
11 |
|
Beyond Meat Inc *(A) |
|
|
13,000 |
|
|
|
139 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
22,300 |
|
|
|
1,629 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
1,483 |
|
|
|
457 |
|
BRC Inc, Cl A *(A) |
|
|
5,800 |
|
|
|
24 |
|
Calavo Growers Inc |
|
|
4,426 |
|
|
|
128 |
|
Cal-Maine Foods Inc |
|
|
7,828 |
|
|
|
450 |
|
Casey's General Stores Inc |
|
|
6,259 |
|
|
|
1,906 |
|
Celsius Holdings Inc * |
|
|
24,100 |
|
|
|
1,967 |
|
Central Garden & Pet Co * |
|
|
2,600 |
|
|
|
114 |
|
Central Garden & Pet Co, Cl A * |
|
|
10,061 |
|
|
|
379 |
|
Chefs' Warehouse Inc/The * |
|
|
7,021 |
|
|
|
267 |
|
Coca-Cola Consolidated Inc |
|
|
789 |
|
|
|
663 |
|
Coty Inc, Cl A * |
|
|
61,800 |
|
|
|
776 |
|
Darling Ingredients Inc * |
|
|
26,257 |
|
|
|
1,111 |
|
Dole PLC |
|
|
14,200 |
|
|
|
168 |
|
Duckhorn Portfolio Inc/The * |
|
|
8,000 |
|
|
|
76 |
|
Edgewell Personal Care Co |
|
|
9,845 |
|
|
|
376 |
|
elf Beauty Inc * |
|
|
9,000 |
|
|
|
1,877 |
|
Energizer Holdings Inc |
|
|
10,945 |
|
|
|
312 |
|
Flowers Foods Inc |
|
|
30,608 |
|
|
|
686 |
|
Fresh Del Monte Produce Inc |
|
|
6,181 |
|
|
|
148 |
|
Freshpet Inc * |
|
|
7,100 |
|
|
|
802 |
|
Grocery Outlet Holding Corp * |
|
|
18,100 |
|
|
|
467 |
|
Hain Celestial Group Inc/The * |
|
|
15,660 |
|
|
|
157 |
|
Herbalife Ltd * |
|
|
20,144 |
|
|
|
178 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
HF Foods Group Inc * |
|
|
9,900 |
|
|
$ |
37 |
|
Ingles Markets Inc, Cl A |
|
|
2,645 |
|
|
|
204 |
|
Ingredion Inc |
|
|
10,965 |
|
|
|
1,290 |
|
Inter Parfums Inc |
|
|
2,906 |
|
|
|
426 |
|
J & J Snack Foods Corp |
|
|
2,364 |
|
|
|
343 |
|
John B Sanfilippo & Son Inc |
|
|
1,819 |
|
|
|
186 |
|
Lancaster Colony Corp |
|
|
3,129 |
|
|
|
647 |
|
Limoneira Co |
|
|
3,400 |
|
|
|
63 |
|
Maplebear * |
|
|
2,600 |
|
|
|
85 |
|
Medifast Inc |
|
|
1,764 |
|
|
|
71 |
|
MGP Ingredients Inc |
|
|
2,800 |
|
|
|
238 |
|
Mission Produce Inc * |
|
|
9,300 |
|
|
|
98 |
|
National Beverage Corp * |
|
|
5,204 |
|
|
|
274 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
1,085 |
|
|
|
18 |
|
Nature's Sunshine Products Inc * |
|
|
2,937 |
|
|
|
52 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
11,205 |
|
|
|
140 |
|
Oil-Dri Corp of America |
|
|
1,400 |
|
|
|
100 |
|
Olaplex Holdings Inc * |
|
|
29,300 |
|
|
|
54 |
|
Performance Food Group Co * |
|
|
25,827 |
|
|
|
1,983 |
|
Pilgrim's Pride Corp * |
|
|
6,007 |
|
|
|
191 |
|
Post Holdings Inc * |
|
|
8,469 |
|
|
|
882 |
|
PriceSmart Inc |
|
|
4,423 |
|
|
|
372 |
|
Primo Water Corp |
|
|
24,500 |
|
|
|
397 |
|
Reynolds Consumer Products Inc |
|
|
9,700 |
|
|
|
286 |
|
Seaboard Corp |
|
|
50 |
|
|
|
164 |
|
Seneca Foods Corp, Cl A * |
|
|
1,262 |
|
|
|
64 |
|
Simply Good Foods Co/The * |
|
|
17,100 |
|
|
|
607 |
|
Sovos Brands Inc *(A) |
|
|
11,000 |
|
|
|
251 |
|
SpartanNash Co |
|
|
8,136 |
|
|
|
171 |
|
Spectrum Brands Holdings Inc |
|
|
5,587 |
|
|
|
449 |
|
Sprouts Farmers Market Inc * |
|
|
16,700 |
|
|
|
1,043 |
|
SunOpta Inc * |
|
|
17,100 |
|
|
|
120 |
|
TreeHouse Foods Inc * |
|
|
7,809 |
|
|
|
279 |
|
Turning Point Brands Inc |
|
|
3,200 |
|
|
|
81 |
|
United Natural Foods Inc * |
|
|
12,798 |
|
|
|
200 |
|
Universal Corp/VA |
|
|
4,045 |
|
|
|
194 |
|
US Foods Holding Corp * |
|
|
38,100 |
|
|
|
1,935 |
|
USANA Health Sciences Inc * |
|
|
2,832 |
|
|
|
137 |
|
Utz Brands Inc |
|
|
13,800 |
|
|
|
244 |
|
Vector Group Ltd |
|
|
29,091 |
|
|
|
325 |
|
Village Super Market Inc, Cl A |
|
|
1,962 |
|
|
|
54 |
|
Vita Coco Co Inc/The * |
|
|
6,100 |
|
|
|
159 |
|
Vital Farms Inc * |
|
|
5,500 |
|
|
|
99 |
|
Waldencast, Cl A * |
|
|
7,000 |
|
|
|
47 |
|
WD-40 Co |
|
|
2,186 |
|
|
|
587 |
|
Weis Markets Inc |
|
|
3,604 |
|
|
|
234 |
|
Westrock Coffee * |
|
|
7,900 |
|
|
|
80 |
|
WK Kellogg |
|
|
12,700 |
|
|
|
186 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,650 |
|
Energy — 3.9% |
|
|
|
|
Amplify Energy Corp * |
|
|
4,900 |
|
|
|
30 |
|
Antero Midstream Corp |
|
|
55,400 |
|
|
|
742 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Antero Resources Corp * |
|
|
47,080 |
|
|
$ |
1,210 |
|
Archrock Inc |
|
|
24,583 |
|
|
|
449 |
|
Ardmore Shipping Corp |
|
|
7,800 |
|
|
|
127 |
|
Atlas Energy Solutions, Cl A |
|
|
4,700 |
|
|
|
89 |
|
Berry Corp |
|
|
19,400 |
|
|
|
137 |
|
Borr Drilling Ltd |
|
|
47,100 |
|
|
|
284 |
|
Bristow Group Inc * |
|
|
4,997 |
|
|
|
135 |
|
Cactus Inc, Cl A |
|
|
10,200 |
|
|
|
468 |
|
California Resources Corp |
|
|
11,200 |
|
|
|
584 |
|
Callon Petroleum Co * |
|
|
11,100 |
|
|
|
346 |
|
Centrus Energy Corp, Cl A * |
|
|
2,000 |
|
|
|
82 |
|
ChampionX Corp |
|
|
32,100 |
|
|
|
997 |
|
Cheniere Energy Inc |
|
|
40,865 |
|
|
|
6,342 |
|
Chesapeake Energy Corp (A) |
|
|
20,993 |
|
|
|
1,738 |
|
Chord Energy Corp |
|
|
6,930 |
|
|
|
1,126 |
|
Civitas Resources Inc |
|
|
13,234 |
|
|
|
909 |
|
Clean Energy Fuels Corp * |
|
|
29,988 |
|
|
|
88 |
|
CNX Resources Corp * |
|
|
29,200 |
|
|
|
612 |
|
Comstock Resources Inc (A) |
|
|
21,000 |
|
|
|
180 |
|
CONSOL Energy Inc |
|
|
4,775 |
|
|
|
410 |
|
Core Laboratories Inc |
|
|
9,300 |
|
|
|
139 |
|
Crescent Energy Co, Cl A |
|
|
12,060 |
|
|
|
135 |
|
CVR Energy Inc |
|
|
4,597 |
|
|
|
153 |
|
Delek US Holdings Inc |
|
|
11,390 |
|
|
|
291 |
|
DHT Holdings Inc |
|
|
27,900 |
|
|
|
302 |
|
Diamond Offshore Drilling Inc * |
|
|
16,800 |
|
|
|
186 |
|
DMC Global Inc * |
|
|
5,100 |
|
|
|
85 |
|
Dorian LPG Ltd |
|
|
6,747 |
|
|
|
244 |
|
Dril-Quip Inc * |
|
|
7,987 |
|
|
|
180 |
|
DT Midstream Inc |
|
|
16,000 |
|
|
|
922 |
|
Empire Petroleum Corp * |
|
|
1,033 |
|
|
|
6 |
|
Encore Energy *(A) |
|
|
17,800 |
|
|
|
69 |
|
Energy Fuels Inc/Canada *(A) |
|
|
36,000 |
|
|
|
228 |
|
Enviva Inc (A) |
|
|
5,900 |
|
|
|
2 |
|
Equitrans Midstream Corp |
|
|
70,900 |
|
|
|
758 |
|
Excelerate Energy Inc, Cl A |
|
|
2,400 |
|
|
|
38 |
|
Expro Group Holdings NV * |
|
|
15,357 |
|
|
|
275 |
|
FLEX LNG Ltd (A) |
|
|
5,800 |
|
|
|
146 |
|
FutureFuel Corp |
|
|
3,876 |
|
|
|
23 |
|
Gevo Inc * |
|
|
45,000 |
|
|
|
40 |
|
Golar LNG Ltd |
|
|
18,702 |
|
|
|
379 |
|
Green Plains Inc * |
|
|
11,190 |
|
|
|
238 |
|
Gulfport Energy Corp * |
|
|
2,200 |
|
|
|
312 |
|
Hallador Energy Co * |
|
|
4,400 |
|
|
|
33 |
|
Helix Energy Solutions Group Inc * |
|
|
24,169 |
|
|
|
218 |
|
Helmerich & Payne Inc |
|
|
15,600 |
|
|
|
599 |
|
HF Sinclair Corp |
|
|
24,100 |
|
|
|
1,338 |
|
HighPeak Energy Inc |
|
|
1,100 |
|
|
|
18 |
|
International Seaways Inc |
|
|
7,428 |
|
|
|
393 |
|
Kinetik Holdings Inc, Cl A (A) |
|
|
3,900 |
|
|
|
138 |
|
Kodiak Gas Services |
|
|
4,400 |
|
|
|
112 |
|
Kosmos Energy Ltd * |
|
|
71,775 |
|
|
|
441 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Liberty Energy Inc, Cl A |
|
|
26,300 |
|
|
$ |
562 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
28,900 |
|
|
|
655 |
|
Matador Resources Co |
|
|
18,700 |
|
|
|
1,181 |
|
Murphy Oil Corp |
|
|
24,400 |
|
|
|
968 |
|
Nabors Industries Ltd * |
|
|
1,991 |
|
|
|
156 |
|
NACCO Industries Inc, Cl A |
|
|
900 |
|
|
|
30 |
|
New Fortress Energy Inc, Cl A (A) |
|
|
10,000 |
|
|
|
351 |
|
Newpark Resources Inc * |
|
|
18,020 |
|
|
|
116 |
|
NextDecade Corp * |
|
|
7,100 |
|
|
|
33 |
|
Noble Corp PLC |
|
|
18,300 |
|
|
|
765 |
|
Nordic American Tankers Ltd |
|
|
34,377 |
|
|
|
140 |
|
Northern Oil and Gas Inc |
|
|
16,100 |
|
|
|
575 |
|
NOV Inc |
|
|
65,100 |
|
|
|
1,100 |
|
Oceaneering International Inc * |
|
|
15,446 |
|
|
|
305 |
|
Oil States International Inc * |
|
|
16,699 |
|
|
|
90 |
|
Overseas Shipholding Group Inc, Cl A |
|
|
17,900 |
|
|
|
109 |
|
Ovintiv Inc |
|
|
43,200 |
|
|
|
2,134 |
|
Par Pacific Holdings Inc * |
|
|
9,986 |
|
|
|
361 |
|
Patterson-UTI Energy Inc |
|
|
57,055 |
|
|
|
660 |
|
PBF Energy Inc, Cl A |
|
|
18,177 |
|
|
|
849 |
|
Peabody Energy Corp |
|
|
18,000 |
|
|
|
446 |
|
Permian Resources Corp, Cl A |
|
|
69,485 |
|
|
|
1,081 |
|
ProFrac Holding Corp, Cl A * |
|
|
3,000 |
|
|
|
25 |
|
ProPetro Holding Corp * |
|
|
19,200 |
|
|
|
142 |
|
Range Resources Corp |
|
|
39,000 |
|
|
|
1,233 |
|
REX American Resources Corp * |
|
|
3,900 |
|
|
|
172 |
|
Riley Exploration Permian Inc |
|
|
1,200 |
|
|
|
28 |
|
Ring Energy Inc *(A) |
|
|
10,000 |
|
|
|
14 |
|
RPC Inc |
|
|
15,199 |
|
|
|
112 |
|
SandRidge Energy Inc |
|
|
8,200 |
|
|
|
107 |
|
Scorpio Tankers Inc |
|
|
7,613 |
|
|
|
511 |
|
SEACOR Marine Holdings Inc * |
|
|
7,300 |
|
|
|
77 |
|
Seadrill Ltd * |
|
|
10,000 |
|
|
|
422 |
|
Select Water Solutions Inc, Cl A |
|
|
17,800 |
|
|
|
152 |
|
SFL Corp Ltd |
|
|
22,476 |
|
|
|
300 |
|
SilverBow Resources Inc * |
|
|
4,200 |
|
|
|
119 |
|
Sitio Royalties Corp, Cl A |
|
|
15,221 |
|
|
|
347 |
|
SM Energy Co |
|
|
19,313 |
|
|
|
845 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
5,400 |
|
|
|
46 |
|
Southwestern Energy Co * |
|
|
182,771 |
|
|
|
1,274 |
|
Talos Energy Inc * |
|
|
22,100 |
|
|
|
291 |
|
TechnipFMC PLC |
|
|
72,500 |
|
|
|
1,573 |
|
Teekay Corp * |
|
|
14,800 |
|
|
|
112 |
|
Teekay Tankers Ltd, Cl A |
|
|
5,100 |
|
|
|
280 |
|
Tellurian Inc *(A) |
|
|
101,800 |
|
|
|
81 |
|
TETRA Technologies Inc * |
|
|
32,100 |
|
|
|
125 |
|
Texas Pacific Land Corp |
|
|
1,000 |
|
|
|
1,575 |
|
Tidewater Inc * |
|
|
8,500 |
|
|
|
595 |
|
Uranium Energy Corp * |
|
|
67,700 |
|
|
|
439 |
|
US Silica Holdings Inc * |
|
|
15,626 |
|
|
|
180 |
|
VAALCO Energy Inc |
|
|
15,500 |
|
|
|
69 |
|
Valaris Ltd * |
|
|
9,700 |
|
|
|
612 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vertex Energy Inc *(A) |
|
|
13,700 |
|
|
$ |
18 |
|
Vital Energy Inc * |
|
|
3,800 |
|
|
|
191 |
|
Vitesse Energy Inc |
|
|
5,143 |
|
|
|
117 |
|
W&T Offshore Inc |
|
|
21,338 |
|
|
|
64 |
|
Weatherford International PLC * |
|
|
11,800 |
|
|
|
1,211 |
|
World Kinect Corp |
|
|
12,341 |
|
|
|
301 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,953 |
|
Financials — 15.2% |
|
|
|
|
1st Source Corp |
|
|
2,758 |
|
|
|
137 |
|
ACNB Corp |
|
|
1,900 |
|
|
|
67 |
|
AFC Gamma Inc ‡ |
|
|
2,800 |
|
|
|
32 |
|
Affiliated Managers Group Inc |
|
|
5,700 |
|
|
|
891 |
|
Affirm Holdings Inc, Cl A * |
|
|
37,600 |
|
|
|
1,411 |
|
AGNC Investment Corp ‡(A) |
|
|
106,921 |
|
|
|
1,022 |
|
Alerus Financial Corp |
|
|
3,400 |
|
|
|
74 |
|
Ally Financial Inc |
|
|
45,400 |
|
|
|
1,679 |
|
Amalgamated Financial Corp |
|
|
3,000 |
|
|
|
69 |
|
A-Mark Precious Metals Inc (A) |
|
|
3,800 |
|
|
|
98 |
|
Ambac Financial Group Inc * |
|
|
7,800 |
|
|
|
128 |
|
Amerant Bancorp Inc, Cl A |
|
|
5,100 |
|
|
|
108 |
|
American Equity Investment Life Holding Co * |
|
|
13,978 |
|
|
|
776 |
|
American Financial Group Inc/OH |
|
|
12,153 |
|
|
|
1,552 |
|
American National Bankshares Inc |
|
|
2,006 |
|
|
|
90 |
|
Ameris Bancorp |
|
|
10,462 |
|
|
|
485 |
|
AMERISAFE Inc |
|
|
2,633 |
|
|
|
139 |
|
Angel Oak Mortgage REIT Inc ‡ |
|
|
1,600 |
|
|
|
17 |
|
Annaly Capital Management Inc ‡ |
|
|
82,639 |
|
|
|
1,578 |
|
Apollo Commercial Real Estate Finance Inc ‡ |
|
|
28,819 |
|
|
|
323 |
|
Apollo Global Management Inc |
|
|
89,084 |
|
|
|
9,960 |
|
Arbor Realty Trust Inc ‡(A) |
|
|
28,600 |
|
|
|
383 |
|
Ares Commercial Real Estate Corp ‡ |
|
|
9,600 |
|
|
|
72 |
|
Ares Management Corp, Cl A |
|
|
27,745 |
|
|
|
3,680 |
|
ARMOUR Residential REIT ‡(A) |
|
|
9,884 |
|
|
|
196 |
|
Arrow Financial Corp |
|
|
3,349 |
|
|
|
80 |
|
Artisan Partners Asset Management Inc, Cl A |
|
|
11,800 |
|
|
|
508 |
|
AssetMark Financial Holdings Inc * |
|
|
3,900 |
|
|
|
138 |
|
Associated Banc-Corp |
|
|
24,036 |
|
|
|
501 |
|
Assured Guaranty Ltd |
|
|
9,287 |
|
|
|
851 |
|
Atlantic Union Bankshares Corp |
|
|
14,182 |
|
|
|
472 |
|
Atlanticus Holdings Corp * |
|
|
1,100 |
|
|
|
36 |
|
AvidXchange Holdings Inc * |
|
|
26,800 |
|
|
|
356 |
|
Axis Capital Holdings Ltd |
|
|
12,768 |
|
|
|
799 |
|
Axos Financial Inc * |
|
|
8,736 |
|
|
|
455 |
|
B Riley Financial Inc (A) |
|
|
4,400 |
|
|
|
81 |
|
Banc of California Inc |
|
|
25,414 |
|
|
|
372 |
|
BancFirst Corp |
|
|
4,050 |
|
|
|
355 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
3,812 |
|
|
|
107 |
|
Bancorp Inc/The * |
|
|
8,092 |
|
|
|
361 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bank First Corp (A) |
|
|
1,500 |
|
|
$ |
130 |
|
Bank of Hawaii Corp (A) |
|
|
6,024 |
|
|
|
363 |
|
Bank of Marin Bancorp |
|
|
3,614 |
|
|
|
60 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
8,500 |
|
|
|
254 |
|
Bank OZK |
|
|
17,470 |
|
|
|
765 |
|
BankUnited Inc |
|
|
13,696 |
|
|
|
367 |
|
Bankwell Financial Group Inc |
|
|
1,100 |
|
|
|
28 |
|
Banner Corp |
|
|
7,051 |
|
|
|
309 |
|
Bar Harbor Bankshares |
|
|
2,850 |
|
|
|
72 |
|
BayCom Corp |
|
|
3,000 |
|
|
|
60 |
|
BCB Bancorp Inc |
|
|
3,200 |
|
|
|
34 |
|
Berkshire Hills Bancorp Inc |
|
|
8,691 |
|
|
|
187 |
|
BGC Group Inc, Cl A |
|
|
55,936 |
|
|
|
389 |
|
Blackstone Mortgage Trust Inc, Cl A ‡(A) |
|
|
27,500 |
|
|
|
560 |
|
Block Inc, Cl A * |
|
|
92,409 |
|
|
|
7,344 |
|
Blue Foundry Bancorp * |
|
|
6,000 |
|
|
|
57 |
|
Blue Owl Capital Inc, Cl A |
|
|
76,100 |
|
|
|
1,367 |
|
Blue Ridge Bankshares Inc (A) |
|
|
3,700 |
|
|
|
9 |
|
BOK Financial Corp |
|
|
4,482 |
|
|
|
381 |
|
Bread Financial Holdings Inc |
|
|
8,500 |
|
|
|
325 |
|
Bridgewater Bancshares Inc * |
|
|
6,100 |
|
|
|
72 |
|
Brighthouse Financial Inc * |
|
|
12,400 |
|
|
|
577 |
|
Brightsphere Investment Group Inc |
|
|
7,363 |
|
|
|
167 |
|
BrightSpire Capital Inc, Cl A ‡ |
|
|
21,794 |
|
|
|
151 |
|
Brookline Bancorp Inc |
|
|
20,233 |
|
|
|
198 |
|
BRP Group Inc, Cl A * |
|
|
9,000 |
|
|
|
250 |
|
Burke & Herbert Financial Services (A) |
|
|
1,700 |
|
|
|
93 |
|
Business First Bancshares Inc |
|
|
4,300 |
|
|
|
97 |
|
Byline Bancorp Inc |
|
|
5,970 |
|
|
|
124 |
|
Cadence Bank |
|
|
29,631 |
|
|
|
820 |
|
Cambridge Bancorp |
|
|
1,500 |
|
|
|
95 |
|
Camden National Corp |
|
|
3,058 |
|
|
|
97 |
|
Cannae Holdings Inc * |
|
|
13,962 |
|
|
|
305 |
|
Cantaloupe Inc * |
|
|
14,900 |
|
|
|
97 |
|
Capital Bancorp Inc |
|
|
1,900 |
|
|
|
39 |
|
Capital City Bank Group Inc |
|
|
2,861 |
|
|
|
81 |
|
Capitol Federal Financial Inc |
|
|
28,287 |
|
|
|
164 |
|
Capstar Financial Holdings Inc |
|
|
2,400 |
|
|
|
45 |
|
Carlyle Group Inc/The |
|
|
35,400 |
|
|
|
1,623 |
|
Carter Bankshares Inc * |
|
|
7,100 |
|
|
|
94 |
|
Cass Information Systems Inc |
|
|
3,154 |
|
|
|
152 |
|
Cathay General Bancorp |
|
|
10,915 |
|
|
|
426 |
|
Central Pacific Financial Corp |
|
|
6,810 |
|
|
|
127 |
|
Chicago Atlantic Real Estate Finance ‡ |
|
|
900 |
|
|
|
15 |
|
Chimera Investment Corp ‡ |
|
|
37,065 |
|
|
|
162 |
|
Citizens & Northern Corp |
|
|
3,540 |
|
|
|
65 |
|
City Holding Co |
|
|
2,985 |
|
|
|
300 |
|
Civista Bancshares Inc |
|
|
3,400 |
|
|
|
51 |
|
Claros Mortgage Trust Inc ‡ |
|
|
14,700 |
|
|
|
142 |
|
CNA Financial Corp |
|
|
4,375 |
|
|
|
192 |
|
CNB Financial Corp/PA |
|
|
1,948 |
|
|
|
39 |
|
CNO Financial Group Inc |
|
|
17,725 |
|
|
|
473 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Coastal Financial Corp/WA * |
|
|
1,900 |
|
|
$ |
73 |
|
Cohen & Steers Inc |
|
|
3,936 |
|
|
|
289 |
|
Coinbase Global Inc, Cl A * |
|
|
28,800 |
|
|
|
5,863 |
|
Colony Bankcorp Inc |
|
|
3,700 |
|
|
|
42 |
|
Columbia Banking System Inc |
|
|
33,694 |
|
|
|
610 |
|
Columbia Financial Inc * |
|
|
3,600 |
|
|
|
60 |
|
Commerce Bancshares Inc/MO |
|
|
19,921 |
|
|
|
1,037 |
|
Community Bank System Inc |
|
|
8,251 |
|
|
|
374 |
|
Community Trust Bancorp Inc |
|
|
3,393 |
|
|
|
135 |
|
Compass Diversified Holdings |
|
|
10,600 |
|
|
|
244 |
|
ConnectOne Bancorp Inc |
|
|
8,383 |
|
|
|
166 |
|
Corebridge Financial Inc |
|
|
37,700 |
|
|
|
936 |
|
Crawford & Co, Cl A |
|
|
5,700 |
|
|
|
67 |
|
Credit Acceptance Corp * |
|
|
1,112 |
|
|
|
616 |
|
CrossFirst Bankshares Inc * |
|
|
11,500 |
|
|
|
148 |
|
Cullen/Frost Bankers Inc |
|
|
9,805 |
|
|
|
1,064 |
|
Customers Bancorp Inc * |
|
|
4,770 |
|
|
|
259 |
|
CVB Financial Corp |
|
|
24,379 |
|
|
|
415 |
|
Diamond Hill Investment Group Inc |
|
|
654 |
|
|
|
95 |
|
Dime Community Bancshares Inc |
|
|
7,729 |
|
|
|
145 |
|
Donegal Group Inc, Cl A |
|
|
2,500 |
|
|
|
35 |
|
Donnelley Financial Solutions Inc * |
|
|
5,132 |
|
|
|
331 |
|
Dynex Capital Inc ‡ |
|
|
9,597 |
|
|
|
118 |
|
Eagle Bancorp Inc |
|
|
4,406 |
|
|
|
105 |
|
East West Bancorp Inc |
|
|
23,566 |
|
|
|
1,717 |
|
Eastern Bankshares Inc |
|
|
27,200 |
|
|
|
351 |
|
eHealth Inc * |
|
|
5,874 |
|
|
|
39 |
|
Ellington Financial Inc ‡(A) |
|
|
13,700 |
|
|
|
155 |
|
Employers Holdings Inc |
|
|
5,074 |
|
|
|
232 |
|
Enact Holdings Inc |
|
|
6,300 |
|
|
|
175 |
|
Encore Capital Group Inc * |
|
|
3,875 |
|
|
|
186 |
|
Enova International Inc * |
|
|
4,366 |
|
|
|
276 |
|
Enstar Group Ltd * |
|
|
1,951 |
|
|
|
601 |
|
Enterprise Bancorp Inc/MA |
|
|
2,848 |
|
|
|
77 |
|
Enterprise Financial Services Corp |
|
|
7,165 |
|
|
|
286 |
|
Equitable Holdings Inc |
|
|
58,200 |
|
|
|
1,993 |
|
Equity Bancshares Inc, Cl A |
|
|
3,900 |
|
|
|
124 |
|
Esquire Financial Holdings Inc |
|
|
1,600 |
|
|
|
81 |
|
Essent Group Ltd (A) |
|
|
17,100 |
|
|
|
916 |
|
Euronet Worldwide Inc * |
|
|
7,788 |
|
|
|
852 |
|
Evercore Inc, Cl A |
|
|
5,876 |
|
|
|
1,099 |
|
EVERTEC Inc |
|
|
10,200 |
|
|
|
369 |
|
F&G Annuities & Life Inc |
|
|
3,894 |
|
|
|
147 |
|
Farmers & Merchants Bancorp Inc/Archbold OH |
|
|
3,200 |
|
|
|
65 |
|
Farmers National Banc Corp |
|
|
6,800 |
|
|
|
92 |
|
FB Financial Corp |
|
|
7,502 |
|
|
|
267 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,888 |
|
|
|
338 |
|
Fidelity D&D Bancorp Inc (A) |
|
|
1,600 |
|
|
|
80 |
|
Fidelity National Financial Inc |
|
|
43,766 |
|
|
|
2,214 |
|
Finance Of America Cos Inc, Cl A * |
|
|
7,100 |
|
|
|
6 |
|
Financial Institutions Inc |
|
|
3,243 |
|
|
|
60 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
First American Financial Corp |
|
|
16,572 |
|
|
$ |
968 |
|
First Bancorp Inc/The |
|
|
3,052 |
|
|
|
72 |
|
First BanCorp/Puerto Rico |
|
|
32,716 |
|
|
|
555 |
|
First Bancorp/Southern Pines NC |
|
|
7,645 |
|
|
|
261 |
|
First Bancshares Inc/The |
|
|
4,600 |
|
|
|
114 |
|
First Bank/Hamilton NJ |
|
|
3,700 |
|
|
|
50 |
|
First Busey Corp |
|
|
10,492 |
|
|
|
242 |
|
First Business Financial Services Inc |
|
|
1,800 |
|
|
|
63 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
1,802 |
|
|
|
2,836 |
|
First Commonwealth Financial Corp |
|
|
18,601 |
|
|
|
242 |
|
First Community Bankshares Inc |
|
|
2,342 |
|
|
|
78 |
|
First Financial Bancorp |
|
|
16,733 |
|
|
|
363 |
|
First Financial Bankshares Inc |
|
|
21,012 |
|
|
|
650 |
|
First Financial Corp/IN |
|
|
2,412 |
|
|
|
90 |
|
First Foundation Inc |
|
|
9,100 |
|
|
|
72 |
|
First Hawaiian Inc |
|
|
20,100 |
|
|
|
421 |
|
First Horizon Corp |
|
|
92,725 |
|
|
|
1,307 |
|
First Interstate BancSystem Inc, Cl A |
|
|
14,816 |
|
|
|
390 |
|
First Merchants Corp |
|
|
11,318 |
|
|
|
376 |
|
First Mid Bancshares Inc |
|
|
3,572 |
|
|
|
108 |
|
First of Long Island Corp/The |
|
|
4,995 |
|
|
|
56 |
|
First Western Financial Inc * |
|
|
1,800 |
|
|
|
25 |
|
FirstCash Holdings Inc |
|
|
6,120 |
|
|
|
701 |
|
Five Star Bancorp |
|
|
2,800 |
|
|
|
66 |
|
Flushing Financial Corp |
|
|
6,070 |
|
|
|
78 |
|
Flywire Corp * |
|
|
18,900 |
|
|
|
537 |
|
FNB Corp/PA |
|
|
58,589 |
|
|
|
782 |
|
Forge Global Holdings * |
|
|
31,460 |
|
|
|
65 |
|
Franklin BSP Realty Trust Inc ‡ |
|
|
16,854 |
|
|
|
218 |
|
Fulton Financial Corp |
|
|
30,212 |
|
|
|
465 |
|
FVCBankcorp Inc *(A) |
|
|
3,375 |
|
|
|
41 |
|
GCM Grosvenor Inc, Cl A |
|
|
10,000 |
|
|
|
85 |
|
Genworth Financial Inc, Cl A * |
|
|
86,500 |
|
|
|
532 |
|
German American Bancorp Inc |
|
|
6,166 |
|
|
|
194 |
|
Glacier Bancorp Inc |
|
|
17,975 |
|
|
|
673 |
|
Goosehead Insurance Inc, Cl A * |
|
|
4,100 |
|
|
|
310 |
|
Granite Point Mortgage Trust Inc ‡ |
|
|
10,941 |
|
|
|
52 |
|
Great Southern Bancorp Inc |
|
|
1,099 |
|
|
|
57 |
|
Green Dot Corp, Cl A * |
|
|
9,255 |
|
|
|
76 |
|
Greene County Bancorp Inc |
|
|
1,020 |
|
|
|
29 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
6,409 |
|
|
|
81 |
|
Guaranty Bancshares Inc/TX (A) |
|
|
1,500 |
|
|
|
43 |
|
Hamilton Lane Inc, Cl A |
|
|
5,900 |
|
|
|
678 |
|
Hancock Whitney Corp |
|
|
13,914 |
|
|
|
607 |
|
Hanmi Financial Corp |
|
|
6,878 |
|
|
|
104 |
|
Hannon Armstrong Sustainable Infrastructure Capital Inc ‡(A) |
|
|
20,300 |
|
|
|
511 |
|
Hanover Insurance Group Inc/The |
|
|
5,817 |
|
|
|
765 |
|
HarborOne Bancorp Inc |
|
|
10,720 |
|
|
|
109 |
|
HBT Financial Inc |
|
|
2,200 |
|
|
|
42 |
|
HCI Group Inc |
|
|
1,115 |
|
|
|
109 |
|
Heartland Financial USA Inc |
|
|
7,875 |
|
|
|
268 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Heritage Commerce Corp |
|
|
13,600 |
|
|
$ |
113 |
|
Heritage Financial Corp/WA |
|
|
8,071 |
|
|
|
148 |
|
Hilltop Holdings Inc |
|
|
9,500 |
|
|
|
293 |
|
Hingham Institution For Savings The (A) |
|
|
300 |
|
|
|
50 |
|
Hippo Holdings Inc * |
|
|
3,484 |
|
|
|
49 |
|
Home Bancorp Inc |
|
|
1,800 |
|
|
|
66 |
|
Home BancShares Inc/AR |
|
|
30,932 |
|
|
|
726 |
|
HomeStreet Inc |
|
|
4,372 |
|
|
|
61 |
|
HomeTrust Bancshares Inc |
|
|
4,102 |
|
|
|
108 |
|
Hope Bancorp Inc |
|
|
19,295 |
|
|
|
212 |
|
Horace Mann Educators Corp |
|
|
8,314 |
|
|
|
301 |
|
Horizon Bancorp Inc/IN |
|
|
9,425 |
|
|
|
113 |
|
Houlihan Lokey Inc, Cl A |
|
|
8,400 |
|
|
|
1,081 |
|
I3 Verticals Inc, Cl A * |
|
|
4,800 |
|
|
|
102 |
|
Independent Bank Corp |
|
|
8,020 |
|
|
|
418 |
|
Independent Bank Corp/MI |
|
|
5,400 |
|
|
|
132 |
|
Independent Bank Group Inc |
|
|
7,402 |
|
|
|
324 |
|
Interactive Brokers Group Inc, Cl A |
|
|
17,427 |
|
|
|
1,895 |
|
International Bancshares Corp |
|
|
9,850 |
|
|
|
511 |
|
International Money Express Inc * |
|
|
5,400 |
|
|
|
106 |
|
Invesco Mortgage Capital Inc ‡ |
|
|
8,009 |
|
|
|
72 |
|
Investors Title Co |
|
|
400 |
|
|
|
62 |
|
Jackson Financial Inc, Cl A |
|
|
13,400 |
|
|
|
738 |
|
James River Group Holdings Ltd |
|
|
8,200 |
|
|
|
82 |
|
Janus Henderson Group PLC |
|
|
21,800 |
|
|
|
679 |
|
Jefferies Financial Group Inc |
|
|
30,200 |
|
|
|
1,263 |
|
John Marshall Bancorp Inc |
|
|
2,700 |
|
|
|
47 |
|
Kearny Financial Corp/MD |
|
|
10,929 |
|
|
|
69 |
|
Kemper Corp |
|
|
9,673 |
|
|
|
555 |
|
Kinsale Capital Group Inc |
|
|
3,700 |
|
|
|
1,910 |
|
KKR & Co Inc |
|
|
113,263 |
|
|
|
11,129 |
|
KKR Real Estate Finance Trust Inc ‡ |
|
|
12,500 |
|
|
|
122 |
|
Ladder Capital Corp, Cl A ‡ |
|
|
15,962 |
|
|
|
173 |
|
Lakeland Bancorp Inc |
|
|
13,393 |
|
|
|
156 |
|
Lakeland Financial Corp |
|
|
4,757 |
|
|
|
303 |
|
Lazard, Cl A |
|
|
17,831 |
|
|
|
687 |
|
Lemonade Inc *(A) |
|
|
10,200 |
|
|
|
166 |
|
LendingClub Corp * |
|
|
22,600 |
|
|
|
183 |
|
LendingTree Inc * |
|
|
2,700 |
|
|
|
107 |
|
Lincoln National Corp |
|
|
27,700 |
|
|
|
763 |
|
Live Oak Bancshares Inc |
|
|
4,800 |
|
|
|
191 |
|
LPL Financial Holdings Inc |
|
|
12,762 |
|
|
|
3,419 |
|
Luther Burbank Corp * |
|
|
4,422 |
|
|
|
40 |
|
Macatawa Bank Corp |
|
|
5,200 |
|
|
|
51 |
|
Markel Group Inc * |
|
|
2,223 |
|
|
|
3,318 |
|
Marqeta Inc, Cl A * |
|
|
76,800 |
|
|
|
501 |
|
MBIA Inc |
|
|
10,982 |
|
|
|
72 |
|
Mercantile Bank Corp |
|
|
3,557 |
|
|
|
131 |
|
Merchants Bancorp/IN |
|
|
3,300 |
|
|
|
141 |
|
Mercury General Corp |
|
|
3,878 |
|
|
|
189 |
|
Metrocity Bankshares Inc |
|
|
3,800 |
|
|
|
92 |
|
Metropolitan Bank Holding Corp * |
|
|
2,100 |
|
|
|
82 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MFA Financial Inc ‡ |
|
|
16,624 |
|
|
$ |
187 |
|
MGIC Investment Corp |
|
|
45,418 |
|
|
|
903 |
|
Mid Penn Bancorp Inc |
|
|
3,200 |
|
|
|
67 |
|
Midland States Bancorp Inc |
|
|
2,600 |
|
|
|
63 |
|
MidWestOne Financial Group Inc |
|
|
3,169 |
|
|
|
73 |
|
Moelis & Co, Cl A |
|
|
12,300 |
|
|
|
665 |
|
Morningstar Inc |
|
|
4,320 |
|
|
|
1,290 |
|
Mr Cooper Group Inc * |
|
|
10,471 |
|
|
|
746 |
|
MVB Financial Corp |
|
|
2,400 |
|
|
|
51 |
|
National Bank Holdings Corp, Cl A |
|
|
6,400 |
|
|
|
217 |
|
National Western Life Group Inc, Cl A |
|
|
410 |
|
|
|
199 |
|
Navient Corp |
|
|
17,000 |
|
|
|
276 |
|
NBT Bancorp Inc |
|
|
8,508 |
|
|
|
293 |
|
NCR Atleos * |
|
|
12,941 |
|
|
|
282 |
|
Nelnet Inc, Cl A |
|
|
2,731 |
|
|
|
234 |
|
NerdWallet Inc, Cl A * |
|
|
5,800 |
|
|
|
98 |
|
New York Community Bancorp Inc (A) |
|
|
114,315 |
|
|
|
548 |
|
New York Mortgage Trust Inc ‡ |
|
|
22,559 |
|
|
|
163 |
|
NewtekOne Inc |
|
|
4,600 |
|
|
|
53 |
|
Nexpoint Real Estate Finance Inc ‡ |
|
|
1,600 |
|
|
|
22 |
|
NI Holdings Inc * |
|
|
2,300 |
|
|
|
32 |
|
Nicolet Bankshares Inc |
|
|
2,200 |
|
|
|
174 |
|
NMI Holdings Inc, Cl A * |
|
|
14,800 |
|
|
|
445 |
|
Northeast Bank |
|
|
1,500 |
|
|
|
80 |
|
Northfield Bancorp Inc |
|
|
10,205 |
|
|
|
103 |
|
Northrim BanCorp Inc |
|
|
1,800 |
|
|
|
89 |
|
Northwest Bancshares Inc |
|
|
18,579 |
|
|
|
213 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
397,300 |
|
|
|
4,402 |
|
OceanFirst Financial Corp |
|
|
13,468 |
|
|
|
205 |
|
OFG Bancorp |
|
|
9,125 |
|
|
|
330 |
|
Old National Bancorp/IN |
|
|
47,661 |
|
|
|
783 |
|
Old Republic International Corp |
|
|
43,544 |
|
|
|
1,261 |
|
Old Second Bancorp Inc |
|
|
10,100 |
|
|
|
136 |
|
OmniAB Inc. * |
|
|
2,598 |
|
|
|
— |
|
OneMain Holdings Inc, Cl A |
|
|
18,500 |
|
|
|
874 |
|
Open Lending Corp, Cl A * |
|
|
23,800 |
|
|
|
173 |
|
Orange County Bancorp |
|
|
1,000 |
|
|
|
46 |
|
Orchid Island Capital Inc, Cl A ‡(A) |
|
|
7,420 |
|
|
|
64 |
|
Origin Bancorp Inc |
|
|
5,000 |
|
|
|
149 |
|
Orrstown Financial Services Inc |
|
|
700 |
|
|
|
19 |
|
Oscar Health Inc, Cl A * |
|
|
30,600 |
|
|
|
498 |
|
P10 Inc, Cl A |
|
|
8,600 |
|
|
|
80 |
|
Pacific Premier Bancorp Inc |
|
|
14,636 |
|
|
|
335 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
31,200 |
|
|
|
434 |
|
Palomar Holdings Inc, Cl A * |
|
|
4,700 |
|
|
|
358 |
|
Park National Corp |
|
|
2,805 |
|
|
|
360 |
|
Parke Bancorp Inc |
|
|
2,200 |
|
|
|
38 |
|
Pathward Financial Inc |
|
|
5,400 |
|
|
|
275 |
|
Patria Investments Ltd, Cl A |
|
|
10,800 |
|
|
|
161 |
|
Payoneer Global Inc * |
|
|
44,700 |
|
|
|
217 |
|
Paysafe Ltd * |
|
|
6,867 |
|
|
|
99 |
|
PCB Bancorp |
|
|
2,600 |
|
|
|
42 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Peapack-Gladstone Financial Corp |
|
|
3,154 |
|
|
$ |
76 |
|
PennyMac Financial Services Inc |
|
|
3,900 |
|
|
|
331 |
|
PennyMac Mortgage Investment Trust ‡ |
|
|
14,463 |
|
|
|
204 |
|
Peoples Bancorp Inc/OH |
|
|
5,572 |
|
|
|
156 |
|
Peoples Financial Services Corp |
|
|
1,600 |
|
|
|
65 |
|
Perella Weinberg Partners, Cl A |
|
|
10,900 |
|
|
|
149 |
|
Pinnacle Financial Partners Inc |
|
|
12,427 |
|
|
|
1,028 |
|
Pioneer Bancorp Inc/NY * |
|
|
2,700 |
|
|
|
25 |
|
Piper Sandler Cos |
|
|
3,177 |
|
|
|
598 |
|
PJT Partners Inc, Cl A |
|
|
3,700 |
|
|
|
390 |
|
Popular Inc |
|
|
11,656 |
|
|
|
975 |
|
PRA Group Inc * |
|
|
7,658 |
|
|
|
196 |
|
Preferred Bank/Los Angeles CA |
|
|
3,037 |
|
|
|
218 |
|
Premier Financial Corp |
|
|
6,876 |
|
|
|
133 |
|
Primerica Inc |
|
|
5,929 |
|
|
|
1,454 |
|
Primis Financial Corp |
|
|
6,000 |
|
|
|
74 |
|
Priority Technology Holdings Inc * |
|
|
1,600 |
|
|
|
5 |
|
ProAssurance Corp |
|
|
11,625 |
|
|
|
143 |
|
PROG Holdings Inc * |
|
|
9,178 |
|
|
|
283 |
|
Prosperity Bancshares Inc |
|
|
14,335 |
|
|
|
895 |
|
Provident Financial Services Inc |
|
|
12,178 |
|
|
|
184 |
|
QCR Holdings Inc |
|
|
2,600 |
|
|
|
148 |
|
Radian Group Inc |
|
|
25,548 |
|
|
|
744 |
|
RBB Bancorp |
|
|
2,600 |
|
|
|
45 |
|
Ready Capital Corp ‡ |
|
|
29,838 |
|
|
|
263 |
|
Red River Bancshares Inc |
|
|
1,200 |
|
|
|
60 |
|
Redwood Trust Inc ‡ |
|
|
27,405 |
|
|
|
168 |
|
Regional Management Corp |
|
|
1,700 |
|
|
|
40 |
|
Reinsurance Group of America Inc, Cl A |
|
|
11,216 |
|
|
|
1,984 |
|
Remitly Global Inc * |
|
|
21,000 |
|
|
|
433 |
|
RenaissanceRe Holdings Ltd |
|
|
8,406 |
|
|
|
1,890 |
|
Renasant Corp |
|
|
11,160 |
|
|
|
353 |
|
Repay Holdings Corp, Cl A * |
|
|
20,900 |
|
|
|
182 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
1,998 |
|
|
|
98 |
|
Rithm Capital Corp ‡ |
|
|
87,888 |
|
|
|
953 |
|
RLI Corp |
|
|
6,682 |
|
|
|
979 |
|
Robinhood Markets Inc, Cl A * |
|
|
113,000 |
|
|
|
1,843 |
|
Rocket Cos Inc, Cl A *(A) |
|
|
21,000 |
|
|
|
264 |
|
Ryan Specialty Holdings Inc, Cl A * |
|
|
15,600 |
|
|
|
817 |
|
S&T Bancorp Inc |
|
|
8,332 |
|
|
|
260 |
|
Safety Insurance Group Inc |
|
|
3,131 |
|
|
|
257 |
|
Sandy Spring Bancorp Inc |
|
|
7,010 |
|
|
|
154 |
|
Seacoast Banking Corp of Florida |
|
|
14,981 |
|
|
|
362 |
|
SEI Investments Co † |
|
|
16,719 |
|
|
|
1,124 |
|
Selective Insurance Group Inc |
|
|
9,884 |
|
|
|
1,033 |
|
Selectquote Inc * |
|
|
28,700 |
|
|
|
56 |
|
ServisFirst Bancshares Inc |
|
|
8,100 |
|
|
|
512 |
|
Shift4 Payments Inc, Cl A * |
|
|
8,800 |
|
|
|
724 |
|
Shore Bancshares Inc |
|
|
8,800 |
|
|
|
100 |
|
Sierra Bancorp |
|
|
2,978 |
|
|
|
55 |
|
Simmons First National Corp, Cl A |
|
|
19,253 |
|
|
|
370 |
|
SiriusPoint Ltd * |
|
|
16,300 |
|
|
|
200 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Skyward Specialty Insurance Group Inc * |
|
|
4,000 |
|
|
$ |
146 |
|
SLM Corp |
|
|
36,820 |
|
|
|
767 |
|
SmartFinancial Inc |
|
|
3,100 |
|
|
|
67 |
|
SoFi Technologies Inc *(A) |
|
|
155,800 |
|
|
|
1,399 |
|
South Plains Financial Inc |
|
|
2,400 |
|
|
|
64 |
|
Southern First Bancshares Inc * |
|
|
1,491 |
|
|
|
49 |
|
Southern Missouri Bancorp Inc |
|
|
1,900 |
|
|
|
81 |
|
Southside Bancshares Inc |
|
|
6,762 |
|
|
|
194 |
|
SouthState Corp |
|
|
12,484 |
|
|
|
1,049 |
|
Starwood Property Trust Inc ‡ |
|
|
48,680 |
|
|
|
993 |
|
Stellar Bancorp Inc |
|
|
9,840 |
|
|
|
233 |
|
StepStone Group Inc, Cl A |
|
|
10,500 |
|
|
|
365 |
|
Sterling Bancorp Inc/MI * |
|
|
2,158 |
|
|
|
11 |
|
Stewart Information Services Corp |
|
|
4,541 |
|
|
|
286 |
|
Stifel Financial Corp |
|
|
16,573 |
|
|
|
1,257 |
|
Stock Yards Bancorp Inc |
|
|
4,502 |
|
|
|
206 |
|
StoneCo Ltd, Cl A * |
|
|
47,400 |
|
|
|
816 |
|
StoneX Group Inc * |
|
|
4,052 |
|
|
|
281 |
|
Summit Financial Group Inc |
|
|
2,600 |
|
|
|
70 |
|
Synovus Financial Corp |
|
|
23,792 |
|
|
|
903 |
|
Texas Capital Bancshares Inc * |
|
|
8,823 |
|
|
|
517 |
|
TFS Financial Corp |
|
|
12,343 |
|
|
|
157 |
|
Third Coast Bancshares Inc * |
|
|
800 |
|
|
|
15 |
|
Tiptree Inc |
|
|
5,100 |
|
|
|
89 |
|
Toast Inc, Cl A * |
|
|
59,100 |
|
|
|
1,359 |
|
Tompkins Financial Corp |
|
|
2,705 |
|
|
|
130 |
|
Towne Bank/Portsmouth VA |
|
|
13,867 |
|
|
|
376 |
|
TPG Inc, Cl A |
|
|
12,300 |
|
|
|
545 |
|
TPG RE Finance Trust Inc ‡ |
|
|
14,400 |
|
|
|
108 |
|
Tradeweb Markets Inc, Cl A |
|
|
19,300 |
|
|
|
2,042 |
|
TriCo Bancshares |
|
|
6,909 |
|
|
|
231 |
|
Triumph Financial Inc * |
|
|
4,300 |
|
|
|
322 |
|
Trupanion Inc *(A) |
|
|
8,600 |
|
|
|
230 |
|
TrustCo Bank Corp NY |
|
|
4,325 |
|
|
|
118 |
|
Trustmark Corp |
|
|
9,039 |
|
|
|
243 |
|
Two Harbors Investment Corp ‡ |
|
|
20,110 |
|
|
|
255 |
|
UMB Financial Corp |
|
|
8,245 |
|
|
|
673 |
|
United Bankshares Inc/WV |
|
|
21,256 |
|
|
|
737 |
|
United Community Banks Inc/GA |
|
|
21,618 |
|
|
|
562 |
|
United Fire Group Inc |
|
|
4,171 |
|
|
|
97 |
|
Unity Bancorp Inc |
|
|
100 |
|
|
|
3 |
|
Universal Insurance Holdings Inc |
|
|
5,900 |
|
|
|
119 |
|
Univest Financial Corp |
|
|
7,415 |
|
|
|
148 |
|
Unum Group |
|
|
32,900 |
|
|
|
1,627 |
|
Upstart Holdings Inc *(A) |
|
|
14,400 |
|
|
|
371 |
|
USCB Financial Holdings Inc |
|
|
2,200 |
|
|
|
24 |
|
UWM Holdings Corp |
|
|
20,000 |
|
|
|
128 |
|
Valley National Bancorp |
|
|
68,968 |
|
|
|
565 |
|
Value Line Inc |
|
|
300 |
|
|
|
13 |
|
Velocity Financial Inc * |
|
|
1,800 |
|
|
|
29 |
|
Veritex Holdings Inc |
|
|
10,839 |
|
|
|
213 |
|
Victory Capital Holdings Inc, Cl A |
|
|
5,500 |
|
|
|
211 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Virtu Financial Inc, Cl A |
|
|
17,900 |
|
|
$ |
323 |
|
Virtus Investment Partners Inc |
|
|
1,158 |
|
|
|
269 |
|
Voya Financial Inc |
|
|
16,300 |
|
|
|
1,114 |
|
WaFd |
|
|
13,436 |
|
|
|
366 |
|
Walker & Dunlop Inc |
|
|
5,023 |
|
|
|
479 |
|
Washington Trust Bancorp Inc |
|
|
3,870 |
|
|
|
100 |
|
Waterstone Financial Inc |
|
|
4,000 |
|
|
|
51 |
|
Webster Financial Corp |
|
|
28,529 |
|
|
|
1,359 |
|
WesBanco Inc |
|
|
8,609 |
|
|
|
249 |
|
West BanCorp Inc |
|
|
3,785 |
|
|
|
66 |
|
Westamerica BanCorp |
|
|
4,955 |
|
|
|
226 |
|
Western Alliance Bancorp |
|
|
17,861 |
|
|
|
1,031 |
|
Western Union Co/The |
|
|
59,700 |
|
|
|
801 |
|
WEX Inc * |
|
|
7,176 |
|
|
|
1,577 |
|
White Mountains Insurance Group Ltd |
|
|
362 |
|
|
|
639 |
|
Wintrust Financial Corp |
|
|
10,049 |
|
|
|
968 |
|
WisdomTree Inc |
|
|
21,375 |
|
|
|
172 |
|
World Acceptance Corp * |
|
|
976 |
|
|
|
117 |
|
WSFS Financial Corp |
|
|
11,112 |
|
|
|
471 |
|
XP Inc, Cl A |
|
|
53,800 |
|
|
|
1,272 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
204,879 |
|
Health Care — 10.2% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
15,000 |
|
|
|
700 |
|
23andMe Holding Co, Cl A *(A) |
|
|
45,800 |
|
|
|
26 |
|
2seventy bio Inc * |
|
|
8,200 |
|
|
|
43 |
|
4D Molecular Therapeutics Inc * |
|
|
7,700 |
|
|
|
216 |
|
89bio Inc * |
|
|
12,200 |
|
|
|
140 |
|
Aadi Bioscience Inc * |
|
|
2,900 |
|
|
|
6 |
|
Acadia Healthcare Co Inc * |
|
|
14,987 |
|
|
|
1,251 |
|
ACADIA Pharmaceuticals Inc * |
|
|
19,100 |
|
|
|
444 |
|
Accolade Inc * |
|
|
11,200 |
|
|
|
115 |
|
Accuray Inc * |
|
|
18,400 |
|
|
|
48 |
|
ACELYRIN * |
|
|
8,700 |
|
|
|
74 |
|
Aclaris Therapeutics Inc * |
|
|
15,900 |
|
|
|
19 |
|
AdaptHealth Corp, Cl A * |
|
|
15,400 |
|
|
|
158 |
|
Adaptive Biotechnologies Corp * |
|
|
23,700 |
|
|
|
97 |
|
Addus HomeCare Corp * |
|
|
2,800 |
|
|
|
258 |
|
Adicet Bio Inc * |
|
|
4,500 |
|
|
|
11 |
|
ADMA Biologics Inc * |
|
|
40,800 |
|
|
|
219 |
|
Aerovate Therapeutics Inc *(A) |
|
|
2,200 |
|
|
|
51 |
|
Agenus Inc * |
|
|
57,300 |
|
|
|
38 |
|
Agiliti Inc * |
|
|
6,100 |
|
|
|
60 |
|
agilon health Inc *(A) |
|
|
58,300 |
|
|
|
357 |
|
Agios Pharmaceuticals Inc * |
|
|
9,400 |
|
|
|
304 |
|
AirSculpt Technologies Inc *(A) |
|
|
1,400 |
|
|
|
9 |
|
Akero Therapeutics Inc * |
|
|
10,400 |
|
|
|
281 |
|
Akoya Biosciences Inc * |
|
|
1,600 |
|
|
|
9 |
|
Aldeyra Therapeutics Inc * |
|
|
9,200 |
|
|
|
33 |
|
Alector Inc * |
|
|
13,000 |
|
|
|
91 |
|
Alignment Healthcare Inc * |
|
|
17,000 |
|
|
|
102 |
|
Alkermes PLC * |
|
|
26,953 |
|
|
|
800 |
|
Allogene Therapeutics Inc * |
|
|
20,200 |
|
|
|
99 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Allovir Inc * |
|
|
7,300 |
|
|
$ |
5 |
|
Alnylam Pharmaceuticals Inc * |
|
|
20,989 |
|
|
|
3,171 |
|
Alphatec Holdings Inc * |
|
|
17,300 |
|
|
|
232 |
|
Alpine Immune Sciences Inc * |
|
|
4,500 |
|
|
|
158 |
|
Altimmune * |
|
|
11,800 |
|
|
|
143 |
|
ALX Oncology Holdings Inc *(A) |
|
|
4,300 |
|
|
|
63 |
|
Amedisys Inc * |
|
|
5,971 |
|
|
|
555 |
|
American Well Corp, Cl A * |
|
|
43,300 |
|
|
|
47 |
|
Amicus Therapeutics Inc * |
|
|
52,500 |
|
|
|
673 |
|
AMN Healthcare Services Inc * |
|
|
5,809 |
|
|
|
327 |
|
Amneal Pharmaceuticals Inc * |
|
|
23,588 |
|
|
|
130 |
|
Amphastar Pharmaceuticals Inc * |
|
|
6,900 |
|
|
|
321 |
|
Amylyx Pharmaceuticals Inc * |
|
|
9,000 |
|
|
|
170 |
|
AnaptysBio Inc * |
|
|
4,800 |
|
|
|
123 |
|
Anavex Life Sciences Corp *(A) |
|
|
15,300 |
|
|
|
79 |
|
AngioDynamics Inc * |
|
|
8,570 |
|
|
|
47 |
|
ANI Pharmaceuticals Inc * |
|
|
2,500 |
|
|
|
169 |
|
Anika Therapeutics Inc * |
|
|
3,070 |
|
|
|
75 |
|
Apellis Pharmaceuticals Inc * |
|
|
16,800 |
|
|
|
1,041 |
|
Apogee Therapeutics * |
|
|
4,900 |
|
|
|
171 |
|
Arbutus Biopharma Corp * |
|
|
16,700 |
|
|
|
47 |
|
Arcellx Inc *(A) |
|
|
6,800 |
|
|
|
448 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
3,100 |
|
|
|
120 |
|
Arcus Biosciences Inc * |
|
|
10,600 |
|
|
|
203 |
|
Arcutis Biotherapeutics Inc * |
|
|
7,000 |
|
|
|
72 |
|
Ardelyx Inc * |
|
|
42,200 |
|
|
|
393 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
20,800 |
|
|
|
668 |
|
Artivion Inc * |
|
|
8,545 |
|
|
|
165 |
|
Arvinas Inc * |
|
|
8,600 |
|
|
|
395 |
|
Astrana Health * |
|
|
8,600 |
|
|
|
387 |
|
Atara Biotherapeutics Inc * |
|
|
20,600 |
|
|
|
16 |
|
Atea Pharmaceuticals Inc * |
|
|
15,000 |
|
|
|
65 |
|
AtriCure Inc * |
|
|
9,320 |
|
|
|
326 |
|
Atrion Corp |
|
|
330 |
|
|
|
121 |
|
Aura Biosciences Inc * |
|
|
2,200 |
|
|
|
20 |
|
Aurinia Pharmaceuticals Inc *(A) |
|
|
26,400 |
|
|
|
151 |
|
Avanos Medical Inc * |
|
|
7,800 |
|
|
|
145 |
|
Avantor Inc * |
|
|
114,151 |
|
|
|
2,813 |
|
Aveanna Healthcare Holdings Inc * |
|
|
10,800 |
|
|
|
26 |
|
Avid Bioservices Inc * |
|
|
13,800 |
|
|
|
106 |
|
Avidity Biosciences Inc * |
|
|
13,400 |
|
|
|
245 |
|
Avista Public Acquisition Corp II, Cl W * |
|
|
16,797 |
|
|
|
98 |
|
Avita Medical Inc * |
|
|
5,000 |
|
|
|
91 |
|
Axogen Inc * |
|
|
9,085 |
|
|
|
96 |
|
Axonics Inc * |
|
|
7,900 |
|
|
|
537 |
|
Axsome Therapeutics Inc * |
|
|
6,500 |
|
|
|
529 |
|
Azenta Inc * |
|
|
9,603 |
|
|
|
626 |
|
Beam Therapeutics Inc * |
|
|
13,500 |
|
|
|
533 |
|
BioCryst Pharmaceuticals Inc * |
|
|
41,300 |
|
|
|
233 |
|
Biohaven Ltd * |
|
|
12,350 |
|
|
|
595 |
|
BioLife Solutions Inc * |
|
|
7,900 |
|
|
|
133 |
|
BioMarin Pharmaceutical Inc * |
|
|
31,646 |
|
|
|
2,730 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Biomea Fusion Inc *(A) |
|
|
3,900 |
|
|
$ |
68 |
|
Bioxcel Therapeutics Inc *(A) |
|
|
3,900 |
|
|
|
12 |
|
Bluebird Bio Inc * |
|
|
14,400 |
|
|
|
20 |
|
Blueprint Medicines Corp * |
|
|
10,000 |
|
|
|
935 |
|
Bridgebio Pharma Inc * |
|
|
18,435 |
|
|
|
630 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
42,209 |
|
|
|
241 |
|
Bruker Corp |
|
|
17,732 |
|
|
|
1,535 |
|
Butterfly Network Inc *(A) |
|
|
31,800 |
|
|
|
38 |
|
Cabaletta Bio Inc * |
|
|
7,500 |
|
|
|
172 |
|
Cara Therapeutics Inc * |
|
|
9,400 |
|
|
|
8 |
|
CareDx Inc * |
|
|
11,500 |
|
|
|
122 |
|
CareMax * |
|
|
463 |
|
|
|
4 |
|
Caribou Biosciences Inc * |
|
|
15,100 |
|
|
|
119 |
|
Cassava Sciences Inc *(A) |
|
|
8,700 |
|
|
|
200 |
|
Castle Biosciences Inc * |
|
|
4,600 |
|
|
|
83 |
|
Catalyst Pharmaceuticals Inc * |
|
|
19,700 |
|
|
|
316 |
|
Celcuity Inc * |
|
|
1,000 |
|
|
|
16 |
|
Celldex Therapeutics Inc * |
|
|
8,100 |
|
|
|
389 |
|
Century Therapeutics Inc * |
|
|
2,500 |
|
|
|
9 |
|
Cerevel Therapeutics Holdings Inc * |
|
|
12,700 |
|
|
|
521 |
|
Certara Inc * |
|
|
23,764 |
|
|
|
401 |
|
Cerus Corp * |
|
|
38,497 |
|
|
|
84 |
|
Chemed Corp |
|
|
2,445 |
|
|
|
1,531 |
|
Codexis Inc * |
|
|
13,961 |
|
|
|
65 |
|
Cogent Biosciences Inc *(A) |
|
|
14,000 |
|
|
|
98 |
|
Coherus Biosciences Inc * |
|
|
14,800 |
|
|
|
34 |
|
Collegium Pharmaceutical Inc * |
|
|
4,900 |
|
|
|
180 |
|
Community Health Systems Inc * |
|
|
28,329 |
|
|
|
79 |
|
CONMED Corp |
|
|
5,708 |
|
|
|
458 |
|
Corcept Therapeutics Inc * |
|
|
14,800 |
|
|
|
348 |
|
CorVel Corp * |
|
|
1,534 |
|
|
|
374 |
|
Crinetics Pharmaceuticals Inc * |
|
|
10,300 |
|
|
|
422 |
|
Cross Country Healthcare Inc * |
|
|
7,179 |
|
|
|
131 |
|
CryoPort Inc * |
|
|
9,400 |
|
|
|
166 |
|
Cullinan Oncology Inc * |
|
|
7,700 |
|
|
|
142 |
|
Cutera Inc *(A) |
|
|
3,900 |
|
|
|
9 |
|
CVRx * |
|
|
2,900 |
|
|
|
57 |
|
Cymabay Therapeutics Inc * |
|
|
20,400 |
|
|
|
657 |
|
Cytek Biosciences Inc * |
|
|
23,200 |
|
|
|
179 |
|
Cytokinetics Inc * |
|
|
15,300 |
|
|
|
1,105 |
|
Day One Biopharmaceuticals Inc * |
|
|
13,800 |
|
|
|
231 |
|
Deciphera Pharmaceuticals Inc * |
|
|
8,900 |
|
|
|
149 |
|
Definitive Healthcare Corp, Cl A * |
|
|
7,300 |
|
|
|
69 |
|
Denali Therapeutics Inc * |
|
|
21,100 |
|
|
|
417 |
|
Design Therapeutics Inc * |
|
|
7,800 |
|
|
|
22 |
|
Disc Medicine Inc, Cl A * |
|
|
1,500 |
|
|
|
103 |
|
DocGo Inc * |
|
|
13,700 |
|
|
|
56 |
|
Doximity Inc, Cl A * |
|
|
19,300 |
|
|
|
545 |
|
Dynavax Technologies Corp, Cl A * |
|
|
23,889 |
|
|
|
303 |
|
Dyne Therapeutics Inc * |
|
|
6,100 |
|
|
|
164 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
2,700 |
|
|
|
16 |
|
Edgewise Therapeutics Inc * |
|
|
8,300 |
|
|
|
136 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Editas Medicine Inc, Cl A * |
|
|
15,400 |
|
|
$ |
155 |
|
Elanco Animal Health Inc * |
|
|
81,700 |
|
|
|
1,298 |
|
Embecta Corp |
|
|
13,400 |
|
|
|
191 |
|
Emergent BioSolutions Inc *(A) |
|
|
10,984 |
|
|
|
35 |
|
Enanta Pharmaceuticals Inc * |
|
|
4,700 |
|
|
|
68 |
|
Encompass Health Corp |
|
|
16,441 |
|
|
|
1,223 |
|
Enhabit Inc * |
|
|
10,870 |
|
|
|
98 |
|
Enliven Therapeutics Inc *(A) |
|
|
4,600 |
|
|
|
73 |
|
Enovis Corp *(A) |
|
|
8,363 |
|
|
|
500 |
|
Ensign Group Inc/The |
|
|
8,936 |
|
|
|
1,116 |
|
Entrada Therapeutics Inc * |
|
|
4,200 |
|
|
|
56 |
|
Envista Holdings Corp * |
|
|
26,400 |
|
|
|
545 |
|
Erasca Inc * |
|
|
14,600 |
|
|
|
35 |
|
Evolent Health Inc, Cl A * |
|
|
17,700 |
|
|
|
600 |
|
Evolus Inc * |
|
|
11,000 |
|
|
|
163 |
|
Exact Sciences Corp * |
|
|
29,926 |
|
|
|
1,722 |
|
Exelixis Inc * |
|
|
52,200 |
|
|
|
1,143 |
|
EyePoint Pharmaceuticals Inc * |
|
|
4,500 |
|
|
|
122 |
|
Fate Therapeutics Inc * |
|
|
18,600 |
|
|
|
132 |
|
FibroGen Inc * |
|
|
19,000 |
|
|
|
32 |
|
Foghorn Therapeutics Inc * |
|
|
4,200 |
|
|
|
32 |
|
Fortrea Holdings Inc * |
|
|
14,200 |
|
|
|
533 |
|
Fulgent Genetics Inc * |
|
|
4,700 |
|
|
|
106 |
|
Genelux *(A) |
|
|
4,800 |
|
|
|
35 |
|
Generation Bio Co * |
|
|
9,900 |
|
|
|
25 |
|
Geron Corp * |
|
|
98,170 |
|
|
|
196 |
|
Glaukos Corp * |
|
|
7,649 |
|
|
|
678 |
|
Globus Medical Inc, Cl A * |
|
|
19,658 |
|
|
|
1,061 |
|
Guardant Health Inc * |
|
|
20,500 |
|
|
|
389 |
|
Haemonetics Corp * |
|
|
8,047 |
|
|
|
587 |
|
Halozyme Therapeutics Inc * |
|
|
21,158 |
|
|
|
842 |
|
Harmony Biosciences Holdings Inc * |
|
|
5,300 |
|
|
|
170 |
|
Harrow Health Inc * |
|
|
5,200 |
|
|
|
56 |
|
Health Catalyst Inc * |
|
|
12,300 |
|
|
|
102 |
|
HealthEquity Inc * |
|
|
13,900 |
|
|
|
1,148 |
|
HealthStream Inc |
|
|
5,964 |
|
|
|
163 |
|
Heron Therapeutics Inc * |
|
|
20,900 |
|
|
|
56 |
|
HilleVax Inc * |
|
|
2,600 |
|
|
|
47 |
|
Hims & Hers Health Inc * |
|
|
24,600 |
|
|
|
321 |
|
Humacyte Inc * |
|
|
14,991 |
|
|
|
65 |
|
ICON PLC * |
|
|
13,800 |
|
|
|
4,425 |
|
ICU Medical Inc * |
|
|
3,927 |
|
|
|
429 |
|
Ideaya Biosciences Inc * |
|
|
9,400 |
|
|
|
420 |
|
IGM Biosciences Inc * |
|
|
1,200 |
|
|
|
15 |
|
ImmunityBio Inc *(A) |
|
|
13,700 |
|
|
|
65 |
|
Immunovant Inc * |
|
|
10,200 |
|
|
|
361 |
|
Inari Medical Inc * |
|
|
8,500 |
|
|
|
392 |
|
Inhibrx Inc * |
|
|
6,100 |
|
|
|
223 |
|
Inmode Ltd * |
|
|
15,300 |
|
|
|
337 |
|
Innovage Holding Corp * |
|
|
3,900 |
|
|
|
19 |
|
Innoviva Inc * |
|
|
9,309 |
|
|
|
142 |
|
Inogen Inc * |
|
|
4,100 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Insmed Inc * |
|
|
22,200 |
|
|
$ |
615 |
|
Inspire Medical Systems Inc * |
|
|
4,700 |
|
|
|
841 |
|
Integer Holdings Corp * |
|
|
6,030 |
|
|
|
665 |
|
Integra LifeSciences Holdings Corp * |
|
|
13,104 |
|
|
|
484 |
|
Intellia Therapeutics Inc * |
|
|
16,400 |
|
|
|
527 |
|
Intra-Cellular Therapies Inc * |
|
|
15,400 |
|
|
|
1,071 |
|
Ionis Pharmaceuticals Inc * |
|
|
23,594 |
|
|
|
1,067 |
|
Iovance Biotherapeutics Inc * |
|
|
38,300 |
|
|
|
609 |
|
iRadimed Corp |
|
|
1,100 |
|
|
|
46 |
|
iRhythm Technologies Inc * |
|
|
5,600 |
|
|
|
664 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
27,354 |
|
|
|
258 |
|
iTeos Therapeutics Inc * |
|
|
4,600 |
|
|
|
49 |
|
Janux Therapeutics Inc * |
|
|
2,800 |
|
|
|
135 |
|
Jazz Pharmaceuticals PLC * |
|
|
10,200 |
|
|
|
1,213 |
|
Joint Corp/The * |
|
|
3,000 |
|
|
|
30 |
|
KalVista Pharmaceuticals Inc * |
|
|
4,700 |
|
|
|
64 |
|
Karuna Therapeutics Inc * |
|
|
6,000 |
|
|
|
1,884 |
|
Karyopharm Therapeutics Inc * |
|
|
16,200 |
|
|
|
19 |
|
Keros Therapeutics Inc * |
|
|
3,600 |
|
|
|
243 |
|
Kezar Life Sciences Inc * |
|
|
7,900 |
|
|
|
8 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
6,700 |
|
|
|
142 |
|
Kodiak Sciences Inc * |
|
|
7,600 |
|
|
|
46 |
|
Krystal Biotech Inc * |
|
|
3,500 |
|
|
|
558 |
|
Kura Oncology Inc * |
|
|
13,700 |
|
|
|
289 |
|
Kymera Therapeutics Inc * |
|
|
7,600 |
|
|
|
325 |
|
Lantheus Holdings Inc * |
|
|
11,000 |
|
|
|
719 |
|
LeMaitre Vascular Inc |
|
|
4,200 |
|
|
|
294 |
|
Lexicon Pharmaceuticals Inc *(A) |
|
|
17,105 |
|
|
|
43 |
|
LifeStance Health Group Inc * |
|
|
20,600 |
|
|
|
172 |
|
Ligand Pharmaceuticals Inc * |
|
|
3,428 |
|
|
|
272 |
|
Liquidia Corp * |
|
|
10,700 |
|
|
|
151 |
|
LivaNova PLC * |
|
|
8,600 |
|
|
|
471 |
|
Lyell Immunopharma Inc * |
|
|
33,800 |
|
|
|
99 |
|
MacroGenics Inc * |
|
|
12,600 |
|
|
|
226 |
|
Madrigal Pharmaceuticals Inc * |
|
|
2,700 |
|
|
|
638 |
|
MannKind Corp * |
|
|
56,200 |
|
|
|
231 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
25,018 |
|
|
|
193 |
|
Marinus Pharmaceuticals Inc * |
|
|
9,900 |
|
|
|
94 |
|
Masimo Corp * |
|
|
7,093 |
|
|
|
912 |
|
MaxCyte Inc *(A) |
|
|
20,500 |
|
|
|
94 |
|
Medpace Holdings Inc * |
|
|
3,900 |
|
|
|
1,550 |
|
MeiraGTx Holdings plc * |
|
|
6,700 |
|
|
|
41 |
|
Merit Medical Systems Inc * |
|
|
9,175 |
|
|
|
699 |
|
Mersana Therapeutics Inc * |
|
|
15,600 |
|
|
|
85 |
|
Mesa Laboratories Inc |
|
|
1,100 |
|
|
|
120 |
|
MiMedx Group Inc * |
|
|
26,300 |
|
|
|
215 |
|
Mirum Pharmaceuticals Inc * |
|
|
3,700 |
|
|
|
106 |
|
ModivCare Inc * |
|
|
2,458 |
|
|
|
69 |
|
Monte Rosa Therapeutics Inc * |
|
|
8,900 |
|
|
|
56 |
|
Morphic Holding Inc * |
|
|
6,000 |
|
|
|
222 |
|
Multiplan Corp * |
|
|
84,900 |
|
|
|
95 |
|
Mural Oncology PLC * |
|
|
3,305 |
|
|
|
17 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Myriad Genetics Inc * |
|
|
14,226 |
|
|
$ |
298 |
|
Nano-X Imaging Ltd, Cl X *(A) |
|
|
11,200 |
|
|
|
125 |
|
Natera Inc * |
|
|
17,900 |
|
|
|
1,548 |
|
National HealthCare Corp |
|
|
1,994 |
|
|
|
197 |
|
National Research Corp, Cl A |
|
|
3,212 |
|
|
|
129 |
|
Nautilus Biotechnology Inc, Cl A * |
|
|
6,155 |
|
|
|
17 |
|
Neogen Corp * |
|
|
35,012 |
|
|
|
602 |
|
NeoGenomics Inc * |
|
|
25,500 |
|
|
|
398 |
|
Neurocrine Biosciences Inc * |
|
|
16,300 |
|
|
|
2,126 |
|
Nevro Corp * |
|
|
7,800 |
|
|
|
114 |
|
NGM Biopharmaceuticals Inc * |
|
|
7,200 |
|
|
|
11 |
|
Nkarta Inc * |
|
|
7,474 |
|
|
|
90 |
|
Novavax Inc *(A) |
|
|
17,168 |
|
|
|
85 |
|
Novocure Ltd * |
|
|
21,000 |
|
|
|
321 |
|
Nurix Therapeutics Inc * |
|
|
10,000 |
|
|
|
123 |
|
Nuvalent Inc, Cl A * |
|
|
4,700 |
|
|
|
395 |
|
Nuvation Bio Inc * |
|
|
34,000 |
|
|
|
64 |
|
Ocular Therapeutix Inc * |
|
|
18,400 |
|
|
|
185 |
|
Olema Pharmaceuticals Inc * |
|
|
7,200 |
|
|
|
89 |
|
Omnicell Inc * |
|
|
9,312 |
|
|
|
244 |
|
OPKO Health Inc *(A) |
|
|
93,184 |
|
|
|
93 |
|
OptimizeRx Corp * |
|
|
4,000 |
|
|
|
63 |
|
Option Care Health Inc * |
|
|
27,327 |
|
|
|
882 |
|
OraSure Technologies Inc * |
|
|
16,939 |
|
|
|
122 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
12,321 |
|
|
|
44 |
|
Organon & Co |
|
|
41,800 |
|
|
|
728 |
|
ORIC Pharmaceuticals Inc *(A) |
|
|
4,300 |
|
|
|
55 |
|
Orthofix Medical Inc * |
|
|
6,953 |
|
|
|
91 |
|
OrthoPediatrics Corp * |
|
|
2,800 |
|
|
|
77 |
|
Outlook Therapeutics Inc *(A) |
|
|
18,700 |
|
|
|
8 |
|
Outset Medical Inc *(A) |
|
|
10,800 |
|
|
|
34 |
|
Owens & Minor Inc * |
|
|
11,239 |
|
|
|
273 |
|
Pacific Biosciences of California Inc * |
|
|
46,800 |
|
|
|
259 |
|
Pacira BioSciences Inc * |
|
|
6,545 |
|
|
|
195 |
|
Paragon 28 Inc * |
|
|
5,500 |
|
|
|
69 |
|
Patterson Cos Inc |
|
|
15,800 |
|
|
|
428 |
|
Pediatrix Medical Group Inc * |
|
|
17,356 |
|
|
|
159 |
|
Pennant Group Inc/The * |
|
|
6,468 |
|
|
|
121 |
|
Penumbra Inc * |
|
|
6,100 |
|
|
|
1,433 |
|
Perrigo Co PLC |
|
|
25,300 |
|
|
|
664 |
|
PetIQ Inc, Cl A * |
|
|
6,000 |
|
|
|
109 |
|
Phathom Pharmaceuticals Inc *(A) |
|
|
5,900 |
|
|
|
63 |
|
Phibro Animal Health Corp, Cl A |
|
|
4,800 |
|
|
|
62 |
|
Phreesia Inc * |
|
|
11,200 |
|
|
|
277 |
|
Pliant Therapeutics Inc * |
|
|
11,200 |
|
|
|
178 |
|
PMV Pharmaceuticals Inc * |
|
|
6,200 |
|
|
|
11 |
|
Precigen Inc *(A) |
|
|
21,300 |
|
|
|
33 |
|
Premier Inc, Cl A |
|
|
18,700 |
|
|
|
390 |
|
Prestige Consumer Healthcare Inc * |
|
|
7,979 |
|
|
|
555 |
|
Prime Medicine Inc * |
|
|
7,800 |
|
|
|
67 |
|
Privia Health Group Inc * |
|
|
21,500 |
|
|
|
480 |
|
PROCEPT BioRobotics Corp *(A) |
|
|
7,200 |
|
|
|
348 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Progyny Inc * |
|
|
15,000 |
|
|
$ |
548 |
|
ProKidney Corp, Cl A *(A) |
|
|
12,200 |
|
|
|
20 |
|
Protagonist Therapeutics Inc * |
|
|
10,100 |
|
|
|
307 |
|
Prothena Corp PLC * |
|
|
7,900 |
|
|
|
218 |
|
PTC Therapeutics Inc * |
|
|
12,600 |
|
|
|
355 |
|
Pulmonx Corp * |
|
|
6,600 |
|
|
|
61 |
|
QIAGEN |
|
|
37,507 |
|
|
|
1,605 |
|
Quanterix Corp * |
|
|
7,000 |
|
|
|
168 |
|
Quantum-Si Inc *(A) |
|
|
21,500 |
|
|
|
36 |
|
QuidelOrtho Corp * |
|
|
10,071 |
|
|
|
459 |
|
R1 RCM Inc * |
|
|
27,900 |
|
|
|
392 |
|
RadNet Inc * |
|
|
9,300 |
|
|
|
352 |
|
Rallybio Corp *(A) |
|
|
700 |
|
|
|
2 |
|
RAPT Therapeutics Inc * |
|
|
5,700 |
|
|
|
49 |
|
Recursion Pharmaceuticals Inc, Cl A *(A) |
|
|
27,400 |
|
|
|
369 |
|
REGENXBIO Inc * |
|
|
9,300 |
|
|
|
162 |
|
Relay Therapeutics Inc * |
|
|
15,500 |
|
|
|
155 |
|
Repligen Corp * |
|
|
9,322 |
|
|
|
1,808 |
|
Replimune Group Inc * |
|
|
7,600 |
|
|
|
65 |
|
Revance Therapeutics Inc * |
|
|
15,800 |
|
|
|
113 |
|
REVOLUTION Medicines Inc * |
|
|
23,304 |
|
|
|
687 |
|
Rhythm Pharmaceuticals Inc * |
|
|
7,900 |
|
|
|
343 |
|
Rigel Pharmaceuticals Inc * |
|
|
37,059 |
|
|
|
56 |
|
Rocket Pharmaceuticals Inc * |
|
|
11,300 |
|
|
|
331 |
|
Roivant Sciences Ltd * |
|
|
58,000 |
|
|
|
664 |
|
Royalty Pharma PLC, Cl A |
|
|
62,500 |
|
|
|
1,896 |
|
RxSight Inc * |
|
|
4,500 |
|
|
|
246 |
|
Sage Therapeutics Inc * |
|
|
10,700 |
|
|
|
230 |
|
Sana Biotechnology Inc * |
|
|
18,300 |
|
|
|
184 |
|
Sangamo Therapeutics Inc * |
|
|
28,370 |
|
|
|
33 |
|
Sarepta Therapeutics Inc * |
|
|
15,100 |
|
|
|
1,931 |
|
Savara Inc * |
|
|
24,200 |
|
|
|
122 |
|
Scholar Rock Holding Corp * |
|
|
7,400 |
|
|
|
115 |
|
Schrodinger Inc/United States *(A) |
|
|
9,700 |
|
|
|
247 |
|
Scilex Holding Co - Restricted *(A) |
|
|
12,212 |
|
|
|
124 |
|
Seer Inc, Cl A * |
|
|
8,800 |
|
|
|
16 |
|
Select Medical Holdings Corp |
|
|
18,665 |
|
|
|
508 |
|
Seres Therapeutics Inc *(A) |
|
|
15,900 |
|
|
|
18 |
|
Sharecare Inc * |
|
|
64,600 |
|
|
|
61 |
|
Shockwave Medical Inc * |
|
|
6,100 |
|
|
|
1,591 |
|
SI-BONE Inc * |
|
|
7,300 |
|
|
|
127 |
|
SIGA Technologies Inc |
|
|
10,000 |
|
|
|
52 |
|
Sight Sciences Inc * |
|
|
2,400 |
|
|
|
10 |
|
Silk Road Medical Inc * |
|
|
7,600 |
|
|
|
137 |
|
Simulations Plus Inc |
|
|
3,900 |
|
|
|
162 |
|
Sotera Health Co * |
|
|
20,424 |
|
|
|
307 |
|
SpringWorks Therapeutics Inc * |
|
|
12,100 |
|
|
|
596 |
|
STAAR Surgical Co * |
|
|
9,678 |
|
|
|
302 |
|
Stoke Therapeutics Inc * |
|
|
4,300 |
|
|
|
33 |
|
Summit Therapeutics *(A) |
|
|
30,800 |
|
|
|
140 |
|
Supernus Pharmaceuticals Inc * |
|
|
10,100 |
|
|
|
300 |
|
Surgery Partners Inc * |
|
|
12,000 |
|
|
|
372 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Surmodics Inc * |
|
|
3,044 |
|
|
$ |
97 |
|
Sutro Biopharma Inc * |
|
|
9,400 |
|
|
|
46 |
|
Syndax Pharmaceuticals Inc * |
|
|
11,200 |
|
|
|
263 |
|
Tactile Systems Technology Inc * |
|
|
4,900 |
|
|
|
75 |
|
Tandem Diabetes Care Inc * |
|
|
11,900 |
|
|
|
317 |
|
Tango Therapeutics Inc * |
|
|
5,100 |
|
|
|
57 |
|
Taro Pharmaceutical Industries Ltd * |
|
|
2,200 |
|
|
|
93 |
|
Tarsus Pharmaceuticals Inc * |
|
|
3,700 |
|
|
|
141 |
|
Teladoc Health Inc * |
|
|
30,540 |
|
|
|
461 |
|
Tenaya Therapeutics Inc * |
|
|
3,000 |
|
|
|
18 |
|
Tenet Healthcare Corp * |
|
|
16,900 |
|
|
|
1,572 |
|
Terns Pharmaceuticals * |
|
|
14,200 |
|
|
|
104 |
|
TG Therapeutics Inc * |
|
|
25,500 |
|
|
|
439 |
|
Theravance Biopharma Inc * |
|
|
12,845 |
|
|
|
122 |
|
TransMedics Group Inc * |
|
|
5,000 |
|
|
|
408 |
|
Travere Therapeutics Inc * |
|
|
13,800 |
|
|
|
104 |
|
Treace Medical Concepts Inc * |
|
|
6,200 |
|
|
|
83 |
|
TruBridge * |
|
|
3,302 |
|
|
|
29 |
|
Twist Bioscience Corp * |
|
|
9,900 |
|
|
|
389 |
|
Tyra Biosciences Inc *(A) |
|
|
2,600 |
|
|
|
52 |
|
UFP Technologies Inc * |
|
|
1,000 |
|
|
|
208 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
14,600 |
|
|
|
755 |
|
United Therapeutics Corp * |
|
|
7,564 |
|
|
|
1,707 |
|
UroGen Pharma Ltd * |
|
|
5,900 |
|
|
|
108 |
|
US Physical Therapy Inc |
|
|
2,826 |
|
|
|
300 |
|
Utah Medical Products Inc |
|
|
1,000 |
|
|
|
70 |
|
Vanda Pharmaceuticals Inc * |
|
|
11,800 |
|
|
|
53 |
|
Varex Imaging Corp * |
|
|
8,600 |
|
|
|
148 |
|
Vaxcyte Inc * |
|
|
17,300 |
|
|
|
1,277 |
|
Veeva Systems Inc, Cl A * |
|
|
24,693 |
|
|
|
5,569 |
|
Ventyx Biosciences Inc * |
|
|
9,300 |
|
|
|
66 |
|
Vera Therapeutics Inc, Cl A *(A) |
|
|
6,700 |
|
|
|
315 |
|
Veracyte Inc * |
|
|
14,200 |
|
|
|
334 |
|
Vericel Corp * |
|
|
8,200 |
|
|
|
375 |
|
Verve Therapeutics Inc * |
|
|
10,000 |
|
|
|
170 |
|
Vicarious Surgical Inc, Cl A * |
|
|
12,000 |
|
|
|
5 |
|
Viemed Healthcare Inc * |
|
|
11,500 |
|
|
|
97 |
|
Viking Therapeutics Inc * |
|
|
16,000 |
|
|
|
1,233 |
|
Vir Biotechnology Inc * |
|
|
13,100 |
|
|
|
147 |
|
Viridian Therapeutics Inc * |
|
|
6,300 |
|
|
|
118 |
|
WaVe Life Sciences Ltd * |
|
|
16,300 |
|
|
|
78 |
|
Xencor Inc * |
|
|
10,000 |
|
|
|
229 |
|
Xeris Biopharma Holdings Inc * |
|
|
29,100 |
|
|
|
89 |
|
Y-mAbs Therapeutics Inc * |
|
|
8,800 |
|
|
|
147 |
|
Zentalis Pharmaceuticals Inc * |
|
|
10,300 |
|
|
|
154 |
|
Zimvie Inc * |
|
|
4,800 |
|
|
|
81 |
|
Zymeworks Inc * |
|
|
10,600 |
|
|
|
127 |
|
Zynex Inc *(A) |
|
|
4,180 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
137,175 |
|
Industrials — 14.7% |
|
|
|
|
3D Systems Corp * |
|
|
27,947 |
|
|
|
116 |
|
AAON Inc |
|
|
11,075 |
|
|
|
930 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
AAR Corp * |
|
|
6,229 |
|
|
$ |
416 |
|
ABM Industries Inc |
|
|
10,455 |
|
|
|
432 |
|
ACCO Brands Corp |
|
|
22,029 |
|
|
|
123 |
|
Acuity Brands Inc |
|
|
5,225 |
|
|
|
1,313 |
|
ACV Auctions Inc, Cl A * |
|
|
19,600 |
|
|
|
348 |
|
Advanced Drainage Systems Inc |
|
|
11,500 |
|
|
|
1,877 |
|
AECOM |
|
|
22,048 |
|
|
|
1,959 |
|
AeroVironment Inc * |
|
|
4,125 |
|
|
|
523 |
|
AerSale Corp * |
|
|
7,700 |
|
|
|
68 |
|
AGCO Corp |
|
|
10,423 |
|
|
|
1,143 |
|
Air Lease Corp, Cl A |
|
|
16,831 |
|
|
|
675 |
|
Air Transport Services Group Inc * |
|
|
11,236 |
|
|
|
136 |
|
Alamo Group Inc |
|
|
1,535 |
|
|
|
310 |
|
Alaska Air Group Inc * |
|
|
20,600 |
|
|
|
770 |
|
Albany International Corp, Cl A |
|
|
4,898 |
|
|
|
460 |
|
Alight Inc, Cl A * |
|
|
66,600 |
|
|
|
600 |
|
Allegiant Travel Co, Cl A |
|
|
3,450 |
|
|
|
251 |
|
Allient Inc |
|
|
2,650 |
|
|
|
75 |
|
Allison Transmission Holdings Inc |
|
|
14,776 |
|
|
|
1,113 |
|
Alta Equipment Group Inc |
|
|
4,403 |
|
|
|
51 |
|
Ameresco Inc, Cl A * |
|
|
7,079 |
|
|
|
148 |
|
American Woodmark Corp * |
|
|
3,384 |
|
|
|
339 |
|
API Group Corp * |
|
|
34,500 |
|
|
|
1,209 |
|
Apogee Enterprises Inc |
|
|
3,911 |
|
|
|
224 |
|
Applied Industrial Technologies Inc |
|
|
6,361 |
|
|
|
1,208 |
|
ArcBest Corp |
|
|
3,790 |
|
|
|
541 |
|
Archer Aviation Inc, Cl A *(A) |
|
|
32,200 |
|
|
|
156 |
|
Arcosa Inc |
|
|
7,813 |
|
|
|
648 |
|
Argan Inc |
|
|
2,979 |
|
|
|
140 |
|
Aris Water Solutions Inc, Cl A |
|
|
4,200 |
|
|
|
51 |
|
Armstrong World Industries Inc |
|
|
7,177 |
|
|
|
866 |
|
Array Technologies Inc * |
|
|
28,987 |
|
|
|
395 |
|
ASGN Inc * |
|
|
7,669 |
|
|
|
762 |
|
Astec Industries Inc |
|
|
5,163 |
|
|
|
210 |
|
Astronics Corp * |
|
|
3,874 |
|
|
|
74 |
|
Astronics Corp, Cl B * |
|
|
2,395 |
|
|
|
45 |
|
Atkore Inc |
|
|
6,200 |
|
|
|
1,050 |
|
Avis Budget Group Inc |
|
|
3,960 |
|
|
|
428 |
|
AZEK Co Inc/The, Cl A * |
|
|
21,900 |
|
|
|
1,054 |
|
AZZ Inc |
|
|
4,096 |
|
|
|
298 |
|
Babcock & Wilcox Enterprises Inc * |
|
|
11,900 |
|
|
|
15 |
|
Barnes Group Inc |
|
|
8,952 |
|
|
|
313 |
|
Barrett Business Services Inc |
|
|
1,634 |
|
|
|
199 |
|
Beacon Roofing Supply Inc * |
|
|
10,370 |
|
|
|
891 |
|
Blade Air Mobility Inc * |
|
|
12,600 |
|
|
|
40 |
|
Blink Charging Co *(A) |
|
|
8,500 |
|
|
|
27 |
|
Bloom Energy Corp, Cl A *(A) |
|
|
36,800 |
|
|
|
323 |
|
Blue Bird Corp * |
|
|
4,392 |
|
|
|
149 |
|
BlueLinx Holdings Inc * |
|
|
1,900 |
|
|
|
241 |
|
Boise Cascade Co |
|
|
6,470 |
|
|
|
879 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
21,665 |
|
|
|
3,200 |
|
Bowman Consulting Group, Cl A * |
|
|
3,000 |
|
|
|
98 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BrightView Holdings Inc * |
|
|
9,600 |
|
|
$ |
84 |
|
Brink's Co/The |
|
|
7,406 |
|
|
|
613 |
|
Brookfield Business Corp, Cl A (A) |
|
|
6,500 |
|
|
|
149 |
|
BWX Technologies Inc |
|
|
15,324 |
|
|
|
1,545 |
|
CACI International Inc, Cl A * |
|
|
3,732 |
|
|
|
1,399 |
|
Cadre Holdings Inc |
|
|
3,700 |
|
|
|
133 |
|
Carlisle Cos Inc |
|
|
8,177 |
|
|
|
2,862 |
|
Casella Waste Systems Inc, Cl A * |
|
|
9,191 |
|
|
|
828 |
|
CBIZ Inc * |
|
|
8,845 |
|
|
|
668 |
|
CECO Environmental Corp * |
|
|
5,900 |
|
|
|
134 |
|
ChargePoint Holdings Inc *(A) |
|
|
55,200 |
|
|
|
114 |
|
Chart Industries Inc * |
|
|
7,072 |
|
|
|
1,010 |
|
Cimpress PLC * |
|
|
3,499 |
|
|
|
343 |
|
Clarivate PLC *(A) |
|
|
75,700 |
|
|
|
544 |
|
Clean Harbors Inc * |
|
|
8,476 |
|
|
|
1,543 |
|
CNH Industrial NV |
|
|
164,500 |
|
|
|
1,966 |
|
Columbus McKinnon Corp/NY |
|
|
6,165 |
|
|
|
257 |
|
Comfort Systems USA Inc |
|
|
5,891 |
|
|
|
1,801 |
|
CompX International Inc |
|
|
400 |
|
|
|
9 |
|
Concentrix Corp |
|
|
7,081 |
|
|
|
513 |
|
Concrete Pumping Holdings Inc * |
|
|
3,900 |
|
|
|
32 |
|
Conduent Inc * |
|
|
39,300 |
|
|
|
135 |
|
Construction Partners Inc, Cl A * |
|
|
7,400 |
|
|
|
356 |
|
Core & Main Inc, Cl A * |
|
|
27,300 |
|
|
|
1,303 |
|
CoreCivic Inc *‡ |
|
|
20,002 |
|
|
|
305 |
|
Costamare Inc |
|
|
11,500 |
|
|
|
131 |
|
Covenant Logistics Group Inc, Cl A |
|
|
1,400 |
|
|
|
68 |
|
CRA International Inc |
|
|
905 |
|
|
|
120 |
|
Crane Co |
|
|
7,929 |
|
|
|
964 |
|
CSG Systems International Inc |
|
|
6,117 |
|
|
|
334 |
|
CSW Industrials Inc |
|
|
2,500 |
|
|
|
576 |
|
Curtiss-Wright Corp |
|
|
6,378 |
|
|
|
1,507 |
|
Custom Truck One Source Inc * |
|
|
14,400 |
|
|
|
92 |
|
Daseke Inc * |
|
|
7,700 |
|
|
|
64 |
|
Deluxe Corp |
|
|
10,154 |
|
|
|
197 |
|
Desktop Metal Inc, Cl A *(A) |
|
|
41,564 |
|
|
|
25 |
|
Distribution Solutions Group Inc * |
|
|
400 |
|
|
|
13 |
|
DNOW * |
|
|
17,300 |
|
|
|
245 |
|
Donaldson Co Inc |
|
|
20,246 |
|
|
|
1,450 |
|
Douglas Dynamics Inc |
|
|
5,222 |
|
|
|
131 |
|
Driven Brands Holdings Inc * |
|
|
12,800 |
|
|
|
176 |
|
Ducommun Inc * |
|
|
2,400 |
|
|
|
115 |
|
Dun & Bradstreet Holdings Inc |
|
|
50,600 |
|
|
|
533 |
|
DXP Enterprises Inc/TX * |
|
|
1,462 |
|
|
|
52 |
|
Dycom Industries Inc * |
|
|
4,607 |
|
|
|
583 |
|
Eagle Bulk Shipping Inc |
|
|
1,013 |
|
|
|
62 |
|
EMCOR Group Inc |
|
|
7,787 |
|
|
|
2,441 |
|
Encore Wire Corp |
|
|
2,403 |
|
|
|
579 |
|
Energy Recovery Inc * |
|
|
12,100 |
|
|
|
189 |
|
Energy Vault Holdings Inc *(A) |
|
|
13,900 |
|
|
|
23 |
|
Enerpac Tool Group Corp, Cl A |
|
|
10,942 |
|
|
|
369 |
|
EnerSys |
|
|
6,583 |
|
|
|
605 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ennis Inc |
|
|
5,288 |
|
|
$ |
107 |
|
Enovix Corp *(A) |
|
|
27,300 |
|
|
|
266 |
|
EnPro Industries Inc |
|
|
3,368 |
|
|
|
525 |
|
Enviri Corp * |
|
|
16,828 |
|
|
|
132 |
|
Eos Energy Enterprises Inc *(A) |
|
|
21,400 |
|
|
|
20 |
|
Esab Corp |
|
|
9,262 |
|
|
|
918 |
|
ESCO Technologies Inc |
|
|
3,977 |
|
|
|
405 |
|
ESS Tech Inc *(A) |
|
|
18,100 |
|
|
|
16 |
|
ExlService Holdings Inc * |
|
|
26,315 |
|
|
|
819 |
|
Exponent Inc |
|
|
8,172 |
|
|
|
661 |
|
Federal Signal Corp |
|
|
9,747 |
|
|
|
798 |
|
Ferguson PLC |
|
|
34,800 |
|
|
|
7,358 |
|
First Advantage Corp |
|
|
11,600 |
|
|
|
182 |
|
Flowserve Corp |
|
|
21,600 |
|
|
|
914 |
|
Fluence Energy Inc, Cl A * |
|
|
12,400 |
|
|
|
190 |
|
Fluor Corp * |
|
|
23,300 |
|
|
|
857 |
|
Forrester Research Inc * |
|
|
2,464 |
|
|
|
50 |
|
Fortune Brands Innovations Inc |
|
|
21,200 |
|
|
|
1,724 |
|
Forward Air Corp |
|
|
5,318 |
|
|
|
197 |
|
Franklin Covey Co * |
|
|
1,404 |
|
|
|
54 |
|
Franklin Electric Co Inc |
|
|
7,481 |
|
|
|
778 |
|
Frontier Group Holdings Inc * |
|
|
9,200 |
|
|
|
64 |
|
FTAI Aviation Ltd |
|
|
16,300 |
|
|
|
918 |
|
FTAI Infrastructure Inc |
|
|
19,500 |
|
|
|
89 |
|
FTC Solar Inc *(A) |
|
|
4,100 |
|
|
|
2 |
|
FTI Consulting Inc * |
|
|
5,568 |
|
|
|
1,152 |
|
FuelCell Energy Inc *(A) |
|
|
85,700 |
|
|
|
102 |
|
Gates Industrial Corp PLC * |
|
|
21,200 |
|
|
|
312 |
|
GATX Corp |
|
|
5,752 |
|
|
|
730 |
|
Genco Shipping & Trading Ltd |
|
|
7,300 |
|
|
|
149 |
|
Genpact Ltd |
|
|
29,350 |
|
|
|
998 |
|
GEO Group Inc/The * |
|
|
21,385 |
|
|
|
262 |
|
Gibraltar Industries Inc * |
|
|
5,560 |
|
|
|
431 |
|
Global Industrial Co |
|
|
2,900 |
|
|
|
127 |
|
GMS Inc * |
|
|
6,600 |
|
|
|
589 |
|
Golden Ocean Group Ltd |
|
|
20,100 |
|
|
|
259 |
|
Gorman-Rupp Co/The |
|
|
3,377 |
|
|
|
126 |
|
Graco Inc |
|
|
28,205 |
|
|
|
2,574 |
|
GrafTech International Ltd |
|
|
46,100 |
|
|
|
81 |
|
Granite Construction Inc |
|
|
7,834 |
|
|
|
404 |
|
Great Lakes Dredge & Dock Corp * |
|
|
14,980 |
|
|
|
134 |
|
Greenbrier Cos Inc/The |
|
|
5,023 |
|
|
|
260 |
|
Griffon Corp |
|
|
6,637 |
|
|
|
474 |
|
GXO Logistics Inc * |
|
|
19,390 |
|
|
|
1,004 |
|
H&E Equipment Services Inc |
|
|
5,525 |
|
|
|
312 |
|
Hawaiian Holdings Inc * |
|
|
12,480 |
|
|
|
176 |
|
Hayward Holdings Inc * |
|
|
20,100 |
|
|
|
297 |
|
Healthcare Services Group Inc * |
|
|
17,339 |
|
|
|
221 |
|
Heartland Express Inc |
|
|
9,772 |
|
|
|
125 |
|
HEICO Corp |
|
|
7,518 |
|
|
|
1,454 |
|
HEICO Corp, Cl A |
|
|
13,682 |
|
|
|
2,129 |
|
Heidrick & Struggles International Inc |
|
|
4,552 |
|
|
|
155 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Helios Technologies Inc |
|
|
5,877 |
|
|
$ |
259 |
|
Herc Holdings Inc |
|
|
4,567 |
|
|
|
725 |
|
Hertz Global Holdings Inc *(A) |
|
|
26,900 |
|
|
|
211 |
|
Hexcel Corp |
|
|
13,998 |
|
|
|
1,042 |
|
Hillenbrand Inc |
|
|
12,780 |
|
|
|
608 |
|
Hillman Solutions Corp * |
|
|
33,100 |
|
|
|
322 |
|
HireRight Holdings Corp * |
|
|
5,200 |
|
|
|
74 |
|
HNI Corp |
|
|
8,962 |
|
|
|
402 |
|
Hub Group Inc, Cl A * |
|
|
9,924 |
|
|
|
422 |
|
Hudson Technologies Inc * |
|
|
5,300 |
|
|
|
78 |
|
Huron Consulting Group Inc * |
|
|
2,911 |
|
|
|
286 |
|
Hyliion Holdings Corp * |
|
|
27,400 |
|
|
|
50 |
|
Hyster-Yale Materials Handling Inc |
|
|
2,002 |
|
|
|
118 |
|
IBEX Holdings Ltd * |
|
|
1,200 |
|
|
|
19 |
|
ICF International Inc |
|
|
3,368 |
|
|
|
522 |
|
IES Holdings Inc * |
|
|
1,700 |
|
|
|
187 |
|
Insperity Inc |
|
|
5,724 |
|
|
|
583 |
|
Insteel Industries Inc |
|
|
4,141 |
|
|
|
151 |
|
Interface Inc, Cl A |
|
|
7,545 |
|
|
|
119 |
|
ITT Inc |
|
|
13,863 |
|
|
|
1,749 |
|
Janus International Group Inc * |
|
|
13,100 |
|
|
|
188 |
|
JELD-WEN Holding Inc * |
|
|
14,300 |
|
|
|
260 |
|
JetBlue Airways Corp * |
|
|
63,181 |
|
|
|
409 |
|
Joby Aviation Inc *(A) |
|
|
48,200 |
|
|
|
271 |
|
John Bean Technologies Corp |
|
|
5,031 |
|
|
|
511 |
|
Kadant Inc |
|
|
2,125 |
|
|
|
717 |
|
Kaman Corp |
|
|
4,573 |
|
|
|
209 |
|
Karat Packaging Inc |
|
|
1,000 |
|
|
|
30 |
|
KBR Inc |
|
|
22,345 |
|
|
|
1,341 |
|
Kelly Services Inc, Cl A |
|
|
3,895 |
|
|
|
96 |
|
Kennametal Inc |
|
|
15,814 |
|
|
|
399 |
|
Kforce Inc |
|
|
3,237 |
|
|
|
225 |
|
Kirby Corp * |
|
|
9,726 |
|
|
|
853 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
26,127 |
|
|
|
1,472 |
|
Korn Ferry |
|
|
9,458 |
|
|
|
602 |
|
Kratos Defense & Security Solutions Inc * |
|
|
24,316 |
|
|
|
444 |
|
Landstar System Inc |
|
|
5,944 |
|
|
|
1,131 |
|
Legalzoom.com Inc * |
|
|
21,900 |
|
|
|
272 |
|
Lennox International Inc |
|
|
5,429 |
|
|
|
2,558 |
|
Leonardo DRS Inc * |
|
|
11,400 |
|
|
|
259 |
|
Li-Cycle Holdings Corp *(A) |
|
|
32,100 |
|
|
|
12 |
|
Limbach Holdings * |
|
|
900 |
|
|
|
44 |
|
Lincoln Electric Holdings Inc |
|
|
9,433 |
|
|
|
2,420 |
|
Lindsay Corp |
|
|
1,927 |
|
|
|
230 |
|
Liquidity Services Inc * |
|
|
5,922 |
|
|
|
106 |
|
LSI Industries Inc |
|
|
7,400 |
|
|
|
107 |
|
Luxfer Holdings PLC |
|
|
7,600 |
|
|
|
75 |
|
Lyft Inc, Cl A * |
|
|
56,600 |
|
|
|
899 |
|
Manitowoc Co Inc/The * |
|
|
7,787 |
|
|
|
109 |
|
ManpowerGroup Inc |
|
|
7,956 |
|
|
|
574 |
|
Marten Transport Ltd |
|
|
9,729 |
|
|
|
183 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Masonite International Corp * |
|
|
4,200 |
|
|
$ |
547 |
|
MasTec Inc * |
|
|
10,182 |
|
|
|
768 |
|
Masterbrand Inc * |
|
|
22,700 |
|
|
|
393 |
|
Matson Inc |
|
|
5,552 |
|
|
|
617 |
|
Matthews International Corp, Cl A |
|
|
6,813 |
|
|
|
197 |
|
Maximus Inc |
|
|
9,916 |
|
|
|
830 |
|
McGrath RentCorp (A) |
|
|
4,548 |
|
|
|
566 |
|
MDU Resources Group Inc |
|
|
33,032 |
|
|
|
716 |
|
Mercury Systems Inc * |
|
|
8,023 |
|
|
|
240 |
|
Microvast Holdings Inc *(A) |
|
|
5,200 |
|
|
|
4 |
|
Middleby Corp/The * |
|
|
8,925 |
|
|
|
1,358 |
|
Miller Industries Inc/TN |
|
|
2,311 |
|
|
|
104 |
|
MillerKnoll Inc |
|
|
13,407 |
|
|
|
410 |
|
Montrose Environmental Group Inc * |
|
|
5,900 |
|
|
|
244 |
|
Moog Inc, Cl A |
|
|
4,624 |
|
|
|
693 |
|
MRC Global Inc * |
|
|
18,112 |
|
|
|
209 |
|
MSA Safety Inc |
|
|
6,144 |
|
|
|
1,131 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
7,703 |
|
|
|
778 |
|
Mueller Industries Inc |
|
|
18,316 |
|
|
|
941 |
|
Mueller Water Products Inc, Cl A |
|
|
24,112 |
|
|
|
375 |
|
MYR Group Inc * |
|
|
3,079 |
|
|
|
500 |
|
National Presto Industries Inc |
|
|
1,091 |
|
|
|
84 |
|
NEXTracker Inc, Cl A * |
|
|
20,800 |
|
|
|
1,170 |
|
Nikola Corp *(A) |
|
|
117,100 |
|
|
|
87 |
|
NL Industries Inc |
|
|
2,000 |
|
|
|
10 |
|
Northwest Pipe Co * |
|
|
2,600 |
|
|
|
78 |
|
NuScale Power Corp *(A) |
|
|
6,900 |
|
|
|
21 |
|
NV5 Global Inc * |
|
|
2,000 |
|
|
|
203 |
|
nVent Electric PLC |
|
|
27,600 |
|
|
|
1,858 |
|
Omega Flex Inc |
|
|
600 |
|
|
|
42 |
|
OPENLANE Inc * |
|
|
16,029 |
|
|
|
245 |
|
Oshkosh Corp |
|
|
10,817 |
|
|
|
1,199 |
|
Owens Corning |
|
|
14,960 |
|
|
|
2,241 |
|
PAM Transportation Services Inc * |
|
|
1,600 |
|
|
|
30 |
|
Pangaea Logistics Solutions Ltd |
|
|
2,100 |
|
|
|
18 |
|
Park Aerospace Corp |
|
|
5,082 |
|
|
|
77 |
|
Parsons Corp * |
|
|
7,700 |
|
|
|
621 |
|
Paycor HCM Inc * |
|
|
10,900 |
|
|
|
230 |
|
Paylocity Holding Corp * |
|
|
7,000 |
|
|
|
1,180 |
|
PGT Innovations Inc * |
|
|
8,800 |
|
|
|
368 |
|
Pitney Bowes Inc |
|
|
41,300 |
|
|
|
166 |
|
Planet Labs PBC * |
|
|
38,700 |
|
|
|
85 |
|
Plug Power Inc * |
|
|
103,700 |
|
|
|
366 |
|
Powell Industries Inc |
|
|
1,364 |
|
|
|
253 |
|
Preformed Line Products Co |
|
|
690 |
|
|
|
95 |
|
Primoris Services Corp |
|
|
9,147 |
|
|
|
361 |
|
Proto Labs Inc * |
|
|
6,099 |
|
|
|
222 |
|
Quad/Graphics Inc, Cl A |
|
|
6,600 |
|
|
|
40 |
|
Quanex Building Products Corp |
|
|
6,965 |
|
|
|
241 |
|
Radiant Logistics Inc * |
|
|
12,400 |
|
|
|
72 |
|
RB Global Inc |
|
|
30,633 |
|
|
|
2,325 |
|
RBC Bearings Inc * |
|
|
4,695 |
|
|
|
1,281 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Regal Rexnord Corp |
|
|
11,138 |
|
|
$ |
1,910 |
|
Resideo Technologies Inc * |
|
|
23,300 |
|
|
|
520 |
|
Resources Connection Inc |
|
|
6,981 |
|
|
|
97 |
|
REV Group Inc |
|
|
4,200 |
|
|
|
87 |
|
Rocket Lab USA Inc *(A) |
|
|
52,300 |
|
|
|
240 |
|
Rush Enterprises Inc, Cl A |
|
|
11,547 |
|
|
|
562 |
|
Rush Enterprises Inc, Cl B |
|
|
1,050 |
|
|
|
53 |
|
RXO Inc * |
|
|
21,890 |
|
|
|
471 |
|
Ryder System Inc |
|
|
7,200 |
|
|
|
821 |
|
Safe Bulkers Inc |
|
|
12,300 |
|
|
|
57 |
|
Saia Inc * |
|
|
4,492 |
|
|
|
2,585 |
|
Schneider National Inc, Cl B |
|
|
11,200 |
|
|
|
264 |
|
Science Applications International Corp |
|
|
8,776 |
|
|
|
1,228 |
|
Sensata Technologies Holding PLC |
|
|
24,800 |
|
|
|
854 |
|
SES AI *(A) |
|
|
24,300 |
|
|
|
43 |
|
Shoals Technologies Group Inc, Cl A * |
|
|
31,600 |
|
|
|
405 |
|
Shyft Group Inc/The |
|
|
7,900 |
|
|
|
81 |
|
Simpson Manufacturing Co Inc |
|
|
7,143 |
|
|
|
1,491 |
|
SiteOne Landscape Supply Inc * |
|
|
7,400 |
|
|
|
1,247 |
|
Skillsoft * |
|
|
480 |
|
|
|
6 |
|
SkyWest Inc * |
|
|
6,322 |
|
|
|
406 |
|
SP Plus Corp * |
|
|
3,798 |
|
|
|
195 |
|
Spirit AeroSystems Holdings Inc, Cl A * |
|
|
16,775 |
|
|
|
480 |
|
Spirit Airlines Inc (A) |
|
|
22,647 |
|
|
|
146 |
|
SPX Technologies Inc * |
|
|
7,194 |
|
|
|
843 |
|
SS&C Technologies Holdings Inc |
|
|
36,618 |
|
|
|
2,335 |
|
Standex International Corp |
|
|
2,129 |
|
|
|
368 |
|
Steelcase Inc, Cl A |
|
|
20,157 |
|
|
|
277 |
|
Stem Inc *(A) |
|
|
32,700 |
|
|
|
88 |
|
Stericycle Inc * |
|
|
15,100 |
|
|
|
821 |
|
Sterling Check Corp * |
|
|
3,600 |
|
|
|
56 |
|
Sterling Infrastructure Inc * |
|
|
4,800 |
|
|
|
512 |
|
Sun Country Airlines Holdings Inc * |
|
|
4,900 |
|
|
|
73 |
|
SunPower Corp, Cl A *(A) |
|
|
18,336 |
|
|
|
57 |
|
Sunrun Inc * |
|
|
33,210 |
|
|
|
400 |
|
Tennant Co |
|
|
3,238 |
|
|
|
366 |
|
Terex Corp |
|
|
10,670 |
|
|
|
612 |
|
Tetra Tech Inc |
|
|
8,842 |
|
|
|
1,568 |
|
Textainer Group Holdings Ltd |
|
|
6,153 |
|
|
|
307 |
|
Thermon Group Holdings Inc * |
|
|
6,882 |
|
|
|
188 |
|
Timken Co/The |
|
|
10,009 |
|
|
|
841 |
|
Titan International Inc * |
|
|
10,800 |
|
|
|
138 |
|
Titan Machinery Inc * |
|
|
4,312 |
|
|
|
109 |
|
Toro Co/The |
|
|
17,500 |
|
|
|
1,615 |
|
TPI Composites Inc *(A) |
|
|
7,500 |
|
|
|
21 |
|
Transcat Inc * |
|
|
1,600 |
|
|
|
168 |
|
TransUnion |
|
|
32,594 |
|
|
|
2,530 |
|
Trex Co Inc * |
|
|
18,260 |
|
|
|
1,676 |
|
TriNet Group Inc * |
|
|
5,151 |
|
|
|
659 |
|
Trinity Industries Inc |
|
|
14,342 |
|
|
|
364 |
|
Triumph Group Inc * |
|
|
14,496 |
|
|
|
201 |
|
TrueBlue Inc * |
|
|
8,328 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TTEC Holdings Inc |
|
|
4,227 |
|
|
$ |
74 |
|
Tutor Perini Corp * |
|
|
8,051 |
|
|
|
91 |
|
UFP Industries Inc |
|
|
9,865 |
|
|
|
1,131 |
|
U-Haul Holding Co *(A) |
|
|
1,900 |
|
|
|
122 |
|
U-Haul Holding Co, Cl B |
|
|
16,600 |
|
|
|
1,055 |
|
UniFirst Corp/MA |
|
|
2,840 |
|
|
|
479 |
|
Universal Logistics Holdings Inc |
|
|
1,900 |
|
|
|
64 |
|
Upwork Inc * |
|
|
18,600 |
|
|
|
244 |
|
V2X Inc * |
|
|
2,679 |
|
|
|
103 |
|
Valmont Industries Inc |
|
|
3,414 |
|
|
|
724 |
|
Velo3D Inc * |
|
|
21,200 |
|
|
|
6 |
|
Verra Mobility Corp, Cl A * |
|
|
25,900 |
|
|
|
560 |
|
Vertiv Holdings Co, Cl A |
|
|
58,200 |
|
|
|
3,935 |
|
Vestis |
|
|
18,250 |
|
|
|
342 |
|
Viad Corp * |
|
|
4,271 |
|
|
|
159 |
|
Vicor Corp * |
|
|
3,800 |
|
|
|
141 |
|
Virgin Galactic Holdings Inc *(A) |
|
|
51,300 |
|
|
|
89 |
|
VSE Corp |
|
|
2,500 |
|
|
|
185 |
|
Wabash National Corp |
|
|
8,041 |
|
|
|
219 |
|
Watsco Inc |
|
|
5,559 |
|
|
|
2,191 |
|
Watts Water Technologies Inc, Cl A |
|
|
4,456 |
|
|
|
909 |
|
Werner Enterprises Inc |
|
|
11,890 |
|
|
|
477 |
|
WESCO International Inc |
|
|
7,365 |
|
|
|
1,101 |
|
Willdan Group Inc * |
|
|
2,400 |
|
|
|
50 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
32,111 |
|
|
|
1,533 |
|
Woodward Inc |
|
|
10,042 |
|
|
|
1,421 |
|
Xometry Inc, Cl A * |
|
|
7,000 |
|
|
|
137 |
|
XPO Inc * |
|
|
19,190 |
|
|
|
2,309 |
|
Zurn Elkay Water Solutions Corp |
|
|
24,026 |
|
|
|
763 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
197,258 |
|
Information Technology — 16.4% |
|
|
|
|
8x8 Inc * |
|
|
25,314 |
|
|
|
72 |
|
908 Devices Inc * |
|
|
5,300 |
|
|
|
39 |
|
A10 Networks Inc |
|
|
13,400 |
|
|
|
178 |
|
ACI Worldwide Inc * |
|
|
17,312 |
|
|
|
570 |
|
ACM Research Inc, Cl A * |
|
|
7,200 |
|
|
|
223 |
|
Adeia Inc |
|
|
21,950 |
|
|
|
249 |
|
ADTRAN Holdings Inc |
|
|
15,797 |
|
|
|
90 |
|
Advanced Energy Industries Inc |
|
|
6,019 |
|
|
|
609 |
|
Aehr Test Systems *(A) |
|
|
5,100 |
|
|
|
83 |
|
Aeva Technologies Inc * |
|
|
22,800 |
|
|
|
23 |
|
Agilysys Inc * |
|
|
3,900 |
|
|
|
303 |
|
Akoustis Technologies Inc * |
|
|
8,400 |
|
|
|
5 |
|
Alarm.com Holdings Inc * |
|
|
7,700 |
|
|
|
583 |
|
Alkami Technology Inc * |
|
|
6,400 |
|
|
|
160 |
|
Allegro MicroSystems Inc * |
|
|
11,700 |
|
|
|
368 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
4,800 |
|
|
|
105 |
|
Altair Engineering Inc, Cl A * |
|
|
8,800 |
|
|
|
749 |
|
Alteryx Inc, Cl A * |
|
|
9,800 |
|
|
|
471 |
|
Ambarella Inc * |
|
|
6,845 |
|
|
|
382 |
|
Amdocs Ltd |
|
|
19,668 |
|
|
|
1,794 |
|
American Software Inc/GA, Cl A |
|
|
7,072 |
|
|
|
79 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Amkor Technology Inc |
|
|
17,938 |
|
|
$ |
556 |
|
Amplitude Inc, Cl A * |
|
|
13,700 |
|
|
|
162 |
|
Appfolio Inc, Cl A * |
|
|
3,100 |
|
|
|
750 |
|
Appian Corp, Cl A * |
|
|
6,000 |
|
|
|
209 |
|
Applied Digital Corp *(A) |
|
|
8,300 |
|
|
|
34 |
|
AppLovin Corp, Cl A * |
|
|
35,400 |
|
|
|
2,114 |
|
Arlo Technologies Inc * |
|
|
19,252 |
|
|
|
200 |
|
Arrow Electronics Inc * |
|
|
9,225 |
|
|
|
1,084 |
|
Asana Inc, Cl A * |
|
|
12,000 |
|
|
|
236 |
|
Aspen Technology Inc * |
|
|
4,570 |
|
|
|
886 |
|
Atlassian Corp, Cl A * |
|
|
26,341 |
|
|
|
5,464 |
|
Atomera Inc *(A) |
|
|
3,500 |
|
|
|
22 |
|
Aurora Innovation Inc, Cl A * |
|
|
60,200 |
|
|
|
153 |
|
AvePoint Inc * |
|
|
32,500 |
|
|
|
260 |
|
Aviat Networks Inc * |
|
|
2,100 |
|
|
|
75 |
|
Avnet Inc |
|
|
14,799 |
|
|
|
689 |
|
Axcelis Technologies Inc * |
|
|
5,250 |
|
|
|
592 |
|
Badger Meter Inc |
|
|
4,824 |
|
|
|
766 |
|
Bel Fuse Inc, Cl B |
|
|
2,100 |
|
|
|
109 |
|
Belden Inc |
|
|
7,823 |
|
|
|
666 |
|
Benchmark Electronics Inc |
|
|
6,630 |
|
|
|
204 |
|
Bentley Systems Inc, Cl B |
|
|
32,600 |
|
|
|
1,675 |
|
BigCommerce Holdings Inc * |
|
|
14,700 |
|
|
|
114 |
|
BILL Holdings Inc * |
|
|
16,977 |
|
|
|
1,075 |
|
Bit Digital *(A) |
|
|
20,100 |
|
|
|
52 |
|
Blackbaud Inc * |
|
|
6,855 |
|
|
|
474 |
|
BlackLine Inc * |
|
|
9,100 |
|
|
|
516 |
|
Box Inc, Cl A * |
|
|
22,600 |
|
|
|
583 |
|
Braze Inc, Cl A * |
|
|
8,300 |
|
|
|
472 |
|
Brightcove Inc * |
|
|
9,610 |
|
|
|
21 |
|
C3.ai Inc, Cl A *(A) |
|
|
12,700 |
|
|
|
470 |
|
Calix Inc * |
|
|
11,245 |
|
|
|
392 |
|
Cambium Networks Corp * |
|
|
1,999 |
|
|
|
8 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
31,500 |
|
|
|
369 |
|
Cerence Inc * |
|
|
8,510 |
|
|
|
127 |
|
CEVA Inc * |
|
|
5,138 |
|
|
|
116 |
|
Ciena Corp * |
|
|
24,786 |
|
|
|
1,412 |
|
Cipher Mining Inc *(A) |
|
|
7,900 |
|
|
|
23 |
|
Cirrus Logic Inc * |
|
|
9,095 |
|
|
|
835 |
|
Cleanspark Inc * |
|
|
27,100 |
|
|
|
453 |
|
Clear Secure Inc, Cl A |
|
|
16,500 |
|
|
|
318 |
|
Clearfield Inc * |
|
|
2,600 |
|
|
|
78 |
|
Cloudflare Inc, Cl A * |
|
|
49,400 |
|
|
|
4,868 |
|
Cognex Corp |
|
|
28,716 |
|
|
|
1,133 |
|
Coherent Corp * |
|
|
21,601 |
|
|
|
1,285 |
|
Cohu Inc * |
|
|
8,336 |
|
|
|
268 |
|
CommScope Holding Co Inc * |
|
|
46,000 |
|
|
|
54 |
|
CommVault Systems Inc * |
|
|
7,084 |
|
|
|
678 |
|
Comtech Telecommunications Corp |
|
|
5,832 |
|
|
|
39 |
|
Confluent Inc, Cl A * |
|
|
30,600 |
|
|
|
1,036 |
|
Consensus Cloud Solutions Inc * |
|
|
3,585 |
|
|
|
57 |
|
Corsair Gaming Inc * |
|
|
6,200 |
|
|
|
80 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Couchbase Inc * |
|
|
7,800 |
|
|
$ |
219 |
|
Crane NXT Co |
|
|
7,629 |
|
|
|
446 |
|
Credo Technology Group Holding Ltd * |
|
|
21,200 |
|
|
|
457 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
36,421 |
|
|
|
11,806 |
|
CS Disco Inc * |
|
|
5,000 |
|
|
|
33 |
|
CTS Corp |
|
|
6,445 |
|
|
|
287 |
|
Daktronics Inc * |
|
|
4,000 |
|
|
|
35 |
|
Datadog Inc, Cl A * |
|
|
46,555 |
|
|
|
6,120 |
|
Digi International Inc * |
|
|
7,601 |
|
|
|
225 |
|
Digimarc Corp * |
|
|
2,876 |
|
|
|
101 |
|
Digital Turbine Inc * |
|
|
20,700 |
|
|
|
66 |
|
DigitalOcean Holdings Inc * |
|
|
11,600 |
|
|
|
440 |
|
Diodes Inc * |
|
|
7,142 |
|
|
|
485 |
|
DocuSign Inc, Cl A * |
|
|
33,980 |
|
|
|
1,810 |
|
Dolby Laboratories Inc, Cl A |
|
|
9,704 |
|
|
|
786 |
|
Domo Inc, Cl B * |
|
|
6,432 |
|
|
|
74 |
|
DoubleVerify Holdings Inc * |
|
|
22,700 |
|
|
|
701 |
|
Dropbox Inc, Cl A * |
|
|
42,800 |
|
|
|
1,025 |
|
DXC Technology Co * |
|
|
33,400 |
|
|
|
730 |
|
Dynatrace Inc * |
|
|
40,500 |
|
|
|
2,007 |
|
DZS Inc * |
|
|
3,800 |
|
|
|
6 |
|
E2open Parent Holdings Inc * |
|
|
23,200 |
|
|
|
98 |
|
Eastman Kodak Co * |
|
|
9,600 |
|
|
|
51 |
|
eGain Corp * |
|
|
4,900 |
|
|
|
30 |
|
Elastic NV * |
|
|
13,300 |
|
|
|
1,780 |
|
Enfusion Inc, Cl A * |
|
|
4,900 |
|
|
|
42 |
|
Entegris Inc |
|
|
25,330 |
|
|
|
3,403 |
|
Envestnet Inc *(A) |
|
|
8,952 |
|
|
|
461 |
|
ePlus Inc * |
|
|
5,176 |
|
|
|
426 |
|
Everbridge Inc * |
|
|
8,700 |
|
|
|
246 |
|
EverCommerce Inc *(A) |
|
|
7,100 |
|
|
|
69 |
|
Evolv Technologies Holdings Inc * |
|
|
18,900 |
|
|
|
90 |
|
Expensify Inc, Cl A * |
|
|
10,900 |
|
|
|
23 |
|
Extreme Networks Inc * |
|
|
24,087 |
|
|
|
304 |
|
Fabrinet * |
|
|
6,115 |
|
|
|
1,318 |
|
FARO Technologies Inc * |
|
|
4,508 |
|
|
|
101 |
|
Fastly Inc, Cl A * |
|
|
23,900 |
|
|
|
340 |
|
Five9 Inc * |
|
|
11,600 |
|
|
|
708 |
|
FormFactor Inc * |
|
|
12,319 |
|
|
|
530 |
|
Freshworks, Cl A * |
|
|
25,800 |
|
|
|
527 |
|
Gitlab Inc, Cl A * |
|
|
14,500 |
|
|
|
1,046 |
|
GLOBALFOUNDRIES Inc *(A) |
|
|
12,800 |
|
|
|
700 |
|
Globant SA * |
|
|
6,900 |
|
|
|
1,540 |
|
GoDaddy Inc, Cl A * |
|
|
24,845 |
|
|
|
2,836 |
|
Grid Dynamics Holdings Inc * |
|
|
11,600 |
|
|
|
156 |
|
Guidewire Software Inc * |
|
|
13,669 |
|
|
|
1,631 |
|
Hackett Group Inc/The |
|
|
5,700 |
|
|
|
141 |
|
Harmonic Inc * |
|
|
20,694 |
|
|
|
272 |
|
HashiCorp, Cl A * |
|
|
18,500 |
|
|
|
482 |
|
HubSpot Inc * |
|
|
7,773 |
|
|
|
4,810 |
|
Ichor Holdings Ltd * |
|
|
4,000 |
|
|
|
171 |
|
Impinj Inc * |
|
|
4,200 |
|
|
|
459 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
indie Semiconductor Inc, Cl A * |
|
|
27,400 |
|
|
$ |
170 |
|
Infinera Corp * |
|
|
41,084 |
|
|
|
206 |
|
Informatica Inc, Cl A * |
|
|
7,200 |
|
|
|
235 |
|
Information Services Group Inc |
|
|
8,000 |
|
|
|
35 |
|
Insight Enterprises Inc * |
|
|
4,698 |
|
|
|
883 |
|
Instructure Holdings Inc * |
|
|
2,600 |
|
|
|
60 |
|
Intapp Inc * |
|
|
5,000 |
|
|
|
196 |
|
InterDigital Inc |
|
|
4,817 |
|
|
|
515 |
|
IonQ Inc *(A) |
|
|
29,900 |
|
|
|
310 |
|
IPG Photonics Corp * |
|
|
5,700 |
|
|
|
492 |
|
Itron Inc * |
|
|
7,411 |
|
|
|
687 |
|
Jamf Holding Corp * |
|
|
14,900 |
|
|
|
268 |
|
Kimball Electronics Inc * |
|
|
5,693 |
|
|
|
128 |
|
Knowles Corp * |
|
|
15,300 |
|
|
|
250 |
|
Kulicke & Soffa Industries Inc |
|
|
10,100 |
|
|
|
481 |
|
Kyndryl Holdings Inc * |
|
|
37,300 |
|
|
|
819 |
|
Lattice Semiconductor Corp * |
|
|
22,862 |
|
|
|
1,751 |
|
Lightwave Logic Inc *(A) |
|
|
27,900 |
|
|
|
117 |
|
Littelfuse Inc |
|
|
4,031 |
|
|
|
960 |
|
LivePerson Inc * |
|
|
14,991 |
|
|
|
19 |
|
LiveRamp Holdings Inc * |
|
|
10,174 |
|
|
|
356 |
|
Lumentum Holdings Inc * |
|
|
12,570 |
|
|
|
609 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
8,825 |
|
|
|
779 |
|
Manhattan Associates Inc * |
|
|
10,380 |
|
|
|
2,630 |
|
Marathon Digital Holdings Inc *(A) |
|
|
35,000 |
|
|
|
906 |
|
Marvell Technology Inc |
|
|
145,912 |
|
|
|
10,456 |
|
Matterport Inc * |
|
|
53,700 |
|
|
|
114 |
|
Maxeon Solar Technologies Ltd * |
|
|
5,000 |
|
|
|
20 |
|
MaxLinear Inc, Cl A * |
|
|
13,444 |
|
|
|
261 |
|
MeridianLink Inc * |
|
|
5,300 |
|
|
|
100 |
|
Methode Electronics Inc |
|
|
6,784 |
|
|
|
144 |
|
MicroStrategy Inc, Cl A *(A) |
|
|
2,053 |
|
|
|
2,100 |
|
MicroVision Inc *(A) |
|
|
35,100 |
|
|
|
83 |
|
Mirion Technologies Inc, Cl A * |
|
|
35,300 |
|
|
|
345 |
|
Mitek Systems Inc * |
|
|
9,100 |
|
|
|
106 |
|
MKS Instruments Inc |
|
|
11,123 |
|
|
|
1,365 |
|
Model N Inc * |
|
|
7,600 |
|
|
|
187 |
|
MongoDB Inc, Cl A * |
|
|
11,400 |
|
|
|
5,102 |
|
N-able Inc * |
|
|
11,350 |
|
|
|
153 |
|
Napco Security Technologies Inc |
|
|
6,500 |
|
|
|
293 |
|
Navitas Semiconductor Corp, Cl A * |
|
|
20,200 |
|
|
|
124 |
|
nCino Inc *(A) |
|
|
13,700 |
|
|
|
409 |
|
NCR Voyix * |
|
|
25,883 |
|
|
|
378 |
|
NETGEAR Inc * |
|
|
6,692 |
|
|
|
100 |
|
NetScout Systems Inc * |
|
|
14,158 |
|
|
|
307 |
|
NextNav Inc * |
|
|
3,100 |
|
|
|
13 |
|
nLight Inc * |
|
|
10,600 |
|
|
|
140 |
|
Novanta Inc * |
|
|
5,862 |
|
|
|
1,014 |
|
Nutanix Inc, Cl A * |
|
|
41,000 |
|
|
|
2,590 |
|
NVE Corp |
|
|
900 |
|
|
|
75 |
|
Okta Inc, Cl A * |
|
|
25,804 |
|
|
|
2,769 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Olo Inc, Cl A * |
|
|
22,100 |
|
|
$ |
129 |
|
ON24 Inc |
|
|
6,100 |
|
|
|
43 |
|
OneSpan Inc * |
|
|
2,002 |
|
|
|
19 |
|
Onto Innovation Inc * |
|
|
8,172 |
|
|
|
1,505 |
|
OSI Systems Inc * |
|
|
3,168 |
|
|
|
416 |
|
PagerDuty Inc * |
|
|
13,915 |
|
|
|
336 |
|
Palantir Technologies Inc, Cl A * |
|
|
324,800 |
|
|
|
8,146 |
|
PAR Technology Corp * |
|
|
5,800 |
|
|
|
254 |
|
PC Connection Inc |
|
|
2,231 |
|
|
|
148 |
|
PDF Solutions Inc * |
|
|
6,753 |
|
|
|
230 |
|
Pegasystems Inc |
|
|
7,636 |
|
|
|
497 |
|
Perficient Inc * |
|
|
6,700 |
|
|
|
435 |
|
Photronics Inc * |
|
|
9,129 |
|
|
|
263 |
|
Plexus Corp * |
|
|
4,328 |
|
|
|
409 |
|
Power Integrations Inc |
|
|
9,178 |
|
|
|
656 |
|
PowerSchool Holdings Inc, Cl A * |
|
|
9,800 |
|
|
|
205 |
|
Procore Technologies Inc * |
|
|
13,200 |
|
|
|
1,030 |
|
Progress Software Corp |
|
|
8,458 |
|
|
|
451 |
|
PROS Holdings Inc * |
|
|
6,599 |
|
|
|
236 |
|
Pure Storage Inc, Cl A * |
|
|
47,900 |
|
|
|
2,522 |
|
Q2 Holdings Inc * |
|
|
10,100 |
|
|
|
467 |
|
Qualys Inc * |
|
|
6,100 |
|
|
|
1,048 |
|
Rackspace Technology Inc * |
|
|
11,600 |
|
|
|
24 |
|
Rambus Inc * |
|
|
17,910 |
|
|
|
1,061 |
|
Rapid7 Inc * |
|
|
9,700 |
|
|
|
568 |
|
Red Violet Inc * |
|
|
1,100 |
|
|
|
20 |
|
Ribbon Communications Inc * |
|
|
13,520 |
|
|
|
40 |
|
Rimini Street Inc * |
|
|
10,000 |
|
|
|
32 |
|
RingCentral Inc, Cl A * |
|
|
13,600 |
|
|
|
454 |
|
Riot Platforms Inc *(A) |
|
|
30,100 |
|
|
|
425 |
|
Rogers Corp * |
|
|
3,093 |
|
|
|
347 |
|
Sanmina Corp * |
|
|
9,066 |
|
|
|
573 |
|
Sapiens International Corp NV |
|
|
7,000 |
|
|
|
215 |
|
ScanSource Inc * |
|
|
3,396 |
|
|
|
147 |
|
SEMrush Holdings, Cl A * |
|
|
6,100 |
|
|
|
76 |
|
Semtech Corp * |
|
|
11,575 |
|
|
|
245 |
|
SentinelOne Inc, Cl A * |
|
|
38,800 |
|
|
|
1,093 |
|
Silicon Laboratories Inc * |
|
|
5,182 |
|
|
|
713 |
|
SiTime Corp * |
|
|
3,300 |
|
|
|
305 |
|
SkyWater Technology Inc * |
|
|
1,700 |
|
|
|
20 |
|
SMART Global Holdings Inc * |
|
|
8,600 |
|
|
|
183 |
|
SmartRent Inc, Cl A * |
|
|
30,500 |
|
|
|
88 |
|
Smartsheet Inc, Cl A * |
|
|
21,100 |
|
|
|
891 |
|
Snowflake Inc, Cl A * |
|
|
53,700 |
|
|
|
10,111 |
|
SolarWinds Corp * |
|
|
7,850 |
|
|
|
94 |
|
SoundHound AI Inc, Cl A *(A) |
|
|
27,700 |
|
|
|
206 |
|
SoundThinking Inc * |
|
|
1,400 |
|
|
|
24 |
|
Splunk Inc * |
|
|
26,422 |
|
|
|
4,128 |
|
Sprinklr Inc, Cl A * |
|
|
17,700 |
|
|
|
231 |
|
Sprout Social Inc, Cl A * |
|
|
8,800 |
|
|
|
544 |
|
SPS Commerce Inc * |
|
|
6,058 |
|
|
|
1,122 |
|
Squarespace Inc, Cl A * |
|
|
7,500 |
|
|
|
250 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Super Micro Computer Inc * |
|
|
7,800 |
|
|
$ |
6,756 |
|
Synaptics Inc * |
|
|
6,387 |
|
|
|
639 |
|
TD SYNNEX Corp |
|
|
10,381 |
|
|
|
1,079 |
|
Tenable Holdings Inc * |
|
|
18,700 |
|
|
|
901 |
|
Teradata Corp * |
|
|
16,100 |
|
|
|
606 |
|
Terawulf Inc *(A) |
|
|
14,200 |
|
|
|
27 |
|
Thoughtworks Holding Inc * |
|
|
20,500 |
|
|
|
64 |
|
TTM Technologies Inc * |
|
|
17,487 |
|
|
|
260 |
|
Tucows Inc, Cl A * |
|
|
2,200 |
|
|
|
42 |
|
Turtle Beach Corp * |
|
|
4,000 |
|
|
|
43 |
|
Twilio Inc, Cl A * |
|
|
28,442 |
|
|
|
1,695 |
|
Ubiquiti Inc |
|
|
700 |
|
|
|
82 |
|
UiPath Inc, Cl A * |
|
|
63,700 |
|
|
|
1,513 |
|
Ultra Clean Holdings Inc * |
|
|
7,652 |
|
|
|
331 |
|
Unisys Corp * |
|
|
15,183 |
|
|
|
79 |
|
Unity Software Inc * |
|
|
48,700 |
|
|
|
1,428 |
|
Universal Display Corp |
|
|
7,751 |
|
|
|
1,352 |
|
Varonis Systems Inc, Cl B * |
|
|
17,800 |
|
|
|
904 |
|
Veeco Instruments Inc * |
|
|
7,610 |
|
|
|
276 |
|
Verint Systems Inc * |
|
|
12,450 |
|
|
|
394 |
|
Veritone Inc *(A) |
|
|
5,500 |
|
|
|
13 |
|
Viant Technology Inc, Cl A * |
|
|
2,600 |
|
|
|
24 |
|
Viasat Inc * |
|
|
18,256 |
|
|
|
357 |
|
Viavi Solutions Inc * |
|
|
38,900 |
|
|
|
371 |
|
Vishay Intertechnology Inc |
|
|
20,317 |
|
|
|
442 |
|
Vishay Precision Group Inc * |
|
|
3,164 |
|
|
|
109 |
|
Vontier Corp |
|
|
25,800 |
|
|
|
1,109 |
|
Vuzix Corp *(A) |
|
|
14,200 |
|
|
|
24 |
|
Weave Communications Inc * |
|
|
2,600 |
|
|
|
33 |
|
Wolfspeed Inc * |
|
|
19,923 |
|
|
|
518 |
|
Workday Inc, Cl A * |
|
|
34,266 |
|
|
|
10,097 |
|
Workiva Inc, Cl A * |
|
|
8,000 |
|
|
|
689 |
|
Xerox Holdings Corp |
|
|
18,000 |
|
|
|
336 |
|
Xperi Inc * |
|
|
9,580 |
|
|
|
105 |
|
Yext Inc * |
|
|
25,100 |
|
|
|
149 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
24,000 |
|
|
|
252 |
|
Zoom Video Communications Inc, Cl A * |
|
|
43,021 |
|
|
|
3,043 |
|
Zscaler Inc * |
|
|
15,000 |
|
|
|
3,630 |
|
Zuora Inc, Cl A * |
|
|
26,300 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
220,366 |
|
Materials — 3.7% |
|
|
|
|
5E Advanced Materials Inc *(A) |
|
|
8,300 |
|
|
|
15 |
|
AdvanSix Inc |
|
|
5,900 |
|
|
|
165 |
|
Alcoa Corp |
|
|
29,100 |
|
|
|
792 |
|
Alpha Metallurgical Resources Inc |
|
|
1,900 |
|
|
|
717 |
|
American Vanguard Corp |
|
|
6,799 |
|
|
|
73 |
|
AptarGroup Inc |
|
|
10,966 |
|
|
|
1,540 |
|
Arcadium Lithium *(A) |
|
|
167,060 |
|
|
|
917 |
|
Arch Resources Inc |
|
|
2,800 |
|
|
|
463 |
|
Ardagh Metal Packaging SA |
|
|
48,350 |
|
|
|
159 |
|
Ashland Inc |
|
|
7,708 |
|
|
|
722 |
|
Aspen Aerogels Inc * |
|
|
11,300 |
|
|
|
194 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ATI Inc * |
|
|
21,200 |
|
|
$ |
1,043 |
|
Avient Corp |
|
|
16,632 |
|
|
|
673 |
|
Axalta Coating Systems Ltd * |
|
|
36,800 |
|
|
|
1,204 |
|
Balchem Corp |
|
|
5,188 |
|
|
|
815 |
|
Berry Global Group Inc |
|
|
19,841 |
|
|
|
1,155 |
|
Cabot Corp |
|
|
9,032 |
|
|
|
767 |
|
Carpenter Technology Corp |
|
|
7,801 |
|
|
|
504 |
|
Century Aluminum Co * |
|
|
12,297 |
|
|
|
129 |
|
Chemours Co/The |
|
|
24,200 |
|
|
|
476 |
|
Clearwater Paper Corp * |
|
|
3,751 |
|
|
|
147 |
|
Cleveland-Cliffs Inc * |
|
|
83,560 |
|
|
|
1,738 |
|
Coeur Mining Inc * |
|
|
58,261 |
|
|
|
151 |
|
Commercial Metals Co |
|
|
19,241 |
|
|
|
1,039 |
|
Compass Minerals International Inc |
|
|
7,840 |
|
|
|
179 |
|
Constellium SE, Cl A * |
|
|
23,100 |
|
|
|
448 |
|
Crown Holdings Inc |
|
|
17,751 |
|
|
|
1,360 |
|
Danimer Scientific Inc *(A) |
|
|
15,100 |
|
|
|
20 |
|
Eagle Materials Inc |
|
|
5,783 |
|
|
|
1,466 |
|
Ecovyst Inc * |
|
|
21,200 |
|
|
|
205 |
|
Element Solutions Inc |
|
|
36,700 |
|
|
|
862 |
|
Ginkgo Bioworks Holdings Inc *(A) |
|
|
243,600 |
|
|
|
370 |
|
Glatfelter Corp * |
|
|
10,271 |
|
|
|
23 |
|
Graphic Packaging Holding Co |
|
|
50,817 |
|
|
|
1,319 |
|
Greif Inc, Cl A |
|
|
4,419 |
|
|
|
285 |
|
Greif Inc, Cl B |
|
|
1,300 |
|
|
|
83 |
|
Hawkins Inc |
|
|
2,746 |
|
|
|
193 |
|
Haynes International Inc |
|
|
2,823 |
|
|
|
168 |
|
HB Fuller Co |
|
|
8,733 |
|
|
|
695 |
|
Hecla Mining Co |
|
|
93,668 |
|
|
|
332 |
|
Huntsman Corp |
|
|
27,624 |
|
|
|
707 |
|
i-80 Gold Corp * |
|
|
38,100 |
|
|
|
48 |
|
Ingevity Corp * |
|
|
5,400 |
|
|
|
247 |
|
Innospec Inc |
|
|
4,513 |
|
|
|
561 |
|
Intrepid Potash Inc * |
|
|
1,860 |
|
|
|
39 |
|
Ivanhoe Electric Inc / US * |
|
|
9,500 |
|
|
|
70 |
|
Kaiser Aluminum Corp |
|
|
2,754 |
|
|
|
200 |
|
Knife River Corp * |
|
|
9,083 |
|
|
|
673 |
|
Koppers Holdings Inc |
|
|
4,473 |
|
|
|
253 |
|
Kronos Worldwide Inc |
|
|
5,084 |
|
|
|
46 |
|
Louisiana-Pacific Corp |
|
|
10,542 |
|
|
|
780 |
|
LSB Industries Inc * |
|
|
8,300 |
|
|
|
61 |
|
Materion Corp |
|
|
3,774 |
|
|
|
507 |
|
Mativ Holdings Inc |
|
|
10,288 |
|
|
|
179 |
|
Metallus * |
|
|
10,104 |
|
|
|
220 |
|
Minerals Technologies Inc |
|
|
6,224 |
|
|
|
450 |
|
MP Materials Corp * |
|
|
18,100 |
|
|
|
275 |
|
Myers Industries Inc |
|
|
8,418 |
|
|
|
162 |
|
NewMarket Corp |
|
|
997 |
|
|
|
640 |
|
Novagold Resources Inc * |
|
|
42,600 |
|
|
|
106 |
|
O-I Glass Inc, Cl I * |
|
|
24,300 |
|
|
|
411 |
|
Olin Corp |
|
|
20,316 |
|
|
|
1,093 |
|
Olympic Steel Inc |
|
|
1,927 |
|
|
|
131 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Origin Materials Inc * |
|
|
27,300 |
|
|
$ |
16 |
|
Orion SA |
|
|
10,400 |
|
|
|
234 |
|
Pactiv Evergreen Inc |
|
|
8,700 |
|
|
|
128 |
|
Perimeter Solutions SA * |
|
|
34,400 |
|
|
|
209 |
|
Piedmont Lithium Inc *(A) |
|
|
3,100 |
|
|
|
45 |
|
PureCycle Technologies Inc *(A) |
|
|
26,000 |
|
|
|
151 |
|
Quaker Chemical Corp |
|
|
2,534 |
|
|
|
508 |
|
Radius Recycling, Cl A |
|
|
5,956 |
|
|
|
118 |
|
Ramaco Resources Inc, Cl A |
|
|
5,500 |
|
|
|
97 |
|
Ramaco Resources Inc, Cl B |
|
|
1,100 |
|
|
|
13 |
|
Ranpak Holdings Corp, Cl A * |
|
|
8,300 |
|
|
|
39 |
|
Rayonier Advanced Materials Inc * |
|
|
13,917 |
|
|
|
47 |
|
Reliance |
|
|
9,738 |
|
|
|
3,128 |
|
Royal Gold Inc |
|
|
10,902 |
|
|
|
1,119 |
|
RPM International Inc |
|
|
21,488 |
|
|
|
2,479 |
|
Ryerson Holding Corp |
|
|
4,900 |
|
|
|
155 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
7,859 |
|
|
|
516 |
|
Sealed Air Corp |
|
|
23,600 |
|
|
|
823 |
|
Sensient Technologies Corp |
|
|
6,635 |
|
|
|
444 |
|
Silgan Holdings Inc |
|
|
13,560 |
|
|
|
595 |
|
Sonoco Products Co |
|
|
16,121 |
|
|
|
914 |
|
Southern Copper Corp |
|
|
14,129 |
|
|
|
1,142 |
|
SSR Mining Inc (A) |
|
|
42,600 |
|
|
|
183 |
|
Stepan Co |
|
|
3,925 |
|
|
|
350 |
|
Summit Materials Inc, Cl A * |
|
|
19,465 |
|
|
|
831 |
|
SunCoke Energy Inc |
|
|
18,646 |
|
|
|
200 |
|
Sylvamo Corp |
|
|
7,000 |
|
|
|
423 |
|
Tredegar Corp |
|
|
5,341 |
|
|
|
23 |
|
TriMas Corp |
|
|
6,476 |
|
|
|
152 |
|
Trinseo PLC |
|
|
8,900 |
|
|
|
40 |
|
Tronox Holdings PLC |
|
|
20,000 |
|
|
|
294 |
|
United States Lime & Minerals Inc |
|
|
400 |
|
|
|
102 |
|
United States Steel Corp |
|
|
37,200 |
|
|
|
1,761 |
|
Valhi Inc |
|
|
500 |
|
|
|
7 |
|
Warrior Met Coal Inc |
|
|
8,200 |
|
|
|
467 |
|
Westlake Corp |
|
|
5,310 |
|
|
|
737 |
|
Worthington Steel * |
|
|
5,702 |
|
|
|
181 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,136 |
|
Real Estate — 4.6% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
13,739 |
|
|
|
225 |
|
Agree Realty Corp ‡ |
|
|
16,347 |
|
|
|
898 |
|
Alexander & Baldwin Inc ‡ |
|
|
10,291 |
|
|
|
167 |
|
Alexander's Inc ‡ |
|
|
488 |
|
|
|
108 |
|
American Assets Trust Inc ‡ |
|
|
7,791 |
|
|
|
168 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
56,100 |
|
|
|
2,076 |
|
Americold Realty Trust Inc ‡ |
|
|
44,900 |
|
|
|
1,136 |
|
Anywhere Real Estate Inc * |
|
|
23,502 |
|
|
|
147 |
|
Apartment Income REIT Corp ‡ |
|
|
24,300 |
|
|
|
737 |
|
Apartment Investment and Management Co, Cl A *‡ |
|
|
23,300 |
|
|
|
172 |
|
Apple Hospitality REIT Inc ‡ |
|
|
34,500 |
|
|
|
555 |
|
Armada Hoffler Properties Inc ‡ |
|
|
13,800 |
|
|
|
141 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Braemar Hotels & Resorts Inc ‡ |
|
|
13,600 |
|
|
$ |
31 |
|
Brandywine Realty Trust ‡ |
|
|
38,639 |
|
|
|
166 |
|
Brixmor Property Group Inc ‡ |
|
|
49,700 |
|
|
|
1,124 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
35,900 |
|
|
|
535 |
|
BRT Apartments Corp ‡ |
|
|
2,400 |
|
|
|
37 |
|
CareTrust REIT Inc ‡ |
|
|
18,353 |
|
|
|
414 |
|
CBL & Associates Properties Inc ‡(A) |
|
|
6,700 |
|
|
|
155 |
|
Centerspace ‡ |
|
|
3,403 |
|
|
|
189 |
|
Chatham Lodging Trust ‡ |
|
|
10,435 |
|
|
|
106 |
|
City Office REIT Inc ‡ |
|
|
11,000 |
|
|
|
50 |
|
Clipper Realty Inc ‡ |
|
|
3,500 |
|
|
|
16 |
|
Community Healthcare Trust Inc ‡ |
|
|
5,400 |
|
|
|
147 |
|
Compass Inc, Cl A * |
|
|
63,100 |
|
|
|
249 |
|
COPT Defense Properties ‡ |
|
|
17,730 |
|
|
|
430 |
|
Cousins Properties Inc ‡ |
|
|
24,345 |
|
|
|
555 |
|
CTO Realty Growth Inc ‡ |
|
|
4,254 |
|
|
|
73 |
|
CubeSmart ‡ |
|
|
37,522 |
|
|
|
1,636 |
|
Cushman & Wakefield PLC * |
|
|
28,400 |
|
|
|
284 |
|
DiamondRock Hospitality Co ‡ |
|
|
37,807 |
|
|
|
355 |
|
DigitalBridge Group Inc |
|
|
25,598 |
|
|
|
470 |
|
Diversified Healthcare Trust ‡ |
|
|
48,507 |
|
|
|
159 |
|
Douglas Elliman Inc |
|
|
16,217 |
|
|
|
30 |
|
Douglas Emmett Inc ‡ |
|
|
28,985 |
|
|
|
383 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
19,500 |
|
|
|
230 |
|
EastGroup Properties Inc ‡ |
|
|
7,685 |
|
|
|
1,350 |
|
Elme Communities ‡ |
|
|
16,513 |
|
|
|
213 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
28,400 |
|
|
|
283 |
|
EPR Properties ‡ |
|
|
11,851 |
|
|
|
487 |
|
Equity Commonwealth *‡ |
|
|
17,044 |
|
|
|
321 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
29,864 |
|
|
|
2,010 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
25,000 |
|
|
|
597 |
|
eXp World Holdings Inc (A) |
|
|
13,900 |
|
|
|
182 |
|
Farmland Partners Inc ‡ |
|
|
10,300 |
|
|
|
122 |
|
First Industrial Realty Trust Inc ‡ |
|
|
21,953 |
|
|
|
1,164 |
|
Forestar Group Inc * |
|
|
3,867 |
|
|
|
130 |
|
Four Corners Property Trust Inc ‡ |
|
|
17,319 |
|
|
|
419 |
|
FRP Holdings Inc * |
|
|
1,438 |
|
|
|
87 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
43,031 |
|
|
|
1,957 |
|
Getty Realty Corp ‡ |
|
|
9,189 |
|
|
|
242 |
|
Gladstone Commercial Corp ‡ |
|
|
8,919 |
|
|
|
110 |
|
Gladstone Land Corp ‡ |
|
|
7,000 |
|
|
|
91 |
|
Global Medical REIT Inc ‡ |
|
|
15,000 |
|
|
|
134 |
|
Global Net Lease Inc ‡ |
|
|
33,762 |
|
|
|
243 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
62,505 |
|
|
|
861 |
|
Highwoods Properties Inc ‡ |
|
|
16,368 |
|
|
|
400 |
|
Howard Hughes Holdings Inc * |
|
|
6,117 |
|
|
|
467 |
|
Hudson Pacific Properties Inc ‡ |
|
|
27,870 |
|
|
|
177 |
|
Independence Realty Trust Inc ‡ |
|
|
41,801 |
|
|
|
612 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
4,400 |
|
|
|
431 |
|
InvenTrust Properties Corp ‡ |
|
|
12,100 |
|
|
|
306 |
|
JBG SMITH Properties ‡ |
|
|
20,400 |
|
|
|
338 |
|
Jones Lang LaSalle Inc * |
|
|
7,947 |
|
|
|
1,512 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kennedy-Wilson Holdings Inc |
|
|
21,529 |
|
|
$ |
189 |
|
Kilroy Realty Corp ‡ |
|
|
19,043 |
|
|
|
722 |
|
Kite Realty Group Trust ‡ |
|
|
35,321 |
|
|
|
756 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
14,597 |
|
|
|
1,614 |
|
LTC Properties Inc ‡ |
|
|
5,917 |
|
|
|
186 |
|
LXP Industrial Trust, Cl B ‡ |
|
|
45,190 |
|
|
|
391 |
|
Macerich Co/The ‡ |
|
|
39,545 |
|
|
|
649 |
|
Marcus & Millichap Inc |
|
|
5,100 |
|
|
|
187 |
|
Medical Properties Trust Inc ‡(A) |
|
|
93,362 |
|
|
|
393 |
|
National Health Investors Inc ‡ |
|
|
6,464 |
|
|
|
372 |
|
National Storage Affiliates Trust ‡ |
|
|
15,300 |
|
|
|
548 |
|
NET Lease Office Properties ‡ |
|
|
2,895 |
|
|
|
71 |
|
NETSTREIT Corp ‡ |
|
|
14,600 |
|
|
|
245 |
|
Newmark Group Inc, Cl A |
|
|
28,705 |
|
|
|
310 |
|
NexPoint Residential Trust Inc ‡ |
|
|
4,900 |
|
|
|
143 |
|
NNN REIT Inc ‡ |
|
|
30,243 |
|
|
|
1,231 |
|
Office Properties Income Trust ‡ |
|
|
10,391 |
|
|
|
28 |
|
Omega Healthcare Investors Inc ‡ |
|
|
40,757 |
|
|
|
1,268 |
|
One Liberty Properties Inc ‡ |
|
|
3,662 |
|
|
|
74 |
|
Opendoor Technologies Inc * |
|
|
103,100 |
|
|
|
318 |
|
Orion Office REIT Inc ‡ |
|
|
11,900 |
|
|
|
42 |
|
Outfront Media Inc ‡ |
|
|
26,909 |
|
|
|
387 |
|
Paramount Group Inc ‡ |
|
|
42,000 |
|
|
|
186 |
|
Park Hotels & Resorts Inc ‡ |
|
|
34,459 |
|
|
|
572 |
|
Peakstone Realty Trust ‡ |
|
|
5,500 |
|
|
|
76 |
|
Pebblebrook Hotel Trust ‡ |
|
|
23,625 |
|
|
|
374 |
|
Phillips Edison & Co Inc ‡ |
|
|
19,000 |
|
|
|
679 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
28,566 |
|
|
|
179 |
|
Plymouth Industrial REIT Inc ‡ |
|
|
7,000 |
|
|
|
151 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
2,600 |
|
|
|
37 |
|
PotlatchDeltic Corp ‡ |
|
|
12,642 |
|
|
|
572 |
|
Rayonier Inc ‡ |
|
|
24,153 |
|
|
|
832 |
|
RE/MAX Holdings Inc, Cl A |
|
|
4,200 |
|
|
|
36 |
|
Redfin Corp * |
|
|
23,300 |
|
|
|
166 |
|
Retail Opportunity Investments Corp ‡ |
|
|
18,259 |
|
|
|
236 |
|
Rexford Industrial Realty Inc ‡ |
|
|
35,400 |
|
|
|
1,801 |
|
RLJ Lodging Trust ‡ |
|
|
30,754 |
|
|
|
365 |
|
RMR Group Inc/The, Cl A |
|
|
4,170 |
|
|
|
102 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
9,660 |
|
|
|
1,145 |
|
Sabra Health Care REIT Inc ‡ |
|
|
36,820 |
|
|
|
511 |
|
Safehold Inc ‡ |
|
|
9,727 |
|
|
|
196 |
|
Saul Centers Inc ‡ |
|
|
2,644 |
|
|
|
96 |
|
Service Properties Trust ‡ |
|
|
28,741 |
|
|
|
195 |
|
SITE Centers Corp ‡ |
|
|
36,707 |
|
|
|
499 |
|
SL Green Realty Corp ‡(A) |
|
|
10,283 |
|
|
|
499 |
|
St Joe Co/The |
|
|
5,200 |
|
|
|
280 |
|
STAG Industrial Inc ‡ |
|
|
30,156 |
|
|
|
1,120 |
|
Star Holdings *‡ |
|
|
2,282 |
|
|
|
28 |
|
Stratus Properties Inc * |
|
|
1,200 |
|
|
|
26 |
|
Summit Hotel Properties Inc ‡ |
|
|
23,629 |
|
|
|
152 |
|
Sun Communities Inc ‡ |
|
|
20,821 |
|
|
|
2,785 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
32,338 |
|
|
|
362 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tanger Inc ‡ |
|
|
16,149 |
|
|
$ |
465 |
|
Tejon Ranch Co * |
|
|
4,876 |
|
|
|
81 |
|
Terreno Realty Corp ‡ |
|
|
13,563 |
|
|
|
872 |
|
UMH Properties Inc ‡ |
|
|
9,500 |
|
|
|
146 |
|
Uniti Group Inc ‡ |
|
|
49,560 |
|
|
|
290 |
|
Universal Health Realty Income Trust ‡ |
|
|
3,116 |
|
|
|
121 |
|
Urban Edge Properties ‡ |
|
|
22,700 |
|
|
|
386 |
|
Veris Residential Inc ‡ |
|
|
12,567 |
|
|
|
183 |
|
Vornado Realty Trust ‡ |
|
|
28,900 |
|
|
|
760 |
|
Whitestone REIT, Cl B ‡ |
|
|
12,377 |
|
|
|
153 |
|
WP Carey Inc ‡ |
|
|
35,700 |
|
|
|
2,011 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
18,000 |
|
|
|
276 |
|
Zillow Group Inc, Cl A * |
|
|
8,791 |
|
|
|
475 |
|
Zillow Group Inc, Cl C * |
|
|
25,797 |
|
|
|
1,449 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61,650 |
|
Utilities — 1.5% |
|
|
|
|
ALLETE Inc |
|
|
10,770 |
|
|
|
610 |
|
Altus Power Inc, Cl A * |
|
|
9,800 |
|
|
|
67 |
|
American States Water Co |
|
|
5,774 |
|
|
|
412 |
|
Artesian Resources Corp, Cl A |
|
|
2,184 |
|
|
|
75 |
|
Avangrid Inc |
|
|
11,050 |
|
|
|
344 |
|
Avista Corp |
|
|
11,952 |
|
|
|
397 |
|
Black Hills Corp |
|
|
10,802 |
|
|
|
562 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
19,250 |
|
|
|
639 |
|
Brookfield Renewable Corp, Cl A (A) |
|
|
21,316 |
|
|
|
506 |
|
California Water Service Group |
|
|
9,041 |
|
|
|
415 |
|
Chesapeake Utilities Corp |
|
|
3,815 |
|
|
|
389 |
|
Clearway Energy Inc, Cl A |
|
|
7,800 |
|
|
|
158 |
|
Clearway Energy Inc, Cl C |
|
|
12,500 |
|
|
|
272 |
|
Consolidated Water Co Ltd |
|
|
4,100 |
|
|
|
121 |
|
Essential Utilities Inc |
|
|
40,537 |
|
|
|
1,410 |
|
Genie Energy Ltd, Cl B |
|
|
4,700 |
|
|
|
86 |
|
Global Water Resources Inc |
|
|
2,800 |
|
|
|
36 |
|
Hawaiian Electric Industries Inc |
|
|
21,858 |
|
|
|
266 |
|
IDACORP Inc, Cl Rights |
|
|
8,224 |
|
|
|
725 |
|
MGE Energy Inc |
|
|
6,614 |
|
|
|
418 |
|
Middlesex Water Co |
|
|
2,901 |
|
|
|
148 |
|
Montauk Renewables Inc * |
|
|
11,500 |
|
|
|
65 |
|
National Fuel Gas Co |
|
|
14,488 |
|
|
|
706 |
|
New Jersey Resources Corp |
|
|
15,694 |
|
|
|
653 |
|
Northwest Natural Holding Co |
|
|
7,076 |
|
|
|
260 |
|
Northwestern Energy Group Inc |
|
|
11,746 |
|
|
|
563 |
|
OGE Energy Corp |
|
|
33,176 |
|
|
|
1,092 |
|
ONE Gas Inc |
|
|
8,800 |
|
|
|
524 |
|
Ormat Technologies Inc |
|
|
8,534 |
|
|
|
556 |
|
Otter Tail Corp |
|
|
6,646 |
|
|
|
601 |
|
PNM Resources Inc |
|
|
13,617 |
|
|
|
497 |
|
Portland General Electric Co |
|
|
16,400 |
|
|
|
659 |
|
Pure Cycle Corp * |
|
|
5,900 |
|
|
|
59 |
|
SJW Group |
|
|
4,764 |
|
|
|
262 |
|
Southwest Gas Holdings Inc |
|
|
9,941 |
|
|
|
677 |
|
Spire Inc |
|
|
9,603 |
|
|
|
570 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sunnova Energy International Inc *(A) |
|
|
19,800 |
|
|
$ |
144 |
|
UGI Corp |
|
|
34,396 |
|
|
|
842 |
|
Unitil Corp |
|
|
3,558 |
|
|
|
181 |
|
Vistra Corp |
|
|
61,568 |
|
|
|
3,358 |
|
York Water Co/The |
|
|
2,952 |
|
|
|
105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,430 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $749,838) ($ Thousands) |
|
|
|
|
|
|
1,154,930 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REGISTERED INVESTMENT COMPANY — 0.0% |
NexPoint Diversified Real Estate Trust |
|
|
6,251 |
|
|
|
40 |
|
Total Registered Investment Company |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $80) ($ Thousands) |
|
|
|
|
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Novartis AG CVR *‡‡ |
|
|
10,960 |
|
|
|
4 |
|
Pulse Biosciences Inc Right *‡‡ |
|
|
2,347 |
|
|
|
– |
|
Tobira Therapeutics CVR, Expires 12/31/2028 *(C) |
|
|
2,300 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 3.1% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
41,537,584 |
|
|
|
41,560 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $41,540) ($ Thousands) |
|
|
41,560 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
25,865,239 |
|
|
|
25,865 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $25,865) ($ Thousands) |
|
|
|
|
|
|
25,865 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 90.9% |
|
|
|
|
|
|
|
|
(Cost $817,323) ($ Thousands) |
|
$ |
1,222,399 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Extended Market Index Fund (Concluded)
A list of open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
264 |
|
|
|
Mar-2024 |
|
|
$ |
25,957 |
|
|
$ |
27,156 |
|
|
$ |
1,199 |
|
S&P 500 Index E-MINI |
|
|
14 |
|
|
|
Mar-2024 |
|
|
|
3,411 |
|
|
|
3,573 |
|
|
|
162 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
18 |
|
|
|
Mar-2024 |
|
|
|
4,783 |
|
|
|
5,207 |
|
|
|
424 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
34,151 |
|
|
$ |
35,936 |
|
|
$ |
1,785 |
|
|
Percentages are based on Net Assets of $1,344,322 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
‡ |
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 29, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $41,560 ($ Thousands). |
(C) |
Level 3 security in accordance with fair value hierarchy. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
1,178 |
|
|
$ |
48 |
|
|
$ |
(221 |
) |
|
$ |
— |
|
|
$ |
119 |
|
|
$ |
1,124 |
|
|
$ |
18 |
|
|
$ |
— |
|
SEI Liquidity Fund, LP |
|
|
35,481 |
|
|
|
174,877 |
|
|
|
(168,804 |
) |
|
|
— |
|
|
|
6 |
|
|
|
41,560 |
|
|
|
810 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
4,902 |
|
|
|
213,930 |
|
|
|
(192,967 |
) |
|
|
— |
|
|
|
— |
|
|
|
25,865 |
|
|
|
896 |
|
|
|
— |
|
Totals |
|
$ |
41,561 |
|
|
$ |
388,855 |
|
|
$ |
(361,992 |
) |
|
$ |
– |
|
|
$ |
125 |
|
|
$ |
68,549 |
|
|
$ |
1,724 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.5% |
| |
|
|
|
|
|
|
|
|
Communication Services — 1.8% |
|
|
|
|
Advantage Solutions Inc * |
|
|
29,890 |
|
|
$ |
114 |
|
Altice USA Inc, Cl A * |
|
|
19,500 |
|
|
|
58 |
|
AMC Networks Inc, Cl A * |
|
|
9,100 |
|
|
|
118 |
|
Cardlytics Inc * |
|
|
24,639 |
|
|
|
204 |
|
Eventbrite Inc, Cl A * |
|
|
66,705 |
|
|
|
373 |
|
IDT Corp, Cl B * |
|
|
7,300 |
|
|
|
272 |
|
Iridium Communications Inc |
|
|
3,760 |
|
|
|
109 |
|
Liberty Latin America Ltd, Cl A * |
|
|
9,630 |
|
|
|
62 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
52,486 |
|
|
|
510 |
|
Nexstar Media Group Inc, Cl A |
|
|
3,600 |
|
|
|
598 |
|
Playtika Holding Corp * |
|
|
17,700 |
|
|
|
131 |
|
PubMatic Inc, Cl A * |
|
|
19,280 |
|
|
|
404 |
|
Shutterstock Inc |
|
|
5,100 |
|
|
|
249 |
|
Sinclair Inc |
|
|
4,510 |
|
|
|
67 |
|
Spok Holdings Inc |
|
|
10,010 |
|
|
|
180 |
|
Thryv Holdings Inc * |
|
|
7,140 |
|
|
|
149 |
|
Vimeo Inc * |
|
|
137,560 |
|
|
|
659 |
|
Yelp Inc, Cl A * |
|
|
2,930 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,369 |
|
Consumer Discretionary — 12.1% |
|
|
|
|
2U Inc *(A) |
|
|
144,394 |
|
|
|
65 |
|
Aaron's Co Inc/The |
|
|
55,678 |
|
|
|
431 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
2,043 |
|
|
|
261 |
|
Academy Sports & Outdoors Inc |
|
|
6,900 |
|
|
|
516 |
|
Accel Entertainment Inc, Cl A * |
|
|
11,860 |
|
|
|
134 |
|
AutoNation Inc * |
|
|
960 |
|
|
|
144 |
|
Beazer Homes USA Inc * |
|
|
8,671 |
|
|
|
272 |
|
Big Lots Inc |
|
|
13,240 |
|
|
|
72 |
|
Biglari Holdings Inc, Cl B * |
|
|
1,074 |
|
|
|
186 |
|
BJ's Restaurants Inc * |
|
|
8,230 |
|
|
|
288 |
|
Bloomin' Brands Inc |
|
|
12,600 |
|
|
|
342 |
|
Build-A-Bear Workshop Inc, Cl A |
|
|
13,860 |
|
|
|
332 |
|
Caleres Inc |
|
|
6,366 |
|
|
|
246 |
|
Carrols Restaurant Group Inc |
|
|
7,485 |
|
|
|
71 |
|
Cavco Industries Inc * |
|
|
750 |
|
|
|
279 |
|
Century Casinos Inc * |
|
|
23,273 |
|
|
|
68 |
|
Chuy's Holdings Inc * |
|
|
5,303 |
|
|
|
179 |
|
Cooper-Standard Holdings Inc * |
|
|
6,654 |
|
|
|
94 |
|
Cricut Inc, Cl A |
|
|
3,840 |
|
|
|
19 |
|
Crocs Inc * |
|
|
3,100 |
|
|
|
379 |
|
Denny's Corp * |
|
|
12,040 |
|
|
|
111 |
|
Designer Brands Inc, Cl A |
|
|
13,690 |
|
|
|
145 |
|
Destination XL Group Inc * |
|
|
21,544 |
|
|
|
86 |
|
Dillard's Inc, Cl A |
|
|
230 |
|
|
|
95 |
|
Dine Brands Global Inc |
|
|
3,200 |
|
|
|
155 |
|
Dream Finders Homes Inc, Cl A * |
|
|
15,235 |
|
|
|
596 |
|
Duolingo Inc, Cl A * |
|
|
1,710 |
|
|
|
409 |
|
Ethan Allen Interiors Inc |
|
|
8,110 |
|
|
|
271 |
|
First Watch Restaurant Group Inc * |
|
|
14,935 |
|
|
|
374 |
|
Genesco Inc * |
|
|
6,000 |
|
|
|
192 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gentex Corp |
|
|
2,290 |
|
|
$ |
84 |
|
G-III Apparel Group Ltd * |
|
|
14,600 |
|
|
|
486 |
|
Goodyear Tire & Rubber Co/The * |
|
|
16,500 |
|
|
|
196 |
|
Graham Holdings Co, Cl B |
|
|
150 |
|
|
|
105 |
|
Grand Canyon Education Inc * |
|
|
1,450 |
|
|
|
195 |
|
Group 1 Automotive Inc |
|
|
2,750 |
|
|
|
744 |
|
H&R Block Inc |
|
|
15,000 |
|
|
|
734 |
|
Haverty Furniture Cos Inc |
|
|
8,470 |
|
|
|
291 |
|
Hibbett Inc |
|
|
6,100 |
|
|
|
500 |
|
Hooker Furnishings Corp |
|
|
17,752 |
|
|
|
435 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
1,800 |
|
|
|
282 |
|
Inspired Entertainment Inc * |
|
|
33,150 |
|
|
|
328 |
|
Installed Building Products Inc |
|
|
6,887 |
|
|
|
1,645 |
|
KB Home |
|
|
3,901 |
|
|
|
259 |
|
Latham Group Inc * |
|
|
27,637 |
|
|
|
94 |
|
La-Z-Boy Inc, Cl Z |
|
|
10,900 |
|
|
|
414 |
|
Lear Corp |
|
|
1,600 |
|
|
|
220 |
|
Legacy Housing Corp * |
|
|
15,730 |
|
|
|
405 |
|
Lindblad Expeditions Holdings Inc * |
|
|
12,068 |
|
|
|
112 |
|
M/I Homes Inc * |
|
|
4,100 |
|
|
|
521 |
|
Marine Products Corp |
|
|
12,117 |
|
|
|
139 |
|
Marriott Vacations Worldwide Corp |
|
|
1,150 |
|
|
|
107 |
|
MasterCraft Boat Holdings Inc * |
|
|
15,180 |
|
|
|
333 |
|
Meritage Homes Corp |
|
|
3,200 |
|
|
|
504 |
|
Modine Manufacturing Co * |
|
|
16,370 |
|
|
|
1,469 |
|
Movado Group Inc |
|
|
2,111 |
|
|
|
61 |
|
Murphy USA Inc |
|
|
730 |
|
|
|
304 |
|
Nordstrom Inc |
|
|
11,100 |
|
|
|
233 |
|
ODP Corp/The * |
|
|
7,100 |
|
|
|
401 |
|
OneSpaWorld Holdings Ltd * |
|
|
20,794 |
|
|
|
271 |
|
Patrick Industries Inc |
|
|
2,460 |
|
|
|
295 |
|
Penske Automotive Group Inc |
|
|
1,200 |
|
|
|
184 |
|
Perdoceo Education Corp |
|
|
27,069 |
|
|
|
482 |
|
Playa Hotels & Resorts NV * |
|
|
23,800 |
|
|
|
219 |
|
PlayAGS Inc * |
|
|
55,715 |
|
|
|
517 |
|
Polaris Inc |
|
|
2,200 |
|
|
|
204 |
|
Potbelly Corp * |
|
|
38,679 |
|
|
|
537 |
|
PulteGroup Inc |
|
|
340 |
|
|
|
37 |
|
PVH Corp |
|
|
6,049 |
|
|
|
827 |
|
Qurate Retail Inc * |
|
|
23,700 |
|
|
|
33 |
|
Ralph Lauren Corp, Cl A |
|
|
1,464 |
|
|
|
272 |
|
Rocky Brands Inc |
|
|
2,285 |
|
|
|
57 |
|
Rush Street Interactive Inc * |
|
|
21,700 |
|
|
|
127 |
|
Sally Beauty Holdings Inc * |
|
|
12,500 |
|
|
|
158 |
|
Shoe Carnival Inc |
|
|
2,400 |
|
|
|
79 |
|
Signet Jewelers Ltd |
|
|
4,900 |
|
|
|
499 |
|
Standard Motor Products Inc |
|
|
2,250 |
|
|
|
71 |
|
Stitch Fix Inc, Cl A * |
|
|
107,615 |
|
|
|
348 |
|
Stoneridge Inc * |
|
|
3,470 |
|
|
|
61 |
|
Stride Inc * |
|
|
2,410 |
|
|
|
144 |
|
Sturm Ruger & Co Inc |
|
|
1,160 |
|
|
|
50 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
3,780 |
|
|
|
214 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Texas Roadhouse Inc, Cl A |
|
|
9,072 |
|
|
$ |
1,355 |
|
Thor Industries Inc |
|
|
2,100 |
|
|
|
269 |
|
Toll Brothers Inc |
|
|
2,566 |
|
|
|
294 |
|
Tri Pointe Homes Inc * |
|
|
24,200 |
|
|
|
856 |
|
Universal Technical Institute Inc * |
|
|
2,920 |
|
|
|
44 |
|
Upbound Group Inc, Cl A |
|
|
9,000 |
|
|
|
304 |
|
Williams-Sonoma Inc |
|
|
420 |
|
|
|
99 |
|
Wingstop Inc |
|
|
3,302 |
|
|
|
1,159 |
|
Winmark Corp |
|
|
245 |
|
|
|
93 |
|
Winnebago Industries Inc |
|
|
5,300 |
|
|
|
380 |
|
Wyndham Hotels & Resorts Inc |
|
|
5,360 |
|
|
|
410 |
|
Xponential Fitness Inc, Cl A * |
|
|
38,711 |
|
|
|
390 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,752 |
|
Consumer Staples — 5.0% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
7,500 |
|
|
|
152 |
|
Andersons Inc/The |
|
|
1,890 |
|
|
|
105 |
|
BellRing Brands Inc * |
|
|
4,587 |
|
|
|
261 |
|
Cal-Maine Foods Inc |
|
|
2,550 |
|
|
|
147 |
|
Casey's General Stores Inc |
|
|
4,615 |
|
|
|
1,405 |
|
Central Garden & Pet Co, Cl A * |
|
|
2,937 |
|
|
|
111 |
|
Coca-Cola Consolidated Inc |
|
|
566 |
|
|
|
476 |
|
Dole PLC |
|
|
5,190 |
|
|
|
61 |
|
elf Beauty Inc * |
|
|
5,840 |
|
|
|
1,218 |
|
Energizer Holdings Inc |
|
|
8,500 |
|
|
|
243 |
|
Flowers Foods Inc |
|
|
8,710 |
|
|
|
195 |
|
Fresh Del Monte Produce Inc |
|
|
11,300 |
|
|
|
270 |
|
Freshpet Inc * |
|
|
2,407 |
|
|
|
272 |
|
Grocery Outlet Holding Corp * |
|
|
1,530 |
|
|
|
40 |
|
Ingles Markets Inc, Cl A |
|
|
8,767 |
|
|
|
675 |
|
Ingredion Inc |
|
|
7,390 |
|
|
|
869 |
|
J & J Snack Foods Corp |
|
|
800 |
|
|
|
116 |
|
John B Sanfilippo & Son Inc |
|
|
990 |
|
|
|
101 |
|
Lancaster Colony Corp |
|
|
950 |
|
|
|
197 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
34,932 |
|
|
|
579 |
|
Nature's Sunshine Products Inc * |
|
|
4,313 |
|
|
|
77 |
|
Oil-Dri Corp of America |
|
|
460 |
|
|
|
33 |
|
Pilgrim's Pride Corp * |
|
|
2,900 |
|
|
|
92 |
|
Post Holdings Inc * |
|
|
4,972 |
|
|
|
518 |
|
PriceSmart Inc |
|
|
3,820 |
|
|
|
321 |
|
Primo Water Corp |
|
|
8,410 |
|
|
|
136 |
|
Seaboard Corp |
|
|
18 |
|
|
|
59 |
|
SpartanNash Co |
|
|
13,530 |
|
|
|
285 |
|
Spectrum Brands Holdings Inc |
|
|
2,700 |
|
|
|
217 |
|
Sprouts Farmers Market Inc * |
|
|
26,125 |
|
|
|
1,631 |
|
Turning Point Brands Inc |
|
|
1,340 |
|
|
|
34 |
|
Universal Corp/VA |
|
|
2,120 |
|
|
|
102 |
|
USANA Health Sciences Inc * |
|
|
880 |
|
|
|
43 |
|
Village Super Market Inc, Cl A |
|
|
20,471 |
|
|
|
560 |
|
Vita Coco Co Inc/The * |
|
|
1,850 |
|
|
|
48 |
|
Vital Farms Inc * |
|
|
31,390 |
|
|
|
564 |
|
WD-40 Co |
|
|
440 |
|
|
|
118 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Weis Markets Inc |
|
|
1,120 |
|
|
$ |
73 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,404 |
|
Energy — 4.8% |
|
|
|
|
Archrock Inc |
|
|
13,765 |
|
|
|
252 |
|
Ardmore Shipping Corp |
|
|
3,430 |
|
|
|
56 |
|
Berry Corp |
|
|
20,300 |
|
|
|
143 |
|
Bristow Group Inc * |
|
|
2,481 |
|
|
|
67 |
|
Cactus Inc, Cl A |
|
|
5,600 |
|
|
|
257 |
|
California Resources Corp |
|
|
9,149 |
|
|
|
477 |
|
Centrus Energy Corp, Cl A * |
|
|
4,898 |
|
|
|
200 |
|
Chord Energy Corp |
|
|
2,200 |
|
|
|
357 |
|
CNX Resources Corp * |
|
|
21,100 |
|
|
|
442 |
|
CONSOL Energy Inc |
|
|
2,900 |
|
|
|
249 |
|
DHT Holdings Inc |
|
|
50,140 |
|
|
|
543 |
|
DMC Global Inc * |
|
|
23,486 |
|
|
|
392 |
|
Dorian LPG Ltd |
|
|
6,244 |
|
|
|
226 |
|
Excelerate Energy Inc, Cl A |
|
|
23,190 |
|
|
|
364 |
|
Expro Group Holdings NV * |
|
|
11,464 |
|
|
|
205 |
|
Gulfport Energy Corp * |
|
|
4,120 |
|
|
|
585 |
|
Helix Energy Solutions Group Inc * |
|
|
24,330 |
|
|
|
219 |
|
Helmerich & Payne Inc |
|
|
9,900 |
|
|
|
380 |
|
International Seaways Inc |
|
|
2,440 |
|
|
|
129 |
|
Kodiak Gas Services Inc |
|
|
8,885 |
|
|
|
227 |
|
Liberty Energy Inc, Cl A |
|
|
17,700 |
|
|
|
378 |
|
Matador Resources Co |
|
|
8,540 |
|
|
|
539 |
|
Nordic American Tankers Ltd |
|
|
15,420 |
|
|
|
63 |
|
Overseas Shipholding Group Inc, Cl A |
|
|
5,540 |
|
|
|
34 |
|
Patterson-UTI Energy Inc |
|
|
17,600 |
|
|
|
204 |
|
PBF Energy Inc, Cl A |
|
|
12,600 |
|
|
|
588 |
|
Peabody Energy Corp |
|
|
13,800 |
|
|
|
342 |
|
Ranger Energy Services Inc, Cl A |
|
|
30,639 |
|
|
|
321 |
|
REX American Resources Corp * |
|
|
7,917 |
|
|
|
348 |
|
RPC Inc |
|
|
28,690 |
|
|
|
212 |
|
Scorpio Tankers Inc |
|
|
5,073 |
|
|
|
341 |
|
SFL Corp Ltd |
|
|
22,500 |
|
|
|
301 |
|
SM Energy Co |
|
|
6,000 |
|
|
|
263 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
18,872 |
|
|
|
160 |
|
Southwestern Energy Co * |
|
|
21,400 |
|
|
|
149 |
|
Teekay Corp * |
|
|
70,460 |
|
|
|
533 |
|
Teekay Tankers Ltd, Cl A |
|
|
2,070 |
|
|
|
113 |
|
US Silica Holdings Inc * |
|
|
17,200 |
|
|
|
198 |
|
VAALCO Energy Inc |
|
|
103,010 |
|
|
|
459 |
|
World Kinect Corp |
|
|
18,000 |
|
|
|
438 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,754 |
|
Financials — 17.6% |
|
|
|
|
1st Source Corp |
|
|
1,130 |
|
|
|
56 |
|
AFC Gamma Inc ‡ |
|
|
19,937 |
|
|
|
229 |
|
Alerus Financial Corp |
|
|
6,068 |
|
|
|
132 |
|
Amalgamated Financial Corp |
|
|
20,147 |
|
|
|
465 |
|
A-Mark Precious Metals Inc (A) |
|
|
9,970 |
|
|
|
256 |
|
Ambac Financial Group Inc * |
|
|
16,298 |
|
|
|
267 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
American Financial Group Inc/OH |
|
|
1,890 |
|
|
$ |
241 |
|
AMERISAFE Inc |
|
|
1,350 |
|
|
|
71 |
|
Apollo Commercial Real Estate Finance Inc ‡ |
|
|
18,100 |
|
|
|
203 |
|
Arbor Realty Trust Inc ‡(A) |
|
|
15,600 |
|
|
|
209 |
|
AssetMark Financial Holdings Inc * |
|
|
8,466 |
|
|
|
299 |
|
Associated Banc-Corp |
|
|
30,700 |
|
|
|
640 |
|
Assurant Inc |
|
|
900 |
|
|
|
163 |
|
Assured Guaranty Ltd |
|
|
3,016 |
|
|
|
276 |
|
Atlantic Union Bankshares Corp |
|
|
12,200 |
|
|
|
406 |
|
Atlanticus Holdings Corp * |
|
|
7,386 |
|
|
|
245 |
|
AvidXchange Holdings Inc * |
|
|
8,200 |
|
|
|
109 |
|
Axis Capital Holdings Ltd |
|
|
3,540 |
|
|
|
221 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
12,961 |
|
|
|
363 |
|
Bancorp Inc/The * |
|
|
3,962 |
|
|
|
177 |
|
BayCom Corp |
|
|
6,024 |
|
|
|
121 |
|
BCB Bancorp Inc |
|
|
10,300 |
|
|
|
108 |
|
Brighthouse Financial Inc * |
|
|
3,600 |
|
|
|
168 |
|
Byline Bancorp Inc |
|
|
4,050 |
|
|
|
84 |
|
Camden National Corp |
|
|
6,200 |
|
|
|
197 |
|
Capital Bancorp Inc |
|
|
4,901 |
|
|
|
101 |
|
Capital City Bank Group Inc |
|
|
3,760 |
|
|
|
107 |
|
Carter Bankshares Inc * |
|
|
6,641 |
|
|
|
88 |
|
Cass Information Systems Inc |
|
|
8,040 |
|
|
|
388 |
|
Cathay General Bancorp |
|
|
8,600 |
|
|
|
336 |
|
Cboe Global Markets Inc |
|
|
1,840 |
|
|
|
353 |
|
City Holding Co |
|
|
770 |
|
|
|
77 |
|
Civista Bancshares Inc |
|
|
16,440 |
|
|
|
247 |
|
CNB Financial Corp/PA |
|
|
12,460 |
|
|
|
249 |
|
CNO Financial Group Inc |
|
|
37,500 |
|
|
|
1,001 |
|
Coastal Financial Corp/WA * |
|
|
8,070 |
|
|
|
310 |
|
Community Trust Bancorp Inc |
|
|
10,200 |
|
|
|
406 |
|
Crawford & Co, Cl A |
|
|
22,504 |
|
|
|
264 |
|
CrossFirst Bankshares Inc * |
|
|
16,061 |
|
|
|
207 |
|
Customers Bancorp Inc * |
|
|
8,627 |
|
|
|
469 |
|
Diamond Hill Investment Group Inc |
|
|
290 |
|
|
|
42 |
|
Dime Community Bancshares Inc |
|
|
6,000 |
|
|
|
112 |
|
Donegal Group Inc, Cl A |
|
|
6,230 |
|
|
|
87 |
|
Donnelley Financial Solutions Inc * |
|
|
4,907 |
|
|
|
317 |
|
eHealth Inc * |
|
|
14,180 |
|
|
|
94 |
|
Employers Holdings Inc |
|
|
9,550 |
|
|
|
437 |
|
Enact Holdings Inc |
|
|
2,120 |
|
|
|
59 |
|
Enova International Inc * |
|
|
1,860 |
|
|
|
118 |
|
Enstar Group Ltd * |
|
|
620 |
|
|
|
191 |
|
Equity Bancshares Inc, Cl A |
|
|
8,700 |
|
|
|
277 |
|
Esquire Financial Holdings Inc |
|
|
9,525 |
|
|
|
484 |
|
Essent Group Ltd |
|
|
4,210 |
|
|
|
226 |
|
Euronet Worldwide Inc * |
|
|
1,790 |
|
|
|
196 |
|
Evercore Inc, Cl A |
|
|
1,460 |
|
|
|
273 |
|
Everest Group Ltd |
|
|
780 |
|
|
|
288 |
|
EVERTEC Inc |
|
|
8,460 |
|
|
|
306 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
FactSet Research Systems Inc |
|
|
485 |
|
|
$ |
224 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
560 |
|
|
|
100 |
|
Financial Institutions Inc |
|
|
9,710 |
|
|
|
178 |
|
First American Financial Corp |
|
|
3,100 |
|
|
|
181 |
|
First Busey Corp |
|
|
9,500 |
|
|
|
219 |
|
First Business Financial Services Inc |
|
|
9,400 |
|
|
|
332 |
|
First Commonwealth Financial Corp |
|
|
12,500 |
|
|
|
163 |
|
First Community Bankshares Inc |
|
|
8,370 |
|
|
|
277 |
|
First Financial Corp/IN |
|
|
11,070 |
|
|
|
412 |
|
FirstCash Holdings Inc |
|
|
7,645 |
|
|
|
875 |
|
Flushing Financial Corp |
|
|
4,570 |
|
|
|
59 |
|
Flywire Corp * |
|
|
8,425 |
|
|
|
239 |
|
FNB Corp/PA |
|
|
20,700 |
|
|
|
276 |
|
FS KKR Capital Corp |
|
|
14,600 |
|
|
|
276 |
|
Fulton Financial Corp |
|
|
15,700 |
|
|
|
242 |
|
GCM Grosvenor Inc, Cl A |
|
|
3,680 |
|
|
|
31 |
|
Genworth Financial Inc, Cl A * |
|
|
44,700 |
|
|
|
275 |
|
Globe Life Inc |
|
|
2,060 |
|
|
|
261 |
|
Great Southern Bancorp Inc |
|
|
3,690 |
|
|
|
192 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
2,380 |
|
|
|
30 |
|
Hamilton Lane Inc, Cl A |
|
|
7,655 |
|
|
|
879 |
|
Hancock Whitney Corp |
|
|
6,500 |
|
|
|
283 |
|
Hanmi Financial Corp |
|
|
18,510 |
|
|
|
280 |
|
Hanover Insurance Group Inc/The |
|
|
1,500 |
|
|
|
197 |
|
HBT Financial Inc |
|
|
16,616 |
|
|
|
317 |
|
HCI Group Inc |
|
|
8,523 |
|
|
|
832 |
|
Heritage Commerce Corp |
|
|
34,356 |
|
|
|
285 |
|
HomeStreet Inc |
|
|
3,000 |
|
|
|
42 |
|
HomeTrust Bancshares Inc |
|
|
7,620 |
|
|
|
200 |
|
Hope Bancorp Inc |
|
|
26,100 |
|
|
|
286 |
|
Horace Mann Educators Corp |
|
|
2,580 |
|
|
|
93 |
|
Houlihan Lokey Inc, Cl A |
|
|
1,686 |
|
|
|
217 |
|
I3 Verticals Inc, Cl A * |
|
|
3,616 |
|
|
|
77 |
|
Independent Bank Corp/MI |
|
|
25,560 |
|
|
|
625 |
|
International Money Express Inc * |
|
|
22,144 |
|
|
|
436 |
|
Invesco Mortgage Capital Inc ‡ |
|
|
7,650 |
|
|
|
69 |
|
Investors Title Co |
|
|
90 |
|
|
|
14 |
|
James River Group Holdings Ltd |
|
|
8,040 |
|
|
|
80 |
|
Kinsale Capital Group Inc |
|
|
2,136 |
|
|
|
1,103 |
|
LendingTree Inc * |
|
|
15,503 |
|
|
|
613 |
|
Macatawa Bank Corp |
|
|
30,762 |
|
|
|
301 |
|
Mercantile Bank Corp |
|
|
15,035 |
|
|
|
554 |
|
Merchants Bancorp/IN |
|
|
9,220 |
|
|
|
395 |
|
Mercury General Corp |
|
|
5,306 |
|
|
|
258 |
|
Meridian Corp |
|
|
11,600 |
|
|
|
113 |
|
Metrocity Bankshares Inc |
|
|
3,336 |
|
|
|
81 |
|
Metropolitan Bank Holding Corp * |
|
|
1,870 |
|
|
|
73 |
|
Mid Penn Bancorp Inc |
|
|
9,600 |
|
|
|
202 |
|
MidCap Financial Investment Corp |
|
|
21,366 |
|
|
|
315 |
|
Midland States Bancorp Inc |
|
|
17,820 |
|
|
|
434 |
|
Mr Cooper Group Inc * |
|
|
9,450 |
|
|
|
674 |
|
New Mountain Finance Corp |
|
|
20,100 |
|
|
|
259 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
New York Community Bancorp Inc (A) |
|
|
45,370 |
|
|
$ |
217 |
|
NMI Holdings Inc, Cl A * |
|
|
800 |
|
|
|
24 |
|
Northeast Community Bancorp Inc |
|
|
11,200 |
|
|
|
175 |
|
Northrim BanCorp Inc |
|
|
7,740 |
|
|
|
385 |
|
Oaktree Specialty Lending Corp (A) |
|
|
13,100 |
|
|
|
261 |
|
OFG Bancorp |
|
|
25,480 |
|
|
|
923 |
|
Old National Bancorp/IN |
|
|
14,400 |
|
|
|
237 |
|
Old Republic International Corp |
|
|
8,530 |
|
|
|
247 |
|
Old Second Bancorp Inc |
|
|
18,200 |
|
|
|
244 |
|
Orrstown Financial Services Inc |
|
|
6,848 |
|
|
|
185 |
|
Pathward Financial Inc |
|
|
1,680 |
|
|
|
85 |
|
Patria Investments Ltd, Cl A |
|
|
3,930 |
|
|
|
59 |
|
Paysafe Ltd * |
|
|
20,036 |
|
|
|
289 |
|
PCB Bancorp |
|
|
10,100 |
|
|
|
163 |
|
Peapack-Gladstone Financial Corp |
|
|
4,203 |
|
|
|
102 |
|
PennantPark Investment Corp |
|
|
55,400 |
|
|
|
378 |
|
Peoples Bancorp Inc/OH |
|
|
2,990 |
|
|
|
84 |
|
Peoples Financial Services Corp |
|
|
2,783 |
|
|
|
112 |
|
Perella Weinberg Partners, Cl A |
|
|
3,480 |
|
|
|
48 |
|
PJT Partners Inc, Cl A |
|
|
1,760 |
|
|
|
185 |
|
Ponce Financial Group Inc * |
|
|
12,372 |
|
|
|
109 |
|
Popular Inc |
|
|
7,800 |
|
|
|
653 |
|
Primerica Inc |
|
|
280 |
|
|
|
69 |
|
Primis Financial Corp |
|
|
6,000 |
|
|
|
74 |
|
Prospect Capital Corp |
|
|
20,300 |
|
|
|
112 |
|
Regional Management Corp |
|
|
20,465 |
|
|
|
479 |
|
Reinsurance Group of America Inc, Cl A |
|
|
1,630 |
|
|
|
288 |
|
Remitly Global Inc * |
|
|
15,325 |
|
|
|
316 |
|
RenaissanceRe Holdings Ltd |
|
|
1,310 |
|
|
|
295 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
5,966 |
|
|
|
294 |
|
Rithm Capital Corp ‡ |
|
|
31,400 |
|
|
|
340 |
|
RLI Corp |
|
|
320 |
|
|
|
47 |
|
Ryan Specialty Holdings Inc, Cl A * |
|
|
4,080 |
|
|
|
214 |
|
Safety Insurance Group Inc |
|
|
970 |
|
|
|
80 |
|
Security National Financial Corp, Cl A * |
|
|
6,860 |
|
|
|
59 |
|
Selective Insurance Group Inc |
|
|
2,160 |
|
|
|
226 |
|
Selectquote Inc * |
|
|
108,320 |
|
|
|
210 |
|
Sierra Bancorp |
|
|
11,120 |
|
|
|
207 |
|
Simmons First National Corp, Cl A |
|
|
11,930 |
|
|
|
229 |
|
Sixth Street Specialty Lending Inc (A) |
|
|
17,500 |
|
|
|
382 |
|
Skyward Specialty Insurance Group Inc * |
|
|
5,138 |
|
|
|
188 |
|
SmartFinancial Inc |
|
|
1,260 |
|
|
|
27 |
|
South Plains Financial Inc |
|
|
1,070 |
|
|
|
29 |
|
Southern Missouri Bancorp Inc |
|
|
2,082 |
|
|
|
89 |
|
Stellar Bancorp Inc |
|
|
3,641 |
|
|
|
86 |
|
StepStone Group Inc, Cl A |
|
|
6,610 |
|
|
|
230 |
|
Stifel Financial Corp |
|
|
13,405 |
|
|
|
1,017 |
|
StoneCo Ltd, Cl A * |
|
|
10,825 |
|
|
|
186 |
|
Summit Financial Group Inc |
|
|
2,945 |
|
|
|
79 |
|
Synovus Financial Corp |
|
|
5,800 |
|
|
|
220 |
|
Tiptree Inc |
|
|
1,760 |
|
|
|
31 |
|
Towne Bank/Portsmouth VA |
|
|
9,100 |
|
|
|
247 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TPG RE Finance Trust Inc ‡ |
|
|
22,510 |
|
|
$ |
168 |
|
United Fire Group Inc |
|
|
420 |
|
|
|
10 |
|
Universal Insurance Holdings Inc |
|
|
40,070 |
|
|
|
809 |
|
Univest Financial Corp |
|
|
9,430 |
|
|
|
189 |
|
Victory Capital Holdings Inc, Cl A |
|
|
1,670 |
|
|
|
64 |
|
WaFd Inc |
|
|
10,000 |
|
|
|
272 |
|
Waterstone Financial Inc |
|
|
5,198 |
|
|
|
66 |
|
WesBanco Inc |
|
|
4,530 |
|
|
|
131 |
|
Westamerica BanCorp |
|
|
1,290 |
|
|
|
59 |
|
White Mountains Insurance Group Ltd |
|
|
122 |
|
|
|
215 |
|
World Acceptance Corp * |
|
|
4,236 |
|
|
|
507 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,250 |
|
Health Care — 15.2% |
|
|
|
|
4D Molecular Therapeutics Inc * |
|
|
6,527 |
|
|
|
183 |
|
Acadia Healthcare Co Inc * |
|
|
3,825 |
|
|
|
319 |
|
Addus HomeCare Corp * |
|
|
930 |
|
|
|
86 |
|
ADMA Biologics Inc * |
|
|
42,107 |
|
|
|
226 |
|
Agios Pharmaceuticals Inc * |
|
|
3,060 |
|
|
|
99 |
|
Aldeyra Therapeutics Inc * |
|
|
83,801 |
|
|
|
303 |
|
Alector Inc * |
|
|
13,503 |
|
|
|
94 |
|
Alkermes PLC * |
|
|
25,165 |
|
|
|
747 |
|
Allogene Therapeutics Inc * |
|
|
32,240 |
|
|
|
158 |
|
Alpine Immune Sciences Inc * |
|
|
6,103 |
|
|
|
215 |
|
ALX Oncology Holdings Inc *(A) |
|
|
25,996 |
|
|
|
381 |
|
AMN Healthcare Services Inc * |
|
|
3,300 |
|
|
|
186 |
|
Amphastar Pharmaceuticals Inc * |
|
|
7,820 |
|
|
|
364 |
|
AnaptysBio Inc * |
|
|
2,300 |
|
|
|
59 |
|
Anavex Life Sciences Corp *(A) |
|
|
12,719 |
|
|
|
65 |
|
ANI Pharmaceuticals Inc * |
|
|
5,128 |
|
|
|
347 |
|
Anika Therapeutics Inc * |
|
|
3,200 |
|
|
|
78 |
|
Apellis Pharmaceuticals Inc * |
|
|
2,550 |
|
|
|
158 |
|
Arcellx Inc * |
|
|
6,598 |
|
|
|
434 |
|
Arcutis Biotherapeutics Inc * |
|
|
30,970 |
|
|
|
318 |
|
Ardelyx Inc * |
|
|
27,891 |
|
|
|
260 |
|
Atrion Corp |
|
|
90 |
|
|
|
33 |
|
Avidity Biosciences Inc * |
|
|
13,710 |
|
|
|
251 |
|
Biohaven Ltd * |
|
|
5,690 |
|
|
|
274 |
|
Blueprint Medicines Corp * |
|
|
2,730 |
|
|
|
255 |
|
Bridgebio Pharma Inc * |
|
|
4,932 |
|
|
|
168 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
51,129 |
|
|
|
292 |
|
CareDx Inc * |
|
|
61,310 |
|
|
|
652 |
|
Castle Biosciences Inc * |
|
|
4,190 |
|
|
|
76 |
|
Catalyst Pharmaceuticals Inc * |
|
|
15,200 |
|
|
|
244 |
|
Celcuity Inc * |
|
|
1,380 |
|
|
|
21 |
|
Celldex Therapeutics Inc * |
|
|
4,762 |
|
|
|
229 |
|
Chemed Corp |
|
|
456 |
|
|
|
286 |
|
Coherus Biosciences Inc *(A) |
|
|
31,730 |
|
|
|
72 |
|
Collegium Pharmaceutical Inc * |
|
|
15,675 |
|
|
|
575 |
|
Community Health Systems Inc * |
|
|
26,620 |
|
|
|
74 |
|
CorVel Corp * |
|
|
640 |
|
|
|
156 |
|
Crinetics Pharmaceuticals Inc * |
|
|
7,226 |
|
|
|
296 |
|
Cross Country Healthcare Inc * |
|
|
2,170 |
|
|
|
40 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cullinan Oncology Inc * |
|
|
2,500 |
|
|
$ |
46 |
|
Cytokinetics Inc * |
|
|
3,260 |
|
|
|
236 |
|
Day One Biopharmaceuticals Inc * |
|
|
3,560 |
|
|
|
60 |
|
Deciphera Pharmaceuticals Inc * |
|
|
3,510 |
|
|
|
59 |
|
Disc Medicine Inc, Cl A * |
|
|
4,328 |
|
|
|
297 |
|
Dyne Therapeutics Inc * |
|
|
10,033 |
|
|
|
270 |
|
Eagle Pharmaceuticals Inc/DE *(A) |
|
|
49,278 |
|
|
|
289 |
|
Editas Medicine Inc, Cl A * |
|
|
55,500 |
|
|
|
558 |
|
Elanco Animal Health Inc * |
|
|
15,654 |
|
|
|
249 |
|
Emergent BioSolutions Inc *(A) |
|
|
44,630 |
|
|
|
144 |
|
Encompass Health Corp |
|
|
3,700 |
|
|
|
275 |
|
Ensign Group Inc/The |
|
|
11,860 |
|
|
|
1,482 |
|
Entrada Therapeutics Inc * |
|
|
1,630 |
|
|
|
22 |
|
Evolent Health Inc, Cl A * |
|
|
9,745 |
|
|
|
330 |
|
Evolus Inc * |
|
|
14,190 |
|
|
|
210 |
|
Exelixis Inc * |
|
|
2,560 |
|
|
|
56 |
|
EyePoint Pharmaceuticals Inc * |
|
|
9,507 |
|
|
|
259 |
|
Fortrea Holdings Inc * |
|
|
8,150 |
|
|
|
306 |
|
Generation Bio Co * |
|
|
77,180 |
|
|
|
194 |
|
Glaukos Corp * |
|
|
3,201 |
|
|
|
284 |
|
Haemonetics Corp * |
|
|
2,130 |
|
|
|
155 |
|
Halozyme Therapeutics Inc * |
|
|
9,200 |
|
|
|
366 |
|
Harmony Biosciences Holdings Inc * |
|
|
5,800 |
|
|
|
186 |
|
Health Catalyst Inc * |
|
|
9,190 |
|
|
|
76 |
|
HealthStream Inc |
|
|
6,926 |
|
|
|
189 |
|
Henry Schein Inc * |
|
|
3,050 |
|
|
|
233 |
|
Heron Therapeutics Inc *(A) |
|
|
88,895 |
|
|
|
236 |
|
HilleVax Inc * |
|
|
1,680 |
|
|
|
30 |
|
Hims & Hers Health Inc * |
|
|
20,354 |
|
|
|
265 |
|
Ideaya Biosciences Inc * |
|
|
7,434 |
|
|
|
332 |
|
Immunome Inc *(A) |
|
|
8,681 |
|
|
|
210 |
|
Immunovant Inc * |
|
|
4,688 |
|
|
|
166 |
|
Innoviva Inc * |
|
|
18,807 |
|
|
|
287 |
|
Insmed Inc * |
|
|
3,950 |
|
|
|
110 |
|
Intra-Cellular Therapies Inc * |
|
|
7,027 |
|
|
|
489 |
|
Ionis Pharmaceuticals Inc * |
|
|
3,290 |
|
|
|
149 |
|
Iovance Biotherapeutics Inc * |
|
|
14,528 |
|
|
|
231 |
|
iRadimed Corp |
|
|
10,623 |
|
|
|
446 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
50,100 |
|
|
|
472 |
|
iTeos Therapeutics Inc * |
|
|
7,150 |
|
|
|
77 |
|
Janux Therapeutics Inc * |
|
|
3,799 |
|
|
|
184 |
|
Jazz Pharmaceuticals PLC * |
|
|
1,790 |
|
|
|
213 |
|
Karyopharm Therapeutics Inc * |
|
|
90,760 |
|
|
|
105 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
31,836 |
|
|
|
673 |
|
Kodiak Sciences Inc * |
|
|
35,140 |
|
|
|
211 |
|
Krystal Biotech Inc * |
|
|
2,880 |
|
|
|
459 |
|
LeMaitre Vascular Inc |
|
|
1,550 |
|
|
|
109 |
|
Ligand Pharmaceuticals Inc * |
|
|
920 |
|
|
|
73 |
|
Liquidia Corp * |
|
|
18,444 |
|
|
|
261 |
|
Longboard Pharmaceuticals Inc * |
|
|
7,916 |
|
|
|
176 |
|
MacroGenics Inc * |
|
|
12,210 |
|
|
|
219 |
|
Madrigal Pharmaceuticals Inc * |
|
|
610 |
|
|
|
144 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Medpace Holdings Inc * |
|
|
998 |
|
|
$ |
397 |
|
MeiraGTx Holdings plc * |
|
|
4,362 |
|
|
|
27 |
|
Merit Medical Systems Inc * |
|
|
7,420 |
|
|
|
565 |
|
Mersana Therapeutics Inc * |
|
|
45,780 |
|
|
|
249 |
|
Mesa Laboratories Inc |
|
|
730 |
|
|
|
80 |
|
Mirum Pharmaceuticals Inc * |
|
|
8,680 |
|
|
|
249 |
|
National HealthCare Corp |
|
|
1,220 |
|
|
|
120 |
|
National Research Corp, Cl A |
|
|
960 |
|
|
|
39 |
|
Neurocrine Biosciences Inc * |
|
|
1,170 |
|
|
|
153 |
|
Nurix Therapeutics Inc *(A) |
|
|
25,820 |
|
|
|
319 |
|
Nuvalent Inc, Cl A * |
|
|
3,457 |
|
|
|
291 |
|
Option Care Health Inc * |
|
|
14,965 |
|
|
|
483 |
|
OraSure Technologies Inc * |
|
|
79,200 |
|
|
|
570 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
112,258 |
|
|
|
401 |
|
Organon & Co |
|
|
16,400 |
|
|
|
286 |
|
Patterson Cos Inc |
|
|
9,400 |
|
|
|
255 |
|
Pennant Group Inc/The * |
|
|
11,470 |
|
|
|
214 |
|
Perrigo Co PLC |
|
|
5,640 |
|
|
|
148 |
|
PetIQ Inc, Cl A * |
|
|
11,283 |
|
|
|
205 |
|
Phibro Animal Health Corp, Cl A |
|
|
8,800 |
|
|
|
114 |
|
Prestige Consumer Healthcare Inc * |
|
|
9,700 |
|
|
|
675 |
|
Privia Health Group Inc * |
|
|
3,130 |
|
|
|
70 |
|
PROCEPT BioRobotics Corp * |
|
|
4,703 |
|
|
|
227 |
|
QIAGEN NV |
|
|
3,085 |
|
|
|
132 |
|
QuidelOrtho Corp * |
|
|
2,400 |
|
|
|
109 |
|
RadNet Inc * |
|
|
4,850 |
|
|
|
184 |
|
Repligen Corp * |
|
|
1,771 |
|
|
|
344 |
|
Replimune Group Inc * |
|
|
12,710 |
|
|
|
109 |
|
Rigel Pharmaceuticals Inc * |
|
|
101,937 |
|
|
|
155 |
|
RxSight Inc * |
|
|
6,146 |
|
|
|
335 |
|
Sana Biotechnology Inc * |
|
|
31,240 |
|
|
|
314 |
|
Scholar Rock Holding Corp * |
|
|
9,819 |
|
|
|
152 |
|
Select Medical Holdings Corp |
|
|
7,300 |
|
|
|
199 |
|
Semler Scientific Inc * |
|
|
6,538 |
|
|
|
308 |
|
Shockwave Medical Inc * |
|
|
535 |
|
|
|
140 |
|
SIGA Technologies Inc |
|
|
30,834 |
|
|
|
161 |
|
Simulations Plus Inc |
|
|
1,120 |
|
|
|
46 |
|
Soleno Therapeutics Inc * |
|
|
3,567 |
|
|
|
172 |
|
Stoke Therapeutics Inc *(A) |
|
|
14,416 |
|
|
|
112 |
|
Supernus Pharmaceuticals Inc * |
|
|
2,740 |
|
|
|
81 |
|
Surmodics Inc * |
|
|
8,558 |
|
|
|
273 |
|
Syndax Pharmaceuticals Inc * |
|
|
4,885 |
|
|
|
115 |
|
Taro Pharmaceutical Industries Ltd * |
|
|
710 |
|
|
|
30 |
|
Tarsus Pharmaceuticals Inc * |
|
|
6,828 |
|
|
|
261 |
|
Tenet Healthcare Corp * |
|
|
3,200 |
|
|
|
298 |
|
Theravance Biopharma Inc * |
|
|
4,530 |
|
|
|
43 |
|
TransMedics Group Inc * |
|
|
3,870 |
|
|
|
316 |
|
Travere Therapeutics Inc * |
|
|
17,430 |
|
|
|
132 |
|
TruBridge Inc * |
|
|
10,100 |
|
|
|
89 |
|
UFP Technologies Inc * |
|
|
1,910 |
|
|
|
398 |
|
United Therapeutics Corp * |
|
|
3,320 |
|
|
|
749 |
|
Universal Health Services Inc, Cl B |
|
|
1,480 |
|
|
|
247 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utah Medical Products Inc |
|
|
1,500 |
|
|
$ |
105 |
|
Vanda Pharmaceuticals Inc * |
|
|
79,540 |
|
|
|
356 |
|
Varex Imaging Corp * |
|
|
2,490 |
|
|
|
43 |
|
Vaxcyte Inc * |
|
|
4,406 |
|
|
|
325 |
|
Vera Therapeutics Inc, Cl A *(A) |
|
|
5,365 |
|
|
|
253 |
|
Vericel Corp * |
|
|
5,668 |
|
|
|
259 |
|
Viking Therapeutics Inc * |
|
|
6,935 |
|
|
|
534 |
|
WaVe Life Sciences Ltd * |
|
|
4,550 |
|
|
|
22 |
|
Y-mAbs Therapeutics Inc *(A) |
|
|
39,748 |
|
|
|
664 |
|
Zentalis Pharmaceuticals Inc * |
|
|
5,160 |
|
|
|
77 |
|
Zimvie Inc * |
|
|
16,600 |
|
|
|
281 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,292 |
|
Industrials — 20.2% |
|
|
|
|
AAON Inc |
|
|
4,264 |
|
|
|
358 |
|
AAR Corp * |
|
|
620 |
|
|
|
41 |
|
ACCO Brands Corp |
|
|
49,600 |
|
|
|
277 |
|
Acuity Brands Inc |
|
|
2,214 |
|
|
|
556 |
|
ACV Auctions Inc, Cl A * |
|
|
15,955 |
|
|
|
283 |
|
AeroVironment Inc * |
|
|
5,565 |
|
|
|
706 |
|
Alaska Air Group Inc * |
|
|
6,400 |
|
|
|
239 |
|
Allison Transmission Holdings Inc |
|
|
3,773 |
|
|
|
284 |
|
American Woodmark Corp * |
|
|
3,200 |
|
|
|
321 |
|
API Group Corp * |
|
|
7,156 |
|
|
|
251 |
|
Apogee Enterprises Inc |
|
|
7,330 |
|
|
|
419 |
|
Applied Industrial Technologies Inc |
|
|
3,606 |
|
|
|
685 |
|
ArcBest Corp |
|
|
6,600 |
|
|
|
943 |
|
Argan Inc |
|
|
3,631 |
|
|
|
170 |
|
Aris Water Solutions Inc, Cl A |
|
|
8,130 |
|
|
|
98 |
|
Armstrong World Industries Inc |
|
|
2,235 |
|
|
|
270 |
|
ASGN Inc * |
|
|
2,180 |
|
|
|
217 |
|
Astronics Corp * |
|
|
12,405 |
|
|
|
238 |
|
Atkore Inc |
|
|
6,600 |
|
|
|
1,118 |
|
AZEK Co Inc/The, Cl A * |
|
|
17,158 |
|
|
|
825 |
|
Babcock & Wilcox Enterprises Inc * |
|
|
167,333 |
|
|
|
214 |
|
Barrett Business Services Inc |
|
|
2,975 |
|
|
|
363 |
|
BlueLinx Holdings Inc * |
|
|
50 |
|
|
|
6 |
|
Boise Cascade Co |
|
|
3,460 |
|
|
|
470 |
|
BrightView Holdings Inc * |
|
|
55,370 |
|
|
|
482 |
|
BWX Technologies Inc |
|
|
5,983 |
|
|
|
603 |
|
CACI International Inc, Cl A * |
|
|
780 |
|
|
|
292 |
|
Cadre Holdings Inc |
|
|
1,650 |
|
|
|
59 |
|
Casella Waste Systems Inc, Cl A * |
|
|
2,460 |
|
|
|
222 |
|
CBIZ Inc * |
|
|
1,910 |
|
|
|
144 |
|
CECO Environmental Corp * |
|
|
21,969 |
|
|
|
498 |
|
Clean Harbors Inc * |
|
|
1,650 |
|
|
|
300 |
|
Comfort Systems USA Inc |
|
|
1,378 |
|
|
|
421 |
|
Commercial Vehicle Group Inc * |
|
|
45,281 |
|
|
|
296 |
|
Construction Partners Inc, Cl A * |
|
|
4,441 |
|
|
|
214 |
|
Core & Main Inc, Cl A * |
|
|
6,190 |
|
|
|
295 |
|
CoreCivic Inc *‡ |
|
|
7,140 |
|
|
|
109 |
|
Costamare Inc |
|
|
49,513 |
|
|
|
563 |
|
Covenant Logistics Group Inc, Cl A |
|
|
1,000 |
|
|
|
49 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CRA International Inc |
|
|
290 |
|
|
$ |
38 |
|
Crane Co |
|
|
10,012 |
|
|
|
1,217 |
|
CSG Systems International Inc |
|
|
3,800 |
|
|
|
207 |
|
Curtiss-Wright Corp |
|
|
2,296 |
|
|
|
543 |
|
Deluxe Corp |
|
|
7,700 |
|
|
|
149 |
|
Donaldson Co Inc |
|
|
3,550 |
|
|
|
254 |
|
Ducommun Inc * |
|
|
900 |
|
|
|
43 |
|
DXP Enterprises Inc/TX * |
|
|
14,838 |
|
|
|
527 |
|
Eagle Bulk Shipping Inc (A) |
|
|
6,700 |
|
|
|
411 |
|
EMCOR Group Inc |
|
|
1,120 |
|
|
|
351 |
|
Encore Wire Corp |
|
|
720 |
|
|
|
174 |
|
EnerSys |
|
|
2,020 |
|
|
|
186 |
|
Ennis Inc |
|
|
23,692 |
|
|
|
481 |
|
Esab Corp |
|
|
2,822 |
|
|
|
280 |
|
Exponent Inc |
|
|
3,025 |
|
|
|
245 |
|
Federal Signal Corp |
|
|
12,720 |
|
|
|
1,042 |
|
Franklin Covey Co * |
|
|
12,059 |
|
|
|
460 |
|
Franklin Electric Co Inc |
|
|
1,380 |
|
|
|
143 |
|
FTAI Aviation Ltd |
|
|
27,512 |
|
|
|
1,549 |
|
FTI Consulting Inc * |
|
|
2,715 |
|
|
|
562 |
|
Gates Industrial Corp PLC * |
|
|
24,600 |
|
|
|
362 |
|
Genco Shipping & Trading Ltd |
|
|
13,988 |
|
|
|
285 |
|
Genpact Ltd |
|
|
4,570 |
|
|
|
155 |
|
Gibraltar Industries Inc * |
|
|
1,620 |
|
|
|
125 |
|
Global Industrial Co |
|
|
11,581 |
|
|
|
508 |
|
GMS Inc * |
|
|
8,069 |
|
|
|
721 |
|
Gorman-Rupp Co/The |
|
|
1,620 |
|
|
|
61 |
|
Griffon Corp |
|
|
3,147 |
|
|
|
225 |
|
Heidrick & Struggles International Inc |
|
|
6,247 |
|
|
|
212 |
|
Hub Group Inc, Cl A * |
|
|
510 |
|
|
|
22 |
|
Hubbell Inc, Cl B |
|
|
1,000 |
|
|
|
381 |
|
Hudson Technologies Inc * |
|
|
38,830 |
|
|
|
569 |
|
Huntington Ingalls Industries Inc |
|
|
1,070 |
|
|
|
312 |
|
Huron Consulting Group Inc * |
|
|
1,150 |
|
|
|
113 |
|
Hyster-Yale Materials Handling Inc |
|
|
4,335 |
|
|
|
255 |
|
IBEX Holdings Ltd * |
|
|
15,996 |
|
|
|
255 |
|
IES Holdings Inc * |
|
|
2,815 |
|
|
|
309 |
|
Insteel Industries Inc |
|
|
200 |
|
|
|
7 |
|
Interface Inc, Cl A |
|
|
35,640 |
|
|
|
560 |
|
Karat Packaging Inc |
|
|
17,259 |
|
|
|
511 |
|
Kelly Services Inc, Cl A |
|
|
24,689 |
|
|
|
606 |
|
Kforce Inc |
|
|
1,980 |
|
|
|
138 |
|
Korn Ferry |
|
|
1,340 |
|
|
|
85 |
|
Landstar System Inc |
|
|
1,420 |
|
|
|
270 |
|
Leonardo DRS Inc * |
|
|
11,870 |
|
|
|
270 |
|
Limbach Holdings Inc * |
|
|
5,670 |
|
|
|
279 |
|
Lincoln Electric Holdings Inc |
|
|
1,020 |
|
|
|
262 |
|
LSI Industries Inc |
|
|
18,920 |
|
|
|
273 |
|
Lyft Inc, Cl A * |
|
|
15,581 |
|
|
|
247 |
|
Manitowoc Co Inc/The * |
|
|
32,403 |
|
|
|
452 |
|
Marten Transport Ltd |
|
|
5,660 |
|
|
|
107 |
|
Matson Inc |
|
|
3,600 |
|
|
|
400 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Maximus Inc |
|
|
2,560 |
|
|
$ |
214 |
|
Miller Industries Inc/TN |
|
|
1,010 |
|
|
|
45 |
|
Moog Inc, Cl A |
|
|
3,069 |
|
|
|
460 |
|
MSA Safety Inc |
|
|
1,440 |
|
|
|
265 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,140 |
|
|
|
216 |
|
Mueller Industries Inc |
|
|
25,350 |
|
|
|
1,303 |
|
MYR Group Inc * |
|
|
1,960 |
|
|
|
318 |
|
National Presto Industries Inc |
|
|
1,250 |
|
|
|
97 |
|
NEXTracker Inc, Cl A * |
|
|
6,986 |
|
|
|
393 |
|
nVent Electric PLC |
|
|
3,110 |
|
|
|
209 |
|
PAM Transportation Services Inc * |
|
|
7,069 |
|
|
|
131 |
|
Park Aerospace Corp |
|
|
2,600 |
|
|
|
40 |
|
Park-Ohio Holdings Corp |
|
|
21,079 |
|
|
|
566 |
|
Parsons Corp * |
|
|
19,001 |
|
|
|
1,532 |
|
Powell Industries Inc |
|
|
2,343 |
|
|
|
434 |
|
Preformed Line Products Co |
|
|
1,170 |
|
|
|
161 |
|
Primoris Services Corp |
|
|
7,400 |
|
|
|
292 |
|
Quad/Graphics Inc, Cl A |
|
|
21,039 |
|
|
|
126 |
|
Radiant Logistics Inc * |
|
|
5,300 |
|
|
|
31 |
|
RBC Bearings Inc * |
|
|
2,105 |
|
|
|
574 |
|
Resources Connection Inc |
|
|
5,100 |
|
|
|
71 |
|
REV Group Inc |
|
|
41,393 |
|
|
|
854 |
|
Rush Enterprises Inc, Cl A |
|
|
4,390 |
|
|
|
214 |
|
Ryder System Inc |
|
|
6,030 |
|
|
|
688 |
|
Safe Bulkers Inc (A) |
|
|
110,046 |
|
|
|
511 |
|
Science Applications International Corp |
|
|
3,947 |
|
|
|
552 |
|
Simpson Manufacturing Co Inc |
|
|
6,051 |
|
|
|
1,263 |
|
Snap-on Inc |
|
|
970 |
|
|
|
267 |
|
SP Plus Corp * |
|
|
4,908 |
|
|
|
252 |
|
SPX Technologies Inc * |
|
|
2,128 |
|
|
|
249 |
|
Standex International Corp |
|
|
970 |
|
|
|
168 |
|
Steelcase Inc, Cl A |
|
|
22,240 |
|
|
|
306 |
|
Sterling Infrastructure Inc * |
|
|
2,919 |
|
|
|
311 |
|
Sun Country Airlines Holdings Inc * |
|
|
7,300 |
|
|
|
110 |
|
Tennant Co |
|
|
3,705 |
|
|
|
419 |
|
Tetra Tech Inc |
|
|
1,600 |
|
|
|
284 |
|
Textron Inc |
|
|
3,850 |
|
|
|
343 |
|
Thermon Group Holdings Inc * |
|
|
3,300 |
|
|
|
90 |
|
Titan Machinery Inc * |
|
|
2,380 |
|
|
|
60 |
|
TriNet Group Inc * |
|
|
500 |
|
|
|
64 |
|
Tutor Perini Corp * |
|
|
19,726 |
|
|
|
224 |
|
UFP Industries Inc |
|
|
2,270 |
|
|
|
260 |
|
UniFirst Corp/MA |
|
|
760 |
|
|
|
128 |
|
Universal Logistics Holdings Inc |
|
|
11,000 |
|
|
|
372 |
|
Vertiv Holdings Co, Cl A |
|
|
3,950 |
|
|
|
267 |
|
Viad Corp * |
|
|
6,322 |
|
|
|
235 |
|
Wabash National Corp |
|
|
13,147 |
|
|
|
359 |
|
Watts Water Technologies Inc, Cl A |
|
|
1,140 |
|
|
|
233 |
|
Willdan Group Inc * |
|
|
3,855 |
|
|
|
81 |
|
Willis Lease Finance Corp * |
|
|
1,400 |
|
|
|
67 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
10,625 |
|
|
|
507 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
XPO Inc * |
|
|
1,534 |
|
|
$ |
185 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,499 |
|
Information Technology — 13.9% |
|
|
|
|
8x8 Inc * |
|
|
145,590 |
|
|
|
412 |
|
A10 Networks Inc |
|
|
6,600 |
|
|
|
88 |
|
Agilysys Inc * |
|
|
2,680 |
|
|
|
208 |
|
Alarm.com Holdings Inc * |
|
|
2,460 |
|
|
|
186 |
|
Alkami Technology Inc * |
|
|
21,387 |
|
|
|
534 |
|
Altair Engineering Inc, Cl A * |
|
|
8,012 |
|
|
|
682 |
|
Amdocs Ltd |
|
|
3,090 |
|
|
|
282 |
|
American Software Inc/GA, Cl A |
|
|
3,000 |
|
|
|
34 |
|
Amkor Technology Inc |
|
|
20,600 |
|
|
|
639 |
|
Amplitude Inc, Cl A * |
|
|
8,410 |
|
|
|
100 |
|
Appfolio Inc, Cl A * |
|
|
2,064 |
|
|
|
500 |
|
Arlo Technologies Inc * |
|
|
14,080 |
|
|
|
146 |
|
Arrow Electronics Inc * |
|
|
840 |
|
|
|
99 |
|
Aviat Networks Inc * |
|
|
15,780 |
|
|
|
560 |
|
Avnet Inc |
|
|
13,000 |
|
|
|
606 |
|
Badger Meter Inc |
|
|
230 |
|
|
|
36 |
|
Bel Fuse Inc, Cl B |
|
|
8,190 |
|
|
|
426 |
|
BigCommerce Holdings Inc * |
|
|
18,950 |
|
|
|
147 |
|
Blackbaud Inc * |
|
|
2,340 |
|
|
|
162 |
|
Box Inc, Cl A * |
|
|
6,120 |
|
|
|
158 |
|
Braze Inc, Cl A * |
|
|
4,753 |
|
|
|
270 |
|
Camtek Ltd/Israel * |
|
|
7,187 |
|
|
|
572 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
6,690 |
|
|
|
78 |
|
Cirrus Logic Inc * |
|
|
5,760 |
|
|
|
529 |
|
Clearwater Analytics Holdings Inc, Cl A * |
|
|
25,960 |
|
|
|
447 |
|
Coherent Corp * |
|
|
4,044 |
|
|
|
240 |
|
CommVault Systems Inc * |
|
|
5,620 |
|
|
|
538 |
|
Couchbase Inc * |
|
|
9,428 |
|
|
|
265 |
|
Crane NXT Co |
|
|
6,680 |
|
|
|
390 |
|
Credo Technology Group Holding Ltd * |
|
|
11,747 |
|
|
|
253 |
|
Digital Turbine Inc * |
|
|
24,950 |
|
|
|
79 |
|
Dynatrace Inc * |
|
|
1,250 |
|
|
|
62 |
|
eGain Corp * |
|
|
18,512 |
|
|
|
113 |
|
Elastic NV * |
|
|
1,918 |
|
|
|
257 |
|
ePlus Inc * |
|
|
1,710 |
|
|
|
141 |
|
F5 Inc * |
|
|
1,630 |
|
|
|
305 |
|
Fabrinet * |
|
|
1,724 |
|
|
|
372 |
|
Gitlab Inc, Cl A * |
|
|
3,573 |
|
|
|
258 |
|
Hackett Group Inc/The |
|
|
20,787 |
|
|
|
514 |
|
Ichor Holdings Ltd * |
|
|
5,826 |
|
|
|
249 |
|
Immersion Corp |
|
|
32,298 |
|
|
|
218 |
|
Informatica Inc, Cl A * |
|
|
9,401 |
|
|
|
306 |
|
Information Services Group Inc |
|
|
29,800 |
|
|
|
129 |
|
Insight Enterprises Inc * |
|
|
1,450 |
|
|
|
272 |
|
Instructure Holdings Inc * |
|
|
1,650 |
|
|
|
38 |
|
InterDigital Inc |
|
|
2,227 |
|
|
|
238 |
|
Jabil Inc |
|
|
1,020 |
|
|
|
147 |
|
JFrog Ltd * |
|
|
6,913 |
|
|
|
310 |
|
Kimball Electronics Inc * |
|
|
11,578 |
|
|
|
261 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kyndryl Holdings Inc * |
|
|
15,322 |
|
|
$ |
337 |
|
LivePerson Inc * |
|
|
80,833 |
|
|
|
103 |
|
Manhattan Associates Inc * |
|
|
1,360 |
|
|
|
344 |
|
Mitek Systems Inc * |
|
|
9,424 |
|
|
|
109 |
|
MKS Instruments Inc |
|
|
2,169 |
|
|
|
266 |
|
N-able Inc * |
|
|
5,090 |
|
|
|
68 |
|
Napco Security Technologies Inc |
|
|
5,530 |
|
|
|
249 |
|
Nova Ltd * |
|
|
7,115 |
|
|
|
1,234 |
|
Novanta Inc * |
|
|
2,785 |
|
|
|
482 |
|
Nutanix Inc, Cl A * |
|
|
4,595 |
|
|
|
290 |
|
NVE Corp |
|
|
390 |
|
|
|
32 |
|
Olo Inc, Cl A * |
|
|
13,130 |
|
|
|
76 |
|
ON24 Inc |
|
|
58,730 |
|
|
|
412 |
|
OneSpan Inc * |
|
|
25,796 |
|
|
|
248 |
|
Onto Innovation Inc * |
|
|
2,301 |
|
|
|
424 |
|
OSI Systems Inc * |
|
|
1,090 |
|
|
|
143 |
|
PC Connection Inc |
|
|
5,965 |
|
|
|
396 |
|
Pegasystems Inc |
|
|
6,076 |
|
|
|
395 |
|
Photronics Inc * |
|
|
23,224 |
|
|
|
669 |
|
Progress Software Corp |
|
|
3,190 |
|
|
|
170 |
|
PROS Holdings Inc * |
|
|
19,600 |
|
|
|
701 |
|
PTC Inc * |
|
|
1,950 |
|
|
|
357 |
|
Q2 Holdings Inc * |
|
|
6,289 |
|
|
|
291 |
|
Qualys Inc * |
|
|
2,410 |
|
|
|
414 |
|
Rambus Inc * |
|
|
15,340 |
|
|
|
909 |
|
Repay Holdings Corp, Cl A * |
|
|
13,430 |
|
|
|
117 |
|
Ribbon Communications Inc * |
|
|
27,950 |
|
|
|
83 |
|
Rimini Street Inc * |
|
|
89,977 |
|
|
|
291 |
|
Sanmina Corp * |
|
|
8,100 |
|
|
|
512 |
|
Sapiens International Corp NV |
|
|
2,500 |
|
|
|
77 |
|
ScanSource Inc * |
|
|
8,990 |
|
|
|
389 |
|
SEMrush Holdings Inc, Cl A * |
|
|
15,153 |
|
|
|
189 |
|
SentinelOne Inc, Cl A * |
|
|
6,492 |
|
|
|
183 |
|
SMART Global Holdings Inc * |
|
|
13,000 |
|
|
|
276 |
|
SolarWinds Corp * |
|
|
48,680 |
|
|
|
581 |
|
Sprout Social Inc, Cl A * |
|
|
2,243 |
|
|
|
139 |
|
SPS Commerce Inc * |
|
|
6,355 |
|
|
|
1,177 |
|
Super Micro Computer Inc * |
|
|
2,773 |
|
|
|
2,402 |
|
TD SYNNEX Corp |
|
|
2,160 |
|
|
|
224 |
|
Teradata Corp * |
|
|
3,400 |
|
|
|
128 |
|
TTM Technologies Inc * |
|
|
12,536 |
|
|
|
186 |
|
Unisys Corp * |
|
|
50,500 |
|
|
|
262 |
|
Varonis Systems Inc, Cl B * |
|
|
21,931 |
|
|
|
1,114 |
|
Veeco Instruments Inc * |
|
|
10,792 |
|
|
|
391 |
|
Vertex Inc, Cl A * |
|
|
15,630 |
|
|
|
525 |
|
Vishay Intertechnology Inc |
|
|
23,300 |
|
|
|
507 |
|
Vishay Precision Group Inc * |
|
|
11,300 |
|
|
|
390 |
|
Vontier Corp |
|
|
16,832 |
|
|
|
724 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
19,430 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,046 |
|
Materials — 3.3% |
|
|
|
|
AdvanSix Inc |
|
|
8,500 |
|
|
|
238 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Alpha Metallurgical Resources Inc |
|
|
485 |
|
|
$ |
183 |
|
Arch Resources Inc |
|
|
1,100 |
|
|
|
182 |
|
Aspen Aerogels Inc * |
|
|
13,857 |
|
|
|
238 |
|
Balchem Corp |
|
|
1,560 |
|
|
|
245 |
|
Century Aluminum Co * |
|
|
53,050 |
|
|
|
555 |
|
Clearwater Paper Corp * |
|
|
8,230 |
|
|
|
323 |
|
Commercial Metals Co |
|
|
13,200 |
|
|
|
713 |
|
Eagle Materials Inc |
|
|
1,347 |
|
|
|
342 |
|
Greif Inc, Cl A |
|
|
11,050 |
|
|
|
712 |
|
Hawkins Inc |
|
|
2,040 |
|
|
|
143 |
|
Haynes International Inc |
|
|
4,963 |
|
|
|
295 |
|
Koppers Holdings Inc |
|
|
10,300 |
|
|
|
583 |
|
NewMarket Corp |
|
|
777 |
|
|
|
499 |
|
O-I Glass Inc, Cl I * |
|
|
19,200 |
|
|
|
325 |
|
Olympic Steel Inc |
|
|
2,377 |
|
|
|
162 |
|
Packaging Corp of America |
|
|
1,000 |
|
|
|
181 |
|
Pactiv Evergreen Inc |
|
|
38,184 |
|
|
|
563 |
|
Ramaco Resources Inc, Cl A |
|
|
5,924 |
|
|
|
104 |
|
Reliance Inc |
|
|
1,080 |
|
|
|
347 |
|
Royal Gold Inc |
|
|
2,130 |
|
|
|
219 |
|
Sonoco Products Co |
|
|
3,810 |
|
|
|
216 |
|
SSR Mining Inc |
|
|
11,590 |
|
|
|
50 |
|
SunCoke Energy Inc |
|
|
55,683 |
|
|
|
596 |
|
Tredegar Corp |
|
|
15,900 |
|
|
|
69 |
|
United States Lime & Minerals Inc |
|
|
110 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,111 |
|
Real Estate — 3.6% |
|
|
|
|
Alexander & Baldwin Inc ‡ |
|
|
4,810 |
|
|
|
78 |
|
Alexander's Inc ‡ |
|
|
2,533 |
|
|
|
560 |
|
American Assets Trust Inc ‡ |
|
|
16,100 |
|
|
|
347 |
|
Apple Hospitality REIT Inc ‡ |
|
|
23,200 |
|
|
|
373 |
|
Armada Hoffler Properties Inc ‡ |
|
|
5,080 |
|
|
|
52 |
|
Ashford Hospitality Trust Inc *‡ |
|
|
515 |
|
|
|
1 |
|
Braemar Hotels & Resorts Inc ‡ |
|
|
30,980 |
|
|
|
71 |
|
CBL & Associates Properties Inc ‡ |
|
|
1,950 |
|
|
|
45 |
|
Centerspace ‡ |
|
|
1,120 |
|
|
|
62 |
|
CTO Realty Growth Inc ‡ |
|
|
1,700 |
|
|
|
29 |
|
Douglas Elliman Inc |
|
|
49,940 |
|
|
|
92 |
|
EastGroup Properties Inc ‡ |
|
|
1,310 |
|
|
|
230 |
|
EPR Properties ‡ |
|
|
13,280 |
|
|
|
546 |
|
Equity Commonwealth *‡ |
|
|
6,180 |
|
|
|
116 |
|
Forestar Group Inc * |
|
|
12,875 |
|
|
|
434 |
|
Franklin Street Properties Corp ‡ |
|
|
27,400 |
|
|
|
65 |
|
FRP Holdings Inc * |
|
|
480 |
|
|
|
29 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
1,160 |
|
|
|
53 |
|
Getty Realty Corp ‡ |
|
|
1,540 |
|
|
|
41 |
|
Gladstone Commercial Corp ‡ |
|
|
10,600 |
|
|
|
131 |
|
Global Medical REIT Inc ‡ |
|
|
19,500 |
|
|
|
174 |
|
Global Net Lease Inc ‡ |
|
|
20,000 |
|
|
|
144 |
|
Industrial Logistics Properties Trust ‡ |
|
|
14,200 |
|
|
|
54 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
1,800 |
|
|
|
176 |
|
InvenTrust Properties Corp ‡ |
|
|
4,180 |
|
|
|
106 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kilroy Realty Corp ‡ |
|
|
5,700 |
|
|
$ |
216 |
|
Kite Realty Group Trust ‡ |
|
|
33,500 |
|
|
|
717 |
|
NNN REIT Inc ‡ |
|
|
2,260 |
|
|
|
92 |
|
Office Properties Income Trust ‡ |
|
|
35,580 |
|
|
|
95 |
|
One Liberty Properties Inc ‡ |
|
|
1,500 |
|
|
|
30 |
|
Orion Office REIT Inc ‡ |
|
|
113,490 |
|
|
|
398 |
|
Phillips Edison & Co Inc ‡ |
|
|
3,690 |
|
|
|
132 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
22,800 |
|
|
|
143 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
1,960 |
|
|
|
28 |
|
Redfin Corp * |
|
|
15,610 |
|
|
|
111 |
|
Regency Centers Corp ‡ |
|
|
2,584 |
|
|
|
160 |
|
RLJ Lodging Trust ‡ |
|
|
24,400 |
|
|
|
290 |
|
RMR Group Inc/The, Cl A |
|
|
21,652 |
|
|
|
530 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
4,912 |
|
|
|
582 |
|
Sabra Health Care REIT Inc ‡ |
|
|
34,700 |
|
|
|
482 |
|
Saul Centers Inc ‡ |
|
|
900 |
|
|
|
33 |
|
Service Properties Trust ‡ |
|
|
21,900 |
|
|
|
149 |
|
Tanger Inc ‡ |
|
|
5,900 |
|
|
|
170 |
|
Uniti Group Inc ‡ |
|
|
34,365 |
|
|
|
201 |
|
Universal Health Realty Income Trust ‡ |
|
|
2,550 |
|
|
|
99 |
|
Whitestone REIT, Cl B ‡ |
|
|
5,030 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,729 |
|
Utilities — 1.0% |
|
|
|
|
ALLETE Inc |
|
|
3,010 |
|
|
|
170 |
|
American States Water Co |
|
|
110 |
|
|
|
8 |
|
Artesian Resources Corp, Cl A |
|
|
1,000 |
|
|
|
34 |
|
Avista Corp |
|
|
3,680 |
|
|
|
122 |
|
Black Hills Corp |
|
|
2,390 |
|
|
|
124 |
|
California Water Service Group |
|
|
2,820 |
|
|
|
129 |
|
Consolidated Water Co Ltd |
|
|
1,350 |
|
|
|
40 |
|
Genie Energy Ltd, Cl B |
|
|
1,880 |
|
|
|
34 |
|
IDACORP Inc, Cl Rights |
|
|
2,150 |
|
|
|
189 |
|
MGE Energy Inc |
|
|
2,010 |
|
|
|
127 |
|
National Fuel Gas Co |
|
|
8,800 |
|
|
|
429 |
|
New Jersey Resources Corp |
|
|
4,340 |
|
|
|
181 |
|
NiSource Inc |
|
|
4,760 |
|
|
|
124 |
|
Northwest Natural Holding Co |
|
|
2,130 |
|
|
|
78 |
|
Northwestern Energy Group Inc |
|
|
2,980 |
|
|
|
143 |
|
OGE Energy Corp |
|
|
1,240 |
|
|
|
41 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ONE Gas Inc |
|
|
940 |
|
|
$ |
56 |
|
Otter Tail Corp |
|
|
2,230 |
|
|
|
202 |
|
Pure Cycle Corp * |
|
|
6,190 |
|
|
|
62 |
|
Unitil Corp |
|
|
2,110 |
|
|
|
108 |
|
York Water Co/The |
|
|
1,600 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,458 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $198,202) ($ Thousands) |
|
|
|
|
|
|
241,664 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 2.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
4,812,285 |
|
|
|
4,813 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $4,812) ($ Thousands) |
|
|
4,813 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
3,768,849 |
|
|
|
3,769 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $3,769) ($ Thousands) |
|
|
|
|
|
|
3,769 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 102.0% |
|
|
|
|
|
|
|
|
(Cost $206,783) ($ Thousands) |
|
$ |
250,246 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $245,278 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $4,813 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
3,434 |
|
|
$ |
28,557 |
|
|
$ |
(27,178 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,813 |
|
|
$ |
28 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
4,698 |
|
|
|
44,061 |
|
|
|
(44,990 |
) |
|
|
— |
|
|
|
— |
|
|
|
3,769 |
|
|
|
210 |
|
|
|
— |
|
Totals |
|
$ |
8,132 |
|
|
$ |
72,618 |
|
|
$ |
(72,168 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
8,582 |
|
|
$ |
238 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap II Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 91.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.8% |
|
|
|
|
Advantage Solutions Inc * |
|
|
30,980 |
|
|
$ |
118 |
|
Cable One Inc |
|
|
770 |
|
|
|
351 |
|
Cardlytics Inc * |
|
|
25,459 |
|
|
|
211 |
|
Cinemark Holdings Inc * |
|
|
116,113 |
|
|
|
2,021 |
|
Cogent Communications Holdings Inc |
|
|
8,318 |
|
|
|
673 |
|
Eventbrite Inc, Cl A * |
|
|
68,956 |
|
|
|
386 |
|
IDT Corp, Cl B * |
|
|
6,290 |
|
|
|
234 |
|
Liberty Latin America Ltd, Cl A * |
|
|
9,899 |
|
|
|
64 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
54,201 |
|
|
|
526 |
|
Nexstar Media Group Inc, Cl A |
|
|
3,104 |
|
|
|
516 |
|
PubMatic Inc, Cl A * |
|
|
19,910 |
|
|
|
417 |
|
Shutterstock Inc |
|
|
13,433 |
|
|
|
655 |
|
Sinclair Inc |
|
|
4,670 |
|
|
|
69 |
|
Spok Holdings Inc |
|
|
10,280 |
|
|
|
185 |
|
TEGNA Inc |
|
|
17,470 |
|
|
|
245 |
|
Thryv Holdings Inc * |
|
|
7,400 |
|
|
|
155 |
|
Vimeo Inc * |
|
|
142,110 |
|
|
|
681 |
|
Ziff Davis Inc * |
|
|
7,214 |
|
|
|
496 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,003 |
|
Consumer Discretionary — 11.4% |
|
|
|
|
2U Inc *(A) |
|
|
176,480 |
|
|
|
80 |
|
Aaron's CO Inc/The |
|
|
49,405 |
|
|
|
383 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
1,857 |
|
|
|
237 |
|
Accel Entertainment Inc, Cl A * |
|
|
12,160 |
|
|
|
138 |
|
Advance Auto Parts Inc |
|
|
15,943 |
|
|
|
1,077 |
|
American Eagle Outfitters Inc |
|
|
16,264 |
|
|
|
386 |
|
Beazer Homes USA Inc * |
|
|
8,969 |
|
|
|
281 |
|
Big Lots Inc |
|
|
13,680 |
|
|
|
74 |
|
Biglari Holdings Inc, Cl B * |
|
|
1,111 |
|
|
|
192 |
|
BJ's Restaurants Inc * |
|
|
8,520 |
|
|
|
298 |
|
Bloomin' Brands Inc |
|
|
91,289 |
|
|
|
2,481 |
|
Brinker International Inc * |
|
|
55,661 |
|
|
|
2,579 |
|
Brunswick Corp/DE |
|
|
7,647 |
|
|
|
668 |
|
Build-A-Bear Workshop Inc, Cl A |
|
|
14,350 |
|
|
|
344 |
|
Caleres Inc |
|
|
5,785 |
|
|
|
223 |
|
Carrols Restaurant Group Inc |
|
|
7,675 |
|
|
|
73 |
|
Carter's Inc |
|
|
10,338 |
|
|
|
837 |
|
Cavco Industries Inc * |
|
|
681 |
|
|
|
254 |
|
Century Casinos Inc * |
|
|
24,121 |
|
|
|
70 |
|
Cheesecake Factory Inc/The |
|
|
10,620 |
|
|
|
376 |
|
Churchill Downs Inc |
|
|
5,214 |
|
|
|
635 |
|
Chuy's Holdings Inc * |
|
|
5,500 |
|
|
|
186 |
|
Cooper-Standard Holdings Inc * |
|
|
6,876 |
|
|
|
97 |
|
Denny's Corp * |
|
|
12,450 |
|
|
|
115 |
|
Designer Brands Inc, Cl A |
|
|
14,100 |
|
|
|
149 |
|
Destination XL Group Inc * |
|
|
22,252 |
|
|
|
89 |
|
Dick's Sporting Goods Inc |
|
|
4,792 |
|
|
|
852 |
|
Domino's Pizza Inc |
|
|
1,539 |
|
|
|
690 |
|
Dorman Products Inc * |
|
|
6,448 |
|
|
|
608 |
|
Ethan Allen Interiors Inc |
|
|
8,370 |
|
|
|
280 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
First Watch Restaurant Group Inc * |
|
|
15,458 |
|
|
$ |
387 |
|
Gentex Corp |
|
|
21,482 |
|
|
|
785 |
|
Goodyear Tire & Rubber Co/The * |
|
|
21,883 |
|
|
|
260 |
|
Hooker Furnishings Corp |
|
|
18,346 |
|
|
|
450 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
1,860 |
|
|
|
291 |
|
Inspired Entertainment Inc * |
|
|
34,232 |
|
|
|
339 |
|
Installed Building Products Inc |
|
|
1,414 |
|
|
|
338 |
|
KB Home |
|
|
3,544 |
|
|
|
235 |
|
Latham Group Inc * |
|
|
28,619 |
|
|
|
97 |
|
Legacy Housing Corp * |
|
|
16,286 |
|
|
|
419 |
|
Lindblad Expeditions Holdings Inc * |
|
|
12,411 |
|
|
|
115 |
|
Marine Products Corp |
|
|
12,330 |
|
|
|
141 |
|
MasterCraft Boat Holdings Inc * |
|
|
15,670 |
|
|
|
344 |
|
Modine Manufacturing Co * |
|
|
14,851 |
|
|
|
1,332 |
|
Movado Group Inc |
|
|
2,195 |
|
|
|
63 |
|
Murphy USA Inc |
|
|
3,334 |
|
|
|
1,390 |
|
OneSpaWorld Holdings Ltd * |
|
|
21,544 |
|
|
|
281 |
|
Oxford Industries Inc |
|
|
2,842 |
|
|
|
288 |
|
PlayAGS Inc * |
|
|
57,597 |
|
|
|
535 |
|
Pool Corp |
|
|
1,490 |
|
|
|
593 |
|
Potbelly Corp * |
|
|
39,986 |
|
|
|
555 |
|
PVH Corp |
|
|
1,771 |
|
|
|
242 |
|
Ralph Lauren Corp, Cl A |
|
|
1,331 |
|
|
|
248 |
|
Rocky Brands Inc |
|
|
2,373 |
|
|
|
59 |
|
Rush Street Interactive Inc * |
|
|
22,410 |
|
|
|
131 |
|
Steven Madden Ltd |
|
|
14,401 |
|
|
|
617 |
|
Stitch Fix Inc, Cl A * |
|
|
111,100 |
|
|
|
359 |
|
Stoneridge Inc * |
|
|
3,580 |
|
|
|
63 |
|
Texas Roadhouse Inc, Cl A |
|
|
1,687 |
|
|
|
252 |
|
Toll Brothers Inc |
|
|
2,331 |
|
|
|
267 |
|
Topgolf Callaway Brands Corp * |
|
|
30,990 |
|
|
|
441 |
|
Travel + Leisure Co |
|
|
13,135 |
|
|
|
587 |
|
Urban Outfitters Inc * |
|
|
51,856 |
|
|
|
2,155 |
|
Valvoline Inc * |
|
|
16,780 |
|
|
|
716 |
|
Wingstop Inc |
|
|
3,271 |
|
|
|
1,148 |
|
Xponential Fitness Inc, Cl A * |
|
|
40,011 |
|
|
|
403 |
|
YETI Holdings Inc * |
|
|
5,743 |
|
|
|
236 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,914 |
|
Consumer Staples — 3.6% |
|
|
|
|
BellRing Brands Inc * |
|
|
4,168 |
|
|
|
237 |
|
Casey's General Stores Inc |
|
|
2,657 |
|
|
|
809 |
|
Freshpet Inc * |
|
|
2,186 |
|
|
|
247 |
|
Hain Celestial Group Inc/The * |
|
|
19,125 |
|
|
|
191 |
|
Ingles Markets Inc, Cl A |
|
|
2,849 |
|
|
|
220 |
|
Ingredion Inc |
|
|
6,434 |
|
|
|
757 |
|
Inter Parfums Inc |
|
|
4,320 |
|
|
|
634 |
|
Lancaster Colony Corp |
|
|
2,393 |
|
|
|
495 |
|
MGP Ingredients Inc |
|
|
3,889 |
|
|
|
331 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
22,027 |
|
|
|
365 |
|
Nature's Sunshine Products Inc * |
|
|
4,413 |
|
|
|
78 |
|
Performance Food Group Co * |
|
|
11,564 |
|
|
|
888 |
|
Pilgrim's Pride Corp * |
|
|
91,863 |
|
|
|
2,925 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Post Holdings Inc * |
|
|
2,356 |
|
|
$ |
245 |
|
Sprouts Farmers Market Inc * |
|
|
3,057 |
|
|
|
191 |
|
TreeHouse Foods Inc * |
|
|
18,244 |
|
|
|
653 |
|
Village Super Market Inc, Cl A |
|
|
11,416 |
|
|
|
312 |
|
Vital Farms Inc * |
|
|
32,430 |
|
|
|
583 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,161 |
|
Energy — 5.5% |
|
|
|
|
Archrock Inc |
|
|
12,507 |
|
|
|
229 |
|
Bristow Group Inc * |
|
|
2,522 |
|
|
|
68 |
|
Cactus Inc, Cl A |
|
|
13,160 |
|
|
|
604 |
|
Centrus Energy Corp, Cl A * |
|
|
5,059 |
|
|
|
206 |
|
ChampionX Corp |
|
|
22,994 |
|
|
|
714 |
|
Chord Energy Corp |
|
|
3,054 |
|
|
|
496 |
|
Civitas Resources Inc |
|
|
21,435 |
|
|
|
1,472 |
|
CNX Resources Corp * |
|
|
46,342 |
|
|
|
971 |
|
Crescent Point Energy Corp |
|
|
187,094 |
|
|
|
1,366 |
|
Delek US Holdings Inc |
|
|
86,478 |
|
|
|
2,206 |
|
DMC Global Inc * |
|
|
24,233 |
|
|
|
404 |
|
Dorian LPG Ltd |
|
|
6,422 |
|
|
|
232 |
|
Excelerate Energy Inc, Cl A |
|
|
23,910 |
|
|
|
375 |
|
Expro Group Holdings NV * |
|
|
11,732 |
|
|
|
210 |
|
Helix Energy Solutions Group Inc * |
|
|
24,970 |
|
|
|
225 |
|
HF Sinclair Corp |
|
|
10,812 |
|
|
|
600 |
|
Kodiak Gas Services Inc |
|
|
8,073 |
|
|
|
206 |
|
Matador Resources Co |
|
|
10,577 |
|
|
|
668 |
|
Northern Oil & Gas Inc |
|
|
18,101 |
|
|
|
647 |
|
Permian Resources Corp, Cl A |
|
|
72,538 |
|
|
|
1,129 |
|
Ranger Energy Services Inc, Cl A |
|
|
31,572 |
|
|
|
331 |
|
REX American Resources Corp * |
|
|
6,558 |
|
|
|
288 |
|
RPC Inc |
|
|
29,240 |
|
|
|
216 |
|
Scorpio Tankers Inc |
|
|
3,274 |
|
|
|
220 |
|
SFL Corp Ltd |
|
|
23,205 |
|
|
|
310 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
19,241 |
|
|
|
163 |
|
Teekay Corp * |
|
|
65,650 |
|
|
|
497 |
|
VAALCO Energy Inc |
|
|
59,370 |
|
|
|
265 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,318 |
|
Financials — 18.3% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
20,712 |
|
|
|
238 |
|
Alerus Financial Corp |
|
|
6,264 |
|
|
|
137 |
|
Amalgamated Financial Corp |
|
|
20,808 |
|
|
|
480 |
|
A-Mark Precious Metals Inc (A) |
|
|
3,060 |
|
|
|
79 |
|
Ambac Financial Group Inc * |
|
|
16,860 |
|
|
|
276 |
|
AssetMark Financial Holdings Inc * |
|
|
8,773 |
|
|
|
310 |
|
Assured Guaranty Ltd |
|
|
2,741 |
|
|
|
251 |
|
Atlanticus Holdings Corp * |
|
|
7,645 |
|
|
|
253 |
|
AvidXchange Holdings Inc * |
|
|
8,550 |
|
|
|
114 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
11,232 |
|
|
|
314 |
|
Bancorp Inc/The * |
|
|
3,600 |
|
|
|
161 |
|
Bank OZK |
|
|
15,345 |
|
|
|
672 |
|
BayCom Corp |
|
|
6,357 |
|
|
|
127 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Byline Bancorp Inc |
|
|
4,120 |
|
|
$ |
86 |
|
Capital Bancorp Inc |
|
|
5,090 |
|
|
|
105 |
|
Capital City Bank Group Inc |
|
|
2,630 |
|
|
|
75 |
|
Carter Bankshares Inc * |
|
|
6,938 |
|
|
|
92 |
|
Cass Information Systems Inc |
|
|
8,320 |
|
|
|
402 |
|
Chimera Investment Corp ‡ |
|
|
81,143 |
|
|
|
354 |
|
City Holding Co |
|
|
4,096 |
|
|
|
412 |
|
Civista Bancshares Inc |
|
|
7,735 |
|
|
|
116 |
|
CNO Financial Group Inc |
|
|
87,900 |
|
|
|
2,346 |
|
Coastal Financial Corp/WA * |
|
|
8,128 |
|
|
|
312 |
|
Cohen & Steers Inc |
|
|
10,006 |
|
|
|
736 |
|
Columbia Banking System Inc |
|
|
130,106 |
|
|
|
2,355 |
|
Comerica Inc |
|
|
12,104 |
|
|
|
598 |
|
Crawford & Co, Cl A |
|
|
23,238 |
|
|
|
272 |
|
CrossFirst Bankshares Inc * |
|
|
16,524 |
|
|
|
213 |
|
Customers Bancorp Inc * |
|
|
3,024 |
|
|
|
164 |
|
Donegal Group Inc, Cl A |
|
|
5,010 |
|
|
|
70 |
|
Donnelley Financial Solutions Inc * |
|
|
3,124 |
|
|
|
202 |
|
eHealth Inc * |
|
|
14,630 |
|
|
|
97 |
|
Enova International Inc * |
|
|
1,880 |
|
|
|
119 |
|
Esquire Financial Holdings Inc |
|
|
9,848 |
|
|
|
500 |
|
Evercore Inc, Cl A |
|
|
1,326 |
|
|
|
248 |
|
FactSet Research Systems Inc |
|
|
1,291 |
|
|
|
597 |
|
First American Financial Corp |
|
|
10,684 |
|
|
|
624 |
|
First Commonwealth Financial Corp |
|
|
87,129 |
|
|
|
1,135 |
|
First Community Bankshares Inc |
|
|
7,780 |
|
|
|
258 |
|
First Financial Corp/IN |
|
|
2,670 |
|
|
|
99 |
|
First Horizon Corp |
|
|
59,015 |
|
|
|
832 |
|
First Interstate BancSystem Inc, Cl A |
|
|
30,303 |
|
|
|
798 |
|
FNB Corp/PA |
|
|
105,934 |
|
|
|
1,413 |
|
Globe Life Inc |
|
|
4,370 |
|
|
|
555 |
|
Great Southern Bancorp Inc |
|
|
3,720 |
|
|
|
194 |
|
Hamilton Lane Inc, Cl A |
|
|
6,878 |
|
|
|
790 |
|
Hanmi Financial Corp |
|
|
4,700 |
|
|
|
71 |
|
Hanover Insurance Group Inc/The |
|
|
5,943 |
|
|
|
781 |
|
HBT Financial Inc |
|
|
16,169 |
|
|
|
308 |
|
HCI Group Inc |
|
|
8,490 |
|
|
|
829 |
|
Heritage Commerce Corp |
|
|
35,745 |
|
|
|
296 |
|
Home BancShares Inc/AR |
|
|
27,511 |
|
|
|
645 |
|
HomeTrust Bancshares Inc |
|
|
7,930 |
|
|
|
208 |
|
Houlihan Lokey Inc, Cl A |
|
|
1,532 |
|
|
|
197 |
|
I3 Verticals Inc, Cl A * |
|
|
3,782 |
|
|
|
81 |
|
Independent Bank Corp |
|
|
12,079 |
|
|
|
630 |
|
Independent Bank Corp/MI |
|
|
6,815 |
|
|
|
167 |
|
International Money Express Inc * |
|
|
9,603 |
|
|
|
189 |
|
Jack Henry & Associates Inc |
|
|
3,501 |
|
|
|
608 |
|
Jackson Financial Inc, Cl A |
|
|
47,529 |
|
|
|
2,616 |
|
James River Group Holdings Ltd |
|
|
8,380 |
|
|
|
84 |
|
KeyCorp |
|
|
90,182 |
|
|
|
1,287 |
|
Kinsale Capital Group Inc |
|
|
1,837 |
|
|
|
948 |
|
LendingTree Inc * |
|
|
16,031 |
|
|
|
634 |
|
Lincoln National Corp |
|
|
82,640 |
|
|
|
2,276 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Macatawa Bank Corp |
|
|
29,741 |
|
|
$ |
291 |
|
Mercantile Bank Corp |
|
|
5,421 |
|
|
|
200 |
|
Merchants Bancorp/IN |
|
|
9,502 |
|
|
|
407 |
|
Mercury General Corp |
|
|
4,821 |
|
|
|
235 |
|
Metrocity Bankshares Inc |
|
|
3,169 |
|
|
|
77 |
|
Metropolitan Bank Holding Corp * |
|
|
1,970 |
|
|
|
77 |
|
MGIC Investment Corp |
|
|
32,162 |
|
|
|
640 |
|
Midland States Bancorp Inc |
|
|
4,540 |
|
|
|
111 |
|
Morningstar Inc |
|
|
2,135 |
|
|
|
638 |
|
Mr Cooper Group Inc * |
|
|
3,680 |
|
|
|
262 |
|
National Bank Holdings Corp, Cl A |
|
|
10,572 |
|
|
|
358 |
|
NMI Holdings Inc, Cl A * |
|
|
14,139 |
|
|
|
425 |
|
Northrim BanCorp Inc |
|
|
2,000 |
|
|
|
99 |
|
OFG Bancorp |
|
|
11,701 |
|
|
|
424 |
|
Old National Bancorp/IN |
|
|
160,769 |
|
|
|
2,641 |
|
Old Second Bancorp Inc |
|
|
18,770 |
|
|
|
252 |
|
Orrstown Financial Services Inc |
|
|
7,033 |
|
|
|
190 |
|
Paysafe Ltd * |
|
|
20,611 |
|
|
|
297 |
|
Peapack-Gladstone Financial Corp |
|
|
4,354 |
|
|
|
106 |
|
Peoples Bancorp Inc/OH |
|
|
3,040 |
|
|
|
85 |
|
Peoples Financial Services Corp |
|
|
2,893 |
|
|
|
117 |
|
Pinnacle Financial Partners Inc |
|
|
11,055 |
|
|
|
914 |
|
Ponce Financial Group Inc * |
|
|
12,794 |
|
|
|
113 |
|
Primerica Inc |
|
|
4,856 |
|
|
|
1,191 |
|
Prosperity Bancshares Inc |
|
|
7,523 |
|
|
|
470 |
|
Regional Management Corp |
|
|
11,534 |
|
|
|
270 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
2,395 |
|
|
|
118 |
|
Security National Financial Corp, Cl A * |
|
|
7,110 |
|
|
|
61 |
|
Selectquote Inc * |
|
|
112,200 |
|
|
|
218 |
|
Sierra Bancorp |
|
|
10,570 |
|
|
|
197 |
|
Skyward Specialty Insurance Group Inc * |
|
|
4,669 |
|
|
|
171 |
|
Southern Missouri Bancorp Inc |
|
|
1,770 |
|
|
|
76 |
|
Stellar Bancorp Inc |
|
|
3,729 |
|
|
|
88 |
|
StepStone Group Inc, Cl A |
|
|
6,761 |
|
|
|
235 |
|
StoneCo Ltd, Cl A * |
|
|
9,836 |
|
|
|
169 |
|
Summit Financial Group Inc |
|
|
3,020 |
|
|
|
81 |
|
TPG RE Finance Trust Inc ‡ |
|
|
23,290 |
|
|
|
174 |
|
Universal Insurance Holdings Inc |
|
|
32,491 |
|
|
|
656 |
|
Univest Financial Corp |
|
|
28,416 |
|
|
|
569 |
|
Valley National Bancorp |
|
|
88,087 |
|
|
|
721 |
|
Waterstone Financial Inc |
|
|
5,404 |
|
|
|
68 |
|
Westamerica BanCorp |
|
|
7,924 |
|
|
|
362 |
|
Wintrust Financial Corp |
|
|
12,748 |
|
|
|
1,228 |
|
World Acceptance Corp * |
|
|
4,380 |
|
|
|
525 |
|
Zions Bancorp NA |
|
|
31,120 |
|
|
|
1,227 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,270 |
|
Health Care — 13.4% |
|
|
|
|
4D Molecular Therapeutics Inc * |
|
|
5,929 |
|
|
|
166 |
|
ADMA Biologics Inc * |
|
|
38,263 |
|
|
|
205 |
|
Aldeyra Therapeutics Inc * |
|
|
86,669 |
|
|
|
314 |
|
Alector Inc * |
|
|
13,962 |
|
|
|
97 |
|
Alkermes PLC * |
|
|
8,791 |
|
|
|
261 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Allogene Therapeutics Inc * |
|
|
33,300 |
|
|
$ |
164 |
|
Alpine Immune Sciences Inc * |
|
|
5,545 |
|
|
|
195 |
|
ALX Oncology Holdings Inc *(A) |
|
|
26,868 |
|
|
|
394 |
|
Amedisys Inc * |
|
|
5,042 |
|
|
|
469 |
|
AMN Healthcare Services Inc * |
|
|
10,288 |
|
|
|
579 |
|
Anavex Life Sciences Corp *(A) |
|
|
13,138 |
|
|
|
68 |
|
ANI Pharmaceuticals Inc * |
|
|
4,279 |
|
|
|
290 |
|
Anika Therapeutics Inc * |
|
|
3,290 |
|
|
|
80 |
|
Arcellx Inc * |
|
|
4,079 |
|
|
|
268 |
|
Arcutis Biotherapeutics Inc * |
|
|
31,990 |
|
|
|
329 |
|
Ardelyx Inc * |
|
|
25,340 |
|
|
|
236 |
|
Avidity Biosciences Inc * |
|
|
14,140 |
|
|
|
259 |
|
Biohaven Ltd * |
|
|
5,170 |
|
|
|
249 |
|
Bridgebio Pharma Inc * |
|
|
4,481 |
|
|
|
153 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
52,888 |
|
|
|
303 |
|
CareDx Inc * |
|
|
63,380 |
|
|
|
674 |
|
Castle Biosciences Inc * |
|
|
4,320 |
|
|
|
78 |
|
Celldex Therapeutics Inc * |
|
|
4,326 |
|
|
|
208 |
|
Chemed Corp |
|
|
1,018 |
|
|
|
637 |
|
Coherus Biosciences Inc *(A) |
|
|
32,800 |
|
|
|
75 |
|
Collegium Pharmaceutical Inc * |
|
|
45,726 |
|
|
|
1,679 |
|
Community Health Systems Inc * |
|
|
27,480 |
|
|
|
77 |
|
Crinetics Pharmaceuticals Inc * |
|
|
6,566 |
|
|
|
269 |
|
Cross Country Healthcare Inc * |
|
|
29,143 |
|
|
|
532 |
|
Cytokinetics Inc * |
|
|
2,963 |
|
|
|
214 |
|
Disc Medicine Inc, Cl A * |
|
|
3,315 |
|
|
|
228 |
|
Dyne Therapeutics Inc * |
|
|
9,114 |
|
|
|
245 |
|
Eagle Pharmaceuticals Inc/DE *(A) |
|
|
43,028 |
|
|
|
252 |
|
Editas Medicine Inc, Cl A * |
|
|
57,366 |
|
|
|
577 |
|
Elanco Animal Health Inc * |
|
|
14,223 |
|
|
|
226 |
|
Emergent BioSolutions Inc *(A) |
|
|
46,120 |
|
|
|
149 |
|
Encompass Health Corp |
|
|
25,314 |
|
|
|
1,883 |
|
Ensign Group Inc/The |
|
|
7,871 |
|
|
|
983 |
|
Envista Holdings Corp * |
|
|
16,914 |
|
|
|
349 |
|
Evolus Inc * |
|
|
14,658 |
|
|
|
217 |
|
EyePoint Pharmaceuticals Inc * |
|
|
8,640 |
|
|
|
235 |
|
Generation Bio Co * |
|
|
79,868 |
|
|
|
200 |
|
Glaukos Corp * |
|
|
2,908 |
|
|
|
258 |
|
Globus Medical Inc, Cl A * |
|
|
10,896 |
|
|
|
588 |
|
Health Catalyst Inc * |
|
|
9,540 |
|
|
|
79 |
|
HealthStream Inc |
|
|
3,496 |
|
|
|
95 |
|
Heron Therapeutics Inc *(A) |
|
|
91,555 |
|
|
|
244 |
|
Hims & Hers Health Inc * |
|
|
18,493 |
|
|
|
241 |
|
Ideaya Biosciences Inc * |
|
|
6,755 |
|
|
|
302 |
|
Immunome Inc *(A) |
|
|
7,888 |
|
|
|
191 |
|
Immunovant Inc * |
|
|
4,262 |
|
|
|
151 |
|
Inmode Ltd * |
|
|
75,813 |
|
|
|
1,668 |
|
Innoviva Inc * |
|
|
14,911 |
|
|
|
228 |
|
Integra LifeSciences Holdings Corp * |
|
|
60,807 |
|
|
|
2,244 |
|
Intra-Cellular Therapies Inc * |
|
|
4,213 |
|
|
|
293 |
|
Iovance Biotherapeutics Inc * |
|
|
13,198 |
|
|
|
210 |
|
iRadimed Corp |
|
|
10,311 |
|
|
|
433 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
iTeos Therapeutics Inc * |
|
|
7,380 |
|
|
$ |
79 |
|
Janux Therapeutics Inc * |
|
|
3,450 |
|
|
|
167 |
|
Karyopharm Therapeutics Inc * |
|
|
94,180 |
|
|
|
109 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
29,300 |
|
|
|
619 |
|
Kodiak Sciences Inc * |
|
|
36,260 |
|
|
|
218 |
|
Krystal Biotech Inc * |
|
|
1,636 |
|
|
|
261 |
|
LeMaitre Vascular Inc |
|
|
10,627 |
|
|
|
744 |
|
Liquidia Corp * |
|
|
14,079 |
|
|
|
199 |
|
Longboard Pharmaceuticals Inc * |
|
|
7,193 |
|
|
|
160 |
|
MacroGenics Inc * |
|
|
12,640 |
|
|
|
227 |
|
Medpace Holdings Inc * |
|
|
515 |
|
|
|
205 |
|
MeiraGTx Holdings plc * |
|
|
4,534 |
|
|
|
28 |
|
Mersana Therapeutics Inc * |
|
|
47,320 |
|
|
|
257 |
|
Mesa Laboratories Inc |
|
|
760 |
|
|
|
83 |
|
Mirum Pharmaceuticals Inc * |
|
|
8,980 |
|
|
|
258 |
|
Nurix Therapeutics Inc *(A) |
|
|
26,690 |
|
|
|
330 |
|
Nuvalent Inc, Cl A * |
|
|
3,141 |
|
|
|
264 |
|
OraSure Technologies Inc * |
|
|
76,120 |
|
|
|
548 |
|
Organogenesis Holdings Inc, Cl A *(A) |
|
|
115,988 |
|
|
|
414 |
|
Pennant Group Inc/The * |
|
|
11,910 |
|
|
|
222 |
|
Perrigo Co PLC |
|
|
16,934 |
|
|
|
445 |
|
PetIQ Inc, Cl A * |
|
|
9,711 |
|
|
|
177 |
|
Phibro Animal Health Corp, Cl A |
|
|
5,910 |
|
|
|
76 |
|
Prestige Consumer Healthcare Inc * |
|
|
18,702 |
|
|
|
1,301 |
|
Privia Health Group Inc * |
|
|
3,220 |
|
|
|
72 |
|
PROCEPT BioRobotics Corp *(A) |
|
|
4,272 |
|
|
|
207 |
|
Quest Diagnostics Inc |
|
|
3,898 |
|
|
|
487 |
|
QuidelOrtho Corp * |
|
|
10,692 |
|
|
|
488 |
|
RadNet Inc * |
|
|
4,407 |
|
|
|
167 |
|
Replimune Group Inc * |
|
|
13,130 |
|
|
|
113 |
|
Rigel Pharmaceuticals Inc * |
|
|
105,277 |
|
|
|
160 |
|
RxSight Inc * |
|
|
5,585 |
|
|
|
305 |
|
Sana Biotechnology Inc * |
|
|
32,298 |
|
|
|
324 |
|
Scholar Rock Holding Corp * |
|
|
8,924 |
|
|
|
138 |
|
SIGA Technologies Inc |
|
|
31,820 |
|
|
|
166 |
|
Soleno Therapeutics Inc * |
|
|
3,241 |
|
|
|
157 |
|
STERIS PLC |
|
|
3,203 |
|
|
|
746 |
|
Stevanato Group SpA (A) |
|
|
8,431 |
|
|
|
280 |
|
Stoke Therapeutics Inc * |
|
|
14,897 |
|
|
|
115 |
|
Surmodics Inc * |
|
|
8,366 |
|
|
|
267 |
|
Tarsus Pharmaceuticals Inc * |
|
|
6,205 |
|
|
|
237 |
|
Travere Therapeutics Inc * |
|
|
18,040 |
|
|
|
136 |
|
UFP Technologies Inc * |
|
|
1,090 |
|
|
|
227 |
|
US Physical Therapy Inc |
|
|
6,182 |
|
|
|
657 |
|
Utah Medical Products Inc |
|
|
1,102 |
|
|
|
77 |
|
Vanda Pharmaceuticals Inc * |
|
|
82,313 |
|
|
|
368 |
|
Vaxcyte Inc * |
|
|
3,168 |
|
|
|
234 |
|
Vera Therapeutics Inc, Cl A *(A) |
|
|
4,874 |
|
|
|
229 |
|
Vericel Corp * |
|
|
5,152 |
|
|
|
235 |
|
Viking Therapeutics Inc * |
|
|
6,301 |
|
|
|
486 |
|
Y-mAbs Therapeutics Inc *(A) |
|
|
41,026 |
|
|
|
685 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zentalis Pharmaceuticals Inc * |
|
|
5,330 |
|
|
$ |
79 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,524 |
|
Industrials — 18.3% |
|
|
|
|
AAON Inc |
|
|
3,875 |
|
|
|
325 |
|
ABM Industries Inc |
|
|
26,686 |
|
|
|
1,102 |
|
ACCO Brands Corp |
|
|
108,359 |
|
|
|
605 |
|
Acuity Brands Inc |
|
|
939 |
|
|
|
236 |
|
Air Lease Corp, Cl A |
|
|
15,245 |
|
|
|
611 |
|
Allison Transmission Holdings Inc |
|
|
12,100 |
|
|
|
912 |
|
API Group Corp * |
|
|
6,502 |
|
|
|
228 |
|
Applied Industrial Technologies Inc |
|
|
1,850 |
|
|
|
351 |
|
Argan Inc |
|
|
2,636 |
|
|
|
124 |
|
Aris Water Solutions Inc, Cl A |
|
|
8,290 |
|
|
|
100 |
|
Armstrong World Industries Inc |
|
|
2,030 |
|
|
|
245 |
|
Astec Industries Inc |
|
|
17,326 |
|
|
|
703 |
|
Astronics Corp * |
|
|
12,840 |
|
|
|
246 |
|
AZEK Co Inc/The, Cl A * |
|
|
17,670 |
|
|
|
850 |
|
Babcock & Wilcox Enterprises Inc * |
|
|
172,883 |
|
|
|
221 |
|
Barnes Group Inc |
|
|
23,419 |
|
|
|
818 |
|
Barrett Business Services Inc |
|
|
2,493 |
|
|
|
304 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
5,264 |
|
|
|
778 |
|
BrightView Holdings Inc * |
|
|
57,280 |
|
|
|
499 |
|
Broadridge Financial Solutions Inc |
|
|
3,749 |
|
|
|
763 |
|
BWX Technologies Inc |
|
|
13,646 |
|
|
|
1,376 |
|
CACI International Inc, Cl A * |
|
|
2,366 |
|
|
|
887 |
|
Carlisle Cos Inc |
|
|
2,135 |
|
|
|
747 |
|
CECO Environmental Corp * |
|
|
21,387 |
|
|
|
484 |
|
Clean Harbors Inc * |
|
|
5,317 |
|
|
|
968 |
|
Comfort Systems USA Inc |
|
|
1,252 |
|
|
|
383 |
|
Commercial Vehicle Group Inc * |
|
|
46,795 |
|
|
|
306 |
|
Concentrix Corp |
|
|
8,588 |
|
|
|
622 |
|
Construction Partners Inc, Cl A * |
|
|
4,036 |
|
|
|
194 |
|
Core & Main Inc, Cl A * |
|
|
5,625 |
|
|
|
269 |
|
Costamare Inc |
|
|
51,000 |
|
|
|
580 |
|
Crane Co |
|
|
1,343 |
|
|
|
163 |
|
Curtiss-Wright Corp |
|
|
941 |
|
|
|
222 |
|
DXP Enterprises Inc/TX * |
|
|
15,343 |
|
|
|
545 |
|
Eagle Bulk Shipping Inc (A) |
|
|
6,890 |
|
|
|
422 |
|
EMCOR Group Inc |
|
|
3,671 |
|
|
|
1,151 |
|
Enerpac Tool Group Corp, Cl A |
|
|
13,848 |
|
|
|
467 |
|
Ennis Inc |
|
|
9,730 |
|
|
|
198 |
|
Enpro Inc |
|
|
6,136 |
|
|
|
956 |
|
Enviri Corp * |
|
|
21,658 |
|
|
|
170 |
|
Esab Corp |
|
|
2,565 |
|
|
|
254 |
|
ExlService Holdings Inc * |
|
|
16,881 |
|
|
|
525 |
|
Franklin Covey Co * |
|
|
11,892 |
|
|
|
454 |
|
FTAI Aviation Ltd |
|
|
5,624 |
|
|
|
317 |
|
Gates Industrial Corp PLC * |
|
|
57,114 |
|
|
|
841 |
|
Genco Shipping & Trading Ltd |
|
|
14,452 |
|
|
|
295 |
|
GFL Environmental Inc |
|
|
18,721 |
|
|
|
675 |
|
Global Industrial Co |
|
|
10,713 |
|
|
|
470 |
|
GMS Inc * |
|
|
2,779 |
|
|
|
248 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Griffon Corp |
|
|
2,714 |
|
|
$ |
194 |
|
Heidrick & Struggles International Inc |
|
|
4,793 |
|
|
|
163 |
|
Hexcel Corp |
|
|
13,159 |
|
|
|
980 |
|
Hudson Technologies Inc * |
|
|
36,550 |
|
|
|
535 |
|
Huntington Ingalls Industries Inc |
|
|
1,664 |
|
|
|
485 |
|
Huron Consulting Group Inc * |
|
|
10,335 |
|
|
|
1,014 |
|
Hyster-Yale Materials Handling Inc |
|
|
4,487 |
|
|
|
264 |
|
IBEX Holdings Ltd * |
|
|
16,510 |
|
|
|
264 |
|
IES Holdings Inc * |
|
|
2,022 |
|
|
|
222 |
|
Insperity Inc |
|
|
5,909 |
|
|
|
602 |
|
Interface Inc, Cl A |
|
|
19,680 |
|
|
|
309 |
|
ITT Inc |
|
|
9,107 |
|
|
|
1,149 |
|
Karat Packaging Inc |
|
|
17,822 |
|
|
|
527 |
|
Kelly Services Inc, Cl A |
|
|
12,302 |
|
|
|
302 |
|
Kennametal Inc |
|
|
9,738 |
|
|
|
246 |
|
Korn Ferry |
|
|
11,506 |
|
|
|
733 |
|
Landstar System Inc |
|
|
2,855 |
|
|
|
543 |
|
Leonardo DRS Inc * |
|
|
10,786 |
|
|
|
245 |
|
Limbach Holdings Inc * |
|
|
5,870 |
|
|
|
289 |
|
LSI Industries Inc |
|
|
19,240 |
|
|
|
278 |
|
Lyft Inc, Cl A * |
|
|
14,157 |
|
|
|
225 |
|
Manitowoc Co Inc/The * |
|
|
33,511 |
|
|
|
467 |
|
Masonite International Corp * |
|
|
5,285 |
|
|
|
688 |
|
Moog Inc, Cl A |
|
|
1,471 |
|
|
|
221 |
|
National Presto Industries Inc |
|
|
820 |
|
|
|
63 |
|
NEXTracker Inc, Cl A * |
|
|
6,348 |
|
|
|
357 |
|
Nordson Corp |
|
|
2,433 |
|
|
|
646 |
|
nVent Electric PLC |
|
|
2,826 |
|
|
|
190 |
|
PAM Transportation Services Inc * |
|
|
6,687 |
|
|
|
124 |
|
Park-Ohio Holdings Corp |
|
|
13,606 |
|
|
|
365 |
|
Parsons Corp * |
|
|
3,340 |
|
|
|
269 |
|
Patrick Industries Inc |
|
|
2,236 |
|
|
|
268 |
|
Powell Industries Inc |
|
|
2,079 |
|
|
|
385 |
|
Preformed Line Products Co |
|
|
970 |
|
|
|
133 |
|
Regal Rexnord Corp |
|
|
4,240 |
|
|
|
727 |
|
REV Group Inc |
|
|
41,182 |
|
|
|
850 |
|
Safe Bulkers Inc |
|
|
113,506 |
|
|
|
527 |
|
Science Applications International Corp |
|
|
1,605 |
|
|
|
225 |
|
Simpson Manufacturing Co Inc |
|
|
1,428 |
|
|
|
298 |
|
SP Plus Corp * |
|
|
5,071 |
|
|
|
261 |
|
SPX Technologies Inc * |
|
|
1,934 |
|
|
|
227 |
|
Standex International Corp |
|
|
10,360 |
|
|
|
1,792 |
|
Steelcase Inc, Cl A |
|
|
22,942 |
|
|
|
315 |
|
Sterling Infrastructure Inc * |
|
|
2,820 |
|
|
|
301 |
|
Sun Country Airlines Holdings Inc * |
|
|
7,530 |
|
|
|
113 |
|
Tennant Co |
|
|
2,268 |
|
|
|
257 |
|
Terex Corp |
|
|
14,984 |
|
|
|
859 |
|
Tetra Tech Inc |
|
|
3,998 |
|
|
|
709 |
|
Thermon Group Holdings Inc * |
|
|
3,420 |
|
|
|
93 |
|
Titan Machinery Inc * |
|
|
2,460 |
|
|
|
62 |
|
TransUnion |
|
|
6,853 |
|
|
|
532 |
|
Tutor Perini Corp * |
|
|
20,418 |
|
|
|
231 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
UFP Industries Inc |
|
|
4,941 |
|
|
$ |
566 |
|
UniFirst Corp/MA |
|
|
2,582 |
|
|
|
436 |
|
Valmont Industries Inc |
|
|
5,260 |
|
|
|
1,115 |
|
Vertiv Holdings Co, Cl A |
|
|
3,588 |
|
|
|
243 |
|
Viad Corp * |
|
|
6,544 |
|
|
|
244 |
|
WESCO International Inc |
|
|
6,823 |
|
|
|
1,020 |
|
Willdan Group Inc * |
|
|
4,010 |
|
|
|
84 |
|
Willis Lease Finance Corp * |
|
|
1,430 |
|
|
|
69 |
|
XPO Inc * |
|
|
1,394 |
|
|
|
168 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,279 |
|
Information Technology — 9.1% |
|
|
|
|
8x8 Inc * |
|
|
150,450 |
|
|
|
426 |
|
Alkami Technology Inc * |
|
|
20,857 |
|
|
|
520 |
|
Altair Engineering Inc, Cl A * |
|
|
2,152 |
|
|
|
183 |
|
Amplitude Inc, Cl A * |
|
|
8,760 |
|
|
|
104 |
|
Appfolio Inc, Cl A * |
|
|
1,048 |
|
|
|
254 |
|
Arlo Technologies Inc * |
|
|
14,560 |
|
|
|
152 |
|
Aviat Networks Inc * |
|
|
7,090 |
|
|
|
252 |
|
Belden Inc |
|
|
3,384 |
|
|
|
288 |
|
BigCommerce Holdings Inc * |
|
|
19,550 |
|
|
|
152 |
|
Braze Inc, Cl A * |
|
|
4,318 |
|
|
|
246 |
|
Clearfield Inc * |
|
|
5,742 |
|
|
|
173 |
|
Cognex Corp |
|
|
15,433 |
|
|
|
609 |
|
Coherent Corp * |
|
|
3,674 |
|
|
|
219 |
|
CommVault Systems Inc * |
|
|
2,953 |
|
|
|
283 |
|
Couchbase Inc * |
|
|
8,567 |
|
|
|
241 |
|
Credo Technology Group Holding Ltd * |
|
|
10,674 |
|
|
|
230 |
|
Digital Turbine Inc * |
|
|
25,750 |
|
|
|
82 |
|
Diodes Inc * |
|
|
6,321 |
|
|
|
430 |
|
eGain Corp * |
|
|
19,088 |
|
|
|
117 |
|
Elastic NV * |
|
|
1,743 |
|
|
|
233 |
|
Fabrinet * |
|
|
1,567 |
|
|
|
338 |
|
Gitlab Inc, Cl A * |
|
|
3,247 |
|
|
|
234 |
|
Hackett Group Inc/The |
|
|
17,078 |
|
|
|
422 |
|
Harmonic Inc * |
|
|
91,410 |
|
|
|
1,200 |
|
Ichor Holdings Ltd * |
|
|
5,294 |
|
|
|
227 |
|
Immersion Corp |
|
|
8,766 |
|
|
|
59 |
|
Informatica Inc, Cl A * |
|
|
8,542 |
|
|
|
278 |
|
InterDigital Inc |
|
|
1,514 |
|
|
|
162 |
|
JFrog Ltd * |
|
|
6,281 |
|
|
|
281 |
|
Kimball Electronics Inc * |
|
|
4,056 |
|
|
|
91 |
|
Kulicke & Soffa Industries Inc |
|
|
11,248 |
|
|
|
536 |
|
Kyndryl Holdings Inc * |
|
|
10,933 |
|
|
|
240 |
|
Littelfuse Inc |
|
|
2,160 |
|
|
|
515 |
|
LivePerson Inc * |
|
|
83,606 |
|
|
|
106 |
|
Lumentum Holdings Inc * |
|
|
17,439 |
|
|
|
845 |
|
Mitek Systems Inc * |
|
|
6,417 |
|
|
|
74 |
|
MKS Instruments Inc |
|
|
1,971 |
|
|
|
242 |
|
Napco Security Technologies Inc |
|
|
5,025 |
|
|
|
226 |
|
Nutanix Inc, Cl A * |
|
|
4,176 |
|
|
|
264 |
|
Olo Inc, Cl A * |
|
|
13,540 |
|
|
|
79 |
|
ON24 Inc |
|
|
60,744 |
|
|
|
426 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap II Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
OneSpan Inc * |
|
|
26,622 |
|
|
$ |
256 |
|
Onto Innovation Inc * |
|
|
2,092 |
|
|
|
385 |
|
PC Connection Inc |
|
|
4,440 |
|
|
|
295 |
|
Pegasystems Inc |
|
|
3,467 |
|
|
|
225 |
|
Photronics Inc * |
|
|
101,053 |
|
|
|
2,909 |
|
Power Integrations Inc |
|
|
7,101 |
|
|
|
507 |
|
Q2 Holdings Inc * |
|
|
5,715 |
|
|
|
264 |
|
Repay Holdings Corp, Cl A * |
|
|
13,870 |
|
|
|
121 |
|
Ribbon Communications Inc * |
|
|
28,900 |
|
|
|
86 |
|
Rimini Street Inc * |
|
|
31,352 |
|
|
|
101 |
|
SEMrush Holdings Inc, Cl A * |
|
|
13,771 |
|
|
|
172 |
|
SentinelOne Inc, Cl A * |
|
|
5,899 |
|
|
|
166 |
|
Silicon Laboratories Inc * |
|
|
4,139 |
|
|
|
569 |
|
Silicon Motion Technology Corp ADR |
|
|
36,546 |
|
|
|
2,587 |
|
SolarWinds Corp * |
|
|
45,870 |
|
|
|
548 |
|
Super Micro Computer Inc * |
|
|
2,270 |
|
|
|
1,966 |
|
Unisys Corp * |
|
|
52,232 |
|
|
|
271 |
|
Universal Display Corp |
|
|
3,352 |
|
|
|
585 |
|
Varonis Systems Inc, Cl B * |
|
|
4,312 |
|
|
|
219 |
|
Veeco Instruments Inc * |
|
|
6,917 |
|
|
|
250 |
|
Viavi Solutions Inc * |
|
|
79,133 |
|
|
|
756 |
|
Vontier Corp |
|
|
5,845 |
|
|
|
251 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,528 |
|
Materials — 4.4% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
440 |
|
|
|
166 |
|
Arcadium Lithium PLC *(A) |
|
|
99,052 |
|
|
|
544 |
|
Aspen Aerogels Inc * |
|
|
12,593 |
|
|
|
216 |
|
Axalta Coating Systems Ltd * |
|
|
22,525 |
|
|
|
737 |
|
Cabot Corp |
|
|
8,033 |
|
|
|
682 |
|
Century Aluminum Co * |
|
|
54,780 |
|
|
|
574 |
|
Clearwater Paper Corp * |
|
|
7,220 |
|
|
|
284 |
|
Commercial Metals Co |
|
|
36,782 |
|
|
|
1,986 |
|
Eagle Materials Inc |
|
|
1,042 |
|
|
|
264 |
|
Element Solutions Inc |
|
|
6,445 |
|
|
|
151 |
|
FMC Corp |
|
|
27,498 |
|
|
|
1,551 |
|
Haynes International Inc |
|
|
5,131 |
|
|
|
305 |
|
Ingevity Corp * |
|
|
13,778 |
|
|
|
629 |
|
Innospec Inc |
|
|
3,236 |
|
|
|
402 |
|
NewMarket Corp |
|
|
365 |
|
|
|
234 |
|
O-I Glass Inc, Cl I * |
|
|
30,583 |
|
|
|
518 |
|
Olympic Steel Inc |
|
|
2,466 |
|
|
|
168 |
|
Pactiv Evergreen Inc |
|
|
39,452 |
|
|
|
582 |
|
Quaker Chemical Corp |
|
|
2,831 |
|
|
|
568 |
|
Ramaco Resources Inc, Cl A |
|
|
5,725 |
|
|
|
101 |
|
Reliance Inc |
|
|
2,930 |
|
|
|
941 |
|
Silgan Holdings Inc |
|
|
8,023 |
|
|
|
352 |
|
SunCoke Energy Inc |
|
|
26,841 |
|
|
|
288 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,243 |
|
Real Estate — 3.4% |
|
|
|
|
Alexander's Inc ‡ |
|
|
2,454 |
|
|
|
542 |
|
Braemar Hotels & Resorts Inc ‡ |
|
|
32,000 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
COPT Defense Properties ‡ |
|
|
26,986 |
|
|
$ |
654 |
|
CubeSmart ‡ |
|
|
11,868 |
|
|
|
518 |
|
Douglas Elliman Inc |
|
|
51,510 |
|
|
|
95 |
|
eXp World Holdings Inc (A) |
|
|
34,190 |
|
|
|
448 |
|
Forestar Group Inc * |
|
|
11,963 |
|
|
|
403 |
|
Highwoods Properties Inc ‡ |
|
|
66,671 |
|
|
|
1,630 |
|
National Storage Affiliates Trust ‡ |
|
|
15,415 |
|
|
|
552 |
|
Newmark Group Inc, Cl A |
|
|
88,319 |
|
|
|
953 |
|
Office Properties Income Trust ‡ |
|
|
22,940 |
|
|
|
61 |
|
Orion Office REIT Inc ‡ |
|
|
117,560 |
|
|
|
413 |
|
Physicians Realty Trust ‡ |
|
|
47,829 |
|
|
|
537 |
|
Redfin Corp * |
|
|
16,120 |
|
|
|
115 |
|
RMR Group Inc/The, Cl A |
|
|
20,944 |
|
|
|
512 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
2,692 |
|
|
|
319 |
|
STAG Industrial Inc ‡ |
|
|
24,936 |
|
|
|
926 |
|
Terreno Realty Corp ‡ |
|
|
9,584 |
|
|
|
616 |
|
Universal Health Realty Income Trust ‡ |
|
|
1,700 |
|
|
|
66 |
|
Whitestone REIT, Cl B ‡ |
|
|
5,270 |
|
|
|
65 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,498 |
|
Utilities — 1.2% |
|
|
|
|
Black Hills Corp |
|
|
7,839 |
|
|
|
408 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
17,678 |
|
|
|
586 |
|
Chesapeake Utilities Corp |
|
|
4,544 |
|
|
|
464 |
|
IDACORP Inc, Cl Rights |
|
|
6,308 |
|
|
|
556 |
|
Portland General Electric Co |
|
|
25,613 |
|
|
|
1,029 |
|
Pure Cycle Corp * |
|
|
6,340 |
|
|
|
63 |
|
Spire Inc |
|
|
5,700 |
|
|
|
338 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,444 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $201,017) ($ Thousands) |
|
|
|
|
|
|
256,182 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 0.4% |
| |
|
|
|
|
|
|
|
|
iShares Russell 2000 Value ETF |
|
|
6,766 |
|
|
|
1,035 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $913) ($ Thousands) |
|
|
|
|
|
|
1,035 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 1.7% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
4,887,242 |
|
|
|
4,886 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $4,887) ($ Thousands) |
|
|
4,886 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small Cap II Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 3.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
8,990,482 |
|
|
$ |
8,990 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $8,990) ($ Thousands) |
|
|
|
|
|
|
8,990 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 96.7% |
|
|
|
|
|
|
|
|
(Cost $215,807) ($ Thousands) |
|
$ |
271,093 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $280,418 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $4,886 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
5,335 |
|
|
$ |
40,608 |
|
|
$ |
(41,053 |
) |
|
$ |
(1 |
) |
|
$ |
(3 |
) |
|
$ |
4,886 |
|
|
$ |
33 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
7,779 |
|
|
|
52,333 |
|
|
|
(51,122 |
) |
|
|
— |
|
|
|
— |
|
|
|
8,990 |
|
|
|
296 |
|
|
|
— |
|
Totals |
|
$ |
13,114 |
|
|
$ |
92,941 |
|
|
$ |
(92,175 |
) |
|
$ |
(1 |
) |
|
$ |
(3 |
) |
|
$ |
13,876 |
|
|
$ |
329 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small/Mid Cap Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 96.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 3.6% |
|
|
|
|
AMC Networks Inc, Cl A * |
|
|
22,800 |
|
|
$ |
295 |
|
Cable One Inc |
|
|
3,639 |
|
|
|
1,660 |
|
Cargurus Inc, Cl A * |
|
|
46,509 |
|
|
|
1,030 |
|
Cogent Communications Holdings Inc |
|
|
39,330 |
|
|
|
3,182 |
|
Fox Corp |
|
|
46,700 |
|
|
|
1,391 |
|
IAC Inc * |
|
|
11,271 |
|
|
|
640 |
|
Iridium Communications Inc |
|
|
13,804 |
|
|
|
400 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
96,900 |
|
|
|
880 |
|
Nexstar Media Group Inc, Cl A |
|
|
46,754 |
|
|
|
7,769 |
|
Playtika Holding Corp * |
|
|
56,700 |
|
|
|
420 |
|
PubMatic Inc, Cl A * |
|
|
63,900 |
|
|
|
1,338 |
|
Shutterstock Inc (A) |
|
|
83,414 |
|
|
|
4,067 |
|
TEGNA Inc |
|
|
49,300 |
|
|
|
691 |
|
TripAdvisor Inc * |
|
|
49,700 |
|
|
|
1,333 |
|
Vivid Seats Inc, Cl A * |
|
|
109,006 |
|
|
|
656 |
|
Ziff Davis Inc * |
|
|
51,148 |
|
|
|
3,517 |
|
ZipRecruiter Inc, Cl A * |
|
|
31,068 |
|
|
|
395 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,664 |
|
Consumer Discretionary — 12.3% |
|
|
|
|
American Axle & Manufacturing Holdings Inc * |
|
|
54,700 |
|
|
|
379 |
|
American Eagle Outfitters Inc |
|
|
46,900 |
|
|
|
1,114 |
|
Bloomin' Brands Inc |
|
|
53,700 |
|
|
|
1,460 |
|
BorgWarner Inc |
|
|
34,400 |
|
|
|
1,071 |
|
Brinker International Inc * |
|
|
21,900 |
|
|
|
1,015 |
|
Brunswick Corp/DE |
|
|
44,160 |
|
|
|
3,860 |
|
Capri Holdings Ltd * |
|
|
18,100 |
|
|
|
835 |
|
Carter's Inc |
|
|
12,100 |
|
|
|
979 |
|
Century Communities Inc |
|
|
13,400 |
|
|
|
1,156 |
|
Churchill Downs Inc |
|
|
32,559 |
|
|
|
3,968 |
|
Dick's Sporting Goods Inc |
|
|
30,812 |
|
|
|
5,481 |
|
Domino's Pizza Inc |
|
|
7,279 |
|
|
|
3,264 |
|
Dream Finders Homes Inc, Cl A * |
|
|
46,920 |
|
|
|
1,836 |
|
Duolingo Inc, Cl A * |
|
|
5,259 |
|
|
|
1,257 |
|
Expedia Group Inc * |
|
|
2,000 |
|
|
|
274 |
|
First Watch Restaurant Group Inc * |
|
|
47,800 |
|
|
|
1,197 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
1,260 |
|
|
|
153 |
|
Foot Locker Inc |
|
|
12,700 |
|
|
|
437 |
|
Fox Factory Holding Corp * |
|
|
4,506 |
|
|
|
228 |
|
Frontdoor Inc * |
|
|
25,500 |
|
|
|
800 |
|
G-III Apparel Group Ltd * |
|
|
33,700 |
|
|
|
1,121 |
|
Goodyear Tire & Rubber Co/The * |
|
|
71,642 |
|
|
|
851 |
|
Grand Canyon Education Inc * |
|
|
1,358 |
|
|
|
183 |
|
Group 1 Automotive Inc |
|
|
12,969 |
|
|
|
3,510 |
|
Harley-Davidson Inc |
|
|
42,300 |
|
|
|
1,534 |
|
Haverty Furniture Cos Inc |
|
|
38,200 |
|
|
|
1,310 |
|
Helen of Troy Ltd * |
|
|
6,402 |
|
|
|
800 |
|
Installed Building Products Inc |
|
|
23,421 |
|
|
|
5,596 |
|
Jack in the Box Inc |
|
|
7,184 |
|
|
|
524 |
|
JAKKS Pacific Inc * |
|
|
15,700 |
|
|
|
551 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
KB Home |
|
|
17,200 |
|
|
$ |
1,143 |
|
Kohl's Corp |
|
|
24,700 |
|
|
|
688 |
|
Lithia Motors Inc, Cl A |
|
|
8,989 |
|
|
|
2,688 |
|
Macy's Inc |
|
|
43,100 |
|
|
|
752 |
|
Modine Manufacturing Co * |
|
|
54,733 |
|
|
|
4,910 |
|
Mohawk Industries Inc * |
|
|
7,800 |
|
|
|
925 |
|
Murphy USA Inc |
|
|
2,302 |
|
|
|
960 |
|
National Vision Holdings Inc * |
|
|
15,174 |
|
|
|
355 |
|
ODP Corp/The * |
|
|
35,698 |
|
|
|
2,016 |
|
OneSpaWorld Holdings Ltd * |
|
|
79,000 |
|
|
|
1,030 |
|
Perdoceo Education Corp |
|
|
45,800 |
|
|
|
816 |
|
Phinia Inc |
|
|
11,300 |
|
|
|
387 |
|
Polaris Inc |
|
|
8,100 |
|
|
|
751 |
|
Pool Corp |
|
|
7,531 |
|
|
|
2,998 |
|
PulteGroup Inc |
|
|
35,200 |
|
|
|
3,815 |
|
PVH Corp |
|
|
13,300 |
|
|
|
1,818 |
|
Sally Beauty Holdings Inc * |
|
|
22,122 |
|
|
|
279 |
|
Skechers USA Inc, Cl A * |
|
|
8,540 |
|
|
|
528 |
|
Sportradar Group AG, Cl A * |
|
|
27,317 |
|
|
|
266 |
|
Stride Inc * |
|
|
15,091 |
|
|
|
902 |
|
Tapestry Inc |
|
|
21,600 |
|
|
|
1,027 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
17,800 |
|
|
|
1,008 |
|
Texas Roadhouse Inc, Cl A |
|
|
16,142 |
|
|
|
2,411 |
|
Toll Brothers Inc |
|
|
32,400 |
|
|
|
3,714 |
|
Travel + Leisure Co |
|
|
62,106 |
|
|
|
2,776 |
|
Under Armour Inc, Cl C * |
|
|
43,459 |
|
|
|
371 |
|
Upbound Group Inc, Cl A |
|
|
44,400 |
|
|
|
1,499 |
|
Urban Outfitters Inc * |
|
|
28,400 |
|
|
|
1,180 |
|
Victoria's Secret & Co * |
|
|
39,681 |
|
|
|
1,133 |
|
Whirlpool Corp |
|
|
14,400 |
|
|
|
1,546 |
|
Wingstop Inc |
|
|
18,868 |
|
|
|
6,624 |
|
Winnebago Industries Inc |
|
|
11,200 |
|
|
|
803 |
|
Worthington Enterprises Inc |
|
|
14,800 |
|
|
|
919 |
|
Wyndham Hotels & Resorts Inc |
|
|
16,465 |
|
|
|
1,260 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
101,042 |
|
Consumer Staples — 4.2% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
62,300 |
|
|
|
1,263 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
3,612 |
|
|
|
264 |
|
Casey's General Stores Inc |
|
|
23,577 |
|
|
|
7,179 |
|
Conagra Brands Inc |
|
|
38,100 |
|
|
|
1,070 |
|
Dole PLC |
|
|
75,600 |
|
|
|
893 |
|
Edgewell Personal Care Co |
|
|
25,900 |
|
|
|
989 |
|
elf Beauty Inc * |
|
|
18,002 |
|
|
|
3,754 |
|
Herbalife Ltd * |
|
|
23,800 |
|
|
|
210 |
|
Ingles Markets Inc, Cl A |
|
|
7,426 |
|
|
|
572 |
|
Ingredion Inc |
|
|
17,300 |
|
|
|
2,035 |
|
Inter Parfums Inc |
|
|
26,194 |
|
|
|
3,843 |
|
Molson Coors Beverage Co, Cl B |
|
|
44,100 |
|
|
|
2,753 |
|
SpartanNash Co |
|
|
18,700 |
|
|
|
394 |
|
Spectrum Brands Holdings Inc |
|
|
31,644 |
|
|
|
2,545 |
|
Sprouts Farmers Market Inc * |
|
|
63,600 |
|
|
|
3,971 |
|
US Foods Holding Corp * |
|
|
37,783 |
|
|
|
1,919 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utz Brands Inc |
|
|
60,200 |
|
|
$ |
1,065 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,719 |
|
Energy — 5.2% |
|
|
|
|
APA Corp |
|
|
30,500 |
|
|
|
909 |
|
Ardmore Shipping Corp |
|
|
61,600 |
|
|
|
1,000 |
|
Cactus Inc, Cl A |
|
|
17,265 |
|
|
|
792 |
|
California Resources Corp |
|
|
22,500 |
|
|
|
1,174 |
|
Callon Petroleum Co * |
|
|
20,300 |
|
|
|
632 |
|
Chord Energy Corp |
|
|
14,440 |
|
|
|
2,346 |
|
Civitas Resources Inc |
|
|
53,821 |
|
|
|
3,696 |
|
CNX Resources Corp * |
|
|
44,100 |
|
|
|
924 |
|
CVR Energy Inc |
|
|
28,638 |
|
|
|
950 |
|
DT Midstream Inc |
|
|
50,893 |
|
|
|
2,933 |
|
Helmerich & Payne Inc |
|
|
47,900 |
|
|
|
1,839 |
|
HF Sinclair Corp |
|
|
52,100 |
|
|
|
2,892 |
|
International Seaways Inc |
|
|
22,100 |
|
|
|
1,170 |
|
Marathon Oil Corp |
|
|
79,900 |
|
|
|
1,938 |
|
Matador Resources Co |
|
|
76,318 |
|
|
|
4,819 |
|
Northern Oil & Gas Inc |
|
|
85,586 |
|
|
|
3,058 |
|
Par Pacific Holdings Inc * |
|
|
32,200 |
|
|
|
1,163 |
|
PBF Energy Inc, Cl A |
|
|
16,000 |
|
|
|
747 |
|
Peabody Energy Corp |
|
|
32,174 |
|
|
|
797 |
|
Scorpio Tankers Inc |
|
|
33,965 |
|
|
|
2,280 |
|
TechnipFMC PLC |
|
|
103,794 |
|
|
|
2,251 |
|
Teekay Tankers Ltd, Cl A |
|
|
21,400 |
|
|
|
1,173 |
|
Viper Energy Inc, Cl A |
|
|
38,798 |
|
|
|
1,402 |
|
Vitesse Energy Inc |
|
|
3,154 |
|
|
|
72 |
|
Weatherford International PLC * |
|
|
10,572 |
|
|
|
1,085 |
|
World Kinect Corp |
|
|
26,900 |
|
|
|
655 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,697 |
|
Financials — 15.7% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
5,900 |
|
|
|
922 |
|
Ally Financial Inc |
|
|
40,300 |
|
|
|
1,491 |
|
Ambac Financial Group Inc * |
|
|
61,600 |
|
|
|
1,008 |
|
American Financial Group Inc/OH |
|
|
5,900 |
|
|
|
753 |
|
Annaly Capital Management Inc ‡ |
|
|
20,550 |
|
|
|
392 |
|
Ares Capital Corp |
|
|
35,700 |
|
|
|
722 |
|
Associated Banc-Corp |
|
|
54,400 |
|
|
|
1,134 |
|
Axos Financial Inc * |
|
|
19,221 |
|
|
|
1,002 |
|
Banc of California Inc |
|
|
7,644 |
|
|
|
112 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
30,600 |
|
|
|
856 |
|
Bank OZK |
|
|
72,554 |
|
|
|
3,178 |
|
BGC Group Inc, Cl A |
|
|
315,731 |
|
|
|
2,194 |
|
Blue Owl Capital Corp (A) |
|
|
69,500 |
|
|
|
1,048 |
|
Chimera Investment Corp ‡ |
|
|
61,200 |
|
|
|
267 |
|
Citizens Financial Group Inc |
|
|
77,700 |
|
|
|
2,439 |
|
City Holding Co |
|
|
9,000 |
|
|
|
904 |
|
CNA Financial Corp |
|
|
18,800 |
|
|
|
826 |
|
CNO Financial Group Inc |
|
|
116,100 |
|
|
|
3,099 |
|
Cohen & Steers Inc |
|
|
47,313 |
|
|
|
3,480 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Columbia Banking System Inc |
|
|
65,640 |
|
|
$ |
1,188 |
|
Comerica Inc |
|
|
30,100 |
|
|
|
1,486 |
|
Dime Community Bancshares Inc |
|
|
20,570 |
|
|
|
385 |
|
Employers Holdings Inc |
|
|
23,499 |
|
|
|
1,074 |
|
Equitable Holdings Inc |
|
|
27,500 |
|
|
|
942 |
|
Essent Group Ltd |
|
|
17,600 |
|
|
|
943 |
|
Euronet Worldwide Inc * |
|
|
22,768 |
|
|
|
2,492 |
|
Everest Group Ltd |
|
|
2,600 |
|
|
|
959 |
|
EVERTEC Inc |
|
|
25,400 |
|
|
|
918 |
|
FactSet Research Systems Inc |
|
|
6,105 |
|
|
|
2,824 |
|
Fifth Third Bancorp |
|
|
48,400 |
|
|
|
1,662 |
|
First American Financial Corp |
|
|
1,400 |
|
|
|
82 |
|
First Busey Corp |
|
|
27,700 |
|
|
|
639 |
|
First Horizon Corp |
|
|
23,000 |
|
|
|
324 |
|
First Merchants Corp |
|
|
43,329 |
|
|
|
1,439 |
|
FirstCash Holdings Inc |
|
|
18,242 |
|
|
|
2,089 |
|
FleetCor Technologies Inc * |
|
|
3,700 |
|
|
|
1,033 |
|
Flywire Corp * |
|
|
25,940 |
|
|
|
736 |
|
FNB Corp/PA |
|
|
81,000 |
|
|
|
1,081 |
|
FS KKR Capital Corp |
|
|
35,800 |
|
|
|
676 |
|
Fulton Financial Corp |
|
|
117,500 |
|
|
|
1,809 |
|
Globe Life Inc |
|
|
20,663 |
|
|
|
2,623 |
|
Hamilton Lane Inc, Cl A |
|
|
56,096 |
|
|
|
6,443 |
|
Hancock Whitney Corp |
|
|
35,700 |
|
|
|
1,557 |
|
Hanmi Financial Corp |
|
|
62,800 |
|
|
|
949 |
|
Home BancShares Inc/AR |
|
|
130,081 |
|
|
|
3,052 |
|
HomeStreet Inc |
|
|
8,800 |
|
|
|
123 |
|
Jack Henry & Associates Inc |
|
|
16,554 |
|
|
|
2,877 |
|
KeyCorp |
|
|
49,300 |
|
|
|
703 |
|
Kinsale Capital Group Inc |
|
|
17,227 |
|
|
|
8,892 |
|
Lincoln National Corp |
|
|
14,100 |
|
|
|
388 |
|
LPL Financial Holdings Inc |
|
|
2,548 |
|
|
|
683 |
|
MGIC Investment Corp |
|
|
81,200 |
|
|
|
1,615 |
|
Morningstar Inc |
|
|
10,097 |
|
|
|
3,015 |
|
Mr Cooper Group Inc * |
|
|
20,251 |
|
|
|
1,443 |
|
Navient Corp |
|
|
65,200 |
|
|
|
1,060 |
|
NCR Atleos Corp * |
|
|
8,100 |
|
|
|
176 |
|
NMI Holdings Inc, Cl A * |
|
|
30,400 |
|
|
|
914 |
|
Northwest Bancshares Inc |
|
|
80,500 |
|
|
|
923 |
|
Oaktree Specialty Lending Corp (A) |
|
|
53,000 |
|
|
|
1,057 |
|
OFG Bancorp |
|
|
68,200 |
|
|
|
2,470 |
|
Pacific Premier Bancorp Inc |
|
|
57,565 |
|
|
|
1,316 |
|
Palomar Holdings Inc, Cl A * |
|
|
13,500 |
|
|
|
1,028 |
|
Park National Corp |
|
|
7,300 |
|
|
|
938 |
|
Pathward Financial Inc |
|
|
19,930 |
|
|
|
1,013 |
|
Popular Inc |
|
|
24,900 |
|
|
|
2,084 |
|
Preferred Bank/Los Angeles CA |
|
|
15,800 |
|
|
|
1,135 |
|
PROG Holdings Inc * |
|
|
36,500 |
|
|
|
1,127 |
|
Prosperity Bancshares Inc |
|
|
35,573 |
|
|
|
2,220 |
|
Radian Group Inc |
|
|
40,700 |
|
|
|
1,186 |
|
Regions Financial Corp |
|
|
63,600 |
|
|
|
1,185 |
|
Reinsurance Group of America Inc, Cl A |
|
|
6,200 |
|
|
|
1,096 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Remitly Global Inc * |
|
|
67,751 |
|
|
$ |
1,397 |
|
Rithm Capital Corp ‡ |
|
|
85,300 |
|
|
|
925 |
|
Skyward Specialty Insurance Group Inc * |
|
|
27,836 |
|
|
|
1,019 |
|
Starwood Property Trust Inc ‡ |
|
|
121,952 |
|
|
|
2,487 |
|
Stifel Financial Corp |
|
|
31,355 |
|
|
|
2,379 |
|
Synovus Financial Corp |
|
|
19,300 |
|
|
|
732 |
|
Trustmark Corp |
|
|
35,000 |
|
|
|
940 |
|
UMB Financial Corp |
|
|
11,800 |
|
|
|
963 |
|
United Bankshares Inc/WV |
|
|
29,500 |
|
|
|
1,023 |
|
Universal Insurance Holdings Inc |
|
|
7,500 |
|
|
|
151 |
|
Unum Group |
|
|
39,000 |
|
|
|
1,929 |
|
Veritex Holdings Inc |
|
|
36,500 |
|
|
|
716 |
|
Victory Capital Holdings Inc, Cl A |
|
|
50,200 |
|
|
|
1,929 |
|
Western Union Co/The |
|
|
32,400 |
|
|
|
434 |
|
WisdomTree Inc |
|
|
193,785 |
|
|
|
1,562 |
|
World Acceptance Corp * |
|
|
8,100 |
|
|
|
970 |
|
WSFS Financial Corp |
|
|
23,500 |
|
|
|
996 |
|
Zions Bancorp NA |
|
|
44,500 |
|
|
|
1,755 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
128,206 |
|
Health Care — 11.2% |
|
|
|
|
Acadia Healthcare Co Inc * |
|
|
11,785 |
|
|
|
983 |
|
ACADIA Pharmaceuticals Inc * |
|
|
30,766 |
|
|
|
715 |
|
Addus HomeCare Corp * |
|
|
8,308 |
|
|
|
767 |
|
ADMA Biologics Inc * |
|
|
190,000 |
|
|
|
1,018 |
|
Agios Pharmaceuticals Inc * |
|
|
9,390 |
|
|
|
303 |
|
Align Technology Inc * |
|
|
675 |
|
|
|
204 |
|
Amphastar Pharmaceuticals Inc * |
|
|
15,766 |
|
|
|
734 |
|
ANI Pharmaceuticals Inc * |
|
|
14,210 |
|
|
|
962 |
|
Apellis Pharmaceuticals Inc * |
|
|
7,860 |
|
|
|
487 |
|
Arvinas Inc * |
|
|
6,138 |
|
|
|
282 |
|
Aurinia Pharmaceuticals Inc *(A) |
|
|
92,496 |
|
|
|
529 |
|
Axogen Inc * |
|
|
29,127 |
|
|
|
308 |
|
Bio-Techne Corp |
|
|
8,195 |
|
|
|
603 |
|
Blueprint Medicines Corp * |
|
|
23,101 |
|
|
|
2,160 |
|
CareDx Inc * |
|
|
115,000 |
|
|
|
1,224 |
|
Catalyst Pharmaceuticals Inc * |
|
|
64,700 |
|
|
|
1,037 |
|
Certara Inc * |
|
|
17,875 |
|
|
|
302 |
|
Chemed Corp |
|
|
4,813 |
|
|
|
3,014 |
|
Collegium Pharmaceutical Inc * |
|
|
29,200 |
|
|
|
1,072 |
|
Cooper Cos Inc/The |
|
|
7,732 |
|
|
|
724 |
|
Corcept Therapeutics Inc * |
|
|
32,400 |
|
|
|
761 |
|
DaVita Inc * |
|
|
9,700 |
|
|
|
1,232 |
|
Doximity Inc, Cl A * |
|
|
21,655 |
|
|
|
611 |
|
Encompass Health Corp |
|
|
49,074 |
|
|
|
3,651 |
|
Enovis Corp * |
|
|
27,264 |
|
|
|
1,631 |
|
Ensign Group Inc/The |
|
|
77,434 |
|
|
|
9,673 |
|
Evolent Health Inc, Cl A * |
|
|
59,110 |
|
|
|
2,004 |
|
Exelixis Inc * |
|
|
19,000 |
|
|
|
416 |
|
Fortrea Holdings Inc * |
|
|
25,095 |
|
|
|
942 |
|
Globus Medical Inc, Cl A * |
|
|
19,848 |
|
|
|
1,072 |
|
Haemonetics Corp * |
|
|
9,622 |
|
|
|
702 |
|
Halozyme Therapeutics Inc * |
|
|
13,219 |
|
|
|
526 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
HealthEquity Inc * |
|
|
5,270 |
|
|
$ |
435 |
|
Henry Schein Inc * |
|
|
10,300 |
|
|
|
788 |
|
Incyte Corp * |
|
|
9,000 |
|
|
|
525 |
|
Insmed Inc * |
|
|
12,178 |
|
|
|
338 |
|
Integer Holdings Corp * |
|
|
10,200 |
|
|
|
1,125 |
|
Intra-Cellular Therapies Inc * |
|
|
7,379 |
|
|
|
513 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
97,700 |
|
|
|
921 |
|
Jazz Pharmaceuticals PLC * |
|
|
19,500 |
|
|
|
2,319 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
51,700 |
|
|
|
1,093 |
|
Lantheus Holdings Inc * |
|
|
8,800 |
|
|
|
575 |
|
Legend Biotech Corp ADR * |
|
|
4,871 |
|
|
|
317 |
|
LeMaitre Vascular Inc |
|
|
50,248 |
|
|
|
3,517 |
|
Ligand Pharmaceuticals Inc * |
|
|
25,091 |
|
|
|
1,991 |
|
LivaNova PLC * |
|
|
37,300 |
|
|
|
2,044 |
|
Masimo Corp * |
|
|
2,807 |
|
|
|
361 |
|
Medpace Holdings Inc * |
|
|
4,070 |
|
|
|
1,618 |
|
Merit Medical Systems Inc * |
|
|
25,653 |
|
|
|
1,955 |
|
Nevro Corp * |
|
|
15,330 |
|
|
|
223 |
|
Omnicell Inc * |
|
|
5,790 |
|
|
|
152 |
|
Option Care Health Inc * |
|
|
46,075 |
|
|
|
1,487 |
|
Organon & Co |
|
|
29,800 |
|
|
|
519 |
|
Perrigo Co PLC |
|
|
80,068 |
|
|
|
2,103 |
|
Prestige Consumer Healthcare Inc * |
|
|
14,400 |
|
|
|
1,002 |
|
Progyny Inc * |
|
|
23,000 |
|
|
|
840 |
|
Quest Diagnostics Inc |
|
|
23,632 |
|
|
|
2,951 |
|
QuidelOrtho Corp * |
|
|
20,570 |
|
|
|
938 |
|
Relay Therapeutics Inc * |
|
|
19,858 |
|
|
|
199 |
|
Repligen Corp * |
|
|
5,462 |
|
|
|
1,060 |
|
Select Medical Holdings Corp |
|
|
27,000 |
|
|
|
735 |
|
Shockwave Medical Inc * |
|
|
1,645 |
|
|
|
429 |
|
Sotera Health Co * |
|
|
29,151 |
|
|
|
438 |
|
SpringWorks Therapeutics Inc * |
|
|
6,731 |
|
|
|
332 |
|
STERIS PLC |
|
|
20,697 |
|
|
|
4,821 |
|
Stevanato Group SpA (A) |
|
|
36,492 |
|
|
|
1,210 |
|
Supernus Pharmaceuticals Inc * |
|
|
8,430 |
|
|
|
250 |
|
Syndax Pharmaceuticals Inc * |
|
|
15,030 |
|
|
|
352 |
|
Tandem Diabetes Care Inc * |
|
|
15,180 |
|
|
|
404 |
|
Teleflex Inc |
|
|
1,919 |
|
|
|
428 |
|
TransMedics Group Inc * |
|
|
17,737 |
|
|
|
1,447 |
|
United Therapeutics Corp * |
|
|
8,850 |
|
|
|
1,997 |
|
Universal Health Services Inc, Cl B |
|
|
11,300 |
|
|
|
1,888 |
|
US Physical Therapy Inc |
|
|
29,233 |
|
|
|
3,107 |
|
Veracyte Inc * |
|
|
14,919 |
|
|
|
351 |
|
Vericel Corp * |
|
|
21,300 |
|
|
|
973 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
91,720 |
|
Industrials — 22.8% |
|
|
|
|
Acuity Brands Inc |
|
|
7,400 |
|
|
|
1,859 |
|
ACV Auctions Inc, Cl A * |
|
|
105,619 |
|
|
|
1,875 |
|
AeroVironment Inc * |
|
|
17,146 |
|
|
|
2,174 |
|
AGCO Corp |
|
|
24,600 |
|
|
|
2,699 |
|
Air Lease Corp, Cl A |
|
|
72,071 |
|
|
|
2,890 |
|
Alaska Air Group Inc * |
|
|
20,210 |
|
|
|
756 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Alight Inc, Cl A * |
|
|
127,976 |
|
|
$ |
1,153 |
|
Allison Transmission Holdings Inc |
|
|
88,860 |
|
|
|
6,694 |
|
Apogee Enterprises Inc |
|
|
26,800 |
|
|
|
1,533 |
|
Applied Industrial Technologies Inc |
|
|
8,160 |
|
|
|
1,549 |
|
ArcBest Corp |
|
|
14,700 |
|
|
|
2,100 |
|
Atkore Inc |
|
|
19,600 |
|
|
|
3,320 |
|
AZEK Co Inc/The, Cl A * |
|
|
35,845 |
|
|
|
1,725 |
|
AZZ Inc |
|
|
18,300 |
|
|
|
1,332 |
|
Beacon Roofing Supply Inc * |
|
|
14,216 |
|
|
|
1,221 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
24,921 |
|
|
|
3,681 |
|
Broadridge Financial Solutions Inc |
|
|
17,728 |
|
|
|
3,609 |
|
Builders FirstSource Inc * |
|
|
9,300 |
|
|
|
1,815 |
|
BWX Technologies Inc |
|
|
63,134 |
|
|
|
6,366 |
|
Carlisle Cos Inc |
|
|
10,097 |
|
|
|
3,534 |
|
Cimpress PLC * |
|
|
16,846 |
|
|
|
1,651 |
|
CNH Industrial NV |
|
|
90,100 |
|
|
|
1,077 |
|
Comfort Systems USA Inc |
|
|
5,665 |
|
|
|
1,732 |
|
Concentrix Corp |
|
|
40,218 |
|
|
|
2,914 |
|
Construction Partners Inc, Cl A * |
|
|
21,500 |
|
|
|
1,034 |
|
Core & Main Inc, Cl A * |
|
|
4,534 |
|
|
|
216 |
|
Crane Co |
|
|
26,293 |
|
|
|
3,196 |
|
CSG Systems International Inc |
|
|
13,150 |
|
|
|
717 |
|
Curtiss-Wright Corp |
|
|
1,874 |
|
|
|
443 |
|
Deluxe Corp |
|
|
26,200 |
|
|
|
509 |
|
Encore Wire Corp |
|
|
7,300 |
|
|
|
1,759 |
|
Ennis Inc |
|
|
45,100 |
|
|
|
916 |
|
Esab Corp |
|
|
25,397 |
|
|
|
2,517 |
|
ExlService Holdings Inc * |
|
|
24,825 |
|
|
|
773 |
|
Exponent Inc |
|
|
9,325 |
|
|
|
754 |
|
Federal Signal Corp |
|
|
39,170 |
|
|
|
3,208 |
|
FTAI Aviation Ltd |
|
|
65,655 |
|
|
|
3,696 |
|
FTI Consulting Inc * |
|
|
7,955 |
|
|
|
1,646 |
|
Gates Industrial Corp PLC * |
|
|
52,900 |
|
|
|
779 |
|
GATX Corp |
|
|
8,000 |
|
|
|
1,015 |
|
Generac Holdings Inc * |
|
|
4,269 |
|
|
|
480 |
|
GFL Environmental Inc (A) |
|
|
88,521 |
|
|
|
3,194 |
|
Gibraltar Industries Inc * |
|
|
13,100 |
|
|
|
1,015 |
|
GMS Inc * |
|
|
15,745 |
|
|
|
1,406 |
|
Greenbrier Cos Inc/The |
|
|
21,000 |
|
|
|
1,087 |
|
Griffon Corp |
|
|
14,600 |
|
|
|
1,042 |
|
GXO Logistics Inc * |
|
|
45,474 |
|
|
|
2,354 |
|
H&E Equipment Services Inc |
|
|
18,261 |
|
|
|
1,032 |
|
Heartland Express Inc |
|
|
17,835 |
|
|
|
228 |
|
Hexcel Corp |
|
|
27,493 |
|
|
|
2,047 |
|
HNI Corp |
|
|
22,600 |
|
|
|
1,013 |
|
Huntington Ingalls Industries Inc |
|
|
12,566 |
|
|
|
3,664 |
|
Huron Consulting Group Inc * |
|
|
9,454 |
|
|
|
928 |
|
Insperity Inc |
|
|
27,942 |
|
|
|
2,844 |
|
Interface Inc, Cl A |
|
|
60,500 |
|
|
|
951 |
|
Janus International Group Inc * |
|
|
86,782 |
|
|
|
1,245 |
|
Kaman Corp |
|
|
23,840 |
|
|
|
1,092 |
|
Kirby Corp * |
|
|
8,879 |
|
|
|
779 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Landstar System Inc |
|
|
13,501 |
|
|
$ |
2,568 |
|
ManpowerGroup Inc |
|
|
14,300 |
|
|
|
1,032 |
|
Matson Inc |
|
|
18,536 |
|
|
|
2,058 |
|
Middleby Corp/The * |
|
|
8,255 |
|
|
|
1,256 |
|
MillerKnoll Inc |
|
|
75,300 |
|
|
|
2,300 |
|
Moog Inc, Cl A |
|
|
7,200 |
|
|
|
1,080 |
|
Mueller Water Products Inc, Cl A |
|
|
63,300 |
|
|
|
984 |
|
MYR Group Inc * |
|
|
6,030 |
|
|
|
980 |
|
NEXTracker Inc, Cl A * |
|
|
17,100 |
|
|
|
962 |
|
Nordson Corp |
|
|
11,505 |
|
|
|
3,056 |
|
OPENLANE Inc * |
|
|
180,518 |
|
|
|
2,757 |
|
Oshkosh Corp |
|
|
13,100 |
|
|
|
1,452 |
|
Owens Corning |
|
|
18,500 |
|
|
|
2,771 |
|
Parsons Corp * |
|
|
39,990 |
|
|
|
3,224 |
|
Powell Industries Inc |
|
|
10,600 |
|
|
|
1,964 |
|
Primoris Services Corp |
|
|
28,800 |
|
|
|
1,138 |
|
Quad/Graphics Inc, Cl A |
|
|
86,600 |
|
|
|
519 |
|
Quanex Building Products Corp |
|
|
35,360 |
|
|
|
1,223 |
|
RB Global Inc |
|
|
30,270 |
|
|
|
2,298 |
|
RBC Bearings Inc * |
|
|
6,495 |
|
|
|
1,772 |
|
Ryder System Inc |
|
|
15,400 |
|
|
|
1,757 |
|
Sensata Technologies Holding PLC |
|
|
33,736 |
|
|
|
1,161 |
|
Simpson Manufacturing Co Inc |
|
|
13,800 |
|
|
|
2,880 |
|
SkyWest Inc * |
|
|
19,800 |
|
|
|
1,272 |
|
Snap-on Inc |
|
|
7,400 |
|
|
|
2,040 |
|
Standex International Corp |
|
|
20,193 |
|
|
|
3,493 |
|
Tennant Co |
|
|
11,100 |
|
|
|
1,256 |
|
Terex Corp |
|
|
17,600 |
|
|
|
1,009 |
|
Tetra Tech Inc |
|
|
18,902 |
|
|
|
3,352 |
|
Textron Inc |
|
|
32,800 |
|
|
|
2,921 |
|
Timken Co/The |
|
|
12,700 |
|
|
|
1,067 |
|
Toro Co/The |
|
|
3,473 |
|
|
|
321 |
|
TransUnion |
|
|
32,403 |
|
|
|
2,515 |
|
TriNet Group Inc * |
|
|
9,000 |
|
|
|
1,152 |
|
UFP Industries Inc |
|
|
23,363 |
|
|
|
2,678 |
|
UniFirst Corp/MA |
|
|
12,210 |
|
|
|
2,060 |
|
United Airlines Holdings Inc * |
|
|
16,200 |
|
|
|
737 |
|
Valmont Industries Inc |
|
|
13,263 |
|
|
|
2,811 |
|
Verra Mobility Corp, Cl A * |
|
|
79,698 |
|
|
|
1,723 |
|
Watts Water Technologies Inc, Cl A |
|
|
4,900 |
|
|
|
999 |
|
WESCO International Inc |
|
|
15,212 |
|
|
|
2,274 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
32,715 |
|
|
|
1,562 |
|
XPO Inc * |
|
|
13,890 |
|
|
|
1,671 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
186,943 |
|
Information Technology — 11.6% |
|
|
|
|
8x8 Inc * |
|
|
85,175 |
|
|
|
241 |
|
ACI Worldwide Inc * |
|
|
46,921 |
|
|
|
1,544 |
|
ACM Research Inc, Cl A * |
|
|
50,197 |
|
|
|
1,552 |
|
Adeia Inc |
|
|
55,300 |
|
|
|
627 |
|
Agilysys Inc * |
|
|
19,345 |
|
|
|
1,505 |
|
Altair Engineering Inc, Cl A * |
|
|
17,369 |
|
|
|
1,478 |
|
Amdocs Ltd |
|
|
12,700 |
|
|
|
1,158 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small/Mid Cap Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Amkor Technology Inc |
|
|
70,800 |
|
|
$ |
2,196 |
|
Appfolio Inc, Cl A * |
|
|
4,351 |
|
|
|
1,053 |
|
Arrow Electronics Inc * |
|
|
16,000 |
|
|
|
1,880 |
|
Avnet Inc |
|
|
22,000 |
|
|
|
1,025 |
|
Badger Meter Inc |
|
|
6,000 |
|
|
|
952 |
|
Blackbaud Inc * |
|
|
1,575 |
|
|
|
109 |
|
Camtek Ltd/Israel * |
|
|
22,137 |
|
|
|
1,762 |
|
Cirrus Logic Inc * |
|
|
10,700 |
|
|
|
983 |
|
Clear Secure Inc, Cl A |
|
|
40,100 |
|
|
|
772 |
|
Clearwater Analytics Holdings Inc, Cl A * |
|
|
79,925 |
|
|
|
1,376 |
|
Cognex Corp |
|
|
72,960 |
|
|
|
2,878 |
|
CommVault Systems Inc * |
|
|
12,700 |
|
|
|
1,216 |
|
Consensus Cloud Solutions Inc * |
|
|
29,241 |
|
|
|
466 |
|
Crane NXT Co |
|
|
20,579 |
|
|
|
1,202 |
|
Dropbox Inc, Cl A * |
|
|
31,500 |
|
|
|
754 |
|
Dynatrace Inc * |
|
|
11,110 |
|
|
|
551 |
|
Ebix Inc * |
|
|
16,200 |
|
|
|
15 |
|
Elastic NV * |
|
|
1,776 |
|
|
|
238 |
|
GLOBALFOUNDRIES Inc *(A) |
|
|
14,846 |
|
|
|
812 |
|
Intapp Inc * |
|
|
24,300 |
|
|
|
953 |
|
Jabil Inc |
|
|
28,300 |
|
|
|
4,078 |
|
Kulicke & Soffa Industries Inc |
|
|
53,183 |
|
|
|
2,533 |
|
Kyndryl Holdings Inc * |
|
|
59,335 |
|
|
|
1,304 |
|
Littelfuse Inc |
|
|
10,214 |
|
|
|
2,433 |
|
LiveRamp Holdings Inc * |
|
|
26,000 |
|
|
|
910 |
|
Mirion Technologies Inc, Cl A * |
|
|
101,000 |
|
|
|
988 |
|
N-able Inc * |
|
|
19,228 |
|
|
|
259 |
|
Napco Security Technologies Inc |
|
|
22,500 |
|
|
|
1,013 |
|
NCR Voyix Corp * |
|
|
16,200 |
|
|
|
237 |
|
NetScout Systems Inc * |
|
|
45,700 |
|
|
|
989 |
|
Nova Ltd * |
|
|
21,913 |
|
|
|
3,801 |
|
Novanta Inc * |
|
|
8,580 |
|
|
|
1,484 |
|
Okta Inc, Cl A * |
|
|
8,269 |
|
|
|
887 |
|
ON Semiconductor Corp * |
|
|
2,540 |
|
|
|
201 |
|
Onto Innovation Inc * |
|
|
5,500 |
|
|
|
1,013 |
|
OSI Systems Inc * |
|
|
7,400 |
|
|
|
971 |
|
Power Integrations Inc |
|
|
33,577 |
|
|
|
2,399 |
|
PowerSchool Holdings Inc, Cl A * |
|
|
39,600 |
|
|
|
827 |
|
PROS Holdings Inc * |
|
|
60,385 |
|
|
|
2,159 |
|
Qualys Inc * |
|
|
3,049 |
|
|
|
524 |
|
Rambus Inc * |
|
|
47,255 |
|
|
|
2,799 |
|
Rapid7 Inc * |
|
|
16,700 |
|
|
|
978 |
|
Sanmina Corp * |
|
|
21,400 |
|
|
|
1,353 |
|
Skyworks Solutions Inc |
|
|
5,500 |
|
|
|
577 |
|
SMART Global Holdings Inc * |
|
|
46,900 |
|
|
|
998 |
|
Smartsheet Inc, Cl A * |
|
|
17,305 |
|
|
|
730 |
|
SolarWinds Corp * |
|
|
79,500 |
|
|
|
949 |
|
Sprout Social Inc, Cl A * |
|
|
6,907 |
|
|
|
427 |
|
SPS Commerce Inc * |
|
|
18,095 |
|
|
|
3,351 |
|
Super Micro Computer Inc * |
|
|
6,557 |
|
|
|
5,679 |
|
TD SYNNEX Corp |
|
|
7,400 |
|
|
|
769 |
|
Teledyne Technologies Inc * |
|
|
2,449 |
|
|
|
1,046 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tenable Holdings Inc * |
|
|
29,841 |
|
|
$ |
1,437 |
|
Teradata Corp * |
|
|
18,186 |
|
|
|
684 |
|
Trimble Inc * |
|
|
21,167 |
|
|
|
1,295 |
|
TTM Technologies Inc * |
|
|
64,600 |
|
|
|
959 |
|
Universal Display Corp |
|
|
15,807 |
|
|
|
2,757 |
|
Varonis Systems Inc, Cl B * |
|
|
52,930 |
|
|
|
2,689 |
|
Veeco Instruments Inc * |
|
|
34,500 |
|
|
|
1,249 |
|
Verint Systems Inc * |
|
|
39,231 |
|
|
|
1,240 |
|
Vertex Inc, Cl A * |
|
|
48,130 |
|
|
|
1,616 |
|
Vishay Intertechnology Inc |
|
|
44,800 |
|
|
|
974 |
|
Xerox Holdings Corp |
|
|
103,700 |
|
|
|
1,934 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
59,800 |
|
|
|
628 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
95,426 |
|
Materials — 4.1% |
|
|
|
|
Ashland Inc |
|
|
9,381 |
|
|
|
879 |
|
Aspen Aerogels Inc * |
|
|
96,000 |
|
|
|
1,649 |
|
Axalta Coating Systems Ltd * |
|
|
77,190 |
|
|
|
2,526 |
|
Berry Global Group Inc |
|
|
26,700 |
|
|
|
1,554 |
|
Chemours Co/The |
|
|
26,400 |
|
|
|
519 |
|
Eastman Chemical Co |
|
|
9,800 |
|
|
|
860 |
|
Element Solutions Inc |
|
|
30,469 |
|
|
|
716 |
|
FMC Corp |
|
|
11,336 |
|
|
|
639 |
|
Graphic Packaging Holding Co |
|
|
21,028 |
|
|
|
546 |
|
Ingevity Corp * |
|
|
8,900 |
|
|
|
407 |
|
Koppers Holdings Inc |
|
|
20,800 |
|
|
|
1,178 |
|
Metallus Inc * |
|
|
44,200 |
|
|
|
961 |
|
Minerals Technologies Inc |
|
|
13,900 |
|
|
|
1,006 |
|
Mosaic Co/The |
|
|
34,700 |
|
|
|
1,081 |
|
O-I Glass Inc, Cl I * |
|
|
54,500 |
|
|
|
922 |
|
Quaker Chemical Corp |
|
|
18,584 |
|
|
|
3,726 |
|
Reliance Inc |
|
|
20,918 |
|
|
|
6,719 |
|
Ryerson Holding Corp |
|
|
17,000 |
|
|
|
537 |
|
Silgan Holdings Inc |
|
|
91,872 |
|
|
|
4,034 |
|
Steel Dynamics Inc |
|
|
13,000 |
|
|
|
1,740 |
|
Summit Materials Inc, Cl A * |
|
|
25,300 |
|
|
|
1,081 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,280 |
|
Real Estate — 4.3% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
63,200 |
|
|
|
1,036 |
|
American Assets Trust Inc ‡ |
|
|
81,800 |
|
|
|
1,764 |
|
Apple Hospitality REIT Inc ‡ |
|
|
67,400 |
|
|
|
1,084 |
|
Brandywine Realty Trust ‡ |
|
|
80,600 |
|
|
|
347 |
|
Brixmor Property Group Inc ‡ |
|
|
45,100 |
|
|
|
1,020 |
|
Centerspace ‡ |
|
|
16,700 |
|
|
|
928 |
|
City Office REIT Inc ‡ |
|
|
72,700 |
|
|
|
333 |
|
COPT Defense Properties ‡ |
|
|
36,400 |
|
|
|
882 |
|
CTO Realty Growth Inc ‡(A) |
|
|
36,630 |
|
|
|
625 |
|
CubeSmart ‡ |
|
|
56,118 |
|
|
|
2,447 |
|
EPR Properties ‡ |
|
|
27,700 |
|
|
|
1,138 |
|
Equity Commonwealth *‡ |
|
|
67,199 |
|
|
|
1,265 |
|
eXp World Holdings Inc (A) |
|
|
163,576 |
|
|
|
2,143 |
|
Franklin Street Properties Corp ‡ |
|
|
107,000 |
|
|
|
254 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Small/Mid Cap Equity Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gaming and Leisure Properties Inc ‡ |
|
|
66,425 |
|
|
$ |
3,021 |
|
Getty Realty Corp ‡ |
|
|
25,000 |
|
|
|
659 |
|
Host Hotels & Resorts Inc ‡ |
|
|
85,300 |
|
|
|
1,769 |
|
Industrial Logistics Properties Trust ‡ |
|
|
35,900 |
|
|
|
137 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
21,500 |
|
|
|
2,107 |
|
Kilroy Realty Corp ‡ |
|
|
22,400 |
|
|
|
849 |
|
Kite Realty Group Trust ‡ |
|
|
29,900 |
|
|
|
640 |
|
Newmark Group Inc, Cl A |
|
|
104,522 |
|
|
|
1,128 |
|
Office Properties Income Trust ‡ |
|
|
45,400 |
|
|
|
121 |
|
Omega Healthcare Investors Inc ‡ |
|
|
29,900 |
|
|
|
930 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
55,300 |
|
|
|
347 |
|
Plymouth Industrial REIT Inc ‡ |
|
|
45,401 |
|
|
|
979 |
|
Sabra Health Care REIT Inc ‡ |
|
|
50,600 |
|
|
|
702 |
|
Service Properties Trust ‡ |
|
|
48,500 |
|
|
|
330 |
|
Tanger Inc ‡ |
|
|
61,407 |
|
|
|
1,769 |
|
Terreno Realty Corp ‡ |
|
|
61,318 |
|
|
|
3,943 |
|
Uniti Group Inc ‡ |
|
|
71,260 |
|
|
|
418 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,115 |
|
Utilities — 1.9% |
|
|
|
|
Avista Corp |
|
|
24,800 |
|
|
|
823 |
|
Brookfield Infrastructure Corp, Cl A (A) |
|
|
83,590 |
|
|
|
2,773 |
|
Chesapeake Utilities Corp |
|
|
21,485 |
|
|
|
2,192 |
|
National Fuel Gas Co |
|
|
15,900 |
|
|
|
775 |
|
New Jersey Resources Corp |
|
|
19,900 |
|
|
|
828 |
|
Northwest Natural Holding Co |
|
|
19,803 |
|
|
|
727 |
|
NRG Energy Inc |
|
|
59,700 |
|
|
|
3,303 |
|
Otter Tail Corp |
|
|
11,200 |
|
|
|
1,013 |
|
UGI Corp |
|
|
22,900 |
|
|
|
561 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vistra Corp |
|
|
42,600 |
|
|
$ |
2,323 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,318 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $598,030) ($ Thousands) |
|
|
|
|
|
|
794,130 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 1.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
7,838,663 |
|
|
|
7,832 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $7,838) ($ Thousands) |
|
|
7,832 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
18,121,007 |
|
|
|
18,121 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $18,121) ($ Thousands) |
|
|
|
|
|
|
18,121 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.1% |
|
|
|
|
|
|
|
|
(Cost $623,989) ($ Thousands) |
|
$ |
820,083 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $819,174 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $7,832 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
18,033 |
|
|
$ |
88,665 |
|
|
$ |
(98,868 |
) |
|
$ |
2 |
|
|
$ |
— |
|
|
$ |
7,832 |
|
|
$ |
50 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
27,881 |
|
|
|
145,323 |
|
|
|
(155,083 |
) |
|
|
— |
|
|
|
— |
|
|
|
18,121 |
|
|
|
890 |
|
|
|
— |
|
Totals |
|
$ |
45,914 |
|
|
$ |
233,988 |
|
|
$ |
(253,951 |
) |
|
$ |
2 |
|
|
$ |
— |
|
|
$ |
25,953 |
|
|
$ |
940 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Equity Factor Allocation Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 100.1% |
| |
|
|
|
|
|
|
|
|
Communication Services — 9.6% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
238,743 |
|
|
$ |
33,056 |
|
Alphabet Inc, Cl C * |
|
|
68,937 |
|
|
|
9,636 |
|
AT&T Inc |
|
|
478,416 |
|
|
|
8,099 |
|
Cargurus Inc, Cl A * |
|
|
56,039 |
|
|
|
1,241 |
|
Cars.com Inc * |
|
|
48,515 |
|
|
|
890 |
|
Comcast Corp, Cl A |
|
|
225,813 |
|
|
|
9,676 |
|
Electronic Arts Inc |
|
|
14,772 |
|
|
|
2,060 |
|
Fox Corp |
|
|
75,102 |
|
|
|
2,075 |
|
John Wiley & Sons Inc, Cl A |
|
|
1,114 |
|
|
|
37 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
41,208 |
|
|
|
374 |
|
Meta Platforms Inc, Cl A |
|
|
77,683 |
|
|
|
38,075 |
|
Netflix Inc * |
|
|
3,406 |
|
|
|
2,053 |
|
New York Times Co/The, Cl A |
|
|
17,499 |
|
|
|
775 |
|
Omnicom Group Inc |
|
|
37,400 |
|
|
|
3,306 |
|
Shenandoah Telecommunications Co |
|
|
16,923 |
|
|
|
316 |
|
Spotify Technology SA * |
|
|
3,836 |
|
|
|
984 |
|
Trade Desk Inc/The, Cl A * |
|
|
1,476 |
|
|
|
126 |
|
TripAdvisor Inc * |
|
|
63,800 |
|
|
|
1,711 |
|
Verizon Communications Inc |
|
|
221,341 |
|
|
|
8,858 |
|
Yelp Inc, Cl A * |
|
|
30,898 |
|
|
|
1,188 |
|
Ziff Davis Inc * |
|
|
33,694 |
|
|
|
2,317 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
126,853 |
|
Consumer Discretionary — 13.5% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
16,485 |
|
|
|
2,106 |
|
Adtalem Global Education Inc * |
|
|
10,293 |
|
|
|
510 |
|
Amazon.com Inc * |
|
|
118,084 |
|
|
|
20,873 |
|
AutoZone Inc * |
|
|
1,649 |
|
|
|
4,957 |
|
Booking Holdings Inc * |
|
|
2,386 |
|
|
|
8,277 |
|
Choice Hotels International Inc |
|
|
5,525 |
|
|
|
618 |
|
Deckers Outdoor Corp * |
|
|
9,331 |
|
|
|
8,357 |
|
Domino's Pizza Inc |
|
|
9,459 |
|
|
|
4,241 |
|
DoorDash Inc, Cl A * |
|
|
13,592 |
|
|
|
1,693 |
|
DR Horton Inc |
|
|
21,748 |
|
|
|
3,250 |
|
DraftKings Inc, Cl A * |
|
|
22,418 |
|
|
|
971 |
|
eBay Inc |
|
|
28,638 |
|
|
|
1,354 |
|
Ethan Allen Interiors Inc |
|
|
14,732 |
|
|
|
493 |
|
Ford Motor Co |
|
|
126,033 |
|
|
|
1,568 |
|
Gap Inc/The |
|
|
64,978 |
|
|
|
1,231 |
|
General Motors Co |
|
|
274,105 |
|
|
|
11,233 |
|
Genuine Parts Co |
|
|
4,446 |
|
|
|
664 |
|
G-III Apparel Group Ltd * |
|
|
13,986 |
|
|
|
465 |
|
Goodyear Tire & Rubber Co/The * |
|
|
133,610 |
|
|
|
1,587 |
|
Graham Holdings Co, Cl B |
|
|
2,828 |
|
|
|
1,986 |
|
Grand Canyon Education Inc * |
|
|
945 |
|
|
|
127 |
|
H&R Block Inc |
|
|
119,381 |
|
|
|
5,844 |
|
Home Depot Inc/The |
|
|
15,563 |
|
|
|
5,923 |
|
International Game Technology PLC |
|
|
56,491 |
|
|
|
1,535 |
|
KB Home |
|
|
42,228 |
|
|
|
2,805 |
|
Kohl's Corp |
|
|
50,660 |
|
|
|
1,412 |
|
Lennar Corp, Cl A |
|
|
17,495 |
|
|
|
2,773 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Lennar Corp, Cl B |
|
|
10,615 |
|
|
$ |
1,564 |
|
Lululemon Athletica Inc * |
|
|
11,880 |
|
|
|
5,549 |
|
M/I Homes Inc * |
|
|
15,151 |
|
|
|
1,924 |
|
Marriott International Inc/MD, Cl A |
|
|
3,185 |
|
|
|
796 |
|
McDonald's Corp |
|
|
15,870 |
|
|
|
4,638 |
|
Meritage Homes Corp |
|
|
5,763 |
|
|
|
909 |
|
Murphy USA Inc |
|
|
427 |
|
|
|
178 |
|
NIKE Inc, Cl B |
|
|
20,645 |
|
|
|
2,146 |
|
NVR Inc * |
|
|
87 |
|
|
|
663 |
|
ODP Corp/The * |
|
|
19,557 |
|
|
|
1,105 |
|
O'Reilly Automotive Inc * |
|
|
5,921 |
|
|
|
6,439 |
|
PulteGroup Inc |
|
|
47,819 |
|
|
|
5,183 |
|
PVH Corp |
|
|
9,486 |
|
|
|
1,296 |
|
Ralph Lauren Corp, Cl A |
|
|
12,434 |
|
|
|
2,312 |
|
Ross Stores Inc |
|
|
2,108 |
|
|
|
314 |
|
Signet Jewelers Ltd |
|
|
3,431 |
|
|
|
349 |
|
Starbucks Corp |
|
|
6,357 |
|
|
|
603 |
|
Stride Inc * |
|
|
14,292 |
|
|
|
854 |
|
Tapestry Inc |
|
|
191,628 |
|
|
|
9,108 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
86,475 |
|
|
|
4,895 |
|
TJX Cos Inc/The |
|
|
9,637 |
|
|
|
955 |
|
Toll Brothers Inc |
|
|
81,492 |
|
|
|
9,342 |
|
Tractor Supply Co |
|
|
3,344 |
|
|
|
850 |
|
Tri Pointe Homes Inc * |
|
|
120,647 |
|
|
|
4,269 |
|
Ulta Beauty Inc * |
|
|
7,171 |
|
|
|
3,934 |
|
Urban Outfitters Inc * |
|
|
58,194 |
|
|
|
2,418 |
|
Williams-Sonoma Inc |
|
|
6,882 |
|
|
|
1,621 |
|
Wingstop Inc |
|
|
10,176 |
|
|
|
3,572 |
|
Yum! Brands Inc |
|
|
30,934 |
|
|
|
4,282 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
178,921 |
|
Consumer Staples — 7.2% |
|
|
|
|
Altria Group Inc |
|
|
262,143 |
|
|
|
10,724 |
|
Andersons Inc/The |
|
|
18,430 |
|
|
|
1,019 |
|
Archer-Daniels-Midland Co |
|
|
9,583 |
|
|
|
509 |
|
BellRing Brands Inc * |
|
|
36,285 |
|
|
|
2,066 |
|
Brown-Forman Corp, Cl A |
|
|
1,480 |
|
|
|
89 |
|
Bunge Global SA |
|
|
48,003 |
|
|
|
4,530 |
|
Cal-Maine Foods Inc |
|
|
21,580 |
|
|
|
1,241 |
|
Campbell Soup Co |
|
|
4,916 |
|
|
|
210 |
|
Casey's General Stores Inc |
|
|
984 |
|
|
|
300 |
|
Church & Dwight Co Inc |
|
|
6,575 |
|
|
|
658 |
|
Coca-Cola Co/The |
|
|
86,752 |
|
|
|
5,207 |
|
Colgate-Palmolive Co |
|
|
65,322 |
|
|
|
5,652 |
|
Conagra Brands Inc |
|
|
13,772 |
|
|
|
387 |
|
Costco Wholesale Corp |
|
|
1,459 |
|
|
|
1,085 |
|
elf Beauty Inc * |
|
|
16,208 |
|
|
|
3,380 |
|
Flowers Foods Inc |
|
|
5,670 |
|
|
|
127 |
|
General Mills Inc |
|
|
10,163 |
|
|
|
652 |
|
Ingles Markets Inc, Cl A |
|
|
3,077 |
|
|
|
237 |
|
Ingredion Inc |
|
|
40,392 |
|
|
|
4,751 |
|
Inter Parfums Inc |
|
|
5,908 |
|
|
|
867 |
|
J M Smucker Co/The |
|
|
3,043 |
|
|
|
366 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Keurig Dr Pepper Inc |
|
|
7,207 |
|
|
$ |
216 |
|
Kraft Heinz Co/The |
|
|
174,724 |
|
|
|
6,164 |
|
Kroger Co/The |
|
|
132,016 |
|
|
|
6,549 |
|
Lamb Weston Holdings Inc |
|
|
31,319 |
|
|
|
3,201 |
|
Molson Coors Beverage Co, Cl B |
|
|
45,562 |
|
|
|
2,844 |
|
Mondelez International Inc, Cl A |
|
|
52,568 |
|
|
|
3,841 |
|
Monster Beverage Corp * |
|
|
8,824 |
|
|
|
522 |
|
PepsiCo Inc |
|
|
23,812 |
|
|
|
3,937 |
|
Philip Morris International Inc |
|
|
49,470 |
|
|
|
4,450 |
|
Primo Water Corp |
|
|
9,888 |
|
|
|
160 |
|
Procter & Gamble Co/The |
|
|
25,493 |
|
|
|
4,052 |
|
Sprouts Farmers Market Inc * |
|
|
29,009 |
|
|
|
1,811 |
|
Walgreens Boots Alliance Inc |
|
|
232,644 |
|
|
|
4,946 |
|
Walmart Inc |
|
|
146,706 |
|
|
|
8,598 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
95,348 |
|
Energy — 2.4% |
|
|
|
|
Archrock Inc |
|
|
46,197 |
|
|
|
844 |
|
California Resources Corp |
|
|
33,385 |
|
|
|
1,742 |
|
Chevron Corp |
|
|
4,799 |
|
|
|
729 |
|
CNX Resources Corp * |
|
|
145,786 |
|
|
|
3,054 |
|
Coterra Energy Inc, Cl A |
|
|
35,272 |
|
|
|
909 |
|
EQT Corp |
|
|
25,773 |
|
|
|
957 |
|
Exxon Mobil Corp |
|
|
27,045 |
|
|
|
2,827 |
|
Marathon Petroleum Corp |
|
|
4,289 |
|
|
|
726 |
|
Oceaneering International Inc * |
|
|
33,366 |
|
|
|
659 |
|
PBF Energy Inc, Cl A |
|
|
58,134 |
|
|
|
2,715 |
|
Phillips 66 |
|
|
8,084 |
|
|
|
1,152 |
|
Scorpio Tankers Inc |
|
|
13,975 |
|
|
|
938 |
|
Southwestern Energy Co * |
|
|
261,622 |
|
|
|
1,824 |
|
TechnipFMC PLC |
|
|
122,526 |
|
|
|
2,658 |
|
Valero Energy Corp |
|
|
28,650 |
|
|
|
4,053 |
|
Weatherford International PLC * |
|
|
23,642 |
|
|
|
2,426 |
|
Williams Cos Inc/The |
|
|
101,611 |
|
|
|
3,652 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,865 |
|
Financials — 11.5% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
21,996 |
|
|
|
3,438 |
|
Affirm Holdings Inc, Cl A * |
|
|
20,162 |
|
|
|
757 |
|
Aflac Inc |
|
|
46,013 |
|
|
|
3,715 |
|
AGNC Investment Corp ‡ |
|
|
327,569 |
|
|
|
3,132 |
|
Allstate Corp/The |
|
|
14,274 |
|
|
|
2,277 |
|
Ally Financial Inc |
|
|
171,042 |
|
|
|
6,327 |
|
American Financial Group Inc/OH |
|
|
2,071 |
|
|
|
264 |
|
American International Group Inc |
|
|
23,819 |
|
|
|
1,736 |
|
Apollo Global Management Inc |
|
|
37,755 |
|
|
|
4,221 |
|
Arbor Realty Trust Inc ‡ |
|
|
39,527 |
|
|
|
530 |
|
AvidXchange Holdings Inc * |
|
|
49,115 |
|
|
|
653 |
|
Axis Capital Holdings Ltd |
|
|
45,919 |
|
|
|
2,873 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
28,668 |
|
|
|
857 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
2,368 |
|
|
|
969 |
|
BlackRock Inc, Cl A |
|
|
1,391 |
|
|
|
1,129 |
|
Bread Financial Holdings Inc |
|
|
28,747 |
|
|
|
1,100 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Brighthouse Financial Inc * |
|
|
62,910 |
|
|
$ |
2,928 |
|
Capital One Financial Corp |
|
|
68,510 |
|
|
|
9,428 |
|
Cboe Global Markets Inc |
|
|
16,482 |
|
|
|
3,165 |
|
Citigroup Inc |
|
|
141,417 |
|
|
|
7,847 |
|
Comerica Inc |
|
|
20,363 |
|
|
|
1,006 |
|
Corebridge Financial Inc |
|
|
53,767 |
|
|
|
1,335 |
|
Customers Bancorp Inc * |
|
|
9,681 |
|
|
|
526 |
|
Donnelley Financial Solutions Inc * |
|
|
21,182 |
|
|
|
1,368 |
|
Enstar Group Ltd * |
|
|
1,975 |
|
|
|
608 |
|
Evercore Inc, Cl A |
|
|
3,881 |
|
|
|
726 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
3,043 |
|
|
|
544 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
4,006 |
|
|
|
6,305 |
|
Fiserv Inc * |
|
|
27,260 |
|
|
|
4,069 |
|
Genworth Financial Inc, Cl A * |
|
|
364,487 |
|
|
|
2,242 |
|
Jackson Financial Inc, Cl A |
|
|
55,688 |
|
|
|
3,066 |
|
Janus Henderson Group PLC |
|
|
17,408 |
|
|
|
542 |
|
Kinsale Capital Group Inc |
|
|
4,784 |
|
|
|
2,469 |
|
Mastercard Inc, Cl A |
|
|
15,016 |
|
|
|
7,129 |
|
MFA Financial Inc ‡ |
|
|
76,815 |
|
|
|
862 |
|
MSCI Inc, Cl A |
|
|
6,052 |
|
|
|
3,395 |
|
Navient Corp |
|
|
62,661 |
|
|
|
1,019 |
|
Nelnet Inc, Cl A |
|
|
425 |
|
|
|
37 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
85,560 |
|
|
|
948 |
|
Popular Inc |
|
|
83,012 |
|
|
|
6,946 |
|
Remitly Global Inc * |
|
|
33,577 |
|
|
|
692 |
|
Rithm Capital Corp ‡ |
|
|
284,070 |
|
|
|
3,079 |
|
Shift4 Payments Inc, Cl A * |
|
|
17,069 |
|
|
|
1,403 |
|
SiriusPoint Ltd * |
|
|
55,289 |
|
|
|
678 |
|
SLM Corp |
|
|
148,076 |
|
|
|
3,084 |
|
Synchrony Financial |
|
|
175,063 |
|
|
|
7,230 |
|
Travelers Cos Inc/The |
|
|
4,150 |
|
|
|
917 |
|
UMB Financial Corp |
|
|
15,423 |
|
|
|
1,259 |
|
Unum Group |
|
|
116,035 |
|
|
|
5,738 |
|
Visa Inc, Cl A |
|
|
34,821 |
|
|
|
9,842 |
|
W R Berkley Corp |
|
|
5,956 |
|
|
|
498 |
|
Wells Fargo & Co |
|
|
198,075 |
|
|
|
11,011 |
|
Western Union Co/The |
|
|
292,637 |
|
|
|
3,924 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
151,843 |
|
Health Care — 13.4% |
|
|
|
|
Abbott Laboratories |
|
|
4,976 |
|
|
|
590 |
|
AbbVie Inc |
|
|
59,032 |
|
|
|
10,393 |
|
Amgen Inc |
|
|
6,982 |
|
|
|
1,912 |
|
Amphastar Pharmaceuticals Inc * |
|
|
9,370 |
|
|
|
436 |
|
Arvinas Inc * |
|
|
16,791 |
|
|
|
772 |
|
Boston Scientific Corp * |
|
|
38,845 |
|
|
|
2,572 |
|
Bristol-Myers Squibb Co |
|
|
101,144 |
|
|
|
5,133 |
|
Cardinal Health Inc |
|
|
108,628 |
|
|
|
12,164 |
|
Cencora Inc |
|
|
60,403 |
|
|
|
14,231 |
|
Centene Corp * |
|
|
74,473 |
|
|
|
5,841 |
|
Cigna Group/The |
|
|
29,149 |
|
|
|
9,798 |
|
CVS Health Corp |
|
|
91,226 |
|
|
|
6,784 |
|
DaVita Inc * |
|
|
18,203 |
|
|
|
2,311 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Edwards Lifesciences Corp * |
|
|
36,029 |
|
|
$ |
3,058 |
|
Eli Lilly & Co |
|
|
17,366 |
|
|
|
13,088 |
|
Embecta Corp |
|
|
25,149 |
|
|
|
359 |
|
Gilead Sciences Inc |
|
|
84,370 |
|
|
|
6,083 |
|
HCA Healthcare Inc |
|
|
10,494 |
|
|
|
3,271 |
|
Henry Schein Inc * |
|
|
3,353 |
|
|
|
256 |
|
Hologic Inc * |
|
|
45,175 |
|
|
|
3,334 |
|
Humana Inc |
|
|
1,419 |
|
|
|
497 |
|
Intuitive Surgical Inc * |
|
|
7,738 |
|
|
|
2,984 |
|
Jazz Pharmaceuticals PLC * |
|
|
5,463 |
|
|
|
650 |
|
Johnson & Johnson |
|
|
42,580 |
|
|
|
6,872 |
|
Laboratory Corp of America Holdings |
|
|
8,297 |
|
|
|
1,791 |
|
McKesson Corp |
|
|
22,063 |
|
|
|
11,504 |
|
Medpace Holdings Inc * |
|
|
8,366 |
|
|
|
3,326 |
|
Merck & Co Inc |
|
|
52,126 |
|
|
|
6,628 |
|
Merit Medical Systems Inc * |
|
|
4,575 |
|
|
|
349 |
|
Mettler-Toledo International Inc * |
|
|
3,296 |
|
|
|
4,111 |
|
Organon & Co |
|
|
84,359 |
|
|
|
1,469 |
|
Pediatrix Medical Group Inc * |
|
|
18,629 |
|
|
|
170 |
|
Penumbra Inc * |
|
|
2,568 |
|
|
|
603 |
|
Pfizer Inc |
|
|
61,874 |
|
|
|
1,643 |
|
Premier Inc, Cl A |
|
|
1,437 |
|
|
|
30 |
|
Quest Diagnostics Inc |
|
|
32,190 |
|
|
|
4,020 |
|
Regeneron Pharmaceuticals Inc * |
|
|
215 |
|
|
|
208 |
|
Royalty Pharma PLC, Cl A |
|
|
30,130 |
|
|
|
914 |
|
Stryker Corp |
|
|
12,980 |
|
|
|
4,531 |
|
United Therapeutics Corp * |
|
|
2,564 |
|
|
|
579 |
|
UnitedHealth Group Inc |
|
|
10,665 |
|
|
|
5,264 |
|
Veeva Systems Inc, Cl A * |
|
|
2,803 |
|
|
|
632 |
|
Vertex Pharmaceuticals Inc * |
|
|
14,296 |
|
|
|
6,015 |
|
Viatris Inc |
|
|
547,085 |
|
|
|
6,767 |
|
Waters Corp * |
|
|
11,111 |
|
|
|
3,749 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
177,692 |
|
Industrials — 9.8% |
|
|
|
|
3M Co |
|
|
55,645 |
|
|
|
5,126 |
|
ACCO Brands Corp |
|
|
63,934 |
|
|
|
357 |
|
Allison Transmission Holdings Inc |
|
|
27,357 |
|
|
|
2,061 |
|
American Airlines Group Inc * |
|
|
374,450 |
|
|
|
5,871 |
|
AMETEK Inc |
|
|
20,293 |
|
|
|
3,656 |
|
ArcBest Corp |
|
|
7,677 |
|
|
|
1,097 |
|
Automatic Data Processing Inc |
|
|
2,643 |
|
|
|
664 |
|
Boise Cascade Co |
|
|
1,291 |
|
|
|
175 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
8,721 |
|
|
|
1,288 |
|
Carlisle Cos Inc |
|
|
1,498 |
|
|
|
524 |
|
CH Robinson Worldwide Inc |
|
|
23,323 |
|
|
|
1,728 |
|
Cintas Corp |
|
|
10,466 |
|
|
|
6,579 |
|
Copart Inc * |
|
|
77,216 |
|
|
|
4,104 |
|
Costamare Inc |
|
|
33,919 |
|
|
|
386 |
|
CSG Systems International Inc |
|
|
951 |
|
|
|
52 |
|
Curtiss-Wright Corp |
|
|
7,370 |
|
|
|
1,741 |
|
Dayforce Inc * |
|
|
14,917 |
|
|
|
1,041 |
|
Deluxe Corp |
|
|
31,932 |
|
|
|
620 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Donaldson Co Inc |
|
|
3,777 |
|
|
$ |
270 |
|
Dover Corp |
|
|
3,910 |
|
|
|
647 |
|
Eaton Corp PLC |
|
|
3,042 |
|
|
|
879 |
|
EMCOR Group Inc |
|
|
1,241 |
|
|
|
389 |
|
Encore Wire Corp |
|
|
14,263 |
|
|
|
3,437 |
|
ExlService Holdings Inc * |
|
|
20,689 |
|
|
|
644 |
|
Expeditors International of Washington Inc |
|
|
4,393 |
|
|
|
525 |
|
Fastenal Co |
|
|
65,329 |
|
|
|
4,770 |
|
FedEx Corp |
|
|
12,450 |
|
|
|
3,100 |
|
Ferguson PLC |
|
|
13,127 |
|
|
|
2,776 |
|
FTI Consulting Inc * |
|
|
443 |
|
|
|
92 |
|
General Electric Co |
|
|
27,133 |
|
|
|
4,257 |
|
Genpact Ltd |
|
|
5,296 |
|
|
|
180 |
|
Graco Inc |
|
|
41,541 |
|
|
|
3,791 |
|
Griffon Corp |
|
|
5,037 |
|
|
|
360 |
|
Honeywell International Inc |
|
|
3,052 |
|
|
|
607 |
|
Hubbell Inc, Cl B |
|
|
673 |
|
|
|
256 |
|
IDEX Corp |
|
|
2,203 |
|
|
|
520 |
|
Illinois Tool Works Inc |
|
|
17,803 |
|
|
|
4,667 |
|
Landstar System Inc |
|
|
805 |
|
|
|
153 |
|
Lockheed Martin Corp |
|
|
2,019 |
|
|
|
865 |
|
ManpowerGroup Inc |
|
|
9,616 |
|
|
|
694 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
16,728 |
|
|
|
1,689 |
|
Mueller Industries Inc |
|
|
5,136 |
|
|
|
264 |
|
Otis Worldwide Corp |
|
|
9,845 |
|
|
|
938 |
|
Owens Corning |
|
|
16,540 |
|
|
|
2,477 |
|
PACCAR Inc |
|
|
9,392 |
|
|
|
1,041 |
|
Parker-Hannifin Corp |
|
|
8,533 |
|
|
|
4,569 |
|
Paychex Inc |
|
|
33,322 |
|
|
|
4,086 |
|
Pentair PLC |
|
|
4,366 |
|
|
|
340 |
|
Republic Services Inc, Cl A |
|
|
787 |
|
|
|
144 |
|
Robert Half Inc |
|
|
37,050 |
|
|
|
2,979 |
|
Rollins Inc |
|
|
77,468 |
|
|
|
3,414 |
|
Ryder System Inc |
|
|
36,980 |
|
|
|
4,219 |
|
Saia Inc * |
|
|
2,919 |
|
|
|
1,680 |
|
Science Applications International Corp |
|
|
26,900 |
|
|
|
3,765 |
|
SkyWest Inc * |
|
|
23,700 |
|
|
|
1,522 |
|
Snap-on Inc |
|
|
15,396 |
|
|
|
4,244 |
|
Sterling Infrastructure Inc * |
|
|
4,846 |
|
|
|
517 |
|
Trane Technologies PLC |
|
|
12,567 |
|
|
|
3,543 |
|
United Parcel Service Inc, Cl B |
|
|
3,096 |
|
|
|
459 |
|
Verisk Analytics Inc, Cl A |
|
|
13,448 |
|
|
|
3,253 |
|
Waste Management Inc |
|
|
3,880 |
|
|
|
798 |
|
Watts Water Technologies Inc, Cl A |
|
|
3,875 |
|
|
|
790 |
|
Westinghouse Air Brake Technologies Corp |
|
|
26,417 |
|
|
|
3,732 |
|
WW Grainger Inc |
|
|
6,799 |
|
|
|
6,619 |
|
XPO Inc * |
|
|
17,000 |
|
|
|
2,045 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
130,076 |
|
Information Technology — 29.2% |
|
|
|
|
Accenture PLC, Cl A |
|
|
3,004 |
|
|
|
1,126 |
|
Adobe Inc * |
|
|
10,652 |
|
|
|
5,968 |
|
Akamai Technologies Inc * |
|
|
15,777 |
|
|
|
1,750 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Equity Factor Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Amdocs Ltd |
|
|
56,391 |
|
|
$ |
5,143 |
|
Amphenol Corp, Cl A |
|
|
29,398 |
|
|
|
3,211 |
|
Apple Inc |
|
|
325,458 |
|
|
|
58,827 |
|
Applied Materials Inc |
|
|
8,920 |
|
|
|
1,798 |
|
Arista Networks Inc * |
|
|
14,916 |
|
|
|
4,140 |
|
Arrow Electronics Inc * |
|
|
34,626 |
|
|
|
4,069 |
|
Autodesk Inc * |
|
|
14,921 |
|
|
|
3,852 |
|
Avnet Inc |
|
|
54,144 |
|
|
|
2,523 |
|
Badger Meter Inc |
|
|
7,017 |
|
|
|
1,114 |
|
Broadcom Inc |
|
|
16,584 |
|
|
|
21,567 |
|
Cadence Design Systems Inc * |
|
|
32,333 |
|
|
|
9,842 |
|
Cisco Systems Inc |
|
|
220,641 |
|
|
|
10,672 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
53,235 |
|
|
|
4,207 |
|
CommScope Holding Co Inc * |
|
|
111,515 |
|
|
|
130 |
|
Consensus Cloud Solutions Inc * |
|
|
11,449 |
|
|
|
182 |
|
Crane NXT Co |
|
|
28,095 |
|
|
|
1,641 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
2,603 |
|
|
|
844 |
|
Dolby Laboratories Inc, Cl A |
|
|
22,812 |
|
|
|
1,848 |
|
Dropbox Inc, Cl A * |
|
|
291,743 |
|
|
|
6,987 |
|
DXC Technology Co * |
|
|
137,012 |
|
|
|
2,995 |
|
Dynatrace Inc * |
|
|
2,950 |
|
|
|
146 |
|
F5 Inc * |
|
|
10,893 |
|
|
|
2,039 |
|
Fabrinet * |
|
|
9,047 |
|
|
|
1,950 |
|
Fair Isaac Corp * |
|
|
6,505 |
|
|
|
8,261 |
|
Fortinet Inc * |
|
|
49,248 |
|
|
|
3,404 |
|
Gartner Inc * |
|
|
11,531 |
|
|
|
5,368 |
|
Gen Digital Inc |
|
|
149,841 |
|
|
|
3,220 |
|
GoDaddy Inc, Cl A * |
|
|
6,409 |
|
|
|
732 |
|
Guidewire Software Inc * |
|
|
27,800 |
|
|
|
3,318 |
|
Hewlett Packard Enterprise Co |
|
|
141,675 |
|
|
|
2,158 |
|
HP Inc |
|
|
190,769 |
|
|
|
5,404 |
|
HubSpot Inc * |
|
|
5,918 |
|
|
|
3,662 |
|
Insight Enterprises Inc * |
|
|
6,382 |
|
|
|
1,200 |
|
Intapp Inc * |
|
|
4,863 |
|
|
|
191 |
|
Intel Corp |
|
|
14,667 |
|
|
|
631 |
|
InterDigital Inc |
|
|
17,212 |
|
|
|
1,842 |
|
International Business Machines Corp |
|
|
63,153 |
|
|
|
11,685 |
|
Intuit Inc |
|
|
1,867 |
|
|
|
1,238 |
|
Juniper Networks Inc |
|
|
7,946 |
|
|
|
294 |
|
Keysight Technologies Inc * |
|
|
19,699 |
|
|
|
3,040 |
|
KLA Corp |
|
|
2,973 |
|
|
|
2,028 |
|
Manhattan Associates Inc * |
|
|
36,062 |
|
|
|
9,136 |
|
Microsoft Corp |
|
|
181,675 |
|
|
|
75,148 |
|
MongoDB Inc, Cl A * |
|
|
873 |
|
|
|
391 |
|
Motorola Solutions Inc |
|
|
3,118 |
|
|
|
1,030 |
|
NCR Voyix Corp * |
|
|
92,840 |
|
|
|
1,356 |
|
NetApp Inc |
|
|
104,734 |
|
|
|
9,334 |
|
NVIDIA Corp |
|
|
33,888 |
|
|
|
26,809 |
|
Oracle Corp |
|
|
67,312 |
|
|
|
7,517 |
|
Palo Alto Networks Inc * |
|
|
9,304 |
|
|
|
2,889 |
|
Progress Software Corp |
|
|
1,241 |
|
|
|
66 |
|
QUALCOMM Inc |
|
|
25,055 |
|
|
|
3,953 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Salesforce Inc * |
|
|
2,744 |
|
|
$ |
847 |
|
Sanmina Corp * |
|
|
44,777 |
|
|
|
2,830 |
|
Skyworks Solutions Inc |
|
|
53,063 |
|
|
|
5,567 |
|
Smartsheet Inc, Cl A * |
|
|
6,912 |
|
|
|
292 |
|
Synopsys Inc * |
|
|
3,057 |
|
|
|
1,754 |
|
Teradata Corp * |
|
|
66,863 |
|
|
|
2,515 |
|
Teradyne Inc |
|
|
14,701 |
|
|
|
1,523 |
|
Texas Instruments Inc |
|
|
26,150 |
|
|
|
4,376 |
|
VeriSign Inc * |
|
|
17,855 |
|
|
|
3,487 |
|
Vishay Intertechnology Inc |
|
|
72,725 |
|
|
|
1,582 |
|
Vontier Corp |
|
|
84,367 |
|
|
|
3,628 |
|
Zoom Video Communications Inc, Cl A * |
|
|
50,373 |
|
|
|
3,563 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
385,840 |
|
Materials — 1.1% |
|
|
|
|
Avery Dennison Corp |
|
|
2,434 |
|
|
|
527 |
|
Berry Global Group Inc |
|
|
26,121 |
|
|
|
1,520 |
|
International Paper Co |
|
|
143,239 |
|
|
|
5,065 |
|
NewMarket Corp |
|
|
152 |
|
|
|
98 |
|
O-I Glass Inc, Cl I * |
|
|
42,188 |
|
|
|
714 |
|
Packaging Corp of America |
|
|
22,747 |
|
|
|
4,122 |
|
Reliance Inc |
|
|
1,720 |
|
|
|
552 |
|
Silgan Holdings Inc |
|
|
2,262 |
|
|
|
99 |
|
Sonoco Products Co |
|
|
2,692 |
|
|
|
153 |
|
Warrior Met Coal Inc |
|
|
18,183 |
|
|
|
1,036 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,886 |
|
Real Estate — 0.2% |
|
|
|
|
EastGroup Properties Inc ‡ |
|
|
14,894 |
|
|
|
2,617 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.2% |
|
|
|
|
Atmos Energy Corp |
|
|
5,560 |
|
|
|
628 |
|
CenterPoint Energy Inc |
|
|
15,010 |
|
|
|
413 |
|
Edison International |
|
|
4,870 |
|
|
|
331 |
|
Entergy Corp |
|
|
14,196 |
|
|
|
1,442 |
|
Exelon Corp |
|
|
9,459 |
|
|
|
339 |
|
National Fuel Gas Co |
|
|
53,913 |
|
|
|
2,628 |
|
NRG Energy Inc |
|
|
42,526 |
|
|
|
2,352 |
|
PG&E Corp |
|
|
92,967 |
|
|
|
1,552 |
|
PPL Corp |
|
|
219,256 |
|
|
|
5,782 |
|
Sempra |
|
|
28,999 |
|
|
|
2,047 |
|
Southern Co/The |
|
|
27,759 |
|
|
|
1,867 |
|
Vistra Corp |
|
|
168,981 |
|
|
|
9,216 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,597 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $995,855) ($ Thousands) |
|
|
|
|
|
|
1,323,538 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Equity Factor Allocation Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
11,555,274 |
|
|
$ |
11,555 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,555) ($ Thousands) |
|
|
|
|
|
|
11,555 |
|
Total Investments in Securities — 101.0% |
|
|
|
|
|
|
|
|
(Cost $1,007,410) ($ Thousands) |
|
$ |
1,335,093 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
52 |
|
|
|
Mar-2024 |
|
|
$ |
13,058 |
|
|
$ |
13,269 |
|
|
$ |
211 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,321,515 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
8,262 |
|
|
$ |
261,957 |
|
|
$ |
(258,664 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
11,555 |
|
|
$ |
352 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.1% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.8% |
|
|
|
|
AT&T Inc |
|
|
409,200 |
|
|
$ |
6,928 |
|
Cogent Communications Holdings Inc |
|
|
848 |
|
|
|
69 |
|
Comcast Corp, Cl A |
|
|
208,314 |
|
|
|
8,926 |
|
Electronic Arts Inc |
|
|
18,433 |
|
|
|
2,571 |
|
Fox Corp |
|
|
113,057 |
|
|
|
3,293 |
|
IDT Corp, Cl B * |
|
|
4,317 |
|
|
|
161 |
|
Netflix Inc * |
|
|
1,348 |
|
|
|
813 |
|
New York Times Co/The, Cl A |
|
|
17,721 |
|
|
|
785 |
|
Omnicom Group Inc |
|
|
24,711 |
|
|
|
2,184 |
|
Ooma Inc * |
|
|
5,631 |
|
|
|
57 |
|
Scholastic Corp |
|
|
997 |
|
|
|
39 |
|
SK Telecom ADR (A) |
|
|
86,124 |
|
|
|
1,886 |
|
Spok Holdings Inc |
|
|
20,090 |
|
|
|
361 |
|
Spotify Technology SA * |
|
|
9,540 |
|
|
|
2,446 |
|
TEGNA Inc |
|
|
148,000 |
|
|
|
2,073 |
|
T-Mobile US Inc |
|
|
14,851 |
|
|
|
2,425 |
|
Verizon Communications Inc |
|
|
305,743 |
|
|
|
12,236 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,253 |
|
Consumer Discretionary — 5.4% |
|
|
|
|
AutoZone Inc * |
|
|
1,200 |
|
|
|
3,607 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
23,900 |
|
|
|
2,433 |
|
eBay Inc |
|
|
31,400 |
|
|
|
1,485 |
|
Genuine Parts Co |
|
|
6,347 |
|
|
|
947 |
|
Graham Holdings Co, Cl B |
|
|
148 |
|
|
|
104 |
|
Grand Canyon Education Inc * |
|
|
9,242 |
|
|
|
1,246 |
|
H&R Block Inc |
|
|
123,166 |
|
|
|
6,029 |
|
Honda Motor Co Ltd ADR |
|
|
112,200 |
|
|
|
3,993 |
|
Murphy USA Inc |
|
|
20,940 |
|
|
|
8,732 |
|
ODP Corp/The * |
|
|
1,645 |
|
|
|
93 |
|
O'Reilly Automotive Inc * |
|
|
574 |
|
|
|
624 |
|
Perdoceo Education Corp |
|
|
9,396 |
|
|
|
167 |
|
Stride Inc * |
|
|
2,552 |
|
|
|
153 |
|
Sturm Ruger & Co Inc |
|
|
5,705 |
|
|
|
247 |
|
Texas Roadhouse Inc, Cl A |
|
|
17,303 |
|
|
|
2,585 |
|
Toyota Motor Corp ADR (A) |
|
|
12,200 |
|
|
|
2,935 |
|
Whirlpool Corp |
|
|
19,700 |
|
|
|
2,116 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,496 |
|
Consumer Staples — 16.4% |
|
|
|
|
Altria Group Inc |
|
|
199,422 |
|
|
|
8,158 |
|
Andersons Inc/The |
|
|
6,533 |
|
|
|
361 |
|
Archer-Daniels-Midland Co |
|
|
133,538 |
|
|
|
7,092 |
|
BellRing Brands Inc * |
|
|
1,423 |
|
|
|
81 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
21,414 |
|
|
|
1,564 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
2,811 |
|
|
|
866 |
|
Calavo Growers Inc |
|
|
6,476 |
|
|
|
187 |
|
Cal-Maine Foods Inc |
|
|
7,544 |
|
|
|
434 |
|
Campbell Soup Co |
|
|
87,396 |
|
|
|
3,727 |
|
Casey's General Stores Inc |
|
|
3,463 |
|
|
|
1,054 |
|
Central Garden & Pet Co, Cl A * |
|
|
4,934 |
|
|
|
186 |
|
Clorox Co/The |
|
|
27,732 |
|
|
|
4,252 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Coca-Cola Consolidated Inc |
|
|
437 |
|
|
$ |
367 |
|
Colgate-Palmolive Co |
|
|
52,504 |
|
|
|
4,543 |
|
Conagra Brands Inc |
|
|
170,032 |
|
|
|
4,775 |
|
Costco Wholesale Corp |
|
|
5,374 |
|
|
|
3,998 |
|
Dole PLC |
|
|
53,376 |
|
|
|
630 |
|
Dollar General Corp |
|
|
1,703 |
|
|
|
248 |
|
Energizer Holdings Inc |
|
|
10,477 |
|
|
|
299 |
|
Flowers Foods Inc |
|
|
189,250 |
|
|
|
4,243 |
|
Fresh Del Monte Produce Inc |
|
|
15,177 |
|
|
|
363 |
|
General Mills Inc |
|
|
104,321 |
|
|
|
6,695 |
|
Herbalife Ltd * |
|
|
6,259 |
|
|
|
55 |
|
Hershey Co/The |
|
|
124 |
|
|
|
23 |
|
Hormel Foods Corp |
|
|
2,441 |
|
|
|
86 |
|
Ingles Markets Inc, Cl A |
|
|
6,891 |
|
|
|
531 |
|
Ingredion Inc |
|
|
50,909 |
|
|
|
5,988 |
|
J & J Snack Foods Corp |
|
|
2,371 |
|
|
|
344 |
|
John B Sanfilippo & Son Inc |
|
|
4,625 |
|
|
|
474 |
|
Kellanova |
|
|
130,716 |
|
|
|
7,209 |
|
Kimberly-Clark Corp |
|
|
20,930 |
|
|
|
2,536 |
|
Kraft Heinz Co/The |
|
|
198,800 |
|
|
|
7,014 |
|
Kroger Co/The |
|
|
189,600 |
|
|
|
9,406 |
|
Lancaster Colony Corp |
|
|
2,741 |
|
|
|
567 |
|
Medifast Inc |
|
|
794 |
|
|
|
32 |
|
Molson Coors Beverage Co, Cl B |
|
|
83,100 |
|
|
|
5,187 |
|
Mondelez International Inc, Cl A |
|
|
7,117 |
|
|
|
520 |
|
Monster Beverage Corp * |
|
|
13,790 |
|
|
|
815 |
|
National Beverage Corp * |
|
|
823 |
|
|
|
43 |
|
Oil-Dri Corp of America |
|
|
3,606 |
|
|
|
257 |
|
PepsiCo Inc |
|
|
5,500 |
|
|
|
909 |
|
Pilgrim's Pride Corp * |
|
|
39,237 |
|
|
|
1,249 |
|
Post Holdings Inc * |
|
|
1,032 |
|
|
|
108 |
|
Procter & Gamble Co/The |
|
|
29,176 |
|
|
|
4,637 |
|
Reynolds Consumer Products Inc |
|
|
38,993 |
|
|
|
1,150 |
|
Seaboard Corp |
|
|
145 |
|
|
|
477 |
|
Simply Good Foods Co/The * |
|
|
3,039 |
|
|
|
108 |
|
SpartanNash Co |
|
|
14,988 |
|
|
|
316 |
|
Sprouts Farmers Market Inc * |
|
|
477 |
|
|
|
30 |
|
TreeHouse Foods Inc * |
|
|
7,266 |
|
|
|
260 |
|
Tyson Foods Inc, Cl A |
|
|
37,845 |
|
|
|
2,053 |
|
Universal Corp/VA |
|
|
6,532 |
|
|
|
314 |
|
USANA Health Sciences Inc * |
|
|
290 |
|
|
|
14 |
|
Vector Group Ltd |
|
|
22,323 |
|
|
|
249 |
|
Village Super Market Inc, Cl A |
|
|
11,491 |
|
|
|
314 |
|
Vita Coco Co Inc/The * |
|
|
4,513 |
|
|
|
118 |
|
Vital Farms Inc * |
|
|
21,047 |
|
|
|
378 |
|
Walmart Inc |
|
|
93,858 |
|
|
|
5,501 |
|
WD-40 Co |
|
|
251 |
|
|
|
67 |
|
Weis Markets Inc |
|
|
4,190 |
|
|
|
272 |
|
WK Kellogg Co |
|
|
36,404 |
|
|
|
533 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
114,267 |
|
Energy — 3.8% |
|
|
|
|
Chesapeake Energy Corp (A) |
|
|
43,800 |
|
|
|
3,626 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Chevron Corp |
|
|
51,400 |
|
|
$ |
7,813 |
|
CONSOL Energy Inc |
|
|
1,209 |
|
|
|
104 |
|
Dorian LPG Ltd |
|
|
511 |
|
|
|
19 |
|
DT Midstream Inc |
|
|
42,100 |
|
|
|
2,426 |
|
Exxon Mobil Corp |
|
|
88,200 |
|
|
|
9,219 |
|
Gulfport Energy Corp * |
|
|
2,982 |
|
|
|
423 |
|
International Seaways Inc |
|
|
418 |
|
|
|
22 |
|
Marathon Petroleum Corp |
|
|
14,200 |
|
|
|
2,403 |
|
Teekay Corp * |
|
|
21,768 |
|
|
|
165 |
|
Teekay Tankers Ltd, Cl A |
|
|
5,095 |
|
|
|
279 |
|
Weatherford International PLC * |
|
|
722 |
|
|
|
74 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
26,573 |
|
Financials — 11.7% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
3,263 |
|
|
|
38 |
|
Aflac Inc |
|
|
79,700 |
|
|
|
6,435 |
|
Allstate Corp/The |
|
|
9,794 |
|
|
|
1,562 |
|
AMERISAFE Inc |
|
|
667 |
|
|
|
35 |
|
Aon PLC, Cl A |
|
|
1,354 |
|
|
|
428 |
|
AssetMark Financial Holdings Inc * |
|
|
4,429 |
|
|
|
157 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
8,242 |
|
|
|
231 |
|
Bank of New York Mellon Corp/The |
|
|
133,200 |
|
|
|
7,471 |
|
Bankwell Financial Group Inc |
|
|
844 |
|
|
|
22 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
8,700 |
|
|
|
3,562 |
|
Canadian Imperial Bank of Commerce |
|
|
65,300 |
|
|
|
3,092 |
|
Cboe Global Markets Inc |
|
|
18,662 |
|
|
|
3,583 |
|
Chicago Atlantic Real Estate Finance Inc ‡ |
|
|
7,569 |
|
|
|
123 |
|
Corebridge Financial Inc |
|
|
16,446 |
|
|
|
408 |
|
Diamond Hill Investment Group Inc |
|
|
85 |
|
|
|
12 |
|
Donegal Group Inc, Cl A |
|
|
8,171 |
|
|
|
114 |
|
Employers Holdings Inc |
|
|
12,210 |
|
|
|
558 |
|
Everest Group Ltd |
|
|
1,893 |
|
|
|
698 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
30 |
|
|
|
47 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
2,077 |
|
|
|
26 |
|
Hanover Insurance Group Inc/The |
|
|
8,407 |
|
|
|
1,105 |
|
Hartford Financial Services Group Inc/The |
|
|
85,700 |
|
|
|
8,214 |
|
Loblaw Cos Ltd |
|
|
22,300 |
|
|
|
2,378 |
|
Loews Corp |
|
|
51,900 |
|
|
|
3,899 |
|
LPL Financial Holdings Inc |
|
|
9,489 |
|
|
|
2,542 |
|
Markel Group Inc * |
|
|
424 |
|
|
|
633 |
|
MetLife Inc |
|
|
18,000 |
|
|
|
1,255 |
|
Northeast Community Bancorp Inc |
|
|
15,037 |
|
|
|
234 |
|
OceanFirst Financial Corp |
|
|
73,400 |
|
|
|
1,116 |
|
Old Republic International Corp |
|
|
137,100 |
|
|
|
3,970 |
|
Progressive Corp/The |
|
|
12,760 |
|
|
|
2,419 |
|
Reinsurance Group of America Inc, Cl A |
|
|
6,911 |
|
|
|
1,222 |
|
Safety Insurance Group Inc |
|
|
3,578 |
|
|
|
294 |
|
Selective Insurance Group Inc |
|
|
3,706 |
|
|
|
387 |
|
Sixth Street Specialty Lending Inc (A) |
|
|
104,200 |
|
|
|
2,275 |
|
Skyward Specialty Insurance Group Inc * |
|
|
6,562 |
|
|
|
240 |
|
Travelers Cos Inc/The |
|
|
22,109 |
|
|
|
4,885 |
|
Universal Insurance Holdings Inc |
|
|
11,771 |
|
|
|
238 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Unum Group |
|
|
12,673 |
|
|
$ |
627 |
|
Virtu Financial Inc, Cl A |
|
|
42,816 |
|
|
|
773 |
|
W R Berkley Corp |
|
|
34,581 |
|
|
|
2,891 |
|
WaFd Inc |
|
|
73,200 |
|
|
|
1,994 |
|
Western Union Co/The |
|
|
611,034 |
|
|
|
8,194 |
|
White Mountains Insurance Group Ltd |
|
|
110 |
|
|
|
194 |
|
Willis Towers Watson PLC |
|
|
3,879 |
|
|
|
1,058 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
81,639 |
|
Health Care — 19.2% |
|
|
|
|
AbbVie Inc |
|
|
30,205 |
|
|
|
5,318 |
|
ACADIA Pharmaceuticals Inc * |
|
|
10,109 |
|
|
|
235 |
|
ADMA Biologics Inc * |
|
|
34,296 |
|
|
|
184 |
|
Agilent Technologies Inc |
|
|
11,798 |
|
|
|
1,621 |
|
Alkermes PLC * |
|
|
16,284 |
|
|
|
483 |
|
Alpine Immune Sciences Inc * |
|
|
1,759 |
|
|
|
62 |
|
Amgen Inc |
|
|
28,186 |
|
|
|
7,718 |
|
Amneal Pharmaceuticals Inc * |
|
|
22,408 |
|
|
|
124 |
|
Amphastar Pharmaceuticals Inc * |
|
|
4,761 |
|
|
|
222 |
|
ANI Pharmaceuticals Inc * |
|
|
3,078 |
|
|
|
208 |
|
Anika Therapeutics Inc * |
|
|
14,096 |
|
|
|
342 |
|
Arcellx Inc * |
|
|
1,878 |
|
|
|
124 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
4,422 |
|
|
|
171 |
|
Ardelyx Inc * |
|
|
13,314 |
|
|
|
124 |
|
Avista Public Acquisition Corp II, Cl W * |
|
|
18,536 |
|
|
|
108 |
|
Bristol-Myers Squibb Co |
|
|
287,078 |
|
|
|
14,569 |
|
Bruker Corp |
|
|
11,086 |
|
|
|
959 |
|
Cardinal Health Inc |
|
|
34,000 |
|
|
|
3,807 |
|
Catalyst Pharmaceuticals Inc * |
|
|
17,810 |
|
|
|
286 |
|
Cigna Group/The |
|
|
14,454 |
|
|
|
4,859 |
|
Collegium Pharmaceutical Inc * |
|
|
6,155 |
|
|
|
226 |
|
Cross Country Healthcare Inc * |
|
|
702 |
|
|
|
13 |
|
CVS Health Corp |
|
|
135,550 |
|
|
|
10,081 |
|
Deciphera Pharmaceuticals Inc * |
|
|
4,201 |
|
|
|
70 |
|
Dynavax Technologies Corp, Cl A * |
|
|
18,752 |
|
|
|
238 |
|
Elevance Health Inc |
|
|
7,001 |
|
|
|
3,509 |
|
Embecta Corp |
|
|
4,299 |
|
|
|
61 |
|
Exelixis Inc * |
|
|
152,934 |
|
|
|
3,349 |
|
Fortrea Holdings Inc * |
|
|
7,600 |
|
|
|
285 |
|
GE HealthCare Technologies Inc |
|
|
2,124 |
|
|
|
194 |
|
Gilead Sciences Inc |
|
|
127,548 |
|
|
|
9,196 |
|
Haemonetics Corp * |
|
|
464 |
|
|
|
34 |
|
Halozyme Therapeutics Inc * |
|
|
7,799 |
|
|
|
310 |
|
Harmony Biosciences Holdings Inc * |
|
|
4,159 |
|
|
|
134 |
|
HealthEquity Inc * |
|
|
971 |
|
|
|
80 |
|
HealthStream Inc |
|
|
6,557 |
|
|
|
179 |
|
Hologic Inc * |
|
|
30,277 |
|
|
|
2,234 |
|
Humana Inc |
|
|
9,970 |
|
|
|
3,493 |
|
Ideaya Biosciences Inc * |
|
|
566 |
|
|
|
25 |
|
Incyte Corp * |
|
|
82,019 |
|
|
|
4,787 |
|
Innoviva Inc * |
|
|
18,875 |
|
|
|
288 |
|
Intra-Cellular Therapies Inc * |
|
|
3,433 |
|
|
|
239 |
|
iRadimed Corp |
|
|
3,170 |
|
|
|
133 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
9,680 |
|
|
$ |
91 |
|
Jazz Pharmaceuticals PLC * |
|
|
17,000 |
|
|
|
2,021 |
|
Johnson & Johnson |
|
|
27,900 |
|
|
|
4,503 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
7,018 |
|
|
|
148 |
|
LeMaitre Vascular Inc |
|
|
1,435 |
|
|
|
100 |
|
Ligand Pharmaceuticals Inc * |
|
|
728 |
|
|
|
58 |
|
MacroGenics Inc * |
|
|
2,857 |
|
|
|
51 |
|
McKesson Corp |
|
|
11,900 |
|
|
|
6,205 |
|
Merck & Co Inc |
|
|
91,512 |
|
|
|
11,636 |
|
Merrimack Pharmaceuticals Inc * |
|
|
6,495 |
|
|
|
95 |
|
Mesa Laboratories Inc |
|
|
1,146 |
|
|
|
125 |
|
MiMedx Group Inc * |
|
|
23,166 |
|
|
|
189 |
|
Mirum Pharmaceuticals Inc * |
|
|
4,456 |
|
|
|
128 |
|
Mural Oncology PLC * |
|
|
1 |
|
|
|
— |
|
Myriad Genetics Inc * |
|
|
822 |
|
|
|
17 |
|
National HealthCare Corp |
|
|
1,980 |
|
|
|
195 |
|
Neurocrine Biosciences Inc * |
|
|
31,003 |
|
|
|
4,043 |
|
Option Care Health Inc * |
|
|
6,126 |
|
|
|
198 |
|
OraSure Technologies Inc * |
|
|
37,130 |
|
|
|
267 |
|
Organon & Co |
|
|
28,260 |
|
|
|
492 |
|
Pacira BioSciences Inc * |
|
|
1,072 |
|
|
|
32 |
|
Patterson Cos Inc |
|
|
4,178 |
|
|
|
113 |
|
Pediatrix Medical Group Inc * |
|
|
6,480 |
|
|
|
59 |
|
Pfizer Inc |
|
|
145,111 |
|
|
|
3,854 |
|
Phibro Animal Health Corp, Cl A |
|
|
17,906 |
|
|
|
232 |
|
Prestige Consumer Healthcare Inc * |
|
|
2,927 |
|
|
|
204 |
|
Quest Diagnostics Inc |
|
|
15,900 |
|
|
|
1,986 |
|
Quipt Home Medical * |
|
|
2,797 |
|
|
|
12 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,531 |
|
|
|
2,445 |
|
Semler Scientific Inc * |
|
|
823 |
|
|
|
39 |
|
SIGA Technologies Inc |
|
|
8,198 |
|
|
|
43 |
|
Supernus Pharmaceuticals Inc * |
|
|
7,977 |
|
|
|
237 |
|
Tactile Systems Technology Inc * |
|
|
5,257 |
|
|
|
80 |
|
TruBridge Inc * |
|
|
1,222 |
|
|
|
11 |
|
UFP Technologies Inc * |
|
|
976 |
|
|
|
203 |
|
United Therapeutics Corp * |
|
|
19,693 |
|
|
|
4,444 |
|
UroGen Pharma Ltd * |
|
|
1,796 |
|
|
|
33 |
|
Vanda Pharmaceuticals Inc * |
|
|
36,445 |
|
|
|
163 |
|
Varex Imaging Corp * |
|
|
1,505 |
|
|
|
26 |
|
Vertex Pharmaceuticals Inc * |
|
|
4,956 |
|
|
|
2,085 |
|
Viatris Inc |
|
|
291,836 |
|
|
|
3,610 |
|
Voyager Therapeutics Inc * |
|
|
12,460 |
|
|
|
104 |
|
West Pharmaceutical Services Inc |
|
|
7,358 |
|
|
|
2,637 |
|
Zymeworks Inc * |
|
|
22,501 |
|
|
|
270 |
|
Zynex Inc *(A) |
|
|
2,478 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
134,200 |
|
Industrials — 12.3% |
|
|
|
|
Allison Transmission Holdings Inc |
|
|
89,700 |
|
|
|
6,757 |
|
Argan Inc |
|
|
2,725 |
|
|
|
128 |
|
Barrett Business Services Inc |
|
|
1,979 |
|
|
|
241 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
20,185 |
|
|
|
2,982 |
|
Cadre Holdings Inc |
|
|
2,567 |
|
|
|
92 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CH Robinson Worldwide Inc |
|
|
4,009 |
|
|
$ |
297 |
|
Core & Main Inc, Cl A * |
|
|
13,486 |
|
|
|
644 |
|
CSG Systems International Inc |
|
|
87,200 |
|
|
|
4,758 |
|
Cummins Inc (A) |
|
|
18,900 |
|
|
|
5,077 |
|
Curtiss-Wright Corp |
|
|
602 |
|
|
|
142 |
|
Donaldson Co Inc |
|
|
22,209 |
|
|
|
1,591 |
|
EMCOR Group Inc |
|
|
18,654 |
|
|
|
5,848 |
|
Enerpac Tool Group Corp, Cl A |
|
|
9,387 |
|
|
|
316 |
|
Ferguson PLC |
|
|
20,217 |
|
|
|
4,275 |
|
FTI Consulting Inc * |
|
|
1,213 |
|
|
|
251 |
|
General Dynamics Corp |
|
|
10,350 |
|
|
|
2,828 |
|
Genpact Ltd |
|
|
21,814 |
|
|
|
742 |
|
Golden Ocean Group Ltd |
|
|
10,857 |
|
|
|
140 |
|
Huntington Ingalls Industries Inc |
|
|
20,389 |
|
|
|
5,946 |
|
Huron Consulting Group Inc * |
|
|
783 |
|
|
|
77 |
|
Hyster-Yale Materials Handling Inc |
|
|
1,087 |
|
|
|
64 |
|
IBEX Holdings Ltd * |
|
|
7,721 |
|
|
|
123 |
|
Insperity Inc |
|
|
431 |
|
|
|
44 |
|
Kelly Services Inc, Cl A |
|
|
884 |
|
|
|
22 |
|
Landstar System Inc |
|
|
13,973 |
|
|
|
2,658 |
|
Leidos Holdings Inc |
|
|
2,690 |
|
|
|
344 |
|
Lockheed Martin Corp |
|
|
20,034 |
|
|
|
8,579 |
|
LSI Industries Inc |
|
|
8,669 |
|
|
|
125 |
|
ManpowerGroup Inc |
|
|
24,975 |
|
|
|
1,802 |
|
Maximus Inc |
|
|
1,150 |
|
|
|
96 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
437 |
|
|
|
44 |
|
Mueller Industries Inc |
|
|
342 |
|
|
|
18 |
|
National Presto Industries Inc |
|
|
4,428 |
|
|
|
342 |
|
Northrop Grumman Corp |
|
|
12,345 |
|
|
|
5,691 |
|
Otis Worldwide Corp |
|
|
3,113 |
|
|
|
297 |
|
PACCAR Inc |
|
|
68,075 |
|
|
|
7,549 |
|
Pangaea Logistics Solutions Ltd |
|
|
9,465 |
|
|
|
79 |
|
Republic Services Inc, Cl A |
|
|
3,556 |
|
|
|
653 |
|
Rollins Inc |
|
|
33,335 |
|
|
|
1,469 |
|
Schneider National Inc, Cl B |
|
|
35,349 |
|
|
|
832 |
|
Science Applications International Corp |
|
|
28,300 |
|
|
|
3,961 |
|
Snap-on Inc |
|
|
16,700 |
|
|
|
4,603 |
|
Textron Inc |
|
|
34,000 |
|
|
|
3,028 |
|
TrueBlue Inc * |
|
|
4,314 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85,606 |
|
Information Technology — 13.6% |
|
|
|
|
A10 Networks Inc |
|
|
16,733 |
|
|
|
223 |
|
Adeia Inc |
|
|
11,290 |
|
|
|
128 |
|
Amdocs Ltd |
|
|
191,583 |
|
|
|
17,472 |
|
Appfolio Inc, Cl A * |
|
|
2,079 |
|
|
|
503 |
|
Arrow Electronics Inc * |
|
|
38,100 |
|
|
|
4,477 |
|
Avnet Inc |
|
|
101,791 |
|
|
|
4,742 |
|
Box Inc, Cl A * |
|
|
3,402 |
|
|
|
88 |
|
Canon Inc ADR |
|
|
192,800 |
|
|
|
5,628 |
|
Cirrus Logic Inc * |
|
|
1,084 |
|
|
|
99 |
|
Cisco Systems Inc |
|
|
225,114 |
|
|
|
10,889 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
57,629 |
|
|
|
4,554 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CommVault Systems Inc * |
|
|
5,084 |
|
|
$ |
487 |
|
CoreCard * |
|
|
1,830 |
|
|
|
23 |
|
Daktronics Inc * |
|
|
14,249 |
|
|
|
124 |
|
Dell Technologies Inc, Cl C |
|
|
38,100 |
|
|
|
3,607 |
|
Dolby Laboratories Inc, Cl A |
|
|
2,376 |
|
|
|
192 |
|
F5 Inc * |
|
|
772 |
|
|
|
144 |
|
Gartner Inc * |
|
|
251 |
|
|
|
117 |
|
Gen Digital Inc |
|
|
45,705 |
|
|
|
982 |
|
Hackett Group Inc/The |
|
|
7,123 |
|
|
|
176 |
|
Hewlett Packard Enterprise Co |
|
|
418,900 |
|
|
|
6,380 |
|
Insight Enterprises Inc * |
|
|
28,700 |
|
|
|
5,396 |
|
InterDigital Inc |
|
|
4,057 |
|
|
|
434 |
|
International Business Machines Corp |
|
|
65,300 |
|
|
|
12,082 |
|
inTEST * |
|
|
1,713 |
|
|
|
20 |
|
Juniper Networks Inc |
|
|
108,900 |
|
|
|
4,033 |
|
Kimball Electronics Inc * |
|
|
529 |
|
|
|
12 |
|
LiveRamp Holdings Inc * |
|
|
3,649 |
|
|
|
128 |
|
Motorola Solutions Inc |
|
|
2,706 |
|
|
|
894 |
|
NetApp Inc |
|
|
39,300 |
|
|
|
3,502 |
|
NVE Corp |
|
|
1,164 |
|
|
|
97 |
|
Open Text Corp |
|
|
46,100 |
|
|
|
1,774 |
|
Oracle Corp |
|
|
20,679 |
|
|
|
2,309 |
|
OSI Systems Inc * |
|
|
157 |
|
|
|
21 |
|
QUALCOMM Inc |
|
|
8,139 |
|
|
|
1,284 |
|
Qualys Inc * |
|
|
366 |
|
|
|
63 |
|
Skyworks Solutions Inc |
|
|
7,230 |
|
|
|
759 |
|
Squarespace Inc, Cl A * |
|
|
1,814 |
|
|
|
60 |
|
Super Micro Computer Inc * |
|
|
50 |
|
|
|
43 |
|
Teradata Corp * |
|
|
24,443 |
|
|
|
920 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
94,866 |
|
Materials — 4.3% |
|
|
|
|
Arch Resources Inc |
|
|
1,460 |
|
|
|
241 |
|
Axalta Coating Systems Ltd * |
|
|
10,843 |
|
|
|
355 |
|
Berry Global Group Inc |
|
|
74,855 |
|
|
|
4,357 |
|
Core Molding Technologies * |
|
|
3,191 |
|
|
|
59 |
|
Graphic Packaging Holding Co |
|
|
101,500 |
|
|
|
2,634 |
|
Innospec Inc |
|
|
753 |
|
|
|
93 |
|
International Paper Co |
|
|
52,200 |
|
|
|
1,846 |
|
NewMarket Corp |
|
|
16,029 |
|
|
|
10,285 |
|
Packaging Corp of America |
|
|
9,226 |
|
|
|
1,672 |
|
Reliance Inc |
|
|
12,300 |
|
|
|
3,951 |
|
Silgan Holdings Inc |
|
|
20,542 |
|
|
|
902 |
|
Sonoco Products Co |
|
|
44,100 |
|
|
|
2,500 |
|
Southern Copper Corp |
|
|
5,280 |
|
|
|
427 |
|
SSR Mining Inc |
|
|
149,680 |
|
|
|
644 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,966 |
|
Real Estate — 0.1% |
|
|
|
|
Apartment Income REIT Corp ‡ |
|
|
12,016 |
|
|
|
364 |
|
Equity Commonwealth *‡ |
|
|
11,334 |
|
|
|
214 |
|
Forestar Group Inc * |
|
|
2,174 |
|
|
|
73 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
10,005 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
RMR Group Inc/The, Cl A |
|
|
11,011 |
|
|
$ |
270 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,064 |
|
Utilities — 4.5% |
|
|
|
|
ALLETE Inc |
|
|
1,743 |
|
|
|
99 |
|
American Electric Power Co Inc |
|
|
32,200 |
|
|
|
2,743 |
|
American States Water Co |
|
|
4,558 |
|
|
|
325 |
|
Black Hills Corp |
|
|
2,443 |
|
|
|
127 |
|
California Water Service Group |
|
|
3,480 |
|
|
|
160 |
|
Clearway Energy Inc, Cl A |
|
|
5,925 |
|
|
|
120 |
|
Consolidated Edison Inc |
|
|
30,252 |
|
|
|
2,638 |
|
Consolidated Water Co Ltd |
|
|
11,966 |
|
|
|
354 |
|
Entergy Corp |
|
|
28,000 |
|
|
|
2,844 |
|
Evergy Inc |
|
|
56,500 |
|
|
|
2,799 |
|
Genie Energy Ltd, Cl B |
|
|
15,612 |
|
|
|
285 |
|
MGE Energy Inc |
|
|
2,254 |
|
|
|
142 |
|
Middlesex Water Co |
|
|
262 |
|
|
|
13 |
|
National Fuel Gas Co |
|
|
87,801 |
|
|
|
4,279 |
|
New Jersey Resources Corp |
|
|
930 |
|
|
|
39 |
|
Northwest Natural Holding Co |
|
|
6,940 |
|
|
|
255 |
|
Northwestern Energy Group Inc |
|
|
621 |
|
|
|
30 |
|
NRG Energy Inc |
|
|
17,696 |
|
|
|
979 |
|
ONE Gas Inc |
|
|
2,160 |
|
|
|
129 |
|
Otter Tail Corp |
|
|
36,500 |
|
|
|
3,302 |
|
PPL Corp |
|
|
79,700 |
|
|
|
2,102 |
|
Public Service Enterprise Group Inc |
|
|
28,600 |
|
|
|
1,785 |
|
SJW Group |
|
|
5,898 |
|
|
|
325 |
|
Southwest Gas Holdings Inc |
|
|
244 |
|
|
|
16 |
|
Spire Inc |
|
|
3,056 |
|
|
|
181 |
|
Vistra Corp |
|
|
93,600 |
|
|
|
5,105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,176 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $561,977) ($ Thousands) |
|
|
|
|
|
|
684,106 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 1.9% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(B) |
|
|
13,397,323 |
|
|
|
13,392 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $13,400) ($ Thousands) |
|
|
13,392 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
11,619,412 |
|
|
|
11,619 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,619) ($ Thousands) |
|
|
|
|
|
|
11,619 |
|
Total Investments in Securities — 101.7% |
|
|
|
|
|
|
|
|
(Cost $586,996) ($ Thousands) |
|
$ |
709,117 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
U.S. Managed Volatility Fund (Concluded)
A list of the open futures contracts held by the Fund at February 29, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
52 |
|
|
|
Mar-2024 |
|
|
$ |
13,180 |
|
|
$ |
13,270 |
|
|
$ |
90 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $697,583 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $13,392 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
4,771 |
|
|
$ |
52,188 |
|
|
$ |
(43,564 |
) |
|
$ |
— |
|
|
$ |
(3 |
) |
|
$ |
13,392 |
|
|
$ |
95 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
14,098 |
|
|
|
181,566 |
|
|
|
(184,045 |
) |
|
|
— |
|
|
|
— |
|
|
|
11,619 |
|
|
|
749 |
|
|
|
— |
|
Totals |
|
$ |
18,869 |
|
|
$ |
233,754 |
|
|
$ |
(227,609 |
) |
|
$ |
– |
|
|
$ |
(3 |
) |
|
$ |
25,011 |
|
|
$ |
844 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 95.5% |
Australia — 0.9% |
ANZ Group Holdings Ltd |
|
|
215,000 |
|
|
$ |
3,983 |
|
Fortescue Ltd |
|
|
109,907 |
|
|
|
1,856 |
|
JB Hi-Fi Ltd |
|
|
77,300 |
|
|
|
3,099 |
|
Origin Energy Ltd |
|
|
122,230 |
|
|
|
715 |
|
Rio Tinto Ltd |
|
|
116,367 |
|
|
|
9,379 |
|
| |
|
|
|
|
|
|
19,032 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.2% |
ANDRITZ AG |
|
|
60,900 |
|
|
|
3,829 |
|
Oberbank AG |
|
|
350 |
|
|
|
26 |
|
Telekom Austria AG, Cl A |
|
|
38,558 |
|
|
|
306 |
|
UNIQA Insurance Group AG |
|
|
93,487 |
|
|
|
819 |
|
| |
|
|
|
|
|
|
4,980 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.4% |
Ageas SA/NV |
|
|
123,495 |
|
|
|
5,239 |
|
Colruyt Group N.V |
|
|
60,325 |
|
|
|
2,897 |
|
TINC Comm VA * |
|
|
2,195 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
8,162 |
|
| |
|
|
|
|
|
|
|
|
Canada — 3.1% |
AltaGas Ltd |
|
|
180,900 |
|
|
|
3,880 |
|
Bank of Nova Scotia/The |
|
|
56,900 |
|
|
|
2,761 |
|
BCE Inc |
|
|
167,972 |
|
|
|
6,233 |
|
Canadian Imperial Bank of Commerce |
|
|
113,400 |
|
|
|
5,369 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
47,800 |
|
|
|
4,867 |
|
Canadian Utilities Ltd, Cl A |
|
|
12,400 |
|
|
|
279 |
|
Cogeco Communications Inc |
|
|
58,200 |
|
|
|
2,563 |
|
Constellation Software Inc/Canada |
|
|
100 |
|
|
|
279 |
|
Empire Co Ltd, Cl Common Subs. Receipt |
|
|
219,200 |
|
|
|
5,558 |
|
Fairfax Financial Holdings Ltd |
|
|
7,300 |
|
|
|
7,796 |
|
George Weston Ltd |
|
|
9,700 |
|
|
|
1,271 |
|
Great-West Lifeco Inc, Cl Common Subs. Receipt (A) |
|
|
172,100 |
|
|
|
5,304 |
|
Loblaw Cos Ltd |
|
|
116,600 |
|
|
|
12,434 |
|
Metro Inc/CN, Cl A |
|
|
52,000 |
|
|
|
2,817 |
|
Quebecor Inc, Cl B |
|
|
116,400 |
|
|
|
2,724 |
|
Sun Life Financial Inc |
|
|
500 |
|
|
|
27 |
|
Whitecap Resources Inc, Cl Common Subs. Receipt (A) |
|
|
205,500 |
|
|
|
1,427 |
|
| |
|
|
|
|
|
|
65,589 |
|
| |
|
|
|
|
|
|
|
|
China — 0.0% |
CITIC Telecom International Holdings Ltd |
|
|
872,000 |
|
|
|
332 |
|
Fountain SET Holdings Ltd * |
|
|
174,279 |
|
|
|
9 |
|
Wilmar International Ltd |
|
|
53,200 |
|
|
|
131 |
|
| |
|
|
|
|
|
|
472 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 1.3% |
Carlsberg AS, Cl B |
|
|
37,511 |
|
|
|
5,233 |
|
Danske Bank A/S |
|
|
287,048 |
|
|
|
8,439 |
|
Novo Nordisk A/S, Cl B |
|
|
109,256 |
|
|
|
13,001 |
|
Schouw & Co A/S |
|
|
4,918 |
|
|
|
422 |
|
| |
|
|
|
|
|
|
27,095 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Finland — 0.3% |
Elisa Oyj, Cl A |
|
|
118,752 |
|
|
$ |
5,354 |
|
Kemira Oyj |
|
|
19,168 |
|
|
|
345 |
|
| |
|
|
|
|
|
|
5,699 |
|
| |
|
|
|
|
|
|
|
|
France — 2.6% |
ABC arbitrage |
|
|
10,682 |
|
|
|
42 |
|
Boiron SA |
|
|
56 |
|
|
|
2 |
|
Bouygues SA |
|
|
169,200 |
|
|
|
6,696 |
|
Carrefour SA |
|
|
535,474 |
|
|
|
8,999 |
|
Danone SA |
|
|
26,730 |
|
|
|
1,707 |
|
Dassault Systemes SE |
|
|
15,170 |
|
|
|
709 |
|
Eiffage SA |
|
|
24,805 |
|
|
|
2,702 |
|
Fountaine Pajot SA |
|
|
344 |
|
|
|
44 |
|
Legrand SA |
|
|
11,884 |
|
|
|
1,202 |
|
Orange SA |
|
|
1,627,212 |
|
|
|
18,676 |
|
Societe BIC SA |
|
|
77,200 |
|
|
|
5,580 |
|
TotalEnergies SE |
|
|
133,400 |
|
|
|
8,516 |
|
| |
|
|
|
|
|
|
54,875 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.7% |
Allianz SE |
|
|
12,800 |
|
|
|
3,516 |
|
Bayerische Motoren Werke AG |
|
|
45,600 |
|
|
|
5,390 |
|
Deutsche Telekom AG |
|
|
187,000 |
|
|
|
4,449 |
|
Heidelberg Materials AG |
|
|
3,481 |
|
|
|
338 |
|
| |
|
|
|
|
|
|
13,693 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 1.2% |
Bank of East Asia Ltd/The |
|
|
16,792 |
|
|
|
21 |
|
Chinney Investments Ltd |
|
|
88,000 |
|
|
|
10 |
|
CLP Holdings Ltd |
|
|
163,180 |
|
|
|
1,360 |
|
Dah Sing Banking Group Ltd |
|
|
55,711 |
|
|
|
35 |
|
Hang Lung Properties Ltd |
|
|
127,000 |
|
|
|
137 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
1,372,500 |
|
|
|
841 |
|
HKT Trust & HKT Ltd |
|
|
5,062,000 |
|
|
|
6,175 |
|
Jardine Matheson Holdings Ltd |
|
|
60,000 |
|
|
|
2,515 |
|
Nissin Foods Co Ltd |
|
|
12,716 |
|
|
|
8 |
|
PCCW Ltd |
|
|
2,820,000 |
|
|
|
1,405 |
|
Power Assets Holdings Ltd |
|
|
780,500 |
|
|
|
4,696 |
|
SmarTone Telecommunications Holdings Ltd |
|
|
59,013 |
|
|
|
30 |
|
Sun Hung Kai Properties Ltd |
|
|
239,000 |
|
|
|
2,410 |
|
Swire Pacific Ltd, Cl A |
|
|
171,500 |
|
|
|
1,422 |
|
Transport International Holdings Ltd |
|
|
13,200 |
|
|
|
15 |
|
VTech Holdings Ltd |
|
|
62,233 |
|
|
|
360 |
|
WH Group Ltd |
|
|
5,754,000 |
|
|
|
3,469 |
|
Yue Yuen Industrial Holdings Ltd |
|
|
22 |
|
|
|
– |
|
| |
|
|
|
|
|
|
24,909 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.8% |
Arad Ltd |
|
|
2,800 |
|
|
|
49 |
|
Check Point Software Technologies Ltd * |
|
|
58,691 |
|
|
|
9,415 |
|
FIBI Holdings Ltd |
|
|
9,113 |
|
|
|
412 |
|
First International Bank Of Israel Ltd/The |
|
|
56,645 |
|
|
|
2,444 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Isracard Ltd |
|
|
1 |
|
|
$ |
– |
|
Ituran Location and Control |
|
|
2,631 |
|
|
|
69 |
|
Nice Ltd * |
|
|
8,857 |
|
|
|
2,174 |
|
Radware Ltd * |
|
|
59,034 |
|
|
|
1,048 |
|
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd |
|
|
20,365 |
|
|
|
1,252 |
|
Tower Semiconductor * |
|
|
5,872 |
|
|
|
193 |
|
| |
|
|
|
|
|
|
17,056 |
|
| |
|
|
|
|
|
|
|
|
Italy — 1.1% |
A2A SpA |
|
|
2,477,500 |
|
|
|
4,504 |
|
Coca-Cola HBC AG |
|
|
44,790 |
|
|
|
1,397 |
|
Eni SpA |
|
|
891,800 |
|
|
|
13,750 |
|
Leonardo SpA |
|
|
42,170 |
|
|
|
901 |
|
Orsero SpA |
|
|
2,443 |
|
|
|
40 |
|
UniCredit SpA |
|
|
31,182 |
|
|
|
1,043 |
|
UnipolSai Assicurazioni SpA |
|
|
248,940 |
|
|
|
717 |
|
| |
|
|
|
|
|
|
22,352 |
|
| |
|
|
|
|
|
|
|
|
Japan — 8.8% |
Achilles Corp |
|
|
2,300 |
|
|
|
24 |
|
Aeon Delight Co Ltd |
|
|
7,900 |
|
|
|
180 |
|
AGC Inc |
|
|
132,800 |
|
|
|
4,750 |
|
Ahjikan Co Ltd |
|
|
5,308 |
|
|
|
42 |
|
Aica Kogyo Co Ltd |
|
|
1,600 |
|
|
|
38 |
|
Aichi Electric Co Ltd |
|
|
1,000 |
|
|
|
27 |
|
Aisin Corp |
|
|
11,800 |
|
|
|
445 |
|
Alinco |
|
|
8,300 |
|
|
|
58 |
|
Alleanza Holdings |
|
|
4,900 |
|
|
|
35 |
|
Amano Corp |
|
|
36,300 |
|
|
|
888 |
|
Anritsu Corp |
|
|
262,500 |
|
|
|
2,257 |
|
Arcs Co Ltd |
|
|
50,700 |
|
|
|
1,048 |
|
Artience |
|
|
11,000 |
|
|
|
209 |
|
Asahi Co Ltd |
|
|
24,900 |
|
|
|
219 |
|
Asante Inc |
|
|
7,300 |
|
|
|
82 |
|
Autobacs Seven Co Ltd |
|
|
83,600 |
|
|
|
936 |
|
Axial Retailing Inc |
|
|
1,000 |
|
|
|
27 |
|
Belc Co Ltd |
|
|
6,000 |
|
|
|
255 |
|
Bridgestone Corp |
|
|
123,700 |
|
|
|
5,327 |
|
Brother Industries Ltd |
|
|
291,700 |
|
|
|
4,891 |
|
Canon Electronics Inc |
|
|
3,800 |
|
|
|
57 |
|
Canon Inc |
|
|
242,100 |
|
|
|
7,080 |
|
Cawachi Ltd |
|
|
26,200 |
|
|
|
485 |
|
Chubu Electric Power Co Inc |
|
|
552,400 |
|
|
|
6,889 |
|
Chubu Shiryo Co Ltd |
|
|
3,100 |
|
|
|
25 |
|
Chudenko |
|
|
2,300 |
|
|
|
45 |
|
CI Takiron Corp |
|
|
35,900 |
|
|
|
156 |
|
COLOPL Inc |
|
|
9,500 |
|
|
|
36 |
|
Computer Engineering & Consulting Ltd |
|
|
10,600 |
|
|
|
132 |
|
COMSYS Holdings Corp |
|
|
26,000 |
|
|
|
574 |
|
Create Medic Co Ltd |
|
|
2,784 |
|
|
|
18 |
|
Dai Nippon Toryo Co Ltd |
|
|
4,300 |
|
|
|
33 |
|
Daisue Construction Co Ltd |
|
|
3,400 |
|
|
|
37 |
|
Daiwa Securities Group Inc |
|
|
370,000 |
|
|
|
2,724 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Doshisha Co Ltd |
|
|
6,100 |
|
|
$ |
86 |
|
Earth Corp |
|
|
12,000 |
|
|
|
339 |
|
Ebara Foods Industry Inc |
|
|
1,600 |
|
|
|
31 |
|
Eiken Chemical Co Ltd |
|
|
5,100 |
|
|
|
64 |
|
ENEOS Holdings Inc |
|
|
1,100,600 |
|
|
|
4,753 |
|
ESTELLE Holdings Co Ltd |
|
|
6,000 |
|
|
|
26 |
|
EXEO Group Inc |
|
|
20,000 |
|
|
|
421 |
|
Ezaki Glico Co Ltd |
|
|
48,500 |
|
|
|
1,448 |
|
Feed One Co Ltd |
|
|
4,500 |
|
|
|
31 |
|
FJ Next Holdings Co Ltd |
|
|
11,400 |
|
|
|
91 |
|
Focus Systems |
|
|
3,900 |
|
|
|
29 |
|
France Bed Holdings Co Ltd |
|
|
7,000 |
|
|
|
63 |
|
FTGroup Co Ltd |
|
|
3,900 |
|
|
|
32 |
|
Fujicco Co Ltd |
|
|
11,100 |
|
|
|
145 |
|
Fujiya Co Ltd |
|
|
2,100 |
|
|
|
35 |
|
Gakken Holdings Co Ltd |
|
|
39,100 |
|
|
|
255 |
|
Gakkyusha Co Ltd |
|
|
6,100 |
|
|
|
86 |
|
H.U. Group Holdings Inc |
|
|
10,400 |
|
|
|
179 |
|
Heiwado Co Ltd (A) |
|
|
62,700 |
|
|
|
862 |
|
Hitachi Ltd |
|
|
525 |
|
|
|
44 |
|
Hogy Medical |
|
|
8,300 |
|
|
|
200 |
|
Hokkaido Coca-Cola Bottling |
|
|
3,500 |
|
|
|
58 |
|
Hokkan Holdings Ltd |
|
|
5,800 |
|
|
|
72 |
|
Hokuto Corp |
|
|
24,700 |
|
|
|
297 |
|
Honda Motor Co Ltd |
|
|
699,300 |
|
|
|
8,326 |
|
Horiba Ltd |
|
|
31,900 |
|
|
|
3,113 |
|
House Foods Group Inc |
|
|
64,200 |
|
|
|
1,348 |
|
Inaba Seisakusho |
|
|
7,000 |
|
|
|
71 |
|
Inpex Corp |
|
|
37,600 |
|
|
|
505 |
|
ITOCHU Corp |
|
|
95,700 |
|
|
|
4,166 |
|
Itochu Enex Co Ltd |
|
|
18,000 |
|
|
|
184 |
|
Itochu-Shokuhin Co Ltd |
|
|
953 |
|
|
|
48 |
|
Itoham Yonekyu Holdings Inc |
|
|
6,120 |
|
|
|
168 |
|
Japan Tobacco Inc |
|
|
705,000 |
|
|
|
18,333 |
|
Jastec |
|
|
3,900 |
|
|
|
36 |
|
JFE Holdings Inc |
|
|
6,000 |
|
|
|
98 |
|
JM Holdings Co Ltd |
|
|
4,300 |
|
|
|
75 |
|
J-Oil Mills Inc |
|
|
17,600 |
|
|
|
230 |
|
JSP Corp |
|
|
21,600 |
|
|
|
323 |
|
Kagome Co Ltd |
|
|
3,000 |
|
|
|
69 |
|
Kaken Pharmaceutical Co Ltd |
|
|
39,400 |
|
|
|
935 |
|
Kakiyasu Honten Co Ltd |
|
|
7,000 |
|
|
|
125 |
|
Kameda Seika Co Ltd |
|
|
1,800 |
|
|
|
53 |
|
Kansai Electric Power Co Inc/The |
|
|
413,700 |
|
|
|
5,308 |
|
Kato Sangyo Co Ltd |
|
|
12,700 |
|
|
|
411 |
|
Kenko Mayonnaise |
|
|
3,400 |
|
|
|
48 |
|
Kewpie Corp |
|
|
50,300 |
|
|
|
938 |
|
Key Coffee Inc |
|
|
6,400 |
|
|
|
88 |
|
KFC Holdings Japan Ltd |
|
|
3,400 |
|
|
|
96 |
|
Kitano Construction Corp |
|
|
1,300 |
|
|
|
28 |
|
Kobe Electric Railway Co Ltd * |
|
|
1,500 |
|
|
|
28 |
|
Kohnan Shoji Co Ltd |
|
|
95,058 |
|
|
|
2,671 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Komeri Co Ltd |
|
|
25,900 |
|
|
$ |
604 |
|
K's Holdings Corp |
|
|
404,800 |
|
|
|
3,509 |
|
Kuriyama Holdings |
|
|
3,800 |
|
|
|
29 |
|
Kyokuyo Co Ltd |
|
|
4,800 |
|
|
|
114 |
|
Kyorin Pharmaceutical Co Ltd |
|
|
24,100 |
|
|
|
287 |
|
LAC Co Ltd |
|
|
6,600 |
|
|
|
35 |
|
Lawson Inc |
|
|
30,700 |
|
|
|
2,103 |
|
Lion Corp |
|
|
130,900 |
|
|
|
1,155 |
|
Maezawa Kasei Industries Co Ltd |
|
|
2,400 |
|
|
|
27 |
|
Maruzen Co Ltd/Taito ward |
|
|
1,000 |
|
|
|
18 |
|
Marvelous Inc |
|
|
6,600 |
|
|
|
32 |
|
McDonald's Holdings Co Japan Ltd |
|
|
33,000 |
|
|
|
1,537 |
|
Medipal Holdings Corp |
|
|
5,200 |
|
|
|
79 |
|
Megmilk Snow Brand Co Ltd |
|
|
63,600 |
|
|
|
956 |
|
MEIJI Holdings Co Ltd |
|
|
91,500 |
|
|
|
2,064 |
|
Ministop Co Ltd |
|
|
4,200 |
|
|
|
44 |
|
Miroku Jyoho Service Co Ltd |
|
|
9,400 |
|
|
|
121 |
|
Mitsubishi Chemical Group Corp |
|
|
95,000 |
|
|
|
545 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
7,400 |
|
|
|
266 |
|
Mitsui & Co Ltd |
|
|
95,200 |
|
|
|
4,168 |
|
Mitsui DM Sugar Holdings Co Ltd |
|
|
10,600 |
|
|
|
229 |
|
Miyoshi Oil & Fat Co Ltd |
|
|
11,518 |
|
|
|
104 |
|
Mizuho Financial Group Inc |
|
|
586,800 |
|
|
|
10,982 |
|
Mochida Pharmaceutical Co Ltd |
|
|
7,200 |
|
|
|
157 |
|
Morinaga & Co Ltd/Japan |
|
|
40,800 |
|
|
|
733 |
|
Morozoff Ltd |
|
|
2,522 |
|
|
|
73 |
|
Nagase Brothers |
|
|
2,000 |
|
|
|
28 |
|
Nagatanien Holdings |
|
|
3,200 |
|
|
|
47 |
|
NH Foods Ltd |
|
|
36,600 |
|
|
|
1,283 |
|
Nichirin Co Ltd |
|
|
1,300 |
|
|
|
33 |
|
Nihon Chouzai Co Ltd |
|
|
17,300 |
|
|
|
167 |
|
Nihon Denkei Co Ltd |
|
|
2,500 |
|
|
|
38 |
|
Nihon Kohden Corp |
|
|
2,700 |
|
|
|
75 |
|
Nikko Co Ltd/Hyogo |
|
|
7,600 |
|
|
|
40 |
|
Nippn Corp |
|
|
63,800 |
|
|
|
1,014 |
|
Nippon Air Conditioning Services Co Ltd |
|
|
5,300 |
|
|
|
32 |
|
Nippon Beet Sugar Manufacturing Co Ltd |
|
|
1,900 |
|
|
|
27 |
|
Nippon Carbon Co Ltd |
|
|
5,000 |
|
|
|
174 |
|
Nippon Ceramic Co Ltd |
|
|
1,800 |
|
|
|
33 |
|
Nippon Seisen Co Ltd |
|
|
400 |
|
|
|
17 |
|
Nippon Telegraph & Telephone Corp |
|
|
3,243,800 |
|
|
|
3,951 |
|
Nisshin Oillio Group Ltd/The |
|
|
11,749 |
|
|
|
410 |
|
Nissin Foods Holdings Co Ltd |
|
|
28,900 |
|
|
|
845 |
|
Nitto Fuji Flour Milling |
|
|
700 |
|
|
|
25 |
|
Nittoc Construction Co Ltd |
|
|
10,800 |
|
|
|
83 |
|
Noevir Holdings |
|
|
4,800 |
|
|
|
167 |
|
Nomura Real Estate Holdings Inc |
|
|
20,700 |
|
|
|
515 |
|
Oiles Corp |
|
|
6,500 |
|
|
|
89 |
|
Okinawa Cellular Telephone Co |
|
|
14,622 |
|
|
|
352 |
|
Okuwa Co Ltd |
|
|
13,700 |
|
|
|
78 |
|
Osaki Electric Co Ltd |
|
|
7,300 |
|
|
|
32 |
|
Otsuka Holdings Co Ltd |
|
|
24,700 |
|
|
|
1,004 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
OUG Holdings Inc |
|
|
2,682 |
|
|
$ |
47 |
|
Ozu Corp |
|
|
2,400 |
|
|
|
27 |
|
Prima Meat Packers Ltd |
|
|
27,800 |
|
|
|
421 |
|
Raito Kogyo Co Ltd |
|
|
29,900 |
|
|
|
381 |
|
San-A Co Ltd, Cl A |
|
|
35,000 |
|
|
|
1,077 |
|
Sanki Engineering Co Ltd |
|
|
9,500 |
|
|
|
127 |
|
Sanyo Chemical Industries Ltd |
|
|
13,200 |
|
|
|
375 |
|
Seiko Epson Corp |
|
|
313,800 |
|
|
|
5,076 |
|
Senko Group Holdings Co Ltd |
|
|
463,600 |
|
|
|
3,305 |
|
Showa Sangyo Co Ltd |
|
|
31,700 |
|
|
|
735 |
|
SKY Perfect JSAT Holdings Inc |
|
|
530,300 |
|
|
|
3,150 |
|
SoftBank Corp |
|
|
617,500 |
|
|
|
8,138 |
|
Sojitz Corp |
|
|
293,900 |
|
|
|
7,460 |
|
SRA Holdings |
|
|
8,100 |
|
|
|
214 |
|
ST Corp |
|
|
5,400 |
|
|
|
56 |
|
Step |
|
|
4,400 |
|
|
|
60 |
|
Studio Alice Co Ltd |
|
|
5,000 |
|
|
|
68 |
|
Sugi Holdings Co Ltd |
|
|
10,500 |
|
|
|
165 |
|
Sundrug Co Ltd |
|
|
74,800 |
|
|
|
2,335 |
|
Tachibana Eletech Co Ltd |
|
|
2,300 |
|
|
|
49 |
|
Takamatsu Construction Group Co Ltd |
|
|
11,900 |
|
|
|
226 |
|
Takasago International Corp |
|
|
1,300 |
|
|
|
29 |
|
Tekken Corp |
|
|
4,000 |
|
|
|
65 |
|
TOKAI Holdings Corp |
|
|
91,400 |
|
|
|
622 |
|
Tokyo Individualized Educational Institute Inc |
|
|
11,500 |
|
|
|
34 |
|
Tokyu Construction Co Ltd |
|
|
29,500 |
|
|
|
164 |
|
Trend Micro Inc/Japan |
|
|
119,900 |
|
|
|
5,949 |
|
Unicafe Inc |
|
|
9,700 |
|
|
|
59 |
|
United Super Markets Holdings Inc |
|
|
118,300 |
|
|
|
790 |
|
Uoriki Co Ltd |
|
|
1,400 |
|
|
|
23 |
|
Valor Holdings Co Ltd |
|
|
17,200 |
|
|
|
278 |
|
Vital KSK Holdings Inc |
|
|
14,300 |
|
|
|
127 |
|
Wowow Inc |
|
|
10,676 |
|
|
|
78 |
|
Yamaguchi Financial Group Inc |
|
|
365,000 |
|
|
|
3,704 |
|
Yamaya Corp |
|
|
2,100 |
|
|
|
47 |
|
Yaoko Co Ltd |
|
|
21,900 |
|
|
|
1,260 |
|
Yasuda Logistics |
|
|
2,900 |
|
|
|
23 |
|
Yellow Hat |
|
|
8,900 |
|
|
|
116 |
|
Yondoshi Holdings Inc |
|
|
13,500 |
|
|
|
171 |
|
Zaoh Co Ltd |
|
|
2,000 |
|
|
|
34 |
|
Zenkoku Hosho Co Ltd |
|
|
6,100 |
|
|
|
224 |
|
Zenrin Co Ltd |
|
|
20,000 |
|
|
|
114 |
|
ZERIA Pharmaceutical Co Ltd |
|
|
7,100 |
|
|
|
101 |
|
| |
|
|
|
|
|
|
185,532 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 2.9% |
Acomo NV |
|
|
2,913 |
|
|
|
56 |
|
ASR Nederland NV |
|
|
88,000 |
|
|
|
4,060 |
|
EXOR NV |
|
|
12,700 |
|
|
|
1,372 |
|
Koninklijke Ahold Delhaize NV |
|
|
921,910 |
|
|
|
27,455 |
|
Koninklijke KPN NV |
|
|
2,045,247 |
|
|
|
7,487 |
|
NN Group NV |
|
|
100,600 |
|
|
|
4,492 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Shell PLC |
|
|
293,256 |
|
|
$ |
9,126 |
|
Wolters Kluwer NV |
|
|
47,195 |
|
|
|
7,449 |
|
| |
|
|
|
|
|
|
61,497 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.2% |
Spark New Zealand Ltd |
|
|
1,368,521 |
|
|
|
4,227 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.9% |
AMSC ASA |
|
|
83,585 |
|
|
|
211 |
|
DNB Bank ASA |
|
|
140,013 |
|
|
|
2,805 |
|
Orkla ASA |
|
|
986,532 |
|
|
|
7,079 |
|
Sparebank 1 Oestlandet |
|
|
16,398 |
|
|
|
193 |
|
SpareBank 1 SMN |
|
|
54,734 |
|
|
|
746 |
|
SpareBank 1 Sorost-Norge |
|
|
1,460 |
|
|
|
9 |
|
SpareBank 1 SR-Bank ASA |
|
|
17,535 |
|
|
|
213 |
|
Sparebanken More |
|
|
280 |
|
|
|
2 |
|
Sparebanken Vest |
|
|
29,474 |
|
|
|
327 |
|
Storebrand, Cl A |
|
|
65,120 |
|
|
|
582 |
|
Telenor ASA |
|
|
609,329 |
|
|
|
6,680 |
|
Veidekke ASA |
|
|
6,922 |
|
|
|
72 |
|
| |
|
|
|
|
|
|
18,919 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.2% |
Jeronimo Martins SGPS SA |
|
|
185,017 |
|
|
|
4,429 |
|
NOS SGPS SA |
|
|
13,159 |
|
|
|
46 |
|
| |
|
|
|
|
|
|
4,475 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 1.4% |
DBS Group Holdings Ltd |
|
|
129,200 |
|
|
|
3,202 |
|
Great Eastern Holdings Ltd |
|
|
4,800 |
|
|
|
64 |
|
Jardine Cycle & Carriage Ltd |
|
|
248,000 |
|
|
|
4,694 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
1,018,900 |
|
|
|
9,836 |
|
Sheng Siong Group Ltd |
|
|
1,456,233 |
|
|
|
1,679 |
|
Singapore Exchange Ltd |
|
|
309,600 |
|
|
|
2,176 |
|
United Overseas Bank Ltd |
|
|
355,100 |
|
|
|
7,381 |
|
| |
|
|
|
|
|
|
29,032 |
|
| |
|
|
|
|
|
|
|
|
Spain — 1.0% |
ACS Actividades de Construccion y Servicios SA |
|
|
13,883 |
|
|
|
570 |
|
Aena SME SA |
|
|
20,797 |
|
|
|
3,942 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
272,601 |
|
|
|
7,328 |
|
Ebro Foods SA |
|
|
27,849 |
|
|
|
439 |
|
Iberdrola SA |
|
|
504,320 |
|
|
|
5,796 |
|
Miquel y Costas & Miquel SA |
|
|
2,889 |
|
|
|
36 |
|
Redeia Corp SA |
|
|
150,080 |
|
|
|
2,387 |
|
| |
|
|
|
|
|
|
20,498 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 1.1% |
Essity AB, Cl B |
|
|
160,875 |
|
|
|
3,758 |
|
Industrivarden AB, Cl C |
|
|
50,234 |
|
|
|
1,710 |
|
Svenska Handelsbanken AB, Cl A |
|
|
492,100 |
|
|
|
5,888 |
|
Swedbank AB, Cl A |
|
|
334,500 |
|
|
|
7,351 |
|
Volvo AB, Cl A |
|
|
44,639 |
|
|
|
1,246 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Volvo AB, Cl B |
|
|
138,481 |
|
|
$ |
3,815 |
|
| |
|
|
|
|
|
|
23,768 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 2.3% |
Basellandschaftliche Kantonalbank |
|
|
120 |
|
|
|
116 |
|
Berner Kantonalbank AG |
|
|
2,152 |
|
|
|
587 |
|
BKW AG |
|
|
7,411 |
|
|
|
1,044 |
|
Cie Financiere Tradition SA |
|
|
209 |
|
|
|
28 |
|
Emmi AG |
|
|
586 |
|
|
|
599 |
|
Graubuendner Kantonalbank |
|
|
61 |
|
|
|
123 |
|
Investis Holding SA |
|
|
813 |
|
|
|
87 |
|
Kuehne + Nagel International AG |
|
|
9,306 |
|
|
|
3,145 |
|
Logitech International SA |
|
|
11,837 |
|
|
|
1,048 |
|
Novartis AG |
|
|
299,345 |
|
|
|
30,422 |
|
PSP Swiss Property AG |
|
|
8,997 |
|
|
|
1,149 |
|
Sandoz Group AG * |
|
|
34,420 |
|
|
|
1,073 |
|
St Galler Kantonalbank AG |
|
|
1,332 |
|
|
|
756 |
|
Swatch Group AG/The |
|
|
17,014 |
|
|
|
782 |
|
Swisscom AG |
|
|
12,039 |
|
|
|
6,910 |
|
Vaudoise Assurances Holding SA |
|
|
76 |
|
|
|
39 |
|
Walliser Kantonalbank |
|
|
687 |
|
|
|
87 |
|
Zug Estates Holding AG, Cl B |
|
|
34 |
|
|
|
70 |
|
| |
|
|
|
|
|
|
48,065 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 4.9% |
3i Group PLC |
|
|
123,400 |
|
|
|
3,852 |
|
Aferian PLC, Cl A * |
|
|
28,544 |
|
|
|
4 |
|
BAE Systems PLC |
|
|
412,790 |
|
|
|
6,485 |
|
Balfour Beatty |
|
|
1,071,100 |
|
|
|
4,598 |
|
British American Tobacco PLC |
|
|
134,300 |
|
|
|
3,984 |
|
BT Group PLC, Cl A |
|
|
1,226,045 |
|
|
|
1,620 |
|
Centrica PLC |
|
|
2,151,683 |
|
|
|
3,425 |
|
CK Hutchison Holdings Ltd |
|
|
2,017,000 |
|
|
|
10,241 |
|
Coca-Cola Europacific Partners PLC |
|
|
120,107 |
|
|
|
8,243 |
|
Cranswick PLC |
|
|
2,736 |
|
|
|
133 |
|
HSBC Holdings PLC |
|
|
1,001,694 |
|
|
|
7,786 |
|
Imperial Brands PLC |
|
|
380,300 |
|
|
|
8,200 |
|
J Sainsbury PLC |
|
|
672,976 |
|
|
|
2,125 |
|
Kingfisher PLC |
|
|
1,216,400 |
|
|
|
3,608 |
|
Odfjell Technology Ltd |
|
|
214 |
|
|
|
1 |
|
RELX PLC |
|
|
219,436 |
|
|
|
9,607 |
|
Sage Group PLC/The |
|
|
635,459 |
|
|
|
10,004 |
|
Spirent Communications PLC |
|
|
799,932 |
|
|
|
1,057 |
|
Tesco PLC |
|
|
1,894,733 |
|
|
|
6,682 |
|
Unilever PLC |
|
|
71,817 |
|
|
|
3,513 |
|
Vodafone Group PLC |
|
|
8,742,925 |
|
|
|
7,644 |
|
| |
|
|
|
|
|
|
102,812 |
|
| |
|
|
|
|
|
|
|
|
United States — 59.2% |
AbbVie Inc |
|
|
46,696 |
|
|
|
8,221 |
|
Aflac Inc |
|
|
97,200 |
|
|
|
7,848 |
|
Allison Transmission Holdings Inc |
|
|
162,700 |
|
|
|
12,256 |
|
Alphabet Inc, Cl A * |
|
|
69,268 |
|
|
|
9,591 |
|
Alphabet Inc, Cl C * |
|
|
32,444 |
|
|
|
4,535 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Altria Group Inc |
|
|
364,627 |
|
|
$ |
14,917 |
|
Amazon.com Inc * |
|
|
17,141 |
|
|
|
3,030 |
|
Amdocs Ltd |
|
|
232,357 |
|
|
|
21,191 |
|
AMETEK Inc |
|
|
36,481 |
|
|
|
6,573 |
|
Amgen Inc |
|
|
61,483 |
|
|
|
16,836 |
|
Amphenol Corp, Cl A |
|
|
23,253 |
|
|
|
2,540 |
|
Aon PLC, Cl A |
|
|
2,455 |
|
|
|
776 |
|
Apple Inc |
|
|
48,443 |
|
|
|
8,756 |
|
AptarGroup Inc |
|
|
52,845 |
|
|
|
7,423 |
|
Archer-Daniels-Midland Co |
|
|
100,900 |
|
|
|
5,359 |
|
Arrow Electronics Inc * |
|
|
49,300 |
|
|
|
5,793 |
|
AT&T Inc |
|
|
1,549,322 |
|
|
|
26,230 |
|
Automatic Data Processing Inc |
|
|
14,029 |
|
|
|
3,523 |
|
AutoZone Inc * |
|
|
1,808 |
|
|
|
5,435 |
|
Avnet Inc |
|
|
64,600 |
|
|
|
3,010 |
|
Bank of New York Mellon Corp/The |
|
|
344,527 |
|
|
|
19,325 |
|
Becton Dickinson & Co |
|
|
3,268 |
|
|
|
770 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
32,905 |
|
|
|
13,471 |
|
Berry Global Group Inc |
|
|
65,400 |
|
|
|
3,807 |
|
Blue Owl Capital Corp |
|
|
384,100 |
|
|
|
5,792 |
|
Box Inc, Cl A * |
|
|
63,474 |
|
|
|
1,637 |
|
Brady Corp, Cl A |
|
|
1,028 |
|
|
|
60 |
|
Bristol-Myers Squibb Co |
|
|
519,743 |
|
|
|
26,377 |
|
Bunge Global |
|
|
63,499 |
|
|
|
5,992 |
|
CACI International Inc, Cl A * |
|
|
3,678 |
|
|
|
1,379 |
|
Cadence Design Systems Inc * |
|
|
21,253 |
|
|
|
6,469 |
|
Campbell Soup Co |
|
|
94,051 |
|
|
|
4,010 |
|
Cardinal Health Inc |
|
|
64,764 |
|
|
|
7,252 |
|
Casey's General Stores Inc |
|
|
24,764 |
|
|
|
7,540 |
|
Cboe Global Markets Inc |
|
|
59,878 |
|
|
|
11,497 |
|
Cencora Inc |
|
|
31,090 |
|
|
|
7,325 |
|
Centene Corp * |
|
|
77,553 |
|
|
|
6,082 |
|
Chemed Corp |
|
|
11,161 |
|
|
|
6,988 |
|
Chevron Corp |
|
|
58,800 |
|
|
|
8,938 |
|
Church & Dwight Co Inc |
|
|
89,413 |
|
|
|
8,952 |
|
Cigna Group/The |
|
|
27,978 |
|
|
|
9,405 |
|
Cintas Corp |
|
|
11,968 |
|
|
|
7,523 |
|
Cirrus Logic Inc * |
|
|
9,247 |
|
|
|
849 |
|
Cisco Systems Inc |
|
|
650,273 |
|
|
|
31,454 |
|
Clorox Co/The |
|
|
51,843 |
|
|
|
7,948 |
|
CME Group Inc, Cl A |
|
|
11,863 |
|
|
|
2,614 |
|
Coca-Cola Co/The |
|
|
113,830 |
|
|
|
6,832 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
50,200 |
|
|
|
3,967 |
|
Colgate-Palmolive Co |
|
|
147,552 |
|
|
|
12,766 |
|
Comcast Corp, Cl A |
|
|
619,152 |
|
|
|
26,531 |
|
CommVault Systems Inc * |
|
|
86,781 |
|
|
|
8,306 |
|
Conagra Brands Inc |
|
|
269,440 |
|
|
|
7,566 |
|
Consolidated Edison Inc |
|
|
26,382 |
|
|
|
2,301 |
|
Costco Wholesale Corp |
|
|
16,684 |
|
|
|
12,411 |
|
CSG Systems International Inc |
|
|
46,100 |
|
|
|
2,515 |
|
Cummins Inc |
|
|
10,100 |
|
|
|
2,713 |
|
CVS Health Corp |
|
|
308,615 |
|
|
|
22,952 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Deckers Outdoor Corp * |
|
|
519 |
|
|
$ |
465 |
|
Dell Technologies Inc, Cl C |
|
|
171,702 |
|
|
|
16,253 |
|
Dolby Laboratories Inc, Cl A |
|
|
41,593 |
|
|
|
3,369 |
|
Domino's Pizza Inc |
|
|
4,541 |
|
|
|
2,036 |
|
Dropbox Inc, Cl A * |
|
|
55,165 |
|
|
|
1,321 |
|
DT Midstream Inc |
|
|
28,882 |
|
|
|
1,664 |
|
eBay Inc |
|
|
77,817 |
|
|
|
3,679 |
|
Ecolab Inc |
|
|
33,900 |
|
|
|
7,622 |
|
Electronic Arts Inc |
|
|
91,364 |
|
|
|
12,743 |
|
Eli Lilly & Co |
|
|
1,094 |
|
|
|
825 |
|
Entergy Corp |
|
|
45,400 |
|
|
|
4,611 |
|
Everest Group Ltd |
|
|
21,908 |
|
|
|
8,081 |
|
Evergy Inc |
|
|
85,100 |
|
|
|
4,216 |
|
Exelixis Inc * |
|
|
34,497 |
|
|
|
755 |
|
Exxon Mobil Corp |
|
|
111,800 |
|
|
|
11,685 |
|
F5 Inc * |
|
|
38,357 |
|
|
|
7,181 |
|
Fair Isaac Corp * |
|
|
1,585 |
|
|
|
2,013 |
|
FedEx Corp |
|
|
25,423 |
|
|
|
6,330 |
|
Ferguson PLC |
|
|
4,739 |
|
|
|
1,002 |
|
Ford Motor Co |
|
|
233,500 |
|
|
|
2,905 |
|
Fox Corp |
|
|
207,159 |
|
|
|
5,970 |
|
Gen Digital Inc |
|
|
221,100 |
|
|
|
4,751 |
|
General Dynamics Corp |
|
|
12,392 |
|
|
|
3,386 |
|
General Mills Inc |
|
|
240,370 |
|
|
|
15,427 |
|
General Motors Co |
|
|
67,700 |
|
|
|
2,774 |
|
Gilead Sciences Inc |
|
|
303,019 |
|
|
|
21,848 |
|
Golub Capital BDC Inc |
|
|
92,718 |
|
|
|
1,444 |
|
Graco Inc |
|
|
58,119 |
|
|
|
5,304 |
|
Graham Holdings Co, Cl B |
|
|
902 |
|
|
|
634 |
|
Grand Canyon Education Inc * |
|
|
9,070 |
|
|
|
1,223 |
|
Graphic Packaging Holding Co |
|
|
242,300 |
|
|
|
6,288 |
|
GSK PLC |
|
|
683,526 |
|
|
|
14,392 |
|
Haleon PLC |
|
|
827,165 |
|
|
|
3,468 |
|
Hartford Financial Services Group Inc/The |
|
|
126,900 |
|
|
|
12,162 |
|
HealthStream Inc |
|
|
2,335 |
|
|
|
64 |
|
Hershey Co/The |
|
|
36,336 |
|
|
|
6,828 |
|
Hewlett Packard Enterprise Co |
|
|
348,800 |
|
|
|
5,312 |
|
Holcim AG |
|
|
14,178 |
|
|
|
1,161 |
|
Hologic Inc * |
|
|
33,032 |
|
|
|
2,438 |
|
HP Inc |
|
|
141,480 |
|
|
|
4,008 |
|
Humana Inc |
|
|
1,611 |
|
|
|
564 |
|
Incyte Corp * |
|
|
190,712 |
|
|
|
11,130 |
|
Ingredion Inc |
|
|
47,894 |
|
|
|
5,634 |
|
International Business Machines Corp |
|
|
207,662 |
|
|
|
38,424 |
|
Johnson & Johnson |
|
|
96,387 |
|
|
|
15,555 |
|
Juniper Networks Inc |
|
|
89,500 |
|
|
|
3,314 |
|
Kellanova |
|
|
128,736 |
|
|
|
7,100 |
|
Kimberly-Clark Corp |
|
|
152,825 |
|
|
|
18,518 |
|
Kraft Heinz Co/The |
|
|
362,783 |
|
|
|
12,799 |
|
Kroger Co/The |
|
|
309,900 |
|
|
|
15,374 |
|
Lockheed Martin Corp |
|
|
48,353 |
|
|
|
20,707 |
|
Loews Corp |
|
|
90,400 |
|
|
|
6,792 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Marsh & McLennan Cos Inc |
|
|
42,564 |
|
|
$ |
8,609 |
|
Mastercard Inc, Cl A |
|
|
1,573 |
|
|
|
747 |
|
McDonald's Corp |
|
|
2,090 |
|
|
|
611 |
|
McKesson Corp |
|
|
31,185 |
|
|
|
16,260 |
|
Medtronic PLC |
|
|
27,201 |
|
|
|
2,267 |
|
Merck & Co Inc |
|
|
134,600 |
|
|
|
17,114 |
|
Microsoft Corp |
|
|
23,514 |
|
|
|
9,726 |
|
Molina Healthcare Inc * |
|
|
6,265 |
|
|
|
2,468 |
|
Molson Coors Beverage Co, Cl B |
|
|
224,620 |
|
|
|
14,021 |
|
Mondelez International Inc, Cl A |
|
|
39,830 |
|
|
|
2,910 |
|
Moody's Corp |
|
|
3,242 |
|
|
|
1,230 |
|
Motorola Solutions Inc |
|
|
23,552 |
|
|
|
7,781 |
|
Murphy USA Inc |
|
|
10,800 |
|
|
|
4,504 |
|
National Fuel Gas Co |
|
|
98,400 |
|
|
|
4,796 |
|
Nestle SA |
|
|
59,473 |
|
|
|
6,198 |
|
NetApp Inc |
|
|
77,167 |
|
|
|
6,877 |
|
NetScout Systems Inc * |
|
|
3,561 |
|
|
|
77 |
|
Neurocrine Biosciences Inc * |
|
|
7,383 |
|
|
|
963 |
|
New Mountain Finance Corp |
|
|
392 |
|
|
|
5 |
|
NewMarket Corp |
|
|
21,498 |
|
|
|
13,795 |
|
Northrop Grumman Corp |
|
|
22,019 |
|
|
|
10,151 |
|
NVIDIA Corp |
|
|
2,748 |
|
|
|
2,174 |
|
NVR Inc * |
|
|
10 |
|
|
|
76 |
|
Old Republic International Corp |
|
|
157,400 |
|
|
|
4,558 |
|
Oracle Corp |
|
|
32,300 |
|
|
|
3,607 |
|
O'Reilly Automotive Inc * |
|
|
7,457 |
|
|
|
8,109 |
|
Organon & Co |
|
|
30,990 |
|
|
|
540 |
|
PACCAR Inc |
|
|
85,451 |
|
|
|
9,476 |
|
PepsiCo Inc |
|
|
41,414 |
|
|
|
6,847 |
|
Pfizer Inc |
|
|
230,600 |
|
|
|
6,125 |
|
Philip Morris International Inc |
|
|
56,016 |
|
|
|
5,039 |
|
PNM Resources Inc |
|
|
54,655 |
|
|
|
1,995 |
|
Procter & Gamble Co/The |
|
|
109,187 |
|
|
|
17,354 |
|
Provident Financial Holdings Inc (A) |
|
|
2,655 |
|
|
|
37 |
|
PTC Inc * |
|
|
4,670 |
|
|
|
855 |
|
Regeneron Pharmaceuticals Inc * |
|
|
1,946 |
|
|
|
1,880 |
|
Reliance |
|
|
20,531 |
|
|
|
6,595 |
|
Republic Services Inc, Cl A |
|
|
58,546 |
|
|
|
10,749 |
|
Roche Holding AG |
|
|
42,732 |
|
|
|
11,372 |
|
Rollins Inc |
|
|
19,611 |
|
|
|
864 |
|
Roper Technologies Inc |
|
|
12,140 |
|
|
|
6,613 |
|
Royal Gold Inc (A) |
|
|
30,794 |
|
|
|
3,160 |
|
RPM International Inc |
|
|
36,999 |
|
|
|
4,268 |
|
Sanmina Corp * |
|
|
72,800 |
|
|
|
4,601 |
|
Sanofi SA |
|
|
117,098 |
|
|
|
11,137 |
|
Sherwin-Williams Co/The |
|
|
6,506 |
|
|
|
2,160 |
|
Signify NV |
|
|
60,700 |
|
|
|
1,628 |
|
Sonoco Products Co |
|
|
51,900 |
|
|
|
2,942 |
|
Synopsys Inc * |
|
|
9,506 |
|
|
|
5,454 |
|
Sysco Corp |
|
|
12,013 |
|
|
|
973 |
|
TE Connectivity Ltd |
|
|
1,051 |
|
|
|
151 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TEGNA Inc |
|
|
302,600 |
|
|
$ |
4,239 |
|
TJX Cos Inc/The |
|
|
74,968 |
|
|
|
7,432 |
|
T-Mobile US Inc |
|
|
49,975 |
|
|
|
8,161 |
|
United Therapeutics Corp * |
|
|
5,964 |
|
|
|
1,346 |
|
VeriSign Inc * |
|
|
44,441 |
|
|
|
8,679 |
|
Verizon Communications Inc |
|
|
800,571 |
|
|
|
32,039 |
|
Vertex Pharmaceuticals Inc * |
|
|
4,816 |
|
|
|
2,026 |
|
Viatris Inc |
|
|
180,963 |
|
|
|
2,239 |
|
VICI Properties Inc, Cl A ‡ |
|
|
96,157 |
|
|
|
2,878 |
|
Walmart Inc |
|
|
319,119 |
|
|
|
18,704 |
|
Waste Management Inc |
|
|
30,192 |
|
|
|
6,209 |
|
Western Union Co/The |
|
|
420,100 |
|
|
|
5,634 |
|
Whirlpool Corp |
|
|
22,200 |
|
|
|
2,384 |
|
Willis Towers Watson PLC |
|
|
8,082 |
|
|
|
2,203 |
|
WK Kellogg |
|
|
27,325 |
|
|
|
400 |
|
Yelp Inc, Cl A * |
|
|
559 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
1,246,751 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,871,901) ($ Thousands) |
|
|
|
|
|
|
2,009,490 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.5% |
Germany — 0.5% |
Bayerische Motoren Werke AG, 6.320% |
|
|
11,304 |
|
|
|
1,239 |
|
Henkel AG & Co KGaA (B) |
|
|
137,476 |
|
|
|
10,349 |
|
| |
|
|
|
|
|
|
11,588 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $11,533) ($ Thousands) |
|
|
|
|
|
|
11,588 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.4% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(C) |
|
|
7,852,312 |
|
|
|
7,875 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $7,854) ($ Thousands) |
|
|
7,875 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
26,853,964 |
|
|
|
26,854 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $26,854) ($ Thousands) |
|
|
|
|
|
|
26,854 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 97.7% |
|
|
|
|
|
|
|
|
(Cost $1,918,142) ($ Thousands) |
|
$ |
2,055,807 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Continued)
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
52 |
|
|
|
Mar-2024 |
|
|
$ |
2,757 |
|
|
$ |
2,753 |
|
|
$ |
– |
|
FTSE 100 Index |
|
|
10 |
|
|
|
Mar-2024 |
|
|
|
962 |
|
|
|
965 |
|
|
|
3 |
|
Hang Seng Index |
|
|
10 |
|
|
|
Mar-2024 |
|
|
|
1,055 |
|
|
|
1,051 |
|
|
|
(4 |
) |
S&P 500 Index E-MINI |
|
|
55 |
|
|
|
Mar-2024 |
|
|
|
13,978 |
|
|
|
14,035 |
|
|
|
57 |
|
SPI 200 Index |
|
|
16 |
|
|
|
Mar-2024 |
|
|
|
1,983 |
|
|
|
1,996 |
|
|
|
9 |
|
TOPIX Index |
|
|
11 |
|
|
|
Mar-2024 |
|
|
|
1,953 |
|
|
|
1,971 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
22,688 |
|
|
$ |
22,771 |
|
|
$ |
70 |
|
A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
03/04/24 |
|
|
|
EUR |
|
|
|
106,519 |
|
|
|
USD |
|
|
|
115,575 |
|
|
$ |
289 |
|
Barclays PLC |
|
|
03/04/24 |
|
|
|
HKD |
|
|
|
144,012 |
|
|
|
USD |
|
|
|
18,435 |
|
|
|
37 |
|
Barclays PLC |
|
|
03/04/24 |
|
|
|
SEK |
|
|
|
152,362 |
|
|
|
USD |
|
|
|
14,678 |
|
|
|
(50 |
) |
Barclays PLC |
|
|
03/04/24 |
|
|
|
JPY |
|
|
|
14,547,674 |
|
|
|
USD |
|
|
|
98,918 |
|
|
|
1,654 |
|
Barclays PLC |
|
|
04/02/24 |
|
|
|
GBP |
|
|
|
42,462 |
|
|
|
USD |
|
|
|
53,682 |
|
|
|
(30 |
) |
Barclays PLC |
|
|
04/02/24 |
|
|
|
CAD |
|
|
|
44,691 |
|
|
|
USD |
|
|
|
32,926 |
|
|
|
(44 |
) |
Barclays PLC |
|
|
04/02/24 |
|
|
|
HKD |
|
|
|
134,238 |
|
|
|
USD |
|
|
|
17,167 |
|
|
|
1 |
|
Barclays PLC |
|
|
04/02/24 |
|
|
|
SEK |
|
|
|
147,500 |
|
|
|
USD |
|
|
|
14,282 |
|
|
|
3 |
|
Barclays PLC |
|
|
04/02/24 |
|
|
|
JPY |
|
|
|
15,068,920 |
|
|
|
USD |
|
|
|
100,559 |
|
|
|
(679 |
) |
BNP Paribas |
|
|
03/04/24 |
|
|
|
CAD |
|
|
|
43,661 |
|
|
|
USD |
|
|
|
32,520 |
|
|
|
328 |
|
BNP Paribas |
|
|
03/04/24 |
|
|
|
DKK |
|
|
|
79,828 |
|
|
|
USD |
|
|
|
11,621 |
|
|
|
30 |
|
BNP Paribas |
|
|
03/04/24 |
|
|
|
NOK |
|
|
|
109,412 |
|
|
|
USD |
|
|
|
10,474 |
|
|
|
150 |
|
BNP Paribas |
|
|
04/02/24 |
|
|
|
DKK |
|
|
|
82,294 |
|
|
|
USD |
|
|
|
11,962 |
|
|
|
(9 |
) |
BNP Paribas |
|
|
04/02/24 |
|
|
|
NOK |
|
|
|
106,120 |
|
|
|
USD |
|
|
|
10,033 |
|
|
|
9 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
46 |
|
|
|
NZD |
|
|
|
76 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
105 |
|
|
|
NZD |
|
|
|
171 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
NZD |
|
|
|
68 |
|
|
|
USD |
|
|
|
42 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
NZD |
|
|
|
119 |
|
|
|
USD |
|
|
|
72 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
339 |
|
|
|
DKK |
|
|
|
2,348 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
80 |
|
|
|
DKK |
|
|
|
549 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SGD |
|
|
|
576 |
|
|
|
USD |
|
|
|
429 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SGD |
|
|
|
259 |
|
|
|
USD |
|
|
|
192 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
AUD |
|
|
|
531 |
|
|
|
USD |
|
|
|
347 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
AUD |
|
|
|
320 |
|
|
|
USD |
|
|
|
207 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
110 |
|
|
|
AUD |
|
|
|
170 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
763 |
|
|
|
AUD |
|
|
|
1,164 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
96 |
|
|
|
NOK |
|
|
|
1,025 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
849 |
|
|
|
NOK |
|
|
|
8,917 |
|
|
|
(8 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
621 |
|
|
|
SEK |
|
|
|
6,511 |
|
|
|
8 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
512 |
|
|
|
SEK |
|
|
|
5,290 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1,332 |
|
|
|
CAD |
|
|
|
1,795 |
|
|
|
(8 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
340 |
|
|
|
SGD |
|
|
|
458 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1,243 |
|
|
|
SGD |
|
|
|
1,668 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1,800 |
|
|
|
HKD |
|
|
|
14,067 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1,521 |
|
|
|
GBP |
|
|
|
1,208 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
421 |
|
|
|
GBP |
|
|
|
331 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
CHF |
|
|
|
1,113 |
|
|
|
USD |
|
|
|
1,280 |
|
|
|
16 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
CHF |
|
|
|
977 |
|
|
|
USD |
|
|
|
1,107 |
|
|
$ |
(3 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
GBP |
|
|
|
1,829 |
|
|
|
USD |
|
|
|
2,317 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
GBP |
|
|
|
944 |
|
|
|
USD |
|
|
|
1,189 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
CAD |
|
|
|
2,876 |
|
|
|
USD |
|
|
|
2,130 |
|
|
|
9 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
319 |
|
|
|
CHF |
|
|
|
282 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
3,756 |
|
|
|
CHF |
|
|
|
3,287 |
|
|
|
(22 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
EUR |
|
|
|
931 |
|
|
|
USD |
|
|
|
1,008 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
EUR |
|
|
|
3,190 |
|
|
|
USD |
|
|
|
3,439 |
|
|
|
(13 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1,282 |
|
|
|
JPY |
|
|
|
192,335 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
3,033 |
|
|
|
JPY |
|
|
|
444,210 |
|
|
|
(64 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
HKD |
|
|
|
4,656 |
|
|
|
USD |
|
|
|
595 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
DKK |
|
|
|
2,546 |
|
|
|
USD |
|
|
|
370 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
DKK |
|
|
|
3,181 |
|
|
|
USD |
|
|
|
461 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
NOK |
|
|
|
2,294 |
|
|
|
USD |
|
|
|
218 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
NOK |
|
|
|
4,599 |
|
|
|
USD |
|
|
|
433 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SEK |
|
|
|
1,245 |
|
|
|
USD |
|
|
|
121 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SEK |
|
|
|
6,148 |
|
|
|
USD |
|
|
|
584 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
3,399 |
|
|
|
EUR |
|
|
|
3,159 |
|
|
|
20 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
6,391 |
|
|
|
EUR |
|
|
|
5,900 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
JPY |
|
|
|
749,029 |
|
|
|
USD |
|
|
|
5,038 |
|
|
|
30 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
JPY |
|
|
|
448,644 |
|
|
|
USD |
|
|
|
2,986 |
|
|
|
(14 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
11 |
|
|
|
NZD |
|
|
|
17 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
AUD |
|
|
|
19 |
|
|
|
USD |
|
|
|
13 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
NZD |
|
|
|
27 |
|
|
|
USD |
|
|
|
16 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
28 |
|
|
|
NOK |
|
|
|
300 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
27 |
|
|
|
NOK |
|
|
|
284 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
75 |
|
|
|
AUD |
|
|
|
116 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
35 |
|
|
|
DKK |
|
|
|
241 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
65 |
|
|
|
DKK |
|
|
|
450 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
112 |
|
|
|
SEK |
|
|
|
1,162 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
40 |
|
|
|
HKD |
|
|
|
313 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
79 |
|
|
|
HKD |
|
|
|
616 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
135 |
|
|
|
SGD |
|
|
|
182 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
174 |
|
|
|
CAD |
|
|
|
236 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
229 |
|
|
|
GBP |
|
|
|
181 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
154 |
|
|
|
GBP |
|
|
|
122 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
132 |
|
|
|
CHF |
|
|
|
116 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
313 |
|
|
|
CHF |
|
|
|
275 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
314 |
|
|
|
EUR |
|
|
|
290 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
560 |
|
|
|
EUR |
|
|
|
516 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
1,860 |
|
|
|
JPY |
|
|
|
277,814 |
|
|
|
7 |
|
Standard Chartered |
|
|
03/04/24 |
|
|
|
GBP |
|
|
|
41,321 |
|
|
|
USD |
|
|
|
52,426 |
|
|
|
158 |
|
Standard Chartered |
|
|
04/02/24 |
|
|
|
NZD |
|
|
|
3,782 |
|
|
|
USD |
|
|
|
2,306 |
|
|
|
3 |
|
Westpac Banking |
|
|
03/04/24 |
|
|
|
NZD |
|
|
|
3,834 |
|
|
|
USD |
|
|
|
2,347 |
|
|
|
11 |
|
Westpac Banking |
|
|
03/04/24 |
|
|
|
AUD |
|
|
|
16,506 |
|
|
|
USD |
|
|
|
10,875 |
|
|
|
126 |
|
Westpac Banking |
|
|
03/04/24 |
|
|
|
SGD |
|
|
|
22,270 |
|
|
|
USD |
|
|
|
16,648 |
|
|
|
82 |
|
Westpac Banking |
|
|
03/04/24 |
|
|
|
CHF |
|
|
|
37,687 |
|
|
|
USD |
|
|
|
43,794 |
|
|
|
974 |
|
Westpac Banking |
|
|
04/02/24 |
|
|
|
AUD |
|
|
|
16,042 |
|
|
|
USD |
|
|
|
10,442 |
|
|
|
(12 |
) |
Westpac Banking |
|
|
04/02/24 |
|
|
|
SGD |
|
|
|
20,929 |
|
|
|
USD |
|
|
|
15,569 |
|
|
|
(24 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Global Managed Volatility Fund (Concluded)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Westpac Banking |
|
|
04/02/24 |
|
|
|
CHF |
|
|
|
36,074 |
|
|
|
USD |
|
|
|
41,155 |
|
|
$ |
28 |
|
Westpac Banking |
|
|
04/02/24 |
|
|
|
EUR |
|
|
|
101,115 |
|
|
|
USD |
|
|
|
109,481 |
|
|
|
(78 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
2,902 |
|
|
Percentages are based on Net Assets of $2,104,611 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(B) |
No interest rate available. |
(C) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $7,875 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
35,068 |
|
|
$ |
219,574 |
|
|
$ |
(246,787 |
) |
|
$ |
— |
|
|
$ |
20 |
|
|
$ |
7,875 |
|
|
$ |
274 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
15,195 |
|
|
|
864,276 |
|
|
|
(852,617 |
) |
|
|
— |
|
|
|
— |
|
|
|
26,854 |
|
|
|
1,184 |
|
|
|
— |
|
Totals |
|
$ |
50,263 |
|
|
$ |
1,083,850 |
|
|
$ |
(1,099,404 |
) |
|
$ |
– |
|
|
$ |
20 |
|
|
$ |
34,729 |
|
|
$ |
1,458 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 90.6% |
Australia — 2.3% |
Ampol Ltd |
|
|
86,884 |
|
|
$ |
2,229 |
|
ANZ Group Holdings Ltd |
|
|
221,241 |
|
|
|
4,099 |
|
Aristocrat Leisure Ltd |
|
|
651,780 |
|
|
|
19,790 |
|
Audinate Group Ltd * |
|
|
3,973 |
|
|
|
60 |
|
Aurelia Metals Ltd * |
|
|
381,151 |
|
|
|
33 |
|
BHP Group Ltd |
|
|
122,897 |
|
|
|
3,515 |
|
BlueScope Steel Ltd |
|
|
1,720,433 |
|
|
|
25,587 |
|
Boral Ltd * |
|
|
72,593 |
|
|
|
283 |
|
Brambles Ltd |
|
|
1,815,834 |
|
|
|
17,819 |
|
CAR Group Ltd |
|
|
44,033 |
|
|
|
1,054 |
|
Champion Iron Ltd |
|
|
37,341 |
|
|
|
188 |
|
Cochlear Ltd |
|
|
55,053 |
|
|
|
12,553 |
|
Collins Foods Ltd |
|
|
4,861 |
|
|
|
35 |
|
Computershare Ltd |
|
|
1,206,613 |
|
|
|
20,365 |
|
Deterra Royalties Ltd |
|
|
265,239 |
|
|
|
857 |
|
Fortescue Ltd |
|
|
66,008 |
|
|
|
1,114 |
|
Goodman Group ‡ |
|
|
232,093 |
|
|
|
4,519 |
|
National Australia Bank Ltd |
|
|
172,327 |
|
|
|
3,797 |
|
New Hope Corp Ltd |
|
|
676,033 |
|
|
|
2,069 |
|
Northern Star Resources Ltd |
|
|
336,044 |
|
|
|
2,823 |
|
Nufarm Ltd |
|
|
36,310 |
|
|
|
136 |
|
Orica Ltd |
|
|
123,060 |
|
|
|
1,371 |
|
Orora Ltd |
|
|
1,022,459 |
|
|
|
1,784 |
|
Perseus Mining Ltd |
|
|
699,078 |
|
|
|
799 |
|
Pro Medicus Ltd |
|
|
33,774 |
|
|
|
2,283 |
|
Qantas Airways Ltd * |
|
|
1,923,998 |
|
|
|
6,427 |
|
REA Group Ltd |
|
|
1,829 |
|
|
|
231 |
|
Ridley Corp Ltd |
|
|
27,537 |
|
|
|
43 |
|
Rio Tinto Ltd |
|
|
445,000 |
|
|
|
35,867 |
|
Seven Group Holdings Ltd |
|
|
111,147 |
|
|
|
2,787 |
|
South32 Ltd |
|
|
1,120,823 |
|
|
|
2,153 |
|
Super Retail Group Ltd |
|
|
199,887 |
|
|
|
2,123 |
|
Ventia Services Group Pty Ltd |
|
|
469,045 |
|
|
|
1,158 |
|
Whitehaven Coal Ltd |
|
|
1,133,263 |
|
|
|
5,106 |
|
| |
|
|
|
|
|
|
185,057 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.2% |
ANDRITZ AG |
|
|
36,249 |
|
|
|
2,279 |
|
CA Immobilien Anlagen AG |
|
|
55,391 |
|
|
|
1,780 |
|
Erste Group Bank AG |
|
|
119,077 |
|
|
|
4,755 |
|
Palfinger AG |
|
|
1,123 |
|
|
|
29 |
|
Raiffeisen Bank International AG |
|
|
163,914 |
|
|
|
3,413 |
|
| |
|
|
|
|
|
|
12,256 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.2% |
Anheuser-Busch InBev SA/NV |
|
|
208,905 |
|
|
|
12,597 |
|
Colruyt Group N.V |
|
|
33,026 |
|
|
|
1,586 |
|
KBC Group NV |
|
|
11,805 |
|
|
|
829 |
|
Lotus Bakeries NV |
|
|
126 |
|
|
|
1,186 |
|
| |
|
|
|
|
|
|
16,198 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 1.7% |
Allos SA |
|
|
213,400 |
|
|
|
1,054 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ambev SA |
|
|
10,789,400 |
|
|
$ |
27,426 |
|
Banco BTG Pactual SA |
|
|
294,200 |
|
|
|
2,162 |
|
Banco do Brasil SA |
|
|
4,582,000 |
|
|
|
53,459 |
|
BB Seguridade Participacoes SA |
|
|
241,300 |
|
|
|
1,627 |
|
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
|
|
58,900 |
|
|
|
937 |
|
Cia de Saneamento de Minas Gerais Copasa MG |
|
|
34,800 |
|
|
|
145 |
|
Cia De Sanena Do Parana |
|
|
242,800 |
|
|
|
1,262 |
|
CSN Mineracao SA |
|
|
685,400 |
|
|
|
835 |
|
Gerdau SA ADR |
|
|
1,205,252 |
|
|
|
5,195 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
102,029 |
|
|
|
1,130 |
|
Telefonica Brasil SA |
|
|
3,658,800 |
|
|
|
40,191 |
|
Vibra Energia SA |
|
|
351,000 |
|
|
|
1,812 |
|
VTEX, Cl A * |
|
|
11,399 |
|
|
|
95 |
|
Wheaton Precious Metals Corp |
|
|
28,642 |
|
|
|
1,181 |
|
| |
|
|
|
|
|
|
138,511 |
|
| |
|
|
|
|
|
|
|
|
Canada — 3.9% |
Agnico Eagle Mines Ltd |
|
|
108,378 |
|
|
|
5,201 |
|
Alamos Gold Inc, Cl A |
|
|
159,092 |
|
|
|
1,878 |
|
Alimentation Couche-Tard Inc |
|
|
32,675 |
|
|
|
2,028 |
|
Barrick Gold Corp |
|
|
2,280,000 |
|
|
|
33,267 |
|
Boardwalk Real Estate Investment Trust ‡ |
|
|
15,246 |
|
|
|
855 |
|
Boyd Group Services Inc |
|
|
6,125 |
|
|
|
1,438 |
|
Brookfield Corp, Cl A |
|
|
120,477 |
|
|
|
4,974 |
|
BRP Inc |
|
|
277,080 |
|
|
|
18,300 |
|
Calfrac Well Services Ltd * |
|
|
14,470 |
|
|
|
53 |
|
Cameco Corp |
|
|
29,767 |
|
|
|
1,207 |
|
Canadian Imperial Bank of Commerce |
|
|
18,606 |
|
|
|
881 |
|
Canfor Corp * |
|
|
87,635 |
|
|
|
1,068 |
|
Cascades Inc |
|
|
30,453 |
|
|
|
236 |
|
Celestica Inc * |
|
|
210,372 |
|
|
|
8,946 |
|
CES Energy Solutions Corp |
|
|
67,926 |
|
|
|
214 |
|
Cogeco Inc |
|
|
1,976 |
|
|
|
84 |
|
Constellation Software (A) |
|
|
2,560 |
|
|
|
– |
|
Constellation Software Inc/Canada |
|
|
2,063 |
|
|
|
5,747 |
|
Coveo Solutions Inc * |
|
|
19,580 |
|
|
|
164 |
|
Crew Energy Inc * |
|
|
20,600 |
|
|
|
68 |
|
Dollarama Inc |
|
|
627,976 |
|
|
|
48,605 |
|
Dundee Precious Metals Inc |
|
|
239,500 |
|
|
|
1,621 |
|
E-L Financial Corp Ltd, Cl L |
|
|
100 |
|
|
|
76 |
|
Element Fleet Management Corp |
|
|
133,941 |
|
|
|
2,237 |
|
Empire Co Ltd, Cl Common Subs. Receipt |
|
|
78,700 |
|
|
|
1,995 |
|
Enghouse Systems Ltd |
|
|
53,558 |
|
|
|
1,401 |
|
Fairfax Financial Holdings Ltd |
|
|
4,750 |
|
|
|
5,073 |
|
Finning International Inc |
|
|
76,400 |
|
|
|
2,004 |
|
FirstService Corp |
|
|
13,488 |
|
|
|
2,221 |
|
George Weston Ltd |
|
|
8,300 |
|
|
|
1,088 |
|
Gibson Energy Inc, Cl Common Subs. Receipt |
|
|
101,577 |
|
|
|
1,681 |
|
Great-West Lifeco Inc, Cl Common Subs. Receipt (B) |
|
|
124,288 |
|
|
|
3,830 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
iA Financial Corp Inc |
|
|
80,723 |
|
|
$ |
5,009 |
|
Imperial Oil Ltd (B) |
|
|
14,318 |
|
|
|
896 |
|
Intact Financial Corp, Cl Common Subs. Receipt |
|
|
6,385 |
|
|
|
1,062 |
|
Keyera Corp |
|
|
45,010 |
|
|
|
1,108 |
|
Kinaxis Inc * |
|
|
12,700 |
|
|
|
1,317 |
|
Kinross Gold Corp |
|
|
331,598 |
|
|
|
1,623 |
|
Leon's Furniture Ltd |
|
|
3,400 |
|
|
|
56 |
|
Linamar Corp |
|
|
3,600 |
|
|
|
176 |
|
Magna International Inc, Cl A (B) |
|
|
472,319 |
|
|
|
26,041 |
|
Manulife Financial Corp, Cl Common Subs. Receipt |
|
|
118,508 |
|
|
|
2,814 |
|
Martinrea International Inc |
|
|
32,475 |
|
|
|
333 |
|
MEG Energy Corp, Cl Common Subs. Receipt * |
|
|
324,121 |
|
|
|
6,942 |
|
Mullen Group Ltd |
|
|
70,695 |
|
|
|
782 |
|
National Bank of Canada |
|
|
364,066 |
|
|
|
28,433 |
|
North West Co Inc/The |
|
|
10,429 |
|
|
|
310 |
|
NuVista Energy Ltd, Cl Common Subs. Receipt * |
|
|
115,244 |
|
|
|
989 |
|
Onex Corp |
|
|
46,421 |
|
|
|
3,459 |
|
Parkland Corp |
|
|
56,553 |
|
|
|
1,810 |
|
Pason Systems Inc |
|
|
91,465 |
|
|
|
933 |
|
Pembina Pipeline Corp |
|
|
62,697 |
|
|
|
2,183 |
|
Polaris Renewable Energy Inc |
|
|
2,300 |
|
|
|
20 |
|
Shopify Inc, Cl A * |
|
|
58,132 |
|
|
|
4,444 |
|
Stella-Jones Inc |
|
|
30,694 |
|
|
|
1,727 |
|
Sun Life Financial Inc |
|
|
111,638 |
|
|
|
5,933 |
|
TC Energy Corp |
|
|
74,975 |
|
|
|
2,967 |
|
Telesat Corp * |
|
|
7,326 |
|
|
|
62 |
|
TFI International Inc |
|
|
67,000 |
|
|
|
9,905 |
|
TMX Group Ltd |
|
|
392,410 |
|
|
|
10,300 |
|
Toromont Industries Ltd |
|
|
301,391 |
|
|
|
27,698 |
|
Trican Well Service Ltd |
|
|
347,203 |
|
|
|
1,065 |
|
Whitecap Resources Inc, Cl Common Subs. Receipt (B) |
|
|
122,539 |
|
|
|
851 |
|
Winpak Ltd |
|
|
2,000 |
|
|
|
59 |
|
| |
|
|
|
|
|
|
309,748 |
|
| |
|
|
|
|
|
|
|
|
China — 4.6% |
AAC Technologies Holdings Inc |
|
|
431,500 |
|
|
|
1,073 |
|
Agricultural Bank of China Ltd, Cl H |
|
|
38,111,000 |
|
|
|
15,675 |
|
Alibaba Group Holding Ltd |
|
|
3,918,200 |
|
|
|
36,485 |
|
Anker Innovations Technology Co Ltd, Cl A |
|
|
88,200 |
|
|
|
1,002 |
|
Autohome Inc ADR |
|
|
54,002 |
|
|
|
1,404 |
|
Baidu Inc, Cl A * |
|
|
899,300 |
|
|
|
11,435 |
|
Bank of Communications Co Ltd, Cl H |
|
|
229,000 |
|
|
|
150 |
|
Bosideng International Holdings Ltd |
|
|
2,046,000 |
|
|
|
1,032 |
|
Brilliance China Automotive Holdings Ltd |
|
|
13,564,000 |
|
|
|
7,883 |
|
BYD Co Ltd, Cl H |
|
|
35,000 |
|
|
|
864 |
|
BYD Electronic International Co Ltd |
|
|
250,500 |
|
|
|
947 |
|
C&D Property Management Group Co Ltd |
|
|
77,998 |
|
|
|
33 |
|
China Coal Energy Co Ltd, Cl H |
|
|
957,645 |
|
|
|
1,034 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
China Construction Bank Corp, Cl H |
|
|
65,359,000 |
|
|
$ |
40,741 |
|
China Leon Inspection Holding Ltd |
|
|
124,000 |
|
|
|
23 |
|
China Merchants Bank Co Ltd, Cl H |
|
|
2,786,000 |
|
|
|
10,872 |
|
China Merchants Port Holdings Co Ltd |
|
|
838,000 |
|
|
|
1,039 |
|
China Minsheng Banking Corp Ltd, Cl H |
|
|
3,148,500 |
|
|
|
1,110 |
|
China Overseas Land & Investment Ltd |
|
|
12,893,500 |
|
|
|
19,170 |
|
China Pacific Insurance Group Co Ltd, Cl H |
|
|
197,686 |
|
|
|
377 |
|
China Sanjiang Fine Chemicals Co Ltd * |
|
|
503,504 |
|
|
|
64 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
734,800 |
|
|
|
641 |
|
Chongqing Changan Automobile Co Ltd, Cl A |
|
|
417,100 |
|
|
|
864 |
|
Chongqing Rural Commercial Bank Co Ltd, Cl H |
|
|
1,629,968 |
|
|
|
658 |
|
CSPC Innovation Pharmaceutical Co Ltd, Cl A |
|
|
226,100 |
|
|
|
1,076 |
|
Dong-E-E-Jiao Co Ltd, Cl E |
|
|
173,266 |
|
|
|
1,399 |
|
Edvantage Group Holdings Ltd |
|
|
263,211 |
|
|
|
92 |
|
FIH Mobile Ltd * |
|
|
597,000 |
|
|
|
37 |
|
GF Securities Co Ltd, Cl H |
|
|
6,700,600 |
|
|
|
7,224 |
|
Haier Smart Home Co Ltd, Cl H |
|
|
7,977,000 |
|
|
|
24,352 |
|
Hangzhou Cogeneration Group Co Ltd, Cl A |
|
|
740,900 |
|
|
|
2,317 |
|
Hello Group Inc ADR |
|
|
45,030 |
|
|
|
297 |
|
Hisense Home Appliances Group Co Ltd, Cl H |
|
|
145,810 |
|
|
|
462 |
|
HUTCHMED China Ltd * |
|
|
271,000 |
|
|
|
838 |
|
HUTCHMED China Ltd ADR *(B) |
|
|
1,061 |
|
|
|
16 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
13,453,000 |
|
|
|
6,942 |
|
Inner Mongolia Furui Medical Science Co Ltd, Cl A |
|
|
146,300 |
|
|
|
895 |
|
Inner Mongolia Xingye Silver&Tin Mining Co Ltd, Cl A |
|
|
710,600 |
|
|
|
895 |
|
Innovent Biologics Inc * |
|
|
165,500 |
|
|
|
895 |
|
Jinan Acetate Chemical Co Ltd |
|
|
31,090 |
|
|
|
952 |
|
Jinduicheng Molybdenum Co Ltd, Cl A |
|
|
610,000 |
|
|
|
857 |
|
JOYY Inc ADR |
|
|
113,942 |
|
|
|
3,589 |
|
Kuaishou Technology, Cl B * |
|
|
118,400 |
|
|
|
673 |
|
Kunlun Energy Co Ltd |
|
|
504,000 |
|
|
|
431 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
12,100 |
|
|
|
2,851 |
|
Lee & Man Chemical Co Ltd |
|
|
26,966 |
|
|
|
11 |
|
Lenovo Group Ltd |
|
|
12,036,000 |
|
|
|
13,329 |
|
Li Auto Inc ADR * |
|
|
25,320 |
|
|
|
1,162 |
|
Lonking Holdings Ltd |
|
|
114,756 |
|
|
|
19 |
|
Luzhou Laojiao Co Ltd, Cl A |
|
|
72,800 |
|
|
|
1,779 |
|
Midea Group Co Ltd, Cl A |
|
|
111,500 |
|
|
|
971 |
|
MINISO Group Holding Ltd ADR |
|
|
70,463 |
|
|
|
1,292 |
|
NetDragon Websoft Holdings Ltd |
|
|
179,260 |
|
|
|
258 |
|
NetEase Inc |
|
|
323,600 |
|
|
|
7,283 |
|
New Oriental Education & Technology Group Inc * |
|
|
58,500 |
|
|
|
555 |
|
New Oriental Education & Technology Group Inc ADR * |
|
|
11,464 |
|
|
|
1,072 |
|
Nongfu Spring Co Ltd, Cl H |
|
|
716,600 |
|
|
|
4,064 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
OFILM Group Co Ltd, Cl A * |
|
|
1,102,300 |
|
|
$ |
1,250 |
|
Pacific Securities Co Ltd/The/China, Cl A * |
|
|
2,590,477 |
|
|
|
1,235 |
|
PDD Holdings Inc ADR * |
|
|
56,026 |
|
|
|
6,978 |
|
PetroChina Co Ltd, Cl H |
|
|
37,636,045 |
|
|
|
29,662 |
|
Sealand Securities Co Ltd, Cl A |
|
|
2,396,000 |
|
|
|
1,186 |
|
Shanghai Allist Pharmaceuticals Co Ltd, Cl A * |
|
|
133,336 |
|
|
|
793 |
|
Shanghai International Port Group Co Ltd, Cl A |
|
|
1,721,000 |
|
|
|
1,299 |
|
Shenzhen SC New Energy Technology Corp, Cl A |
|
|
94,900 |
|
|
|
854 |
|
Shijiazhuang Changshan BeiMing Technology Co Ltd, Cl A * |
|
|
754,100 |
|
|
|
867 |
|
Sinopec Kantons Holdings Ltd |
|
|
37,686 |
|
|
|
17 |
|
Sinotruk Hong Kong Ltd |
|
|
147,500 |
|
|
|
390 |
|
SITC International Holdings Co Ltd |
|
|
717,670 |
|
|
|
1,181 |
|
TAL Education Group ADR * |
|
|
211,948 |
|
|
|
3,122 |
|
TCL Electronics Holdings Ltd |
|
|
402,000 |
|
|
|
147 |
|
Tencent Holdings Ltd |
|
|
822,400 |
|
|
|
29,119 |
|
Tianli International Holdings Ltd |
|
|
292,000 |
|
|
|
175 |
|
Tonghua Golden-Horse Pharmaceutical Industry Co Ltd, Cl A * |
|
|
391,400 |
|
|
|
837 |
|
Trip.com Group Ltd * |
|
|
25,350 |
|
|
|
1,155 |
|
Vipshop Holdings Ltd ADR * |
|
|
684,540 |
|
|
|
13,177 |
|
Weibo Corp ADR (B) |
|
|
116,249 |
|
|
|
1,060 |
|
Weichai Power Co Ltd, Cl H |
|
|
8,033,000 |
|
|
|
15,802 |
|
Xiaomi Corp, Cl B * |
|
|
5,122,400 |
|
|
|
8,650 |
|
Xinfengming Group Co Ltd, Cl A * |
|
|
475,355 |
|
|
|
907 |
|
Yangzijiang Shipbuilding Holdings Ltd |
|
|
1,098,000 |
|
|
|
1,429 |
|
Zhejiang Akcome New Energy Technology Co Ltd * |
|
|
3,175,100 |
|
|
|
936 |
|
Zhejiang Jingsheng Mechanical & Electrical Co Ltd, Cl A |
|
|
127,100 |
|
|
|
654 |
|
| |
|
|
|
|
|
|
366,343 |
|
| |
|
|
|
|
|
|
|
|
Czech Republic — 0.0% |
Komercni Banka AS |
|
|
19,737 |
|
|
|
689 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 2.8% |
AP Moller - Maersk A/S, Cl B (B) |
|
|
35,588 |
|
|
|
50,352 |
|
Coloplast A/S, Cl B |
|
|
200,128 |
|
|
|
26,601 |
|
Danske Bank A/S |
|
|
527,195 |
|
|
|
15,498 |
|
Demant A/S * |
|
|
133,609 |
|
|
|
6,694 |
|
Genmab A/S * |
|
|
17,615 |
|
|
|
4,936 |
|
Novo Nordisk A/S ADR |
|
|
16 |
|
|
|
2 |
|
Novo Nordisk A/S, Cl B |
|
|
767,914 |
|
|
|
91,381 |
|
Novozymes A/S, Cl B |
|
|
16,662 |
|
|
|
940 |
|
Pandora A/S |
|
|
137,649 |
|
|
|
22,241 |
|
ROCKWOOL A/S, Cl B |
|
|
14,667 |
|
|
|
4,695 |
|
Sparekassen Sjaelland-Fyn A/S |
|
|
1,153 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
223,377 |
|
| |
|
|
|
|
|
|
|
|
Finland — 1.2% |
Cargotec Oyj, Cl B |
|
|
7,061 |
|
|
|
478 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kone Oyj, Cl B |
|
|
209,095 |
|
|
$ |
10,232 |
|
Nokia Oyj |
|
|
21,430,920 |
|
|
|
75,592 |
|
Nokia Oyj ADR |
|
|
1,366,922 |
|
|
|
4,825 |
|
Nordea Bank Abp |
|
|
275,737 |
|
|
|
3,354 |
|
Wartsila OYJ Abp, Cl B (B) |
|
|
234,294 |
|
|
|
3,624 |
|
| |
|
|
|
|
|
|
98,105 |
|
| |
|
|
|
|
|
|
|
|
France — 7.7% |
Accor SA |
|
|
598,967 |
|
|
|
25,985 |
|
Air Liquide SA |
|
|
112,385 |
|
|
|
22,852 |
|
Amundi SA |
|
|
572,319 |
|
|
|
37,686 |
|
Cie de Saint-Gobain SA |
|
|
40,066 |
|
|
|
3,087 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
1,166,569 |
|
|
|
43,161 |
|
Criteo SA ADR * |
|
|
55,976 |
|
|
|
1,811 |
|
Danone SA |
|
|
1,048,004 |
|
|
|
66,934 |
|
Dassault Aviation SA |
|
|
253,390 |
|
|
|
50,152 |
|
Dassault Systemes SE |
|
|
3,940 |
|
|
|
184 |
|
Eurazeo SE |
|
|
11,422 |
|
|
|
965 |
|
Hermes International SCA |
|
|
12,524 |
|
|
|
31,348 |
|
Ipsen SA |
|
|
52,966 |
|
|
|
5,835 |
|
Kering SA |
|
|
24,126 |
|
|
|
11,097 |
|
La Francaise des Jeux SAEM |
|
|
17,601 |
|
|
|
737 |
|
Legrand SA |
|
|
251,982 |
|
|
|
25,496 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
62,925 |
|
|
|
57,390 |
|
Orange SA |
|
|
713,038 |
|
|
|
8,184 |
|
Pernod Ricard SA |
|
|
156,949 |
|
|
|
26,249 |
|
Publicis Groupe SA |
|
|
105,938 |
|
|
|
11,210 |
|
Rexel SA |
|
|
1,312,307 |
|
|
|
33,657 |
|
Sanofi SA |
|
|
796,022 |
|
|
|
75,709 |
|
Societe BIC SA |
|
|
415,000 |
|
|
|
29,999 |
|
Sodexo SA |
|
|
192,911 |
|
|
|
15,385 |
|
Teleperformance SE |
|
|
200,260 |
|
|
|
24,824 |
|
Vinci SA |
|
|
30,649 |
|
|
|
3,927 |
|
Wavestone |
|
|
1,906 |
|
|
|
116 |
|
| |
|
|
|
|
|
|
613,980 |
|
| |
|
|
|
|
|
|
|
|
Germany — 6.4% |
adidas AG |
|
|
101,079 |
|
|
|
20,468 |
|
BASF SE |
|
|
834,355 |
|
|
|
42,504 |
|
Bayer AG |
|
|
1,533,650 |
|
|
|
46,619 |
|
Beiersdorf AG |
|
|
5,295 |
|
|
|
759 |
|
Continental AG |
|
|
680,000 |
|
|
|
54,512 |
|
Covestro AG * |
|
|
1,088,895 |
|
|
|
59,271 |
|
Daimler Truck Holding AG |
|
|
966,789 |
|
|
|
39,526 |
|
Deutsche Bank AG |
|
|
204,735 |
|
|
|
2,739 |
|
Deutsche Boerse AG |
|
|
38,542 |
|
|
|
8,075 |
|
Duerr AG |
|
|
13,532 |
|
|
|
299 |
|
E.ON SE |
|
|
213,524 |
|
|
|
2,729 |
|
Evotec SE * |
|
|
43,579 |
|
|
|
643 |
|
Fresenius Medical Care AG |
|
|
632,891 |
|
|
|
24,231 |
|
FUCHS SE * |
|
|
6,556 |
|
|
|
229 |
|
Heidelberg Materials AG |
|
|
248,463 |
|
|
|
24,118 |
|
HOCHTIEF AG |
|
|
53,857 |
|
|
|
6,388 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Infineon Technologies AG |
|
|
14,309 |
|
|
$ |
512 |
|
Knorr-Bremse AG |
|
|
180,423 |
|
|
|
12,628 |
|
Krones AG |
|
|
2,291 |
|
|
|
283 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
11,469 |
|
|
|
5,342 |
|
Nemetschek SE |
|
|
34,095 |
|
|
|
3,253 |
|
Rational AG |
|
|
5,630 |
|
|
|
4,630 |
|
SAP SE |
|
|
611,178 |
|
|
|
114,340 |
|
Scout24 SE |
|
|
331,484 |
|
|
|
24,106 |
|
Siemens AG |
|
|
38,645 |
|
|
|
7,650 |
|
Siemens Healthineers AG |
|
|
26,569 |
|
|
|
1,596 |
|
Talanx AG |
|
|
18,216 |
|
|
|
1,301 |
|
Traton SE |
|
|
95,155 |
|
|
|
2,521 |
|
| |
|
|
|
|
|
|
511,272 |
|
| |
|
|
|
|
|
|
|
|
Greece — 0.1% |
Eurobank Ergasias Services and Holdings SA * |
|
|
586,769 |
|
|
|
1,214 |
|
HELLENIQ ENERGY HOLDINGS S.A. |
|
|
3,679 |
|
|
|
33 |
|
JUMBO SA |
|
|
59,396 |
|
|
|
1,738 |
|
Motor Oil Hellas Corinth Refineries SA |
|
|
6,412 |
|
|
|
183 |
|
National Bank of Greece SA * |
|
|
296,825 |
|
|
|
2,327 |
|
StealthGas Inc * |
|
|
1,595 |
|
|
|
10 |
|
| |
|
|
|
|
|
|
5,505 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.9% |
AIA Group Ltd |
|
|
2,690,400 |
|
|
|
21,856 |
|
ASMPT Ltd |
|
|
55,000 |
|
|
|
674 |
|
Bank of East Asia Ltd/The |
|
|
20,516 |
|
|
|
26 |
|
Chaoda Modern Agriculture Holdings Ltd * |
|
|
52,790 |
|
|
|
– |
|
Comba Telecom Systems Holdings Ltd |
|
|
658,000 |
|
|
|
50 |
|
GigaCloud Technology Inc, Cl A *(B) |
|
|
17,909 |
|
|
|
671 |
|
Orient Overseas International Ltd |
|
|
290,003 |
|
|
|
4,508 |
|
Perennial Energy Holdings Ltd |
|
|
226,998 |
|
|
|
27 |
|
Pou Sheng International Holdings Ltd |
|
|
348,000 |
|
|
|
25 |
|
Swire Pacific Ltd, Cl A |
|
|
4,900,000 |
|
|
|
40,621 |
|
| |
|
|
|
|
|
|
68,458 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.3% |
MOL Hungarian Oil & Gas PLC |
|
|
86,492 |
|
|
|
688 |
|
OTP Bank Nyrt |
|
|
471,316 |
|
|
|
22,588 |
|
| |
|
|
|
|
|
|
23,276 |
|
| |
|
|
|
|
|
|
|
|
India — 1.7% |
Adani Power Ltd * |
|
|
182,285 |
|
|
|
1,209 |
|
Ahluwalia Contracts India Ltd |
|
|
4,490 |
|
|
|
64 |
|
Alembic Pharmaceuticals Ltd |
|
|
9,543 |
|
|
|
117 |
|
Alkem Laboratories Ltd |
|
|
14,854 |
|
|
|
919 |
|
Angel One Ltd |
|
|
41,303 |
|
|
|
1,386 |
|
Aurobindo Pharma Ltd |
|
|
104,164 |
|
|
|
1,292 |
|
Bharat Petroleum Corp Ltd |
|
|
752,692 |
|
|
|
5,482 |
|
Birlasoft Ltd |
|
|
147,574 |
|
|
|
1,381 |
|
BSE Ltd |
|
|
38,811 |
|
|
|
1,108 |
|
Canara Bank |
|
|
92,326 |
|
|
|
629 |
|
Caplin Point Laboratories Ltd |
|
|
9,128 |
|
|
|
163 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Castrol India Ltd |
|
|
2,393 |
|
|
$ |
6 |
|
Central Depository Services India Ltd |
|
|
54,584 |
|
|
|
1,262 |
|
Chennai Petroleum Corp Ltd |
|
|
85,660 |
|
|
|
913 |
|
Coal India Ltd |
|
|
3,955,162 |
|
|
|
20,831 |
|
Colgate-Palmolive India Ltd |
|
|
110,895 |
|
|
|
3,379 |
|
DB Corp Ltd |
|
|
11,535 |
|
|
|
41 |
|
DCM Shriram Industries Ltd |
|
|
22,329 |
|
|
|
52 |
|
Dr Reddy's Laboratories Ltd |
|
|
60,029 |
|
|
|
4,651 |
|
GAIL India Ltd |
|
|
333,226 |
|
|
|
733 |
|
Gillette India Ltd |
|
|
879 |
|
|
|
69 |
|
GlaxoSmithKline Pharmaceuticals Ltd |
|
|
47,644 |
|
|
|
1,249 |
|
Great Eastern Shipping Co Ltd/The |
|
|
92,870 |
|
|
|
1,127 |
|
Gujarat Industries Power Co Ltd |
|
|
143,345 |
|
|
|
317 |
|
Gujarat Pipavav Port Ltd |
|
|
67,701 |
|
|
|
171 |
|
Gujarat State Petronet Ltd |
|
|
47,871 |
|
|
|
213 |
|
HCL Technologies Ltd |
|
|
54,739 |
|
|
|
1,099 |
|
HDFC Bank Ltd ADR |
|
|
591,522 |
|
|
|
31,647 |
|
Hindustan Aeronautics Ltd |
|
|
77,398 |
|
|
|
2,879 |
|
ICICI Bank Ltd |
|
|
290,746 |
|
|
|
3,690 |
|
IIFL Securities Ltd |
|
|
31,588 |
|
|
|
56 |
|
Indiabulls Housing Finance Ltd |
|
|
123,727 |
|
|
|
282 |
|
Indian Bank |
|
|
66,083 |
|
|
|
419 |
|
Indian Metals & Ferro Alloys Ltd |
|
|
27,129 |
|
|
|
199 |
|
Indian Oil Corp Ltd |
|
|
4,014,162 |
|
|
|
8,015 |
|
Indraprastha Medical Corp Ltd |
|
|
21,728 |
|
|
|
47 |
|
ITD Cementation India Ltd |
|
|
67,623 |
|
|
|
269 |
|
J Kumar Infraprojects Ltd |
|
|
9,170 |
|
|
|
71 |
|
Jindal Saw Ltd |
|
|
144,577 |
|
|
|
832 |
|
JK Tyre & Industries Ltd |
|
|
160,992 |
|
|
|
1,011 |
|
Jyothy Labs Ltd |
|
|
60,170 |
|
|
|
335 |
|
Karnataka Bank Ltd/The |
|
|
28,881 |
|
|
|
79 |
|
Karur Vysya Bank Ltd/The |
|
|
790,880 |
|
|
|
1,751 |
|
Kolte-Patil Developers Ltd |
|
|
2,484 |
|
|
|
14 |
|
Kotak Mahindra Bank Ltd |
|
|
100,420 |
|
|
|
2,046 |
|
L&T Finance Holdings Ltd |
|
|
195,056 |
|
|
|
393 |
|
Larsen & Toubro Ltd |
|
|
24,295 |
|
|
|
1,019 |
|
Lincoln Pharmaceuticals Ltd |
|
|
6,086 |
|
|
|
50 |
|
Mahanagar Gas Ltd |
|
|
38,974 |
|
|
|
698 |
|
MakeMyTrip Ltd * |
|
|
21,410 |
|
|
|
1,321 |
|
Manappuram Finance Ltd |
|
|
640,137 |
|
|
|
1,360 |
|
Mangalore Refinery & Petrochemicals Ltd |
|
|
726,610 |
|
|
|
1,996 |
|
Natco Pharma Ltd |
|
|
51,503 |
|
|
|
618 |
|
Nestle India Ltd |
|
|
79,659 |
|
|
|
2,494 |
|
Neuland Laboratories Ltd |
|
|
1,477 |
|
|
|
128 |
|
Oil & Natural Gas Corp Ltd |
|
|
1,352,318 |
|
|
|
4,316 |
|
Oil India Ltd |
|
|
99,481 |
|
|
|
656 |
|
Oracle Financial Services Software Ltd |
|
|
12,816 |
|
|
|
1,186 |
|
Power Finance Corp Ltd |
|
|
541,436 |
|
|
|
2,617 |
|
Prakash Industries Ltd * |
|
|
68,653 |
|
|
|
143 |
|
Rategain Travel Technologies Ltd, Cl A * |
|
|
73,011 |
|
|
|
715 |
|
REC Ltd |
|
|
443,820 |
|
|
|
2,366 |
|
Shanthi Gears Ltd |
|
|
17,918 |
|
|
|
112 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SP Apparels Ltd |
|
|
5,752 |
|
|
$ |
42 |
|
State Bank of India |
|
|
328,656 |
|
|
|
2,965 |
|
Styrenix Performance Materials Ltd |
|
|
5,125 |
|
|
|
89 |
|
Ujjivan Financial Services Ltd |
|
|
49,122 |
|
|
|
325 |
|
Varun Beverages Ltd |
|
|
177,497 |
|
|
|
3,015 |
|
Welspun Living Ltd |
|
|
103,062 |
|
|
|
192 |
|
WNS Holdings Ltd ADR * |
|
|
11,264 |
|
|
|
650 |
|
Wonderla Holidays Ltd |
|
|
60,863 |
|
|
|
693 |
|
Zensar Technologies Ltd |
|
|
23,142 |
|
|
|
153 |
|
| |
|
|
|
|
|
|
133,817 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.2% |
ABM Investama Tbk PT |
|
|
129,467 |
|
|
|
29 |
|
Adaro Energy Indonesia Tbk PT |
|
|
10,388,420 |
|
|
|
1,600 |
|
Astra Agro Lestari Tbk PT |
|
|
87,500 |
|
|
|
37 |
|
Bank Central Asia Tbk PT |
|
|
2,743,100 |
|
|
|
1,724 |
|
Barito Pacific Tbk PT |
|
|
13,648,600 |
|
|
|
847 |
|
Chandra Asri Pacific Tbk PT |
|
|
2,845,100 |
|
|
|
829 |
|
Delta Dunia Makmur Tbk PT |
|
|
1,462,400 |
|
|
|
31 |
|
Elnusa Tbk PT |
|
|
3,901,400 |
|
|
|
101 |
|
Hanjaya Mandala Sampoerna Tbk PT |
|
|
4,497,851 |
|
|
|
248 |
|
Hexindo Adiperkasa Tbk PT |
|
|
68,800 |
|
|
|
26 |
|
Panin Financial Tbk PT * |
|
|
3,468,300 |
|
|
|
57 |
|
Prima Andalan Mandiri Tbk PT |
|
|
168,379 |
|
|
|
62 |
|
Surya Semesta Internusa Tbk PT * |
|
|
3,555,500 |
|
|
|
128 |
|
Triputra Agro Persada PT |
|
|
2,698,127 |
|
|
|
93 |
|
United Tractors Tbk PT |
|
|
3,909,975 |
|
|
|
5,853 |
|
| |
|
|
|
|
|
|
11,665 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 2.6% |
Accenture PLC, Cl A |
|
|
117,590 |
|
|
|
44,070 |
|
AerCap Holdings NV * |
|
|
18,878 |
|
|
|
1,457 |
|
AIB Group PLC |
|
|
6,500,000 |
|
|
|
30,148 |
|
Aon PLC, Cl A |
|
|
148,524 |
|
|
|
46,932 |
|
Bank of Ireland Group PLC |
|
|
2,064,048 |
|
|
|
17,990 |
|
CRH PLC |
|
|
6,030 |
|
|
|
508 |
|
Experian PLC |
|
|
880,985 |
|
|
|
37,722 |
|
James Hardie Industries PLC * |
|
|
731,157 |
|
|
|
28,923 |
|
| |
|
|
|
|
|
|
207,750 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.3% |
Camtek Ltd/Israel * |
|
|
18,651 |
|
|
|
1,484 |
|
Check Point Software Technologies Ltd * |
|
|
359,139 |
|
|
|
57,613 |
|
CyberArk Software Ltd * |
|
|
21,060 |
|
|
|
5,555 |
|
Isracard Ltd |
|
|
18 |
|
|
|
– |
|
Monday.com Ltd * |
|
|
57,267 |
|
|
|
12,771 |
|
Nova Ltd * |
|
|
11,455 |
|
|
|
1,987 |
|
Wix.com Ltd * |
|
|
163,637 |
|
|
|
22,939 |
|
| |
|
|
|
|
|
|
102,349 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.8% |
A2A SpA |
|
|
878,996 |
|
|
|
1,598 |
|
Banca IFIS SpA |
|
|
11,515 |
|
|
|
209 |
|
Banca Mediolanum SpA |
|
|
165,520 |
|
|
|
1,783 |
|
Banca Popolare di Sondrio SPA |
|
|
160,582 |
|
|
|
1,202 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BPER Banca |
|
|
255,405 |
|
|
$ |
1,024 |
|
Brunello Cucinelli SpA |
|
|
24,081 |
|
|
|
2,893 |
|
Buzzi SpA |
|
|
10,341 |
|
|
|
350 |
|
Coca-Cola HBC AG |
|
|
20,762 |
|
|
|
647 |
|
d'Amico International Shipping SA |
|
|
4,250 |
|
|
|
29 |
|
Danieli & C Officine Meccaniche SpA |
|
|
5,930 |
|
|
|
147 |
|
Enel SpA |
|
|
3,203,732 |
|
|
|
20,396 |
|
Ferrari NV |
|
|
11,731 |
|
|
|
4,950 |
|
Intesa Sanpaolo SpA |
|
|
2,811,132 |
|
|
|
8,937 |
|
Leonardo SpA |
|
|
449,404 |
|
|
|
9,607 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
17,225 |
|
|
|
965 |
|
Saipem SpA * |
|
|
814,382 |
|
|
|
1,481 |
|
Sanlorenzo SpA/Ameglia |
|
|
1,602 |
|
|
|
72 |
|
Telecom Italia SpA/Milano * |
|
|
1,856,022 |
|
|
|
559 |
|
Terna - Rete Elettrica Nazionale |
|
|
121,842 |
|
|
|
955 |
|
UniCredit SpA |
|
|
171,933 |
|
|
|
5,751 |
|
| |
|
|
|
|
|
|
63,555 |
|
| |
|
|
|
|
|
|
|
|
Japan — 9.4% |
A&D HOLON Holdings Co Ltd |
|
|
3,400 |
|
|
|
55 |
|
ABC-Mart Inc |
|
|
77,200 |
|
|
|
1,323 |
|
Adastria Co Ltd |
|
|
27,800 |
|
|
|
633 |
|
Ad-sol Nissin Corp |
|
|
1,900 |
|
|
|
21 |
|
Advance Residence Investment Corp ‡ |
|
|
809 |
|
|
|
1,654 |
|
AEON Financial Service Co Ltd |
|
|
108,600 |
|
|
|
948 |
|
Ai Holdings Corp |
|
|
24,700 |
|
|
|
391 |
|
Aica Kogyo Co Ltd |
|
|
3,100 |
|
|
|
74 |
|
Aisan Industry Co Ltd |
|
|
22,900 |
|
|
|
239 |
|
Alfresa Holdings Corp |
|
|
12,400 |
|
|
|
185 |
|
Alpha Systems Inc |
|
|
1,300 |
|
|
|
29 |
|
AlphaPolis Co Ltd * |
|
|
1,600 |
|
|
|
22 |
|
Alps Logistics Co Ltd |
|
|
5,800 |
|
|
|
92 |
|
Amano Corp |
|
|
3,100 |
|
|
|
76 |
|
Anest Iwata Corp |
|
|
8,300 |
|
|
|
76 |
|
Anritsu Corp |
|
|
119,800 |
|
|
|
1,030 |
|
AOKI Holdings Inc |
|
|
21,400 |
|
|
|
160 |
|
Artner Co Ltd |
|
|
6,300 |
|
|
|
106 |
|
Asahi Group Holdings Ltd |
|
|
137,100 |
|
|
|
4,702 |
|
ASAHI YUKIZAI CORP |
|
|
3,100 |
|
|
|
89 |
|
Ateam Inc |
|
|
20,100 |
|
|
|
77 |
|
Atrae Inc * |
|
|
19,300 |
|
|
|
65 |
|
Avant Group Corp |
|
|
13,200 |
|
|
|
121 |
|
Avex Inc |
|
|
6,500 |
|
|
|
57 |
|
Awa Bank Ltd/The |
|
|
12,300 |
|
|
|
222 |
|
Axell Corp |
|
|
17,000 |
|
|
|
229 |
|
Axial Retailing Inc |
|
|
500 |
|
|
|
13 |
|
Azbil Corp |
|
|
71,000 |
|
|
|
2,083 |
|
Bandai Namco Holdings Inc |
|
|
68,300 |
|
|
|
1,320 |
|
Bank of Iwate Ltd/The |
|
|
5,400 |
|
|
|
95 |
|
Bank of Saga Ltd/The |
|
|
1,800 |
|
|
|
25 |
|
baudroie inc * |
|
|
3,200 |
|
|
|
72 |
|
Bewith Inc |
|
|
7,200 |
|
|
|
92 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BIPROGY Inc |
|
|
96,000 |
|
|
$ |
2,972 |
|
Brother Industries Ltd |
|
|
2,295,800 |
|
|
|
38,493 |
|
Business Brain Showa-Ota Inc |
|
|
2,400 |
|
|
|
37 |
|
Business Engineering Corp |
|
|
4,100 |
|
|
|
111 |
|
Capcom Co Ltd |
|
|
172,460 |
|
|
|
6,947 |
|
Carlit Holdings Co Ltd |
|
|
19,600 |
|
|
|
134 |
|
Cellebrite DI Ltd * |
|
|
5,934 |
|
|
|
71 |
|
Central Japan Railway Co |
|
|
215,200 |
|
|
|
5,419 |
|
Central Security Patrols Co Ltd |
|
|
8,200 |
|
|
|
139 |
|
Chino Corp |
|
|
2,200 |
|
|
|
36 |
|
Chiyoda Integre Co Ltd |
|
|
1,400 |
|
|
|
24 |
|
Chori Co Ltd |
|
|
1,200 |
|
|
|
26 |
|
Chugai Pharmaceutical Co Ltd |
|
|
185,100 |
|
|
|
7,420 |
|
COLOPL Inc |
|
|
137,300 |
|
|
|
522 |
|
Comforia Residential REIT Inc ‡ |
|
|
489 |
|
|
|
937 |
|
COMSYS Holdings Corp |
|
|
56,700 |
|
|
|
1,252 |
|
Comture Corp |
|
|
16,300 |
|
|
|
198 |
|
Creek & River Co Ltd |
|
|
5,300 |
|
|
|
68 |
|
CTS Co Ltd |
|
|
4,400 |
|
|
|
22 |
|
Cube System Inc |
|
|
2,800 |
|
|
|
21 |
|
Daihatsu Diesel Manufacturing Co Ltd |
|
|
22,200 |
|
|
|
228 |
|
Daiichi Jitsugyo Co Ltd |
|
|
1,500 |
|
|
|
20 |
|
Dai-ichi Life Holdings Inc |
|
|
83,800 |
|
|
|
1,908 |
|
Daiichi Sankyo Co Ltd |
|
|
115,200 |
|
|
|
3,828 |
|
Dainichiseika Color & Chemicals Manufacturing Co Ltd |
|
|
6,200 |
|
|
|
112 |
|
Daisue Construction Co Ltd |
|
|
3,500 |
|
|
|
38 |
|
Daiwa Industries Ltd |
|
|
2,700 |
|
|
|
26 |
|
Daiwa Securities Group Inc |
|
|
1,346,500 |
|
|
|
9,914 |
|
Digital Arts Inc |
|
|
10,800 |
|
|
|
320 |
|
Digital Information Technologies Corp |
|
|
2,400 |
|
|
|
30 |
|
Direct Marketing MiX Inc |
|
|
18,100 |
|
|
|
38 |
|
Disco Corp |
|
|
2,200 |
|
|
|
709 |
|
Doshisha Co Ltd |
|
|
1,200 |
|
|
|
17 |
|
Dowa Holdings Co Ltd |
|
|
54,200 |
|
|
|
1,894 |
|
East Japan Railway Co |
|
|
47,700 |
|
|
|
2,825 |
|
Ehime Bank Ltd/The |
|
|
6,800 |
|
|
|
51 |
|
Eiken Chemical Co Ltd |
|
|
34,900 |
|
|
|
440 |
|
Eisai Co Ltd |
|
|
20,600 |
|
|
|
861 |
|
Elecom Co Ltd |
|
|
47,500 |
|
|
|
508 |
|
Elematec Corp |
|
|
2,100 |
|
|
|
27 |
|
en Japan Inc |
|
|
17,000 |
|
|
|
286 |
|
ERI Holdings Co Ltd |
|
|
3,900 |
|
|
|
49 |
|
Fabrica Communications Co Ltd |
|
|
2,600 |
|
|
|
32 |
|
Fast Retailing Co Ltd |
|
|
45,100 |
|
|
|
13,036 |
|
Fibergate Inc/Japan |
|
|
3,500 |
|
|
|
24 |
|
Foster Electric Co Ltd |
|
|
8,100 |
|
|
|
65 |
|
Fuji Corp/Aichi |
|
|
7,700 |
|
|
|
133 |
|
Fuji Kosan Co Ltd |
|
|
5,100 |
|
|
|
73 |
|
Fuji Oil Co Ltd |
|
|
19,400 |
|
|
|
45 |
|
Fujimori Kogyo Co Ltd |
|
|
1,500 |
|
|
|
39 |
|
Fujitsu Ltd |
|
|
139,800 |
|
|
|
21,843 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Fukui Computer Holdings Inc |
|
|
3,300 |
|
|
$ |
58 |
|
Fukuoka Financial Group Inc |
|
|
432,400 |
|
|
|
11,221 |
|
Fukushima Galilei Co Ltd |
|
|
2,800 |
|
|
|
107 |
|
Futaba Industrial Co Ltd |
|
|
11,700 |
|
|
|
84 |
|
Future Corp |
|
|
16,000 |
|
|
|
180 |
|
Gakken Holdings Co Ltd |
|
|
18,400 |
|
|
|
120 |
|
Gakujo Co Ltd |
|
|
5,500 |
|
|
|
67 |
|
Glory Ltd |
|
|
9,100 |
|
|
|
177 |
|
Greens Co Ltd |
|
|
2,100 |
|
|
|
29 |
|
GS Yuasa Corp |
|
|
49,500 |
|
|
|
931 |
|
GungHo Online Entertainment Inc |
|
|
128,800 |
|
|
|
1,870 |
|
Hakuhodo DY Holdings Inc |
|
|
38,900 |
|
|
|
362 |
|
Hibiya Engineering Ltd |
|
|
2,300 |
|
|
|
39 |
|
Hioki EE Corp |
|
|
3,300 |
|
|
|
149 |
|
Hisamitsu Pharmaceutical Co Inc |
|
|
31,900 |
|
|
|
826 |
|
Hochiki Corp |
|
|
2,200 |
|
|
|
33 |
|
Hodogaya Chemical Co Ltd |
|
|
1,000 |
|
|
|
25 |
|
Hokkaido Gas Co Ltd |
|
|
1,700 |
|
|
|
25 |
|
Horiba Ltd |
|
|
7,500 |
|
|
|
732 |
|
Hosokawa Micron Corp |
|
|
3,800 |
|
|
|
120 |
|
Hoya Corp |
|
|
212,500 |
|
|
|
27,665 |
|
Hyakujushi Bank Ltd/The |
|
|
13,000 |
|
|
|
244 |
|
Ichikoh Industries Ltd |
|
|
29,600 |
|
|
|
109 |
|
Icom Inc |
|
|
1,400 |
|
|
|
32 |
|
Idemitsu Kosan Co Ltd |
|
|
131,300 |
|
|
|
832 |
|
IG Port Inc |
|
|
1,500 |
|
|
|
58 |
|
I'll Inc |
|
|
3,100 |
|
|
|
80 |
|
Inpex Corp |
|
|
60,800 |
|
|
|
817 |
|
Invincible Investment Corp ‡ |
|
|
4,895 |
|
|
|
2,011 |
|
I-PEX Inc |
|
|
6,700 |
|
|
|
81 |
|
ISB Corp |
|
|
4,900 |
|
|
|
45 |
|
ITmedia Inc |
|
|
9,800 |
|
|
|
128 |
|
Iwaki Co Ltd |
|
|
3,900 |
|
|
|
68 |
|
Japan Electronic Materials Corp |
|
|
14,900 |
|
|
|
251 |
|
Japan Exchange Group Inc |
|
|
107,800 |
|
|
|
2,819 |
|
Japan Lifeline Co Ltd |
|
|
48,300 |
|
|
|
422 |
|
Japan Medical Dynamic Marketing Inc |
|
|
20,000 |
|
|
|
96 |
|
Japan Post Holdings Co Ltd |
|
|
97,200 |
|
|
|
939 |
|
Japan Post Insurance Co Ltd |
|
|
200,200 |
|
|
|
3,694 |
|
Japan Transcity Corp |
|
|
6,000 |
|
|
|
25 |
|
JK Holdings Co Ltd |
|
|
3,500 |
|
|
|
24 |
|
Justsystems Corp |
|
|
8,600 |
|
|
|
154 |
|
Kaga Electronics Co Ltd |
|
|
4,100 |
|
|
|
182 |
|
Kajima Corp |
|
|
41,900 |
|
|
|
778 |
|
Kakaku.com Inc |
|
|
67,500 |
|
|
|
775 |
|
Kanaden Corp |
|
|
3,400 |
|
|
|
36 |
|
Kansai Electric Power Co Inc/The |
|
|
210,600 |
|
|
|
2,702 |
|
Kansai Paint Co Ltd |
|
|
140,600 |
|
|
|
2,038 |
|
Kao Corp |
|
|
400,400 |
|
|
|
15,238 |
|
Kato Works Co Ltd |
|
|
4,600 |
|
|
|
45 |
|
KAWADA TECHNOLOGIES Inc |
|
|
2,700 |
|
|
|
162 |
|
KDDI Corp |
|
|
221,300 |
|
|
|
6,733 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
KDX Realty Investment Corp ‡ |
|
|
920 |
|
|
$ |
921 |
|
Keio Corp |
|
|
72,700 |
|
|
|
2,042 |
|
Kewpie Corp |
|
|
92,700 |
|
|
|
1,728 |
|
Keyence Corp |
|
|
59,700 |
|
|
|
27,937 |
|
Kimura Unity Co Ltd |
|
|
4,900 |
|
|
|
54 |
|
Kirin Holdings Co Ltd |
|
|
89,200 |
|
|
|
1,242 |
|
Kitz Corp |
|
|
10,200 |
|
|
|
86 |
|
Koa Shoji Holdings Co Ltd |
|
|
5,200 |
|
|
|
26 |
|
Koatsu Gas Kogyo Co Ltd |
|
|
5,100 |
|
|
|
29 |
|
Komatsu Ltd |
|
|
1,527,500 |
|
|
|
44,354 |
|
Komatsu Wall Industry Co Ltd |
|
|
1,400 |
|
|
|
32 |
|
Kondotec Inc |
|
|
3,600 |
|
|
|
32 |
|
Konica Minolta Inc * |
|
|
266,200 |
|
|
|
878 |
|
Konishi Co Ltd |
|
|
4,000 |
|
|
|
39 |
|
Konoike Transport Co Ltd |
|
|
4,400 |
|
|
|
55 |
|
Kotobuki Spirits Co Ltd |
|
|
114,400 |
|
|
|
1,529 |
|
Kubota Corp |
|
|
248,300 |
|
|
|
3,640 |
|
Kyodo Printing Co Ltd |
|
|
1,700 |
|
|
|
36 |
|
Kyoritsu Maintenance Co Ltd |
|
|
38,300 |
|
|
|
1,618 |
|
Kyushu Leasing Service Co Ltd |
|
|
5,100 |
|
|
|
53 |
|
LAC Co Ltd |
|
|
6,400 |
|
|
|
34 |
|
Lawson Inc |
|
|
11,400 |
|
|
|
781 |
|
LIFULL Co Ltd |
|
|
47,500 |
|
|
|
54 |
|
LIKE Inc |
|
|
2,900 |
|
|
|
31 |
|
LY Corp |
|
|
338,900 |
|
|
|
935 |
|
M3 Inc |
|
|
1,928,600 |
|
|
|
27,659 |
|
Macnica Holdings Inc |
|
|
57,400 |
|
|
|
3,167 |
|
Maezawa Industries Inc |
|
|
3,800 |
|
|
|
26 |
|
Makita Corp |
|
|
567,300 |
|
|
|
14,809 |
|
MarkLines Co Ltd |
|
|
3,400 |
|
|
|
74 |
|
Maruzen Showa Unyu Co Ltd |
|
|
1,200 |
|
|
|
36 |
|
Matching Service Japan Co Ltd |
|
|
10,500 |
|
|
|
87 |
|
Maxell Ltd |
|
|
36,600 |
|
|
|
380 |
|
Mazda Motor Corp |
|
|
583,200 |
|
|
|
6,850 |
|
MCJ Co Ltd |
|
|
12,300 |
|
|
|
112 |
|
Medical System Network Co Ltd, Cl A |
|
|
5,800 |
|
|
|
25 |
|
Medipal Holdings Corp |
|
|
5,800 |
|
|
|
88 |
|
Megachips Corp |
|
|
13,300 |
|
|
|
371 |
|
Meidensha Corp |
|
|
8,900 |
|
|
|
158 |
|
Meisei Industrial Co Ltd |
|
|
17,100 |
|
|
|
142 |
|
Members Co Ltd |
|
|
3,100 |
|
|
|
18 |
|
Micronics Japan Co Ltd |
|
|
25,300 |
|
|
|
1,271 |
|
MIMAKI ENGINEERING CO LTD |
|
|
10,100 |
|
|
|
71 |
|
Mimasu Semiconductor Industry Co Ltd |
|
|
12,800 |
|
|
|
272 |
|
MINEBEA MITSUMI Inc |
|
|
1,153,700 |
|
|
|
23,857 |
|
Miroku Jyoho Service Co Ltd |
|
|
11,800 |
|
|
|
151 |
|
Mitani Sangyo Co Ltd |
|
|
10,700 |
|
|
|
28 |
|
Mitsuba Corp |
|
|
17,900 |
|
|
|
174 |
|
Mitsubishi Kakoki Kaisha Ltd |
|
|
1,800 |
|
|
|
47 |
|
Mitsubishi Logisnext Co Ltd |
|
|
4,100 |
|
|
|
45 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
3,900 |
|
|
|
140 |
|
Mitsubishi UFJ Financial Group Inc |
|
|
322,100 |
|
|
|
3,318 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mitsui Fudosan Logistics Park Inc ‡ |
|
|
316 |
|
|
$ |
896 |
|
Miura Co Ltd |
|
|
19,300 |
|
|
|
411 |
|
MIXI Inc |
|
|
258,600 |
|
|
|
4,266 |
|
Moriroku Holdings Co Ltd |
|
|
5,600 |
|
|
|
101 |
|
Morita Holdings Corp |
|
|
3,800 |
|
|
|
40 |
|
MS&AD Insurance Group Holdings Inc |
|
|
18,300 |
|
|
|
906 |
|
NEC Corp |
|
|
227,500 |
|
|
|
15,337 |
|
NEOJAPAN Inc |
|
|
12,800 |
|
|
|
97 |
|
NET One Systems Co Ltd |
|
|
16,100 |
|
|
|
280 |
|
Nice Corp |
|
|
2,600 |
|
|
|
27 |
|
Nichias Corp |
|
|
2,200 |
|
|
|
58 |
|
Nichirei Corp |
|
|
68,700 |
|
|
|
1,724 |
|
Nihon Chouzai Co Ltd |
|
|
5,600 |
|
|
|
54 |
|
Nihon Denkei Co Ltd |
|
|
4,400 |
|
|
|
66 |
|
Nihon Kohden Corp |
|
|
7,100 |
|
|
|
197 |
|
Nihon Trim Co Ltd |
|
|
2,800 |
|
|
|
68 |
|
Nikon Corp |
|
|
4,000,000 |
|
|
|
39,567 |
|
Nintendo Co Ltd |
|
|
31,200 |
|
|
|
1,751 |
|
Nippon Ceramic Co Ltd |
|
|
4,100 |
|
|
|
74 |
|
Nippon Concept Corp |
|
|
1,900 |
|
|
|
25 |
|
Nippon Dry-Chemical Co Ltd |
|
|
200 |
|
|
|
4 |
|
Nippon Paint Holdings Co Ltd |
|
|
135,200 |
|
|
|
1,003 |
|
Nippon Shinyaku Co Ltd |
|
|
30,900 |
|
|
|
985 |
|
Nippon Steel Corp |
|
|
97,900 |
|
|
|
2,430 |
|
Nippon Thompson Co Ltd |
|
|
41,300 |
|
|
|
180 |
|
Nissan Motor Co Ltd |
|
|
1,716,500 |
|
|
|
6,753 |
|
Nissan Tokyo Sales Holdings Co Ltd |
|
|
86,600 |
|
|
|
308 |
|
Nissei ASB Machine Co Ltd |
|
|
2,000 |
|
|
|
61 |
|
Nissin Corp |
|
|
2,100 |
|
|
|
40 |
|
Nissin Foods Holdings Co Ltd |
|
|
156,700 |
|
|
|
4,583 |
|
Nisso Holdings Co Ltd |
|
|
8,500 |
|
|
|
47 |
|
Niterra Co Ltd |
|
|
73,900 |
|
|
|
2,242 |
|
Nitto Kogyo Corp |
|
|
6,000 |
|
|
|
184 |
|
Nitto Kohki Co Ltd |
|
|
2,900 |
|
|
|
38 |
|
Nitto Seiko Co Ltd |
|
|
16,700 |
|
|
|
67 |
|
Nomura Real Estate Holdings Inc |
|
|
42,300 |
|
|
|
1,052 |
|
Noritz Corp |
|
|
7,900 |
|
|
|
89 |
|
NS Solutions Corp |
|
|
8,600 |
|
|
|
288 |
|
NSD Co Ltd |
|
|
6,800 |
|
|
|
130 |
|
OBIC Business Consultants Co Ltd |
|
|
27,500 |
|
|
|
1,314 |
|
Obic Co Ltd |
|
|
40,600 |
|
|
|
6,354 |
|
Ohba Co Ltd |
|
|
4,100 |
|
|
|
27 |
|
OIE Sangyo Co Ltd |
|
|
2,000 |
|
|
|
23 |
|
Okabe Co Ltd |
|
|
6,100 |
|
|
|
31 |
|
Okamoto Industries Inc |
|
|
800 |
|
|
|
26 |
|
Okamura Corp |
|
|
11,400 |
|
|
|
167 |
|
Okura Industrial Co Ltd |
|
|
3,100 |
|
|
|
67 |
|
Olympus Corp |
|
|
694,500 |
|
|
|
9,893 |
|
Optim Corp * |
|
|
26,600 |
|
|
|
205 |
|
Optorun Co Ltd |
|
|
19,600 |
|
|
|
266 |
|
Oracle Corp Japan |
|
|
47,700 |
|
|
|
3,655 |
|
Oro Co Ltd |
|
|
5,200 |
|
|
|
96 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Otsuka Corp |
|
|
83,400 |
|
|
$ |
3,667 |
|
Otsuka Holdings Co Ltd |
|
|
222,400 |
|
|
|
9,037 |
|
PAL GROUP Holdings Co Ltd |
|
|
9,800 |
|
|
|
149 |
|
Park24 Co Ltd * |
|
|
75,400 |
|
|
|
896 |
|
Pasco Corp |
|
|
2,300 |
|
|
|
29 |
|
PCA Corp |
|
|
2,600 |
|
|
|
29 |
|
Persol Holdings Co Ltd |
|
|
565,800 |
|
|
|
818 |
|
Pickles Holdings Co Ltd |
|
|
3,100 |
|
|
|
25 |
|
Pigeon Corp |
|
|
398,200 |
|
|
|
4,060 |
|
Pilot Corp |
|
|
700 |
|
|
|
19 |
|
PR Times Corp * |
|
|
7,200 |
|
|
|
95 |
|
Prestige International Inc |
|
|
7,800 |
|
|
|
33 |
|
Pronexus Inc |
|
|
16,200 |
|
|
|
137 |
|
Proto Corp |
|
|
3,500 |
|
|
|
31 |
|
QB Net Holdings Co Ltd |
|
|
3,700 |
|
|
|
32 |
|
Qol Holdings Co Ltd |
|
|
13,500 |
|
|
|
148 |
|
R&D Computer Co Ltd |
|
|
4,500 |
|
|
|
26 |
|
Rakus Co Ltd |
|
|
65,500 |
|
|
|
1,032 |
|
Rasa Corp |
|
|
4,500 |
|
|
|
59 |
|
Rasa Industries Ltd |
|
|
1,800 |
|
|
|
29 |
|
Recruit Holdings Co Ltd |
|
|
336,800 |
|
|
|
13,601 |
|
Resona Holdings Inc |
|
|
3,913,100 |
|
|
|
21,334 |
|
Rheon Automatic Machinery Co Ltd |
|
|
1,622 |
|
|
|
16 |
|
Ricoh Co Ltd |
|
|
102,500 |
|
|
|
853 |
|
Riken Technos Corp |
|
|
6,700 |
|
|
|
44 |
|
Riso Kagaku Corp |
|
|
2,300 |
|
|
|
51 |
|
Riso Kyoiku Co Ltd |
|
|
33,700 |
|
|
|
49 |
|
Rix Corp |
|
|
1,400 |
|
|
|
36 |
|
Rohto Pharmaceutical Co Ltd |
|
|
101,800 |
|
|
|
2,068 |
|
RS Technologies Co Ltd |
|
|
3,200 |
|
|
|
58 |
|
Ryohin Keikaku Co Ltd |
|
|
45,000 |
|
|
|
711 |
|
Sac's Bar Holdings Inc |
|
|
6,500 |
|
|
|
40 |
|
Sakai Heavy Industries Ltd |
|
|
1,000 |
|
|
|
43 |
|
Sakai Moving Service Co Ltd |
|
|
2,000 |
|
|
|
35 |
|
Sakata INX Corp |
|
|
4,200 |
|
|
|
41 |
|
Sangetsu Corp |
|
|
16,500 |
|
|
|
389 |
|
Sanix Inc * |
|
|
20,800 |
|
|
|
42 |
|
Sanko Metal Industrial Co Ltd |
|
|
900 |
|
|
|
30 |
|
Sanrio Co Ltd |
|
|
52,700 |
|
|
|
2,954 |
|
Santen Pharmaceutical Co Ltd |
|
|
73,600 |
|
|
|
731 |
|
Sanwa Holdings Corp |
|
|
178,300 |
|
|
|
3,162 |
|
Sanyo Denki Co Ltd |
|
|
2,200 |
|
|
|
98 |
|
Sanyo Shokai Ltd |
|
|
9,500 |
|
|
|
161 |
|
Sapporo Holdings Ltd |
|
|
27,900 |
|
|
|
1,229 |
|
Sato Holdings Corp |
|
|
4,400 |
|
|
|
66 |
|
SB Technology Corp |
|
|
5,500 |
|
|
|
78 |
|
SCREEN Holdings Co Ltd |
|
|
106,500 |
|
|
|
13,331 |
|
Scroll Corp |
|
|
19,200 |
|
|
|
121 |
|
SCSK Corp |
|
|
129,800 |
|
|
|
2,394 |
|
Seika Corp |
|
|
1,500 |
|
|
|
31 |
|
Seiko Epson Corp |
|
|
15,500 |
|
|
|
251 |
|
SERAKU Co Ltd |
|
|
12,200 |
|
|
|
93 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Seven & i Holdings Co Ltd (B) |
|
|
440,700 |
|
|
$ |
6,566 |
|
Shibusawa Warehouse Co Ltd/The |
|
|
2,400 |
|
|
|
49 |
|
Shimamura Co Ltd |
|
|
99,400 |
|
|
|
5,294 |
|
Shimano Inc |
|
|
74,400 |
|
|
|
10,369 |
|
Shinagawa Refractories Co Ltd |
|
|
6,500 |
|
|
|
89 |
|
Shinnihonseiyaku Co Ltd |
|
|
6,900 |
|
|
|
79 |
|
Shinsho Corp |
|
|
1,200 |
|
|
|
58 |
|
Shofu Inc |
|
|
1,700 |
|
|
|
31 |
|
SIGMAXYZ Holdings Inc |
|
|
6,900 |
|
|
|
79 |
|
Sinfonia Technology Co Ltd |
|
|
2,600 |
|
|
|
46 |
|
SMK Corp |
|
|
1,400 |
|
|
|
23 |
|
SMS Co Ltd |
|
|
764,300 |
|
|
|
13,540 |
|
Softcreate Holdings Corp |
|
|
2,900 |
|
|
|
38 |
|
Sompo Holdings Inc |
|
|
42,000 |
|
|
|
2,464 |
|
Sotetsu Holdings Inc |
|
|
50,800 |
|
|
|
921 |
|
Sprix Inc |
|
|
2,400 |
|
|
|
13 |
|
St Marc Holdings Co Ltd |
|
|
1,700 |
|
|
|
25 |
|
Star Micronics Co Ltd |
|
|
14,100 |
|
|
|
170 |
|
Subaru Corp |
|
|
309,000 |
|
|
|
7,028 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
171,500 |
|
|
|
9,561 |
|
Sumitomo Riko Co Ltd |
|
|
12,600 |
|
|
|
106 |
|
Sumitomo Seika Chemicals Co Ltd |
|
|
3,000 |
|
|
|
99 |
|
Sun-Wa Technos Corp |
|
|
8,400 |
|
|
|
132 |
|
Suzuken Co Ltd/Aichi Japan |
|
|
57,600 |
|
|
|
1,716 |
|
System Research Co Ltd |
|
|
1,600 |
|
|
|
37 |
|
System Support Inc |
|
|
2,300 |
|
|
|
30 |
|
Systena Corp |
|
|
44,900 |
|
|
|
86 |
|
T RAD Co Ltd |
|
|
2,700 |
|
|
|
72 |
|
Taiho Kogyo Co Ltd, Cl A |
|
|
5,300 |
|
|
|
31 |
|
Taisho Pharmaceutical Holdings Co Ltd |
|
|
30,900 |
|
|
|
1,771 |
|
Takara & Co Ltd |
|
|
3,700 |
|
|
|
70 |
|
Takashima & Co Ltd |
|
|
3,900 |
|
|
|
38 |
|
Takashimaya Co Ltd |
|
|
232,800 |
|
|
|
3,506 |
|
Takeda Pharmaceutical Co Ltd |
|
|
236,700 |
|
|
|
6,938 |
|
Takeuchi Manufacturing Co Ltd |
|
|
36,900 |
|
|
|
1,297 |
|
Takuma Co Ltd |
|
|
10,100 |
|
|
|
131 |
|
Tanabe Consulting Group Co Ltd |
|
|
3,600 |
|
|
|
25 |
|
TDK Corp |
|
|
156,300 |
|
|
|
8,131 |
|
TechMatrix Corp |
|
|
9,400 |
|
|
|
125 |
|
Teikoku Electric Manufacturing Co Ltd |
|
|
8,700 |
|
|
|
157 |
|
Temairazu Inc |
|
|
4,000 |
|
|
|
78 |
|
Terumo Corp |
|
|
21,200 |
|
|
|
827 |
|
TIS Inc |
|
|
175,500 |
|
|
|
3,957 |
|
TKC Corp |
|
|
3,000 |
|
|
|
74 |
|
Tobu Railway Co Ltd |
|
|
34,700 |
|
|
|
887 |
|
Toei Animation Co Ltd |
|
|
104,100 |
|
|
|
12,867 |
|
Toho Holdings Co Ltd |
|
|
43,600 |
|
|
|
921 |
|
Tokyo Electron Ltd |
|
|
27,100 |
|
|
|
6,676 |
|
Tokyo Rope Manufacturing Co Ltd |
|
|
2,700 |
|
|
|
28 |
|
Tokyo Seimitsu Co Ltd |
|
|
39,600 |
|
|
|
2,705 |
|
Tokyu Fudosan Holdings Corp |
|
|
641,800 |
|
|
|
4,213 |
|
Toli Corp |
|
|
9,800 |
|
|
|
26 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Toray Industries Inc |
|
|
3,224,000 |
|
|
$ |
14,874 |
|
Toshiba TEC Corp |
|
|
7,500 |
|
|
|
157 |
|
Tosho Co Ltd |
|
|
14,700 |
|
|
|
78 |
|
Toyo Engineering Corp * |
|
|
25,300 |
|
|
|
153 |
|
Toyo Suisan Kaisha Ltd |
|
|
41,100 |
|
|
|
2,391 |
|
Toyoda Gosei Co Ltd |
|
|
89,000 |
|
|
|
1,832 |
|
Toyokumo Inc |
|
|
2,200 |
|
|
|
25 |
|
Trancom Co Ltd |
|
|
600 |
|
|
|
25 |
|
Transcosmos Inc |
|
|
1,300 |
|
|
|
26 |
|
Trend Micro Inc/Japan |
|
|
167,000 |
|
|
|
8,286 |
|
Trusco Nakayama Corp |
|
|
6,700 |
|
|
|
104 |
|
Tsubakimoto Chain Co |
|
|
6,500 |
|
|
|
212 |
|
Tsubakimoto Kogyo Co Ltd |
|
|
900 |
|
|
|
43 |
|
Tsugami Corp |
|
|
29,800 |
|
|
|
236 |
|
Ubicom Holdings Inc |
|
|
3,800 |
|
|
|
36 |
|
Union Tool Co |
|
|
3,500 |
|
|
|
89 |
|
Unipres Corp |
|
|
14,900 |
|
|
|
109 |
|
United Arrows Ltd |
|
|
8,500 |
|
|
|
100 |
|
USS Co Ltd |
|
|
34,200 |
|
|
|
595 |
|
Vital KSK Holdings Inc |
|
|
6,300 |
|
|
|
56 |
|
Wacom Co Ltd |
|
|
23,300 |
|
|
|
98 |
|
Waseda Academy Co Ltd |
|
|
3,800 |
|
|
|
41 |
|
WingArc1st Inc |
|
|
5,800 |
|
|
|
116 |
|
Wowow Inc |
|
|
2,300 |
|
|
|
17 |
|
Xebio Holdings Co Ltd |
|
|
15,700 |
|
|
|
103 |
|
YAMABIKO Corp |
|
|
4,300 |
|
|
|
53 |
|
Yamaha Motor Co Ltd |
|
|
323,300 |
|
|
|
2,893 |
|
Yamaichi Electronics Co Ltd |
|
|
10,700 |
|
|
|
162 |
|
Yamashin-Filter Corp |
|
|
19,900 |
|
|
|
51 |
|
YE DIGITAL Corp |
|
|
9,200 |
|
|
|
50 |
|
Yokogawa Electric Corp |
|
|
140,500 |
|
|
|
2,970 |
|
Yokohama Rubber Co Ltd/The |
|
|
49,600 |
|
|
|
1,319 |
|
Yokowo Co Ltd |
|
|
26,400 |
|
|
|
278 |
|
Yorozu Corp |
|
|
4,600 |
|
|
|
29 |
|
Yossix Holdings Co Ltd |
|
|
11,900 |
|
|
|
241 |
|
Yushin Precision Equipment Co Ltd |
|
|
5,700 |
|
|
|
26 |
|
Zenrin Co Ltd |
|
|
4,100 |
|
|
|
23 |
|
Zensho Holdings Co Ltd |
|
|
29,400 |
|
|
|
1,287 |
|
ZERIA Pharmaceutical Co Ltd |
|
|
4,200 |
|
|
|
59 |
|
ZIGExN Co Ltd |
|
|
34,200 |
|
|
|
128 |
|
ZOZO Inc |
|
|
50,600 |
|
|
|
1,147 |
|
| |
|
|
|
|
|
|
746,387 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.6% |
ArcelorMittal SA |
|
|
1,012,098 |
|
|
|
26,417 |
|
Spotify Technology SA * |
|
|
94,103 |
|
|
|
24,129 |
|
| |
|
|
|
|
|
|
50,546 |
|
| |
|
|
|
|
|
|
|
|
Macao — 0.6% |
Galaxy Entertainment Group Ltd |
|
|
3,508,000 |
|
|
|
19,156 |
|
Sands China Ltd * |
|
|
9,350,000 |
|
|
|
26,633 |
|
| |
|
|
|
|
|
|
45,789 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Malaysia — 0.1% |
Alliance Bank Malaysia Bhd |
|
|
48,400 |
|
|
$ |
36 |
|
Bermaz Auto Bhd |
|
|
72,200 |
|
|
|
37 |
|
Bursa Malaysia Bhd |
|
|
37,900 |
|
|
|
60 |
|
Dialog Group Bhd |
|
|
2,569,200 |
|
|
|
1,137 |
|
Fraser & Neave Holdings Bhd |
|
|
11,400 |
|
|
|
71 |
|
Hong Leong Financial Group Bhd |
|
|
7,220 |
|
|
|
26 |
|
Jaya Tiasa Holdings BHD |
|
|
301,300 |
|
|
|
76 |
|
Pantech Group Holdings Bhd |
|
|
216,400 |
|
|
|
42 |
|
Wellcall Holdings Bhd |
|
|
110,000 |
|
|
|
40 |
|
YTL Corp Bhd |
|
|
2,053,400 |
|
|
|
1,155 |
|
YTL Power International Bhd |
|
|
2,892,600 |
|
|
|
2,408 |
|
| |
|
|
|
|
|
|
5,088 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.1% |
Grupo Financiero Inbursa SAB de CV, Cl O |
|
|
350,200 |
|
|
|
1,063 |
|
Southern Copper Corp |
|
|
11,193 |
|
|
|
905 |
|
Ternium SA ADR |
|
|
220,521 |
|
|
|
8,940 |
|
| |
|
|
|
|
|
|
10,908 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 5.4% |
Adyen NV * |
|
|
684 |
|
|
|
1,081 |
|
Argenx SE ADR * |
|
|
536 |
|
|
|
204 |
|
ASM International NV |
|
|
3,618 |
|
|
|
2,207 |
|
ASML Holding NV |
|
|
55,548 |
|
|
|
52,327 |
|
EXOR NV |
|
|
11,587 |
|
|
|
1,251 |
|
Fugro NV * |
|
|
52,417 |
|
|
|
1,157 |
|
ING Groep NV |
|
|
2,310,610 |
|
|
|
31,730 |
|
Koninklijke Ahold Delhaize NV |
|
|
1,046,108 |
|
|
|
31,154 |
|
Koninklijke KPN NV |
|
|
2,101,980 |
|
|
|
7,695 |
|
Koninklijke Philips NV * |
|
|
3,375,213 |
|
|
|
67,578 |
|
Pluxee NV * |
|
|
192,911 |
|
|
|
5,518 |
|
Randstad NV |
|
|
646,491 |
|
|
|
35,637 |
|
Signify NV |
|
|
1,800,000 |
|
|
|
48,268 |
|
Stellantis NV |
|
|
1,721,848 |
|
|
|
44,971 |
|
Universal Music Group NV |
|
|
952,049 |
|
|
|
28,713 |
|
Wolters Kluwer NV |
|
|
425,503 |
|
|
|
67,158 |
|
| |
|
|
|
|
|
|
426,649 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.3% |
AutoStore Holdings Ltd * |
|
|
4,582,468 |
|
|
|
7,354 |
|
DNB Bank ASA |
|
|
171,922 |
|
|
|
3,444 |
|
Gjensidige Forsikring ASA |
|
|
846,055 |
|
|
|
13,378 |
|
Hoegh Autoliners ASA |
|
|
25,455 |
|
|
|
249 |
|
MPC Container Ships ASA |
|
|
291,948 |
|
|
|
376 |
|
Odfjell SE, Cl A |
|
|
3,058 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
24,839 |
|
| |
|
|
|
|
|
|
|
|
Peru — 0.0% |
Credicorp Ltd |
|
|
4,749 |
|
|
|
812 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.0% |
BDO Unibank Inc |
|
|
530,026 |
|
|
|
1,443 |
|
SM Investments Corp |
|
|
56,990 |
|
|
|
953 |
|
| |
|
|
|
|
|
|
2,396 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Poland — 0.4% |
Alior Bank SA * |
|
|
48,962 |
|
|
$ |
1,177 |
|
Bank Polska Kasa Opieki SA |
|
|
160,385 |
|
|
|
6,958 |
|
Budimex SA |
|
|
5,841 |
|
|
|
1,069 |
|
Enea SA * |
|
|
10,573 |
|
|
|
26 |
|
Eurocash SA |
|
|
13,261 |
|
|
|
56 |
|
ING Bank Slaski SA * |
|
|
1,361 |
|
|
|
107 |
|
Lubelski Wegiel Bogdanka SA |
|
|
8,005 |
|
|
|
65 |
|
PGE Polska Grupa Energetyczna SA * |
|
|
282,240 |
|
|
|
564 |
|
Powszechna Kasa Oszczednosci Bank Polski SA |
|
|
444,025 |
|
|
|
6,186 |
|
Powszechny Zaklad Ubezpieczen SA |
|
|
906,204 |
|
|
|
11,160 |
|
Rainbow Tours SA |
|
|
4,051 |
|
|
|
67 |
|
Santander Bank Polska SA |
|
|
20,609 |
|
|
|
2,840 |
|
| |
|
|
|
|
|
|
30,275 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.0% |
Banco Comercial Portugues SA, Cl R * |
|
|
3,379,172 |
|
|
|
976 |
|
Jeronimo Martins SGPS SA |
|
|
96,760 |
|
|
|
2,316 |
|
Mota-Engil SGPS SA |
|
|
9,187 |
|
|
|
57 |
|
Navigator Co SA/The |
|
|
9,822 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
3,389 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.1% |
Aamal Co |
|
|
591,595 |
|
|
|
128 |
|
Gulf International Services QSC |
|
|
1,492,308 |
|
|
|
1,176 |
|
Masraf Al Rayan QSC |
|
|
1,297,630 |
|
|
|
902 |
|
Ooredoo QPSC |
|
|
654,105 |
|
|
|
2,043 |
|
Qatar Insurance Co SAQ * |
|
|
283,249 |
|
|
|
180 |
|
| |
|
|
|
|
|
|
4,429 |
|
| |
|
|
|
|
|
|
|
|
Romania — 0.0% |
NEPI Rockcastle NV |
|
|
113,475 |
|
|
|
809 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Globaltrans Investment PLC GDR *(A) |
|
|
6,013 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 0.6% |
Al Babtain Power & Telecommunication Co |
|
|
49,248 |
|
|
|
443 |
|
Al Hammadi Holding |
|
|
44,848 |
|
|
|
800 |
|
Al-Dawaa Medical Services Co |
|
|
17,884 |
|
|
|
546 |
|
Arab National Bank |
|
|
472,236 |
|
|
|
3,507 |
|
Arabian Centres Co Ltd |
|
|
37,322 |
|
|
|
211 |
|
Arabian Contracting Services Co |
|
|
3,448 |
|
|
|
241 |
|
Astra Industrial Group |
|
|
159,135 |
|
|
|
7,171 |
|
Dr Sulaiman Al Habib Medical Services Group Co |
|
|
11,652 |
|
|
|
1,023 |
|
Electrical Industries Co |
|
|
91,740 |
|
|
|
103 |
|
Elm Co |
|
|
32,288 |
|
|
|
9,100 |
|
Etihad Etisalat Co |
|
|
1,232,287 |
|
|
|
18,171 |
|
Gulf Insurance Group |
|
|
28,306 |
|
|
|
269 |
|
Leejam Sports Co JSC |
|
|
4,917 |
|
|
|
282 |
|
Middle East Specialized Cables Co * |
|
|
22,084 |
|
|
|
149 |
|
Mobile Telecommunications Co Saudi Arabia |
|
|
221,473 |
|
|
|
880 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Saudi Arabian Cooperative Insurance Co * |
|
|
26,587 |
|
|
$ |
123 |
|
Saudi Electricity Co |
|
|
1,009,450 |
|
|
|
5,383 |
|
Saudi Marketing Co |
|
|
45,631 |
|
|
|
342 |
|
Saudia Dairy & Foodstuff Co |
|
|
11,610 |
|
|
|
1,178 |
|
Zamil Industrial Investment Co * |
|
|
20,901 |
|
|
|
163 |
|
| |
|
|
|
|
|
|
50,085 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.4% |
DBS Group Holdings Ltd |
|
|
248,400 |
|
|
|
6,157 |
|
Genting Singapore Ltd |
|
|
4,636,400 |
|
|
|
3,138 |
|
Grab Holdings Ltd, Cl A * |
|
|
284,640 |
|
|
|
874 |
|
Jardine Cycle & Carriage Ltd |
|
|
10,400 |
|
|
|
197 |
|
Marco Polo Marine Ltd |
|
|
1,552,200 |
|
|
|
65 |
|
Sembcorp Industries Ltd |
|
|
549,700 |
|
|
|
2,085 |
|
Singapore Airlines Ltd |
|
|
3,844,000 |
|
|
|
18,497 |
|
Singapore Exchange Ltd |
|
|
286,500 |
|
|
|
2,013 |
|
| |
|
|
|
|
|
|
33,026 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 0.8% |
AECI Ltd |
|
|
24,348 |
|
|
|
123 |
|
ArcelorMittal South Africa Ltd * |
|
|
55,698 |
|
|
|
4 |
|
Clicks Group Ltd |
|
|
2,076,469 |
|
|
|
32,482 |
|
Exxaro Resources Ltd |
|
|
22,986 |
|
|
|
213 |
|
Old Mutual Ltd |
|
|
181,905 |
|
|
|
113 |
|
Standard Bank Group Ltd |
|
|
32,301 |
|
|
|
340 |
|
Tiger Brands Ltd |
|
|
3,076,111 |
|
|
|
31,990 |
|
Zeda Ltd/South Africa * |
|
|
7,065 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
65,269 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 3.6% |
Ahnlab Inc |
|
|
2,662 |
|
|
|
143 |
|
BNK Financial Group Inc |
|
|
875,082 |
|
|
|
4,929 |
|
Celltrion Inc |
|
|
7,102 |
|
|
|
958 |
|
Daeduck Co Ltd * |
|
|
8,141 |
|
|
|
40 |
|
DGB Financial Group Inc |
|
|
60,276 |
|
|
|
401 |
|
Fila Holdings Corp |
|
|
1,250,000 |
|
|
|
36,047 |
|
Gravity Co Ltd ADR * |
|
|
1,987 |
|
|
|
153 |
|
Hana Financial Group Inc |
|
|
371,423 |
|
|
|
15,787 |
|
Hanmi Science Co ltd * |
|
|
24,931 |
|
|
|
771 |
|
HLB Inc * |
|
|
16,816 |
|
|
|
1,029 |
|
Hyundai Glovis Co Ltd * |
|
|
1,674 |
|
|
|
240 |
|
Hyundai Motor Co |
|
|
7,878 |
|
|
|
1,482 |
|
Innocean Worldwide Inc |
|
|
3,018 |
|
|
|
50 |
|
KB Financial Group Inc |
|
|
262,567 |
|
|
|
12,521 |
|
Kia Corp * |
|
|
37,586 |
|
|
|
3,514 |
|
Korea Airport Service Co Ltd * |
|
|
762 |
|
|
|
31 |
|
KT&G Corp |
|
|
600,000 |
|
|
|
41,904 |
|
LG Corp |
|
|
615,460 |
|
|
|
43,308 |
|
LG Electronics Inc |
|
|
31,128 |
|
|
|
2,218 |
|
LG H&H Co Ltd |
|
|
148,239 |
|
|
|
35,512 |
|
Mgame Corp |
|
|
3,992 |
|
|
|
18 |
|
Multicampus Co Ltd |
|
|
1,193 |
|
|
|
33 |
|
OCI Co Ltd/New |
|
|
3,071 |
|
|
|
195 |
|
Sajodaerim Corp |
|
|
1,207 |
|
|
|
33 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Samsung Electronics Co Ltd |
|
|
1,087,389 |
|
|
$ |
59,939 |
|
Shinhan Financial Group Co Ltd |
|
|
528,798 |
|
|
|
17,294 |
|
SK Hynix Inc |
|
|
29,858 |
|
|
|
3,502 |
|
Tongyang Life Insurance Co Ltd * |
|
|
18,051 |
|
|
|
79 |
|
| |
|
|
|
|
|
|
282,131 |
|
| |
|
|
|
|
|
|
|
|
Spain — 1.9% |
ACS Actividades de Construccion y Servicios SA |
|
|
31,583 |
|
|
|
1,297 |
|
Aena SME SA |
|
|
7,542 |
|
|
|
1,429 |
|
Amadeus IT Group SA, Cl A |
|
|
300,684 |
|
|
|
17,694 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
578,927 |
|
|
|
5,755 |
|
Banco Santander SA |
|
|
1,503,130 |
|
|
|
6,255 |
|
CaixaBank SA |
|
|
6,817,237 |
|
|
|
30,763 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
3,670 |
|
|
|
99 |
|
Iberdrola SA |
|
|
203,623 |
|
|
|
2,340 |
|
Industria de Diseno Textil SA |
|
|
1,857,054 |
|
|
|
82,414 |
|
| |
|
|
|
|
|
|
148,046 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 2.2% |
AAK AB |
|
|
42,997 |
|
|
|
949 |
|
Alfa Laval AB |
|
|
28,184 |
|
|
|
1,061 |
|
Assa Abloy AB, Cl B |
|
|
1,123,942 |
|
|
|
32,086 |
|
Atlas Copco AB, Cl A |
|
|
464,110 |
|
|
|
8,062 |
|
Castellum AB * |
|
|
84,221 |
|
|
|
1,010 |
|
Essity AB, Cl B |
|
|
697,730 |
|
|
|
16,298 |
|
Fastighets AB Balder, Cl B * |
|
|
500,300 |
|
|
|
3,109 |
|
H & M Hennes & Mauritz AB, Cl B |
|
|
566,912 |
|
|
|
7,696 |
|
Hexagon AB, Cl B |
|
|
2,148,284 |
|
|
|
25,194 |
|
Indutrade AB |
|
|
40,874 |
|
|
|
1,082 |
|
Investor AB, Cl B |
|
|
321,513 |
|
|
|
8,091 |
|
Mycronic AB |
|
|
3,748 |
|
|
|
124 |
|
Securitas AB, Cl B |
|
|
2,402,336 |
|
|
|
25,852 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
93,212 |
|
|
|
1,386 |
|
SKF AB, Cl B |
|
|
196,133 |
|
|
|
4,280 |
|
Trelleborg AB, Cl B |
|
|
28,535 |
|
|
|
1,037 |
|
Volvo AB, Cl B |
|
|
1,308,303 |
|
|
|
36,047 |
|
| |
|
|
|
|
|
|
173,364 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 5.1% |
ABB Ltd |
|
|
450,151 |
|
|
|
20,817 |
|
Accelleron Industries AG |
|
|
46,545 |
|
|
|
1,575 |
|
Adecco Group AG |
|
|
54,965 |
|
|
|
2,212 |
|
BKW AG |
|
|
21,555 |
|
|
|
3,036 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
227 |
|
|
|
2,789 |
|
Georg Fischer AG |
|
|
6,992 |
|
|
|
520 |
|
Givaudan SA |
|
|
473 |
|
|
|
1,991 |
|
Julius Baer Group Ltd |
|
|
399,963 |
|
|
|
21,476 |
|
Kuehne + Nagel International AG |
|
|
26,330 |
|
|
|
8,899 |
|
Logitech International SA |
|
|
327,458 |
|
|
|
28,999 |
|
Nestle SA |
|
|
219,822 |
|
|
|
22,907 |
|
Novartis AG |
|
|
236,538 |
|
|
|
24,039 |
|
Partners Group Holding AG |
|
|
35,485 |
|
|
|
51,139 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Roche Holding AG |
|
|
305,632 |
|
|
$ |
80,508 |
|
Sandoz Group AG * |
|
|
109,130 |
|
|
|
3,403 |
|
Schindler Holding AG |
|
|
32,700 |
|
|
|
8,649 |
|
Siegfried Holding AG |
|
|
1,390 |
|
|
|
1,399 |
|
Sonova Holding AG |
|
|
5,232 |
|
|
|
1,618 |
|
Swatch Group AG/The, Cl B |
|
|
178,557 |
|
|
|
42,300 |
|
Swiss Prime Site AG |
|
|
8,163 |
|
|
|
783 |
|
Swissquote Group Holding SA |
|
|
5,869 |
|
|
|
1,566 |
|
Temenos AG |
|
|
11,078 |
|
|
|
834 |
|
UBS Group AG |
|
|
1,493,263 |
|
|
|
42,752 |
|
VAT Group AG |
|
|
53,987 |
|
|
|
27,148 |
|
Zehnder Group AG |
|
|
2,587 |
|
|
|
159 |
|
Zurich Insurance Group AG |
|
|
1,831 |
|
|
|
977 |
|
| |
|
|
|
|
|
|
402,495 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 4.5% |
Accton Technology Corp |
|
|
98,000 |
|
|
|
1,609 |
|
Acer Inc |
|
|
4,793,000 |
|
|
|
6,846 |
|
ACES Electronic Co Ltd |
|
|
45,000 |
|
|
|
56 |
|
Adlink Technology Inc |
|
|
48,890 |
|
|
|
99 |
|
Ampire Co Ltd |
|
|
78,000 |
|
|
|
97 |
|
Apacer Technology Inc |
|
|
74,000 |
|
|
|
177 |
|
Arcadyan Technology Corp |
|
|
430,000 |
|
|
|
2,503 |
|
ASE Technology Holding Co Ltd ADR |
|
|
40,515 |
|
|
|
395 |
|
ASROCK Inc |
|
|
310,634 |
|
|
|
2,491 |
|
Asustek Computer Inc |
|
|
1,546,000 |
|
|
|
22,254 |
|
Axiomtek Co Ltd |
|
|
1 |
|
|
|
– |
|
Azurewave Technologies Inc * |
|
|
304,000 |
|
|
|
490 |
|
Chicony Electronics Co Ltd |
|
|
399,000 |
|
|
|
2,367 |
|
Chin-Poon Industrial Co Ltd |
|
|
211,000 |
|
|
|
349 |
|
ChipMOS Technologies Inc |
|
|
143,000 |
|
|
|
200 |
|
Compal Electronics Inc |
|
|
4,447,000 |
|
|
|
5,135 |
|
Compeq Manufacturing Co Ltd |
|
|
396,000 |
|
|
|
953 |
|
Cyberlink Corp |
|
|
55,000 |
|
|
|
161 |
|
CyberPower Systems Inc |
|
|
700 |
|
|
|
5 |
|
D-Link Corp |
|
|
390,000 |
|
|
|
239 |
|
Elan Microelectronics Corp |
|
|
60,000 |
|
|
|
315 |
|
Elite Material Co Ltd |
|
|
93,000 |
|
|
|
1,456 |
|
Elitegroup Computer Systems Co Ltd |
|
|
100,000 |
|
|
|
101 |
|
Ennoconn Corp |
|
|
167,000 |
|
|
|
1,580 |
|
Eva Airways Corp |
|
|
1,046,000 |
|
|
|
1,041 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
1,853,800 |
|
|
|
9,706 |
|
FocalTech Systems Co Ltd |
|
|
82,000 |
|
|
|
253 |
|
Formosa Advanced Technologies Co Ltd |
|
|
34,000 |
|
|
|
39 |
|
Fortune Electric Co Ltd |
|
|
77,000 |
|
|
|
1,311 |
|
Gemtek Technology Corp |
|
|
1,029,000 |
|
|
|
1,152 |
|
General Interface Solution Holding Ltd |
|
|
463,184 |
|
|
|
853 |
|
General Plastic Industrial Co Ltd |
|
|
29,000 |
|
|
|
32 |
|
Global Brands Manufacture Ltd |
|
|
107,000 |
|
|
|
221 |
|
Hannstar Board Corp |
|
|
552,000 |
|
|
|
988 |
|
Holtek Semiconductor Inc |
|
|
254,000 |
|
|
|
482 |
|
Hon Hai Precision Industry Co Ltd |
|
|
10,098,000 |
|
|
|
32,904 |
|
Innodisk Corp |
|
|
360 |
|
|
|
3 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
International Games System Co Ltd |
|
|
128,000 |
|
|
$ |
3,450 |
|
ITE Technology Inc |
|
|
100,783 |
|
|
|
526 |
|
Keystone Microtech Corp |
|
|
22,000 |
|
|
|
208 |
|
L&K Engineering Co Ltd |
|
|
324,000 |
|
|
|
1,727 |
|
Lanner Electronics Inc |
|
|
480 |
|
|
|
2 |
|
Largan Precision Co Ltd |
|
|
490,000 |
|
|
|
40,149 |
|
Lotes Co Ltd |
|
|
387,000 |
|
|
|
12,549 |
|
M31 Technology Corp |
|
|
11,000 |
|
|
|
628 |
|
Makalot Industrial Co Ltd |
|
|
94,000 |
|
|
|
1,105 |
|
MediaTek Inc |
|
|
495,000 |
|
|
|
17,852 |
|
Micro-Star International Co Ltd |
|
|
713,000 |
|
|
|
4,308 |
|
Nexcom International Co Ltd |
|
|
22,000 |
|
|
|
34 |
|
Novatek Microelectronics Corp |
|
|
1,319,311 |
|
|
|
25,084 |
|
Orient Semiconductor Electronics Ltd |
|
|
527,000 |
|
|
|
1,207 |
|
Pegatron Corp |
|
|
415,000 |
|
|
|
1,123 |
|
Pixart Imaging Inc |
|
|
86,000 |
|
|
|
465 |
|
Pou Chen Corp |
|
|
4,686,000 |
|
|
|
4,522 |
|
Powertech Technology Inc |
|
|
355,000 |
|
|
|
1,752 |
|
Quanta Computer Inc |
|
|
252,000 |
|
|
|
1,850 |
|
Radiant Opto-Electronics Corp |
|
|
35,000 |
|
|
|
163 |
|
Raydium Semiconductor Corp |
|
|
15,000 |
|
|
|
212 |
|
Realtek Semiconductor Corp |
|
|
1,113,000 |
|
|
|
20,035 |
|
San Fang Chemical Industry Co Ltd |
|
|
123,000 |
|
|
|
104 |
|
Sercomm Corp |
|
|
459,000 |
|
|
|
1,968 |
|
Shih Her Technologies Inc |
|
|
20,000 |
|
|
|
80 |
|
Silicon Motion Technology Corp ADR |
|
|
16,889 |
|
|
|
1,196 |
|
Simplo Technology Co Ltd |
|
|
571,000 |
|
|
|
7,704 |
|
Sitronix Technology Corp |
|
|
82,000 |
|
|
|
752 |
|
Solteam Inc |
|
|
40,000 |
|
|
|
55 |
|
Sunplus Innovation Technology Inc |
|
|
41,000 |
|
|
|
217 |
|
Sunrex Technology Corp |
|
|
123,000 |
|
|
|
250 |
|
Syscom Computer Engineering Co |
|
|
58,000 |
|
|
|
101 |
|
Tainan Enterprises Co Ltd |
|
|
41,000 |
|
|
|
38 |
|
Taiwan PCB Techvest Co Ltd |
|
|
44,936 |
|
|
|
59 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
1,907,000 |
|
|
|
41,628 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
404,083 |
|
|
|
51,993 |
|
Taiwan Surface Mounting Technology Corp |
|
|
173,000 |
|
|
|
537 |
|
Tripod Technology Corp |
|
|
137,000 |
|
|
|
902 |
|
UDE Corp |
|
|
122,000 |
|
|
|
293 |
|
Uni-President Enterprises Corp |
|
|
1,723,000 |
|
|
|
4,181 |
|
Weblink International Inc |
|
|
41,000 |
|
|
|
84 |
|
Wistron Information Technology & Services Corp |
|
|
1 |
|
|
|
– |
|
Wistron NeWeb Corp |
|
|
484,280 |
|
|
|
2,352 |
|
Wiwynn Corp |
|
|
17,000 |
|
|
|
1,253 |
|
WPG Holdings Ltd |
|
|
189,000 |
|
|
|
555 |
|
WT Microelectronics Co Ltd |
|
|
225,000 |
|
|
|
1,221 |
|
Yield Microelectronics Corp |
|
|
53,146 |
|
|
|
208 |
|
Youngtek Electronics Corp |
|
|
24,000 |
|
|
|
47 |
|
| |
|
|
|
|
|
|
355,592 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Thailand — 0.6% |
Bangchak Corp PCL NVDR |
|
|
941,800 |
|
|
$ |
1,090 |
|
Bangkok Bank PCL |
|
|
1,335,300 |
|
|
|
5,324 |
|
Bangkok Bank PCL NVDR |
|
|
3,850,900 |
|
|
|
15,354 |
|
Bangkok Dusit Medical Services PCL NVDR |
|
|
2,275,400 |
|
|
|
1,808 |
|
Central Pattana PCL NVDR |
|
|
440,900 |
|
|
|
796 |
|
Krung Thai Bank PCL NVDR |
|
|
2,061,500 |
|
|
|
926 |
|
Pruksa Holding PCL |
|
|
108,900 |
|
|
|
37 |
|
PTT Exploration & Production PCL NVDR |
|
|
862,900 |
|
|
|
3,633 |
|
PTT PCL NVDR |
|
|
3,394,000 |
|
|
|
3,241 |
|
SCB X PCL |
|
|
2,953,000 |
|
|
|
9,263 |
|
TMBThanachart Bank PCL NVDR |
|
|
54,342,500 |
|
|
|
2,788 |
|
| |
|
|
|
|
|
|
44,260 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 0.2% |
Agesa Hayat ve Emeklilik AS |
|
|
66,688 |
|
|
|
138 |
|
Akbank TAS |
|
|
6,100,352 |
|
|
|
8,125 |
|
Eldorado Gold Corp * |
|
|
73,922 |
|
|
|
769 |
|
Turk Hava Yollari AO * |
|
|
126,379 |
|
|
|
1,140 |
|
Turkiye Is Bankasi AS, Cl C |
|
|
2,661,408 |
|
|
|
946 |
|
Turkiye Petrol Rafinerileri AS |
|
|
628,193 |
|
|
|
3,256 |
|
Yapi ve Kredi Bankasi AS |
|
|
2,065,541 |
|
|
|
1,528 |
|
| |
|
|
|
|
|
|
15,902 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.5% |
Abu Dhabi Commercial Bank PJSC |
|
|
3,540,358 |
|
|
|
8,261 |
|
Abu Dhabi Islamic Bank PJSC |
|
|
381,236 |
|
|
|
1,167 |
|
Air Arabia PJSC |
|
|
1,073,929 |
|
|
|
836 |
|
Dubai Islamic Bank PJSC |
|
|
521,998 |
|
|
|
915 |
|
Emaar Development PJSC |
|
|
59,629 |
|
|
|
128 |
|
Emaar Properties PJSC |
|
|
8,544,726 |
|
|
|
18,890 |
|
Emirates NBD Bank PJSC |
|
|
1,477,413 |
|
|
|
7,361 |
|
Salik Co PJSC |
|
|
35,527 |
|
|
|
34 |
|
Sharjah Islamic Bank |
|
|
89,842 |
|
|
|
54 |
|
Yalla Group Ltd ADR * |
|
|
5,034 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
37,672 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 12.1% |
3i Group PLC |
|
|
134,849 |
|
|
|
4,210 |
|
4imprint Group PLC |
|
|
261 |
|
|
|
19 |
|
Allfunds Group Plc |
|
|
1,015,233 |
|
|
|
7,207 |
|
Anglo American PLC |
|
|
1,787,719 |
|
|
|
38,466 |
|
Aviva PLC |
|
|
1,531,770 |
|
|
|
8,648 |
|
Barclays PLC |
|
|
27,622,025 |
|
|
|
57,463 |
|
Berkeley Group Holdings PLC |
|
|
642 |
|
|
|
38 |
|
BP PLC |
|
|
7,500,000 |
|
|
|
43,707 |
|
BP PLC ADR |
|
|
176,364 |
|
|
|
6,171 |
|
Breedon Group PLC |
|
|
38,135 |
|
|
|
178 |
|
British American Tobacco PLC |
|
|
1,200,000 |
|
|
|
35,595 |
|
Burberry Group PLC |
|
|
2,272,895 |
|
|
|
36,945 |
|
Bytes Technology Group PLC |
|
|
10,108 |
|
|
|
71 |
|
Centrica PLC |
|
|
12,599,467 |
|
|
|
20,057 |
|
Concentric AB |
|
|
431 |
|
|
|
7 |
|
Diageo PLC |
|
|
1,471,751 |
|
|
|
55,143 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Diploma PLC |
|
|
390,773 |
|
|
$ |
17,083 |
|
dotdigital group plc |
|
|
7,099 |
|
|
|
9 |
|
FDM Group Holdings PLC |
|
|
9,669 |
|
|
|
49 |
|
Ferrexpo PLC * |
|
|
1,327,424 |
|
|
|
1,211 |
|
GSK PLC |
|
|
2,000,000 |
|
|
|
42,112 |
|
Halma PLC |
|
|
911,899 |
|
|
|
26,554 |
|
Hikma Pharmaceuticals PLC |
|
|
20,637 |
|
|
|
513 |
|
HSBC Holdings PLC |
|
|
3,408,888 |
|
|
|
26,498 |
|
Imperial Brands PLC |
|
|
1,500,000 |
|
|
|
32,341 |
|
Intertek Group PLC |
|
|
270,321 |
|
|
|
15,805 |
|
Investec PLC |
|
|
773,765 |
|
|
|
4,827 |
|
ITV PLC |
|
|
41,519,153 |
|
|
|
29,379 |
|
J Sainsbury PLC |
|
|
7,451,442 |
|
|
|
23,526 |
|
London Stock Exchange Group PLC |
|
|
251,855 |
|
|
|
28,277 |
|
Morgan Sindall Group PLC |
|
|
293 |
|
|
|
9 |
|
NatWest Group PLC |
|
|
5,378,362 |
|
|
|
16,267 |
|
Ninety One PLC |
|
|
138,672 |
|
|
|
287 |
|
Reckitt Benckiser Group PLC |
|
|
407,299 |
|
|
|
25,750 |
|
RELX PLC |
|
|
946,316 |
|
|
|
41,404 |
|
Rightmove PLC |
|
|
100,461 |
|
|
|
720 |
|
Rio Tinto PLC ADR |
|
|
145,773 |
|
|
|
9,407 |
|
Sage Group PLC/The |
|
|
399,970 |
|
|
|
6,296 |
|
Shell PLC |
|
|
2,396,944 |
|
|
|
75,429 |
|
Smith & Nephew PLC |
|
|
1,630,734 |
|
|
|
21,463 |
|
Smiths News PLC |
|
|
201 |
|
|
|
– |
|
Standard Chartered PLC |
|
|
7,231,918 |
|
|
|
61,072 |
|
SThree PLC |
|
|
3,037 |
|
|
|
16 |
|
Tesco PLC |
|
|
8,183,677 |
|
|
|
28,861 |
|
Travis Perkins PLC |
|
|
1,198,831 |
|
|
|
11,179 |
|
Unilever PLC |
|
|
1,162,670 |
|
|
|
56,907 |
|
Whitbread PLC |
|
|
11,192 |
|
|
|
468 |
|
WPP PLC |
|
|
4,800,000 |
|
|
|
42,939 |
|
| |
|
|
|
|
|
|
960,583 |
|
| |
|
|
|
|
|
|
|
|
United States — 2.1% |
Harley-Davidson Inc |
|
|
1,300,000 |
|
|
|
47,151 |
|
Intel Corp |
|
|
1,000,000 |
|
|
|
43,050 |
|
Kyndryl Holdings Inc * |
|
|
1,700,000 |
|
|
|
37,349 |
|
Western Union Co/The |
|
|
3,100,000 |
|
|
|
41,571 |
|
| |
|
|
|
|
|
|
169,121 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 0.1% |
Vietnam Dairy Products JSC |
|
|
2,710,800 |
|
|
|
7,918 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $6,188,297) ($ Thousands) |
|
|
|
|
|
|
7,189,691 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 2.3% |
Brazil — 0.4% |
Banco do Estado do Rio Grande do Sul SA (C) |
|
|
56,174 |
|
|
|
174 |
|
Cia De Sanena Do Parana (C) |
|
|
92,000 |
|
|
|
97 |
|
Cia Energetica de Minas Gerais (C) |
|
|
3,199,300 |
|
|
|
7,682 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
Itau Unibanco Holding SA (C) |
|
|
1,232,700 |
|
|
$ |
8,413 |
|
Marcopolo SA (C) |
|
|
116,300 |
|
|
|
204 |
|
Petroleo Brasileiro SA (C) |
|
|
1,255,000 |
|
|
|
10,118 |
|
Schulz SA (C) |
|
|
31,000 |
|
|
|
43 |
|
Usinas Siderurgicas de Minas Gerais S/A Usiminas, Cl A (C) |
|
|
919,800 |
|
|
|
2,036 |
|
| |
|
|
|
|
|
|
28,767 |
|
| |
|
|
|
|
|
|
|
|
Germany — 1.9% |
Henkel AG & Co KGaA (C) |
|
|
813,339 |
|
|
|
61,224 |
|
Sartorius AG (C) |
|
|
71,668 |
|
|
|
27,129 |
|
Volkswagen AG (C) |
|
|
456,694 |
|
|
|
61,944 |
|
| |
|
|
|
|
|
|
150,297 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $161,394) ($ Thousands) |
|
|
|
|
|
|
179,064 |
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 0.0% |
United States — 0.0% |
iShares Core MSCI EAFE ETF |
|
|
25,436 |
|
|
|
1,826 |
|
iShares MSCI ACWI ex U.S. ETF |
|
|
1,000 |
|
|
|
52 |
|
iShares MSCI Emerging Markets ETF |
|
|
22,782 |
|
|
|
911 |
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $2,783) ($ Thousands) |
|
|
|
|
|
|
2,789 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Taiwan — 0.0% |
|
|
|
|
L&K Engineering Co, Expires 03/09/2024 * |
|
|
8,045 |
|
|
|
13 |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
13 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.9% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(D) |
|
|
72,893,840 |
|
|
|
72,924 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $72,904) ($ Thousands) |
|
|
72,924 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
179,592,918 |
|
|
|
179,593 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $179,593) ($ Thousands) |
|
|
|
|
|
|
179,593 |
|
Total Investments in Securities — 96.1% |
|
|
|
|
|
|
|
|
(Cost $6,604,971) ($ Thousands) |
|
$ |
7,624,074 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
693 |
|
|
|
Mar-2024 |
|
|
$ |
36,741 |
|
|
$ |
36,702 |
|
|
$ |
4 |
|
FTSE 100 Index |
|
|
198 |
|
|
|
Mar-2024 |
|
|
|
19,054 |
|
|
|
19,101 |
|
|
|
54 |
|
Hang Seng Index |
|
|
179 |
|
|
|
Mar-2024 |
|
|
|
18,888 |
|
|
|
18,808 |
|
|
|
(77 |
) |
S&P TSX 60 Index |
|
|
111 |
|
|
|
Mar-2024 |
|
|
|
20,997 |
|
|
|
21,123 |
|
|
|
122 |
|
SPI 200 Index |
|
|
189 |
|
|
|
Mar-2024 |
|
|
|
23,409 |
|
|
|
23,568 |
|
|
|
95 |
|
TOPIX Index |
|
|
185 |
|
|
|
Mar-2024 |
|
|
|
32,813 |
|
|
|
33,139 |
|
|
|
75 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
151,902 |
|
|
$ |
152,441 |
|
|
$ |
273 |
|
A list of the open OTC Swap agreement held by the Fund at February 29, 2024, is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
Custom Basket of International Equity Securities |
|
|
|
CUSTOM FINANCING |
|
|
|
BASKET RETURN |
|
|
|
Annually |
|
|
|
2/1/2024 |
|
|
|
USD |
|
|
|
8,015 |
|
|
$ |
14,977 |
|
|
$ |
– |
|
|
$ |
14,977 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
14,977 |
|
|
$ |
– |
|
|
$ |
14,977 |
|
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 29, 2024:
International Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
713,700 |
|
TOYOTA MOTOR CORP |
|
$ |
13,093 |
|
|
$ |
4,135 |
|
|
|
163.4 |
% |
| |
|
16,099 |
|
ASML Holding N.V. |
|
|
12,122 |
|
|
|
3,195 |
|
|
|
151.2 |
|
| |
|
216,800 |
|
ITOCHU CORP |
|
|
8,873 |
|
|
|
460 |
|
|
|
110.7 |
|
| |
|
9,463 |
|
MH MOET HENNESSY LOUIS VUITTON |
|
|
8,218 |
|
|
|
403 |
|
|
|
102.5 |
|
| |
|
195,900 |
|
ORIENTAL LAND CO LTD |
|
|
7,283 |
|
|
|
(606 |
) |
|
|
90.9 |
|
| |
|
99,610 |
|
CRH PLC |
|
|
6,710 |
|
|
|
1,541 |
|
|
|
83.7 |
|
| |
|
32,753 |
|
AIR LIQUIDE |
|
|
6,292 |
|
|
|
314 |
|
|
|
78.5 |
|
| |
|
253,400 |
|
PAN PACIFIC INTERNATIONAL HOLDINGS CORP |
|
|
6,012 |
|
|
|
(135 |
) |
|
|
75.0 |
|
| |
|
447,500 |
|
SEVEN I HOLDINGS CO LTD |
|
|
5,774 |
|
|
|
833 |
|
|
|
72.0 |
|
| |
|
72,643 |
|
STANTEC INC |
|
|
5,539 |
|
|
|
514 |
|
|
|
69.1 |
|
| |
|
122,446 |
|
RELX PLC |
|
|
4,702 |
|
|
|
632 |
|
|
|
58.7 |
|
| |
|
3,612,500 |
|
NIPPON TELEGRAPH TELEPHONE CORP |
|
|
4,327 |
|
|
|
21 |
|
|
|
54.0 |
|
| |
|
360,000 |
|
SANKYO CO LTD |
|
|
4,288 |
|
|
|
(185 |
) |
|
|
53.5 |
|
| |
|
309,930 |
|
NATIONAL GRID PLC |
|
|
4,221 |
|
|
|
(205 |
) |
|
|
52.7 |
|
| |
|
90,564 |
|
EXPERIAN PLC |
|
|
3,886 |
|
|
|
(17 |
) |
|
|
48.5 |
|
| |
|
126,076 |
|
3I GROUP PLC |
|
|
3,761 |
|
|
|
146 |
|
|
|
46.9 |
|
| |
|
50,729 |
|
RIO TINTO PLC |
|
|
3,636 |
|
|
|
(410 |
) |
|
|
45.4 |
|
| |
|
164,800 |
|
ANA HOLDINGS INC |
|
|
3,590 |
|
|
|
(9 |
) |
|
|
44.8 |
|
| |
|
52,133 |
|
TOTALENERGIES SE |
|
|
3,572 |
|
|
|
(286 |
) |
|
|
44.6 |
|
| |
|
51,190 |
|
COCA-COLA EUROPACIFIC PARTNERS |
|
|
3,439 |
|
|
|
63 |
|
|
|
42.9 |
|
| |
|
25,054 |
|
FOMENTO ECONOMICO MEXICANO SAB |
|
|
3,381 |
|
|
|
(298 |
) |
|
|
42.2 |
|
| |
|
84,299 |
|
NN GROUP |
|
|
3,282 |
|
|
|
504 |
|
|
|
41.0 |
|
| |
|
29,374 |
|
NEXT PLC |
|
|
3,042 |
|
|
|
12 |
|
|
|
38.0 |
|
| |
|
140,000 |
|
TIS INC |
|
|
3,031 |
|
|
|
94 |
|
|
|
37.8 |
|
| |
|
78,258 |
|
ACCOR SA |
|
|
2,960 |
|
|
|
419 |
|
|
|
36.9 |
|
| |
|
36,300 |
|
HITACHI LTD |
|
|
2,934 |
|
|
|
133 |
|
|
|
36.6 |
|
| |
|
267,576 |
|
VIVENDI |
|
|
2,922 |
|
|
|
58 |
|
|
|
36.5 |
|
| |
|
59,921 |
|
SPECTRIS PLC |
|
|
2,825 |
|
|
|
(200 |
) |
|
|
35.2 |
|
| |
|
197,397 |
|
UNITE GROUP PLC/THE |
|
|
2,615 |
|
|
|
(256 |
) |
|
|
32.6 |
|
| |
|
773,294 |
|
MARKS & SPENCER GROUP PLC |
|
|
2,568 |
|
|
|
(282 |
) |
|
|
32.0 |
|
| |
|
77,189 |
|
SHELL PLC |
|
|
2,542 |
|
|
|
(145 |
) |
|
|
31.7 |
|
| |
|
1,172,331 |
|
TRITAX BIG BOX REIT PLC |
|
|
2,455 |
|
|
|
(315 |
) |
|
|
30.6 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
335,898 |
|
RIGHTMOVE PLC |
|
$ |
2,377 |
|
|
$ |
8 |
|
|
|
29.7 |
% |
| |
|
640,253 |
|
ROLLS-ROYCE HOLDINGS PLC |
|
|
2,359 |
|
|
|
631 |
|
|
|
29.4 |
|
| |
|
24,945 |
|
INTERCONTINENTAL HOTELS GROUP |
|
|
2,241 |
|
|
|
393 |
|
|
|
28.0 |
|
| |
|
180,815 |
|
MEDIOBANCA |
|
|
2,196 |
|
|
|
255 |
|
|
|
27.4 |
|
| |
|
614,374 |
|
TESCO PLC |
|
|
2,178 |
|
|
|
(20 |
) |
|
|
27.2 |
|
| |
|
425,854 |
|
BRITISH LAND CO PLC |
|
|
2,154 |
|
|
|
(309 |
) |
|
|
26.9 |
|
| |
|
99,551 |
|
GSK PLC |
|
|
2,101 |
|
|
|
(7 |
) |
|
|
26.2 |
|
| |
|
85,500 |
|
KUSURI NO AOKI HOLDINGS CO LTD |
|
|
2,027 |
|
|
|
(263 |
) |
|
|
25.3 |
|
| |
|
10,164 |
|
SCHNEIDER SA |
|
|
1,979 |
|
|
|
318 |
|
|
|
24.7 |
|
| |
|
37,300 |
|
TDK CORP |
|
|
1,954 |
|
|
|
(21 |
) |
|
|
24.4 |
|
| |
|
21,351 |
|
KINGSPAN GROUP |
|
|
1,880 |
|
|
|
27 |
|
|
|
23.5 |
|
| |
|
41,998 |
|
WHITBREAD PLC |
|
|
1,857 |
|
|
|
(119 |
) |
|
|
23.2 |
|
| |
|
4,266,700 |
|
YTL CORPORATION |
|
|
1,745 |
|
|
|
926 |
|
|
|
21.8 |
|
| |
|
21,432 |
|
LEG IMMOBILIEN SE |
|
|
1,738 |
|
|
|
(176 |
) |
|
|
21.7 |
|
| |
|
120,323 |
|
CREDIT AGRICOLE |
|
|
1,698 |
|
|
|
(90 |
) |
|
|
21.2 |
|
| |
|
18,357 |
|
PUBLICIS |
|
|
1,671 |
|
|
|
265 |
|
|
|
20.9 |
|
| |
|
75,678 |
|
HIKMA PHARMACEUTICALS PLC |
|
|
1,662 |
|
|
|
211 |
|
|
|
20.7 |
|
| |
|
5,885 |
|
SIKA FIN I |
|
|
1,610 |
|
|
|
127 |
|
|
|
20.1 |
|
| |
|
5,783 |
|
ICON PLC |
|
|
1,602 |
|
|
|
244 |
|
|
|
20.0 |
|
| |
|
104,356 |
|
SAGE GROUP PLC/THE |
|
|
1,549 |
|
|
|
96 |
|
|
|
19.3 |
|
| |
|
15,488 |
|
ROYAL BK |
|
|
1,520 |
|
|
|
(25 |
) |
|
|
19.0 |
|
| |
|
11,479 |
|
GAMES WORKSHOP GROUP PLC |
|
|
1,427 |
|
|
|
(62 |
) |
|
|
17.8 |
|
| |
|
167,245 |
|
YELLOW CAKE PLC |
|
|
1,309 |
|
|
|
(20 |
) |
|
|
16.3 |
|
| |
|
11,177 |
|
LONDON STOCK EXCHANGE GROUP |
|
|
1,279 |
|
|
|
(37 |
) |
|
|
16.0 |
|
| |
|
90,614 |
|
BAE SYSTEMS PLC |
|
|
1,217 |
|
|
|
202 |
|
|
|
15.2 |
|
| |
|
40,314 |
|
COCA-COLA HBC AG |
|
|
1,166 |
|
|
|
81 |
|
|
|
14.5 |
|
| |
|
15,758 |
|
JYP ENTERTAINMENT CORP |
|
|
1,144 |
|
|
|
(281 |
) |
|
|
14.3 |
|
| |
|
81,831 |
|
TAG IMMOBILIEN AG |
|
|
1,102 |
|
|
|
(109 |
) |
|
|
13.8 |
|
| |
|
216,632 |
|
DOMINO'S PIZZA GROUP PLC |
|
|
1,070 |
|
|
|
(160 |
) |
|
|
13.3 |
|
| |
|
23,181 |
|
DIPLOMA PLC |
|
|
1,049 |
|
|
|
(35 |
) |
|
|
13.1 |
|
| |
|
846,655 |
|
CENTAMIN PLC |
|
|
1,047 |
|
|
|
(86 |
) |
|
|
13.1 |
|
| |
|
284,041 |
|
ASCENTIAL PLC |
|
|
1,047 |
|
|
|
17 |
|
|
|
13.1 |
|
| |
|
460,478 |
|
EMERALD RESOURCES |
|
|
1,024 |
|
|
|
(199 |
) |
|
|
12.8 |
|
| |
|
400,761 |
|
LONDONMETRIC PROPERTY PLC |
|
|
1,005 |
|
|
|
(92 |
) |
|
|
12.5 |
|
| |
|
7,570 |
|
ARM HOLDINGS PLC |
|
|
996 |
|
|
|
70 |
|
|
|
12.4 |
|
| |
|
7,644 |
|
GTT |
|
|
987 |
|
|
|
193 |
|
|
|
12.3 |
|
| |
|
30,159 |
|
RUSSEL METAL |
|
|
960 |
|
|
|
34 |
|
|
|
12.0 |
|
| |
|
65,443 |
|
BIG YELLOW GROUP PLC |
|
|
960 |
|
|
|
(138 |
) |
|
|
12.0 |
|
| |
|
7,989 |
|
ELIA GROUP SA/NV |
|
|
958 |
|
|
|
(130 |
) |
|
|
12.0 |
|
| |
|
32,984 |
|
HALMA PLC |
|
|
947 |
|
|
|
8 |
|
|
|
11.8 |
|
| |
|
48,644 |
|
CONSTELLIUM SE |
|
|
936 |
|
|
|
4 |
|
|
|
11.7 |
|
| |
|
8,745 |
|
NOVARTIS AG |
|
|
935 |
|
|
|
(82 |
) |
|
|
11.7 |
|
| |
|
86,977 |
|
WISE PLC |
|
|
935 |
|
|
|
72 |
|
|
|
11.7 |
|
| |
|
53,537 |
|
PERSIMMON PLC |
|
|
925 |
|
|
|
(11 |
) |
|
|
11.5 |
|
| |
|
22,223 |
|
LA FRAN DJ |
|
|
924 |
|
|
|
4 |
|
|
|
11.5 |
|
| |
|
44,589 |
|
ELIS SA |
|
|
918 |
|
|
|
93 |
|
|
|
11.5 |
|
| |
|
96,816 |
|
FABEGE |
|
|
910 |
|
|
|
(123 |
) |
|
|
11.4 |
|
| |
|
14,797 |
|
BERKELEY GROUP HOLDINGS/THE |
|
|
907 |
|
|
|
(43 |
) |
|
|
11.3 |
|
| |
|
34,008 |
|
KLEPIERRE |
|
|
906 |
|
|
|
(50 |
) |
|
|
11.3 |
|
| |
|
107,738 |
|
LAND SECURITIES GROUP PLC |
|
|
904 |
|
|
|
(53 |
) |
|
|
11.3 |
|
| |
|
128,256 |
|
EASYJET PLC |
|
|
895 |
|
|
|
(9 |
) |
|
|
11.2 |
|
| |
|
147,269 |
|
BP PLC |
|
|
886 |
|
|
|
(25 |
) |
|
|
11.1 |
|
| |
|
131,727 |
|
INVESTEC PLC |
|
|
877 |
|
|
|
(64 |
) |
|
|
10.9 |
|
| |
|
65,695 |
|
BURFORD CAPITAL LTD |
|
|
871 |
|
|
|
115 |
|
|
|
10.9 |
|
| |
|
10,694 |
|
UNIBAIL-RODAMCO-WESTFIELD |
|
|
795 |
|
|
|
(14 |
) |
|
|
9.9 |
|
| |
|
167,950 |
|
DARKTRACE PLC |
|
|
747 |
|
|
|
9 |
|
|
|
9.3 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
International Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(345,000 |
) |
SEKISUI HOUSE LTD |
|
$ |
(7,639 |
) |
|
$ |
(56 |
) |
|
|
(95.3 |
)% |
| |
|
(136,123 |
) |
BK NOVA SCOTIA |
|
|
(6,311 |
) |
|
|
(369 |
) |
|
|
(78.7 |
) |
| |
|
(434,500 |
) |
KYOCERA CORP |
|
|
(6,203 |
) |
|
|
(146 |
) |
|
|
(77.4 |
) |
| |
|
(149,300 |
) |
KAO CORP |
|
|
(6,120 |
) |
|
|
520 |
|
|
|
(76.4 |
) |
| |
|
(137,042 |
) |
EMERA INC |
|
|
(5,080 |
) |
|
|
254 |
|
|
|
(63.4 |
) |
| |
|
(132,600 |
) |
AGC INC |
|
|
(5,017 |
) |
|
|
340 |
|
|
|
(62.6 |
) |
| |
|
(257,700 |
) |
SEIKO EPSON CORP |
|
|
(4,117 |
) |
|
|
(41 |
) |
|
|
(51.4 |
) |
| |
|
(37,286 |
) |
CDN TIRE CP A |
|
|
(3,948 |
) |
|
|
147 |
|
|
|
(49.3 |
) |
| |
|
(26,400 |
) |
FUJITSU LTD |
|
|
(3,862 |
) |
|
|
(239 |
) |
|
|
(48.2 |
) |
| |
|
(116,300 |
) |
SUNTORY BEVERAGE FOOD LTD |
|
|
(3,801 |
) |
|
|
16 |
|
|
|
(47.4 |
) |
| |
|
(28,516 |
) |
SPIRAX-SARCO ENGINEERING PLC |
|
|
(3,730 |
) |
|
|
38 |
|
|
|
(46.5 |
) |
| |
|
(32,500 |
) |
HIROSE ELECTRIC CO LTD |
|
|
(3,726 |
) |
|
|
322 |
|
|
|
(46.5 |
) |
| |
|
(247,500 |
) |
SEINO HOLDINGS CO LTD |
|
|
(3,593 |
) |
|
|
122 |
|
|
|
(44.8 |
) |
| |
|
(489,900 |
) |
ASAHI KASEI CORP |
|
|
(3,516 |
) |
|
|
145 |
|
|
|
(43.9 |
) |
| |
|
(397,000 |
) |
RICOH CO LTD |
|
|
(3,332 |
) |
|
|
40 |
|
|
|
(41.6 |
) |
| |
|
(169,900 |
) |
ROHM CO LTD |
|
|
(3,149 |
) |
|
|
308 |
|
|
|
(39.3 |
) |
| |
|
(140,500 |
) |
DMG MORI CO LTD |
|
|
(3,087 |
) |
|
|
(154 |
) |
|
|
(38.5 |
) |
| |
|
(556,500 |
) |
NSK LTD |
|
|
(2,937 |
) |
|
|
(87 |
) |
|
|
(36.6 |
) |
| |
|
(66,274 |
) |
QIAGEN NV |
|
|
(2,900 |
) |
|
|
1 |
|
|
|
(36.2 |
) |
| |
|
(200,800 |
) |
SG HOLDINGS CO LTD |
|
|
(2,896 |
) |
|
|
423 |
|
|
|
(36.1 |
) |
| |
|
(362,600 |
) |
HAKUHODO DY HOLDINGS INC |
|
|
(2,777 |
) |
|
|
(596 |
) |
|
|
(34.7 |
) |
| |
|
(135,500 |
) |
OSAKA GAS CO LTD |
|
|
(2,771 |
) |
|
|
90 |
|
|
|
(34.6 |
) |
| |
|
(166,000 |
) |
ELECTRIC POWER DEVELOPMENT CO LTD |
|
|
(2,655 |
) |
|
|
(53 |
) |
|
|
(33.1 |
) |
| |
|
(133,195 |
) |
EVONIK |
|
|
(2,621 |
) |
|
|
187 |
|
|
|
(32.7 |
) |
| |
|
(869,200 |
) |
YAMADA HOLDINGS CO LTD |
|
|
(2,612 |
) |
|
|
140 |
|
|
|
(32.6 |
) |
| |
|
(392,300 |
) |
SHIMIZU CORP |
|
|
(2,580 |
) |
|
|
341 |
|
|
|
(32.2 |
) |
| |
|
(158,500 |
) |
UBE CORP |
|
|
(2,467 |
) |
|
|
(179 |
) |
|
|
(30.8 |
) |
| |
|
(66,728 |
) |
TENARIS SA |
|
|
(2,342 |
) |
|
|
(5 |
) |
|
|
(29.2 |
) |
| |
|
(221,100 |
) |
HULIC CO LTD |
|
|
(2,329 |
) |
|
|
155 |
|
|
|
(29.1 |
) |
| |
|
(82,200 |
) |
TAKEDA PHARMACEUTICAL CO LTD |
|
|
(2,317 |
) |
|
|
(72 |
) |
|
|
(28.9 |
) |
| |
|
(62,100 |
) |
ZENKOKU HOSHO CO LTD |
|
|
(2,285 |
) |
|
|
31 |
|
|
|
(28.5 |
) |
| |
|
(917,800 |
) |
SUMITOMO CHEMICAL CO LTD |
|
|
(2,159 |
) |
|
|
326 |
|
|
|
(26.9 |
) |
| |
|
(219,300 |
) |
VENTURE CORPORATION LTD |
|
|
(2,125 |
) |
|
|
(154 |
) |
|
|
(26.5 |
) |
| |
|
(51,000 |
) |
HAMAMATSU PHOTONICS |
|
|
(2,061 |
) |
|
|
260 |
|
|
|
(25.7 |
) |
| |
|
(221,800 |
) |
KS HOLDINGS CORP |
|
|
(2,045 |
) |
|
|
149 |
|
|
|
(25.5 |
) |
| |
|
(160,900 |
) |
HASEKO CORP |
|
|
(2,025 |
) |
|
|
40 |
|
|
|
(25.3 |
) |
| |
|
(359,517 |
) |
SCHRODERS PLC |
|
|
(2,000 |
) |
|
|
241 |
|
|
|
(25.0 |
) |
| |
|
(129,200 |
) |
SUMCO CORP |
|
|
(1,988 |
) |
|
|
(16 |
) |
|
|
(24.8 |
) |
| |
|
(192,900 |
) |
JAPAN POST BANK CO LTD |
|
|
(1,974 |
) |
|
|
(84 |
) |
|
|
(24.6 |
) |
| |
|
(159,300 |
) |
LIXIL CORP |
|
|
(1,945 |
) |
|
|
(81 |
) |
|
|
(24.3 |
) |
| |
|
(1,029,800 |
) |
SINGAPORE TELECOMMUNICATIONS |
|
|
(1,857 |
) |
|
|
74 |
|
|
|
(23.2 |
) |
| |
|
(103,300 |
) |
ONO PHARMACEUTICAL CO LTD |
|
|
(1,852 |
) |
|
|
301 |
|
|
|
(23.1 |
) |
| |
|
(397,199 |
) |
MANDATUM OYJ |
|
|
(1,817 |
) |
|
|
84 |
|
|
|
(22.7 |
) |
| |
|
(89,800 |
) |
SUMITOMO MITSUI TRUST HOLDINGS INC |
|
|
(1,718 |
) |
|
|
(95 |
) |
|
|
(21.4 |
) |
| |
|
(232,119 |
) |
BEAZLEY IRELAND HOLDINGS PLC |
|
|
(1,682 |
) |
|
|
(227 |
) |
|
|
(21.0 |
) |
| |
|
(818,100 |
) |
SATS LTD |
|
|
(1,659 |
) |
|
|
83 |
|
|
|
(20.7 |
) |
| |
|
(71,900 |
) |
YAMAHA CORP |
|
|
(1,642 |
) |
|
|
92 |
|
|
|
(20.5 |
) |
| |
|
(33,189 |
) |
ASR NEDERLND AIW |
|
|
(1,564 |
) |
|
|
46 |
|
|
|
(19.5 |
) |
| |
|
(1,693,500 |
) |
SUNTEC REIT |
|
|
(1,552 |
) |
|
|
85 |
|
|
|
(19.4 |
) |
| |
|
(11,700 |
) |
NITORI HOLDINGS CO LTD |
|
|
(1,541 |
) |
|
|
(456 |
) |
|
|
(19.2 |
) |
| |
|
(70,471 |
) |
SAPUTO GP |
|
|
(1,468 |
) |
|
|
35 |
|
|
|
(18.3 |
) |
| |
|
(22,122 |
) |
RB GLOBAL INC |
|
|
(1,459 |
) |
|
|
(206 |
) |
|
|
(18.2 |
) |
| |
|
(1,265,800 |
) |
MAPLETREE PAN ASIA COMMERCIAL |
|
|
(1,445 |
) |
|
|
254 |
|
|
|
(18.0 |
) |
| |
|
(32,100 |
) |
OMRON CORP |
|
|
(1,426 |
) |
|
|
256 |
|
|
|
(17.8 |
) |
| |
|
(26,836 |
) |
PORSCHE AUTOMOBIL HOLDING SE |
|
|
(1,414 |
) |
|
|
(4 |
) |
|
|
(17.6 |
) |
| |
|
(60,900 |
) |
RINNAI CORP |
|
|
(1,377 |
) |
|
|
(29 |
) |
|
|
(17.2 |
) |
| |
|
(125,799 |
) |
DAVIDE CAMPARI-MILANO NV |
|
|
(1,375 |
) |
|
|
111 |
|
|
|
(17.1 |
) |
| |
|
(32,900 |
) |
SHO-BOND HOLDINGS CO LTD |
|
|
(1,363 |
) |
|
|
(38 |
) |
|
|
(17.0 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Continued)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(16,809 |
) |
KERRY GROUP |
|
$ |
(1,360 |
) |
|
$ |
(113 |
) |
|
|
(17.0 |
)% |
| |
|
(44,000 |
) |
MITSUBISHI LOGISTICS CORP |
|
|
(1,345 |
) |
|
|
(6 |
) |
|
|
(16.8 |
) |
| |
|
(873,000 |
) |
NEW WORLD DEV |
|
|
(1,329 |
) |
|
|
(6 |
) |
|
|
(16.6 |
) |
| |
|
(32,044 |
) |
ASX LTD |
|
|
(1,328 |
) |
|
|
(34 |
) |
|
|
(16.6 |
) |
| |
|
(67,200 |
) |
NABTESCO CORP |
|
|
(1,326 |
) |
|
|
229 |
|
|
|
(16.5 |
) |
| |
|
(87,600 |
) |
JFE HOLDINGS INC |
|
|
(1,317 |
) |
|
|
(121 |
) |
|
|
(16.4 |
) |
| |
|
(142,900 |
) |
LION CORP |
|
|
(1,316 |
) |
|
|
70 |
|
|
|
(16.4 |
) |
| |
|
(85,302 |
) |
MEDIPAL HOLDINGS CORP |
|
|
(1,307 |
) |
|
|
17 |
|
|
|
(16.3 |
) |
| |
|
(126,186 |
) |
BILLERUD AB |
|
|
(1,287 |
) |
|
|
230 |
|
|
|
(16.1 |
) |
| |
|
(38,060 |
) |
SIGNIFY NV |
|
|
(1,277 |
) |
|
|
268 |
|
|
|
(15.9 |
) |
| |
|
(2,173 |
) |
SWISSCOM |
|
|
(1,268 |
) |
|
|
32 |
|
|
|
(15.8 |
) |
| |
|
(23,800 |
) |
NIPPON EXPRESS HOLDINGS INC |
|
|
(1,262 |
) |
|
|
3 |
|
|
|
(15.7 |
) |
| |
|
(107,413 |
) |
TOMRA SYSTEMS |
|
|
(1,253 |
) |
|
|
(176 |
) |
|
|
(15.6 |
) |
| |
|
(157,869 |
) |
CHARTER HALL GROUP |
|
|
(1,227 |
) |
|
|
(56 |
) |
|
|
(15.3 |
) |
| |
|
(80,000 |
) |
USHIO INC |
|
|
(1,214 |
) |
|
|
180 |
|
|
|
(15.1 |
) |
| |
|
(9,371 |
) |
REPLY SPA |
|
|
(1,176 |
) |
|
|
(123 |
) |
|
|
(14.7 |
) |
| |
|
(336,300 |
) |
HK LAND HOLDINGS |
|
|
(1,137 |
) |
|
|
12 |
|
|
|
(14.2 |
) |
| |
|
(130,950 |
) |
ST JAMES'S PLACE PLC |
|
|
(1,127 |
) |
|
|
320 |
|
|
|
(14.1 |
) |
| |
|
(39,840 |
) |
KONINKLIJKE AHOLD DELHAIZE NV |
|
|
(1,119 |
) |
|
|
(65 |
) |
|
|
(14.0 |
) |
| |
|
(52,800 |
) |
EXEO GROUP INC |
|
|
(1,109 |
) |
|
|
(1 |
) |
|
|
(13.8 |
) |
| |
|
(104,155 |
) |
RS GROUP PLC |
|
|
(1,104 |
) |
|
|
123 |
|
|
|
(13.8 |
) |
| |
|
(106,207 |
) |
ELECTROLUX |
|
|
(1,101 |
) |
|
|
198 |
|
|
|
(13.7 |
) |
| |
|
(72,800 |
) |
OLYMPUS CORP |
|
|
(1,084 |
) |
|
|
62 |
|
|
|
(13.5 |
) |
| |
|
(99,800 |
) |
HOKUETSU CORP |
|
|
(1,081 |
) |
|
|
99 |
|
|
|
(13.5 |
) |
| |
|
(12,522 |
) |
CARGOJET INC |
|
|
(1,073 |
) |
|
|
56 |
|
|
|
(13.4 |
) |
| |
|
(61,400 |
) |
FUJI CORP |
|
|
(1,064 |
) |
|
|
19 |
|
|
|
(13.3 |
) |
| |
|
(26,100 |
) |
YASKAWA ELECTRIC CORP |
|
|
(1,044 |
) |
|
|
(15 |
) |
|
|
(13.0 |
) |
| |
|
(141,000 |
) |
THE CHIBA BANK LTD |
|
|
(1,030 |
) |
|
|
(116 |
) |
|
|
(12.9 |
) |
| |
|
(43,400 |
) |
WACOAL HOLDINGS CORP |
|
|
(1,030 |
) |
|
|
(17 |
) |
|
|
(12.9 |
) |
| |
|
(8,232 |
) |
REMY COINTREAU |
|
|
(1,029 |
) |
|
|
165 |
|
|
|
(12.8 |
) |
| |
|
(84,614 |
) |
DAIDO STEEL CO LTD |
|
|
(1,021 |
) |
|
|
22 |
|
|
|
(12.7 |
) |
| |
|
(251,937 |
) |
BANK OF QUEENSLAND LTD |
|
|
(1,021 |
) |
|
|
67 |
|
|
|
(12.7 |
) |
| |
|
(60,513 |
) |
ANSELL LTD |
|
|
(1,017 |
) |
|
|
87 |
|
|
|
(12.7 |
) |
| |
|
(26,400 |
) |
JACCS CO LTD |
|
|
(1,014 |
) |
|
|
61 |
|
|
|
(12.7 |
) |
| |
|
(37,016 |
) |
JDE PEETS BV |
|
|
(998 |
) |
|
|
147 |
|
|
|
(12.5 |
) |
| |
|
(3,128 |
) |
SONOVA H AG |
|
|
(988 |
) |
|
|
31 |
|
|
|
(12.3 |
) |
| |
|
(57,600 |
) |
DENKA CO LTD |
|
|
(984 |
) |
|
|
47 |
|
|
|
(12.3 |
) |
| |
|
(57,989 |
) |
SEEK LTD |
|
|
(979 |
) |
|
|
(6 |
) |
|
|
(12.2 |
) |
| |
|
(249,500 |
) |
OJI HOLDINGS CORP |
|
|
(964 |
) |
|
|
(9 |
) |
|
|
(12.0 |
) |
| |
|
(53,443 |
) |
NORTHLAND POWER INC |
|
|
(961 |
) |
|
|
54 |
|
|
|
(12.0 |
) |
| |
|
(114,791 |
) |
HUSQVARNA B |
|
|
(953 |
) |
|
|
74 |
|
|
|
(11.9 |
) |
| |
|
(9,866 |
) |
DSM FIRMENICH AG |
|
|
(944 |
) |
|
|
(108 |
) |
|
|
(11.8 |
) |
| |
|
(99,125 |
) |
PENNON GROUP PLC |
|
|
(923 |
) |
|
|
83 |
|
|
|
(11.5 |
) |
| |
|
(75,810 |
) |
BREMBO SPA |
|
|
(920 |
) |
|
|
(10 |
) |
|
|
(11.5 |
) |
| |
|
(104,390 |
) |
NOKIAN RENKAAT OYJ |
|
|
(920 |
) |
|
|
(26 |
) |
|
|
(11.5 |
) |
| |
|
(214,800 |
) |
RAKUTEN GROUP INC |
|
|
(895 |
) |
|
|
(279 |
) |
|
|
(11.2 |
) |
| |
|
(47,100 |
) |
HU GROUP HOLDINGS INC |
|
|
(889 |
) |
|
|
86 |
|
|
|
(11.1 |
) |
| |
|
(48,700 |
) |
JAPAN POST INSURANCE CO LTD |
|
|
(883 |
) |
|
|
(12 |
) |
|
|
(11.0 |
) |
| |
|
(6,176 |
) |
ALTEN |
|
|
(874 |
) |
|
|
(26 |
) |
|
|
(10.9 |
) |
| |
|
(55,100 |
) |
MARUBENI CORP |
|
|
(864 |
) |
|
|
(37 |
) |
|
|
(10.8 |
) |
| |
|
(39,400 |
) |
SBI HOLDINGS INC |
|
|
(848 |
) |
|
|
(212 |
) |
|
|
(10.6 |
) |
| |
|
(12,194 |
) |
DKSH N |
|
|
(800 |
) |
|
|
(94 |
) |
|
|
(10.0 |
) |
| |
|
(49,800 |
) |
FURUKAWA ELECTRIC CO LTD |
|
|
(779 |
) |
|
|
(198 |
) |
|
|
(9.7 |
) |
| |
|
(15,985 |
) |
FLSMIDTH & CO. |
|
|
(745 |
) |
|
|
(17 |
) |
|
|
(9.3 |
) |
| |
|
(72,379 |
) |
KINNEVIK |
|
|
(729 |
) |
|
|
(37 |
) |
|
|
(9.1 |
) |
| |
|
(50,066 |
) |
ISUZU MOTORS LTD |
|
|
(716 |
) |
|
|
4 |
|
|
|
(8.9 |
) |
| |
|
(71,545 |
) |
YAMAGUCHI FINANCIAL GROUP INC |
|
|
(716 |
) |
|
|
(10 |
) |
|
|
(8.9 |
) |
| |
|
(18,972 |
) |
ATS CORP |
|
|
(708 |
) |
|
|
(7 |
) |
|
|
(8.8 |
) |
| |
|
(472,359 |
) |
NATIONAL STORAGE REIT |
|
|
(701 |
) |
|
|
6 |
|
|
|
(8.7 |
) |
| |
|
(8,600 |
) |
SUMITOMO HEAVY IND LTD |
|
|
(214 |
) |
|
|
(523 |
) |
|
|
(2.7 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Equity Ex-US Fund (Concluded)
|
Percentages are based on Net Assets of $7,935,461 ($ Thousands). |
‡ |
Real Estate Investment Trust. |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(C) |
No interest rate available. |
(D) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $72,924 ($ Thousands). |
| The following is a summary of the Fund’s transactions with affiliates for the period
ended February 29, 2024 ($ Thousands): |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
113,942 |
|
|
$ |
496,023 |
|
|
$ |
(537,039 |
) |
|
$ |
(11 |
) |
|
$ |
9 |
|
|
$ |
72,924 |
|
|
$ |
517 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
84,375 |
|
|
|
798,797 |
|
|
|
(703,579 |
) |
|
|
— |
|
|
|
— |
|
|
|
179,593 |
|
|
|
3,759 |
|
|
|
— |
|
Totals |
|
$ |
198,317 |
|
|
$ |
1,294,820 |
|
|
$ |
(1,240,618 |
) |
|
$ |
(11 |
) |
|
$ |
9 |
|
|
$ |
252,517 |
|
|
$ |
4,276 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 93.4% |
Australia — 3.7% |
A2B Australia |
|
|
6,011 |
|
|
$ |
6 |
|
Acrow |
|
|
113,721 |
|
|
|
90 |
|
Ampol Ltd |
|
|
3,531 |
|
|
|
91 |
|
Ansarada Group * |
|
|
2,656 |
|
|
|
4 |
|
ANZ Group Holdings Ltd |
|
|
6,451 |
|
|
|
120 |
|
Aristocrat Leisure Ltd |
|
|
17,659 |
|
|
|
536 |
|
Autosports Group |
|
|
7,979 |
|
|
|
12 |
|
Bathurst Resources * |
|
|
13,502 |
|
|
|
8 |
|
Bell Financial Group |
|
|
17,916 |
|
|
|
16 |
|
BHP Group Ltd |
|
|
3,714 |
|
|
|
106 |
|
BlueScope Steel Ltd |
|
|
33,687 |
|
|
|
501 |
|
Brambles Ltd |
|
|
21,113 |
|
|
|
207 |
|
Capral |
|
|
5,107 |
|
|
|
33 |
|
CAR Group Ltd |
|
|
1,297 |
|
|
|
31 |
|
Civmec |
|
|
53,600 |
|
|
|
32 |
|
Cochlear Ltd |
|
|
874 |
|
|
|
199 |
|
Computershare Ltd |
|
|
26,960 |
|
|
|
455 |
|
Danakali (A) |
|
|
30,918 |
|
|
|
8 |
|
Deterra Royalties Ltd |
|
|
7,526 |
|
|
|
24 |
|
DGL Group * |
|
|
46,228 |
|
|
|
21 |
|
Fortescue Ltd |
|
|
2,491 |
|
|
|
42 |
|
Goodman Group ‡ |
|
|
6,862 |
|
|
|
134 |
|
GR Engineering Services |
|
|
57,430 |
|
|
|
88 |
|
Helloworld Travel |
|
|
20,015 |
|
|
|
36 |
|
Horizon Oil |
|
|
206,613 |
|
|
|
22 |
|
Image Resources * |
|
|
124,190 |
|
|
|
5 |
|
IPD Group |
|
|
6,538 |
|
|
|
21 |
|
James Hardie Industries PLC * |
|
|
20,000 |
|
|
|
791 |
|
Macmahon Holdings |
|
|
286,343 |
|
|
|
36 |
|
MMA Offshore * |
|
|
26,297 |
|
|
|
37 |
|
National Australia Bank Ltd |
|
|
5,025 |
|
|
|
111 |
|
New Hope Corp Ltd |
|
|
21,943 |
|
|
|
67 |
|
Northern Star Resources Ltd |
|
|
9,795 |
|
|
|
82 |
|
Orica Ltd |
|
|
981 |
|
|
|
11 |
|
Perseus Mining Ltd |
|
|
20,527 |
|
|
|
24 |
|
Pro Medicus Ltd |
|
|
4,040 |
|
|
|
273 |
|
Regis Healthcare |
|
|
11,886 |
|
|
|
28 |
|
Reject Shop |
|
|
8,841 |
|
|
|
27 |
|
Rio Tinto Ltd |
|
|
12,000 |
|
|
|
967 |
|
Rio Tinto PLC ADR |
|
|
2,787 |
|
|
|
180 |
|
Service Stream |
|
|
56,482 |
|
|
|
41 |
|
Seven Group Holdings Ltd |
|
|
3,400 |
|
|
|
85 |
|
Super Retail Group Ltd |
|
|
6,612 |
|
|
|
70 |
|
Veem |
|
|
8,055 |
|
|
|
7 |
|
Ventia Services Group Pty Ltd |
|
|
13,835 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
5,719 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.3% |
CA Immobilien Anlagen AG |
|
|
1,681 |
|
|
|
54 |
|
Erste Group Bank AG * |
|
|
7,871 |
|
|
|
314 |
|
Fabasoft |
|
|
1,487 |
|
|
|
36 |
|
Frequentis |
|
|
188 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Porr |
|
|
3,286 |
|
|
$ |
48 |
|
Raiffeisen Bank International AG |
|
|
132 |
|
|
|
3 |
|
Strabag |
|
|
389 |
|
|
|
18 |
|
| |
|
|
|
|
|
|
478 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.1% |
Colruyt Group N.V |
|
|
617 |
|
|
|
29 |
|
KBC Group NV |
|
|
344 |
|
|
|
24 |
|
Lotus Bakeries NV * |
|
|
4 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
91 |
|
| |
|
|
|
|
|
|
|
|
Bermuda — 0.0% |
Conduit Holdings |
|
|
772 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 1.9% |
Allos SA |
|
|
6,700 |
|
|
|
33 |
|
Banco BTG Pactual SA |
|
|
9,000 |
|
|
|
66 |
|
Banco do Brasil SA |
|
|
96,897 |
|
|
|
1,131 |
|
BB Seguridade Participacoes SA |
|
|
7,100 |
|
|
|
48 |
|
Cia de Saneamento Basico do Estado de Sao Paulo SABESP |
|
|
1,700 |
|
|
|
27 |
|
Cia De Sanena Do Parana |
|
|
7,200 |
|
|
|
37 |
|
CSN Mineracao SA |
|
|
54,900 |
|
|
|
67 |
|
Fras-Le |
|
|
6,900 |
|
|
|
23 |
|
Gerdau SA ADR |
|
|
33,987 |
|
|
|
147 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
3,371 |
|
|
|
37 |
|
Profarma Distribuidora de Produtos Farmaceuticos (Brazil) |
|
|
26,300 |
|
|
|
31 |
|
Telefonica Brasil SA |
|
|
103,486 |
|
|
|
1,137 |
|
Ultrapar Participacoes SA |
|
|
7,800 |
|
|
|
46 |
|
Wheaton Precious Metals Corp |
|
|
878 |
|
|
|
36 |
|
XP Inc, Cl A |
|
|
1,311 |
|
|
|
31 |
|
| |
|
|
|
|
|
|
2,897 |
|
| |
|
|
|
|
|
|
|
|
Canada — 5.0% |
ADENTRA |
|
|
1,433 |
|
|
|
39 |
|
ADF Group |
|
|
17,900 |
|
|
|
136 |
|
Agnico Eagle Mines Ltd |
|
|
3,287 |
|
|
|
158 |
|
AirBoss of America |
|
|
4,800 |
|
|
|
18 |
|
Alamos Gold Inc, Cl A |
|
|
4,871 |
|
|
|
57 |
|
Alimentation Couche-Tard Inc |
|
|
966 |
|
|
|
60 |
|
Amerigo Resources |
|
|
45,400 |
|
|
|
45 |
|
Athabasca Oil * |
|
|
35,800 |
|
|
|
130 |
|
Barrick Gold Corp |
|
|
61,112 |
|
|
|
892 |
|
Black Diamond Group |
|
|
5,700 |
|
|
|
40 |
|
Boardwalk Real Estate Investment Trust ‡ |
|
|
491 |
|
|
|
28 |
|
Boyd Group Services Inc |
|
|
198 |
|
|
|
46 |
|
Brookfield Corp, Cl A |
|
|
3,640 |
|
|
|
150 |
|
BRP Inc |
|
|
6,189 |
|
|
|
409 |
|
Cameco Corp |
|
|
880 |
|
|
|
36 |
|
Canadian Imperial Bank of Commerce |
|
|
550 |
|
|
|
26 |
|
Canfor Corp * |
|
|
800 |
|
|
|
10 |
|
Cascades Inc |
|
|
7,100 |
|
|
|
55 |
|
Celestica Inc * |
|
|
3,568 |
|
|
|
152 |
|
Computer Modelling Group |
|
|
3,859 |
|
|
|
29 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Constellation Software (A) |
|
|
66 |
|
|
$ |
– |
|
Constellation Software Inc/Canada |
|
|
63 |
|
|
|
176 |
|
Currency Exchange International * |
|
|
1,200 |
|
|
|
22 |
|
D2L * |
|
|
8,129 |
|
|
|
63 |
|
Dexterra Group |
|
|
4,300 |
|
|
|
18 |
|
Dollarama Inc |
|
|
14,683 |
|
|
|
1,136 |
|
Dorel Industries, Cl B * |
|
|
6,000 |
|
|
|
27 |
|
Dynacor Group |
|
|
12,380 |
|
|
|
37 |
|
Element Fleet Management Corp |
|
|
4,101 |
|
|
|
68 |
|
Enghouse Systems Ltd |
|
|
500 |
|
|
|
13 |
|
Ensign Energy Services * |
|
|
17,287 |
|
|
|
27 |
|
Fairfax Financial Holdings Ltd |
|
|
145 |
|
|
|
155 |
|
Firm Capital Mortgage Investment |
|
|
4,800 |
|
|
|
41 |
|
FirstService Corp |
|
|
413 |
|
|
|
68 |
|
Gibson Energy Inc, Cl Common Subs. Receipt |
|
|
3,064 |
|
|
|
51 |
|
Great-West Lifeco Inc, Cl Common Subs. Receipt |
|
|
3,805 |
|
|
|
117 |
|
Hammond Power Solutions, Cl A |
|
|
400 |
|
|
|
34 |
|
iA Financial Corp Inc |
|
|
1,064 |
|
|
|
66 |
|
Imperial Oil Ltd |
|
|
407 |
|
|
|
25 |
|
Intact Financial Corp, Cl Common Subs. Receipt |
|
|
188 |
|
|
|
31 |
|
K-Bro Linen |
|
|
1,600 |
|
|
|
40 |
|
Keyera Corp |
|
|
1,356 |
|
|
|
33 |
|
Kinross Gold Corp |
|
|
10,162 |
|
|
|
50 |
|
KITS Eyecare * |
|
|
2,600 |
|
|
|
13 |
|
Lassonde Industries, Cl Common Subs. Receipt |
|
|
700 |
|
|
|
80 |
|
Lucara Diamond * |
|
|
31,055 |
|
|
|
8 |
|
Lucero Energy * |
|
|
70,500 |
|
|
|
31 |
|
Mainstreet Equity |
|
|
600 |
|
|
|
76 |
|
Major Drilling Group International, Cl Common Subs. Receipt * |
|
|
8,500 |
|
|
|
49 |
|
Manulife Financial Corp, Cl Common Subs. Receipt |
|
|
3,628 |
|
|
|
86 |
|
Martinrea International Inc |
|
|
2,400 |
|
|
|
25 |
|
MEG Energy Corp, Cl Common Subs. Receipt * |
|
|
10,676 |
|
|
|
229 |
|
Melcor Developments |
|
|
2,800 |
|
|
|
24 |
|
Molson Coors Canada, Cl B |
|
|
600 |
|
|
|
37 |
|
National Bank of Canada |
|
|
8,134 |
|
|
|
635 |
|
Neo Performance Materials |
|
|
9,400 |
|
|
|
49 |
|
North West Co Inc/The |
|
|
600 |
|
|
|
18 |
|
NuVista Energy Ltd, Cl Common Subs. Receipt * |
|
|
3,800 |
|
|
|
33 |
|
Parkland Corp |
|
|
1,291 |
|
|
|
41 |
|
Pembina Pipeline Corp |
|
|
1,889 |
|
|
|
66 |
|
PHX Energy Services |
|
|
12,429 |
|
|
|
83 |
|
Pizza Pizza Royalty |
|
|
1,800 |
|
|
|
19 |
|
Reitmans Canada, Cl A * |
|
|
14,100 |
|
|
|
26 |
|
Shopify Inc, Cl A * |
|
|
1,771 |
|
|
|
135 |
|
Stella-Jones Inc |
|
|
935 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sun Life Financial Inc |
|
|
3,255 |
|
|
$ |
173 |
|
TC Energy Corp |
|
|
2,258 |
|
|
|
89 |
|
Thinkific Labs * |
|
|
8,700 |
|
|
|
23 |
|
Thor Explorations * |
|
|
84,000 |
|
|
|
12 |
|
Toromont Industries Ltd |
|
|
6,597 |
|
|
|
606 |
|
Total Energy Services |
|
|
7,500 |
|
|
|
53 |
|
Westaim * |
|
|
21,349 |
|
|
|
57 |
|
Whitecap Resources Inc, Cl Common Subs. Receipt |
|
|
3,493 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
7,667 |
|
| |
|
|
|
|
|
|
|
|
China — 4.1% |
A8 New Media Group * |
|
|
432,000 |
|
|
|
8 |
|
AAC Technologies Holdings Inc |
|
|
12,500 |
|
|
|
31 |
|
Agricultural Bank of China Ltd, Cl H |
|
|
1,135,000 |
|
|
|
467 |
|
Anker Innovations Technology Co Ltd, Cl A |
|
|
2,700 |
|
|
|
31 |
|
Anton Oilfield Services Group * |
|
|
492,000 |
|
|
|
25 |
|
Autohome, Cl A |
|
|
1,500 |
|
|
|
10 |
|
Autohome Inc ADR |
|
|
5,466 |
|
|
|
142 |
|
Bank of Communications Co Ltd, Cl H |
|
|
92,000 |
|
|
|
60 |
|
Bosideng International Holdings Ltd |
|
|
60,000 |
|
|
|
30 |
|
BYD Co Ltd, Cl H |
|
|
1,000 |
|
|
|
25 |
|
BYD Electronic International Co Ltd |
|
|
24,000 |
|
|
|
91 |
|
China Boqi Environmental Holding |
|
|
121,000 |
|
|
|
12 |
|
China Coal Energy Co Ltd, Cl H |
|
|
124,000 |
|
|
|
134 |
|
China Construction Bank Corp, Cl H |
|
|
1,698,000 |
|
|
|
1,058 |
|
China Merchants Port Holdings Co Ltd |
|
|
26,000 |
|
|
|
32 |
|
China Pacific Insurance Group Co Ltd, Cl H |
|
|
118,200 |
|
|
|
226 |
|
Chongqing Changan Automobile Co Ltd, Cl A |
|
|
12,200 |
|
|
|
25 |
|
CSPC Innovation Pharmaceutical Co Ltd, Cl A |
|
|
6,800 |
|
|
|
32 |
|
Dong-E-E-Jiao Co Ltd, Cl E |
|
|
5,600 |
|
|
|
45 |
|
Hangzhou Cogeneration Group Co Ltd, Cl A |
|
|
22,300 |
|
|
|
70 |
|
Homeland Interactive Technology |
|
|
54,000 |
|
|
|
18 |
|
HUTCHMED China Ltd * |
|
|
8,000 |
|
|
|
25 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
158,000 |
|
|
|
82 |
|
Inner Mongolia Furui Medical Science Co Ltd, Cl A |
|
|
4,300 |
|
|
|
26 |
|
Inner Mongolia Xingye Silver&Tin Mining Co Ltd, Cl A |
|
|
20,600 |
|
|
|
26 |
|
Innovent Biologics Inc * |
|
|
5,000 |
|
|
|
27 |
|
Jinan Acetate Chemical Co Ltd |
|
|
1,141 |
|
|
|
35 |
|
Jinduicheng Molybdenum Co Ltd, Cl A |
|
|
17,700 |
|
|
|
25 |
|
JOYY Inc ADR |
|
|
1,562 |
|
|
|
49 |
|
Ju Teng International Holdings |
|
|
59,000 |
|
|
|
12 |
|
Kuaishou Technology, Cl B * |
|
|
3,500 |
|
|
|
20 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
400 |
|
|
|
94 |
|
Launch Tech, Cl H |
|
|
77,500 |
|
|
|
17 |
|
Lenovo Group Ltd |
|
|
228,000 |
|
|
|
253 |
|
Li Auto Inc ADR * |
|
|
802 |
|
|
|
37 |
|
Luzhou Laojiao Co Ltd, Cl A |
|
|
2,300 |
|
|
|
56 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Midea Group Co Ltd, Cl A |
|
|
3,200 |
|
|
$ |
28 |
|
MINISO Group Holding Ltd ADR |
|
|
5,938 |
|
|
|
109 |
|
Natural Food International Holding * |
|
|
310,299 |
|
|
|
17 |
|
NetEase Inc |
|
|
10,200 |
|
|
|
230 |
|
New Hope Service Holdings |
|
|
73,000 |
|
|
|
12 |
|
New Oriental Education & Technology Group Inc * |
|
|
7,900 |
|
|
|
75 |
|
New Oriental Education & Technology Group Inc ADR * |
|
|
344 |
|
|
|
32 |
|
Nongfu Spring Co Ltd, Cl H |
|
|
22,000 |
|
|
|
125 |
|
OFILM Group Co Ltd, Cl A * |
|
|
33,200 |
|
|
|
38 |
|
Pacific Securities Co Ltd/The/China, Cl A * |
|
|
97,500 |
|
|
|
46 |
|
PDD Holdings Inc ADR * |
|
|
2,411 |
|
|
|
300 |
|
Sealand Securities Co Ltd, Cl A |
|
|
73,400 |
|
|
|
36 |
|
Shanghai Allist Pharmaceuticals Co Ltd, Cl A * |
|
|
3,915 |
|
|
|
23 |
|
Shanghai International Port Group Co Ltd, Cl A |
|
|
52,700 |
|
|
|
40 |
|
Shenguan Holdings Group |
|
|
1,030,572 |
|
|
|
38 |
|
Shenzhen SC New Energy Technology Corp, Cl A |
|
|
2,700 |
|
|
|
24 |
|
Shijiazhuang Changshan BeiMing Technology Co Ltd, Cl A * |
|
|
22,000 |
|
|
|
25 |
|
TAL Education Group ADR * |
|
|
4,894 |
|
|
|
72 |
|
Tencent Holdings Ltd |
|
|
20,100 |
|
|
|
712 |
|
Tianjin Development Holdings |
|
|
39,427 |
|
|
|
8 |
|
TK Group Holdings |
|
|
26,374 |
|
|
|
5 |
|
Tongdao Liepin Group * |
|
|
38,600 |
|
|
|
19 |
|
Tonghua Golden-Horse Pharmaceutical Industry Co Ltd, Cl A * |
|
|
11,200 |
|
|
|
24 |
|
Trip.com Group Ltd * |
|
|
850 |
|
|
|
39 |
|
Vesync |
|
|
53,000 |
|
|
|
35 |
|
Vipshop Holdings Ltd ADR * |
|
|
18,107 |
|
|
|
349 |
|
Weibo Corp ADR |
|
|
657 |
|
|
|
6 |
|
X Financial ADR |
|
|
1,699 |
|
|
|
7 |
|
Xiaomi Corp, Cl B * |
|
|
215,600 |
|
|
|
364 |
|
Xin Point Holdings |
|
|
31,000 |
|
|
|
11 |
|
Xinfengming Group Co Ltd, Cl A |
|
|
13,699 |
|
|
|
26 |
|
Xingye Alloy Materials Group * |
|
|
57,569 |
|
|
|
7 |
|
Yangzijiang Shipbuilding Holdings Ltd * |
|
|
14,900 |
|
|
|
19 |
|
Zhejiang Akcome New Energy Technology Co Ltd * |
|
|
92,600 |
|
|
|
27 |
|
Zhejiang Jingsheng Mechanical & Electrical Co Ltd, Cl A |
|
|
4,100 |
|
|
|
21 |
|
Zhongzhi Pharmaceutical Holdings |
|
|
69,000 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
6,316 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 3.1% |
AP Moller - Maersk A/S, Cl B |
|
|
916 |
|
|
|
1,296 |
|
Coloplast A/S, Cl B |
|
|
4,381 |
|
|
|
582 |
|
Danske Bank A/S |
|
|
1,381 |
|
|
|
41 |
|
North Media |
|
|
5,502 |
|
|
|
56 |
|
Novo Nordisk A/S ADR |
|
|
238 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Novo Nordisk A/S, Cl B |
|
|
16,516 |
|
|
$ |
1,965 |
|
Novozymes A/S, Cl B |
|
|
489 |
|
|
|
28 |
|
Pandora A/S |
|
|
4,124 |
|
|
|
666 |
|
ROCKWOOL, Cl A |
|
|
553 |
|
|
|
175 |
|
| |
|
|
|
|
|
|
4,838 |
|
| |
|
|
|
|
|
|
|
|
Finland — 1.0% |
Consti |
|
|
934 |
|
|
|
10 |
|
Nokia Oyj |
|
|
407,080 |
|
|
|
1,436 |
|
Nordea Bank Abp |
|
|
8,450 |
|
|
|
103 |
|
Wartsila OYJ Abp, Cl B |
|
|
2,143 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
1,582 |
|
| |
|
|
|
|
|
|
|
|
France — 5.6% |
Axway Software |
|
|
419 |
|
|
|
12 |
|
Cie de Saint-Gobain SA |
|
|
1,292 |
|
|
|
100 |
|
Clasquin |
|
|
441 |
|
|
|
61 |
|
Danone SA |
|
|
18,597 |
|
|
|
1,188 |
|
Dassault Aviation SA |
|
|
6,938 |
|
|
|
1,373 |
|
Dassault Systemes SE |
|
|
174 |
|
|
|
8 |
|
Dekuple |
|
|
213 |
|
|
|
7 |
|
Hermes International SCA * |
|
|
350 |
|
|
|
876 |
|
Legrand SA |
|
|
5,616 |
|
|
|
568 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
1,162 |
|
|
|
1,060 |
|
Pernod Ricard SA |
|
|
3,507 |
|
|
|
587 |
|
Publicis Groupe SA * |
|
|
1,136 |
|
|
|
120 |
|
Quadient |
|
|
4 |
|
|
|
– |
|
Sanofi SA |
|
|
13,972 |
|
|
|
1,329 |
|
Societe BIC SA |
|
|
15,887 |
|
|
|
1,148 |
|
SPIE SA |
|
|
1,538 |
|
|
|
51 |
|
Vente-Unique.Com |
|
|
674 |
|
|
|
11 |
|
Vinci SA |
|
|
938 |
|
|
|
120 |
|
| |
|
|
|
|
|
|
8,619 |
|
| |
|
|
|
|
|
|
|
|
Germany — 6.1% |
AlzChem Group |
|
|
941 |
|
|
|
26 |
|
Bastei Luebbe |
|
|
2,568 |
|
|
|
18 |
|
Bayer AG |
|
|
30,533 |
|
|
|
928 |
|
Beiersdorf AG |
|
|
154 |
|
|
|
22 |
|
Cewe Stiftung & KGAA |
|
|
400 |
|
|
|
44 |
|
Continental AG |
|
|
19,311 |
|
|
|
1,548 |
|
Covestro AG * |
|
|
20,000 |
|
|
|
1,089 |
|
Deutsche Bank AG |
|
|
15,051 |
|
|
|
201 |
|
Deutsche Boerse AG |
|
|
987 |
|
|
|
207 |
|
E.ON SE |
|
|
6,535 |
|
|
|
84 |
|
Evotec SE * |
|
|
1,316 |
|
|
|
19 |
|
Heidelberg Materials AG |
|
|
3,789 |
|
|
|
368 |
|
HOCHTIEF AG |
|
|
1,267 |
|
|
|
150 |
|
Indus Holding |
|
|
553 |
|
|
|
14 |
|
Infineon Technologies AG |
|
|
432 |
|
|
|
15 |
|
KSB & KGaA |
|
|
47 |
|
|
|
33 |
|
M1 Kliniken * |
|
|
1,143 |
|
|
|
17 |
|
Mercedes-Benz Group |
|
|
15,228 |
|
|
|
1,214 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
351 |
|
|
$ |
163 |
|
Nemetschek SE |
|
|
285 |
|
|
|
27 |
|
Rational AG |
|
|
75 |
|
|
|
62 |
|
SAP SE |
|
|
13,070 |
|
|
|
2,445 |
|
Scout24 SE |
|
|
7,476 |
|
|
|
544 |
|
Siemens Healthineers AG |
|
|
814 |
|
|
|
49 |
|
Traton SE |
|
|
473 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
9,300 |
|
| |
|
|
|
|
|
|
|
|
Greece — 0.1% |
Eurobank Ergasias Services and Holdings SA * |
|
|
26,056 |
|
|
|
54 |
|
JUMBO SA * |
|
|
2,129 |
|
|
|
62 |
|
Kri-Kri Milk Industry |
|
|
1,368 |
|
|
|
16 |
|
National Bank of Greece SA * |
|
|
5,253 |
|
|
|
41 |
|
Piraeus Port Authority |
|
|
1,814 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
224 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 2.2% |
AIA Group Ltd |
|
|
63,600 |
|
|
|
517 |
|
Ajisen China Holdings |
|
|
417,000 |
|
|
|
56 |
|
Analogue Holdings |
|
|
223,780 |
|
|
|
30 |
|
Build King Holdings |
|
|
25,302 |
|
|
|
3 |
|
Chuang's China Investments |
|
|
171,000 |
|
|
|
3 |
|
Dream International |
|
|
90,000 |
|
|
|
46 |
|
HKT Trust & HKT |
|
|
2,800 |
|
|
|
3 |
|
Jacobson Pharma |
|
|
126,000 |
|
|
|
10 |
|
Johnson Electric Holdings |
|
|
16,001 |
|
|
|
22 |
|
Lee's Pharmaceutical Holdings |
|
|
118,220 |
|
|
|
20 |
|
LH GROUP |
|
|
56,000 |
|
|
|
7 |
|
Midland Holdings * |
|
|
445,994 |
|
|
|
50 |
|
Nameson Holdings |
|
|
94,000 |
|
|
|
6 |
|
New Times Energy * |
|
|
578,000 |
|
|
|
5 |
|
PAX Global Technology |
|
|
137,000 |
|
|
|
106 |
|
Perennial Energy Holdings Ltd |
|
|
374,436 |
|
|
|
44 |
|
Plover Bay Technologies |
|
|
64,000 |
|
|
|
19 |
|
Samson Holding |
|
|
185,000 |
|
|
|
4 |
|
Sitoy Group Holdings |
|
|
322,000 |
|
|
|
26 |
|
Smart-Core Holdings |
|
|
134,000 |
|
|
|
21 |
|
Solargiga Energy Holdings * |
|
|
465,000 |
|
|
|
9 |
|
Stella International Holdings |
|
|
34,500 |
|
|
|
47 |
|
Sundart Holdings |
|
|
274,000 |
|
|
|
16 |
|
Swire Pacific Ltd, Cl A |
|
|
135,500 |
|
|
|
1,123 |
|
Texwinca Holdings |
|
|
629,257 |
|
|
|
65 |
|
Tian An China Investment |
|
|
14,000 |
|
|
|
7 |
|
Time Watch Investments |
|
|
263,233 |
|
|
|
14 |
|
VTech Holdings |
|
|
195,000 |
|
|
|
1,127 |
|
YTO International Express & Supply Chain Technology |
|
|
132,000 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
3,427 |
|
| |
|
|
|
|
|
|
|
|
Hungary — 0.1% |
AutoWallis * |
|
|
32,362 |
|
|
|
12 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MOL Hungarian Oil & Gas PLC |
|
|
6,055 |
|
|
$ |
48 |
|
OTP Bank Nyrt |
|
|
712 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
94 |
|
| |
|
|
|
|
|
|
|
|
India — 2.3% |
Adani Power Ltd * |
|
|
5,469 |
|
|
|
36 |
|
Alkem Laboratories Ltd |
|
|
421 |
|
|
|
26 |
|
Anand Rathi Wealth |
|
|
3,329 |
|
|
|
147 |
|
Aurobindo Pharma Ltd |
|
|
3,356 |
|
|
|
42 |
|
Authum Investment & Infrastucture * |
|
|
5,655 |
|
|
|
56 |
|
Bengal & Assam |
|
|
346 |
|
|
|
41 |
|
Bharat Petroleum Corp Ltd |
|
|
27,252 |
|
|
|
198 |
|
Birlasoft Ltd |
|
|
3,158 |
|
|
|
30 |
|
Central Depository Services India Ltd |
|
|
1,219 |
|
|
|
28 |
|
Cigniti Technologies |
|
|
1,470 |
|
|
|
19 |
|
Coal India Ltd |
|
|
128,737 |
|
|
|
678 |
|
Colgate-Palmolive India Ltd |
|
|
4,157 |
|
|
|
127 |
|
DB Corp Ltd |
|
|
63,687 |
|
|
|
226 |
|
Dr Reddy's Laboratories Ltd |
|
|
1,837 |
|
|
|
142 |
|
Eco Recycling * |
|
|
4,660 |
|
|
|
27 |
|
Forbes * |
|
|
538 |
|
|
|
8 |
|
GlaxoSmithKline Pharmaceuticals Ltd |
|
|
1,460 |
|
|
|
38 |
|
Great Eastern Shipping Co Ltd/The |
|
|
2,846 |
|
|
|
34 |
|
Gujarat Pipavav Port Ltd |
|
|
9,570 |
|
|
|
24 |
|
Gulf Oil Lubricants India |
|
|
16,249 |
|
|
|
197 |
|
HDFC Bank Ltd ADR |
|
|
12,948 |
|
|
|
693 |
|
ICICI Bank Ltd |
|
|
9,072 |
|
|
|
115 |
|
IIFL Securities Ltd |
|
|
43,051 |
|
|
|
77 |
|
Indraprastha Medical Corp Ltd |
|
|
15,048 |
|
|
|
33 |
|
J Kumar Infraprojects Ltd |
|
|
3,373 |
|
|
|
26 |
|
Jagran Prakashan * |
|
|
11,086 |
|
|
|
16 |
|
Kotak Mahindra Bank Ltd |
|
|
3,073 |
|
|
|
63 |
|
MakeMyTrip Ltd * |
|
|
831 |
|
|
|
51 |
|
MPS |
|
|
690 |
|
|
|
12 |
|
Nalwa Sons Investments * |
|
|
389 |
|
|
|
15 |
|
Nestle India Ltd |
|
|
2,510 |
|
|
|
79 |
|
Om Infra |
|
|
40,893 |
|
|
|
61 |
|
Power Finance Corp Ltd |
|
|
1 |
|
|
|
– |
|
Rajoo Engineers |
|
|
20,773 |
|
|
|
49 |
|
State Bank of India |
|
|
10,056 |
|
|
|
91 |
|
Varun Beverages Ltd * |
|
|
5,248 |
|
|
|
89 |
|
| |
|
|
|
|
|
|
3,594 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.5% |
ABM Investama Tbk PT |
|
|
209,600 |
|
|
|
47 |
|
Adira Dinamika Multi Finance |
|
|
44,200 |
|
|
|
38 |
|
Akasha Wira International * |
|
|
24,200 |
|
|
|
16 |
|
Alam Sutera Realty * |
|
|
806,600 |
|
|
|
8 |
|
Asahimas Flat Glass |
|
|
33,200 |
|
|
|
12 |
|
Asuransi Tugu Pratama Indonesia |
|
|
709,700 |
|
|
|
52 |
|
Bank Central Asia Tbk PT |
|
|
87,700 |
|
|
|
55 |
|
Bank Danamon Indonesia |
|
|
164,900 |
|
|
|
31 |
|
Bank OCBC |
|
|
220,300 |
|
|
|
19 |
|
Baramulti Suksessarana |
|
|
64,964 |
|
|
|
15 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Barito Pacific Tbk PT |
|
|
387,100 |
|
|
$ |
24 |
|
BISI International |
|
|
370,703 |
|
|
|
40 |
|
Chandra Asri Pacific Tbk PT |
|
|
83,500 |
|
|
|
24 |
|
Cisadane Sawit Raya * |
|
|
391,655 |
|
|
|
11 |
|
Elnusa Tbk PT |
|
|
4,519,600 |
|
|
|
117 |
|
Hexindo Adiperkasa Tbk PT |
|
|
44,000 |
|
|
|
17 |
|
IMC Pelita Logistik |
|
|
761,997 |
|
|
|
24 |
|
Jasa Armada Indonesia |
|
|
995,800 |
|
|
|
18 |
|
Jasuindo Tiga Perkasa |
|
|
1,130,200 |
|
|
|
21 |
|
Mandala Multifinance |
|
|
42,400 |
|
|
|
8 |
|
Mitrabahtera Segara Sejati * |
|
|
337,947 |
|
|
|
22 |
|
Mitrabara Adiperdana |
|
|
36,000 |
|
|
|
10 |
|
Nippon Indosari Corpindo |
|
|
179,000 |
|
|
|
14 |
|
Resource Alam Indonesia |
|
|
633,307 |
|
|
|
14 |
|
Salim Ivomas Pratama |
|
|
184,952 |
|
|
|
4 |
|
Samudera Indonesia |
|
|
616,066 |
|
|
|
13 |
|
Soechi Lines * |
|
|
3,302,800 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
708 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.6% |
AerCap Holdings NV * |
|
|
607 |
|
|
|
47 |
|
AIB Group PLC |
|
|
198,592 |
|
|
|
921 |
|
| |
|
|
|
|
|
|
968 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.4% |
Camtek Ltd/Israel * |
|
|
603 |
|
|
|
48 |
|
Check Point Software Technologies Ltd * |
|
|
8,554 |
|
|
|
1,372 |
|
Nova Ltd * |
|
|
349 |
|
|
|
61 |
|
RADCOM * |
|
|
2,558 |
|
|
|
26 |
|
Wix.com Ltd * |
|
|
4,197 |
|
|
|
588 |
|
| |
|
|
|
|
|
|
2,095 |
|
| |
|
|
|
|
|
|
|
|
Italy — 1.5% |
A2A SpA |
|
|
26,902 |
|
|
|
49 |
|
Banca Popolare di Sondrio SPA * |
|
|
4,748 |
|
|
|
36 |
|
BPER Banca |
|
|
8,380 |
|
|
|
34 |
|
Brunello Cucinelli SpA |
|
|
795 |
|
|
|
95 |
|
Cembre |
|
|
1,157 |
|
|
|
51 |
|
Ferrari NV |
|
|
359 |
|
|
|
151 |
|
Intesa Sanpaolo SpA |
|
|
86,036 |
|
|
|
274 |
|
Orsero |
|
|
689 |
|
|
|
11 |
|
Powersoft |
|
|
2,500 |
|
|
|
41 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
489 |
|
|
|
27 |
|
Saipem SpA |
|
|
23,962 |
|
|
|
44 |
|
Sogefi * |
|
|
11,754 |
|
|
|
40 |
|
Stellantis NV |
|
|
47,709 |
|
|
|
1,246 |
|
Telecom Italia SpA/Milano * |
|
|
56,058 |
|
|
|
17 |
|
Terna - Rete Elettrica Nazionale |
|
|
3,578 |
|
|
|
28 |
|
UniCredit SpA |
|
|
6,565 |
|
|
|
220 |
|
| |
|
|
|
|
|
|
2,364 |
|
| |
|
|
|
|
|
|
|
|
Japan — 9.5% |
ABC-Mart Inc |
|
|
2,300 |
|
|
|
39 |
|
Ad-sol Nissin Corp |
|
|
1,200 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Advance Residence Investment Corp ‡ |
|
|
24 |
|
|
$ |
49 |
|
AGS |
|
|
5,000 |
|
|
|
30 |
|
Ainavo Holdings Co |
|
|
1,875 |
|
|
|
16 |
|
Anest Iwata Corp |
|
|
5,800 |
|
|
|
53 |
|
Atled |
|
|
1,100 |
|
|
|
11 |
|
Avant Group Corp |
|
|
2,400 |
|
|
|
22 |
|
Azbil Corp |
|
|
2,100 |
|
|
|
62 |
|
Bandai Namco Holdings Inc |
|
|
2,200 |
|
|
|
43 |
|
Brother Industries Ltd |
|
|
68,000 |
|
|
|
1,140 |
|
Business Brain Showa-Ota Inc |
|
|
3,300 |
|
|
|
50 |
|
Capcom Co Ltd |
|
|
5,846 |
|
|
|
235 |
|
Central Automotive Products |
|
|
600 |
|
|
|
22 |
|
Central Japan Railway Co |
|
|
6,500 |
|
|
|
164 |
|
Chilled & Frozen Logistics Holdings |
|
|
1,500 |
|
|
|
18 |
|
Chugai Pharmaceutical Co Ltd |
|
|
5,600 |
|
|
|
224 |
|
Comforia Residential REIT Inc ‡ |
|
|
14 |
|
|
|
27 |
|
COMSYS Holdings Corp |
|
|
1,700 |
|
|
|
38 |
|
Daiichi Sankyo Co Ltd |
|
|
3,600 |
|
|
|
120 |
|
Daisue Construction Co Ltd |
|
|
2,500 |
|
|
|
27 |
|
Daiwa Securities Group Inc |
|
|
40,600 |
|
|
|
299 |
|
Digital Arts Inc |
|
|
200 |
|
|
|
6 |
|
Disco Corp |
|
|
500 |
|
|
|
161 |
|
Dowa Holdings Co Ltd |
|
|
1,600 |
|
|
|
56 |
|
East Japan Railway Co |
|
|
1,500 |
|
|
|
89 |
|
Eisai Co Ltd |
|
|
600 |
|
|
|
25 |
|
en Japan Inc |
|
|
1,400 |
|
|
|
24 |
|
Enshu Truck |
|
|
600 |
|
|
|
10 |
|
Fast Retailing Co Ltd |
|
|
500 |
|
|
|
145 |
|
FTGroup |
|
|
5,200 |
|
|
|
43 |
|
Fuji Furukawa Engineering & Construction |
|
|
400 |
|
|
|
16 |
|
Fujii Sangyo |
|
|
600 |
|
|
|
11 |
|
Fujitsu Ltd |
|
|
3,374 |
|
|
|
527 |
|
GS Yuasa Corp |
|
|
1,400 |
|
|
|
26 |
|
Hisamitsu Pharmaceutical Co Inc |
|
|
900 |
|
|
|
23 |
|
Hokkaido Gas Co Ltd |
|
|
1,000 |
|
|
|
15 |
|
Hokuriku Gas |
|
|
300 |
|
|
|
7 |
|
Hoya Corp |
|
|
4,700 |
|
|
|
612 |
|
Idemitsu Kosan Co Ltd |
|
|
3,800 |
|
|
|
24 |
|
Inpex Corp |
|
|
1,800 |
|
|
|
24 |
|
Invincible Investment Corp ‡ |
|
|
185 |
|
|
|
76 |
|
Japan Exchange Group Inc |
|
|
1,700 |
|
|
|
44 |
|
Kajima Corp |
|
|
1,200 |
|
|
|
22 |
|
Kanefusa |
|
|
2,300 |
|
|
|
11 |
|
Kansai Electric Power Co Inc/The |
|
|
6,600 |
|
|
|
85 |
|
Kansai Paint Co Ltd |
|
|
3,800 |
|
|
|
55 |
|
KDX Realty Investment Corp ‡ |
|
|
29 |
|
|
|
30 |
|
Keio Corp |
|
|
2,200 |
|
|
|
62 |
|
Kewpie Corp |
|
|
2,800 |
|
|
|
52 |
|
Keyence Corp |
|
|
1,300 |
|
|
|
608 |
|
Kimura Unity Co Ltd |
|
|
2,700 |
|
|
|
30 |
|
Kirin Holdings Co Ltd |
|
|
2,600 |
|
|
|
36 |
|
Kita-Nippon Bank |
|
|
1,200 |
|
|
|
18 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Komatsu Ltd |
|
|
10,700 |
|
|
$ |
311 |
|
Kotobuki Spirits Co Ltd |
|
|
4,500 |
|
|
|
60 |
|
Kubota Corp |
|
|
7,600 |
|
|
|
111 |
|
Kyoritsu Maintenance Co Ltd |
|
|
1,100 |
|
|
|
46 |
|
Kyowa Electronic Instruments |
|
|
9,800 |
|
|
|
28 |
|
LY Corp |
|
|
9,700 |
|
|
|
27 |
|
M3 Inc |
|
|
43,000 |
|
|
|
617 |
|
Macnica Holdings Inc |
|
|
1,800 |
|
|
|
99 |
|
Matching Service Japan Co Ltd |
|
|
2,300 |
|
|
|
19 |
|
Matsui Construction |
|
|
5,100 |
|
|
|
29 |
|
Mazda Motor Corp |
|
|
4,800 |
|
|
|
56 |
|
Mitsui Fudosan Logistics Park Inc ‡ |
|
|
10 |
|
|
|
28 |
|
Murakami |
|
|
2,200 |
|
|
|
73 |
|
NEC Corp |
|
|
9,500 |
|
|
|
640 |
|
NEOJAPAN Inc |
|
|
3,400 |
|
|
|
26 |
|
Nicca Chemical |
|
|
1,500 |
|
|
|
9 |
|
Nice Corp |
|
|
1,700 |
|
|
|
18 |
|
Nichirei Corp |
|
|
2,200 |
|
|
|
55 |
|
Nihon Flush |
|
|
2,700 |
|
|
|
18 |
|
Nihon Trim Co Ltd |
|
|
1,000 |
|
|
|
24 |
|
Nikon Corp |
|
|
108,700 |
|
|
|
1,075 |
|
Nintendo Co Ltd |
|
|
900 |
|
|
|
51 |
|
Nippon Paint Holdings Co Ltd |
|
|
3,900 |
|
|
|
29 |
|
Nippon Steel Corp |
|
|
2,900 |
|
|
|
72 |
|
Nissan Motor Co Ltd |
|
|
57,500 |
|
|
|
226 |
|
Nissan Tokyo Sales Holdings Co Ltd |
|
|
16,600 |
|
|
|
59 |
|
Nissin Foods Holdings Co Ltd |
|
|
4,800 |
|
|
|
140 |
|
Niterra Co Ltd |
|
|
2,300 |
|
|
|
70 |
|
NJS |
|
|
1,900 |
|
|
|
36 |
|
Nomura Real Estate Holdings Inc |
|
|
1,200 |
|
|
|
30 |
|
OBIC Business Consultants Co Ltd |
|
|
1,400 |
|
|
|
67 |
|
Obic Co Ltd |
|
|
900 |
|
|
|
141 |
|
Ochi Holdings |
|
|
1,200 |
|
|
|
13 |
|
OIE Sangyo Co Ltd |
|
|
700 |
|
|
|
8 |
|
Okura Industrial Co Ltd |
|
|
1,100 |
|
|
|
24 |
|
Optim Corp * |
|
|
4,600 |
|
|
|
35 |
|
Oracle Corp Japan |
|
|
1,000 |
|
|
|
77 |
|
Oro Co Ltd |
|
|
4,200 |
|
|
|
77 |
|
Otsuka Holdings Co Ltd |
|
|
6,800 |
|
|
|
276 |
|
Park24 Co Ltd * |
|
|
2,100 |
|
|
|
25 |
|
Persol Holdings Co Ltd |
|
|
5,000 |
|
|
|
7 |
|
Pigeon Corp |
|
|
9,200 |
|
|
|
94 |
|
PR Times Corp * |
|
|
3,000 |
|
|
|
39 |
|
Rakus Co Ltd |
|
|
1,900 |
|
|
|
30 |
|
Recruit Holdings Co Ltd |
|
|
10,000 |
|
|
|
404 |
|
Riken Technos Corp |
|
|
9,200 |
|
|
|
60 |
|
Rohto Pharmaceutical Co Ltd |
|
|
3,100 |
|
|
|
63 |
|
Sanken Electric |
|
|
100 |
|
|
|
5 |
|
Sanrio Co Ltd |
|
|
1,600 |
|
|
|
90 |
|
Sanwa Holdings Corp |
|
|
4,900 |
|
|
|
87 |
|
Sapporo Holdings Ltd |
|
|
800 |
|
|
|
35 |
|
SCREEN Holdings Co Ltd |
|
|
3,000 |
|
|
|
376 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SCSK Corp |
|
|
3,900 |
|
|
$ |
72 |
|
Seed |
|
|
2,400 |
|
|
|
12 |
|
Sekisui Kasei |
|
|
6,800 |
|
|
|
22 |
|
Shimano Inc |
|
|
1,500 |
|
|
|
209 |
|
Shimojima |
|
|
2,400 |
|
|
|
21 |
|
SMK Corp |
|
|
500 |
|
|
|
8 |
|
SMS Co Ltd |
|
|
16,800 |
|
|
|
298 |
|
Sompo Holdings Inc |
|
|
800 |
|
|
|
47 |
|
Sotetsu Holdings Inc |
|
|
1,500 |
|
|
|
27 |
|
Subaru |
|
|
3,700 |
|
|
|
84 |
|
Taisho Pharmaceutical Holdings Co Ltd |
|
|
1,200 |
|
|
|
69 |
|
Takashimaya Co Ltd |
|
|
7,100 |
|
|
|
107 |
|
Takeuchi Manufacturing Co Ltd |
|
|
1,200 |
|
|
|
42 |
|
Tayca |
|
|
34 |
|
|
|
– |
|
Terumo Corp |
|
|
600 |
|
|
|
23 |
|
TIS Inc |
|
|
6,400 |
|
|
|
144 |
|
Tobu Railway Co Ltd |
|
|
1,000 |
|
|
|
26 |
|
Toei Animation Co Ltd |
|
|
2,100 |
|
|
|
260 |
|
Toell |
|
|
2,500 |
|
|
|
13 |
|
Toho System Science |
|
|
900 |
|
|
|
8 |
|
Tokyo Electron Ltd |
|
|
1,200 |
|
|
|
296 |
|
Tokyu Fudosan Holdings Corp |
|
|
19,600 |
|
|
|
129 |
|
Tonami Holdings |
|
|
600 |
|
|
|
18 |
|
Towa Bank |
|
|
10,000 |
|
|
|
46 |
|
Toyo Suisan Kaisha Ltd |
|
|
1,200 |
|
|
|
70 |
|
Toyoda Gosei Co Ltd |
|
|
2,700 |
|
|
|
56 |
|
Trend Micro Inc/Japan |
|
|
4,500 |
|
|
|
223 |
|
Tsubakimoto Kogyo Co Ltd |
|
|
700 |
|
|
|
33 |
|
TYK |
|
|
6,200 |
|
|
|
20 |
|
Yamaha Motor Co Ltd |
|
|
9,900 |
|
|
|
89 |
|
Yokogawa Electric Corp |
|
|
4,300 |
|
|
|
91 |
|
Yokohama Rubber Co Ltd/The |
|
|
1,500 |
|
|
|
40 |
|
Zensho Holdings Co Ltd |
|
|
900 |
|
|
|
39 |
|
ZIGExN Co Ltd |
|
|
29,400 |
|
|
|
110 |
|
ZOZO Inc |
|
|
1,500 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
14,576 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.8% |
SES SA, Cl A |
|
|
183,224 |
|
|
|
1,187 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.7% |
Allianz Malaysia |
|
|
13,700 |
|
|
|
54 |
|
AME Elite Consortium |
|
|
66,500 |
|
|
|
24 |
|
Bermaz Auto Bhd |
|
|
126,800 |
|
|
|
65 |
|
CB Industrial Product Holding |
|
|
160,100 |
|
|
|
46 |
|
CCK Consolidated Holdings |
|
|
206,500 |
|
|
|
42 |
|
Chin Well Holdings |
|
|
93,700 |
|
|
|
23 |
|
Dayang Enterprise Holdings |
|
|
211,000 |
|
|
|
104 |
|
Dialog Group Bhd |
|
|
74,900 |
|
|
|
33 |
|
Favelle Favco * |
|
|
25,000 |
|
|
|
11 |
|
Innoprise Plantations |
|
|
53,500 |
|
|
|
17 |
|
Kawan Food * |
|
|
166,200 |
|
|
|
63 |
|
Keck Seng Malaysia |
|
|
10,500 |
|
|
|
13 |
|
Kim Loong Resources |
|
|
164,100 |
|
|
|
74 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LBS Bina Group |
|
|
627,200 |
|
|
$ |
93 |
|
Mah Sing Group |
|
|
301,700 |
|
|
|
62 |
|
Malayan Flour |
|
|
200,400 |
|
|
|
27 |
|
MKH |
|
|
99,700 |
|
|
|
28 |
|
MNRB Holdings |
|
|
24,400 |
|
|
|
9 |
|
Padini Holdings |
|
|
21,400 |
|
|
|
15 |
|
Panasonic Manufacturing Malaysia |
|
|
4,700 |
|
|
|
18 |
|
Paramount |
|
|
206,300 |
|
|
|
47 |
|
Petron Malaysia Refining & Marketing |
|
|
45,100 |
|
|
|
44 |
|
Scicom MSC |
|
|
60,700 |
|
|
|
14 |
|
VSTECS |
|
|
27,200 |
|
|
|
9 |
|
Wellcall Holdings Bhd |
|
|
162,400 |
|
|
|
59 |
|
YTL Power International Bhd |
|
|
71,700 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
1,054 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.0% |
Grupo Financiero Inbursa SAB de CV, Cl O * |
|
|
10,300 |
|
|
|
31 |
|
Southern Copper Corp |
|
|
317 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
57 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 5.1% |
Adyen NV * |
|
|
20 |
|
|
|
32 |
|
Argenx SE ADR * |
|
|
16 |
|
|
|
6 |
|
ASM International NV * |
|
|
49 |
|
|
|
30 |
|
ASML Holding, Cl G |
|
|
245 |
|
|
|
233 |
|
ASML Holding NV |
|
|
1,216 |
|
|
|
1,145 |
|
Flow Traders |
|
|
41,442 |
|
|
|
746 |
|
Fugro NV * |
|
|
1,548 |
|
|
|
34 |
|
ING Groep NV |
|
|
9,494 |
|
|
|
130 |
|
Koninklijke KPN NV |
|
|
61,381 |
|
|
|
225 |
|
Koninklijke Philips NV * |
|
|
60,704 |
|
|
|
1,215 |
|
Shell PLC |
|
|
40,000 |
|
|
|
1,243 |
|
Signify NV |
|
|
47,833 |
|
|
|
1,283 |
|
SNS Reaal *(A) |
|
|
1,762 |
|
|
|
– |
|
Universal Music Group NV * |
|
|
21,258 |
|
|
|
641 |
|
Wolters Kluwer NV |
|
|
5,587 |
|
|
|
882 |
|
| |
|
|
|
|
|
|
7,845 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.1% |
Briscoe Group |
|
|
10,569 |
|
|
|
30 |
|
Gentrack Group * |
|
|
2,162 |
|
|
|
10 |
|
Rakon |
|
|
49,213 |
|
|
|
39 |
|
Steel & Tube Holdings |
|
|
43,347 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
108 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.5% |
AutoStore Holdings Ltd * |
|
|
96,946 |
|
|
|
156 |
|
DNB Bank ASA |
|
|
5,262 |
|
|
|
105 |
|
Gjensidige Forsikring ASA |
|
|
18,905 |
|
|
|
299 |
|
Odfjell SE, Cl A |
|
|
4,342 |
|
|
|
54 |
|
Reach Subsea |
|
|
55,919 |
|
|
|
29 |
|
Wallenius Wilhelmsen, Cl B |
|
|
3,671 |
|
|
|
35 |
|
Wilh Wilhelmsen Holding, Cl B |
|
|
397 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Wilson (A) |
|
|
2,535 |
|
|
$ |
16 |
|
| |
|
|
|
|
|
|
707 |
|
| |
|
|
|
|
|
|
|
|
Peru — 0.0% |
Credicorp Ltd |
|
|
138 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.1% |
BDO Unibank Inc |
|
|
17,094 |
|
|
|
47 |
|
Delta Djakarta |
|
|
34,500 |
|
|
|
7 |
|
Megaworld |
|
|
2,068,000 |
|
|
|
71 |
|
San Miguel Food and Beverage |
|
|
15,780 |
|
|
|
14 |
|
Semirara Mining & Power, Cl A |
|
|
17,400 |
|
|
|
10 |
|
SM Investments Corp |
|
|
1,680 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
177 |
|
| |
|
|
|
|
|
|
|
|
Poland — 0.5% |
AB SA * |
|
|
3,132 |
|
|
|
62 |
|
Alior Bank SA * |
|
|
1,500 |
|
|
|
36 |
|
Amica SA * |
|
|
721 |
|
|
|
14 |
|
Answear.com, Cl A * |
|
|
1,209 |
|
|
|
9 |
|
Arctic Paper SA * |
|
|
8,907 |
|
|
|
51 |
|
Bank Polska Kasa Opieki SA |
|
|
513 |
|
|
|
22 |
|
Budimex SA |
|
|
178 |
|
|
|
33 |
|
ComArch SA |
|
|
1,972 |
|
|
|
126 |
|
Enter Air * |
|
|
2,381 |
|
|
|
36 |
|
PGE Polska Grupa Energetyczna SA * |
|
|
37,908 |
|
|
|
76 |
|
PKP * |
|
|
20,870 |
|
|
|
72 |
|
Powszechna Kasa Oszczednosci Bank Polski SA |
|
|
7,172 |
|
|
|
100 |
|
Rainbow Tours SA |
|
|
4,113 |
|
|
|
68 |
|
Santander Bank Polska SA |
|
|
435 |
|
|
|
60 |
|
Stalprodukt SA |
|
|
672 |
|
|
|
35 |
|
Unimot SA |
|
|
313 |
|
|
|
10 |
|
VRG SA |
|
|
9,417 |
|
|
|
8 |
|
Wielton |
|
|
5,143 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
829 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.0% |
Banco Comercial Portugues SA, Cl R * |
|
|
98,192 |
|
|
|
29 |
|
Ibersol SGPS |
|
|
1,729 |
|
|
|
12 |
|
| |
|
|
|
|
|
|
41 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.3% |
Masraf Al Rayan QSC * |
|
|
36,977 |
|
|
|
26 |
|
Ooredoo QPSC |
|
|
146,969 |
|
|
|
459 |
|
Qatar National Cement |
|
|
35,899 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
522 |
|
| |
|
|
|
|
|
|
|
|
Romania — 0.0% |
NEPI Rockcastle NV |
|
|
3,427 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Exillon Energy PLC * |
|
|
4,819 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 0.2% |
Al Hammadi Holding |
|
|
1,308 |
|
|
|
23 |
|
Astra Industrial Group |
|
|
977 |
|
|
|
44 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dr Sulaiman Al Habib Medical Services Group Co |
|
|
344 |
|
|
$ |
30 |
|
Elm Co |
|
|
190 |
|
|
|
54 |
|
Etihad Etisalat Co * |
|
|
7,526 |
|
|
|
111 |
|
Saudia Dairy & Foodstuff Co |
|
|
380 |
|
|
|
39 |
|
| |
|
|
|
|
|
|
301 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.5% |
Boustead Singapore |
|
|
35,165 |
|
|
|
23 |
|
BRC Asia |
|
|
77,500 |
|
|
|
108 |
|
Centurion |
|
|
65,900 |
|
|
|
21 |
|
China Aviation Oil Singapore * |
|
|
18,900 |
|
|
|
13 |
|
DBS Group Holdings Ltd |
|
|
7,600 |
|
|
|
188 |
|
Delfi |
|
|
31,900 |
|
|
|
23 |
|
Grab Holdings Ltd, Cl A * |
|
|
8,597 |
|
|
|
27 |
|
HRnetgroup * |
|
|
56,500 |
|
|
|
31 |
|
IGG |
|
|
62,000 |
|
|
|
29 |
|
Marco Polo Marine Ltd |
|
|
1,612,100 |
|
|
|
67 |
|
NSL * |
|
|
17,900 |
|
|
|
9 |
|
OM Holdings |
|
|
105,911 |
|
|
|
29 |
|
Pacific Century Regional Developments * |
|
|
52,000 |
|
|
|
11 |
|
Samudera Shipping Line * |
|
|
78,200 |
|
|
|
42 |
|
Sembcorp Industries Ltd |
|
|
12,200 |
|
|
|
46 |
|
Sing Investments & Finance * |
|
|
32,550 |
|
|
|
25 |
|
Singapore Airlines Ltd |
|
|
25,000 |
|
|
|
120 |
|
| |
|
|
|
|
|
|
812 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 1.8% |
Anglo American PLC |
|
|
46,283 |
|
|
|
996 |
|
Clicks Group Ltd |
|
|
47,361 |
|
|
|
741 |
|
Combined Motor Holdings |
|
|
8,771 |
|
|
|
12 |
|
Karooooo |
|
|
688 |
|
|
|
17 |
|
Tiger Brands Ltd |
|
|
98,834 |
|
|
|
1,028 |
|
Zeda Ltd/South Africa * |
|
|
72,772 |
|
|
|
43 |
|
| |
|
|
|
|
|
|
2,837 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 4.8% |
Celltrion Inc |
|
|
202 |
|
|
|
27 |
|
CROWNHAITAI Holdings |
|
|
4,330 |
|
|
|
20 |
|
Dongwon * |
|
|
6,216 |
|
|
|
149 |
|
Eusu Holdings |
|
|
11,089 |
|
|
|
48 |
|
Fila Holdings Corp |
|
|
36,553 |
|
|
|
1,054 |
|
Hanmi Science Co ltd |
|
|
727 |
|
|
|
22 |
|
Hansol Holdings * |
|
|
7,879 |
|
|
|
18 |
|
Heungkuk Fire & Marine Insurance * |
|
|
12,490 |
|
|
|
46 |
|
HLB Inc * |
|
|
477 |
|
|
|
29 |
|
Hyundai Motor Co |
|
|
256 |
|
|
|
48 |
|
KB Financial Group Inc |
|
|
406 |
|
|
|
19 |
|
Kia Corp * |
|
|
1,179 |
|
|
|
110 |
|
KT&G Corp |
|
|
18,971 |
|
|
|
1,325 |
|
Kukbo Design |
|
|
1,270 |
|
|
|
14 |
|
LG Corp |
|
|
17,459 |
|
|
|
1,228 |
|
LG H&H Co Ltd |
|
|
4,905 |
|
|
|
1,175 |
|
Maeil Holdings |
|
|
9,522 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mecaro * |
|
|
1,068 |
|
|
$ |
7 |
|
MegaStudy |
|
|
4,696 |
|
|
|
39 |
|
Mirae Asset Life Insurance * |
|
|
4,310 |
|
|
|
16 |
|
Miwon Chemicals |
|
|
184 |
|
|
|
10 |
|
Muhak |
|
|
5,967 |
|
|
|
23 |
|
Multicampus Co Ltd |
|
|
1,570 |
|
|
|
43 |
|
NICE Holdings |
|
|
2,655 |
|
|
|
26 |
|
Rayence * |
|
|
2,918 |
|
|
|
20 |
|
Sajodaerim Corp |
|
|
1,153 |
|
|
|
31 |
|
Samsung Electronics Co Ltd |
|
|
28,504 |
|
|
|
1,571 |
|
SeAH Holdings |
|
|
92 |
|
|
|
8 |
|
SGC e Tec E&C * |
|
|
1,352 |
|
|
|
18 |
|
Shinsegae Food * |
|
|
626 |
|
|
|
18 |
|
SK Hynix Inc |
|
|
898 |
|
|
|
105 |
|
Tongyang Life Insurance Co Ltd * |
|
|
6,809 |
|
|
|
30 |
|
WiSoL * |
|
|
5,409 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
7,384 |
|
| |
|
|
|
|
|
|
|
|
Spain — 1.6% |
ACS Actividades de Construccion y Servicios SA |
|
|
929 |
|
|
|
38 |
|
Banco Santander SA |
|
|
46,004 |
|
|
|
191 |
|
CaixaBank SA |
|
|
5,926 |
|
|
|
27 |
|
Iberdrola SA * |
|
|
6,232 |
|
|
|
72 |
|
Industria de Diseno Textil SA |
|
|
46,266 |
|
|
|
2,053 |
|
| |
|
|
|
|
|
|
2,381 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 2.4% |
AAK AB |
|
|
1,372 |
|
|
|
30 |
|
Alfa Laval AB |
|
|
919 |
|
|
|
35 |
|
Assa Abloy AB, Cl B |
|
|
24,602 |
|
|
|
702 |
|
Atea * |
|
|
4,441 |
|
|
|
52 |
|
Atlas Copco AB, Cl A |
|
|
14,100 |
|
|
|
245 |
|
Castellum AB |
|
|
2,544 |
|
|
|
31 |
|
Fastighets AB Balder, Cl B * |
|
|
15,669 |
|
|
|
97 |
|
FM Mattsson Mora Group, Cl B |
|
|
67 |
|
|
|
– |
|
Hexagon AB, Cl B |
|
|
47,313 |
|
|
|
555 |
|
Indutrade AB |
|
|
1,347 |
|
|
|
36 |
|
Investor AB, Cl B |
|
|
9,840 |
|
|
|
248 |
|
ITAB Shop Concept |
|
|
16,439 |
|
|
|
31 |
|
Lindab International |
|
|
2,341 |
|
|
|
49 |
|
Proact IT Group |
|
|
4,524 |
|
|
|
47 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
5,837 |
|
|
|
87 |
|
SKF AB, Cl B |
|
|
3,452 |
|
|
|
75 |
|
Trelleborg AB, Cl B |
|
|
809 |
|
|
|
30 |
|
Volvo AB, Cl B |
|
|
48,939 |
|
|
|
1,348 |
|
Zinzino, Cl B |
|
|
1,556 |
|
|
|
12 |
|
| |
|
|
|
|
|
|
3,710 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 5.0% |
ABB Ltd |
|
|
17,008 |
|
|
|
787 |
|
Accelleron Industries AG |
|
|
1,498 |
|
|
|
51 |
|
Adecco Group AG |
|
|
1,639 |
|
|
|
66 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
7 |
|
|
|
86 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CPH Chemie & Papier Holding |
|
|
133 |
|
|
$ |
13 |
|
Givaudan SA |
|
|
14 |
|
|
|
59 |
|
Klingelnberg |
|
|
428 |
|
|
|
8 |
|
Kuehne + Nagel International AG |
|
|
234 |
|
|
|
79 |
|
Logitech International SA |
|
|
8,603 |
|
|
|
762 |
|
Novartis AG |
|
|
7,730 |
|
|
|
786 |
|
Partners Group Holding AG |
|
|
764 |
|
|
|
1,101 |
|
Phoenix Mecano * |
|
|
35 |
|
|
|
18 |
|
Roche Holding AG |
|
|
1,538 |
|
|
|
405 |
|
Sandoz Group AG * |
|
|
131 |
|
|
|
4 |
|
Schindler Holding AG |
|
|
429 |
|
|
|
113 |
|
Siegfried Holding AG * |
|
|
42 |
|
|
|
42 |
|
Sika |
|
|
1,802 |
|
|
|
523 |
|
Sonova Holding AG |
|
|
455 |
|
|
|
141 |
|
Swatch Group AG/The, Cl B |
|
|
4,731 |
|
|
|
1,121 |
|
Swiss Prime Site AG |
|
|
238 |
|
|
|
23 |
|
Swissquote Group Holding SA |
|
|
180 |
|
|
|
48 |
|
UBS Group AG |
|
|
25,890 |
|
|
|
741 |
|
VAT Group AG |
|
|
1,194 |
|
|
|
600 |
|
Zurich Insurance Group AG |
|
|
55 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
7,606 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 3.9% |
104 * |
|
|
9,000 |
|
|
|
63 |
|
Accton Technology Corp |
|
|
3,000 |
|
|
|
49 |
|
Acer Inc |
|
|
119,000 |
|
|
|
170 |
|
Asia Tech Image * |
|
|
43,000 |
|
|
|
93 |
|
ASROCK Inc |
|
|
5,000 |
|
|
|
40 |
|
Asustek Computer Inc |
|
|
35,000 |
|
|
|
504 |
|
Chicony Electronics Co Ltd |
|
|
7,000 |
|
|
|
42 |
|
Chien Kuo Construction |
|
|
39,000 |
|
|
|
22 |
|
Compal Electronics Inc |
|
|
176,000 |
|
|
|
203 |
|
Compeq Manufacturing Co Ltd |
|
|
12,000 |
|
|
|
29 |
|
CviLux |
|
|
37,000 |
|
|
|
55 |
|
Eagle Cold Storage Enterprise |
|
|
10,000 |
|
|
|
10 |
|
Elite Material Co Ltd * |
|
|
3,000 |
|
|
|
47 |
|
Ennoconn Corp |
|
|
14,000 |
|
|
|
132 |
|
Eva Airways Corp |
|
|
33,000 |
|
|
|
33 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
7,200 |
|
|
|
38 |
|
Forcecon Tech |
|
|
19,000 |
|
|
|
103 |
|
Formosa Optical Technology |
|
|
10,000 |
|
|
|
29 |
|
Fortune Electric Co Ltd |
|
|
2,000 |
|
|
|
34 |
|
General Plastic Industrial Co Ltd |
|
|
34,000 |
|
|
|
37 |
|
Genesis Technology |
|
|
7,199 |
|
|
|
16 |
|
Global Lighting Technologies * |
|
|
11,000 |
|
|
|
18 |
|
HIM International Music |
|
|
7,000 |
|
|
|
24 |
|
Insyde Software * |
|
|
18,000 |
|
|
|
167 |
|
Inventec |
|
|
3,502 |
|
|
|
6 |
|
ITE Technology Inc * |
|
|
22,000 |
|
|
|
115 |
|
Jia Wei Lifestyle |
|
|
9,000 |
|
|
|
18 |
|
Kingwaytek Technology * |
|
|
11,000 |
|
|
|
27 |
|
Lida Holdings |
|
|
13,000 |
|
|
|
13 |
|
Lotes Co Ltd |
|
|
8,000 |
|
|
|
259 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Makalot Industrial Co Ltd |
|
|
3,000 |
|
|
$ |
35 |
|
MediaTek Inc |
|
|
2,000 |
|
|
|
72 |
|
Micro-Star International Co Ltd |
|
|
12,000 |
|
|
|
73 |
|
Nishoku Technology |
|
|
7,000 |
|
|
|
27 |
|
Nova Technology * |
|
|
8,000 |
|
|
|
43 |
|
Novatek Microelectronics Corp |
|
|
21,000 |
|
|
|
399 |
|
Powertech Technology Inc |
|
|
8,000 |
|
|
|
40 |
|
Quanta Computer Inc |
|
|
8,000 |
|
|
|
59 |
|
Realtek Semiconductor Corp |
|
|
23,000 |
|
|
|
414 |
|
Rich Honour International Designs |
|
|
20,000 |
|
|
|
37 |
|
San Fang Chemical Industry Co Ltd |
|
|
17,000 |
|
|
|
14 |
|
Shih Her Technologies Inc |
|
|
15,000 |
|
|
|
60 |
|
Simplo Technology Co Ltd |
|
|
3,000 |
|
|
|
41 |
|
Sonix Technology |
|
|
9,000 |
|
|
|
15 |
|
Tainan Enterprises Co Ltd |
|
|
23,000 |
|
|
|
21 |
|
Taishin Financial Holding |
|
|
1,890 |
|
|
|
1 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
19,000 |
|
|
|
415 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
8,847 |
|
|
|
1,138 |
|
Tofu Restaurant |
|
|
6,000 |
|
|
|
51 |
|
Topco Technologies |
|
|
18,000 |
|
|
|
42 |
|
Tripod Technology Corp |
|
|
4,000 |
|
|
|
26 |
|
TSC Auto ID Technology |
|
|
5,499 |
|
|
|
41 |
|
Uni-President Enterprises Corp |
|
|
52,000 |
|
|
|
126 |
|
Wah Hong Industrial |
|
|
22,000 |
|
|
|
25 |
|
Well Shin Technology |
|
|
38,000 |
|
|
|
65 |
|
Wholetech System Hitech |
|
|
4,158 |
|
|
|
13 |
|
Wistron NeWeb Corp |
|
|
54,647 |
|
|
|
265 |
|
WT Microelectronics Co Ltd |
|
|
7,000 |
|
|
|
38 |
|
X-Legend Entertainment * |
|
|
9,000 |
|
|
|
23 |
|
Ya Horng Electronic * |
|
|
11,000 |
|
|
|
23 |
|
Yield Microelectronics Corp |
|
|
2,285 |
|
|
|
9 |
|
Yuen Foong Yu Consumer Products |
|
|
11,000 |
|
|
|
16 |
|
| |
|
|
|
|
|
|
6,063 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.7% |
Bangkok Bank PCL |
|
|
12,400 |
|
|
|
50 |
|
Bangkok Bank PCL NVDR |
|
|
85,400 |
|
|
|
341 |
|
Bangkok Dusit Medical Services PCL NVDR |
|
|
67,300 |
|
|
|
54 |
|
Central Pattana PCL NVDR |
|
|
13,000 |
|
|
|
24 |
|
Interlink Communication NVDR |
|
|
109,100 |
|
|
|
23 |
|
Kang Yong Electric |
|
|
1,100 |
|
|
|
10 |
|
Krung Thai Bank PCL NVDR |
|
|
64,900 |
|
|
|
29 |
|
Ladprao General Hospital |
|
|
74,100 |
|
|
|
10 |
|
Lanna Resources |
|
|
304,400 |
|
|
|
128 |
|
Lanna Resources PCL NVDR |
|
|
138,600 |
|
|
|
58 |
|
Mermaid Maritime * |
|
|
454,300 |
|
|
|
34 |
|
Namyong Terminal NVDR |
|
|
335,700 |
|
|
|
43 |
|
Precise NVDR |
|
|
195,200 |
|
|
|
17 |
|
PTT Exploration & Production PCL NVDR |
|
|
21,200 |
|
|
|
89 |
|
Srivichai Vejvivat |
|
|
44,600 |
|
|
|
10 |
|
Thai Oil PCL NVDR |
|
|
1,962 |
|
|
|
3 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Thai Stanley Electric PCL |
|
|
7,500 |
|
|
$ |
46 |
|
Thai Wah NVDR |
|
|
24,100 |
|
|
|
2 |
|
Thantawan Industry |
|
|
8,900 |
|
|
|
7 |
|
TMBThanachart Bank PCL NVDR |
|
|
1,117,700 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
1,035 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 0.2% |
Agesa Hayat ve Emeklilik AS |
|
|
33,709 |
|
|
|
69 |
|
Eldorado Gold Corp * |
|
|
2,183 |
|
|
|
23 |
|
Migros Ticaret |
|
|
663 |
|
|
|
10 |
|
Turk Hava Yollari AO * |
|
|
4,078 |
|
|
|
37 |
|
Turkiye Is Bankasi AS, Cl C |
|
|
75,522 |
|
|
|
27 |
|
Turkiye Petrol Rafinerileri AS |
|
|
1,483 |
|
|
|
8 |
|
Yapi ve Kredi Bankasi AS |
|
|
80,041 |
|
|
|
59 |
|
| |
|
|
|
|
|
|
233 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.3% |
Abu Dhabi Islamic Bank PJSC |
|
|
11,272 |
|
|
|
35 |
|
Abu Dhabi National Insurance PSC |
|
|
6,055 |
|
|
|
10 |
|
Air Arabia PJSC |
|
|
41,698 |
|
|
|
32 |
|
Emaar Properties PJSC |
|
|
22,199 |
|
|
|
49 |
|
Emirates NBD Bank PJSC |
|
|
30,198 |
|
|
|
150 |
|
Gulf Marine Services * |
|
|
158,134 |
|
|
|
34 |
|
Orascom Construction |
|
|
15,067 |
|
|
|
141 |
|
| |
|
|
|
|
|
|
451 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 9.8% |
Allfunds Group Plc * |
|
|
22,672 |
|
|
|
161 |
|
Barclays PLC |
|
|
718,210 |
|
|
|
1,494 |
|
BP PLC |
|
|
200,000 |
|
|
|
1,165 |
|
BP PLC ADR |
|
|
3,570 |
|
|
|
125 |
|
Breedon Group PLC |
|
|
26,575 |
|
|
|
124 |
|
Burberry Group PLC |
|
|
64,234 |
|
|
|
1,044 |
|
Bytes Technology Group PLC |
|
|
3,949 |
|
|
|
28 |
|
Centrica PLC |
|
|
14,532 |
|
|
|
23 |
|
Cerillion |
|
|
2,897 |
|
|
|
57 |
|
Costain Group |
|
|
104,879 |
|
|
|
81 |
|
Diageo PLC |
|
|
15,253 |
|
|
|
571 |
|
Diploma PLC |
|
|
8,715 |
|
|
|
381 |
|
dotdigital group plc |
|
|
13,500 |
|
|
|
16 |
|
Experian PLC |
|
|
16,597 |
|
|
|
711 |
|
GSK PLC |
|
|
59,368 |
|
|
|
1,250 |
|
Halma PLC |
|
|
20,012 |
|
|
|
583 |
|
Hargreaves Services |
|
|
5,863 |
|
|
|
39 |
|
Imperial Brands PLC |
|
|
58,251 |
|
|
|
1,256 |
|
Investec PLC |
|
|
72,074 |
|
|
|
450 |
|
ITV PLC |
|
|
1,333,564 |
|
|
|
944 |
|
Johnson Service Group |
|
|
58,844 |
|
|
|
106 |
|
Kier Group * |
|
|
7,038 |
|
|
|
12 |
|
London Stock Exchange Group PLC |
|
|
5,630 |
|
|
|
632 |
|
Macfarlane Group |
|
|
19,861 |
|
|
|
31 |
|
Mears Group |
|
|
59,243 |
|
|
|
265 |
|
Mercia Asset Management |
|
|
42,073 |
|
|
|
16 |
|
Morgan Sindall Group PLC |
|
|
2,919 |
|
|
|
87 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Norcros PLC |
|
|
9,930 |
|
|
$ |
22 |
|
NWF Group PLC |
|
|
8,792 |
|
|
|
20 |
|
Odfjell Technology |
|
|
8,162 |
|
|
|
47 |
|
Record |
|
|
15,071 |
|
|
|
13 |
|
RELX PLC |
|
|
19,558 |
|
|
|
856 |
|
Severfield |
|
|
62,258 |
|
|
|
39 |
|
Standard Chartered PLC |
|
|
130,000 |
|
|
|
1,098 |
|
Tatton Asset Management PLC |
|
|
2,276 |
|
|
|
16 |
|
Victorian Plumbing Group |
|
|
8,761 |
|
|
|
9 |
|
WPP PLC |
|
|
135,000 |
|
|
|
1,208 |
|
XPS Pensions Group PLC |
|
|
2,585 |
|
|
|
7 |
|
| |
|
|
|
|
|
|
14,987 |
|
| |
|
|
|
|
|
|
|
|
United States — 5.0% |
Accenture PLC, Cl A |
|
|
2,574 |
|
|
|
965 |
|
Aon PLC, Cl A |
|
|
3,251 |
|
|
|
1,027 |
|
CyberArk Software Ltd * |
|
|
645 |
|
|
|
170 |
|
Harley-Davidson Inc |
|
|
30,166 |
|
|
|
1,094 |
|
Intel Corp |
|
|
23,180 |
|
|
|
998 |
|
Kyndryl Holdings Inc * |
|
|
58,247 |
|
|
|
1,280 |
|
Monday.com Ltd * |
|
|
993 |
|
|
|
221 |
|
Spotify Technology SA * |
|
|
2,538 |
|
|
|
651 |
|
Western Union Co/The |
|
|
89,464 |
|
|
|
1,200 |
|
| |
|
|
|
|
|
|
7,606 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $131,640) ($ Thousands) |
|
|
|
|
|
|
143,543 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 1.2% |
Germany — 1.2% |
Henkel AG & Co KGaA (B) |
|
|
16,896 |
|
|
|
1,272 |
|
Sartorius AG (B) |
|
|
1,569 |
|
|
|
594 |
|
| |
|
|
|
|
|
|
1,866 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $1,941) ($ Thousands) |
|
|
|
|
|
|
1,866 |
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 0.1% |
United States — 0.1% |
iShares Core MSCI EAFE ETF |
|
|
871 |
|
|
|
63 |
|
iShares MSCI Emerging Markets ETF |
|
|
655 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $88) ($ Thousands) |
|
|
|
|
|
|
89 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
2,889,470 |
|
|
$ |
2,889 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $2,889) ($ Thousands) |
|
|
|
|
|
|
2,889 |
|
Total Investments in Securities — 96.6% |
|
|
|
|
|
|
|
|
(Cost $136,558) ($ Thousands) |
|
$ |
148,387 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
15 |
|
|
|
Mar-2024 |
|
|
$ |
772 |
|
|
$ |
794 |
|
|
$ |
19 |
|
FTSE 100 Index |
|
|
5 |
|
|
|
Mar-2024 |
|
|
|
478 |
|
|
|
483 |
|
|
|
3 |
|
Hang Seng Index |
|
|
2 |
|
|
|
Mar-2024 |
|
|
|
214 |
|
|
|
210 |
|
|
|
(4 |
) |
S&P TSX 60 Index |
|
|
3 |
|
|
|
Mar-2024 |
|
|
|
571 |
|
|
|
571 |
|
|
|
2 |
|
SPI 200 Index |
|
|
4 |
|
|
|
Mar-2024 |
|
|
|
496 |
|
|
|
499 |
|
|
|
4 |
|
TOPIX Index |
|
|
3 |
|
|
|
Mar-2024 |
|
|
|
529 |
|
|
|
537 |
|
|
|
6 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
3,060 |
|
|
$ |
3,094 |
|
|
$ |
30 |
|
A list of the open OTC swap agreement held by the Fund at February 29, 2024, is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
U.S. Custom Basket of Securities |
|
|
|
1 Month + 5.33 |
% |
|
ASSET RETURN |
|
|
|
Annually |
|
|
|
12/31/2049 |
|
|
|
USD |
|
|
|
306 |
|
|
$ |
423 |
|
|
$ |
– |
|
|
$ |
423 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
423 |
|
|
$ |
– |
|
|
$ |
423 |
|
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 29, 2024:
United States Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
21,000 |
|
TOYOTA MOTOR CORP |
|
$ |
385 |
|
|
$ |
118 |
|
|
|
125.8 |
% |
| |
|
475 |
|
ASML Holding N.V. New York Registry Share |
|
|
358 |
|
|
|
91 |
|
|
|
116.8 |
|
| |
|
6,300 |
|
ITOCHU CORP |
|
|
259 |
|
|
|
12 |
|
|
|
84.5 |
|
| |
|
286 |
|
MH MOET HENNESSY LOUIS VUITT |
|
|
248 |
|
|
|
12 |
|
|
|
81.1 |
|
| |
|
6,000 |
|
ORIENTAL LAND CO LTD |
|
|
223 |
|
|
|
(17 |
) |
|
|
72.8 |
|
| |
|
2,945 |
|
CRH PLC |
|
|
198 |
|
|
|
44 |
|
|
|
64.8 |
|
| |
|
968 |
|
AIR LIQUIDE |
|
|
186 |
|
|
|
9 |
|
|
|
60.7 |
|
| |
|
5,989 |
|
3I GROUP PLC |
|
|
179 |
|
|
|
6 |
|
|
|
58.3 |
|
| |
|
7,500 |
|
PAN PACIFIC INTERNATIONAL HOLDINGS CORP |
|
|
178 |
|
|
|
(3 |
) |
|
|
58.1 |
|
| |
|
2,300 |
|
STANTEC INC |
|
|
175 |
|
|
|
15 |
|
|
|
57.2 |
|
| |
|
12,900 |
|
SEVEN I HOLDINGS CO LTD |
|
|
166 |
|
|
|
24 |
|
|
|
54.3 |
|
| |
|
3,588 |
|
RELX PLC |
|
|
138 |
|
|
|
18 |
|
|
|
45.0 |
|
| |
|
9,408 |
|
NATIONAL GRID PLC |
|
|
128 |
|
|
|
(6 |
) |
|
|
41.8 |
|
| |
|
106,800 |
|
NIPPON TELEGRAPH TELEPHONE CORP |
|
|
128 |
|
|
|
1 |
|
|
|
41.8 |
|
| |
|
10,500 |
|
SANKYO CO LTD |
|
|
125 |
|
|
|
(5 |
) |
|
|
40.8 |
|
| |
|
2,666 |
|
EXPERIAN PLC |
|
|
114 |
|
|
|
(1 |
) |
|
|
37.4 |
|
| |
|
5,000 |
|
ANA HOLDINGS INC |
|
|
109 |
|
|
|
- |
|
|
|
35.6 |
|
| |
|
1,469 |
|
RIO TINTO PLC |
|
|
105 |
|
|
|
(12 |
) |
|
|
34.4 |
|
| |
|
1,564 |
|
COCA-COLA EUROPACIFIC PARTNERS |
|
|
105 |
|
|
|
2 |
|
|
|
34.3 |
|
| |
|
755 |
|
FOMENTO ECONOMICO MEXICANO SAB |
|
|
102 |
|
|
|
(9 |
) |
|
|
33.3 |
|
| |
|
2,575 |
|
NN GROUP |
|
|
100 |
|
|
|
15 |
|
|
|
32.7 |
|
| |
|
1,100 |
|
HITACHI LTD |
|
|
89 |
|
|
|
4 |
|
|
|
29.0 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
4,100 |
|
TIS INC |
|
$ |
89 |
|
|
$ |
3 |
|
|
|
29.0 |
% |
| |
|
849 |
|
NEXT PLC |
|
|
88 |
|
|
|
- |
|
|
|
28.7 |
|
| |
|
2,295 |
|
ACCOR SA |
|
|
87 |
|
|
|
12 |
|
|
|
28.3 |
|
| |
|
7,837 |
|
VIVENDI |
|
|
86 |
|
|
|
2 |
|
|
|
27.9 |
|
| |
|
1,751 |
|
SPECTRIS PLC |
|
|
83 |
|
|
|
(6 |
) |
|
|
26.9 |
|
| |
|
6,014 |
|
UNITE GROUP PLC/THE |
|
|
80 |
|
|
|
(8 |
) |
|
|
26.0 |
|
| |
|
2,366 |
|
SHELL PLC |
|
|
78 |
|
|
|
(4 |
) |
|
|
25.4 |
|
| |
|
35,927 |
|
TRITAX BIG BOX REIT PLC |
|
|
75 |
|
|
|
(9 |
) |
|
|
24.6 |
|
| |
|
22,650 |
|
MARKS & SPENCER GROUP PLC |
|
|
75 |
|
|
|
(8 |
) |
|
|
24.6 |
|
| |
|
10,233 |
|
RIGHTMOVE PLC |
|
|
72 |
|
|
|
- |
|
|
|
23.6 |
|
| |
|
18,995 |
|
ROLLS-ROYCE HOLDINGS PLC |
|
|
70 |
|
|
|
18 |
|
|
|
22.8 |
|
| |
|
736 |
|
INTERCONTINENTAL HOTELS GROU |
|
|
66 |
|
|
|
11 |
|
|
|
21.6 |
|
| |
|
13,051 |
|
BRITISH LAND CO PLC |
|
|
66 |
|
|
|
(9 |
) |
|
|
21.5 |
|
| |
|
18,077 |
|
TESCO PLC |
|
|
64 |
|
|
|
(1 |
) |
|
|
20.9 |
|
| |
|
5,262 |
|
MEDIOBANCA |
|
|
64 |
|
|
|
7 |
|
|
|
20.9 |
|
| |
|
2,903 |
|
GSK PLC |
|
|
61 |
|
|
|
- |
|
|
|
20.0 |
|
| |
|
1,380 |
|
WHITBREAD PLC |
|
|
61 |
|
|
|
(4 |
) |
|
|
19.9 |
|
| |
|
303 |
|
SCHNEIDER SA |
|
|
59 |
|
|
|
9 |
|
|
|
19.3 |
|
| |
|
1,100 |
|
TDK CORP |
|
|
58 |
|
|
|
(1 |
) |
|
|
18.8 |
|
| |
|
2,400 |
|
KUSURI NO AOKI HOLDINGS CO LTD |
|
|
57 |
|
|
|
(7 |
) |
|
|
18.6 |
|
| |
|
1,210 |
|
DIPLOMA PLC |
|
|
55 |
|
|
|
(2 |
) |
|
|
17.9 |
|
| |
|
620 |
|
KINGSPAN GROUP |
|
|
55 |
|
|
|
1 |
|
|
|
17.8 |
|
| |
|
586 |
|
PUBLICIS |
|
|
53 |
|
|
|
8 |
|
|
|
17.4 |
|
| |
|
646 |
|
LEG IMMOBILIEN SE |
|
|
52 |
|
|
|
(5 |
) |
|
|
17.1 |
|
| |
|
124,200 |
|
YTL CORPORATION |
|
|
51 |
|
|
|
25 |
|
|
|
16.6 |
|
| |
|
403 |
|
GAMES WORKSHOP GROUP PLC |
|
|
50 |
|
|
|
(2 |
) |
|
|
16.4 |
|
| |
|
3,509 |
|
CREDIT AGRICOLE |
|
|
50 |
|
|
|
(3 |
) |
|
|
16.2 |
|
| |
|
177 |
|
ICON PLC |
|
|
49 |
|
|
|
7 |
|
|
|
16.0 |
|
| |
|
178 |
|
SIKA FIN I |
|
|
49 |
|
|
|
4 |
|
|
|
15.9 |
|
| |
|
2,177 |
|
HIKMA PHARMACEUTICALS PLC |
|
|
48 |
|
|
|
6 |
|
|
|
15.6 |
|
| |
|
466 |
|
ROYAL BK CAN |
|
|
46 |
|
|
|
(1 |
) |
|
|
14.9 |
|
| |
|
3,049 |
|
SAGE GROUP PLC/THE |
|
|
45 |
|
|
|
3 |
|
|
|
14.8 |
|
| |
|
5,125 |
|
YELLOW CAKE PLC |
|
|
40 |
|
|
|
(1 |
) |
|
|
13.1 |
|
| |
|
343 |
|
LONDON STOCK EXCHANGE GROUP |
|
|
39 |
|
|
|
(1 |
) |
|
|
12.8 |
|
| |
|
2,679 |
|
BAE SYSTEMS PLC |
|
|
36 |
|
|
|
6 |
|
|
|
11.8 |
|
| |
|
1,173 |
|
COCA-COLA HBC AG-DI |
|
|
34 |
|
|
|
2 |
|
|
|
11.1 |
|
| |
|
444 |
|
JYP ENTERTAINMENT CORP |
|
|
32 |
|
|
|
(8 |
) |
|
|
10.5 |
|
| |
|
8,705 |
|
ASCENTIAL PLC |
|
|
32 |
|
|
|
- |
|
|
|
10.5 |
|
| |
|
2,376 |
|
TAG IMMOBILIEN AG |
|
|
32 |
|
|
|
(3 |
) |
|
|
10.4 |
|
| |
|
24,581 |
|
CENTAMIN PLC |
|
|
30 |
|
|
|
(2 |
) |
|
|
9.9 |
|
| |
|
233 |
|
GTT |
|
|
30 |
|
|
|
6 |
|
|
|
9.8 |
|
| |
|
6,093 |
|
DOMINO'S PIZZA GROUP PLC |
|
|
30 |
|
|
|
(4 |
) |
|
|
9.8 |
|
| |
|
13,369 |
|
EMERALD RESOURCES NL |
|
|
30 |
|
|
|
(6 |
) |
|
|
9.7 |
|
| |
|
1,419 |
|
ELIS SA |
|
|
29 |
|
|
|
3 |
|
|
|
9.5 |
|
| |
|
221 |
|
ARM HOLDINGS PLC |
|
|
29 |
|
|
|
2 |
|
|
|
9.5 |
|
| |
|
908 |
|
RUSSEL METAL |
|
|
29 |
|
|
|
1 |
|
|
|
9.4 |
|
| |
|
11,372 |
|
LONDONMETRIC PROPERTY PLC |
|
|
29 |
|
|
|
(3 |
) |
|
|
9.3 |
|
| |
|
1,933 |
|
BIG YELLOW GROUP PLC |
|
|
28 |
|
|
|
(4 |
) |
|
|
9.3 |
|
| |
|
1,572 |
|
PERSIMMON PLC |
|
|
27 |
|
|
|
- |
|
|
|
8.9 |
|
| |
|
225 |
|
ELIA GROUP SA/NV |
|
|
27 |
|
|
|
(4 |
) |
|
|
8.8 |
|
| |
|
940 |
|
HALMA PLC |
|
|
27 |
|
|
|
- |
|
|
|
8.8 |
|
| |
|
1,379 |
|
CONSTELLIUM SE |
|
|
27 |
|
|
|
- |
|
|
|
8.7 |
|
| |
|
2,467 |
|
WISE PLC - A |
|
|
27 |
|
|
|
2 |
|
|
|
8.7 |
|
| |
|
2,811 |
|
FABEGE |
|
|
26 |
|
|
|
(4 |
) |
|
|
8.6 |
|
| |
|
430 |
|
BERKELEY GROUP HOLDINGS/THE |
|
|
26 |
|
|
|
(1 |
) |
|
|
8.6 |
|
| |
|
3,128 |
|
LAND SECURITIES GROUP PLC |
|
|
26 |
|
|
|
(2 |
) |
|
|
8.6 |
|
| |
|
630 |
|
LA FRAN DJ |
|
|
26 |
|
|
|
- |
|
|
|
8.6 |
|
| |
|
4,350 |
|
BP PLC |
|
|
26 |
|
|
|
(1 |
) |
|
|
8.5 |
|
| |
|
244 |
|
NOVARTIS AG |
|
|
26 |
|
|
|
(2 |
) |
|
|
8.5 |
|
| |
|
958 |
|
KLEPIERRE |
|
|
26 |
|
|
|
(1 |
) |
|
|
8.3 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
3,637 |
|
EASYJET PLC |
|
$ |
25 |
|
|
$ |
- |
|
|
|
8.3 |
% |
| |
|
3,738 |
|
INVESTEC PLC |
|
|
25 |
|
|
|
(2 |
) |
|
|
8.1 |
|
| |
|
312 |
|
UNIBAIL-RODAMCO-WESTFIELD |
|
|
23 |
|
|
|
- |
|
|
|
7.6 |
|
| |
|
4,763 |
|
DARKTRACE PLC |
|
|
21 |
|
|
|
- |
|
|
|
6.9 |
|
The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of February 29, 2024:
United States Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(10,100 |
) |
SEKISUI HOUSE LTD |
|
$ |
(224 |
) |
|
$ |
(2 |
) |
|
|
(73.0 |
)% |
| |
|
(4,008 |
) |
BK NOVA SCOTIA |
|
|
(186 |
) |
|
|
(10 |
) |
|
|
(60.7 |
) |
| |
|
(12,800 |
) |
KYOCERA CORP |
|
|
(183 |
) |
|
|
(4 |
) |
|
|
(59.7 |
) |
| |
|
(4,400 |
) |
KAO CORP |
|
|
(180 |
) |
|
|
15 |
|
|
|
(58.9 |
) |
| |
|
(4,200 |
) |
AGC INC |
|
|
(159 |
) |
|
|
10 |
|
|
|
(51.9 |
) |
| |
|
(4,015 |
) |
EMERA INC |
|
|
(149 |
) |
|
|
7 |
|
|
|
(48.6 |
) |
| |
|
(7,600 |
) |
SEIKO EPSON CORP |
|
|
(121 |
) |
|
|
(1 |
) |
|
|
(39.6 |
) |
| |
|
(800 |
) |
FUJITSU LTD |
|
|
(117 |
) |
|
|
(7 |
) |
|
|
(38.2 |
) |
| |
|
(1,087 |
) |
CDN TIRE CP A |
|
|
(115 |
) |
|
|
4 |
|
|
|
(37.6 |
) |
| |
|
(1,000 |
) |
HIROSE ELECTRIC CO LTD |
|
|
(115 |
) |
|
|
9 |
|
|
|
(37.4 |
) |
| |
|
(3,400 |
) |
SUNTORY BEVERAGE FOOD LTD |
|
|
(111 |
) |
|
|
- |
|
|
|
(36.3 |
) |
| |
|
(843 |
) |
SPIRAX-SARCO ENGINEERING PLC |
|
|
(110 |
) |
|
|
1 |
|
|
|
(36.0 |
) |
| |
|
(7,200 |
) |
SEINO HOLDINGS CO LTD |
|
|
(105 |
) |
|
|
4 |
|
|
|
(34.1 |
) |
| |
|
(14,300 |
) |
ASAHI KASEI CORP |
|
|
(103 |
) |
|
|
4 |
|
|
|
(33.5 |
) |
| |
|
(11,700 |
) |
RICOH CO LTD |
|
|
(98 |
) |
|
|
1 |
|
|
|
(32.1 |
) |
| |
|
(5,000 |
) |
ROHM CO LTD |
|
|
(93 |
) |
|
|
9 |
|
|
|
(30.4 |
) |
| |
|
(4,100 |
) |
DMG MORI CO LTD |
|
|
(90 |
) |
|
|
(4 |
) |
|
|
(29.4 |
) |
| |
|
(6,100 |
) |
SG HOLDINGS CO LTD |
|
|
(88 |
) |
|
|
12 |
|
|
|
(28.7 |
) |
| |
|
(16,400 |
) |
NSK LTD |
|
|
(87 |
) |
|
|
(2 |
) |
|
|
(28.3 |
) |
| |
|
(1,951 |
) |
QIAGEN NV |
|
|
(85 |
) |
|
|
- |
|
|
|
(27.9 |
) |
| |
|
(11,100 |
) |
HAKUHODO DY HOLDINGS INC |
|
|
(84 |
) |
|
|
(19 |
) |
|
|
(27.3 |
) |
| |
|
(4,000 |
) |
OSAKA GAS CO LTD |
|
|
(82 |
) |
|
|
3 |
|
|
|
(26.7 |
) |
| |
|
(5,100 |
) |
ELECTRIC POWER DEVELOPMENT CO LTD |
|
|
(82 |
) |
|
|
(1 |
) |
|
|
(26.6 |
) |
| |
|
(11,600 |
) |
SHIMIZU CORP |
|
|
(76 |
) |
|
|
10 |
|
|
|
(24.9 |
) |
| |
|
(3,857 |
) |
EVONIK INDUSTR |
|
|
(76 |
) |
|
|
5 |
|
|
|
(24.8 |
) |
| |
|
(24,900 |
) |
YAMADA HOLDINGS CO LTD |
|
|
(75 |
) |
|
|
4 |
|
|
|
(24.4 |
) |
| |
|
(4,800 |
) |
UBE CORP |
|
|
(75 |
) |
|
|
(5 |
) |
|
|
(24.4 |
) |
| |
|
(6,500 |
) |
HULIC CO LTD |
|
|
(68 |
) |
|
|
4 |
|
|
|
(22.3 |
) |
| |
|
(1,946 |
) |
TENARIS SA |
|
|
(68 |
) |
|
|
- |
|
|
|
(22.3 |
) |
| |
|
(2,400 |
) |
TAKEDA PHARMACEUTICAL CO LTD |
|
|
(68 |
) |
|
|
(2 |
) |
|
|
(22.1 |
) |
| |
|
(1,800 |
) |
ZENKOKU HOSHO CO LTD |
|
|
(66 |
) |
|
|
1 |
|
|
|
(21.6 |
) |
| |
|
(26,800 |
) |
SUMITOMO CHEMICAL CO LTD |
|
|
(63 |
) |
|
|
9 |
|
|
|
(20.6 |
) |
| |
|
(6,500 |
) |
VENTURE CORPORATION LTD |
|
|
(63 |
) |
|
|
(4 |
) |
|
|
(20.6 |
) |
| |
|
(4,900 |
) |
HASEKO CORP |
|
|
(62 |
) |
|
|
1 |
|
|
|
(20.1 |
) |
| |
|
(1,500 |
) |
HAMAMATSU PHOTONICS KK |
|
|
(61 |
) |
|
|
7 |
|
|
|
(19.8 |
) |
| |
|
(3,900 |
) |
SUMCO CORP |
|
|
(60 |
) |
|
|
(1 |
) |
|
|
(19.6 |
) |
| |
|
(6,500 |
) |
KS HOLDINGS CORP |
|
|
(60 |
) |
|
|
4 |
|
|
|
(19.6 |
) |
| |
|
(10,409 |
) |
SCHRODERS PLC |
|
|
(58 |
) |
|
|
7 |
|
|
|
(18.9 |
) |
| |
|
(5,600 |
) |
JAPAN POST BANK CO LTD |
|
|
(57 |
) |
|
|
(2 |
) |
|
|
(18.7 |
) |
| |
|
(4,600 |
) |
LIXIL CORP |
|
|
(56 |
) |
|
|
(2 |
) |
|
|
(18.3 |
) |
| |
|
(11,965 |
) |
MANDATUM OYJ/SH |
|
|
(55 |
) |
|
|
2 |
|
|
|
(17.9 |
) |
| |
|
(30,100 |
) |
SINGAPORE TELECOMMUNICATIONS |
|
|
(54 |
) |
|
|
2 |
|
|
|
(17.7 |
) |
| |
|
(3,000 |
) |
ONO PHARMACEUTICAL CO LTD |
|
|
(54 |
) |
|
|
8 |
|
|
|
(17.6 |
) |
| |
|
(2,664 |
) |
SUMITOMO MITSUI TRUST HOLDINGS INC |
|
|
(51 |
) |
|
|
(3 |
) |
|
|
(16.6 |
) |
| |
|
(6,809 |
) |
BEAZLEY IRELAND HOLDINGS PLC |
|
|
(49 |
) |
|
|
(7 |
) |
|
|
(16.1 |
) |
| |
|
(23,900 |
) |
SATS LTD |
|
|
(48 |
) |
|
|
2 |
|
|
|
(15.8 |
) |
| |
|
(2,100 |
) |
YAMAHA CORP |
|
|
(48 |
) |
|
|
3 |
|
|
|
(15.7 |
) |
| |
|
(1,017 |
) |
ASR NEDERLND AIW |
|
|
(48 |
) |
|
|
1 |
|
|
|
(15.6 |
) |
| |
|
(48,600 |
) |
SUNTEC REIT |
|
|
(45 |
) |
|
|
2 |
|
|
|
(14.5 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(668 |
) |
RB GLOBAL INC |
|
$ |
(44 |
) |
|
$ |
(6 |
) |
|
|
(14.4 |
)% |
| |
|
(2,055 |
) |
SAPUTO GP |
|
|
(43 |
) |
|
|
1 |
|
|
|
(14.0 |
) |
| |
|
(37,200 |
) |
MAPLETREE PAN ASIA COMMERCIAL |
|
|
(42 |
) |
|
|
7 |
|
|
|
(13.9 |
) |
| |
|
(3,833 |
) |
DAVIDE CAMPARI-MILANO NV |
|
|
(42 |
) |
|
|
3 |
|
|
|
(13.7 |
) |
| |
|
(1,800 |
) |
RINNAI CORP |
|
|
(41 |
) |
|
|
(1 |
) |
|
|
(13.3 |
) |
| |
|
(900 |
) |
OMRON CORP |
|
|
(40 |
) |
|
|
7 |
|
|
|
(13.1 |
) |
| |
|
(490 |
) |
KERRY GROUP |
|
|
(40 |
) |
|
|
(3 |
) |
|
|
(12.9 |
) |
| |
|
(300 |
) |
NITORI HOLDINGS CO LTD |
|
|
(40 |
) |
|
|
(13 |
) |
|
|
(12.9 |
) |
| |
|
(2,000 |
) |
NABTESCO CORP |
|
|
(39 |
) |
|
|
7 |
|
|
|
(12.9 |
) |
| |
|
(2,600 |
) |
JFE HOLDINGS INC |
|
|
(39 |
) |
|
|
(3 |
) |
|
|
(12.8 |
) |
| |
|
(3,824 |
) |
BILLERUD AB |
|
|
(39 |
) |
|
|
7 |
|
|
|
(12.7 |
) |
| |
|
(4,200 |
) |
LION CORP |
|
|
(39 |
) |
|
|
2 |
|
|
|
(12.6 |
) |
| |
|
(932 |
) |
ASX LTD |
|
|
(39 |
) |
|
|
(1 |
) |
|
|
(12.6 |
) |
| |
|
(2,487 |
) |
MEDIPAL HOLDINGS CORP |
|
|
(38 |
) |
|
|
- |
|
|
|
(12.4 |
) |
| |
|
(25,000 |
) |
NEW WORLD DEV |
|
|
(38 |
) |
|
|
- |
|
|
|
(12.4 |
) |
| |
|
(3,221 |
) |
TOMRA SYSTEMS |
|
|
(38 |
) |
|
|
(5 |
) |
|
|
(12.3 |
) |
| |
|
(900 |
) |
SHO-BOND HOLDINGS CO LTD |
|
|
(37 |
) |
|
|
(1 |
) |
|
|
(12.2 |
) |
| |
|
(700 |
) |
NIPPON EXPRESS HOLDINGS INC |
|
|
(37 |
) |
|
|
- |
|
|
|
(12.1 |
) |
| |
|
(4,755 |
) |
CHARTER HALL GROUP |
|
|
(37 |
) |
|
|
(2 |
) |
|
|
(12.1 |
) |
| |
|
(63 |
) |
SWISSCOM N |
|
|
(37 |
) |
|
|
1 |
|
|
|
(12.0 |
) |
| |
|
(1,200 |
) |
MITSUBISHI LOGISTICS CORP |
|
|
(37 |
) |
|
|
- |
|
|
|
(12.0 |
) |
| |
|
(2,400 |
) |
USHIO INC |
|
|
(36 |
) |
|
|
5 |
|
|
|
(11.9 |
) |
| |
|
(1,072 |
) |
SIGNIFY NV |
|
|
(36 |
) |
|
|
8 |
|
|
|
(11.7 |
) |
| |
|
(273 |
) |
REPLY SPA |
|
|
(34 |
) |
|
|
(3 |
) |
|
|
(11.2 |
) |
| |
|
(2,000 |
) |
DENKA CO LTD |
|
|
(34 |
) |
|
|
2 |
|
|
|
(11.2 |
) |
| |
|
(1,200 |
) |
KONINKLIJKE AHOLD DELHAIZE NV |
|
|
(34 |
) |
|
|
(2 |
) |
|
|
(11.0 |
) |
| |
|
(9,900 |
) |
HK LAND HOLDINGS |
|
|
(33 |
) |
|
|
- |
|
|
|
(10.9 |
) |
| |
|
(3,837 |
) |
ST JAMES'S PLACE PLC |
|
|
(33 |
) |
|
|
9 |
|
|
|
(10.8 |
) |
| |
|
(1,500 |
) |
EXEO GROUP INC |
|
|
(32 |
) |
|
|
- |
|
|
|
(10.3 |
) |
| |
|
(3,375 |
) |
PENNON GROUP PLC |
|
|
(31 |
) |
|
|
3 |
|
|
|
(10.3 |
) |
| |
|
(2,100 |
) |
OLYMPUS CORP |
|
|
(31 |
) |
|
|
2 |
|
|
|
(10.2 |
) |
| |
|
(2,928 |
) |
RS GROUP PLC |
|
|
(31 |
) |
|
|
3 |
|
|
|
(10.1 |
) |
| |
|
(4,247 |
) |
THE CHIBA BANK LTD |
|
|
(31 |
) |
|
|
(3 |
) |
|
|
(10.1 |
) |
| |
|
(2,985 |
) |
ELECTROLUX B |
|
|
(31 |
) |
|
|
6 |
|
|
|
(10.1 |
) |
| |
|
(2,843 |
) |
HOKUETSU CORP |
|
|
(31 |
) |
|
|
3 |
|
|
|
(10.0 |
) |
| |
|
(800 |
) |
JACCS CO LTD |
|
|
(31 |
) |
|
|
2 |
|
|
|
(10.0 |
) |
| |
|
(1,276 |
) |
WACOAL HOLDINGS CORP |
|
|
(30 |
) |
|
|
(1 |
) |
|
|
(9.9 |
) |
| |
|
(348 |
) |
CARGOJET INC |
|
|
(30 |
) |
|
|
2 |
|
|
|
(9.7 |
) |
| |
|
(2,467 |
) |
DAIDO STEEL CO LTD |
|
|
(30 |
) |
|
|
1 |
|
|
|
(9.7 |
) |
| |
|
(1,700 |
) |
FUJI CORP |
|
|
(29 |
) |
|
|
1 |
|
|
|
(9.6 |
) |
| |
|
(92 |
) |
SONOVA H AG ORD |
|
|
(29 |
) |
|
|
1 |
|
|
|
(9.5 |
) |
| |
|
(230 |
) |
REMY COINTREAU |
|
|
(29 |
) |
|
|
5 |
|
|
|
(9.4 |
) |
| |
|
(7,086 |
) |
BANK OF QUEENSLAND LTD |
|
|
(29 |
) |
|
|
2 |
|
|
|
(9.4 |
) |
| |
|
(1,696 |
) |
ANSELL LTD |
|
|
(29 |
) |
|
|
2 |
|
|
|
(9.3 |
) |
| |
|
(1,055 |
) |
JDE PEETS BV |
|
|
(28 |
) |
|
|
4 |
|
|
|
(9.3 |
) |
| |
|
(1,579 |
) |
NORTHLAND POWER INC |
|
|
(28 |
) |
|
|
2 |
|
|
|
(9.3 |
) |
| |
|
(700 |
) |
YASKAWA ELECTRIC CORP |
|
|
(28 |
) |
|
|
- |
|
|
|
(9.2 |
) |
| |
|
(1,652 |
) |
SEEK LTD |
|
|
(28 |
) |
|
|
- |
|
|
|
(9.1 |
) |
| |
|
(7,200 |
) |
OJI HOLDINGS CORP |
|
|
(28 |
) |
|
|
- |
|
|
|
(9.1 |
) |
| |
|
(3,271 |
) |
HUSQVARNA B |
|
|
(27 |
) |
|
|
2 |
|
|
|
(8.9 |
) |
| |
|
(6,300 |
) |
RAKUTEN GROUP INC |
|
|
(26 |
) |
|
|
(8 |
) |
|
|
(8.6 |
) |
| |
|
(2,160 |
) |
BREMBO SPA |
|
|
(26 |
) |
|
|
- |
|
|
|
(8.6 |
) |
| |
|
(2,975 |
) |
NOKIAN RENKAAT OYJ |
|
|
(26 |
) |
|
|
(1 |
) |
|
|
(8.6 |
) |
| |
|
(1,400 |
) |
HU GROUP HOLDINGS INC |
|
|
(26 |
) |
|
|
2 |
|
|
|
(8.5 |
) |
| |
|
(1,200 |
) |
SBI HOLDINGS INC |
|
|
(26 |
) |
|
|
(6 |
) |
|
|
(8.4 |
) |
| |
|
(182 |
) |
ALTEN |
|
|
(26 |
) |
|
|
(1 |
) |
|
|
(8.4 |
) |
| |
|
(268 |
) |
DSM FIRMENICH AG |
|
|
(26 |
) |
|
|
(3 |
) |
|
|
(8.4 |
) |
| |
|
(1,400 |
) |
JAPAN POST INSURANCE CO LTD |
|
|
(25 |
) |
|
|
- |
|
|
|
(8.3 |
) |
| |
|
(1,563 |
) |
MARUBENI CORP |
|
|
(25 |
) |
|
|
(1 |
) |
|
|
(8.0 |
) |
| |
|
(343 |
) |
DKSH N |
|
|
(22 |
) |
|
|
(3 |
) |
|
|
(7.3 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Screened World Equity Ex-US Fund (Concluded)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(1,400 |
) |
FURUKAWA ELECTRIC CO LTD |
|
$ |
(22 |
) |
|
$ |
(6 |
) |
|
|
(7.1 |
)% |
| |
|
(466 |
) |
FLSMIDTH & CO. |
|
|
(22 |
) |
|
|
- |
|
|
|
(7.1 |
) |
| |
|
(2,110 |
) |
KINNEVIK B |
|
|
(21 |
) |
|
|
(1 |
) |
|
|
(6.9 |
) |
| |
|
(1,460 |
) |
ISUZU MOTORS LTD |
|
|
(21 |
) |
|
|
- |
|
|
|
(6.8 |
) |
| |
|
(2,086 |
) |
YAMAGUCHI FINANCIAL GROUP INC |
|
|
(21 |
) |
|
|
- |
|
|
|
(6.8 |
) |
| |
|
(553 |
) |
ATS CORP |
|
|
(21 |
) |
|
|
- |
|
|
|
(6.7 |
) |
| |
|
(13,773 |
) |
NATIONAL STORAGE REIT |
|
|
(20 |
) |
|
|
- |
|
|
|
(6.7 |
) |
| |
|
(300 |
) |
SUMITOMO HEAVY IND LTD |
|
|
(7 |
) |
|
|
(15 |
) |
|
|
(2.4 |
) |
|
Percentages are based on Net Assets of $153,616 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/(Loss) |
|
|
Change in Unrealized Appreciation/
(Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
$ |
2,234 |
|
|
$ |
19,485 |
|
|
$ |
(18,830 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,889 |
|
|
$ |
93 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 94.2% |
Australia — 0.5% |
Computershare Ltd |
|
|
15,942 |
|
|
$ |
269 |
|
Fortescue Ltd |
|
|
1,230 |
|
|
|
21 |
|
Goodman Group ‡ |
|
|
1,257 |
|
|
|
24 |
|
JB Hi-Fi Ltd |
|
|
4,674 |
|
|
|
187 |
|
Rio Tinto Ltd |
|
|
11,000 |
|
|
|
887 |
|
Steadfast Group |
|
|
18,078 |
|
|
|
68 |
|
| |
|
|
|
|
|
|
1,456 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.0% |
Vienna Insurance Group AG Wiener Versicherung Gruppe |
|
|
3,100 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.1% |
Ageas SA/NV |
|
|
1,600 |
|
|
|
68 |
|
Colruyt Group N.V |
|
|
3,535 |
|
|
|
170 |
|
| |
|
|
|
|
|
|
238 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 0.9% |
Banco do Brasil SA |
|
|
90,000 |
|
|
|
1,050 |
|
Telefonica Brasil SA |
|
|
120,500 |
|
|
|
1,324 |
|
| |
|
|
|
|
|
|
2,374 |
|
| |
|
|
|
|
|
|
|
|
Canada — 1.8% |
Alimentation Couche-Tard Inc |
|
|
1,205 |
|
|
|
75 |
|
Barrick Gold Corp |
|
|
59,269 |
|
|
|
865 |
|
Canadian Imperial Bank of Commerce |
|
|
1,400 |
|
|
|
66 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
700 |
|
|
|
71 |
|
Celestica Inc * |
|
|
4,563 |
|
|
|
194 |
|
Cogeco Communications Inc |
|
|
1,500 |
|
|
|
66 |
|
Dollarama Inc |
|
|
18,182 |
|
|
|
1,407 |
|
Element Fleet Management Corp |
|
|
6,972 |
|
|
|
116 |
|
Fairfax Financial Holdings Ltd |
|
|
26 |
|
|
|
28 |
|
Intact Financial Corp, Cl Common Subs. Receipt |
|
|
538 |
|
|
|
89 |
|
Loblaw Cos Ltd |
|
|
2,144 |
|
|
|
229 |
|
National Bank of Canada |
|
|
4,810 |
|
|
|
376 |
|
Quebecor Inc, Cl B |
|
|
4,263 |
|
|
|
100 |
|
Russel Metals Inc |
|
|
1,056 |
|
|
|
35 |
|
Shopify Inc, Cl A * |
|
|
1,781 |
|
|
|
136 |
|
Stantec Inc |
|
|
4,269 |
|
|
|
357 |
|
Stella-Jones Inc |
|
|
1,202 |
|
|
|
67 |
|
TMX Group Ltd |
|
|
12,236 |
|
|
|
321 |
|
Toromont Industries Ltd |
|
|
3,982 |
|
|
|
366 |
|
| |
|
|
|
|
|
|
4,964 |
|
| |
|
|
|
|
|
|
|
|
China — 1.0% |
Bank of Communications Co Ltd, Cl H |
|
|
167,000 |
|
|
|
110 |
|
Beijing Enterprises Holdings Ltd |
|
|
24,500 |
|
|
|
92 |
|
China Railway Signal & Communication Corp Ltd, Cl H |
|
|
296,000 |
|
|
|
107 |
|
China Shenhua Energy Co Ltd, Cl H |
|
|
28,000 |
|
|
|
108 |
|
China State Construction International Holdings Ltd |
|
|
36,850 |
|
|
|
41 |
|
Li Auto, Cl A * |
|
|
11,586 |
|
|
|
263 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
New Oriental Education & Technology Group Inc * |
|
|
8,297 |
|
|
$ |
79 |
|
Nongfu Spring Co Ltd, Cl H |
|
|
1,600 |
|
|
|
9 |
|
PDD Holdings Inc ADR * |
|
|
6,431 |
|
|
|
801 |
|
People's Insurance Co Group of China Ltd/The, Cl H |
|
|
268,000 |
|
|
|
89 |
|
PetroChina Co Ltd, Cl H |
|
|
955,514 |
|
|
|
753 |
|
Shougang Fushan Resources Group Ltd |
|
|
264,000 |
|
|
|
110 |
|
Tencent Holdings Ltd |
|
|
8,100 |
|
|
|
287 |
|
| |
|
|
|
|
|
|
2,849 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 1.1% |
AP Moller - Maersk A/S, Cl B |
|
|
700 |
|
|
|
991 |
|
Coloplast A/S, Cl B |
|
|
2,636 |
|
|
|
350 |
|
Novo Nordisk A/S, Cl B |
|
|
8,540 |
|
|
|
1,016 |
|
Pandora A/S |
|
|
3,511 |
|
|
|
567 |
|
Scandinavian Tobacco Group A/S |
|
|
5,200 |
|
|
|
96 |
|
| |
|
|
|
|
|
|
3,020 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 0.1% |
Commercial International Bank - Egypt (CIB) |
|
|
90,076 |
|
|
|
213 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.4% |
Nokia Oyj |
|
|
330,000 |
|
|
|
1,164 |
|
| |
|
|
|
|
|
|
|
|
France — 2.0% |
Bouygues SA |
|
|
2,893 |
|
|
|
115 |
|
Carrefour SA |
|
|
4,600 |
|
|
|
77 |
|
Credit Agricole SA |
|
|
1,212 |
|
|
|
16 |
|
Danone SA |
|
|
20,254 |
|
|
|
1,294 |
|
Dassault Aviation SA |
|
|
5,940 |
|
|
|
1,176 |
|
Engie SA |
|
|
1,561 |
|
|
|
25 |
|
Legrand SA |
|
|
3,329 |
|
|
|
337 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
697 |
|
|
|
636 |
|
Orange SA |
|
|
7,700 |
|
|
|
88 |
|
Pernod Ricard SA |
|
|
2,073 |
|
|
|
347 |
|
Publicis Groupe SA * |
|
|
325 |
|
|
|
34 |
|
Societe BIC SA |
|
|
17,746 |
|
|
|
1,283 |
|
SPIE SA |
|
|
3,347 |
|
|
|
111 |
|
Technip Energies |
|
|
3,363 |
|
|
|
73 |
|
TotalEnergies SE |
|
|
1,900 |
|
|
|
121 |
|
| |
|
|
|
|
|
|
5,733 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.0% |
TBC Bank Group PLC |
|
|
1,589 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
|
|
Germany — 1.7% |
Bayer AG |
|
|
21,322 |
|
|
|
648 |
|
Bayerische Motoren Werke AG |
|
|
173 |
|
|
|
20 |
|
Continental AG |
|
|
18,383 |
|
|
|
1,474 |
|
Covestro AG |
|
|
18,000 |
|
|
|
980 |
|
Deutsche Telekom AG |
|
|
6,000 |
|
|
|
143 |
|
Heidelberg Materials AG |
|
|
4,060 |
|
|
|
394 |
|
Rheinmetall AG |
|
|
485 |
|
|
|
222 |
|
SAP SE |
|
|
3,026 |
|
|
|
566 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Scout24 SE |
|
|
5,348 |
|
|
$ |
389 |
|
| |
|
|
|
|
|
|
4,836 |
|
| |
|
|
|
|
|
|
|
|
Greece — 0.1% |
JUMBO SA * |
|
|
4,951 |
|
|
|
145 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.8% |
AIA Group Ltd |
|
|
29,600 |
|
|
|
241 |
|
Sun Hung Kai Properties Ltd |
|
|
5,000 |
|
|
|
50 |
|
Swire Pacific Ltd, Cl A |
|
|
125,000 |
|
|
|
1,036 |
|
VTech Holdings |
|
|
154,300 |
|
|
|
892 |
|
| |
|
|
|
|
|
|
2,219 |
|
| |
|
|
|
|
|
|
|
|
India — 1.2% |
Aurobindo Pharma Ltd |
|
|
9,964 |
|
|
|
124 |
|
Bajaj Auto Ltd |
|
|
2,662 |
|
|
|
254 |
|
Bharat Electronics Ltd |
|
|
18,619 |
|
|
|
46 |
|
Cholamandalam Investment and Finance |
|
|
10,735 |
|
|
|
141 |
|
Colgate-Palmolive India Ltd |
|
|
5,760 |
|
|
|
176 |
|
Cummins India |
|
|
2,902 |
|
|
|
96 |
|
HDFC Asset Management Co Ltd |
|
|
3,393 |
|
|
|
154 |
|
HDFC Bank Ltd ADR |
|
|
7,815 |
|
|
|
418 |
|
ICICI Bank Ltd |
|
|
922 |
|
|
|
12 |
|
Lupin |
|
|
8,647 |
|
|
|
169 |
|
Oil India Ltd |
|
|
37,200 |
|
|
|
245 |
|
Power Finance Corp Ltd |
|
|
68,170 |
|
|
|
329 |
|
REC Ltd |
|
|
38,730 |
|
|
|
206 |
|
Shriram Finance Ltd |
|
|
10,442 |
|
|
|
307 |
|
Sun Pharmaceutical Industries |
|
|
4,125 |
|
|
|
78 |
|
Trent |
|
|
7,272 |
|
|
|
340 |
|
TVS Motor |
|
|
3,210 |
|
|
|
83 |
|
Varun Beverages Ltd * |
|
|
11,810 |
|
|
|
201 |
|
| |
|
|
|
|
|
|
3,379 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.3% |
AIB Group PLC |
|
|
199,554 |
|
|
|
926 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.2% |
Camtek * |
|
|
1,227 |
|
|
|
98 |
|
Check Point Software Technologies
Ltd * |
|
|
3,477 |
|
|
|
558 |
|
| |
|
|
|
|
|
|
656 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.1% |
BFF Bank |
|
|
3,681 |
|
|
|
43 |
|
Intesa Sanpaolo SpA |
|
|
5,387 |
|
|
|
17 |
|
Mediobanca Banca di Credito Finanziario SpA |
|
|
4,007 |
|
|
|
55 |
|
Snam SpA |
|
|
3,202 |
|
|
|
15 |
|
Terna - Rete Elettrica Nazionale |
|
|
1,119 |
|
|
|
9 |
|
UniCredit SpA |
|
|
1,784 |
|
|
|
60 |
|
UnipolSai Assicurazioni SpA * |
|
|
34,200 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
297 |
|
| |
|
|
|
|
|
|
|
|
Japan — 3.2% |
AEON REIT Investment ‡ |
|
|
70 |
|
|
|
61 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Alfresa Holdings Corp |
|
|
7,059 |
|
|
$ |
105 |
|
Brother Industries Ltd |
|
|
59,600 |
|
|
|
999 |
|
Canon Inc |
|
|
7,100 |
|
|
|
208 |
|
Credit Saison Co Ltd |
|
|
6,264 |
|
|
|
122 |
|
Daiwa House Industry Co Ltd |
|
|
24,485 |
|
|
|
708 |
|
DCM Holdings Co Ltd |
|
|
2,900 |
|
|
|
28 |
|
FUJIFILM Holdings Corp |
|
|
4,039 |
|
|
|
257 |
|
Honda Motor Co Ltd |
|
|
21,600 |
|
|
|
257 |
|
Horiba Ltd |
|
|
1,515 |
|
|
|
148 |
|
Hoya Corp |
|
|
2,800 |
|
|
|
365 |
|
ITOCHU Corp |
|
|
1,000 |
|
|
|
44 |
|
Itochu Enex Co Ltd |
|
|
13,300 |
|
|
|
136 |
|
Japan Tobacco Inc |
|
|
6,666 |
|
|
|
173 |
|
JFE Holdings Inc |
|
|
1,200 |
|
|
|
20 |
|
Kajima Corp |
|
|
16,174 |
|
|
|
300 |
|
KDDI Corp |
|
|
1,900 |
|
|
|
58 |
|
Keyence Corp |
|
|
800 |
|
|
|
374 |
|
Kinden Corp |
|
|
5,497 |
|
|
|
94 |
|
K's Holdings Corp |
|
|
7,900 |
|
|
|
68 |
|
Lawson Inc |
|
|
1,107 |
|
|
|
76 |
|
M3 Inc |
|
|
25,400 |
|
|
|
364 |
|
Marubeni Corp |
|
|
3,800 |
|
|
|
63 |
|
MIRAIT ONE corp |
|
|
8,300 |
|
|
|
104 |
|
Mitsubishi Corp |
|
|
1,200 |
|
|
|
26 |
|
Mitsubishi Heavy Industries Ltd |
|
|
1,769 |
|
|
|
140 |
|
Mitsui & Co Ltd |
|
|
3,368 |
|
|
|
147 |
|
Mizuho Financial Group Inc |
|
|
12,300 |
|
|
|
230 |
|
Nikon Corp |
|
|
90,700 |
|
|
|
897 |
|
Nippon Telegraph & Telephone Corp |
|
|
110,000 |
|
|
|
134 |
|
Nissin Foods Holdings Co Ltd |
|
|
3,981 |
|
|
|
116 |
|
Otsuka Corp |
|
|
4,688 |
|
|
|
206 |
|
Pigeon Corp |
|
|
5,200 |
|
|
|
53 |
|
Rohto Pharmaceutical Co Ltd |
|
|
7,006 |
|
|
|
142 |
|
Sankyo Co Ltd |
|
|
8,070 |
|
|
|
92 |
|
SCREEN Holdings Co Ltd |
|
|
3,392 |
|
|
|
425 |
|
Sekisui House |
|
|
17,643 |
|
|
|
394 |
|
Senko Group Holdings Co Ltd |
|
|
12,300 |
|
|
|
88 |
|
Shimano Inc |
|
|
1,000 |
|
|
|
139 |
|
SHO-BOND Holdings |
|
|
1,599 |
|
|
|
68 |
|
SMS Co Ltd |
|
|
9,800 |
|
|
|
174 |
|
Sumitomo Corp |
|
|
900 |
|
|
|
21 |
|
Toei Animation Co Ltd |
|
|
1,300 |
|
|
|
161 |
|
Toyota Tsusho Corp |
|
|
400 |
|
|
|
26 |
|
Yamazaki Baking |
|
|
4,294 |
|
|
|
101 |
|
Zensho Holdings Co Ltd |
|
|
3,758 |
|
|
|
165 |
|
| |
|
|
|
|
|
|
9,077 |
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.3% |
SES SA, Cl A |
|
|
145,239 |
|
|
|
941 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.1% |
Gamuda |
|
|
44,752 |
|
|
|
50 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
RHB Bank Bhd |
|
|
82,700 |
|
|
$ |
97 |
|
| |
|
|
|
|
|
|
147 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.2% |
Arca Continental SAB de CV * |
|
|
7,008 |
|
|
|
76 |
|
Coca-Cola Femsa SAB de CV * |
|
|
9,277 |
|
|
|
90 |
|
Ternium SA ADR |
|
|
11,400 |
|
|
|
462 |
|
| |
|
|
|
|
|
|
628 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 1.5% |
ASML Holding NV |
|
|
728 |
|
|
|
686 |
|
Koninklijke Ahold Delhaize NV |
|
|
6,600 |
|
|
|
197 |
|
Koninklijke Philips NV |
|
|
58,089 |
|
|
|
1,163 |
|
NN Group NV |
|
|
2,200 |
|
|
|
98 |
|
Redcare Pharmacy * |
|
|
671 |
|
|
|
101 |
|
Shell PLC |
|
|
35,700 |
|
|
|
1,122 |
|
Universal Music Group NV * |
|
|
12,578 |
|
|
|
379 |
|
Wolters Kluwer NV |
|
|
2,428 |
|
|
|
383 |
|
| |
|
|
|
|
|
|
4,129 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.2% |
Austevoll Seafood ASA |
|
|
6,400 |
|
|
|
48 |
|
AutoStore Holdings Ltd * |
|
|
60,544 |
|
|
|
97 |
|
Gjensidige Forsikring ASA |
|
|
11,178 |
|
|
|
177 |
|
Orkla ASA |
|
|
18,487 |
|
|
|
133 |
|
| |
|
|
|
|
|
|
455 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.0% |
DMCI Holdings Inc |
|
|
438,600 |
|
|
|
86 |
|
| |
|
|
|
|
|
|
|
|
Poland — 0.0% |
Budimex SA |
|
|
556 |
|
|
|
102 |
|
CAPITEA * |
|
|
158,863 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
126 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.1% |
Jeronimo Martins SGPS SA |
|
|
5,934 |
|
|
|
142 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Detsky Mir PJSC |
|
|
101,061 |
|
|
|
– |
|
Evraz PLC * |
|
|
21,791 |
|
|
|
22 |
|
Gazprom Neft PJSC (A) |
|
|
7,643 |
|
|
|
– |
|
Gazprom PJSC (A) |
|
|
125,045 |
|
|
|
– |
|
Globaltrans Investment PLC GDR * (A) |
|
|
27,819 |
|
|
|
– |
|
HeadHunter Group PLC ADR * (A) |
|
|
161 |
|
|
|
– |
|
Inter RAO UES PJSC |
|
|
2,649,312 |
|
|
|
– |
|
Magnit PJSC |
|
|
2,567 |
|
|
|
– |
|
Magnitogorsk Iron & Steel Works PJSC |
|
|
26,960 |
|
|
|
– |
|
MD Medical Group Investments PLC GDR * |
|
|
29,105 |
|
|
|
– |
|
MMC Norilsk Nickel PJSC (A) |
|
|
354 |
|
|
|
– |
|
PhosAgro PJSC GDR * (A) |
|
|
12,000 |
|
|
|
– |
|
Rosneft Oil Co PJSC (A) |
|
|
35,283 |
|
|
|
– |
|
Sberbank of Russia PJSC |
|
|
105,050 |
|
|
|
– |
|
X5 Retail Group NV GDR * |
|
|
10,491 |
|
|
|
– |
|
| |
|
|
|
|
|
|
22 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Saudi Arabia — 0.1% |
Etihad Etisalat Co * |
|
|
4,688 |
|
|
$ |
69 |
|
Saudi Aramco Base Oil * |
|
|
1,298 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
127 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.1% |
Best World International Ltd * |
|
|
24,994 |
|
|
|
30 |
|
DBS Group Holdings Ltd |
|
|
3,500 |
|
|
|
87 |
|
Jardine Cycle & Carriage Ltd |
|
|
5,900 |
|
|
|
112 |
|
United Overseas Bank Ltd |
|
|
5,900 |
|
|
|
122 |
|
| |
|
|
|
|
|
|
351 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 0.9% |
Anglo American PLC |
|
|
42,029 |
|
|
|
904 |
|
Clicks Group Ltd |
|
|
25,558 |
|
|
|
400 |
|
Tiger Brands Ltd |
|
|
113,998 |
|
|
|
1,186 |
|
| |
|
|
|
|
|
|
2,490 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 2.1% |
Fila Holdings Corp |
|
|
32,448 |
|
|
|
936 |
|
Industrial Bank of Korea |
|
|
14,800 |
|
|
|
156 |
|
KT Corp |
|
|
3,800 |
|
|
|
112 |
|
KT&G Corp |
|
|
16,300 |
|
|
|
1,138 |
|
LG Corp |
|
|
15,777 |
|
|
|
1,110 |
|
LG H&H Co Ltd |
|
|
3,950 |
|
|
|
946 |
|
Meritz Financial Group Inc |
|
|
3,786 |
|
|
|
236 |
|
Samsung Electronics Co Ltd |
|
|
22,965 |
|
|
|
1,266 |
|
SK Telecom Co Ltd |
|
|
2,200 |
|
|
|
87 |
|
| |
|
|
|
|
|
|
5,987 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.6% |
Industria de Diseno Textil SA |
|
|
39,675 |
|
|
|
1,761 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.4% |
AddTech, Cl B |
|
|
1,087 |
|
|
|
24 |
|
Assa Abloy AB, Cl B |
|
|
14,849 |
|
|
|
424 |
|
Camurus * |
|
|
1,206 |
|
|
|
53 |
|
Hexagon AB, Cl B |
|
|
28,383 |
|
|
|
333 |
|
Saab, Cl B |
|
|
1,346 |
|
|
|
106 |
|
Swedish Orphan Biovitrum AB * |
|
|
4,565 |
|
|
|
113 |
|
| |
|
|
|
|
|
|
1,053 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 0.7% |
Novartis AG |
|
|
2,900 |
|
|
|
295 |
|
Partners Group Holding AG |
|
|
471 |
|
|
|
679 |
|
Sandoz Group AG * |
|
|
580 |
|
|
|
18 |
|
Swatch Group AG/The, Cl B |
|
|
3,022 |
|
|
|
716 |
|
VAT Group AG |
|
|
689 |
|
|
|
346 |
|
| |
|
|
|
|
|
|
2,054 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 0.9% |
Chicony Electronics Co Ltd |
|
|
39,000 |
|
|
|
231 |
|
Compal Electronics Inc |
|
|
108,564 |
|
|
|
125 |
|
Hon Hai Precision Industry Co Ltd |
|
|
38,000 |
|
|
|
124 |
|
Intai Technology |
|
|
4,018 |
|
|
|
16 |
|
Lotes Co Ltd |
|
|
5,000 |
|
|
|
162 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Pou Chen Corp |
|
|
79,000 |
|
|
$ |
76 |
|
Quanta Computer Inc |
|
|
97,132 |
|
|
|
713 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
5,322 |
|
|
|
685 |
|
Tripod Technology Corp |
|
|
16,891 |
|
|
|
111 |
|
Universal Vision Biotechnology Co Ltd |
|
|
798 |
|
|
|
8 |
|
Wistron Corp |
|
|
38,184 |
|
|
|
140 |
|
WPG Holdings Ltd |
|
|
69,190 |
|
|
|
203 |
|
| |
|
|
|
|
|
|
2,594 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 0.1% |
Bangkok Bank PCL |
|
|
26,500 |
|
|
|
106 |
|
Kiatnakin Phatra Bank PCL |
|
|
46,300 |
|
|
|
66 |
|
| |
|
|
|
|
|
|
172 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 0.2% |
Akbank TAS |
|
|
109,599 |
|
|
|
146 |
|
BIM Birlesik Magazalar AS |
|
|
7,321 |
|
|
|
91 |
|
Haci Omer Sabanci Holding AS |
|
|
26,883 |
|
|
|
68 |
|
KOC Holding AS |
|
|
11,594 |
|
|
|
62 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
18,483 |
|
|
|
40 |
|
Yapi ve Kredi Bankasi AS |
|
|
76,669 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
464 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 0.3% |
Emaar Development PJSC |
|
|
18,473 |
|
|
|
40 |
|
Emaar Properties PJSC |
|
|
276,226 |
|
|
|
611 |
|
Emirates NBD Bank PJSC |
|
|
53,855 |
|
|
|
268 |
|
| |
|
|
|
|
|
|
919 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 4.3% |
3i Group PLC |
|
|
1,946 |
|
|
|
61 |
|
Allfunds Group Plc * |
|
|
13,413 |
|
|
|
95 |
|
BAE Systems PLC |
|
|
34,294 |
|
|
|
539 |
|
Barclays PLC |
|
|
500,000 |
|
|
|
1,040 |
|
BP PLC |
|
|
190,000 |
|
|
|
1,107 |
|
British American Tobacco PLC |
|
|
34,200 |
|
|
|
1,014 |
|
Burberry Group PLC |
|
|
59,293 |
|
|
|
964 |
|
Cranswick PLC |
|
|
1,410 |
|
|
|
69 |
|
Diageo PLC |
|
|
9,036 |
|
|
|
339 |
|
Diploma PLC |
|
|
5,150 |
|
|
|
225 |
|
Halma PLC |
|
|
12,010 |
|
|
|
350 |
|
Imperial Brands PLC |
|
|
43,700 |
|
|
|
942 |
|
Intermediate Capital Group PLC |
|
|
3,165 |
|
|
|
77 |
|
ITV PLC |
|
|
1,073,615 |
|
|
|
760 |
|
London Stock Exchange Group PLC |
|
|
3,327 |
|
|
|
374 |
|
Marks & Spencer Group PLC |
|
|
75,706 |
|
|
|
227 |
|
RELX PLC |
|
|
11,726 |
|
|
|
513 |
|
Rolls-Royce Holdings PLC * |
|
|
89,669 |
|
|
|
419 |
|
Sage Group PLC/The |
|
|
3,393 |
|
|
|
53 |
|
Serco Group |
|
|
32 |
|
|
|
– |
|
Standard Chartered PLC |
|
|
120,000 |
|
|
|
1,013 |
|
TechnipFMC PLC |
|
|
16,226 |
|
|
|
352 |
|
Tesco PLC |
|
|
31,538 |
|
|
|
111 |
|
Unilever PLC |
|
|
8,106 |
|
|
|
397 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WPP PLC |
|
|
123,000 |
|
|
$ |
1,100 |
|
| |
|
|
|
|
|
|
12,141 |
|
| |
|
|
|
|
|
|
|
|
United States — 65.6% |
AAON Inc |
|
|
1,583 |
|
|
|
133 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
1,784 |
|
|
|
228 |
|
Accenture PLC, Cl A |
|
|
1,548 |
|
|
|
580 |
|
Adobe Inc * |
|
|
2,084 |
|
|
|
1,168 |
|
Advance Auto Parts Inc |
|
|
7,060 |
|
|
|
477 |
|
Aflac Inc |
|
|
4,699 |
|
|
|
379 |
|
Akamai Technologies Inc * |
|
|
2,367 |
|
|
|
263 |
|
Allison Transmission Holdings Inc |
|
|
2,500 |
|
|
|
188 |
|
Allstate Corp/The |
|
|
15,800 |
|
|
|
2,520 |
|
Ally Financial Inc |
|
|
55,650 |
|
|
|
2,058 |
|
Alpha Metallurgical Resources Inc |
|
|
2,790 |
|
|
|
1,053 |
|
Alphabet Inc, Cl A * |
|
|
22,162 |
|
|
|
3,069 |
|
Altria Group Inc |
|
|
4,000 |
|
|
|
164 |
|
Amdocs Ltd |
|
|
2,500 |
|
|
|
228 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
51,860 |
|
|
|
359 |
|
American International Group Inc |
|
|
10,500 |
|
|
|
765 |
|
Amgen Inc |
|
|
800 |
|
|
|
219 |
|
Analog Devices Inc |
|
|
6,705 |
|
|
|
1,286 |
|
Aon PLC, Cl A |
|
|
1,956 |
|
|
|
618 |
|
Apollo Global Management Inc |
|
|
9,641 |
|
|
|
1,078 |
|
Appfolio Inc, Cl A * |
|
|
518 |
|
|
|
125 |
|
Apple Inc |
|
|
6,346 |
|
|
|
1,147 |
|
Applied Materials Inc |
|
|
154 |
|
|
|
31 |
|
Arch Capital Group Ltd * |
|
|
561 |
|
|
|
49 |
|
Archer-Daniels-Midland Co |
|
|
2,600 |
|
|
|
138 |
|
Archrock Inc |
|
|
5,535 |
|
|
|
101 |
|
Arista Networks Inc * |
|
|
2,070 |
|
|
|
575 |
|
Arrow Electronics Inc * |
|
|
3,890 |
|
|
|
457 |
|
Arthur J Gallagher & Co |
|
|
258 |
|
|
|
63 |
|
Asbury Automotive Group Inc * |
|
|
1,960 |
|
|
|
409 |
|
AT&T Inc |
|
|
136,900 |
|
|
|
2,318 |
|
AutoNation Inc * |
|
|
2,890 |
|
|
|
433 |
|
AutoZone Inc * |
|
|
1,128 |
|
|
|
3,391 |
|
Avnet Inc |
|
|
12,910 |
|
|
|
601 |
|
Axon Enterprise Inc * |
|
|
1,625 |
|
|
|
499 |
|
Badger Meter Inc |
|
|
733 |
|
|
|
116 |
|
Bank of New York Mellon Corp/The |
|
|
2,400 |
|
|
|
135 |
|
Becton Dickinson & Co |
|
|
4,398 |
|
|
|
1,036 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
300 |
|
|
|
123 |
|
Berry Global Group Inc |
|
|
1,400 |
|
|
|
81 |
|
Biogen Inc * |
|
|
94 |
|
|
|
20 |
|
Blue Owl Capital Corp |
|
|
6,200 |
|
|
|
93 |
|
BlueLinx Holdings Inc * |
|
|
2,270 |
|
|
|
288 |
|
Bristol-Myers Squibb Co |
|
|
5,200 |
|
|
|
264 |
|
Broadcom Inc |
|
|
549 |
|
|
|
714 |
|
Broadridge Financial Solutions Inc |
|
|
208 |
|
|
|
42 |
|
Brown & Brown Inc |
|
|
7,000 |
|
|
|
589 |
|
BRP Inc |
|
|
3,660 |
|
|
|
242 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Builders FirstSource Inc * |
|
|
657 |
|
|
$ |
128 |
|
Cadence Design Systems Inc * |
|
|
2,334 |
|
|
|
710 |
|
Cardinal Health Inc |
|
|
502 |
|
|
|
56 |
|
Carrier Global Corp |
|
|
21,017 |
|
|
|
1,168 |
|
Cboe Global Markets Inc |
|
|
2,410 |
|
|
|
463 |
|
Cencora Inc |
|
|
16,883 |
|
|
|
3,978 |
|
Chevron Corp |
|
|
15,200 |
|
|
|
2,311 |
|
Chubb Ltd |
|
|
81 |
|
|
|
20 |
|
Cigna Group/The |
|
|
180 |
|
|
|
60 |
|
Cintas Corp |
|
|
507 |
|
|
|
319 |
|
Cisco Systems Inc |
|
|
4,400 |
|
|
|
213 |
|
Citigroup Inc |
|
|
29,900 |
|
|
|
1,659 |
|
Cleveland-Cliffs Inc * |
|
|
35,990 |
|
|
|
749 |
|
CME Group Inc, Cl A |
|
|
6,896 |
|
|
|
1,520 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,200 |
|
|
|
95 |
|
Colgate-Palmolive Co |
|
|
7,648 |
|
|
|
662 |
|
Comcast Corp, Cl A |
|
|
7,300 |
|
|
|
313 |
|
Conagra Brands Inc |
|
|
4,300 |
|
|
|
121 |
|
CRH PLC |
|
|
25,279 |
|
|
|
2,102 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
2,150 |
|
|
|
697 |
|
CSG Systems International Inc |
|
|
2,200 |
|
|
|
120 |
|
Cummins Inc |
|
|
600 |
|
|
|
161 |
|
CVS Health Corp |
|
|
30,800 |
|
|
|
2,291 |
|
Dana Inc |
|
|
23,120 |
|
|
|
289 |
|
Dayforce Inc * |
|
|
2,654 |
|
|
|
185 |
|
Deckers Outdoor Corp * |
|
|
1,100 |
|
|
|
985 |
|
Dell Technologies Inc, Cl C |
|
|
10,278 |
|
|
|
973 |
|
Designer Brands Inc, Cl A |
|
|
30,200 |
|
|
|
319 |
|
Dollar Tree Inc * |
|
|
13,500 |
|
|
|
1,980 |
|
Dominion Energy Inc |
|
|
31,900 |
|
|
|
1,526 |
|
Dow Inc |
|
|
38,800 |
|
|
|
2,168 |
|
DR Horton Inc |
|
|
8,569 |
|
|
|
1,281 |
|
DXC Technology Co * |
|
|
20,220 |
|
|
|
442 |
|
Eagle Materials Inc |
|
|
962 |
|
|
|
244 |
|
Eaton Corp PLC |
|
|
3,375 |
|
|
|
975 |
|
eBay Inc |
|
|
1,400 |
|
|
|
66 |
|
elf Beauty Inc * |
|
|
2,534 |
|
|
|
528 |
|
Eli Lilly & Co |
|
|
1,321 |
|
|
|
996 |
|
Employers Holdings Inc |
|
|
2,200 |
|
|
|
101 |
|
Entergy Corp |
|
|
800 |
|
|
|
81 |
|
Equitable Holdings Inc |
|
|
81,000 |
|
|
|
2,773 |
|
Everest Group Ltd |
|
|
287 |
|
|
|
106 |
|
Evergy Inc |
|
|
1,500 |
|
|
|
74 |
|
Exelon Corp |
|
|
598 |
|
|
|
21 |
|
Experian PLC |
|
|
9,009 |
|
|
|
386 |
|
Exxon Mobil Corp |
|
|
2,400 |
|
|
|
251 |
|
FactSet Research Systems Inc |
|
|
2,427 |
|
|
|
1,123 |
|
Fair Isaac Corp * |
|
|
985 |
|
|
|
1,251 |
|
FedEx Corp |
|
|
6,400 |
|
|
|
1,593 |
|
Fidelity National Information Services Inc |
|
|
27,000 |
|
|
|
1,868 |
|
Fiserv Inc * |
|
|
2,229 |
|
|
|
333 |
|
Flex Ltd * |
|
|
10,254 |
|
|
|
289 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Foot Locker Inc |
|
|
18,510 |
|
|
$ |
637 |
|
Ford Motor Co |
|
|
5,900 |
|
|
|
73 |
|
Fox Corp |
|
|
2,500 |
|
|
|
74 |
|
Frontier Group Holdings Inc * |
|
|
72,790 |
|
|
|
505 |
|
General Electric Co |
|
|
2,330 |
|
|
|
366 |
|
General Mills Inc |
|
|
1,500 |
|
|
|
96 |
|
General Motors Co |
|
|
8,910 |
|
|
|
365 |
|
G-III Apparel Group Ltd * |
|
|
18,490 |
|
|
|
615 |
|
Gilead Sciences Inc |
|
|
2,700 |
|
|
|
195 |
|
Goldman Sachs Group Inc/The |
|
|
92 |
|
|
|
36 |
|
Goodyear Tire & Rubber Co/The * |
|
|
28,780 |
|
|
|
342 |
|
Goosehead Insurance Inc, Cl A * |
|
|
746 |
|
|
|
56 |
|
Graco Inc |
|
|
14,512 |
|
|
|
1,324 |
|
Green Brick Partners Inc * |
|
|
743 |
|
|
|
43 |
|
GSK PLC |
|
|
138,384 |
|
|
|
2,914 |
|
Guidewire Software Inc * |
|
|
2,946 |
|
|
|
352 |
|
H&R Block Inc |
|
|
2,100 |
|
|
|
103 |
|
Harley-Davidson Inc |
|
|
33,100 |
|
|
|
1,201 |
|
Hartford Financial Services Group Inc/The |
|
|
2,900 |
|
|
|
278 |
|
HF Sinclair Corp |
|
|
11,070 |
|
|
|
614 |
|
HubSpot Inc * |
|
|
1,283 |
|
|
|
794 |
|
Huron Consulting Group Inc * |
|
|
805 |
|
|
|
79 |
|
Insight Enterprises Inc * |
|
|
600 |
|
|
|
113 |
|
Intel Corp |
|
|
75,800 |
|
|
|
3,263 |
|
Inter Parfums Inc |
|
|
414 |
|
|
|
61 |
|
International Business Machines Corp |
|
|
17,900 |
|
|
|
3,312 |
|
Intuit Inc |
|
|
78 |
|
|
|
52 |
|
J M Smucker Co/The |
|
|
600 |
|
|
|
72 |
|
James Hardie Industries PLC * |
|
|
19,271 |
|
|
|
762 |
|
Jazz Pharmaceuticals PLC * |
|
|
600 |
|
|
|
71 |
|
JELD-WEN Holding Inc * |
|
|
40,670 |
|
|
|
740 |
|
Johnson & Johnson |
|
|
11,106 |
|
|
|
1,792 |
|
Juniper Networks Inc |
|
|
1,800 |
|
|
|
67 |
|
Kellanova |
|
|
2,700 |
|
|
|
149 |
|
Kenvue Inc |
|
|
21,072 |
|
|
|
400 |
|
Kinsale Capital Group Inc |
|
|
544 |
|
|
|
281 |
|
KLA Corp |
|
|
94 |
|
|
|
64 |
|
Kraft Heinz Co/The |
|
|
3,700 |
|
|
|
131 |
|
Kroger Co/The |
|
|
5,400 |
|
|
|
268 |
|
Kyndryl Holdings Inc * |
|
|
43,000 |
|
|
|
945 |
|
Lamb Weston Holdings Inc |
|
|
2,258 |
|
|
|
231 |
|
Las Vegas Sands Corp |
|
|
32,900 |
|
|
|
1,794 |
|
Lennox International Inc |
|
|
1,220 |
|
|
|
575 |
|
Liberty Energy Inc, Cl A |
|
|
24,800 |
|
|
|
530 |
|
Linde PLC |
|
|
4,188 |
|
|
|
1,880 |
|
Lockheed Martin Corp |
|
|
400 |
|
|
|
171 |
|
Loews Corp |
|
|
177 |
|
|
|
13 |
|
Lowe's Cos Inc |
|
|
8,083 |
|
|
|
1,945 |
|
Macy's Inc |
|
|
26,520 |
|
|
|
463 |
|
Manhattan Associates Inc * |
|
|
1,586 |
|
|
|
402 |
|
Marathon Petroleum Corp |
|
|
300 |
|
|
|
51 |
|
Marsh & McLennan Cos Inc |
|
|
487 |
|
|
|
98 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mastercard Inc, Cl A |
|
|
5,465 |
|
|
$ |
2,595 |
|
McKesson Corp |
|
|
2,165 |
|
|
|
1,129 |
|
Medpace Holdings Inc * |
|
|
943 |
|
|
|
375 |
|
Merck & Co Inc |
|
|
21,300 |
|
|
|
2,708 |
|
Meta Platforms Inc, Cl A |
|
|
6,142 |
|
|
|
3,010 |
|
Mettler-Toledo International Inc * |
|
|
919 |
|
|
|
1,146 |
|
Microsoft Corp |
|
|
13,419 |
|
|
|
5,551 |
|
Middleby Corp/The * |
|
|
6,843 |
|
|
|
1,041 |
|
Molina Healthcare Inc * |
|
|
29 |
|
|
|
11 |
|
Molson Coors Beverage Co, Cl B |
|
|
2,700 |
|
|
|
169 |
|
Mondelez International Inc, Cl A |
|
|
20,856 |
|
|
|
1,524 |
|
Moody's Corp |
|
|
7,331 |
|
|
|
2,782 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
700 |
|
|
|
71 |
|
MSCI Inc, Cl A |
|
|
2,404 |
|
|
|
1,349 |
|
Murphy Oil Corp |
|
|
25,500 |
|
|
|
1,012 |
|
Murphy USA Inc |
|
|
593 |
|
|
|
247 |
|
National Fuel Gas Co |
|
|
45,500 |
|
|
|
2,218 |
|
NetApp Inc |
|
|
900 |
|
|
|
80 |
|
NewMarket Corp |
|
|
340 |
|
|
|
218 |
|
NEXTracker Inc, Cl A * |
|
|
1,786 |
|
|
|
100 |
|
NIKE Inc, Cl B |
|
|
8,778 |
|
|
|
912 |
|
NiSource Inc |
|
|
1,736 |
|
|
|
45 |
|
Nucor Corp |
|
|
430 |
|
|
|
83 |
|
NVIDIA Corp |
|
|
4,884 |
|
|
|
3,864 |
|
Oaktree Specialty Lending Corp |
|
|
6,000 |
|
|
|
120 |
|
Oracle Corp |
|
|
13,412 |
|
|
|
1,498 |
|
O'Reilly Automotive Inc * |
|
|
1,050 |
|
|
|
1,142 |
|
Organon & Co |
|
|
690 |
|
|
|
12 |
|
Oshkosh Corp |
|
|
15,200 |
|
|
|
1,685 |
|
Otis Worldwide Corp |
|
|
13,087 |
|
|
|
1,247 |
|
Otter Tail Corp |
|
|
1,700 |
|
|
|
154 |
|
Owens Corning |
|
|
2,469 |
|
|
|
370 |
|
Par Pacific Holdings Inc * |
|
|
21,490 |
|
|
|
776 |
|
Parker-Hannifin Corp |
|
|
1,291 |
|
|
|
691 |
|
PBF Energy Inc, Cl A |
|
|
16,040 |
|
|
|
749 |
|
Penumbra Inc * |
|
|
840 |
|
|
|
197 |
|
PepsiCo Inc |
|
|
9,989 |
|
|
|
1,652 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
146,040 |
|
|
|
380 |
|
Pfizer Inc |
|
|
4,900 |
|
|
|
130 |
|
Philip Morris International Inc |
|
|
9,100 |
|
|
|
819 |
|
ProPetro Holding Corp * |
|
|
46,460 |
|
|
|
344 |
|
Public Service Enterprise Group Inc |
|
|
375 |
|
|
|
23 |
|
PVH Corp |
|
|
1,400 |
|
|
|
191 |
|
Regency Centers Corp ‡ |
|
|
236 |
|
|
|
15 |
|
Reliance Inc |
|
|
400 |
|
|
|
128 |
|
Rollins Inc |
|
|
375 |
|
|
|
17 |
|
Roper Technologies Inc |
|
|
2,874 |
|
|
|
1,566 |
|
Ryerson Holding Corp |
|
|
11,140 |
|
|
|
352 |
|
Sanofi SA |
|
|
13,900 |
|
|
|
1,322 |
|
Sealed Air Corp |
|
|
900 |
|
|
|
31 |
|
Sensata Technologies Holding PLC |
|
|
26,200 |
|
|
|
902 |
|
Sherwin-Williams Co/The |
|
|
5,463 |
|
|
|
1,814 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Signify NV |
|
|
45,000 |
|
|
$ |
1,207 |
|
Snap-on Inc |
|
|
300 |
|
|
|
83 |
|
Sonic Automotive Inc, Cl A |
|
|
6,400 |
|
|
|
336 |
|
Sonoco Products Co |
|
|
1,500 |
|
|
|
85 |
|
Southwest Airlines Co |
|
|
15,110 |
|
|
|
518 |
|
Sportsman's Warehouse Holdings Inc * |
|
|
37,410 |
|
|
|
135 |
|
Stellantis NV |
|
|
846 |
|
|
|
22 |
|
Sterling Infrastructure Inc * |
|
|
1,361 |
|
|
|
145 |
|
Stifel Financial Corp |
|
|
14,400 |
|
|
|
1,092 |
|
Stryker Corp |
|
|
5,264 |
|
|
|
1,837 |
|
Sun Communities Inc ‡ |
|
|
4,400 |
|
|
|
589 |
|
Super Micro Computer Inc * |
|
|
498 |
|
|
|
431 |
|
Synchrony Financial |
|
|
295 |
|
|
|
12 |
|
Synopsys Inc * |
|
|
1,433 |
|
|
|
822 |
|
Tapestry Inc |
|
|
33,700 |
|
|
|
1,602 |
|
TEGNA Inc |
|
|
5,900 |
|
|
|
83 |
|
TJX Cos Inc/The |
|
|
17,863 |
|
|
|
1,771 |
|
T-Mobile US Inc |
|
|
500 |
|
|
|
82 |
|
Toll Brothers Inc |
|
|
4,726 |
|
|
|
542 |
|
Trane Technologies PLC |
|
|
7,013 |
|
|
|
1,977 |
|
Tyson Foods Inc, Cl A |
|
|
50,650 |
|
|
|
2,747 |
|
United Airlines Holdings Inc * |
|
|
9,790 |
|
|
|
445 |
|
United Natural Foods Inc * |
|
|
29,060 |
|
|
|
454 |
|
United Therapeutics Corp * |
|
|
8,700 |
|
|
|
1,963 |
|
UnitedHealth Group Inc |
|
|
4,909 |
|
|
|
2,423 |
|
Verizon Communications Inc |
|
|
6,300 |
|
|
|
252 |
|
Vertiv Holdings Co, Cl A |
|
|
9,375 |
|
|
|
634 |
|
Vontier Corp |
|
|
2,800 |
|
|
|
120 |
|
Walmart Inc |
|
|
1,800 |
|
|
|
105 |
|
Warner Bros Discovery Inc * |
|
|
70,400 |
|
|
|
619 |
|
Watts Water Technologies Inc, Cl A |
|
|
1,085 |
|
|
|
221 |
|
Weatherford International PLC * |
|
|
2,535 |
|
|
|
260 |
|
Wells Fargo & Co |
|
|
34,100 |
|
|
|
1,896 |
|
Western Union Co/The |
|
|
100,300 |
|
|
|
1,345 |
|
Whirlpool Corp |
|
|
800 |
|
|
|
86 |
|
Wingstop Inc |
|
|
1,210 |
|
|
|
425 |
|
WK Kellogg Co |
|
|
675 |
|
|
|
10 |
|
WW Grainger Inc |
|
|
46 |
|
|
|
45 |
|
Zumiez Inc * |
|
|
11,090 |
|
|
|
195 |
|
| |
|
|
|
|
|
|
183,977 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $211,329) ($ Thousands) |
|
|
|
|
|
|
264,462 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 1.1% |
Germany — 1.1% |
Bayerische Motoren Werke AG, 6.320% |
|
|
224 |
|
|
|
25 |
|
Henkel AG & Co KGaA (B) |
|
|
17,438 |
|
|
|
1,313 |
|
Sartorius AG (B) |
|
|
944 |
|
|
|
357 |
|
Volkswagen AG (B) |
|
|
10,000 |
|
|
|
1,356 |
|
| |
|
|
|
|
|
|
3,051 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
Russia — 0.0% |
Sberbank of Russia PJSC (B) |
|
|
147,000 |
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $3,530) ($ Thousands) |
|
|
|
|
|
|
3,051 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.0% |
Thailand — 0.0% |
|
|
|
|
Kiatnakin Phatra Bank, Expires 01/03/2027 * |
|
|
3,858 |
|
|
|
– |
|
Kiatnakin Phatra Bank, Expires 01/02/2025 * |
|
|
3,858 |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
|
Number of
Warrants |
|
|
Market Value
($ Thousands) |
|
WARRANTS (continued) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
4,656,403 |
|
|
|
4,656 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,656) ($ Thousands) |
|
|
|
|
|
|
4,656 |
|
Total Investments in Securities — 97.0% |
|
|
|
|
|
|
|
|
(Cost $219,515) ($ Thousands) |
|
$ |
272,169 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
44 |
|
|
|
Mar-2024 |
|
|
$ |
2,193 |
|
|
$ |
2,331 |
|
|
$ |
144 |
|
FTSE 100 Index |
|
|
8 |
|
|
|
Mar-2024 |
|
|
|
771 |
|
|
|
771 |
|
|
|
– |
|
Hang Seng Index |
|
|
1 |
|
|
|
Mar-2024 |
|
|
|
106 |
|
|
|
105 |
|
|
|
(1 |
) |
MSCI Emerging Markets |
|
|
43 |
|
|
|
Mar-2024 |
|
|
|
2,136 |
|
|
|
2,186 |
|
|
|
50 |
|
MSCI Singapore Index |
|
|
3 |
|
|
|
Mar-2024 |
|
|
|
63 |
|
|
|
63 |
|
|
|
– |
|
OMX Stockholm 30 |
|
|
9 |
|
|
|
Mar-2024 |
|
|
|
200 |
|
|
|
213 |
|
|
|
9 |
|
S&P TSX 60 Index |
|
|
3 |
|
|
|
Mar-2024 |
|
|
|
564 |
|
|
|
570 |
|
|
|
10 |
|
SPI 200 Index |
|
|
3 |
|
|
|
Mar-2024 |
|
|
|
360 |
|
|
|
374 |
|
|
|
18 |
|
TOPIX Index |
|
|
6 |
|
|
|
Mar-2024 |
|
|
|
971 |
|
|
|
1,076 |
|
|
|
122 |
|
| |
|
|
|
|
|
|
|
|
|
|
7,364 |
|
|
|
7,689 |
|
|
|
352 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
(3 |
) |
|
|
Mar-2024 |
|
|
$ |
(762 |
) |
|
$ |
(765 |
) |
|
$ |
(3 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
6,602 |
|
|
$ |
6,924 |
|
|
$ |
349 |
|
A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
NZD |
|
|
|
4 |
|
|
|
USD |
|
|
|
2 |
|
|
$ |
$ — |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
— |
|
|
|
NZD |
|
|
|
1 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
4 |
|
|
|
NZD |
|
|
|
7 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1 |
|
|
|
NOK |
|
|
|
15 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
24 |
|
|
|
NOK |
|
|
|
254 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
25 |
|
|
|
SGD |
|
|
|
34 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
17 |
|
|
|
SGD |
|
|
|
23 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SGD |
|
|
|
17 |
|
|
|
USD |
|
|
|
13 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SGD |
|
|
|
33 |
|
|
|
USD |
|
|
|
25 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
97 |
|
|
|
HKD |
|
|
|
758 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
77 |
|
|
|
SEK |
|
|
|
804 |
|
|
|
1 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
World Select Equity Fund (Concluded)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
46 |
|
|
|
SEK |
|
|
|
479 |
|
|
$ |
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
112 |
|
|
|
DKK |
|
|
|
774 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
28 |
|
|
|
DKK |
|
|
|
191 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
51 |
|
|
|
AUD |
|
|
|
79 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
196 |
|
|
|
AUD |
|
|
|
299 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
NOK |
|
|
|
223 |
|
|
|
USD |
|
|
|
21 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
NOK |
|
|
|
56 |
|
|
|
USD |
|
|
|
5 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
AUD |
|
|
|
112 |
|
|
|
USD |
|
|
|
73 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
AUD |
|
|
|
168 |
|
|
|
USD |
|
|
|
109 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
CHF |
|
|
|
110 |
|
|
|
USD |
|
|
|
125 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
CHF |
|
|
|
204 |
|
|
|
USD |
|
|
|
231 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
160 |
|
|
|
CHF |
|
|
|
141 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
157 |
|
|
|
CHF |
|
|
|
138 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
380 |
|
|
|
CAD |
|
|
|
513 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
GBP |
|
|
|
42 |
|
|
|
USD |
|
|
|
53 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
GBP |
|
|
|
452 |
|
|
|
USD |
|
|
|
569 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
CAD |
|
|
|
496 |
|
|
|
USD |
|
|
|
367 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
479 |
|
|
|
GBP |
|
|
|
381 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
160 |
|
|
|
GBP |
|
|
|
126 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
566 |
|
|
|
JPY |
|
|
|
85,008 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
103 |
|
|
|
JPY |
|
|
|
15,430 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
HKD |
|
|
|
807 |
|
|
|
USD |
|
|
|
103 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SEK |
|
|
|
303 |
|
|
|
USD |
|
|
|
29 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
SEK |
|
|
|
889 |
|
|
|
USD |
|
|
|
85 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
DKK |
|
|
|
351 |
|
|
|
USD |
|
|
|
51 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
DKK |
|
|
|
881 |
|
|
|
USD |
|
|
|
127 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
EUR |
|
|
|
316 |
|
|
|
USD |
|
|
|
342 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
EUR |
|
|
|
1,143 |
|
|
|
USD |
|
|
|
1,229 |
|
|
|
(7 |
) |
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1,159 |
|
|
|
EUR |
|
|
|
1,077 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
338 |
|
|
|
EUR |
|
|
|
312 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
JPY |
|
|
|
11,080 |
|
|
|
USD |
|
|
|
74 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
03/04/24 |
|
|
|
JPY |
|
|
|
97,850 |
|
|
|
USD |
|
|
|
652 |
|
|
|
(2 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(4 |
) |
|
Percentages are based on Net Assets of $280,512 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
No interest rate available. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation/
(Depreciation) |
|
|
Value 2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
$ |
2,664 |
|
|
$ |
32,217 |
|
|
$ |
(30,225 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,656 |
|
|
$ |
230 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 92.6% |
Argentina — 0.5% |
Corp America Airports SA * |
|
|
135,260 |
|
|
$ |
1,964 |
|
Loma Negra Cia Industrial Argentina SA ADR |
|
|
160,349 |
|
|
|
1,053 |
|
Telecom Argentina SA ADR |
|
|
309,357 |
|
|
|
2,243 |
|
| |
|
|
|
|
|
|
5,260 |
|
| |
|
|
|
|
|
|
|
|
Australia — 0.1% |
SolGold PLC * |
|
|
6,774,749 |
|
|
|
526 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
ANDRITZ AG |
|
|
10,667 |
|
|
|
671 |
|
| |
|
|
|
|
|
|
|
|
Bangladesh — 0.2% |
BRAC Bank Ltd |
|
|
5,064,606 |
|
|
|
1,971 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.1% |
Cenergy Holdings SA |
|
|
100,240 |
|
|
|
780 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 6.0% |
Ambev SA |
|
|
222,200 |
|
|
|
565 |
|
Arcos Dorados Holdings Inc, Cl A |
|
|
121,230 |
|
|
|
1,438 |
|
B3 SA - Brasil Bolsa Balcao |
|
|
83,000 |
|
|
|
214 |
|
Banco do Brasil SA |
|
|
416,854 |
|
|
|
4,863 |
|
C&A MODAS * |
|
|
643,900 |
|
|
|
1,215 |
|
Cia de Saneamento de Minas Gerais Copasa MG |
|
|
64,000 |
|
|
|
267 |
|
Cia Siderurgica Nacional ADR |
|
|
221,788 |
|
|
|
747 |
|
CPFL Energia SA |
|
|
356,700 |
|
|
|
2,541 |
|
Dexco SA |
|
|
765,700 |
|
|
|
1,256 |
|
Embraer SA ADR * |
|
|
73,070 |
|
|
|
1,424 |
|
Equatorial Energia SA |
|
|
132,700 |
|
|
|
912 |
|
Gerdau SA ADR |
|
|
230,690 |
|
|
|
994 |
|
GPS Participacoes e Empreendimentos SA |
|
|
367,600 |
|
|
|
1,321 |
|
Hapvida Participacoes e Investimentos S/A * |
|
|
617,500 |
|
|
|
458 |
|
Itau Unibanco Holding SA ADR |
|
|
1,226,248 |
|
|
|
8,363 |
|
Localiza Rent a Car SA |
|
|
173,090 |
|
|
|
1,841 |
|
Lojas Renner SA |
|
|
172,700 |
|
|
|
549 |
|
LWSA SA |
|
|
437,900 |
|
|
|
492 |
|
Minerva SA/Brazil |
|
|
87,300 |
|
|
|
120 |
|
Neoenergia |
|
|
45,900 |
|
|
|
200 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
370,199 |
|
|
|
4,102 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
34,645 |
|
|
|
482 |
|
Petroleo Brasileiro SA ADR, Cl A |
|
|
680,037 |
|
|
|
10,996 |
|
Porto Seguro SA |
|
|
169,700 |
|
|
|
975 |
|
Santos Brasil Participacoes SA |
|
|
758,600 |
|
|
|
1,603 |
|
Sendas Distribuidora S/A |
|
|
1,289,700 |
|
|
|
3,691 |
|
SLC Agricola SA |
|
|
62,800 |
|
|
|
249 |
|
Suzano SA |
|
|
58,100 |
|
|
|
661 |
|
TIM SA/Brazil |
|
|
383,800 |
|
|
|
1,400 |
|
TOTVS SA |
|
|
144,400 |
|
|
|
901 |
|
Ultrapar Participacoes ADR |
|
|
127,541 |
|
|
|
755 |
|
Vale SA |
|
|
134,400 |
|
|
|
1,814 |
|
| |
|
|
|
|
|
|
57,409 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Canada — 1.3% |
Capstone Copper Corp * |
|
|
302,527 |
|
|
$ |
1,588 |
|
Celestica * |
|
|
74,162 |
|
|
|
3,154 |
|
Ivanhoe Mines Ltd, Cl A * |
|
|
625,051 |
|
|
|
6,650 |
|
Pan American Silver Corp |
|
|
93,699 |
|
|
|
1,163 |
|
| |
|
|
|
|
|
|
12,555 |
|
| |
|
|
|
|
|
|
|
|
Cayman Islands — 0.1% |
Theon International * |
|
|
82,544 |
|
|
|
1,071 |
|
| |
|
|
|
|
|
|
|
|
Chile — 0.7% |
Banco Santander Chile ADR |
|
|
97,984 |
|
|
|
1,924 |
|
Enel Chile SA * |
|
|
24,548,539 |
|
|
|
1,473 |
|
Parque Arauco SA |
|
|
2,272,217 |
|
|
|
3,621 |
|
| |
|
|
|
|
|
|
7,018 |
|
| |
|
|
|
|
|
|
|
|
China — 15.8% |
37 Interactive Entertainment Network Technology Group Co Ltd, Cl A |
|
|
541,500 |
|
|
|
1,466 |
|
Agricultural Bank of China Ltd, Cl H |
|
|
9,363,000 |
|
|
|
3,851 |
|
Airtac International Group |
|
|
79,719 |
|
|
|
3,052 |
|
Alibaba Group Holding Ltd |
|
|
1,361,700 |
|
|
|
12,680 |
|
Alibaba Group Holding Ltd ADR |
|
|
22,595 |
|
|
|
1,673 |
|
Autohome Inc ADR |
|
|
16,519 |
|
|
|
429 |
|
Baidu Inc ADR * |
|
|
58,943 |
|
|
|
5,973 |
|
Bank of China Ltd, Cl H |
|
|
4,786,500 |
|
|
|
1,883 |
|
Bank of Communications Co Ltd, Cl H |
|
|
1,219,100 |
|
|
|
800 |
|
Beijing Enterprises Holdings Ltd |
|
|
196,500 |
|
|
|
740 |
|
Bosideng International Holdings Ltd |
|
|
1,410,000 |
|
|
|
711 |
|
China Communications Services Corp Ltd, Cl H |
|
|
2,558,000 |
|
|
|
1,088 |
|
China Construction Bank Corp, Cl H |
|
|
8,536,000 |
|
|
|
5,321 |
|
China Everbright Bank Co Ltd, Cl H |
|
|
1,894,500 |
|
|
|
593 |
|
China Galaxy Securities Co Ltd, Cl H |
|
|
894,000 |
|
|
|
470 |
|
China Medical System Holdings Ltd |
|
|
949,000 |
|
|
|
1,559 |
|
China Overseas Property Holdings Ltd |
|
|
1,475,000 |
|
|
|
1,247 |
|
China Railway Group Ltd, Cl H |
|
|
1,816,000 |
|
|
|
886 |
|
China Resources Land Ltd |
|
|
1,878,000 |
|
|
|
5,781 |
|
China Resources Pharmaceutical Group Ltd |
|
|
452,500 |
|
|
|
306 |
|
China State Construction International Holdings Ltd |
|
|
250,000 |
|
|
|
279 |
|
China Taiping Insurance Holdings Co Ltd |
|
|
283,400 |
|
|
|
247 |
|
Chongqing Brewery Co Ltd, Cl A |
|
|
168,400 |
|
|
|
1,533 |
|
CITIC Ltd |
|
|
718,000 |
|
|
|
725 |
|
Contemporary Amperex Technology Co Ltd, Cl A |
|
|
7,056 |
|
|
|
160 |
|
COSCO SHIPPING Holdings Co Ltd, Cl H |
|
|
1,006,550 |
|
|
|
1,085 |
|
Daqin Railway Co Ltd, Cl A |
|
|
251,245 |
|
|
|
261 |
|
Dongfeng Motor Group Co Ltd, Cl H |
|
|
346,000 |
|
|
|
148 |
|
Eastroc Beverage Group Co Ltd, Cl A |
|
|
37,400 |
|
|
|
931 |
|
EEKA Fashion Holdings |
|
|
365,500 |
|
|
|
635 |
|
FinVolution Group ADR |
|
|
51,391 |
|
|
|
269 |
|
First Tractor, Cl H |
|
|
1,386,000 |
|
|
|
1,083 |
|
Ganfeng Lithium Group Co Ltd, Cl A |
|
|
165,200 |
|
|
|
920 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gree Electric Appliances of Zhuhai, Cl A |
|
|
122,800 |
|
|
$ |
667 |
|
Greentown China Holdings Ltd |
|
|
268,500 |
|
|
|
216 |
|
Guangdong Xinbao Electrical Appliances Holdings, Cl A |
|
|
130,800 |
|
|
|
266 |
|
Guangzhou Automobile Group Co Ltd, Cl H |
|
|
2,744,000 |
|
|
|
1,188 |
|
Haidilao International Holding Ltd |
|
|
381,000 |
|
|
|
698 |
|
Haier Smart Home Co Ltd, Cl H |
|
|
1,803,400 |
|
|
|
5,505 |
|
Heilongjiang Agriculture, Cl A |
|
|
411,700 |
|
|
|
711 |
|
Hello Group Inc ADR |
|
|
35,878 |
|
|
|
236 |
|
Hisense Home Appliances Group Co Ltd, Cl A |
|
|
115,799 |
|
|
|
480 |
|
Industrial & Commercial Bank of China Ltd, Cl H |
|
|
4,685,000 |
|
|
|
2,418 |
|
iQIYI Inc ADR * |
|
|
1,142,017 |
|
|
|
4,214 |
|
JD.com Inc, Cl A |
|
|
160,100 |
|
|
|
1,821 |
|
Jiangxi Copper, Cl H |
|
|
217,000 |
|
|
|
323 |
|
JinkoSolar Holding Co Ltd ADR |
|
|
13,000 |
|
|
|
352 |
|
Jiumaojiu International Holdings Ltd |
|
|
451,000 |
|
|
|
313 |
|
JOYY Inc ADR |
|
|
3,966 |
|
|
|
125 |
|
Kingsoft Corp Ltd |
|
|
226,600 |
|
|
|
632 |
|
Kunlun Energy Co Ltd |
|
|
3,658,000 |
|
|
|
3,126 |
|
Kweichow Moutai Co Ltd, Cl A |
|
|
6,875 |
|
|
|
1,620 |
|
Lenovo Group Ltd |
|
|
1,914,000 |
|
|
|
2,120 |
|
Li Ning Co Ltd |
|
|
846,500 |
|
|
|
2,111 |
|
Lufax Holding ADR |
|
|
123,620 |
|
|
|
386 |
|
NetEase Inc |
|
|
179,170 |
|
|
|
4,033 |
|
NetEase Inc ADR |
|
|
9,389 |
|
|
|
1,013 |
|
Offshore Oil Engineering Co Ltd, Cl A |
|
|
355,100 |
|
|
|
306 |
|
PDD Holdings Inc ADR * |
|
|
18,520 |
|
|
|
2,307 |
|
PetroChina Co Ltd, Cl H |
|
|
4,268,000 |
|
|
|
3,364 |
|
PICC Property & Casualty Co Ltd |
|
|
4,532,000 |
|
|
|
6,206 |
|
Ping An Insurance Group Co of China Ltd, Cl H |
|
|
1,317,900 |
|
|
|
5,909 |
|
Qifu Technology Inc ADR |
|
|
55,102 |
|
|
|
851 |
|
Qingdao Haier Biomedical Co Ltd, Cl A |
|
|
216,888 |
|
|
|
944 |
|
Shanghai Pharmaceuticals Holding Co Ltd, Cl H |
|
|
173,100 |
|
|
|
279 |
|
Shenzhen H&T Intelligent Control Co Ltd, Cl A |
|
|
520,800 |
|
|
|
906 |
|
Shenzhen Mindray Bio-Medical Electronics Co Ltd, Cl A |
|
|
16,000 |
|
|
|
643 |
|
Shenzhou International Group Holdings Ltd |
|
|
356,500 |
|
|
|
2,939 |
|
Sinopharm Group Co Ltd, Cl H |
|
|
155,600 |
|
|
|
436 |
|
Sinotruk Hong Kong Ltd |
|
|
706,500 |
|
|
|
1,868 |
|
SooChow Securities Co Ltd, Cl A |
|
|
947,200 |
|
|
|
961 |
|
TAL Education Group ADR * |
|
|
140,195 |
|
|
|
2,065 |
|
Tencent Holdings Ltd |
|
|
146,253 |
|
|
|
5,179 |
|
Tencent Music Entertainment Group ADR * |
|
|
45,100 |
|
|
|
472 |
|
Tongcheng Travel Holdings Ltd * |
|
|
684,400 |
|
|
|
1,727 |
|
Topsports International Holdings Ltd |
|
|
1,438,093 |
|
|
|
977 |
|
TravelSky Technology Ltd, Cl H |
|
|
714,000 |
|
|
|
855 |
|
Vipshop Holdings Ltd ADR |
|
|
456,474 |
|
|
|
8,787 |
|
Weibo Corp ADR |
|
|
45,300 |
|
|
|
413 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Weichai Power Co Ltd, Cl H |
|
|
153,000 |
|
|
$ |
301 |
|
Wuliangye Yibin Co Ltd, Cl A |
|
|
14,479 |
|
|
|
286 |
|
WuXi AppTec Co Ltd, Cl H |
|
|
220,644 |
|
|
|
1,373 |
|
Xinyi Solar Holdings Ltd |
|
|
2,137,000 |
|
|
|
1,299 |
|
Yangzijiang Shipbuilding Holdings Ltd * |
|
|
1,219,800 |
|
|
|
1,588 |
|
Yum China Holdings Inc |
|
|
24,000 |
|
|
|
1,029 |
|
Yutong Bus Co Ltd, Cl A |
|
|
178,700 |
|
|
|
464 |
|
Zhejiang Expressway Co Ltd, Cl H |
|
|
586,000 |
|
|
|
448 |
|
Zhejiang Semir Garment Co Ltd, Cl A |
|
|
298,192 |
|
|
|
230 |
|
Zhongsheng Group Holdings Ltd |
|
|
381,000 |
|
|
|
699 |
|
ZJLD Group Inc * |
|
|
972,200 |
|
|
|
1,143 |
|
ZTE Corp, Cl H |
|
|
56,600 |
|
|
|
128 |
|
ZTO Express Cayman Inc ADR |
|
|
48,734 |
|
|
|
935 |
|
| |
|
|
|
|
|
|
151,676 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.2% |
Bancolombia SA ADR, Cl R |
|
|
16,132 |
|
|
|
524 |
|
Gran Tierra Energy Inc * |
|
|
314,423 |
|
|
|
1,681 |
|
| |
|
|
|
|
|
|
2,205 |
|
| |
|
|
|
|
|
|
|
|
Czechia — 0.1% |
WAG Payment Solutions PLC * |
|
|
1,509,678 |
|
|
|
1,386 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 1.0% |
Commercial International Bank Egypt SAE GDR |
|
|
2,175,279 |
|
|
|
2,958 |
|
Energean PLC |
|
|
497,093 |
|
|
|
6,414 |
|
| |
|
|
|
|
|
|
9,372 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.4% |
TBC Bank Group PLC |
|
|
99,706 |
|
|
|
3,733 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.0% |
AIXTRON SE |
|
|
7,808 |
|
|
|
217 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 0.1% |
Tullow Oil PLC * |
|
|
2,661,939 |
|
|
|
948 |
|
| |
|
|
|
|
|
|
|
|
Greece — 1.5% |
Alpha Services and Holdings SA * |
|
|
782,854 |
|
|
|
1,471 |
|
Athens International Airport * |
|
|
79,893 |
|
|
|
752 |
|
Eurobank Ergasias Services and Holdings SA * |
|
|
1,896,655 |
|
|
|
3,923 |
|
JUMBO SA * |
|
|
25,060 |
|
|
|
733 |
|
Motor Oil Hellas Corinth Refineries SA |
|
|
18,750 |
|
|
|
536 |
|
Mytilineos SA |
|
|
7,976 |
|
|
|
311 |
|
National Bank of Greece SA * |
|
|
349,664 |
|
|
|
2,741 |
|
OPAP SA |
|
|
55,801 |
|
|
|
1,019 |
|
Piraeus Financial Holdings SA * |
|
|
659,137 |
|
|
|
2,903 |
|
| |
|
|
|
|
|
|
14,389 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.6% |
AIA Group Ltd |
|
|
304,640 |
|
|
|
2,475 |
|
Hong Kong Exchanges & Clearing Ltd |
|
|
38,842 |
|
|
|
1,204 |
|
Orient Overseas International Ltd |
|
|
31,500 |
|
|
|
490 |
|
Techtronic Industries Co Ltd |
|
|
117,500 |
|
|
|
1,272 |
|
| |
|
|
|
|
|
|
5,441 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Hungary — 1.0% |
MOL Hungarian Oil & Gas PLC |
|
|
203,036 |
|
|
$ |
1,615 |
|
OTP Bank Nyrt |
|
|
105,370 |
|
|
|
5,050 |
|
Richter Gedeon Nyrt |
|
|
109,623 |
|
|
|
2,917 |
|
| |
|
|
|
|
|
|
9,582 |
|
| |
|
|
|
|
|
|
|
|
Iceland — 0.3% |
Islandsbanki HF |
|
|
3,752,037 |
|
|
|
2,892 |
|
| |
|
|
|
|
|
|
|
|
India — 11.3% |
Angel One Ltd |
|
|
7,079 |
|
|
|
238 |
|
Ashok Leyland |
|
|
164,362 |
|
|
|
337 |
|
Ashoka Buildcon * |
|
|
658,426 |
|
|
|
1,479 |
|
Aster DM Healthcare Ltd * |
|
|
274,114 |
|
|
|
1,558 |
|
Aurobindo Pharma Ltd |
|
|
73,033 |
|
|
|
906 |
|
Bajaj Auto Ltd |
|
|
10,382 |
|
|
|
990 |
|
Bank of Baroda |
|
|
278,036 |
|
|
|
890 |
|
Bharat Electronics Ltd |
|
|
900,482 |
|
|
|
2,227 |
|
Bharat Petroleum Corp Ltd |
|
|
129,768 |
|
|
|
945 |
|
Brigade Enterprises Ltd |
|
|
186,133 |
|
|
|
2,247 |
|
Canara Bank |
|
|
158,302 |
|
|
|
1,078 |
|
Chambal Fertilisers and Chemicals |
|
|
50,584 |
|
|
|
214 |
|
Chennai Petroleum Corp Ltd |
|
|
53,474 |
|
|
|
570 |
|
Coal India Ltd |
|
|
149,625 |
|
|
|
788 |
|
Colgate-Palmolive India Ltd |
|
|
15,664 |
|
|
|
477 |
|
Computer Age Management Services |
|
|
35,936 |
|
|
|
1,331 |
|
Craftsman Automation |
|
|
12,698 |
|
|
|
641 |
|
CreditAccess Grameen Ltd * |
|
|
78,488 |
|
|
|
1,392 |
|
Cyient Ltd |
|
|
13,087 |
|
|
|
320 |
|
Divi's Laboratories Ltd |
|
|
43,219 |
|
|
|
1,819 |
|
Dr Reddy's Laboratories Ltd |
|
|
18,153 |
|
|
|
1,406 |
|
EPL Ltd |
|
|
305,145 |
|
|
|
689 |
|
Exide Industries Ltd |
|
|
510,794 |
|
|
|
1,973 |
|
Federal Bank Ltd |
|
|
782,810 |
|
|
|
1,420 |
|
GAIL India Ltd |
|
|
165,145 |
|
|
|
363 |
|
Genus Power Infrastructures Ltd |
|
|
605,861 |
|
|
|
1,828 |
|
Global Health * |
|
|
19,507 |
|
|
|
321 |
|
HCL Technologies Ltd |
|
|
280,321 |
|
|
|
5,625 |
|
HDFC Asset Management Co Ltd |
|
|
15,517 |
|
|
|
702 |
|
HDFC Bank Ltd |
|
|
275,075 |
|
|
|
4,656 |
|
Hero MotoCorp Ltd |
|
|
48,265 |
|
|
|
2,577 |
|
Hindalco Industries Ltd |
|
|
5,278 |
|
|
|
32 |
|
Hindustan Aeronautics Ltd |
|
|
13,839 |
|
|
|
515 |
|
ICICI Bank Ltd |
|
|
240,156 |
|
|
|
3,048 |
|
ICICI Bank Ltd ADR |
|
|
247,166 |
|
|
|
6,330 |
|
Indian Oil Corp Ltd |
|
|
496,303 |
|
|
|
991 |
|
Infosys Ltd |
|
|
73,983 |
|
|
|
1,494 |
|
Intellect Design Arena Ltd |
|
|
33,222 |
|
|
|
443 |
|
IRB Infrastructure Developers |
|
|
1,724,796 |
|
|
|
1,307 |
|
JK Tyre & Industries Ltd |
|
|
83,084 |
|
|
|
522 |
|
Jyothy Labs Ltd |
|
|
270,858 |
|
|
|
1,509 |
|
Kotak Mahindra Bank Ltd |
|
|
111,425 |
|
|
|
2,270 |
|
KPIT Technologies Ltd |
|
|
145,845 |
|
|
|
2,763 |
|
L&T Finance Holdings Ltd |
|
|
179,825 |
|
|
|
363 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Larsen & Toubro Ltd |
|
|
15,362 |
|
|
$ |
644 |
|
Lemon Tree Hotels Ltd * |
|
|
959,977 |
|
|
|
1,614 |
|
LIC Housing Finance Ltd |
|
|
75,270 |
|
|
|
588 |
|
Mahindra & Mahindra Ltd |
|
|
29,745 |
|
|
|
693 |
|
Manappuram Finance Ltd |
|
|
253,168 |
|
|
|
538 |
|
Mrs Bectors Food Specialities Ltd |
|
|
87,625 |
|
|
|
1,123 |
|
Narayana Hrudayalaya Ltd |
|
|
122,900 |
|
|
|
1,989 |
|
Natco Pharma Ltd |
|
|
24,908 |
|
|
|
299 |
|
NCC Ltd/India |
|
|
178,637 |
|
|
|
532 |
|
Nippon Life India Asset Management |
|
|
7,652 |
|
|
|
48 |
|
NTPC Ltd |
|
|
213,717 |
|
|
|
865 |
|
Oil & Natural Gas Corp Ltd |
|
|
325,451 |
|
|
|
1,039 |
|
PB Fintech Ltd * |
|
|
90,513 |
|
|
|
1,274 |
|
Petronet LNG Ltd |
|
|
670,666 |
|
|
|
2,212 |
|
Phoenix Mills Ltd/The |
|
|
90,535 |
|
|
|
3,014 |
|
PNC Infratech Ltd |
|
|
412,533 |
|
|
|
2,126 |
|
Power Finance Corp Ltd |
|
|
161,562 |
|
|
|
781 |
|
Power Grid Corp of India Ltd |
|
|
936,350 |
|
|
|
3,194 |
|
REC Ltd |
|
|
307,421 |
|
|
|
1,639 |
|
Shriram Finance Ltd |
|
|
132,958 |
|
|
|
3,910 |
|
Sobha Ltd |
|
|
78,080 |
|
|
|
1,474 |
|
Tata Consultancy Services Ltd |
|
|
32,253 |
|
|
|
1,593 |
|
Tata Motors Ltd |
|
|
114,894 |
|
|
|
1,317 |
|
Thermax |
|
|
50,197 |
|
|
|
2,202 |
|
Torrent Pharmaceuticals Ltd |
|
|
26,897 |
|
|
|
865 |
|
UPL Ltd |
|
|
451,222 |
|
|
|
2,556 |
|
VA Tech Wabag Ltd * |
|
|
157,135 |
|
|
|
1,386 |
|
Varun Beverages Ltd * |
|
|
233,062 |
|
|
|
3,959 |
|
Zomato Ltd * |
|
|
577,991 |
|
|
|
1,153 |
|
| |
|
|
|
|
|
|
108,221 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 4.6% |
Ace Hardware Indonesia Tbk PT |
|
|
27,260,000 |
|
|
|
1,448 |
|
Adaro Energy Indonesia Tbk PT |
|
|
2,258,200 |
|
|
|
348 |
|
Astra International Tbk PT |
|
|
1,222,100 |
|
|
|
406 |
|
Bank Central Asia Tbk PT |
|
|
4,035,500 |
|
|
|
2,536 |
|
Bank Mandiri Persero Tbk PT |
|
|
3,755,700 |
|
|
|
1,673 |
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
25,622,176 |
|
|
|
9,986 |
|
Bank Syariah Indonesia |
|
|
6,689,300 |
|
|
|
1,051 |
|
Bank Tabungan Negara Persero Tbk PT |
|
|
6,295,700 |
|
|
|
573 |
|
Cisarua Mountain Dairy PT TBK |
|
|
10,816,900 |
|
|
|
2,905 |
|
First Pacific Co Ltd |
|
|
7,750,000 |
|
|
|
3,128 |
|
Indo Tambangraya Megah Tbk PT |
|
|
110,500 |
|
|
|
184 |
|
Indosat Tbk PT |
|
|
3,961,000 |
|
|
|
2,880 |
|
Jasa Marga Persero Tbk PT |
|
|
5,082,500 |
|
|
|
1,755 |
|
Map Aktif Adiperkasa |
|
|
13,603,200 |
|
|
|
952 |
|
Medikaloka Hermina Tbk PT |
|
|
52,722,900 |
|
|
|
4,244 |
|
Pakuwon Jati Tbk PT |
|
|
89,667,684 |
|
|
|
2,317 |
|
Perusahaan Gas Negara Tbk PT |
|
|
2,562,500 |
|
|
|
178 |
|
Sumber Alfaria Trijaya Tbk PT |
|
|
7,673,800 |
|
|
|
1,343 |
|
Trimegah Bangun Persada Tbk PT |
|
|
55,861,139 |
|
|
|
3,199 |
|
Ultrajaya Milk Industry & Trading Co Tbk PT |
|
|
27,622,400 |
|
|
|
2,935 |
|
| |
|
|
|
|
|
|
44,041 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Italy — 0.1% |
Wizz Air Holdings Plc * |
|
|
29,656 |
|
|
$ |
802 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.1% |
Hikma Pharmaceuticals PLC |
|
|
36,462 |
|
|
|
907 |
|
| |
|
|
|
|
|
|
|
|
Kazakhstan — 2.2% |
Air Astana JSC GDR * |
|
|
457,210 |
|
|
|
4,252 |
|
Halyk Savings Bank of Kazakhstan JSC GDR |
|
|
500,399 |
|
|
|
8,607 |
|
Kaspi.KZ JSC ADR |
|
|
10,949 |
|
|
|
1,138 |
|
NAC Kazatomprom JSC GDR |
|
|
177,112 |
|
|
|
6,996 |
|
| |
|
|
|
|
|
|
20,993 |
|
| |
|
|
|
|
|
|
|
|
Kenya — 0.2% |
ARM Cement Ltd * |
|
|
10 |
|
|
|
– |
|
Equity Group Holdings PLC/Kenya |
|
|
8,478,063 |
|
|
|
2,333 |
|
| |
|
|
|
|
|
|
2,333 |
|
| |
|
|
|
|
|
|
|
|
Macao — 0.1% |
MGM China Holdings Ltd * |
|
|
372,400 |
|
|
|
602 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.4% |
Bermaz Auto Bhd |
|
|
1,027,500 |
|
|
|
528 |
|
Bursa Malaysia Bhd |
|
|
356,200 |
|
|
|
561 |
|
Dayang Enterprise Holdings |
|
|
2,607,800 |
|
|
|
1,280 |
|
Gamuda |
|
|
1,306,900 |
|
|
|
1,457 |
|
Sime Darby |
|
|
442,600 |
|
|
|
253 |
|
| |
|
|
|
|
|
|
4,079 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 2.2% |
BBB Foods, Cl A * |
|
|
31,184 |
|
|
|
654 |
|
Coca-Cola Femsa SAB de CV |
|
|
34,900 |
|
|
|
340 |
|
Coca-Cola Femsa SAB de CV ADR |
|
|
5,490 |
|
|
|
533 |
|
Controladora Vuela Cia de Aviacion SAB de CV ADR * |
|
|
64,847 |
|
|
|
469 |
|
Corp Inmobiliaria Vesta SAB de CV |
|
|
250,700 |
|
|
|
879 |
|
Fibra Uno Administracion SA de CV ‡ |
|
|
313,900 |
|
|
|
565 |
|
Grupo Aeroportuario del Pacifico SAB de CV, Cl B |
|
|
85,355 |
|
|
|
1,260 |
|
Grupo Financiero Banorte SAB de CV, Cl O |
|
|
862,200 |
|
|
|
8,907 |
|
Grupo Mexico SAB de CV, Ser B |
|
|
152,300 |
|
|
|
742 |
|
Grupo Traxion SAB de CV, Cl A * |
|
|
839,141 |
|
|
|
1,514 |
|
Promotora y Operadora de Infraestructura |
|
|
94,280 |
|
|
|
983 |
|
Qualitas Controladora SAB de CV |
|
|
197,000 |
|
|
|
2,210 |
|
Vista Energy SAB de CV ADR * |
|
|
16,300 |
|
|
|
600 |
|
Wal-Mart de Mexico SAB de CV |
|
|
353,190 |
|
|
|
1,409 |
|
| |
|
|
|
|
|
|
21,065 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.2% |
BE Semiconductor Industries NV |
|
|
8,101 |
|
|
|
1,465 |
|
| |
|
|
|
|
|
|
|
|
Nigeria — 0.9% |
Airtel Africa PLC |
|
|
717,797 |
|
|
|
861 |
|
Guaranty Trust Holding Co PLC |
|
|
16,408,102 |
|
|
|
411 |
|
IHS Holding Ltd * |
|
|
191,059 |
|
|
|
537 |
|
SEPLAT Energy PLC |
|
|
3,037,908 |
|
|
|
5,380 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zenith Bank PLC |
|
|
76,698,031 |
|
|
$ |
1,699 |
|
| |
|
|
|
|
|
|
8,888 |
|
| |
|
|
|
|
|
|
|
|
Pakistan — 0.4% |
United Bank Ltd/Pakistan |
|
|
6,175,348 |
|
|
|
4,239 |
|
| |
|
|
|
|
|
|
|
|
Peru — 0.9% |
Credicorp Ltd |
|
|
29,092 |
|
|
|
4,971 |
|
Hochschild Mining PLC |
|
|
2,951,159 |
|
|
|
3,461 |
|
| |
|
|
|
|
|
|
8,432 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 2.9% |
Alliance Global Group Inc |
|
|
7,584,100 |
|
|
|
1,392 |
|
Ayala Corp |
|
|
309,759 |
|
|
|
3,736 |
|
Ayala Land Inc |
|
|
5,943,100 |
|
|
|
3,700 |
|
BDO Unibank Inc |
|
|
1,342,470 |
|
|
|
3,654 |
|
Century Pacific Food |
|
|
2,273,600 |
|
|
|
1,355 |
|
GT Capital Holdings Inc |
|
|
515,530 |
|
|
|
6,447 |
|
Robinsons Land Corp |
|
|
11,829,700 |
|
|
|
3,447 |
|
Universal Robina Corp |
|
|
1,812,080 |
|
|
|
3,772 |
|
| |
|
|
|
|
|
|
27,503 |
|
| |
|
|
|
|
|
|
|
|
Poland — 1.0% |
Bank Polska Kasa Opieki SA |
|
|
25,801 |
|
|
|
1,119 |
|
Budimex SA |
|
|
1,887 |
|
|
|
345 |
|
Dino Polska SA * |
|
|
11,694 |
|
|
|
1,363 |
|
Grupa Pracuj |
|
|
209,970 |
|
|
|
3,370 |
|
InPost * |
|
|
60,141 |
|
|
|
939 |
|
Jastrzebska Spolka Weglowa SA * |
|
|
18,780 |
|
|
|
194 |
|
KGHM Polska Miedz SA |
|
|
78,058 |
|
|
|
2,110 |
|
LPP SA |
|
|
70 |
|
|
|
315 |
|
| |
|
|
|
|
|
|
9,755 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.0% |
Ooredoo QPSC |
|
|
78,265 |
|
|
|
244 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
Gazprom PJSC ADR *(A) |
|
|
503,042 |
|
|
|
– |
|
LUKOIL PJSC ADR *(A) |
|
|
107,182 |
|
|
|
– |
|
Mobile TeleSystems PJSC ADR * |
|
|
556,416 |
|
|
|
– |
|
Moscow Exchange MICEX-RTS PJSC * |
|
|
945,410 |
|
|
|
– |
|
Ozon Holdings PLC ADR * |
|
|
30,008 |
|
|
|
– |
|
Sberbank of Russia PJSC ADR *(A) |
|
|
93,380 |
|
|
|
– |
|
Surgutneftegas PJSC ADR * |
|
|
416,721 |
|
|
|
– |
|
Yandex NV, Cl A * |
|
|
50,933 |
|
|
|
– |
|
| |
|
|
|
|
|
|
— |
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 1.2% |
AlKhorayef Water & Power Technologies Co * |
|
|
3,634 |
|
|
|
235 |
|
Arab National Bank |
|
|
51,117 |
|
|
|
380 |
|
Arabian Internet & Communications Services Co * |
|
|
4,442 |
|
|
|
434 |
|
Banque Saudi Fransi * |
|
|
37,470 |
|
|
|
381 |
|
Etihad Etisalat Co * |
|
|
33,947 |
|
|
|
501 |
|
Leejam Sports Co JSC |
|
|
7,034 |
|
|
|
404 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mouwasat Medical Services Co * |
|
|
6,928 |
|
|
$ |
228 |
|
National Medical Care Co |
|
|
4,893 |
|
|
|
262 |
|
Saudi Arabian Oil Co |
|
|
41,842 |
|
|
|
354 |
|
Saudi Aramco Base Oil * |
|
|
9,902 |
|
|
|
444 |
|
Saudi Ground Services Co * |
|
|
90,887 |
|
|
|
1,003 |
|
Saudi National Bank/The * |
|
|
278,212 |
|
|
|
3,142 |
|
Saudi Telecom Co * |
|
|
90,338 |
|
|
|
1,022 |
|
Savola Group/The |
|
|
73,396 |
|
|
|
1,037 |
|
United Electronics Co |
|
|
48,770 |
|
|
|
1,242 |
|
| |
|
|
|
|
|
|
11,069 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.2% |
Grab Holdings Ltd, Cl A * |
|
|
573,598 |
|
|
|
1,761 |
|
| |
|
|
|
|
|
|
|
|
Slovenia — 0.9% |
Nova Ljubljanska Banka dd GDR |
|
|
385,000 |
|
|
|
8,333 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 2.0% |
Aspen Pharmacare Holdings Ltd |
|
|
79,303 |
|
|
|
810 |
|
Capitec Bank Holdings Ltd |
|
|
16,460 |
|
|
|
1,731 |
|
Gold Fields Ltd |
|
|
20,994 |
|
|
|
276 |
|
Kumba Iron Ore Ltd |
|
|
30,172 |
|
|
|
845 |
|
Naspers, Cl N |
|
|
80,553 |
|
|
|
13,249 |
|
Nedbank Group Ltd |
|
|
82,171 |
|
|
|
939 |
|
Old Mutual Ltd |
|
|
1,229,543 |
|
|
|
765 |
|
Remgro Ltd |
|
|
50,685 |
|
|
|
384 |
|
Woolworths Holdings Ltd/South Africa |
|
|
84,731 |
|
|
|
283 |
|
| |
|
|
|
|
|
|
19,282 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 9.3% |
AfreecaTV Co Ltd |
|
|
1,938 |
|
|
|
187 |
|
CJ CheilJedang Corp |
|
|
8,662 |
|
|
|
1,948 |
|
Classys Inc |
|
|
33,715 |
|
|
|
814 |
|
Coupang Inc, Cl A * |
|
|
88,121 |
|
|
|
1,632 |
|
Coway Co Ltd |
|
|
46,236 |
|
|
|
1,882 |
|
Daewoo Engineering & Construction Co Ltd * |
|
|
74,579 |
|
|
|
223 |
|
DB HiTek Co Ltd |
|
|
10,427 |
|
|
|
363 |
|
DB Insurance Co Ltd |
|
|
6,554 |
|
|
|
486 |
|
DL E&C Co Ltd |
|
|
25,916 |
|
|
|
720 |
|
Doosan Bobcat Inc |
|
|
13,143 |
|
|
|
463 |
|
Eo Technics Co Ltd * |
|
|
10,963 |
|
|
|
1,684 |
|
Eugene Technology Co Ltd |
|
|
35,614 |
|
|
|
1,007 |
|
GS Holdings Corp |
|
|
11,447 |
|
|
|
413 |
|
Hana Financial Group Inc |
|
|
242,486 |
|
|
|
10,307 |
|
Hankook Tire & Technology Co Ltd |
|
|
46,498 |
|
|
|
1,893 |
|
Hanwha Aerospace Co Ltd |
|
|
3,843 |
|
|
|
541 |
|
Hanwha Corp |
|
|
11,730 |
|
|
|
259 |
|
HD Hyundai Electric Co Ltd |
|
|
5,557 |
|
|
|
519 |
|
HD Hyundai Infracore Co Ltd |
|
|
54,877 |
|
|
|
332 |
|
HPSP Co Ltd |
|
|
19,129 |
|
|
|
738 |
|
Hyundai Glovis Co Ltd |
|
|
2,679 |
|
|
|
383 |
|
Hyundai Marine & Fire Insurance Co Ltd |
|
|
11,856 |
|
|
|
280 |
|
Hyundai Mobis Co Ltd |
|
|
5,441 |
|
|
|
991 |
|
Hyundai Steel Co |
|
|
38,951 |
|
|
|
1,052 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Jeisys Medical Inc |
|
|
105,641 |
|
|
$ |
626 |
|
KB Financial Group Inc |
|
|
69,235 |
|
|
|
3,302 |
|
Kia Corp |
|
|
143,415 |
|
|
|
13,409 |
|
KIWOOM Securities Co Ltd * |
|
|
2,799 |
|
|
|
264 |
|
Korea Investment Holdings Co Ltd * |
|
|
5,786 |
|
|
|
309 |
|
Korean Air Lines Co Ltd |
|
|
59,520 |
|
|
|
1,028 |
|
KT Corp |
|
|
26,353 |
|
|
|
774 |
|
KT&G Corp |
|
|
2,942 |
|
|
|
205 |
|
LG Chem Ltd |
|
|
5,988 |
|
|
|
2,037 |
|
LG Corp |
|
|
13,127 |
|
|
|
924 |
|
LG Electronics Inc |
|
|
54,263 |
|
|
|
3,867 |
|
LG Uplus Corp |
|
|
243,208 |
|
|
|
1,885 |
|
LX INTERNATIONAL CORP |
|
|
12,014 |
|
|
|
248 |
|
NH Investment & Securities Co Ltd * |
|
|
253,311 |
|
|
|
2,233 |
|
NongShim Co Ltd |
|
|
753 |
|
|
|
197 |
|
OCI Holdings Co Ltd |
|
|
5,308 |
|
|
|
375 |
|
Pan Ocean Co Ltd |
|
|
91,262 |
|
|
|
333 |
|
Park Systems Corp |
|
|
7,817 |
|
|
|
1,011 |
|
PharmaResearch Co Ltd |
|
|
3,141 |
|
|
|
222 |
|
Samsung C&T Corp |
|
|
16,923 |
|
|
|
1,991 |
|
Samsung Electronics Co Ltd |
|
|
389,302 |
|
|
|
21,459 |
|
Samsung Fire & Marine Insurance Co Ltd |
|
|
1,770 |
|
|
|
396 |
|
Samsung Life Insurance Co Ltd |
|
|
5,727 |
|
|
|
417 |
|
Samsung Securities Co Ltd |
|
|
10,435 |
|
|
|
326 |
|
Shinsegae Inc |
|
|
1,762 |
|
|
|
231 |
|
SOLUM * |
|
|
12,404 |
|
|
|
270 |
|
WONIK IPS Co Ltd * |
|
|
42,066 |
|
|
|
1,036 |
|
Youngone Corp * |
|
|
7,949 |
|
|
|
263 |
|
| |
|
|
|
|
|
|
88,755 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 0.1% |
Avolta AG * |
|
|
30,491 |
|
|
|
1,198 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 12.4% |
Accton Technology Corp |
|
|
39,000 |
|
|
|
640 |
|
Alchip Technologies Ltd * |
|
|
20,850 |
|
|
|
2,731 |
|
Arcadyan Technology Corp * |
|
|
405,000 |
|
|
|
2,358 |
|
Asia Vital Components Co Ltd |
|
|
190,686 |
|
|
|
3,209 |
|
ASPEED Technology Inc |
|
|
12,030 |
|
|
|
1,041 |
|
Asustek Computer Inc |
|
|
49,000 |
|
|
|
705 |
|
Bora Pharmaceuticals Co Ltd |
|
|
17,000 |
|
|
|
360 |
|
Chicony Electronics Co Ltd |
|
|
59,000 |
|
|
|
350 |
|
Compal Electronics Inc |
|
|
317,000 |
|
|
|
366 |
|
CTBC Financial Holding Co Ltd |
|
|
5,622,000 |
|
|
|
5,229 |
|
Delta Electronics Inc * |
|
|
142,000 |
|
|
|
1,323 |
|
E Ink Holdings Inc * |
|
|
129,000 |
|
|
|
1,004 |
|
Elan Microelectronics Corp * |
|
|
353,000 |
|
|
|
1,854 |
|
Elite Material Co Ltd * |
|
|
108,000 |
|
|
|
1,691 |
|
Ennoconn Corp |
|
|
153,000 |
|
|
|
1,447 |
|
Eva Airways Corp |
|
|
470,000 |
|
|
|
468 |
|
Evergreen Marine Corp Taiwan Ltd |
|
|
154,800 |
|
|
|
811 |
|
Faraday Technology Corp * |
|
|
60,000 |
|
|
|
735 |
|
Fitipower Integrated Technology Inc |
|
|
21,650 |
|
|
|
165 |
|
Fositek |
|
|
27,000 |
|
|
|
589 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Fubon Financial Holding Co Ltd |
|
|
609,488 |
|
|
$ |
1,311 |
|
Gigabyte Technology Co Ltd |
|
|
29,000 |
|
|
|
317 |
|
Global Mixed Mode Technology |
|
|
10,000 |
|
|
|
82 |
|
Global Unichip Corp * |
|
|
37,000 |
|
|
|
1,861 |
|
Gold Circuit Electronics Ltd |
|
|
240,000 |
|
|
|
1,951 |
|
Hon Hai Precision Industry Co Ltd |
|
|
914,912 |
|
|
|
2,981 |
|
Hu Lane Associate Inc |
|
|
181,000 |
|
|
|
959 |
|
Ingentec Corp |
|
|
1 |
|
|
|
– |
|
International Games System Co Ltd |
|
|
21,000 |
|
|
|
566 |
|
King Yuan Electronics Co Ltd * |
|
|
703,000 |
|
|
|
1,975 |
|
Kinik * |
|
|
158,000 |
|
|
|
1,290 |
|
Lite-On Technology Corp * |
|
|
610,000 |
|
|
|
2,113 |
|
M31 Technology Corp |
|
|
34,700 |
|
|
|
1,981 |
|
Macronix International Co Ltd |
|
|
2,440,000 |
|
|
|
2,196 |
|
Makalot Industrial Co Ltd |
|
|
63,000 |
|
|
|
740 |
|
MediaTek Inc |
|
|
48,000 |
|
|
|
1,731 |
|
Micro-Star International Co Ltd |
|
|
736,000 |
|
|
|
4,447 |
|
Nien Made Enterprise Co Ltd |
|
|
104,000 |
|
|
|
1,216 |
|
Pou Chen Corp |
|
|
301,000 |
|
|
|
290 |
|
Powertech Technology Inc |
|
|
106,000 |
|
|
|
523 |
|
Quanta Computer Inc |
|
|
232,000 |
|
|
|
1,703 |
|
Radiant Opto-Electronics Corp |
|
|
93,000 |
|
|
|
434 |
|
Sercomm Corp |
|
|
405,000 |
|
|
|
1,736 |
|
Simplo Technology Co Ltd |
|
|
19,000 |
|
|
|
256 |
|
Sitronix Technology Corp |
|
|
40,000 |
|
|
|
367 |
|
Taiwan Semiconductor Manufacturing Co Ltd |
|
|
2,233,000 |
|
|
|
48,744 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
14,429 |
|
|
|
1,857 |
|
Tripod Technology Corp |
|
|
5,000 |
|
|
|
33 |
|
United Microelectronics Corp * |
|
|
999,000 |
|
|
|
1,544 |
|
Visual Photonics Epitaxy Co Ltd * |
|
|
327,000 |
|
|
|
1,691 |
|
Voltronic Power Technology Corp * |
|
|
18,950 |
|
|
|
962 |
|
Wistron Corp |
|
|
177,000 |
|
|
|
647 |
|
Wistron NeWeb Corp |
|
|
100,000 |
|
|
|
486 |
|
Wiwynn Corp * |
|
|
36,000 |
|
|
|
2,654 |
|
Yang Ming Marine Transport Corp |
|
|
219,000 |
|
|
|
345 |
|
| |
|
|
|
|
|
|
119,065 |
|
| |
|
|
|
|
|
|
|
|
Thailand — 1.8% |
AP Thailand PCL |
|
|
526,600 |
|
|
|
154 |
|
Bangchak Corp PCL |
|
|
202,600 |
|
|
|
234 |
|
Bangkok Bank PCL |
|
|
851,100 |
|
|
|
3,393 |
|
Bumrungrad Hospital PCL |
|
|
70,300 |
|
|
|
439 |
|
Fabrinet * |
|
|
14,079 |
|
|
|
3,035 |
|
Ichitan Group PCL NVDR |
|
|
1,582,073 |
|
|
|
781 |
|
Kasikornbank PCL NVDR |
|
|
1,194,900 |
|
|
|
4,098 |
|
PTT Exploration & Production PCL |
|
|
443,800 |
|
|
|
1,869 |
|
PTT Oil & Retail Business PCL |
|
|
3,350,200 |
|
|
|
1,691 |
|
PTT PCL NVDR |
|
|
1,826,400 |
|
|
|
1,744 |
|
Sansiri PCL |
|
|
5,098,500 |
|
|
|
262 |
|
| |
|
|
|
|
|
|
17,700 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Turkey — 1.5% |
Akbank TAS |
|
|
357,923 |
|
|
$ |
477 |
|
Anadolu Efes Biracilik Ve Malt Sanayii AS |
|
|
40,509 |
|
|
|
202 |
|
BIM Birlesik Magazalar AS |
|
|
81,369 |
|
|
|
1,012 |
|
Dogus Otomotiv Servis ve Ticaret AS |
|
|
51,091 |
|
|
|
437 |
|
Haci Omer Sabanci Holding AS |
|
|
780,391 |
|
|
|
1,987 |
|
KOC Holding AS |
|
|
321,526 |
|
|
|
1,732 |
|
Mavi Giyim Sanayi Ve Ticaret AS, Cl B |
|
|
71,912 |
|
|
|
327 |
|
MLP Saglik Hizmetleri AS, Cl B * |
|
|
267,621 |
|
|
|
1,466 |
|
TAB Gida Sanayi Ve Ticaret * |
|
|
141,710 |
|
|
|
625 |
|
Turk Hava Yollari AO * |
|
|
48,754 |
|
|
|
440 |
|
Yapi ve Kredi Bankasi AS |
|
|
7,611,179 |
|
|
|
5,632 |
|
| |
|
|
|
|
|
|
14,337 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 2.1% |
Burjeel Holdings PLC |
|
|
2,091,301 |
|
|
|
1,754 |
|
Dubai Islamic Bank PJSC |
|
|
759,450 |
|
|
|
1,332 |
|
Emaar Development PJSC |
|
|
2,803,862 |
|
|
|
6,038 |
|
Emaar Properties PJSC |
|
|
4,576,878 |
|
|
|
10,118 |
|
Emirates NBD Bank PJSC |
|
|
114,731 |
|
|
|
572 |
|
| |
|
|
|
|
|
|
19,814 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.0% |
Anglogold Ashanti |
|
|
26,332 |
|
|
|
496 |
|
| |
|
|
|
|
|
|
|
|
United States — 0.8% |
EPAM Systems Inc * |
|
|
10,345 |
|
|
|
3,149 |
|
Globant SA * |
|
|
11,086 |
|
|
|
2,474 |
|
Laureate Education Inc, Cl A |
|
|
56,257 |
|
|
|
754 |
|
Parade Technologies Ltd |
|
|
33,000 |
|
|
|
1,060 |
|
| |
|
|
|
|
|
|
7,437 |
|
| |
|
|
|
|
|
|
|
|
Vietnam — 2.2% |
Ho Chi Minh City Development Joint Stock Commercial Bank |
|
|
2,824,212 |
|
|
|
2,669 |
|
Hoa Phat Group JSC * |
|
|
2,235,146 |
|
|
|
2,811 |
|
Military Commercial Joint Stock Bank |
|
|
6,415,731 |
|
|
|
6,286 |
|
SSI Securities Corp |
|
|
1,010,000 |
|
|
|
1,516 |
|
Vietnam Technological & Commercial Joint Stock Bank * |
|
|
1,612,520 |
|
|
|
2,761 |
|
Vincom Retail JSC * |
|
|
1,905,059 |
|
|
|
2,048 |
|
Vinhomes JSC * |
|
|
1,522,700 |
|
|
|
2,681 |
|
| |
|
|
|
|
|
|
20,772 |
|
| |
|
|
|
|
|
|
|
|
Zambia — 0.5% |
First Quantum Minerals Ltd |
|
|
544,430 |
|
|
|
5,158 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $784,508) ($ Thousands) |
|
|
|
|
|
|
887,848 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 2.0% |
Brazil — 0.4% |
Bradespar SA (B) |
|
|
175,600 |
|
|
|
746 |
|
Cia Energetica de Minas Gerais (B) |
|
|
307,979 |
|
|
|
739 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
Marcopolo SA (B) |
|
|
1,149,000 |
|
|
$ |
2,017 |
|
| |
|
|
|
|
|
|
3,502 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 0.1% |
Banco Davivienda SA (B) |
|
|
215,784 |
|
|
|
1,132 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 1.5% |
Hyundai Motor Co (B) |
|
|
48,158 |
|
|
|
5,790 |
|
LG Chem Ltd (B) |
|
|
10,638 |
|
|
|
2,397 |
|
LG Electronics Inc (B) |
|
|
25,035 |
|
|
|
825 |
|
Samsung Electronics Co Ltd (B) |
|
|
113,960 |
|
|
|
5,443 |
|
| |
|
|
|
|
|
|
14,455 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $19,786) ($ Thousands) |
|
|
|
|
|
|
19,089 |
|
| |
|
|
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.1% |
India — 0.1% |
Union Bank of India Ltd |
|
|
454,966 |
|
|
|
803 |
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $618) ($ Thousands) |
|
|
|
|
|
|
803 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Colombia — 0.0% |
|
|
|
|
Banco Davivienda SA,
Expires 03/18/2024 * |
|
|
17,199 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
12,875,469 |
|
|
|
12,875 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $12,875) ($ Thousands) |
|
|
|
|
|
|
12,875 |
|
Total Investments in Securities — 96.0% |
|
|
|
|
|
|
|
|
(Cost $817,787) ($ Thousands) |
|
$ |
920,615 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Depreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MSCI Emerging Markets |
|
|
282 |
|
|
|
Mar-2024 |
|
|
$ |
14,529 |
|
|
$ |
14,337 |
|
|
$ |
(192 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $958,621 ($ Thousands). |
|
(B) |
No interest rate available. |
* |
Non-income producing security. |
|
|
|
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
|
|
|
† |
Investment in Affiliated Security. |
|
|
|
(A) |
Level 3 security in accordance with fair value hierarchy. |
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Equity Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation/(Depreciation) |
|
|
Value 2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
$ |
15,345 |
|
|
$ |
97,748 |
|
|
($ |
100,218 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
12,875 |
|
|
$ |
523 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS — 36.7% |
Aerospace & Defense — 0.7% |
|
|
|
|
Bleriot US Bidco Inc., 2023 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.610%, CME Term SOFR + 4.000%, 10/30/2028 (A) |
|
$ |
996 |
|
|
$ |
998 |
|
Cobham Ultra SeniorCo S.a r.l., Facility B (USD), 1st Lien |
|
|
|
|
|
|
|
|
9.012%, CME Term SOFR + 3.500%, 08/03/2029 (A) |
|
|
1,161 |
|
|
|
1,150 |
|
TransDigm Inc., Tranche H Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.598%, CME Term SOFR + 3.250%, 02/22/2027 (A) |
|
|
639 |
|
|
|
641 |
|
TransDigm Inc., Tranche I Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.598%, CME Term SOFR + 3.250%, 08/24/2028 (A) |
|
|
315 |
|
|
|
316 |
|
| |
|
|
|
|
|
|
3,105 |
|
| |
|
|
|
|
|
|
|
|
Air Transport — 0.5% |
|
|
|
|
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.329%, CME Term SOFR + 4.750%, 04/20/2028 (A) |
|
|
1,013 |
|
|
|
1,032 |
|
Avolon TLB Borrower 1 (US) LLC, Term B-6 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.320%, CME Term SOFR + 2.500%, 06/22/2028 (A) |
|
|
773 |
|
|
|
773 |
|
Mileage Plus Holdings LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.770%, CME Term SOFR + 5.250%, 06/21/2027 (A) |
|
|
634 |
|
|
|
652 |
|
| |
|
|
|
|
|
|
2,457 |
|
| |
|
|
|
|
|
|
|
|
Automobile — 0.4% |
|
|
|
|
Clarios Global LP, 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.326%, CME Term SOFR + 3.000%, 05/06/2030 (A) |
|
|
898 |
|
|
|
897 |
|
Wand Newco 3, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 01/30/2031 (A) |
|
|
868 |
|
|
|
869 |
|
| |
|
|
|
|
|
|
1,766 |
|
| |
|
|
|
|
|
|
|
|
Automotive — 0.4% |
|
|
|
|
Autokiniton US Holdings, Inc., 2024 Replacement Term B Loan |
|
|
|
|
|
|
|
|
9.441%, 04/06/2028 |
|
|
460 |
|
|
|
460 |
|
Belron Finance 2019 LLC, Dollar Second Incremental Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.829%, SOFRRATE + 2.500%, 10/30/2026 (A) |
|
|
573 |
|
|
|
572 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Belron Finance US LLC, First Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.821%, 11/13/2025 |
|
$ |
730 |
|
|
$ |
730 |
|
Tenneco Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.448%, CME Term SOFR + 5.000%, 11/17/2028 (A) |
|
|
– |
|
|
|
1 |
|
10.419%, CME Term SOFR + 5.000%, 11/17/2028 (A) |
|
|
134 |
|
|
|
126 |
|
| |
|
|
|
|
|
|
1,889 |
|
| |
|
|
|
|
|
|
|
|
Building & Development — 1.1% |
|
|
|
|
Artera Services, LLC, Tranche C Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.814%, 02/15/2031 (B) |
|
|
501 |
|
|
|
502 |
|
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.176%, CME Term SOFR + 3.750%, 11/23/2027 (A) |
|
|
446 |
|
|
|
439 |
|
Crown Subsea Communications Holding, Inc., Initial Term, 1st Lien |
|
|
|
|
|
|
|
|
10.067%, CME Term SOFR + 4.750%, 01/30/2031 (A) |
|
|
721 |
|
|
|
724 |
|
Forest City Enterprises, L.P., Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 12/08/2025 (A)(B) |
|
|
629 |
|
|
|
602 |
|
SRS Distribution Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 06/02/2028 (A) |
|
|
238 |
|
|
|
238 |
|
SRS Distribution Inc., 2022 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.676%, CME Term SOFR + 3.500%, 06/02/2028 (A) |
|
|
550 |
|
|
|
549 |
|
Summit Materials, LLC, Incremental Cov-Lite TLB |
|
|
|
|
|
|
|
|
7.827%, CME Term SOFR + 2.500%, 01/12/2029 (A) |
|
|
500 |
|
|
|
501 |
|
Tutor Perini Corp., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.191%, SOFRRATE + 3.500%, 08/18/2027 (A)(C) |
|
|
992 |
|
|
|
983 |
|
Wrench Group LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.450%, 10/30/2028 |
|
|
275 |
|
|
|
275 |
|
| |
|
|
|
|
|
|
4,813 |
|
| |
|
|
|
|
|
|
|
|
Buisness Equipment & Services — 0.4% |
|
|
|
|
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.326%, CME Term SOFR + 5.000%, 08/18/2028 (A)(B) |
|
|
1,053 |
|
|
|
1,053 |
|
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.183%, CME Term SOFR + 3.000%, 03/03/2025 (A)(B) |
|
|
482 |
|
|
|
475 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.926%, CME Term SOFR + 4.500%, 10/15/2026 (A) |
|
$ |
270 |
|
|
$ |
265 |
|
| |
|
|
|
|
|
|
1,793 |
|
| |
|
|
|
|
|
|
|
|
Business Equipment & Services — 4.7% |
|
|
|
|
Access CIG, LLC, Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.392%, CME Term SOFR + 7.750%, 02/27/2026 (A) |
|
|
89 |
|
|
|
89 |
|
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.941%, 02/04/2028 |
|
|
1,379 |
|
|
|
1,379 |
|
AVSC Holding Corp., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
8.585%, LIBOR + 3.500%, 09/01/2025 (A)(B)(C) |
|
|
415 |
|
|
|
386 |
|
BW Holding Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.493%, CME Term SOFR + 4.000%, 12/14/2028 (A) |
|
|
638 |
|
|
|
593 |
|
Chart Industries, Inc., Amendment No. 5 Term Loan |
|
|
|
|
|
|
|
|
8.674%, CME Term SOFR + 3.250%, 03/15/2030 (A) |
|
|
1,079 |
|
|
|
1,080 |
|
Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.076%, 11/02/2029 |
|
|
236 |
|
|
|
236 |
|
Electron Bidco Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.441%, CME Term SOFR + 3.000%, 11/01/2028 (A) |
|
|
1,349 |
|
|
|
1,346 |
|
Ensono Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.441%, CME Term SOFR + 4.000%, 05/26/2028 (A) |
|
|
771 |
|
|
|
745 |
|
First Brands Group LLC, 2022-II Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.574%, CME Term SOFR + 5.000%, 03/30/2027 (A) |
|
|
456 |
|
|
|
456 |
|
Imagine Learning, LLC, 2024 Term Loan |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 12/21/2029 (A) |
|
|
179 |
|
|
|
178 |
|
Iqvia Inc., Incremental Term B-4 Dollar Loan |
|
|
|
|
|
|
|
|
7.348%, CME Term SOFR + 2.000%, 01/02/2031 (A) |
|
|
580 |
|
|
|
582 |
|
Medline Borrower LP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.441%, CME Term SOFR + 3.000%, 10/23/2028 (A)(B) |
|
|
787 |
|
|
|
787 |
|
NASCAR Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.941%, SOFRRATE + 2.750%, 10/19/2026 (A) |
|
|
727 |
|
|
|
728 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Osmosis Buyer Limited, 2022 Refinancing Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.080%, CME Term SOFR + 3.750%, 07/31/2028 (A) |
|
$ |
1,178 |
|
|
$ |
1,174 |
|
Osmosis Buyer Limited, 2023 Incremental Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.572%, CME Term SOFR + 4.250%, 07/31/2028 (A) |
|
|
72 |
|
|
|
72 |
|
Project Castle Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.848%, CME Term SOFR + 5.500%, 06/01/2029 (A) |
|
|
66 |
|
|
|
60 |
|
10.830%, CME Term SOFR + 5.500%, 06/01/2029 (A) |
|
|
1,099 |
|
|
|
991 |
|
R1 RCM Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.326%, 06/21/2029 (A) |
|
|
403 |
|
|
|
403 |
|
Sedgwick Claims Management Services Inc., 2023 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 02/24/2028 (A) |
|
|
985 |
|
|
|
986 |
|
Service Logic Acquisition Inc., Closing Date Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.574%, CME Term SOFR + 4.000%, 10/29/2027 (A)(B) |
|
|
1,103 |
|
|
|
1,102 |
|
Sharp Services, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.448%, CME Term SOFR + 4.000%, 12/31/2028 (A) |
|
|
766 |
|
|
|
766 |
|
Sharp Services, LLC, Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.848%, CME Term SOFR + 4.500%, 12/31/2028 (A) |
|
|
250 |
|
|
|
250 |
|
Tempo Acquisition, LLC, Additional Fifth Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.076%, CME Term SOFR + 2.750%, 08/31/2028 (A) |
|
|
371 |
|
|
|
372 |
|
TGG TS Acquisition Company, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.941%, CME Term SOFR + 6.500%, 12/14/2025 (A) |
|
|
836 |
|
|
|
824 |
|
United Talent Agency LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.441%, CME Term SOFR + 4.000%, 07/07/2028 (A)(C) |
|
|
887 |
|
|
|
886 |
|
University Support Services LLC, 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.426%, 02/10/2029 |
|
|
491 |
|
|
|
489 |
|
Venga Finance S.a r.l., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.355%, CME Term SOFR + 4.750%, 06/28/2029 (A) |
|
|
241 |
|
|
|
239 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Verscend Holding Corp., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.441%, CME Term SOFR + 4.000%, 08/27/2025 (A) |
|
$ |
997 |
|
|
$ |
996 |
|
William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.191%, CME Term SOFR + 2.750%, 05/18/2025 (A) |
|
|
1,985 |
|
|
|
1,982 |
|
| |
|
|
|
|
|
|
20,177 |
|
| |
|
|
|
|
|
|
|
|
Cable & Satellite Television — 0.9% |
|
|
|
|
Altice France S.A., USD TLB-[14] Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.814%, CME Term SOFR + 5.500%, 08/15/2028 (A) |
|
|
1,133 |
|
|
|
1,045 |
|
Creative Artists Agency LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.826%, CME Term SOFR + 3.500%, 11/27/2028 (A) |
|
|
693 |
|
|
|
693 |
|
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.691%, CME Term SOFR + 3.250%, 08/19/2026 (A)(B) |
|
|
1,224 |
|
|
|
1,171 |
|
Virgin Media Bristol LLC, Facility Y, 1st Lien |
|
|
|
|
|
|
|
|
8.790%, CME Term SOFR + 3.250%, 03/31/2031 (A) |
|
|
350 |
|
|
|
347 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.932%, CME Term SOFR + 2.500%, 01/31/2028 (A) |
|
|
646 |
|
|
|
639 |
|
| |
|
|
|
|
|
|
3,895 |
|
| |
|
|
|
|
|
|
|
|
Chemicals & Plastics — 1.0% |
|
|
|
|
Aruba Investments Holdings LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.176%, CME Term SOFR + 7.750%, 11/24/2028 (A) |
|
|
95 |
|
|
|
90 |
|
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.926%, CME Term SOFR + 3.500%, 12/04/2026 (A) |
|
|
658 |
|
|
|
645 |
|
Derby Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.578%, CME Term SOFR + 4.250%, 11/01/2030 (A) |
|
|
570 |
|
|
|
570 |
|
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.860%, CME Term SOFR + 4.000%, 11/01/2028 (A) |
|
|
681 |
|
|
|
664 |
|
Schenectady International Group, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.164%, CME Term SOFR + 4.750%, 10/15/2025 (A) |
|
|
524 |
|
|
|
394 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.451%, CME Term SOFR + 4.000%, 03/16/2027 (A) |
|
$ |
94 |
|
|
$ |
94 |
|
9.441%, CME Term SOFR + 4.000%, 03/16/2027 (A) |
|
|
1,175 |
|
|
|
1,174 |
|
Wilsonart LLC, Tranche E Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.698%, CME Term SOFR + 3.250%, 12/31/2026 (A)(B) |
|
|
1,194 |
|
|
|
1,193 |
|
| |
|
|
|
|
|
|
4,824 |
|
| |
|
|
|
|
|
|
|
|
Conglomerates — 1.2% |
|
|
|
|
Curian Global Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.163%, 08/30/2026 |
|
|
1,488 |
|
|
|
1,399 |
|
Ensemble RCM, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.317%, CME Term SOFR + 3.000%, 08/01/2029 (A)(B) |
|
|
990 |
|
|
|
984 |
|
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien |
|
|
|
|
|
|
|
|
8.948%, CME Term SOFR + 3.500%, 10/01/2026 (A) |
|
|
1,368 |
|
|
|
1,369 |
|
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.585%, CME Term SOFR + 4.000%, 08/20/2025 (A)(B) |
|
|
597 |
|
|
|
517 |
|
Waystar Technologies, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
9.326%, CME Term SOFR + 4.000%, 10/22/2029 (A) |
|
|
1,101 |
|
|
|
1,101 |
|
| |
|
|
|
|
|
|
5,370 |
|
| |
|
|
|
|
|
|
|
|
Containers & Glass Products — 1.1% |
|
|
|
|
Charter Next Generation, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.826%, 12/01/2027 |
|
|
751 |
|
|
|
750 |
|
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.110%, CME Term SOFR + 3.500%, 11/30/2027 (A)(B) |
|
|
– |
|
|
|
— |
|
Pregis TopCo LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 07/31/2026 (A)(B) |
|
|
1,194 |
|
|
|
1,194 |
|
Pretium PKG Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.530%, CME Term SOFR + 4.000%, 10/02/2028 (A)(B) |
|
|
438 |
|
|
|
385 |
|
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.906%, CME Term SOFR + 4.600%, 10/02/2028 (A)(B) |
|
|
678 |
|
|
|
597 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Pretium PKG Holdings, Inc., Third Amendment Tranche A Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.806%, CME Term SOFR + 5.000%, 10/02/2028 (A) |
|
$ |
405 |
|
|
$ |
406 |
|
Trident TPI Holdings Inc., Tranche B-5 Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.848%, CME Term SOFR + 4.500%, 09/15/2028 (A) |
|
|
1,343 |
|
|
|
1,343 |
|
| |
|
|
|
|
|
|
4,675 |
|
| |
|
|
|
|
|
|
|
|
Ecological Services & Equipment — 0.4% |
|
|
|
|
Esdec Solar Group B.V., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.360%, CME Term SOFR + 4.750%, 08/30/2028 (A)(C) |
|
|
637 |
|
|
|
602 |
|
GFL Environmental Inc., 2023-A Refinancing Term Loan |
|
|
|
|
|
|
|
|
7.816%, CME Term SOFR + 2.500%, 05/31/2027 (A) |
|
|
886 |
|
|
|
887 |
|
Win Waste Innovations Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.191%, CME Term SOFR + 2.750%, 03/24/2028 (A) |
|
|
655 |
|
|
|
599 |
|
| |
|
|
|
|
|
|
2,088 |
|
| |
|
|
|
|
|
|
|
|
Electronics/Electrical — 5.1% |
|
|
|
|
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.821%, CME Term SOFR + 3.500%, 02/24/2031 (A)(B) |
|
|
868 |
|
|
|
872 |
|
Cloud Software Group, Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.948%, CME Term SOFR + 4.500%, 03/30/2029 (A) |
|
|
1,141 |
|
|
|
1,130 |
|
Conservice Midco, LLC, Seventh Amendment Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.326%, 05/13/2027 |
|
|
404 |
|
|
|
405 |
|
Delta Topco, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.621%, CME Term SOFR + 7.250%, 12/01/2028 (A) |
|
|
659 |
|
|
|
657 |
|
Epicor Software Corporation (fka Eagle Parent Inc.), Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.691%, CME Term SOFR + 3.250%, 07/30/2027 (A) |
|
|
65 |
|
|
|
65 |
|
Epicor Software Corporation (fka Eagle Parent Inc.), Term D Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 07/30/2027 (A) |
|
|
775 |
|
|
|
778 |
|
Go Daddy Operating Company, LLC, Tranche B-6 Term Loan |
|
|
|
|
|
|
|
|
7.326%, 11/09/2029 |
|
|
409 |
|
|
|
408 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Idera Inc., Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.206%, 03/02/2029 (A) |
|
$ |
350 |
|
|
$ |
340 |
|
Imprivata Inc., 2022-1 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.563%, CME Term SOFR + 4.250%, 12/01/2027 (A) |
|
|
486 |
|
|
|
487 |
|
Imprivata Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.324%, CME Term SOFR + 3.750%, 12/01/2027 (A)(B) |
|
|
– |
|
|
|
— |
|
Indemia Group S.A.S, Facility B5 |
|
|
|
|
|
|
|
|
9.573%, 09/30/2028 |
|
|
275 |
|
|
|
275 |
|
Instructure Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.093%, CME Term SOFR + 2.750%, 10/30/2028 (A) |
|
|
620 |
|
|
|
617 |
|
Isolved, Inc., Closing Date Term Loan |
|
|
|
|
|
|
|
|
9.484%, CME Term SOFR + 4.000%, 10/14/2030 (A) |
|
|
640 |
|
|
|
641 |
|
Marcel Bidco LLC (Marcel Bidco GmbH) |
|
|
|
|
|
|
|
|
9.828%, CME Term SOFR + 4.500%, 11/11/2030 (A) |
|
|
1,143 |
|
|
|
1,144 |
|
McAfee Corp., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.178%, CME Term SOFR + 3.750%, 03/01/2029 (A) |
|
|
504 |
|
|
|
500 |
|
MH Sub I LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.576%, CME Term SOFR + 4.250%, 05/03/2028 (A) |
|
|
690 |
|
|
|
678 |
|
Motus Group LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.174%, CME Term SOFR + 3.750%, 12/11/2028 (A) |
|
|
735 |
|
|
|
734 |
|
Netsmart Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.191%, CME Term SOFR + 3.750%, 10/01/2027 (A) |
|
|
1,450 |
|
|
|
1,450 |
|
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.176%, CME Term SOFR + 2.750%, 01/31/2030 (A) |
|
|
1,294 |
|
|
|
1,295 |
|
Particle Luxembourg S.a.r.l., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.691%, SOFRRATE + 3.500%, 02/18/2027 (A)(C) |
|
|
1,374 |
|
|
|
1,367 |
|
PointClickCare Technologies Inc., 2022 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.348%, 12/29/2027 (C) |
|
|
886 |
|
|
|
886 |
|
PointClickCare Technologies Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.610%, CME Term SOFR + 3.000%, 12/29/2027 (A) |
|
|
249 |
|
|
|
248 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Polaris Newco LLC, Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.574%, CME Term SOFR + 4.000%, 06/02/2028 (A) |
|
$ |
521 |
|
|
$ |
509 |
|
Project Boost Purchaser LLC, 2021 Tranche 2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 05/30/2026 (A)(B) |
|
|
956 |
|
|
|
956 |
|
Project Boost Purchaser LLC, Tranche 1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 06/01/2026 (A) |
|
|
589 |
|
|
|
588 |
|
Quartz AcquireCo, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.826%, CME Term SOFR + 3.500%, 06/28/2030 (A) |
|
|
748 |
|
|
|
747 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (A) |
|
|
1,653 |
|
|
|
1,303 |
|
Sophia L.P., 2022 Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.583%, 10/07/2027 |
|
|
769 |
|
|
|
767 |
|
Sophia L.P., Closing Date Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.426%, CME Term SOFR + 3.000%, 10/09/2028 (A)(C) |
|
|
750 |
|
|
|
752 |
|
SS&C Technologies Holdings, Inc., Term B-6 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.676%, CME Term SOFR + 2.250%, 03/22/2029 (A) |
|
|
151 |
|
|
|
151 |
|
SS&C Technologies Holdings, Inc., Term B-7 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.676%, CME Term SOFR + 2.250%, 03/22/2029 (A) |
|
|
293 |
|
|
|
293 |
|
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.067%, CME Term SOFR + 2.750%, 09/28/2029 (A) |
|
|
908 |
|
|
|
907 |
|
| |
|
|
|
|
|
|
21,950 |
|
| |
|
|
|
|
|
|
|
|
Financial Intermediaries — 2.1% |
|
|
|
|
Apple Bidco LLC, Amendment No. 1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.826%, CME Term SOFR + 4.000%, 09/22/2028 (A) |
|
|
486 |
|
|
|
487 |
|
Brown Group Holding LLC, Incremental Term B-2 Facility, 1st Lien |
|
|
|
|
|
|
|
|
8.343%, CME Term SOFR + 3.750%, 07/02/2029 (A) |
|
|
213 |
|
|
|
213 |
|
8.326%, CME Term SOFR + 3.750%, 07/02/2029 (A) |
|
|
251 |
|
|
|
251 |
|
8.313%, CME Term SOFR + 3.750%, 07/02/2029 (A) |
|
|
529 |
|
|
|
528 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Citco Funding LLC |
|
|
|
|
|
|
|
|
8.422%, CME Term SOFR + 3.250%, 04/27/2028 (A) |
|
$ |
554 |
|
|
$ |
554 |
|
GTCR W Merger Sub LLC, (USD) Term Loan B |
|
|
|
|
|
|
|
|
8.326%, CME Term SOFR + 3.000%, 01/31/2031 (A) |
|
|
655 |
|
|
|
657 |
|
HighTower Holding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.586%, CME Term SOFR + 4.000%, 04/21/2028 (A)(B) |
|
|
746 |
|
|
|
745 |
|
Husky Injection Molding Systems Ltd. |
|
|
|
|
|
|
|
|
0.000%, 02/01/2029 (B)(D) |
|
|
580 |
|
|
|
575 |
|
Husky Injection Molding Systems Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.441%, SOFRRATE + 3.000%, 03/28/2025 (A) |
|
|
633 |
|
|
|
626 |
|
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.688%, CME Term SOFR + 3.250%, 11/02/2027 (A) |
|
|
979 |
|
|
|
977 |
|
Mirion Technologies (US Holdings), Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.360%, CME Term SOFR + 2.750%, 10/20/2028 (A) |
|
|
443 |
|
|
|
443 |
|
Propulsion (BC) Newco LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.098%, CME Term SOFR + 3.750%, 09/14/2029 (A)(C) |
|
|
1,106 |
|
|
|
1,104 |
|
Quirch Foods Holdings LLC, 2022-1 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.387%, CME Term SOFR + 4.750%, 10/27/2027 (A) |
|
|
1,093 |
|
|
|
1,091 |
|
Spring Education Group, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
9.848%, CME Term SOFR + 4.500%, 10/04/2030 (A) |
|
|
680 |
|
|
|
680 |
|
Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien |
|
|
|
|
|
|
|
|
10.108%, CME Term SOFR + 4.500%, 12/04/2026 (A) |
|
|
582 |
|
|
|
579 |
|
Victory Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.342%, CME Term SOFR + 3.750%, 11/19/2028 (A)(C) |
|
|
688 |
|
|
|
660 |
|
| |
|
|
|
|
|
|
10,170 |
|
| |
|
|
|
|
|
|
|
|
Food Service — 1.4% |
|
|
|
|
1011778 B.C. Unlimited Liability Company, Term B-5 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.576%, CME Term SOFR + 2.250%, 09/20/2030 (A) |
|
|
1,293 |
|
|
|
1,286 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
8th Avenue Food & Provisions, Inc., 2021 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.191%, 10/01/2025 (A) |
|
$ |
833 |
|
|
$ |
822 |
|
8th Avenue Food & Provisions, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.191%, CME Term SOFR + 3.750%, 10/01/2025 (A) |
|
|
189 |
|
|
|
186 |
|
Aramark Intermediate HoldCo Corporation, U.S. Term B-6 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.941%, CME Term SOFR + 2.500%, 06/22/2030 (A) |
|
|
924 |
|
|
|
922 |
|
BCPE Grill Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.076%, CME Term SOFR + 4.750%, 09/30/2030 (A)(B) |
|
|
299 |
|
|
|
295 |
|
Chobani LLC, 2020 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, 10/25/2027 |
|
|
723 |
|
|
|
724 |
|
IRB Holding Corp., 2024 Replacement Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.176%, CME Term SOFR + 2.750%, 12/15/2027 (A) |
|
|
869 |
|
|
|
867 |
|
Max US Bidco Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.348%, CME Term SOFR + 5.000%, 10/02/2030 (A) |
|
|
260 |
|
|
|
238 |
|
Sigma Holdco B.V., Facility B7 (USD), 1st Lien |
|
|
|
|
|
|
|
|
10.310%, SOFR + 4.750%, 01/02/2028 (A)(B) |
|
|
279 |
|
|
|
276 |
|
| |
|
|
|
|
|
|
5,616 |
|
| |
|
|
|
|
|
|
|
|
Food/Drug Retailers — 0.1% |
|
|
|
|
US Foods Inc., Incremental B-2019 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.441%, CME Term SOFR + 2.000%, 09/13/2026 (A) |
|
|
350 |
|
|
|
350 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Health Care — 5.0% |
|
|
|
|
Bach Finance Limited, Existing Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.343%, CME Term SOFR + 4.000%, 01/31/2028 (A) |
|
|
811 |
|
|
|
810 |
|
Bausch + Lomb Corp., First Incremental Term Loan |
|
|
|
|
|
|
|
|
9.326%, CME Term SOFR + 4.000%, 09/29/2028 (A) |
|
|
314 |
|
|
|
313 |
|
Bausch + Lomb Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.671%, 05/10/2027 (A) |
|
|
616 |
|
|
|
609 |
|
Bracket Intermediate Holding Corp., 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.448%, CME Term SOFR + 5.000%, 05/08/2028 (A) |
|
|
1,285 |
|
|
|
1,283 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Charlotte Buyer, Inc., Initial Term Loan B (First Lien) |
|
|
|
|
|
|
|
|
10.568%, CME Term SOFR + 5.250%, 02/11/2028 (A) |
|
$ |
933 |
|
|
$ |
934 |
|
CHPPR Midco Inc. , Initial Term Facility, 1st Lien |
|
|
|
|
|
|
|
|
14.448%, CME Term SOFR + 9.100%, 12/28/2028 (A) |
|
|
90 |
|
|
|
90 |
|
CNT Holdings I Corp, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
8.817%, CME Term SOFR + 3.500%, 11/08/2027 (A) |
|
|
1,101 |
|
|
|
1,100 |
|
Confluent Medical Technologies, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.098%, CME Term SOFR + 3.750%, 02/16/2029 (A)(C) |
|
|
1,133 |
|
|
|
1,130 |
|
eResearchTechnology, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.941%, CME Term SOFR + 4.500%, 02/04/2027 (A) |
|
|
1,570 |
|
|
|
1,571 |
|
Fortrea Holdings Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 07/01/2030 (A) |
|
|
302 |
|
|
|
302 |
|
Gainwell Acquisition Corp., Term B Loan (Second Lien) |
|
|
|
|
|
|
|
|
13.429%, CME Term SOFR + 8.000%, 10/02/2028 (A) |
|
|
530 |
|
|
|
518 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.448%, CME Term SOFR + 4.000%, 10/01/2027 (A) |
|
|
851 |
|
|
|
808 |
|
Global Medical Response Inc., 2018 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (A) |
|
|
410 |
|
|
|
359 |
|
Global Medical Response Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (A) |
|
|
764 |
|
|
|
670 |
|
Icon Public Limited Company, Lux Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.860%, CME Term SOFR + 2.250%, 07/03/2028 (A) |
|
|
786 |
|
|
|
787 |
|
Icon Public Limited Company, U.S. Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.860%, CME Term SOFR + 2.250%, 07/03/2028 (A) |
|
|
196 |
|
|
|
196 |
|
LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings), 2023 Refinancing Term Loan |
|
|
|
|
|
|
|
|
11.087%, CME Term SOFR + 5.500%, 11/16/2028 (A) |
|
|
874 |
|
|
|
874 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Mamba Purchaser Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.941%, CME Term SOFR + 6.500%, 10/15/2029 (A) |
|
$ |
390 |
|
|
$ |
383 |
|
Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.310%, CME Term SOFR + 3.000%, 10/19/2027 (A)(C) |
|
|
1,268 |
|
|
|
1,239 |
|
Option Care Health Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.191%, CME Term SOFR + 2.750%, 10/27/2028 (A) |
|
|
1,143 |
|
|
|
1,145 |
|
Phoenix Guarantor Inc., Tranche B-4 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.576%, CME Term SOFR + 3.250%, 02/21/2031 (A)(B) |
|
|
334 |
|
|
|
330 |
|
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.448%, CME Term SOFR + 3.000%, 11/18/2027 (A) |
|
|
634 |
|
|
|
619 |
|
Radnet Management, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.574%, CME Term SOFR + 3.000%, 04/23/2028 (A) |
|
|
1,098 |
|
|
|
1,097 |
|
Select Medical Corporation, Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.326%, CME Term SOFR + 3.000%, 03/06/2027 (A) |
|
|
260 |
|
|
|
260 |
|
Sotera Health Holdings, LLC, 1st Lien |
|
|
|
|
|
|
|
|
8.191%, 12/11/2026 (A) |
|
|
1,165 |
|
|
|
1,158 |
|
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.820%, CME Term SOFR + 3.500%, 12/19/2030 (A)(B) |
|
|
622 |
|
|
|
623 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.576%, CME Term SOFR + 5.250%, 03/02/2027 (A) |
|
|
2 |
|
|
|
2 |
|
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (A)(B) |
|
|
1,077 |
|
|
|
941 |
|
WCG Purchaser Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.441%, CME Term SOFR + 4.000%, 01/08/2027 (A) |
|
|
1,199 |
|
|
|
1,198 |
|
| |
|
|
|
|
|
|
21,349 |
|
| |
|
|
|
|
|
|
|
|
Home Furnishings — 0.2% |
|
|
|
|
Hunter Douglas Holdings B.V., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.824%, CME Term SOFR + 3.500%, 02/26/2029 (A) |
|
|
766 |
|
|
|
756 |
|
| |
|
|
|
|
|
|
756 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Industrial Equipment — 0.5% |
|
|
|
|
EMRLD Borrower LP, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.313%, CME Term SOFR + 3.000%, 05/31/2030 (A) |
|
$ |
600 |
|
|
$ |
598 |
|
Gates Global LLC, Initial B-3 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.926%, 03/31/2027 (A)(B) |
|
|
209 |
|
|
|
209 |
|
TMK Hawk Parent, Corp., Initial Tranche B Loan |
|
|
|
|
|
|
|
|
10.571%, 06/30/2029 |
|
|
502 |
|
|
|
481 |
|
TMK Hawk Parent, Corp., Term Loan (PIK) |
|
|
|
|
|
|
|
|
11.000%, 12/15/2031 |
|
|
16 |
|
|
|
16 |
|
WEC US Holdings Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.076%, CME Term SOFR + 2.750%, 01/27/2031 (A) |
|
|
1,320 |
|
|
|
1,314 |
|
| |
|
|
|
|
|
|
2,618 |
|
| |
|
|
|
|
|
|
|
|
Insurance — 1.9% |
|
|
|
|
Acrisure, LLC, 2020 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, SOFRRATE + 3.500%, 02/15/2027 (A) |
|
|
887 |
|
|
|
885 |
|
Alliant Holdings Intermediate, LLC, TLB-6 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.821%, CME Term SOFR + 3.500%, 11/06/2030 (A) |
|
|
956 |
|
|
|
956 |
|
AmWINS Group Inc., February 2023 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.191%, CME Term SOFR + 2.750%, 02/19/2028 (A) |
|
|
602 |
|
|
|
601 |
|
Asurion, LLC, New B-11 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.676%, CME Term SOFR + 4.250%, 08/19/2028 (A) |
|
|
244 |
|
|
|
242 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.691%, CME Term SOFR + 3.250%, 12/23/2026 (A) |
|
|
868 |
|
|
|
862 |
|
Cross Financial Corp., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.826%, CME Term SOFR + 3.500%, 09/15/2027 (A) |
|
|
945 |
|
|
|
943 |
|
HIG Finance 2 Limited, 2023 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.326%, CME Term SOFR + 4.000%, 04/18/2030 (A) |
|
|
479 |
|
|
|
479 |
|
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.807%, CME Term SOFR + 3.500%, 02/15/2031 (A) |
|
|
545 |
|
|
|
542 |
|
Hub International Limited, 2024 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.574%, CME Term SOFR + 3.250%, 06/20/2030 (A) |
|
|
1,320 |
|
|
|
1,319 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Ryan Specialty Group LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.076%, 09/01/2027 |
|
$ |
248 |
|
|
$ |
248 |
|
USI, Inc., 2023 Second Funding New Term Loan |
|
|
|
|
|
|
|
|
8.598%, CME Term SOFR + 3.250%, 09/27/2030 (A) |
|
|
488 |
|
|
|
488 |
|
USI, Inc., 2023-B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.348%, CME Term SOFR + 3.000%, 11/22/2029 (A) |
|
|
717 |
|
|
|
716 |
|
| |
|
|
|
|
|
|
8,281 |
|
| |
|
|
|
|
|
|
|
|
Leisure Goods/Activities/Movies — 2.4% |
|
|
|
|
Alterra Mountain Company |
|
|
|
|
|
|
|
|
0.000%, 05/31/2030 (B)(D) |
|
|
195 |
|
|
|
195 |
|
Alterra Mountain Company, Series B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, SOFRRATE + 4.000%, 08/17/2028 (A) |
|
|
953 |
|
|
|
953 |
|
Alterra Mountain Company, Series B-3 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.176%, 05/31/2030 |
|
|
278 |
|
|
|
278 |
|
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.610%, CME Term SOFR + 5.000%, 09/18/2026 (A)(B) |
|
|
1,065 |
|
|
|
1,061 |
|
ECL Entertainment, LLC, Term B Facility Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.076%, CME Term SOFR + 4.750%, 09/03/2030 (A) |
|
|
788 |
|
|
|
791 |
|
Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.610%, SOFRRATE + 3.000%, 03/08/2024 (A) |
|
|
516 |
|
|
|
508 |
|
Equinox Holdings Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.610%, SOFRRATE + 4.250%, 03/08/2024 (A) |
|
|
579 |
|
|
|
572 |
|
Fitness International, LLC, Term B Loan |
|
|
|
|
|
|
|
|
10.576%, 02/12/2029 |
|
|
325 |
|
|
|
316 |
|
Formula One Management Limited, Facility B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.598%, CME Term SOFR + 2.250%, 01/15/2030 (A) |
|
|
1,107 |
|
|
|
1,105 |
|
Hard Rock Northern Indiana, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
9.748%, 12/11/2028 |
|
|
697 |
|
|
|
682 |
|
Lakeshore Learning Materials, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 09/29/2028 (A) |
|
|
1,016 |
|
|
|
1,014 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.824%, CME Term SOFR + 4.250%, 01/15/2026 (A) |
|
$ |
556 |
|
|
$ |
559 |
|
Recess Holdings, Inc., Amendment No. 3 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.843%, CME Term SOFR + 4.500%, 02/21/2030 (A)(B) |
|
|
909 |
|
|
|
909 |
|
UFC Holdings LLC, Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.336%, SOFRRATE + 3.750%, 04/29/2026 (A)(B) |
|
|
1,271 |
|
|
|
1,271 |
|
United PF Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.574%, CME Term SOFR + 4.000%, 12/30/2026 (A) |
|
|
411 |
|
|
|
367 |
|
| |
|
|
|
|
|
|
10,581 |
|
| |
|
|
|
|
|
|
|
|
Lodging & Casinos — 0.9% |
|
|
|
|
Caesars Entertainment Inc., 2023 Incremental Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.663%, CME Term SOFR + 3.250%, 02/06/2030 (A) |
|
|
1,151 |
|
|
|
1,151 |
|
Four Seasons Holdings Inc., 2023 Repricing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.933%, CME Term SOFR + 2.500%, 11/30/2029 (A)(B) |
|
|
594 |
|
|
|
593 |
|
Ontario Gaming GTA Limited Partnership, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.598%, CME Term SOFR + 4.250%, 08/01/2030 (A) |
|
|
830 |
|
|
|
829 |
|
Station Casinos LLC, Term B-1 Facility Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.676%, CME Term SOFR + 2.250%, 02/08/2027 (A) |
|
|
1,349 |
|
|
|
1,347 |
|
| |
|
|
|
|
|
|
3,920 |
|
| |
|
|
|
|
|
|
|
|
Oil & Gas — 0.1% |
|
|
|
|
CQP Holdco LP, Amendment No. 4 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.348%, CME Term SOFR + 3.000%, 12/31/2030 (A) |
|
|
244 |
|
|
|
244 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Oil & Gas — 0.6% |
|
|
|
|
Discovery Energy Corp, Term Loan |
|
|
|
|
|
|
|
|
0.000%, 01/30/2031 (B)(D) |
|
|
440 |
|
|
|
430 |
|
GIP Pilot Acquisition Partners, L.P., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.327%, CME Term SOFR + 3.000%, 10/04/2030 (A) |
|
|
235 |
|
|
|
235 |
|
ITT Holdings LLC, Third Amendment Incremental Term Loan |
|
|
|
|
|
|
|
|
8.676%, CME Term SOFR + 3.250%, 10/05/2030 (A) |
|
|
574 |
|
|
|
572 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
PG Investment Company 59 S.a r.l., Term Loan B |
|
|
|
|
|
|
|
|
0.000%, 02/24/2031 (B)(D) |
|
$ |
575 |
|
|
$ |
575 |
|
Prairie ECI Acquiror LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.176%, SOFRRATE + 4.750%, 03/11/2026 (A) |
|
|
822 |
|
|
|
817 |
|
| |
|
|
|
|
|
|
2,629 |
|
| |
|
|
|
|
|
|
|
|
Publishing — 0.5% |
|
|
|
|
Century De Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.317%, CME Term SOFR + 4.000%, 10/30/2030 (A) |
|
|
1,200 |
|
|
|
1,204 |
|
Dun & Bradstreet Corporation, 2022 Incremental Term B-2 Loan (2024) |
|
|
|
|
|
|
|
|
8.087%, 01/18/2029 |
|
|
970 |
|
|
|
967 |
|
| |
|
|
|
|
|
|
2,171 |
|
| |
|
|
|
|
|
|
|
|
Retailers (Except Food & Drug) — 0.4% |
|
|
|
|
Belfor Holdings Inc., Initial Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 11/01/2030 (A) |
|
|
814 |
|
|
|
815 |
|
Mister Car Wash Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.426%, SOFRRATE + 4.000%, 05/14/2026 (A) |
|
|
778 |
|
|
|
778 |
|
| |
|
|
|
|
|
|
1,593 |
|
| |
|
|
|
|
|
|
|
|
Software & Service — 0.8% |
|
|
|
|
CCC Information Services Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.691%, 09/21/2028 |
|
|
744 |
|
|
|
741 |
|
Mosel Bidco SE, Facility B (USD), 1st Lien |
|
|
|
|
|
|
|
|
10.098%, CME Term SOFR + 4.750%, 09/16/2030 (A) |
|
|
1,148 |
|
|
|
1,149 |
|
Proofpoint Inc., Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.691%, CME Term SOFR + 6.250%, 08/31/2029 (A)(C) |
|
|
863 |
|
|
|
861 |
|
Proofpoint Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.691%, CME Term SOFR + 3.250%, 08/31/2028 (A) |
|
|
511 |
|
|
|
510 |
|
| |
|
|
|
|
|
|
3,261 |
|
| |
|
|
|
|
|
|
|
|
Surface Transport — 0.4% |
|
|
|
|
Dynasty Acquisition Co., Inc., 2023 Specified Refinancing Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.326%, CME Term SOFR + 4.000%, 08/24/2028 (A) |
|
|
670 |
|
|
|
671 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Dynasty Acquisition Co., Inc., 2023 Specified Refinancing Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.326%, CME Term SOFR + 4.000%, 08/24/2028 (A) |
|
$ |
287 |
|
|
$ |
288 |
|
Kenan Advantage Group, Inc., The, U.S. Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 01/25/2029 (A) |
|
|
340 |
|
|
|
339 |
|
| |
|
|
|
|
|
|
1,298 |
|
| |
|
|
|
|
|
|
|
|
Telecommunications — 1.2% |
|
|
|
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.826%, CME Term SOFR + 1.500%, 08/01/2028 (A)(B) |
|
|
1,181 |
|
|
|
1,044 |
|
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |
|
|
|
|
|
|
|
|
9.441%, CME Term SOFR + 4.000%, 12/01/2027 (A) |
|
|
747 |
|
|
|
749 |
|
Iridium Satellite LLC, Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.826%, CME Term SOFR + 2.500%, 09/20/2030 (A) |
|
|
713 |
|
|
|
712 |
|
Lumen Technologies Inc., Term A Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.441%, CME Term SOFR + 2.000%, 01/31/2025 (A) |
|
|
327 |
|
|
|
301 |
|
VC GB Holdings I Corp, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.360%, CME Term SOFR + 6.750%, 07/23/2029 (A) |
|
|
689 |
|
|
|
671 |
|
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.441%, CME Term SOFR + 3.000%, 03/09/2027 (A)(B) |
|
|
1,489 |
|
|
|
1,337 |
|
| |
|
|
|
|
|
|
4,814 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.3% |
|
|
|
|
Talen Energy Supply, LLC, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.826%, CME Term SOFR + 4.500%, 05/17/2030 (A) |
|
|
299 |
|
|
|
299 |
|
Traverse Midstream Partners LLC, Advance Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.817%, CME Term SOFR + 3.750%, 02/16/2028 (A) |
|
|
780 |
|
|
|
780 |
|
| |
|
|
|
|
|
|
1,079 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $158,726) ($ Thousands) |
|
|
|
|
|
|
159,532 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES — 28.0% |
Automotive — 6.0% |
|
|
|
|
| |
|
|
|
|
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl E |
|
|
|
|
|
|
|
|
2.560%, 11/15/2027 (E) |
|
$ |
1,000 |
|
|
$ |
962 |
|
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.450%, 09/14/2026 (E) |
|
|
25 |
|
|
|
25 |
|
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.890%, 10/13/2026 (E) |
|
|
29 |
|
|
|
29 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A |
|
|
|
|
|
|
|
|
6.000%, 03/12/2027 (E) |
|
|
78 |
|
|
|
78 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C |
|
|
|
|
|
|
|
|
1.590%, 10/20/2025 |
|
|
94 |
|
|
|
94 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
367 |
|
|
|
362 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C |
|
|
|
|
|
|
|
|
1.060%, 08/18/2026 |
|
|
300 |
|
|
|
290 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |
|
|
|
|
|
|
|
|
1.490%, 09/18/2026 |
|
|
225 |
|
|
|
214 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.680%, 10/19/2026 |
|
|
109 |
|
|
|
108 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
1.210%, 12/18/2026 |
|
|
540 |
|
|
|
509 |
|
ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |
|
|
|
|
|
|
|
|
3.120%, 01/15/2031 (E) |
|
|
127 |
|
|
|
126 |
|
Arivo Acceptance Auto Loan Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.190%, 01/15/2027 (E) |
|
|
71 |
|
|
|
70 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl B |
|
|
|
|
|
|
|
|
2.680%, 08/20/2026 (E) |
|
|
1,000 |
|
|
|
957 |
|
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 05/15/2026 (E) |
|
|
108 |
|
|
|
108 |
|
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.100%, 07/27/2026 |
|
|
80 |
|
|
|
80 |
|
BMW Vehicle Owner Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 04/27/2026 |
|
|
95 |
|
|
|
95 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A1 |
|
|
|
|
|
|
|
|
5.776%, 11/15/2024 |
|
|
1 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.340%, 07/15/2026 |
|
$ |
70 |
|
|
$ |
70 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/15/2026 |
|
|
75 |
|
|
|
75 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
3.170%, 04/15/2027 |
|
|
143 |
|
|
|
140 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 05/15/2026 |
|
|
56 |
|
|
|
56 |
|
Carmax Auto Owner Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.750%, 10/15/2027 |
|
|
2,000 |
|
|
|
1,986 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 11/16/2026 |
|
|
120 |
|
|
|
120 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A3 |
|
|
|
|
|
|
|
|
5.280%, 05/15/2028 |
|
|
1,500 |
|
|
|
1,504 |
|
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
|
62 |
|
|
|
59 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
31 |
|
|
|
29 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
86 |
|
|
|
81 |
|
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
|
|
|
|
|
|
|
|
6.410%, 09/10/2027 (E) |
|
|
71 |
|
|
|
71 |
|
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 11/10/2026 (E) |
|
|
39 |
|
|
|
39 |
|
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/11/2027 (E) |
|
|
168 |
|
|
|
168 |
|
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |
|
|
|
|
|
|
|
|
5.770%, 04/12/2027 (E) |
|
|
55 |
|
|
|
55 |
|
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/12/2027 (E) |
|
|
106 |
|
|
|
106 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (E) |
|
|
119 |
|
|
|
116 |
|
Chesapeake Funding II LLC, Ser 2020-1A, Cl A1 |
|
|
|
|
|
|
|
|
0.870%, 08/15/2032 (E) |
|
|
50 |
|
|
|
49 |
|
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
5.650%, 05/15/2035 (E) |
|
|
167 |
|
|
|
167 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
6.090%, 10/15/2026 (E) |
|
$ |
190 |
|
|
$ |
191 |
|
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (E) |
|
|
115 |
|
|
|
115 |
|
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
|
|
|
|
|
|
|
|
5.910%, 08/16/2027 (E) |
|
|
139 |
|
|
|
139 |
|
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
|
|
|
|
|
|
|
|
6.400%, 06/15/2027 (E) |
|
|
122 |
|
|
|
123 |
|
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
1.000%, 05/15/2030 (E) |
|
|
75 |
|
|
|
74 |
|
Drive Auto Receivables Trust, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
0.870%, 10/15/2027 |
|
|
189 |
|
|
|
187 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027 (E) |
|
|
67 |
|
|
|
67 |
|
DT Auto Owner Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
5.880%, 04/15/2027 (E) |
|
|
134 |
|
|
|
134 |
|
DT Auto Owner Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.290%, 08/16/2027 (E) |
|
|
84 |
|
|
|
84 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A1 |
|
|
|
|
|
|
|
|
5.793%, 06/20/2024 (E) |
|
|
5 |
|
|
|
5 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (E) |
|
|
65 |
|
|
|
65 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.440%, 12/21/2026 (E) |
|
|
17 |
|
|
|
17 |
|
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D |
|
|
|
|
|
|
|
|
1.400%, 04/15/2027 |
|
|
1,000 |
|
|
|
951 |
|
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 06/16/2025 |
|
|
1 |
|
|
|
1 |
|
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.870%, 11/17/2025 |
|
|
36 |
|
|
|
36 |
|
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
100 |
|
|
|
100 |
|
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 12/15/2025 |
|
|
46 |
|
|
|
46 |
|
Exeter Automobile Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.530%, 10/15/2026 |
|
|
121 |
|
|
|
121 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (E) |
|
|
40 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Fifth Third Auto Trust, Ser 2023-1, Cl A1 |
|
|
|
|
|
|
|
|
5.618%, 08/15/2024 |
|
$ |
– |
|
|
$ |
– |
|
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.800%, 11/16/2026 |
|
|
229 |
|
|
|
229 |
|
First Investors Auto Owner Trust, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
1.170%, 03/15/2027 (E) |
|
|
610 |
|
|
|
597 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.930%, 06/15/2027 (E) |
|
|
120 |
|
|
|
118 |
|
Flagship Credit Auto Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.360%, 07/15/2027 (E) |
|
|
17 |
|
|
|
17 |
|
Flagship Credit Auto Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.550%, 04/15/2027 (E) |
|
|
290 |
|
|
|
288 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027 (E) |
|
|
141 |
|
|
|
140 |
|
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 07/15/2027 (E) |
|
|
122 |
|
|
|
122 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.240%, 07/15/2026 |
|
|
120 |
|
|
|
120 |
|
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A |
|
|
|
|
|
|
|
|
1.060%, 04/15/2033 (E) |
|
|
950 |
|
|
|
888 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 05/15/2028 (E) |
|
|
146 |
|
|
|
147 |
|
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.680%, 01/15/2027 (E) |
|
|
1,456 |
|
|
|
1,421 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.980%, 08/17/2026 (E) |
|
|
62 |
|
|
|
62 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 01/15/2027 (E) |
|
|
110 |
|
|
|
109 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.570%, 02/16/2027 (E) |
|
|
225 |
|
|
|
225 |
|
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.270%, 06/20/2025 |
|
|
24 |
|
|
|
24 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.440%, 10/20/2025 |
|
|
53 |
|
|
|
53 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.580%, 01/20/2026 |
|
|
260 |
|
|
|
260 |
|
Hyundai Auto Lease Securitization Trust 2024-A, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.150%, 06/15/2026 (E) |
|
|
145 |
|
|
|
145 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hyundai Auto Lease Securitization Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
0.480%, 09/15/2025 (E) |
|
$ |
88 |
|
|
$ |
88 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.470%, 09/15/2025 (E) |
|
|
78 |
|
|
|
78 |
|
Hyundai Auto Receivables Trust, Ser 2020-B, Cl B |
|
|
|
|
|
|
|
|
0.940%, 12/15/2025 |
|
|
125 |
|
|
|
123 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.770%, 05/15/2026 |
|
|
175 |
|
|
|
175 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
0.969%, 12/26/2028 (E) |
|
|
123 |
|
|
|
120 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.009%, 02/26/2029 (E) |
|
|
413 |
|
|
|
400 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026 (E) |
|
|
47 |
|
|
|
46 |
|
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 06/15/2026 (E) |
|
|
109 |
|
|
|
109 |
|
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.440%, 11/16/2026 (E) |
|
|
90 |
|
|
|
90 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (E) |
|
|
98 |
|
|
|
95 |
|
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.240%, 11/17/2025 |
|
|
121 |
|
|
|
121 |
|
Navistar Financial Dealer Note Master Owner Trust II, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
6.180%, 08/25/2028 (E) |
|
|
1,000 |
|
|
|
1,006 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 08/15/2025 |
|
|
67 |
|
|
|
67 |
|
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.110%, 10/15/2026 |
|
|
185 |
|
|
|
185 |
|
Santander Bank - SBCLN, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
1.833%, 12/15/2031 (E) |
|
|
105 |
|
|
|
103 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032 (E) |
|
|
474 |
|
|
|
474 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
|
|
|
|
|
|
|
|
6.493%, 06/15/2033 (E) |
|
|
643 |
|
|
|
645 |
|
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.330%, 09/15/2027 |
|
|
1,675 |
|
|
|
1,608 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
3.760%, 07/16/2029 |
|
$ |
270 |
|
|
$ |
262 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
41 |
|
|
|
41 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.080%, 08/17/2026 |
|
|
48 |
|
|
|
48 |
|
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2 |
|
|
|
|
|
|
|
|
6.180%, 02/16/2027 |
|
|
337 |
|
|
|
338 |
|
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.710%, 02/16/2027 |
|
|
60 |
|
|
|
60 |
|
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
1.610%, 01/20/2026 (E) |
|
|
175 |
|
|
|
171 |
|
SBNA Auto Lease Trust 2024-A, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.450%, 01/20/2026 (E) |
|
|
250 |
|
|
|
250 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
6.270%, 04/20/2026 (E) |
|
|
145 |
|
|
|
146 |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.890%, 03/22/2027 (E) |
|
|
67 |
|
|
|
67 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 06/21/2027 (E) |
|
|
70 |
|
|
|
70 |
|
Tesla Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.860%, 08/20/2025 (E) |
|
|
98 |
|
|
|
98 |
|
Tesla Auto Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.020%, 09/22/2025 (E) |
|
|
140 |
|
|
|
140 |
|
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.540%, 12/21/2026 (E) |
|
|
215 |
|
|
|
215 |
|
Toyota Lease Owner Trust 2024-A, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.330%, 07/20/2026 (E) |
|
|
115 |
|
|
|
115 |
|
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.730%, 04/20/2026 (E) |
|
|
175 |
|
|
|
176 |
|
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026 (E) |
|
|
36 |
|
|
|
36 |
|
United Auto Credit Securitization Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.570%, 07/10/2025 (E) |
|
|
– |
|
|
|
– |
|
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 07/15/2026 (E) |
|
|
95 |
|
|
|
95 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
1.020%, 06/22/2026 |
|
|
– |
|
|
|
– |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 06/20/2028 |
|
$ |
1,000 |
|
|
$ |
998 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.230%, 04/15/2026 (E) |
|
|
175 |
|
|
|
170 |
|
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
|
|
|
|
|
|
|
|
5.960%, 10/15/2026 (E) |
|
|
155 |
|
|
|
155 |
|
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 02/16/2027 (E) |
|
|
109 |
|
|
|
109 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.460%, 08/18/2038 (E) |
|
|
100 |
|
|
|
101 |
|
World Omni Auto Receivables Trust, Ser 2020-C, Cl A4 |
|
|
|
|
|
|
|
|
0.610%, 10/15/2026 |
|
|
136 |
|
|
|
132 |
|
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.470%, 11/17/2025 |
|
|
92 |
|
|
|
92 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
97 |
|
|
|
97 |
|
| |
|
|
|
|
|
|
26,173 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.4% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
4.854%, TSFR1M + 0.794%, 01/25/2035 (A) |
|
|
11 |
|
|
|
11 |
|
ACE Securities Home Equity Loan Trust, Ser 2005-SD1, Cl M2 |
|
|
|
|
|
|
|
|
7.310%, TSFR1M + 1.989%, 11/25/2050 (A) |
|
|
184 |
|
|
|
200 |
|
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-3, Cl M1 |
|
|
|
|
|
|
|
|
6.335%, TSFR1M + 1.014%, 09/25/2034 (A) |
|
|
527 |
|
|
|
536 |
|
Towd Point Mortgage Trust, Ser 2023-CES2, Cl A1A |
|
|
|
|
|
|
|
|
7.294%, 10/25/2063 (A)(E) |
|
|
960 |
|
|
|
982 |
|
| |
|
|
|
|
|
|
1,729 |
|
| |
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligations — 1.0% |
|
|
|
|
| |
|
|
|
|
Cross 2024-H1 Mortgage Trust, Ser 2024-H1, Cl A3 |
|
|
|
|
|
|
|
|
6.490%, 12/25/2068 (E)(F) |
|
|
847 |
|
|
|
844 |
|
OBX 2023-NQM8 Trust, Ser 2023-NQM8, Cl A1 |
|
|
|
|
|
|
|
|
7.045%, 09/25/2063 (E)(F) |
|
|
237 |
|
|
|
240 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
OBX 2024-NQM3 Trust, Ser 2024-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
6.433%, 12/25/2063 (E)(F) |
|
$ |
740 |
|
|
$ |
739 |
|
Toorak Mortgage Trust 2024-RRTL1, Ser 2024-RRTL1, Cl A1 |
|
|
|
|
|
|
|
|
6.597%, 02/25/2039 (E)(F) |
|
|
1,200 |
|
|
|
1,201 |
|
Verus Securitization Trust 2024-2, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
6.501%, 02/25/2069 (E) |
|
|
820 |
|
|
|
821 |
|
Visio 2020-1 Trust, Ser 2020-1, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 08/25/2055 (A)(E) |
|
|
230 |
|
|
|
208 |
|
| |
|
|
|
|
|
|
4,053 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 20.6% |
|
|
|
|
| |
|
|
|
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025 (E) |
|
|
14 |
|
|
|
14 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (E) |
|
|
27 |
|
|
|
27 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (E) |
|
|
12 |
|
|
|
12 |
|
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A |
|
|
|
|
|
|
|
|
7.110%, 11/15/2028 (E) |
|
|
205 |
|
|
|
206 |
|
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.937%, 08/15/2046 (E) |
|
|
700 |
|
|
|
633 |
|
Allegro CLO V, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.526%, TSFR3M + 1.212%, 10/16/2030 (A)(E) |
|
|
839 |
|
|
|
840 |
|
Allegro CLO VII, Ser 2018-1A, Cl D |
|
|
|
|
|
|
|
|
8.426%, TSFR3M + 3.112%, 06/13/2031 (A)(E) |
|
|
400 |
|
|
|
384 |
|
AMMC CLO XI, Ser 2018-11A, Cl BR2 |
|
|
|
|
|
|
|
|
7.179%, TSFR3M + 1.862%, 04/30/2031 (A)(E) |
|
|
1,000 |
|
|
|
999 |
|
AMMC CLO XI, Ser 2018-11A, Cl CR2 |
|
|
|
|
|
|
|
|
7.479%, TSFR3M + 2.162%, 04/30/2031 (A)(E) |
|
|
700 |
|
|
|
696 |
|
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.750%, 11/20/2026 (E) |
|
|
24 |
|
|
|
24 |
|
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl D |
|
|
|
|
|
|
|
|
6.570%, 04/21/2031 (E) |
|
|
500 |
|
|
|
498 |
|
Apidos CLO XII, Ser 2018-12A, Cl AR |
|
|
|
|
|
|
|
|
6.656%, TSFR3M + 1.342%, 04/15/2031 (A)(E) |
|
|
– |
|
|
|
– |
|
Apidos CLO XV, Ser 2018-15A, Cl A1RR |
|
|
|
|
|
|
|
|
6.589%, TSFR3M + 1.272%, 04/20/2031 (A)(E) |
|
|
369 |
|
|
|
369 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Apidos CLO XVIII, Ser 2018-18A, Cl A1 |
|
|
|
|
|
|
|
|
6.719%, TSFR3M + 1.402%, 10/22/2030 (A)(E) |
|
$ |
748 |
|
|
$ |
748 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (E) |
|
|
89 |
|
|
|
79 |
|
Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B |
|
|
|
|
|
|
|
|
6.769%, TSFR3M + 1.462%, 05/15/2030 (A)(E) |
|
|
725 |
|
|
|
718 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.230%, 05/15/2026 (E) |
|
|
11 |
|
|
|
11 |
|
Atrium XIII, Ser 2017-13A, Cl B |
|
|
|
|
|
|
|
|
7.077%, TSFR3M + 1.762%, 11/21/2030 (A)(E) |
|
|
700 |
|
|
|
695 |
|
Avant Loans Funding Trust, Ser 2021-REV1, Cl A |
|
|
|
|
|
|
|
|
1.210%, 07/15/2030 (E) |
|
|
23 |
|
|
|
23 |
|
Bain Capital Credit CLO, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.537%, TSFR3M + 1.222%, 04/23/2031 (A)(E) |
|
|
397 |
|
|
|
397 |
|
Ballyrock CLO, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.579%, TSFR3M + 1.262%, 04/20/2031 (A)(E) |
|
|
523 |
|
|
|
523 |
|
Beacon Container Finance II LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.250%, 10/22/2046 (E) |
|
|
613 |
|
|
|
540 |
|
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |
|
|
|
|
|
|
|
|
6.526%, TSFR3M + 1.212%, 10/15/2030 (A)(E) |
|
|
289 |
|
|
|
289 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl A2 |
|
|
|
|
|
|
|
|
6.729%, TSFR3M + 1.412%, 04/20/2031 (A)(E) |
|
|
1,600 |
|
|
|
1,582 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (E) |
|
|
124 |
|
|
|
121 |
|
BHG Securitization Trust, Ser 2022-B, Cl A |
|
|
|
|
|
|
|
|
3.750%, 06/18/2035 (E) |
|
|
34 |
|
|
|
34 |
|
BlueMountain CLO XXIII, Ser 2018-23A, Cl C |
|
|
|
|
|
|
|
|
7.729%, TSFR3M + 2.412%, 10/20/2031 (A)(E) |
|
|
800 |
|
|
|
787 |
|
BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1 |
|
|
|
|
|
|
|
|
6.072%, SOFR30A + 0.750%, 01/25/2070 (A)(E) |
|
|
1,165 |
|
|
|
1,165 |
|
BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3 |
|
|
|
|
|
|
|
|
6.372%, SOFR30A + 1.050%, 11/25/2069 (A)(E) |
|
|
664 |
|
|
|
660 |
|
BRE Grand Islander Timeshare Issuer LLC, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
2.940%, 05/25/2029 (E) |
|
|
958 |
|
|
|
934 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
3.280%, 09/26/2033 (E) |
|
$ |
549 |
|
|
$ |
524 |
|
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A2 |
|
|
|
|
|
|
|
|
6.894%, TSFR3M + 1.587%, 05/15/2031 (A)(E) |
|
|
1,000 |
|
|
|
993 |
|
Carlyle Global Market Strategies CLO, Ser 2018-4RA, Cl A2 |
|
|
|
|
|
|
|
|
7.176%, TSFR3M + 1.862%, 07/15/2030 (A)(E) |
|
|
500 |
|
|
|
499 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.242%, 07/20/2031 (A)(E) |
|
|
273 |
|
|
|
273 |
|
Carlyle US CLO, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.629%, TSFR3M + 1.312%, 07/20/2031 (A)(E) |
|
|
1,222 |
|
|
|
1,223 |
|
Carlyle US CLO, Ser 2021-2A, Cl A2R |
|
|
|
|
|
|
|
|
7.179%, TSFR3M + 1.862%, 07/20/2031 (A)(E) |
|
|
1,000 |
|
|
|
1,000 |
|
Carlyle US CLO, Ser 2021-3A, Cl BR |
|
|
|
|
|
|
|
|
7.579%, TSFR3M + 2.262%, 07/20/2029 (A)(E) |
|
|
500 |
|
|
|
500 |
|
CARS-DB4 LP, Ser 2020-1A, Cl A4 |
|
|
|
|
|
|
|
|
3.190%, 02/15/2050 (E) |
|
|
1,529 |
|
|
|
1,473 |
|
CARS-DB4 LP, Ser 2020-1A, Cl B1 |
|
|
|
|
|
|
|
|
4.170%, 02/15/2050 (E) |
|
|
400 |
|
|
|
385 |
|
Catskill Park CLO, Ser 2017-1A, Cl A1B |
|
|
|
|
|
|
|
|
6.929%, TSFR3M + 1.612%, 04/20/2029 (A)(E) |
|
|
1,000 |
|
|
|
1,000 |
|
CCG Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.300%, 06/14/2027 (E) |
|
|
6 |
|
|
|
6 |
|
Cedar Funding X CLO, Ser 2021-10A, Cl CR |
|
|
|
|
|
|
|
|
7.629%, TSFR3M + 2.312%, 10/20/2032 (A)(E) |
|
|
450 |
|
|
|
449 |
|
CF Hippolyta Issuer LLC, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.690%, 07/15/2060 (E) |
|
|
989 |
|
|
|
920 |
|
CIFC Funding, Ser 2017-5A, Cl B |
|
|
|
|
|
|
|
|
7.428%, TSFR3M + 2.112%, 11/16/2030 (A)(E) |
|
|
500 |
|
|
|
496 |
|
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
6.441%, TSFR3M + 1.132%, 04/19/2029 (A)(E) |
|
|
504 |
|
|
|
504 |
|
CIFC Funding, Ser 2018-4A, Cl A1 |
|
|
|
|
|
|
|
|
6.728%, TSFR3M + 1.412%, 10/17/2031 (A)(E) |
|
|
694 |
|
|
|
694 |
|
CNH Equipment Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.340%, 09/15/2026 |
|
|
52 |
|
|
|
51 |
|
Crown City CLO IV, Ser 2022-4A, Cl D |
|
|
|
|
|
|
|
|
13.218%, TSFR3M + 7.900%, 10/20/2033 (A)(E) |
|
|
500 |
|
|
|
496 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.030%, 09/15/2025 |
|
$ |
170 |
|
|
$ |
170 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (E) |
|
|
358 |
|
|
|
346 |
|
DB Master Finance LLC, Ser 2021-1A, Cl A2I |
|
|
|
|
|
|
|
|
2.045%, 11/20/2051 (E) |
|
|
679 |
|
|
|
619 |
|
Dell Equipment Finance Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.530%, 12/22/2026 (E) |
|
|
19 |
|
|
|
19 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.840%, 01/22/2029 (E) |
|
|
100 |
|
|
|
100 |
|
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.100%, 04/23/2029 (E) |
|
|
100 |
|
|
|
100 |
|
Denali Capital CLO XI, Ser 2018-1A, Cl A2RR |
|
|
|
|
|
|
|
|
7.229%, TSFR3M + 1.912%, 10/20/2028 (A)(E) |
|
|
77 |
|
|
|
77 |
|
Dext ABS LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (E) |
|
|
42 |
|
|
|
41 |
|
Dext ABS LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 05/15/2034 (E) |
|
|
98 |
|
|
|
98 |
|
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
3.475%, 04/15/2049 (E) |
|
|
400 |
|
|
|
347 |
|
DLLAA LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.930%, 07/20/2026 (E) |
|
|
89 |
|
|
|
89 |
|
DLLAD LLC, Ser 2021-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.640%, 09/21/2026 (E) |
|
|
197 |
|
|
|
191 |
|
DLLAD LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.190%, 04/20/2026 (E) |
|
|
37 |
|
|
|
37 |
|
DLLMT LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.780%, 11/20/2025 (E) |
|
|
93 |
|
|
|
93 |
|
DLLST LLC, Ser 2022-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 01/21/2025 (E) |
|
|
51 |
|
|
|
51 |
|
DLLST, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.330%, 01/20/2026 (E) |
|
|
50 |
|
|
|
50 |
|
Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23 |
|
|
|
|
|
|
|
|
4.118%, 07/25/2047 (E) |
|
|
1,152 |
|
|
|
1,102 |
|
DRIVEN BRANDS FUNDING LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
4.641%, 04/20/2049 (E) |
|
|
1,520 |
|
|
|
1,469 |
|
ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B |
|
|
|
|
|
|
|
|
6.436%, SOFR30A + 1.114%, 01/27/2070 (A)(E) |
|
|
520 |
|
|
|
517 |
|
Elara HGV Timeshare Issuer LLC, Ser 2017-A, Cl A |
|
|
|
|
|
|
|
|
2.690%, 03/25/2030 (E) |
|
|
208 |
|
|
|
202 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
2.610%, 01/25/2034 (E) |
|
$ |
704 |
|
|
$ |
670 |
|
Elara HGV Timeshare Issuer LLC, Ser 2023-A, Cl A |
|
|
|
|
|
|
|
|
6.160%, 02/25/2038 (E) |
|
|
862 |
|
|
|
875 |
|
Elevation CLO, Ser 2017-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.808%, TSFR3M + 1.492%, 10/15/2029 (A)(E) |
|
|
375 |
|
|
|
376 |
|
ExteNet LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.204%, 07/25/2049 (E) |
|
|
2,000 |
|
|
|
1,970 |
|
FCI Funding LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.130%, 04/15/2033 (E) |
|
|
12 |
|
|
|
12 |
|
FNA VII LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.900%, 04/15/2038 (E) |
|
|
846 |
|
|
|
840 |
|
Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.489%, TSFR3M + 1.172%, 11/20/2030 (A)(E) |
|
|
166 |
|
|
|
166 |
|
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.308%, SOFR90A + 1.950%, 09/01/2026 (A)(E) |
|
|
2,000 |
|
|
|
2,007 |
|
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
7.608%, SOFR90A + 2.250%, 03/01/2027 (A)(E) |
|
|
1,000 |
|
|
|
1,009 |
|
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.510%, 05/20/2030 (E) |
|
|
165 |
|
|
|
166 |
|
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 02/16/2026 (E) |
|
|
100 |
|
|
|
100 |
|
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.320%, 08/17/2026 (E) |
|
|
135 |
|
|
|
135 |
|
Hilton Grand Vacations Trust, Ser 2022-1D, Cl B |
|
|
|
|
|
|
|
|
4.100%, 06/20/2034 (E) |
|
|
782 |
|
|
|
749 |
|
Hilton Grand Vacations Trust, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
6.110%, 01/25/2038 (E) |
|
|
– |
|
|
|
– |
|
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.040%, 01/21/2031 (E) |
|
|
100 |
|
|
|
100 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (E) |
|
|
105 |
|
|
|
105 |
|
Invitation Homes Trust, Ser 2018-SFR4, Cl C |
|
|
|
|
|
|
|
|
6.833%, TSFR1M + 1.514%, 01/17/2038 (A)(E) |
|
|
2,000 |
|
|
|
1,997 |
|
ITE Rail Fund Levered, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.250%, 02/28/2051 (E) |
|
|
530 |
|
|
|
469 |
|
John Deere Owner Trust, Ser 2023-C, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 08/17/2026 |
|
|
370 |
|
|
|
370 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B |
|
|
|
|
|
|
|
|
6.485%, TSFR1M + 1.164%, 11/25/2050 (A) |
|
$ |
1,201 |
|
|
$ |
1,192 |
|
KKR CLO 12, Ser 2018-12, Cl AR2A |
|
|
|
|
|
|
|
|
6.711%, TSFR3M + 1.397%, 10/15/2030 (A)(E) |
|
|
350 |
|
|
|
350 |
|
KKR CLO 20, Ser 2017-20, Cl B |
|
|
|
|
|
|
|
|
7.126%, TSFR3M + 1.812%, 10/16/2030 (A)(E) |
|
|
636 |
|
|
|
635 |
|
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (E) |
|
|
275 |
|
|
|
275 |
|
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.390%, 01/15/2027 (E) |
|
|
180 |
|
|
|
180 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.242%, 03/20/2030 (A)(E) |
|
|
162 |
|
|
|
163 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.579%, TSFR3M + 1.262%, 07/21/2030 (A)(E) |
|
|
234 |
|
|
|
235 |
|
Madison Park Funding XXIV, Ser 2019-24A, Cl BR |
|
|
|
|
|
|
|
|
7.329%, TSFR3M + 2.012%, 10/20/2029 (A)(E) |
|
|
1,250 |
|
|
|
1,252 |
|
Magnetite XV, Ser 2018-15A, Cl CR |
|
|
|
|
|
|
|
|
7.386%, TSFR3M + 2.062%, 07/25/2031 (A)(E) |
|
|
500 |
|
|
|
498 |
|
Magnetite XVIII, Ser 2018-18A, Cl BR |
|
|
|
|
|
|
|
|
7.069%, TSFR3M + 1.762%, 11/15/2028 (A)(E) |
|
|
1,000 |
|
|
|
995 |
|
Marlette Funding Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.040%, 06/15/2033 (E) |
|
|
84 |
|
|
|
84 |
|
Marlette Funding Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.490%, 09/15/2033 (E) |
|
|
97 |
|
|
|
97 |
|
MetroNet Infrastructure Issuer LLC, Ser 2022-1A, Cl B |
|
|
|
|
|
|
|
|
7.460%, 10/20/2052 (E) |
|
|
500 |
|
|
|
487 |
|
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B |
|
|
|
|
|
|
|
|
6.185%, TSFR1M + 0.864%, 01/25/2061 (A) |
|
|
643 |
|
|
|
626 |
|
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B |
|
|
|
|
|
|
|
|
6.135%, TSFR1M + 0.814%, 03/25/2061 (A) |
|
|
2,021 |
|
|
|
1,962 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3 |
|
|
|
|
|
|
|
|
0.490%, 08/14/2025 (E) |
|
|
125 |
|
|
|
123 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.790%, 11/13/2026 (E) |
|
$ |
144 |
|
|
$ |
144 |
|
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 09/13/2027 (E) |
|
|
195 |
|
|
|
194 |
|
Mountain View CLO LLC, Ser 2020-1A, Cl AR |
|
|
|
|
|
|
|
|
6.666%, TSFR3M + 1.352%, 10/16/2029 (A)(E) |
|
|
364 |
|
|
|
365 |
|
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1B |
|
|
|
|
|
|
|
|
6.432%, TSFR1M + 1.114%, 04/15/2069 (A)(E) |
|
|
899 |
|
|
|
895 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (E) |
|
|
303 |
|
|
|
283 |
|
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
|
|
|
|
|
|
|
|
1.310%, 01/15/2069 (E) |
|
|
524 |
|
|
|
482 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1B |
|
|
|
|
|
|
|
|
6.036%, SOFR30A + 0.714%, 12/26/2069 (A)(E) |
|
|
– |
|
|
|
– |
|
Navient Student Loan Trust, Ser 2021-2A, Cl A1B |
|
|
|
|
|
|
|
|
5.986%, SOFR30A + 0.664%, 02/25/2070 (A)(E) |
|
|
– |
|
|
|
– |
|
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
|
|
|
|
|
|
|
|
6.480%, 03/15/2072 (E) |
|
|
681 |
|
|
|
689 |
|
Neighborly Issuer LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.308%, 01/30/2053 (E) |
|
|
990 |
|
|
|
1,003 |
|
Neuberger Berman CLO XIV, Ser 2020-14A, Cl BR2 |
|
|
|
|
|
|
|
|
7.081%, TSFR3M + 1.762%, 01/28/2030 (A)(E) |
|
|
1,000 |
|
|
|
1,000 |
|
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR |
|
|
|
|
|
|
|
|
6.490%, TSFR3M + 1.192%, 10/18/2029 (A)(E) |
|
|
544 |
|
|
|
545 |
|
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
6.480%, TSFR3M + 1.182%, 10/18/2030 (A)(E) |
|
|
376 |
|
|
|
376 |
|
New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B |
|
|
|
|
|
|
|
|
6.635%, TSFR1M + 1.314%, 09/25/2060 (A) |
|
|
546 |
|
|
|
546 |
|
Nyctl Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.100%, 11/10/2034 (E) |
|
|
47 |
|
|
|
46 |
|
Oxford Finance Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.101%, 02/15/2028 (E) |
|
|
289 |
|
|
|
280 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Palmer Square CLO, Ser 2022-3A, Cl A1 |
|
|
|
|
|
|
|
|
7.118%, TSFR3M + 1.800%, 07/20/2035 (A)(E) |
|
$ |
1,450 |
|
|
$ |
1,451 |
|
Palmer Square Loan Funding, Ser 2021-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.831%, TSFR3M + 1.512%, 05/20/2029 (A)(E) |
|
|
250 |
|
|
|
250 |
|
Palmer Square Loan Funding, Ser 2021-3A, Cl A1 |
|
|
|
|
|
|
|
|
6.379%, TSFR3M + 1.062%, 07/20/2029 (A)(E) |
|
|
113 |
|
|
|
113 |
|
Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |
|
|
|
|
|
|
|
|
6.376%, TSFR3M + 1.062%, 10/15/2029 (A)(E) |
|
|
349 |
|
|
|
349 |
|
Palmer Square Loan Funding, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
7.214%, TSFR3M + 1.900%, 10/15/2030 (A)(E) |
|
|
1,460 |
|
|
|
1,462 |
|
PFS Financing, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.710%, 04/15/2026 (E) |
|
|
300 |
|
|
|
298 |
|
Prodigy Finance DAC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.685%, TSFR1M + 1.364%, 07/25/2051 (A)(E) |
|
|
638 |
|
|
|
636 |
|
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.060%, 07/16/2029 (E) |
|
|
67 |
|
|
|
67 |
|
ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A |
|
|
|
|
|
|
|
|
8.000%, PRIME + -0.500%, 12/27/2044 (A)(E) |
|
|
221 |
|
|
|
221 |
|
Regatta X Funding, Ser 2017-3A, Cl B |
|
|
|
|
|
|
|
|
7.028%, TSFR3M + 1.712%, 01/17/2031 (A)(E) |
|
|
1,250 |
|
|
|
1,245 |
|
Retained Vantage Data Centers Issuer LLC, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.000%, 09/15/2048 (E) |
|
|
500 |
|
|
|
472 |
|
Saratoga Investment Senior Loan Fund, Ser 2022-1A, Cl D |
|
|
|
|
|
|
|
|
11.928%, TSFR3M + 6.610%, 10/20/2033 (A)(E) |
|
|
300 |
|
|
|
299 |
|
SCF Equipment Leasing 2023-1 LLC, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.170%, 05/20/2032 (E) |
|
|
1,000 |
|
|
|
1,026 |
|
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 01/22/2030 (E) |
|
|
185 |
|
|
|
187 |
|
SMB Private Education Loan Trust, Ser 2018-C, Cl A2B |
|
|
|
|
|
|
|
|
6.182%, TSFR1M + 0.864%, 11/15/2035 (A)(E) |
|
|
963 |
|
|
|
956 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B |
|
|
|
|
|
|
|
|
6.432%, TSFR1M + 1.114%, 06/15/2037 (A)(E) |
|
$ |
612 |
|
|
$ |
613 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2B |
|
|
|
|
|
|
|
|
6.285%, TSFR1M + 0.964%, 09/15/2054 (A)(E) |
|
|
1,687 |
|
|
|
1,670 |
|
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B |
|
|
|
|
|
|
|
|
6.285%, TSFR1M + 0.964%, 09/15/2054 (A)(E) |
|
|
1,618 |
|
|
|
1,612 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 |
|
|
|
|
|
|
|
|
6.162%, TSFR1M + 0.844%, 01/15/2053 (A)(E) |
|
|
1,651 |
|
|
|
1,634 |
|
STAR Trust, Ser 2021-SFR1, Cl C |
|
|
|
|
|
|
|
|
6.483%, TSFR1M + 1.164%, 04/17/2038 (A)(E) |
|
|
1,000 |
|
|
|
982 |
|
STAR Trust, Ser 2021-SFR1, Cl D |
|
|
|
|
|
|
|
|
6.733%, TSFR1M + 1.414%, 04/17/2038 (A)(E) |
|
|
1,000 |
|
|
|
975 |
|
STAR Trust, Ser 2021-SFR2, Cl C |
|
|
|
|
|
|
|
|
7.032%, TSFR1M + 1.714%, 01/17/2039 (A)(E) |
|
|
3,000 |
|
|
|
2,972 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 |
|
|
|
|
|
|
|
|
6.435%, TSFR1M + 1.114%, 09/25/2034 (A) |
|
|
2,042 |
|
|
|
1,979 |
|
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 |
|
|
|
|
|
|
|
|
6.390%, TSFR1M + 1.054%, 09/25/2034 (A) |
|
|
688 |
|
|
|
675 |
|
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.416%, TSFR3M + 1.092%, 10/25/2029 (A)(E) |
|
|
941 |
|
|
|
942 |
|
Symphony Static CLO I, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
7.036%, TSFR3M + 1.712%, 10/25/2029 (A)(E) |
|
|
250 |
|
|
|
250 |
|
Taco Bell Funding LLC, Ser 2016-1A, Cl A23 |
|
|
|
|
|
|
|
|
4.970%, 05/25/2046 (E) |
|
|
759 |
|
|
|
748 |
|
TCI-Flatiron CLO, Ser 2017-1A, Cl B |
|
|
|
|
|
|
|
|
7.141%, TSFR3M + 1.822%, 11/18/2030 (A)(E) |
|
|
500 |
|
|
|
499 |
|
TICP CLO IX, Ser 2018-9A, Cl A |
|
|
|
|
|
|
|
|
6.719%, TSFR3M + 1.402%, 01/20/2031 (A)(E) |
|
|
456 |
|
|
|
456 |
|
TIF Funding II LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.650%, 02/20/2046 (E) |
|
|
756 |
|
|
|
650 |
|
Towd Point HE Trust, Ser 2021-HE1, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2063 (A)(E) |
|
|
545 |
|
|
|
519 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Trimaran Cavu, Ser 2019-1A, Cl D |
|
|
|
|
|
|
|
|
9.729%, TSFR3M + 4.412%, 07/20/2032 (A)(E) |
|
$ |
600 |
|
|
$ |
597 |
|
Trinity Rail Leasing LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.260%, 07/19/2051 (E) |
|
|
448 |
|
|
|
395 |
|
VFI ABS LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.270%, 03/26/2029 (E) |
|
|
100 |
|
|
|
100 |
|
Vibrant CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
6.582%, TSFR3M + 1.212%, 06/20/2029 (A)(E) |
|
|
45 |
|
|
|
44 |
|
Voya CLO, Ser 2018-3A, Cl A2R |
|
|
|
|
|
|
|
|
6.960%, TSFR3M + 1.662%, 10/18/2031 (A)(E) |
|
|
818 |
|
|
|
811 |
|
Voya CLO, Ser 2020-2A, Cl A1RR |
|
|
|
|
|
|
|
|
6.598%, TSFR3M + 1.282%, 04/17/2030 (A)(E) |
|
|
158 |
|
|
|
158 |
|
VSE VOI Mortgage LLC, Ser 2017-A, Cl A |
|
|
|
|
|
|
|
|
2.330%, 03/20/2035 (E) |
|
|
268 |
|
|
|
267 |
|
Westgate Resorts LLC, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
2.713%, 03/20/2034 (E) |
|
|
221 |
|
|
|
219 |
|
Westgate Resorts LLC, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
6.440%, 12/20/2037 (E) |
|
|
849 |
|
|
|
841 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.430%, 02/15/2028 (E) |
|
|
15 |
|
|
|
15 |
|
Wingstop Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.841%, 12/05/2050 (E) |
|
|
690 |
|
|
|
623 |
|
| |
|
|
|
|
|
|
89,608 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $121,169) ($ Thousands) |
|
|
|
|
|
|
121,563 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 27.5% |
Agency Mortgage-Backed Obligations — 1.2% |
|
|
|
|
FHLMC ARM |
|
|
|
|
|
|
|
|
6.456%, RFUCCT1Y + 2.470%, 03/01/2036(A) |
|
|
410 |
|
|
|
411 |
|
5.690%, H15T1Y + 2.250%, 06/01/2035(A) |
|
|
296 |
|
|
|
304 |
|
FHLMC REMIC CMO, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
349 |
|
|
|
342 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.722%, SOFR30A + 2.400%, 02/25/2042(A)(E) |
|
|
1,000 |
|
|
|
1,021 |
|
FNMA |
|
|
|
|
|
|
|
|
6.000%, 09/01/2039 to 04/01/2040 |
|
|
191 |
|
|
|
197 |
|
3.000%, 12/01/2030 |
|
|
219 |
|
|
|
209 |
|
FNMA ACES, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.860%, SOFR30A + 0.514%, 10/25/2024(A) |
|
|
36 |
|
|
|
36 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA ARM |
|
|
|
|
|
|
|
|
7.395%, RFUCCT6M + 1.580%, 07/01/2034(A) |
|
$ |
49 |
|
|
$ |
49 |
|
7.186%, RFUCCT6M + 1.433%, 03/01/2035(A) |
|
|
129 |
|
|
|
131 |
|
6.180%, H15T1Y + 2.220%, 08/01/2034(A) |
|
|
349 |
|
|
|
359 |
|
6.097%, H15T1Y + 2.141%, 10/01/2033(A) |
|
|
189 |
|
|
|
191 |
|
6.073%, RFUCCT1Y + 1.873%, 10/01/2033(A) |
|
|
80 |
|
|
|
82 |
|
6.027%, RFUCCT1Y + 1.777%, 09/01/2034(A) |
|
|
235 |
|
|
|
232 |
|
6.020%, RFUCCT1Y + 1.770%, 10/01/2033(A) |
|
|
28 |
|
|
|
28 |
|
6.006%, H15T1Y + 2.332%, 04/01/2034(A) |
|
|
197 |
|
|
|
203 |
|
5.852%, H15T1Y + 2.184%, 07/01/2036(A) |
|
|
276 |
|
|
|
285 |
|
5.695%, H15T1Y + 2.205%, 05/01/2035(A) |
|
|
84 |
|
|
|
86 |
|
5.682%, RFUCCT1Y + 1.490%, 10/01/2035(A) |
|
|
274 |
|
|
|
279 |
|
5.550%, RFUCCT1Y + 1.800%, 05/01/2034(A) |
|
|
75 |
|
|
|
75 |
|
5.436%, RFUCCT1Y + 1.565%, 05/01/2037(A) |
|
|
191 |
|
|
|
195 |
|
5.159%, RFUCCT1Y + 1.601%, 06/01/2035(A) |
|
|
28 |
|
|
|
28 |
|
4.915%, RFUCCT1Y + 1.665%, 04/01/2033(A) |
|
|
89 |
|
|
|
88 |
|
FNMA REMIC CMO, Ser 2010-83, Cl BA |
|
|
|
|
|
|
|
|
5.000%, 08/25/2040 |
|
|
88 |
|
|
|
87 |
|
FNMA REMIC CMO, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
77 |
|
|
|
71 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,989 |
|
Non-Agency Mortgage-Backed Obligations — 26.3% |
|
|
|
|
Angel Oak Mortgage Trust, Ser 2019-6, Cl A2 |
|
|
|
|
|
|
|
|
2.825%, 11/25/2059(A)(E) |
|
|
7 |
|
|
|
7 |
|
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(A)(E) |
|
|
11 |
|
|
|
10 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(E) |
|
|
67 |
|
|
|
62 |
|
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(A)(E) |
|
|
78 |
|
|
|
72 |
|
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(A)(E) |
|
|
30 |
|
|
|
28 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(A)(E) |
|
$ |
292 |
|
|
$ |
270 |
|
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(A)(E) |
|
|
50 |
|
|
|
45 |
|
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(A)(E) |
|
|
152 |
|
|
|
128 |
|
Angel Oak Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.985%, 04/25/2066(A)(E) |
|
|
775 |
|
|
|
640 |
|
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(A)(E) |
|
|
131 |
|
|
|
109 |
|
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
0.951%, 07/25/2066(A)(E) |
|
|
252 |
|
|
|
211 |
|
Arroyo Mortgage Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.805%, 01/25/2049(A)(E) |
|
|
88 |
|
|
|
82 |
|
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(A)(E) |
|
|
28 |
|
|
|
26 |
|
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.175%, 10/25/2048(A)(E) |
|
|
879 |
|
|
|
751 |
|
Ashford Hospitality Trust, Ser 2018-ASHF, Cl B |
|
|
|
|
|
|
|
|
6.740%, TSFR1M + 1.422%, 04/15/2035(A)(E) |
|
|
500 |
|
|
|
491 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AL |
|
|
|
|
|
|
|
|
6.265%, TSFR1M + 0.947%, 11/15/2032(A)(E) |
|
|
500 |
|
|
|
481 |
|
Banc of America Funding, Ser 2005-F, Cl 4A1 |
|
|
|
|
|
|
|
|
4.813%, 09/20/2035(A) |
|
|
25 |
|
|
|
20 |
|
Banc of America Funding, Ser 2006-D, Cl 3A1 |
|
|
|
|
|
|
|
|
4.423%, 05/20/2036(A) |
|
|
26 |
|
|
|
22 |
|
Banc of America Funding, Ser 2006-I, Cl 1A1 |
|
|
|
|
|
|
|
|
5.423%, 12/20/2036(A) |
|
|
964 |
|
|
|
912 |
|
Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1 |
|
|
|
|
|
|
|
|
5.660%, 12/25/2033(A) |
|
|
484 |
|
|
|
453 |
|
Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 |
|
|
|
|
|
|
|
|
5.678%, 02/25/2034(A) |
|
|
487 |
|
|
|
469 |
|
Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1 |
|
|
|
|
|
|
|
|
4.604%, 05/25/2034(A) |
|
|
169 |
|
|
|
159 |
|
Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1 |
|
|
|
|
|
|
|
|
4.999%, 02/25/2035(A) |
|
|
7 |
|
|
|
7 |
|
BANK, Ser 2018-BN12, Cl A2 |
|
|
|
|
|
|
|
|
4.074%, 05/15/2061 |
|
|
545 |
|
|
|
528 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 |
|
|
|
|
|
|
|
|
5.414%, 12/25/2033(A) |
|
$ |
509 |
|
|
$ |
478 |
|
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 |
|
|
|
|
|
|
|
|
5.355%, 08/25/2034(A) |
|
|
774 |
|
|
|
734 |
|
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 |
|
|
|
|
|
|
|
|
5.895%, 01/25/2034(A) |
|
|
1,070 |
|
|
|
1,038 |
|
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1 |
|
|
|
|
|
|
|
|
5.285%, 04/25/2034(A) |
|
|
154 |
|
|
|
147 |
|
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2 |
|
|
|
|
|
|
|
|
3.901%, 05/25/2034(A) |
|
|
663 |
|
|
|
594 |
|
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A |
|
|
|
|
|
|
|
|
4.203%, 07/25/2034(A) |
|
|
493 |
|
|
|
448 |
|
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A |
|
|
|
|
|
|
|
|
3.684%, 07/25/2034(A) |
|
|
523 |
|
|
|
459 |
|
Bellemeade Re, Ser 2021-3A, Cl M1A |
|
|
|
|
|
|
|
|
6.322%, SOFR30A + 1.000%, 09/25/2031(A)(E) |
|
|
204 |
|
|
|
204 |
|
Bellemeade Re, Ser 2022-1, Cl M1A |
|
|
|
|
|
|
|
|
7.072%, SOFR30A + 1.750%, 01/26/2032(A)(E) |
|
|
494 |
|
|
|
494 |
|
Bellemeade Re, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.522%, SOFR30A + 2.200%, 10/25/2033(A)(E) |
|
|
1,000 |
|
|
|
1,003 |
|
BPR Trust, Ser 2022-OANA, Cl A |
|
|
|
|
|
|
|
|
7.216%, TSFR1M + 1.898%, 04/15/2037(A)(E) |
|
|
595 |
|
|
|
597 |
|
BRAVO Residential Funding Trust, Ser 2019-1, Cl A1C |
|
|
|
|
|
|
|
|
3.500%, 03/25/2058(E) |
|
|
– |
|
|
|
– |
|
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(A)(E) |
|
|
31 |
|
|
|
29 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(A)(E) |
|
|
63 |
|
|
|
55 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(A)(E) |
|
|
55 |
|
|
|
51 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(A)(E) |
|
|
119 |
|
|
|
109 |
|
BSPRT Issuer, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.825%, SOFR30A + 1.500%, 02/15/2037(A)(E) |
|
|
275 |
|
|
|
274 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(A)(E) |
|
|
28 |
|
|
|
27 |
|
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(E) |
|
|
44 |
|
|
|
43 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.085%, TSFR1M + 0.767%, 05/01/2038(A)(E) |
|
$ |
181 |
|
|
$ |
180 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.132%, TSFR1M + 0.814%, 09/15/2036(A)(E) |
|
|
195 |
|
|
|
193 |
|
BX Trust, Ser 2021-SDMF, Cl B |
|
|
|
|
|
|
|
|
6.171%, TSFR1M + 0.852%, 09/15/2034(A)(E) |
|
|
959 |
|
|
|
939 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
6.318%, TSFR1M + 1.000%, 01/15/2039(A)(E) |
|
|
210 |
|
|
|
208 |
|
BX Trust, Ser 2023-DELC, Cl A |
|
|
|
|
|
|
|
|
8.008%, TSFR1M + 2.690%, 05/15/2038(A)(E) |
|
|
1,000 |
|
|
|
1,009 |
|
BX, Ser 2021-MFM1, Cl C |
|
|
|
|
|
|
|
|
6.633%, TSFR1M + 1.314%, 01/15/2034(A)(E) |
|
|
766 |
|
|
|
758 |
|
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 |
|
|
|
|
|
|
|
|
5.457%, 02/25/2037(A) |
|
|
111 |
|
|
|
109 |
|
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 |
|
|
|
|
|
|
|
|
5.817%, 06/25/2035(A) |
|
|
242 |
|
|
|
235 |
|
CHL Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1 |
|
|
|
|
|
|
|
|
4.500%, 06/25/2019 |
|
|
6 |
|
|
|
– |
|
Citigroup Commercial Mortgage Trust, Ser 2018-TBR, Cl A |
|
|
|
|
|
|
|
|
6.513%, TSFR1M + 1.194%, 12/15/2036(A)(E) |
|
|
1,000 |
|
|
|
993 |
|
Cold Storage Trust, Ser 2020-ICE5, Cl D |
|
|
|
|
|
|
|
|
7.537%, TSFR1M + 2.214%, 11/15/2037(A)(E) |
|
|
737 |
|
|
|
735 |
|
COLT Funding LLC, Ser 2021-3R, Cl A1 |
|
|
|
|
|
|
|
|
1.051%, 12/25/2064(A)(E) |
|
|
84 |
|
|
|
73 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(A)(E) |
|
|
35 |
|
|
|
31 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(A)(E) |
|
|
17 |
|
|
|
16 |
|
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.910%, 06/25/2066(A)(E) |
|
|
117 |
|
|
|
95 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(E) |
|
|
2,382 |
|
|
|
1,876 |
|
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(E) |
|
|
47 |
|
|
|
41 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COLT Mortgage Loan Trust, Ser 2021-4, Cl A2 |
|
|
|
|
|
|
|
|
1.500%, 10/25/2066(A)(E) |
|
$ |
1,514 |
|
|
$ |
1,194 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(E) |
|
|
303 |
|
|
|
240 |
|
COLT Mortgage Loan Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.726%, 11/26/2066(A)(E) |
|
|
724 |
|
|
|
608 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(A)(E) |
|
|
306 |
|
|
|
252 |
|
COLT Mortgage Loan Trust, Ser 2022-7, Cl A1 |
|
|
|
|
|
|
|
|
5.162%, 04/25/2067(E)(F) |
|
|
793 |
|
|
|
778 |
|
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
0.857%, 05/25/2065(A)(E) |
|
|
105 |
|
|
|
89 |
|
COMM Mortgage Trust, Ser 2013-300P, Cl E |
|
|
|
|
|
|
|
|
4.394%, 08/10/2030(A)(E) |
|
|
300 |
|
|
|
196 |
|
COMM Mortgage Trust, Ser 2014-CR14, Cl XA, IO |
|
|
|
|
|
|
|
|
0.053%, 02/10/2047(A) |
|
|
5,947 |
|
|
|
– |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M1 |
|
|
|
|
|
|
|
|
6.072%, SOFR30A + 0.750%, 10/25/2041(A)(E) |
|
|
20 |
|
|
|
20 |
|
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |
|
|
|
|
|
|
|
|
6.522%, SOFR30A + 1.200%, 01/25/2042(A)(E) |
|
|
867 |
|
|
|
867 |
|
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 |
|
|
|
|
|
|
|
|
7.422%, SOFR30A + 2.100%, 03/25/2042(A)(E) |
|
|
630 |
|
|
|
639 |
|
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 03/25/2042(A)(E) |
|
|
874 |
|
|
|
886 |
|
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1 |
|
|
|
|
|
|
|
|
7.222%, SOFR30A + 1.900%, 04/25/2042(A)(E) |
|
|
268 |
|
|
|
269 |
|
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
|
|
|
|
|
|
|
|
8.271%, SOFR30A + 2.950%, 06/25/2042(A)(E) |
|
|
986 |
|
|
|
1,013 |
|
Connecticut Avenue Securities Trust, Ser 2023-R01, Cl 1M1 |
|
|
|
|
|
|
|
|
7.721%, SOFR30A + 2.400%, 12/25/2042(A)(E) |
|
|
1,028 |
|
|
|
1,053 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |
|
|
|
|
|
|
|
|
7.822%, SOFR30A + 2.500%, 04/25/2043(A)(E) |
|
$ |
2,432 |
|
|
$ |
2,473 |
|
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.621%, SOFR30A + 2.300%, 05/25/2043(A)(E) |
|
|
2,624 |
|
|
|
2,687 |
|
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
|
|
|
|
|
|
|
|
7.221%, SOFR30A + 1.900%, 06/25/2043(A)(E) |
|
|
2,099 |
|
|
|
2,121 |
|
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M1 |
|
|
|
|
|
|
|
|
7.022%, SOFR30A + 1.700%, 07/25/2043(A)(E) |
|
|
593 |
|
|
|
598 |
|
Connecticut Avenue Securities Trust, Ser 2023-R07, Cl 2M1 |
|
|
|
|
|
|
|
|
7.271%, SOFR30A + 1.950%, 09/25/2043(A)(E) |
|
|
914 |
|
|
|
922 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2005-5, Cl 3A2 |
|
|
|
|
|
|
|
|
5.735%, TSFR1M + 0.414%, 07/25/2035(A) |
|
|
95 |
|
|
|
95 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2066(A)(E) |
|
|
153 |
|
|
|
125 |
|
Cross Mortgage Trust, Ser 2023-H1, Cl A1 |
|
|
|
|
|
|
|
|
6.615%, 03/25/2068(E)(F) |
|
|
1,832 |
|
|
|
1,836 |
|
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 |
|
|
|
|
|
|
|
|
5.453%, 06/25/2034(A) |
|
|
831 |
|
|
|
804 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
3.573%, 07/25/2049(E)(F) |
|
|
194 |
|
|
|
179 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(A)(E) |
|
|
127 |
|
|
|
107 |
|
CSMC, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.809%, 05/25/2065(A)(E) |
|
|
116 |
|
|
|
98 |
|
CSMC, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.015%, 04/25/2066(A)(E) |
|
|
219 |
|
|
|
178 |
|
DBCG Mortgage Trust, Ser 2017-BBG, Cl C |
|
|
|
|
|
|
|
|
8.500%, PRIME + 0.000%, 06/15/2034(A)(E) |
|
|
1,100 |
|
|
|
1,100 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(A)(E) |
|
|
33 |
|
|
|
30 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
1.260%, 04/25/2066(A)(E) |
|
|
465 |
|
|
|
399 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(A)(E) |
|
|
290 |
|
|
|
250 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 |
|
|
|
|
|
|
|
|
2.892%, 11/25/2059(A)(E) |
|
$ |
317 |
|
|
$ |
296 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(A)(E) |
|
|
410 |
|
|
|
369 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(A)(E) |
|
|
591 |
|
|
|
493 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(E) |
|
|
84 |
|
|
|
67 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
6.134%, TSFR1M + 0.815%, 11/15/2038(A)(E) |
|
|
350 |
|
|
|
346 |
|
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.422%, SOFR30A + 2.100%, 04/25/2043(A)(E) |
|
|
975 |
|
|
|
994 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl M1 |
|
|
|
|
|
|
|
|
6.072%, SOFR30A + 0.750%, 10/25/2033(A)(E) |
|
|
182 |
|
|
|
182 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
6.972%, SOFR30A + 1.650%, 01/25/2034(A)(E) |
|
|
149 |
|
|
|
151 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA2, Cl M1 |
|
|
|
|
|
|
|
|
6.022%, SOFR30A + 0.700%, 12/25/2033(A)(E) |
|
|
10 |
|
|
|
10 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1 |
|
|
|
|
|
|
|
|
6.272%, SOFR30A + 0.950%, 12/25/2041(A)(E) |
|
|
1,175 |
|
|
|
1,169 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
7.172%, SOFR30A + 1.850%, 01/25/2042(A)(E) |
|
|
943 |
|
|
|
946 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1A |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 04/25/2042(A)(E) |
|
|
1,140 |
|
|
|
1,155 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA6, Cl M1A |
|
|
|
|
|
|
|
|
7.472%, SOFR30A + 2.150%, 09/25/2042(A)(E) |
|
|
328 |
|
|
|
331 |
|
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.422%, SOFR30A + 2.100%, 03/25/2042(A)(E) |
|
|
1,146 |
|
|
|
1,156 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1B |
|
|
|
|
|
|
|
|
8.822%, SOFR30A + 3.500%, 03/25/2042(A)(E) |
|
$ |
1,000 |
|
|
$ |
1,046 |
|
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1A |
|
|
|
|
|
|
|
|
7.972%, SOFR30A + 2.650%, 07/25/2042(A)(E) |
|
|
174 |
|
|
|
179 |
|
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1B |
|
|
|
|
|
|
|
|
9.322%, SOFR30A + 4.000%, 07/25/2042(A)(E) |
|
|
1,000 |
|
|
|
1,062 |
|
FHLMC STACR REMIC Trust, Ser 2022-HQA3, Cl M1A |
|
|
|
|
|
|
|
|
7.622%, SOFR30A + 2.300%, 08/25/2042(A)(E) |
|
|
– |
|
|
|
– |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
8.422%, SOFR30A + 3.100%, 03/25/2043(A)(E) |
|
|
2,000 |
|
|
|
2,091 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
8.572%, SOFR30A + 3.250%, 04/25/2043(A)(E) |
|
|
1,000 |
|
|
|
1,047 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B |
|
|
|
|
|
|
|
|
8.822%, SOFR30A + 3.500%, 05/25/2043(A)(E) |
|
|
2,000 |
|
|
|
2,113 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 05/25/2043(A)(E) |
|
|
1,697 |
|
|
|
1,715 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA2, Cl M1A |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 06/25/2043(A)(E) |
|
|
835 |
|
|
|
842 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA3, Cl A1 |
|
|
|
|
|
|
|
|
7.172%, SOFR30A + 1.850%, 11/25/2043(A)(E) |
|
|
986 |
|
|
|
999 |
|
FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS |
|
|
|
|
|
|
|
|
6.386%, SOFR30A + 1.064%, 12/25/2030(A)(E) |
|
|
878 |
|
|
|
878 |
|
FHLMC STACR Trust, Ser 2019-FTR2, Cl M1 |
|
|
|
|
|
|
|
|
6.386%, SOFR30A + 1.064%, 11/25/2048(A)(E) |
|
|
66 |
|
|
|
66 |
|
FHLMC Whole Loan Securities Trust, Ser 2016-SC01, Cl M2 |
|
|
|
|
|
|
|
|
3.903%, 07/25/2046(A) |
|
|
309 |
|
|
|
287 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
11.336%, SOFR30A + 6.014%, 10/25/2028(A) |
|
$ |
87 |
|
|
$ |
92 |
|
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M1 |
|
|
|
|
|
|
|
|
6.222%, SOFR30A + 0.900%, 11/25/2041(A)(E) |
|
|
– |
|
|
|
– |
|
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.555%, 04/25/2065(E)(F) |
|
|
41 |
|
|
|
38 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
1.469%, 04/25/2065(A)(E) |
|
|
156 |
|
|
|
143 |
|
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(A)(E) |
|
|
657 |
|
|
|
530 |
|
GCAT Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.091%, 05/25/2066(A)(E) |
|
|
129 |
|
|
|
106 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(A)(E) |
|
|
445 |
|
|
|
352 |
|
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B |
|
|
|
|
|
|
|
|
6.935%, TSFR1M + 1.614%, 12/15/2036(A)(E) |
|
|
500 |
|
|
|
493 |
|
GS Mortgage Securities Trust, Ser 2021-STAR, Cl B |
|
|
|
|
|
|
|
|
6.835%, TSFR1M + 1.514%, 12/15/2036(A)(E) |
|
|
1,000 |
|
|
|
990 |
|
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 |
|
|
|
|
|
|
|
|
1.275%, 07/25/2061(A)(E) |
|
|
734 |
|
|
|
619 |
|
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.166%, 01/25/2035(A) |
|
|
42 |
|
|
|
38 |
|
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2 |
|
|
|
|
|
|
|
|
4.342%, 04/25/2035(A) |
|
|
115 |
|
|
|
103 |
|
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A |
|
|
|
|
|
|
|
|
6.019%, 08/19/2034(A) |
|
|
662 |
|
|
|
637 |
|
Hawaii Hotel Trust, Ser 2019-MAUI, Cl E |
|
|
|
|
|
|
|
|
7.525%, TSFR1M + 2.207%, 05/15/2038(A)(E) |
|
|
1,000 |
|
|
|
987 |
|
Hilton Orlando Trust, Ser 2018-ORL, Cl B |
|
|
|
|
|
|
|
|
6.665%, TSFR1M + 1.347%, 12/15/2034(A)(E) |
|
|
1,000 |
|
|
|
999 |
|
HPLY Trust, Ser 2019-HIT, Cl B |
|
|
|
|
|
|
|
|
6.787%, TSFR1M + 1.464%, 11/15/2036(A)(E) |
|
|
375 |
|
|
|
372 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(A)(E) |
|
|
168 |
|
|
|
142 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(A)(E) |
|
|
139 |
|
|
|
113 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(A)(E) |
|
$ |
132 |
|
|
$ |
108 |
|
Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3 |
|
|
|
|
|
|
|
|
6.250%, 08/25/2067(E)(F) |
|
|
339 |
|
|
|
334 |
|
Intown Mortgage Trust, Ser 2022-STAY, Cl A |
|
|
|
|
|
|
|
|
7.807%, TSFR1M + 2.489%, 08/15/2039(A)(E) |
|
|
1,500 |
|
|
|
1,508 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-ACE, Cl A |
|
|
|
|
|
|
|
|
3.287%, 01/10/2037(E) |
|
|
1,000 |
|
|
|
969 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO |
|
|
|
|
|
|
|
|
1.876%, 01/16/2037(A)(E) |
|
|
12,500 |
|
|
|
78 |
|
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2 |
|
|
|
|
|
|
|
|
4.494%, 06/25/2035(A) |
|
|
153 |
|
|
|
148 |
|
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 |
|
|
|
|
|
|
|
|
5.463%, 07/25/2035(A) |
|
|
219 |
|
|
|
214 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
6.095%, 11/25/2033(A) |
|
|
45 |
|
|
|
43 |
|
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1 |
|
|
|
|
|
|
|
|
5.659%, 07/25/2035(A) |
|
|
251 |
|
|
|
242 |
|
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2 |
|
|
|
|
|
|
|
|
5.532%, 07/25/2035(A) |
|
|
238 |
|
|
|
230 |
|
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1 |
|
|
|
|
|
|
|
|
4.782%, 06/25/2037(A) |
|
|
23 |
|
|
|
17 |
|
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
6.185%, TSFR1M + 0.864%, 04/25/2046(A)(E) |
|
|
59 |
|
|
|
57 |
|
Life Mortgage Trust, Ser 2022-BMR2, Cl A1 |
|
|
|
|
|
|
|
|
6.613%, TSFR1M + 1.295%, 05/15/2039(A)(E) |
|
|
1,000 |
|
|
|
991 |
|
MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1 |
|
|
|
|
|
|
|
|
3.244%, 07/25/2035(A) |
|
|
18 |
|
|
|
16 |
|
MASTR Alternative Loan Trust, Ser 2003-5, Cl 4A1 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2033 |
|
|
635 |
|
|
|
612 |
|
Mellon Residential Funding, Ser 1999-TBC3, Cl A2 |
|
|
|
|
|
|
|
|
6.145%, 10/20/2029(A) |
|
|
85 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Merrill Lynch Mortgage Investors Trust, Ser 2003-E, Cl A1 |
|
|
|
|
|
|
|
|
6.055%, TSFR1M + 0.734%, 10/25/2028(A) |
|
$ |
– |
|
|
$ |
– |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.068%, 12/25/2034(A) |
|
|
373 |
|
|
|
343 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 |
|
|
|
|
|
|
|
|
5.449%, 02/25/2035(A) |
|
|
246 |
|
|
|
228 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 |
|
|
|
|
|
|
|
|
5.449%, 02/25/2035(A) |
|
|
331 |
|
|
|
303 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A |
|
|
|
|
|
|
|
|
5.055%, 07/25/2035(A) |
|
|
239 |
|
|
|
107 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1 |
|
|
|
|
|
|
|
|
6.005%, 01/25/2037(A) |
|
|
380 |
|
|
|
373 |
|
MetLife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055(A)(E) |
|
|
109 |
|
|
|
102 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.666%, TSFR1M + 1.350%, 02/19/2037(A)(E) |
|
|
250 |
|
|
|
248 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.479%, 03/25/2065(A)(E) |
|
|
469 |
|
|
|
435 |
|
MFA Trust, Ser 2020-NQM1, Cl A3 |
|
|
|
|
|
|
|
|
2.300%, 08/25/2049(A)(E) |
|
|
717 |
|
|
|
650 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(A)(E) |
|
|
34 |
|
|
|
30 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(A)(E) |
|
|
55 |
|
|
|
51 |
|
MFA Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 04/25/2065(A)(E) |
|
|
82 |
|
|
|
74 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(E) |
|
|
1,018 |
|
|
|
859 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
6.133%, TSFR1M + 0.814%, 07/15/2038(A)(E) |
|
|
105 |
|
|
|
104 |
|
MHP, Ser 2022-MHIL, Cl B |
|
|
|
|
|
|
|
|
6.432%, TSFR1M + 1.114%, 01/15/2027(A)(E) |
|
|
912 |
|
|
|
898 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
6.132%, TSFR1M + 0.815%, 01/15/2027(A)(E) |
|
|
123 |
|
|
|
122 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061(A)(E) |
|
|
53 |
|
|
|
52 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(E) |
|
|
69 |
|
|
|
64 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A |
|
|
|
|
|
|
|
|
5.264%, 11/25/2034(A) |
|
$ |
546 |
|
|
$ |
501 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 |
|
|
|
|
|
|
|
|
5.541%, 07/25/2034(A) |
|
|
215 |
|
|
|
198 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 |
|
|
|
|
|
|
|
|
5.561%, 10/25/2034(A) |
|
|
437 |
|
|
|
416 |
|
MortgageIT Trust, Ser 2005-1, Cl 2A |
|
|
|
|
|
|
|
|
6.693%, TSFR1M + 1.364%, 02/25/2035(A) |
|
|
157 |
|
|
|
149 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(E) |
|
|
107 |
|
|
|
101 |
|
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 |
|
|
|
|
|
|
|
|
6.935%, TSFR1M + 1.614%, 06/25/2057(A)(E) |
|
|
855 |
|
|
|
851 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(A)(E) |
|
|
275 |
|
|
|
258 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A |
|
|
|
|
|
|
|
|
4.000%, 12/25/2057(A)(E) |
|
|
414 |
|
|
|
391 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |
|
|
|
|
|
|
|
|
6.485%, TSFR1M + 1.164%, 01/25/2048(A)(E) |
|
|
1,744 |
|
|
|
1,703 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M |
|
|
|
|
|
|
|
|
6.335%, TSFR1M + 1.014%, 01/25/2048(A)(E) |
|
|
882 |
|
|
|
852 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S |
|
|
|
|
|
|
|
|
6.185%, TSFR1M + 0.864%, 01/25/2048(A)(E) |
|
|
1,426 |
|
|
|
1,375 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.464%, 01/26/2060(A)(E) |
|
|
59 |
|
|
|
53 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(A)(E) |
|
|
26 |
|
|
|
24 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(A)(E) |
|
|
44 |
|
|
|
40 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(E) |
|
|
226 |
|
|
|
189 |
|
Oaktown Re VII, Ser 2021-2, Cl M1A |
|
|
|
|
|
|
|
|
6.922%, SOFR30A + 1.600%, 04/25/2034(A)(E) |
|
|
540 |
|
|
|
540 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
6.085%, TSFR1M + 0.764%, 06/25/2057(A)(E) |
|
$ |
649 |
|
|
$ |
619 |
|
OBX Trust, Ser 2020-INV1, Cl A11 |
|
|
|
|
|
|
|
|
6.000%, TSFR1M + 1.014%, 12/25/2049(A)(E) |
|
|
304 |
|
|
|
286 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(A)(E) |
|
|
1,339 |
|
|
|
1,049 |
|
OPG Trust, Ser 2021-PORT, Cl D |
|
|
|
|
|
|
|
|
6.564%, TSFR1M + 1.245%, 10/15/2036(A)(E) |
|
|
658 |
|
|
|
644 |
|
PKHL Commercial Mortgage Trust, Ser 2021-MF, Cl F |
|
|
|
|
|
|
|
|
8.783%, TSFR1M + 3.464%, 07/15/2038(A)(E) |
|
|
400 |
|
|
|
258 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(E)(F) |
|
|
73 |
|
|
|
66 |
|
Radnor Re, Ser 2021-1, Cl M1B |
|
|
|
|
|
|
|
|
7.022%, SOFR30A + 1.700%, 12/27/2033(A)(E) |
|
|
62 |
|
|
|
62 |
|
Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1 |
|
|
|
|
|
|
|
|
6.216%, 12/25/2038(A) |
|
|
420 |
|
|
|
252 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(A)(E) |
|
|
15 |
|
|
|
14 |
|
Sequoia Mortgage Trust, Ser 2002-10, Cl 1A |
|
|
|
|
|
|
|
|
6.234%, TSFR1M + 0.914%, 10/20/2027(A) |
|
|
– |
|
|
|
– |
|
Sequoia Mortgage Trust, Ser 2002-9, Cl 1A |
|
|
|
|
|
|
|
|
6.134%, TSFR1M + 0.814%, 09/20/2032(A) |
|
|
– |
|
|
|
– |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |
|
|
|
|
|
|
|
|
5.974%, TSFR1M + 0.654%, 01/20/2035(A) |
|
|
– |
|
|
|
– |
|
Sequoia Mortgage Trust, Ser 2004-3, Cl A |
|
|
|
|
|
|
|
|
6.417%, TSFR6M + 0.928%, 05/20/2034(A) |
|
|
130 |
|
|
|
129 |
|
Sequoia Mortgage Trust, Ser 2004-5, Cl A1 |
|
|
|
|
|
|
|
|
5.524%, 06/20/2034(A) |
|
|
661 |
|
|
|
574 |
|
SG Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.160%, 07/25/2061(A)(E) |
|
|
247 |
|
|
|
198 |
|
SG Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.737%, 12/25/2061(A)(E) |
|
|
1,570 |
|
|
|
1,276 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(E) |
|
|
83 |
|
|
|
72 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(A)(E) |
|
|
7 |
|
|
|
7 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(A)(E) |
|
$ |
345 |
|
|
$ |
320 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(A)(E) |
|
|
40 |
|
|
|
36 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(A)(E) |
|
|
147 |
|
|
|
119 |
|
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-9XS, Cl A |
|
|
|
|
|
|
|
|
5.805%, TSFR1M + 0.484%, 07/25/2034(A) |
|
|
507 |
|
|
|
501 |
|
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3 |
|
|
|
|
|
|
|
|
5.129%, 04/25/2035(A) |
|
|
526 |
|
|
|
468 |
|
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 |
|
|
|
|
|
|
|
|
5.159%, 04/25/2045(A) |
|
|
581 |
|
|
|
545 |
|
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(A)(E) |
|
|
1,241 |
|
|
|
1,063 |
|
Towd Point Mortgage Trust, Ser 2017-1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2056(A)(E) |
|
|
5 |
|
|
|
5 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(A)(E) |
|
|
61 |
|
|
|
58 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
5.910%, TSFR1M + 0.714%, 02/25/2057(A)(E) |
|
|
301 |
|
|
|
306 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057(A)(E) |
|
|
116 |
|
|
|
112 |
|
Towd Point Mortgage Trust, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 05/25/2058(A)(E) |
|
|
7 |
|
|
|
7 |
|
Towd Point Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 06/25/2058(A)(E) |
|
|
823 |
|
|
|
761 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 |
|
|
|
|
|
|
|
|
7.335%, TSFR1M + 2.014%, 05/25/2058(A)(E) |
|
|
3,000 |
|
|
|
3,157 |
|
Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A |
|
|
|
|
|
|
|
|
2.250%, 12/25/2061(A)(E) |
|
|
894 |
|
|
|
838 |
|
Vantage Data Centers Issuer LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.188%, 07/15/2044(E) |
|
|
143 |
|
|
|
141 |
|
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX |
|
|
|
|
|
|
|
|
2.610%, 02/25/2050(A)(E) |
|
|
577 |
|
|
|
515 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.400%, 05/25/2051(A)(E) |
|
$ |
647 |
|
|
$ |
534 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(E)(F) |
|
|
17 |
|
|
|
16 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(A)(E) |
|
|
23 |
|
|
|
22 |
|
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.417%, 01/25/2060(E)(F) |
|
|
10 |
|
|
|
9 |
|
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.502%, 05/25/2065(E)(F) |
|
|
20 |
|
|
|
19 |
|
Verus Securitization Trust, Ser 2020-5, Cl A3 |
|
|
|
|
|
|
|
|
1.733%, 05/25/2065(E)(F) |
|
|
775 |
|
|
|
723 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(A)(E) |
|
|
143 |
|
|
|
124 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(E) |
|
|
700 |
|
|
|
605 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(E) |
|
|
86 |
|
|
|
74 |
|
Verus Securitization Trust, Ser 2021-4, Cl A2 |
|
|
|
|
|
|
|
|
1.247%, 07/25/2066(A)(E) |
|
|
630 |
|
|
|
497 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(A)(E) |
|
|
123 |
|
|
|
97 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(E) |
|
|
82 |
|
|
|
74 |
|
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(A)(E) |
|
|
716 |
|
|
|
630 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(E) |
|
|
71 |
|
|
|
63 |
|
Verus Securitization Trust, Ser 2022-5, Cl A1 |
|
|
|
|
|
|
|
|
3.800%, 04/25/2067(E)(F) |
|
|
662 |
|
|
|
613 |
|
Verus Securitization Trust, Ser 2023-3, Cl A1 |
|
|
|
|
|
|
|
|
5.930%, 03/25/2068(E)(F) |
|
|
858 |
|
|
|
856 |
|
Visio Trust, Ser 2020-1R, Cl A2 |
|
|
|
|
|
|
|
|
1.567%, 11/25/2055(E) |
|
|
329 |
|
|
|
295 |
|
Visio Trust, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.280%, 05/25/2056(E) |
|
|
897 |
|
|
|
797 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
5.857%, 10/25/2033(A) |
|
|
467 |
|
|
|
434 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
5.580%, 08/25/2033(A) |
|
|
475 |
|
|
|
434 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
5.657%, 09/25/2033(A) |
|
|
522 |
|
|
|
476 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A |
|
|
|
|
|
|
|
|
5.965%, 10/25/2034(A) |
|
$ |
332 |
|
|
$ |
313 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 |
|
|
|
|
|
|
|
|
5.310%, 01/25/2035(A) |
|
|
820 |
|
|
|
729 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A |
|
|
|
|
|
|
|
|
6.481%, 12MTA + 1.400%, 04/25/2044(A) |
|
|
1,206 |
|
|
|
1,144 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7 |
|
|
|
|
|
|
|
|
5.238%, 08/25/2034(A) |
|
|
1,299 |
|
|
|
1,207 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 1A |
|
|
|
|
|
|
|
|
5.000%, 07/25/2034 |
|
|
31 |
|
|
|
30 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 |
|
|
|
|
|
|
|
|
5.615%, 07/25/2034(A) |
|
|
101 |
|
|
|
102 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 |
|
|
|
|
|
|
|
|
5.923%, 10/25/2034(A) |
|
|
524 |
|
|
|
493 |
|
WMRK Commercial Mortgage Trust, Ser 2022-WMRK, Cl A |
|
|
|
|
|
|
|
|
8.107%, TSFR1M + 2.789%, 11/15/2027(A)(E) |
|
|
1,000 |
|
|
|
1,003 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
114,315 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $125,005) ($ Thousands) |
|
|
|
|
|
|
119,304 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 4.4% |
Communication Services — 0.1% |
|
|
|
|
Sprint LLC |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
|
175 |
|
|
|
175 |
|
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (E) |
|
|
300 |
|
|
|
302 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
477 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.6% |
|
|
|
|
AutoZone |
|
|
|
|
|
|
|
|
5.050%, 07/15/2026 |
|
|
150 |
|
|
|
150 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (E) |
|
|
200 |
|
|
|
205 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.965%, SOFRRATE + 0.620%, 10/15/2024 (A) |
|
|
600 |
|
|
|
600 |
|
LBM Acquisition LLC |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (E) |
|
|
500 |
|
|
|
450 |
|
Nordstrom |
|
|
|
|
|
|
|
|
2.300%, 04/08/2024 |
|
|
160 |
|
|
|
159 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Specialty Building Products Holdings LLC |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (E) |
|
$ |
825 |
|
|
$ |
807 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.050%, 11/27/2025 |
|
|
45 |
|
|
|
46 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,417 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.3% |
|
|
|
|
Energy Transfer |
|
|
|
|
|
|
|
|
4.250%, 04/01/2024 |
|
|
200 |
|
|
|
200 |
|
Gray Oak Pipeline LLC |
|
|
|
|
|
|
|
|
2.600%, 10/15/2025 (E) |
|
|
300 |
|
|
|
285 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
5.875%, 09/01/2025 |
|
|
175 |
|
|
|
175 |
|
ONEOK |
|
|
|
|
|
|
|
|
5.550%, 11/01/2026 |
|
|
200 |
|
|
|
202 |
|
Ovintiv |
|
|
|
|
|
|
|
|
5.650%, 05/15/2025 |
|
|
175 |
|
|
|
175 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/02/2026 |
|
|
125 |
|
|
|
126 |
|
4.550%, 06/24/2024 |
|
|
175 |
|
|
|
174 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,337 |
|
| |
|
|
|
|
|
|
|
|
Financials — 1.7% |
|
|
|
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.045%, SOFRINDX + 0.700%, 05/24/2024 (A)(E) |
|
|
450 |
|
|
|
450 |
|
5.684%, 02/23/2026 (E) |
|
|
100 |
|
|
|
100 |
|
2.514%, 03/08/2024 (E) |
|
|
300 |
|
|
|
300 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.650%, 08/18/2025 |
|
|
250 |
|
|
|
252 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
6.105%, SOFRRATE + 0.760%, 04/12/2024 (A)(E) |
|
|
315 |
|
|
|
315 |
|
1.000%, 04/12/2024 (E) |
|
|
400 |
|
|
|
398 |
|
Brookfield Property |
|
|
|
|
|
|
|
|
4.500%, 04/01/2027 (E) |
|
|
600 |
|
|
|
527 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.875%, 08/24/2026 |
|
|
150 |
|
|
|
152 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.013%, SOFRRATE + 0.669%, 05/01/2025 (A) |
|
|
300 |
|
|
|
300 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
4.750%, 08/09/2024 |
|
|
300 |
|
|
|
299 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(E) |
|
|
200 |
|
|
|
202 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.563%, SOFRRATE + 1.219%, 11/16/2027 (A) |
|
|
325 |
|
|
|
321 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
5.798%, SOFRRATE + 1.075%, 08/10/2026 (A) |
|
|
175 |
|
|
|
176 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
GTCR W-2 Merger Sub LLC |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 (E) |
|
$ |
250 |
|
|
$ |
261 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
6.230%, SOFRRATE + 0.885%, 04/22/2027 (A) |
|
|
475 |
|
|
|
477 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.055%, SOFRRATE + 0.710%, 10/14/2025 (A)(E) |
|
|
300 |
|
|
|
300 |
|
NatWest Markets |
|
|
|
|
|
|
|
|
5.874%, SOFRRATE + 0.530%, 08/12/2024 (A)(E) |
|
|
340 |
|
|
|
340 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (E) |
|
|
125 |
|
|
|
126 |
|
SBA Tower Trust, Ser 2014-2A, Cl C |
|
|
|
|
|
|
|
|
3.869%, 10/15/2024 (E) |
|
|
585 |
|
|
|
578 |
|
Societe Generale |
|
|
|
|
|
|
|
|
6.395%, SOFRRATE + 1.050%, 01/21/2026 (A)(E) |
|
|
275 |
|
|
|
275 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
6.000%, 08/15/2024 |
|
|
250 |
|
|
|
250 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
5.944%, SOFRRATE + 0.590%, 09/10/2026 (A) |
|
|
300 |
|
|
|
300 |
|
5.713%, SOFRRATE + 0.355%, 03/04/2024 (A) |
|
|
150 |
|
|
|
150 |
|
WEA Finance LLC / Westfield UK & Europe Finance PLC |
|
|
|
|
|
|
|
|
3.750%, 09/17/2024 (E) |
|
|
200 |
|
|
|
197 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.550%, 08/01/2025 |
|
|
250 |
|
|
|
251 |
|
4.811%, 01/15/2026 |
|
|
250 |
|
|
|
249 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,546 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.2% |
|
|
|
|
Baxter International |
|
|
|
|
|
|
|
|
5.784%, SOFRINDX + 0.440%, 11/29/2024 (A) |
|
|
275 |
|
|
|
275 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
4.950%, 02/20/2026 |
|
|
125 |
|
|
|
125 |
|
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (E) |
|
|
462 |
|
|
|
405 |
|
HCA |
|
|
|
|
|
|
|
|
5.375%, 02/01/2025 |
|
|
200 |
|
|
|
199 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,004 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.6% |
|
|
|
|
Carrier Global |
|
|
|
|
|
|
|
|
5.800%, 11/30/2025 |
|
|
85 |
|
|
|
86 |
|
Chart Industries |
|
|
|
|
|
|
|
|
7.500%, 01/01/2030 (E) |
|
|
448 |
|
|
|
462 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (E) |
|
|
400 |
|
|
|
357 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
DAE Funding LLC MTN |
|
|
|
|
|
|
|
|
1.550%, 08/01/2024 (E) |
|
$ |
205 |
|
|
$ |
201 |
|
EMRLD Borrower |
|
|
|
|
|
|
|
|
6.625%, 12/15/2030 (E) |
|
|
200 |
|
|
|
201 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
12.750%, 12/31/2028 (E) |
|
|
675 |
|
|
|
720 |
|
XPO |
|
|
|
|
|
|
|
|
6.250%, 06/01/2028 (E) |
|
|
500 |
|
|
|
501 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,528 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.0% |
|
|
|
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
75 |
|
|
|
75 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Materials — 0.5% |
|
|
|
|
Chemours |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (E) |
|
|
700 |
|
|
|
576 |
|
International Flavors and Fragrances |
|
|
|
|
|
|
|
|
1.230%, 10/01/2025 (E) |
|
|
150 |
|
|
|
140 |
|
Kobe US Midco 2 |
|
|
|
|
|
|
|
|
9.250%cash/0% PIK, 11/01/2026 (E) |
|
|
857 |
|
|
|
719 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (E) |
|
|
600 |
|
|
|
531 |
|
Vulcan Materials |
|
|
|
|
|
|
|
|
5.800%, 03/01/2026 |
|
|
150 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,116 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.1% |
|
|
|
|
Iron Mountain |
|
|
|
|
|
|
|
|
7.000%, 02/15/2029 (E) |
|
|
500 |
|
|
|
508 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.3% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
150 |
|
|
|
150 |
|
Consumers Securitization Funding LLC |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
70 |
|
|
|
70 |
|
Emera US Finance |
|
|
|
|
|
|
|
|
0.833%, 06/15/2024 |
|
|
120 |
|
|
|
118 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
5.653%, SOFRRATE + 0.300%, 06/28/2024 (A) |
|
|
195 |
|
|
|
195 |
|
Monongahela Power |
|
|
|
|
|
|
|
|
4.100%, 04/15/2024 (E) |
|
|
120 |
|
|
|
120 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
4.255%, 09/01/2024 |
|
|
275 |
|
|
|
273 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.350%, 03/01/2026 |
|
|
125 |
|
|
|
125 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Spire |
|
|
|
|
|
|
|
|
5.300%, 03/01/2026 |
|
$ |
150 |
|
|
$ |
149 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,200 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $19,685) ($ Thousands) |
|
|
|
|
|
|
19,208 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 0.9% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.323%, 04/11/2024 (G) |
|
|
475 |
|
|
|
472 |
|
5.317%, 07/02/2024 (G) |
|
|
450 |
|
|
|
442 |
|
5.316%, 04/16/2024 (G) |
|
|
700 |
|
|
|
695 |
|
5.306%, 06/25/2024 (G) |
|
|
1,000 |
|
|
|
983 |
|
5.300%, 05/23/2024 (G) |
|
|
500 |
|
|
|
494 |
|
5.247%, 06/04/2024 (G) |
|
|
900 |
|
|
|
888 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $3,975) ($ Thousands) |
|
|
3,974 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 0.1% |
Air Methods * |
|
|
8,374 |
|
|
|
462 |
|
Envision Healthcare * |
|
|
753 |
|
|
|
7 |
|
TMK Hawk Parent Corp. |
|
|
7,227 |
|
|
|
77 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $226) ($ Thousands) |
|
|
|
|
|
|
546 |
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
MUNICIPAL BOND — 0.1% |
Ohio — 0.1% |
|
|
|
|
Buckeye Tobacco Settlement Financing Authority, Ser A-1 |
|
|
|
|
|
|
|
|
1.709%, 06/01/2024 |
|
|
225 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bond |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $223) ($ Thousands) |
|
|
|
|
|
|
223 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANT — 0.0% |
Envision Healthcare*‡‡ |
|
|
15,854 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrant |
|
|
|
|
|
|
|
|
(Cost $1) ($ Thousands) |
|
|
|
|
|
|
2 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 2.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
11,036,440 |
|
|
$ |
11,036 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,036) ($ Thousands) |
|
|
|
|
|
|
11,036 |
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
REPURCHASE AGREEMENT(H) — 0.4% |
BNP Paribas |
|
|
|
|
|
|
|
|
5.300%, dated 02/29/2024 to be repurchased on 03/01/2024, repurchase price $1,600,236 (collateralized by various U.S. Government and Treasury obligations, ranging in par value $1,000 - $1,043,341, 3.500% - 6.500%, 09/15/2031 – 05/01/2053; with total market value $1,624,838) |
|
$ |
1,600 |
|
|
|
1,600 |
|
Total Repurchase Agreement |
|
|
|
|
|
|
|
|
(Cost $1,600) ($ Thousands) |
|
|
|
|
|
|
1,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.6% |
|
|
|
|
|
|
|
|
(Cost $441,646) ($ Thousands) |
|
$ |
436,988 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Opportunistic Income Fund (Concluded)
A list of the open future contracts held by the Fund at February 29, 2024, 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 Note |
|
|
(22 |
) |
|
|
Jun-2024 |
|
|
$ |
(4,502 |
) |
|
$ |
(4,504 |
) |
|
$ |
(2 |
) |
U.S. 10-Year Treasury Note |
|
|
(28 |
) |
|
|
Jun-2024 |
|
|
|
(3,093 |
) |
|
|
(3,093 |
) |
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
$ |
(7,595 |
) |
|
$ |
(7,597 |
) |
|
$ |
(2 |
) |
|
Percentages are based on Net Assets of $434,323 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡‡ |
Expiration date not available. |
(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) |
Unsettled bank loan. Interest rate may not be available. |
(C) |
Level 3 security in accordance with fair value hierarchy. |
(D) |
No interest rate available. |
(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 29, 2024, the value of these securities amounted to $207,168 ($ Thousands), representing 47.7% of the Net Assets of the Fund. |
(F) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(G) |
Interest rate represents the security's effective yield at the time of purchase. |
(H) |
Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
33,741 |
|
|
$ |
197,020 |
|
|
$ |
(219,725 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
11,036 |
|
|
$ |
708 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 41.6% |
Agency Mortgage-Backed Obligations — 36.3% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
7.500%, 08/01/2030 to 12/01/2036 |
|
$ |
128 |
|
|
$ |
131 |
|
7.000%, 05/01/2024 to 03/01/2039 |
|
|
37 |
|
|
|
38 |
|
6.500%, 10/01/2031 to 05/01/2053 |
|
|
6,664 |
|
|
|
6,814 |
|
6.000%, 01/01/2028 to 12/01/2053 |
|
|
17,584 |
|
|
|
17,735 |
|
5.500%, 02/01/2035 to 09/01/2053 |
|
|
27,249 |
|
|
|
27,050 |
|
5.000%, 08/01/2033 to 05/01/2053 |
|
|
22,328 |
|
|
|
21,725 |
|
4.500%, 11/01/2025 to 12/01/2052 |
|
|
14,195 |
|
|
|
13,665 |
|
4.000%, 09/01/2040 to 02/01/2053 |
|
|
28,414 |
|
|
|
26,759 |
|
3.500%, 03/01/2033 to 06/01/2052 |
|
|
50,199 |
|
|
|
45,725 |
|
3.000%, 03/01/2031 to 05/01/2052 |
|
|
71,268 |
|
|
|
62,403 |
|
2.500%, 10/01/2031 to 05/01/2052 |
|
|
162,006 |
|
|
|
135,529 |
|
2.000%, 07/01/2032 to 05/01/2052 |
|
|
140,780 |
|
|
|
114,391 |
|
1.500%, 11/01/2040 to 05/01/2051 |
|
|
30,675 |
|
|
|
23,509 |
|
0.000% 12/14/2029 to 07/15/2031 (A) |
|
|
3,487 |
|
|
|
2,662 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
7.511%, RFUCCT1Y + 1.677%, 02/01/2043(B) |
|
|
223 |
|
|
|
228 |
|
7.463%, RFUCCT1Y + 1.770%, 09/01/2042(B) |
|
|
137 |
|
|
|
140 |
|
7.452%, RFUCCT1Y + 1.609%, 10/01/2043(B) |
|
|
159 |
|
|
|
162 |
|
7.189%, RFUCCT1Y + 1.629%, 11/01/2043(B) |
|
|
123 |
|
|
|
125 |
|
7.169%, RFUCCT1Y + 1.603%, 09/01/2043(B) |
|
|
87 |
|
|
|
88 |
|
7.045%, RFUCCT1Y + 1.650%, 03/01/2043(B) |
|
|
137 |
|
|
|
140 |
|
7.013%, RFUCCT1Y + 1.646%, 10/01/2043(B) |
|
|
162 |
|
|
|
165 |
|
6.881%, RFUCCT1Y + 1.635%, 07/01/2043(B) |
|
|
92 |
|
|
|
93 |
|
6.857%, RFUCCT1Y + 1.638%, 09/01/2045(B) |
|
|
1,362 |
|
|
|
1,388 |
|
6.809%, RFUCCT1Y + 1.642%, 08/01/2043(B) |
|
|
156 |
|
|
|
158 |
|
6.673%, RFUCCT1Y + 1.678%, 09/01/2047(B) |
|
|
903 |
|
|
|
912 |
|
6.168%, RFUCCT1Y + 1.926%, 12/01/2036(B) |
|
|
29 |
|
|
|
29 |
|
5.921%, RFUCCT1Y + 1.732%, 01/01/2044(B) |
|
|
330 |
|
|
|
337 |
|
5.919%, RFUCCT1Y + 1.637%, 04/01/2048(B) |
|
|
1,981 |
|
|
|
2,015 |
|
5.845%, RFUCCT1Y + 1.595%, 10/01/2036(B) |
|
|
10 |
|
|
|
10 |
|
5.515%, RFUCCT1Y + 2.330%, 05/01/2036(B) |
|
|
25 |
|
|
|
25 |
|
5.281%, RFUCCT1Y + 1.638%, 03/01/2049(B) |
|
|
827 |
|
|
|
840 |
|
5.180%, SOFR30A + 2.300%, 06/01/2053(B) |
|
|
688 |
|
|
|
683 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
5.128%, SOFR30A + 2.214%, 08/01/2053(B) |
|
$ |
770 |
|
|
$ |
764 |
|
4.299%, SOFR30A + 2.130%, 07/01/2052(B) |
|
|
1,191 |
|
|
|
1,153 |
|
4.190%, SOFR30A + 2.306%, 05/01/2053(B) |
|
|
3,682 |
|
|
|
3,562 |
|
4.123%, SOFR30A + 2.380%, 09/01/2052(B) |
|
|
691 |
|
|
|
664 |
|
3.967%, SOFR30A + 2.140%, 08/01/2052(B) |
|
|
1,330 |
|
|
|
1,250 |
|
3.912%, SOFR30A + 2.130%, 07/01/2052(B) |
|
|
1,006 |
|
|
|
958 |
|
3.209%, RFUCCT1Y + 1.633%, 02/01/2050(B) |
|
|
1,404 |
|
|
|
1,382 |
|
3.127%, RFUCCT1Y + 1.640%, 11/01/2048(B) |
|
|
1,053 |
|
|
|
1,036 |
|
3.096%, RFUCCT1Y + 1.621%, 02/01/2050(B) |
|
|
722 |
|
|
|
681 |
|
3.006%, RFUCCT1Y + 1.628%, 11/01/2048(B) |
|
|
2,530 |
|
|
|
2,380 |
|
2.875%, RFUCCT1Y + 1.619%, 11/01/2047(B) |
|
|
899 |
|
|
|
867 |
|
2.107%, H15T5Y + 1.285%, 03/01/2047(B) |
|
|
437 |
|
|
|
405 |
|
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO |
|
|
|
|
|
|
|
|
1.666%, 08/27/2028(B) |
|
|
2,000 |
|
|
|
120 |
|
FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2 |
|
|
|
|
|
|
|
|
1.878%, 01/25/2031 |
|
|
975 |
|
|
|
812 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser 151, Cl X1, IO |
|
|
|
|
|
|
|
|
0.181%, 10/25/2032(B) |
|
|
18,991 |
|
|
|
304 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO |
|
|
|
|
|
|
|
|
0.595%, 12/25/2035(B) |
|
|
16,409 |
|
|
|
765 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO |
|
|
|
|
|
|
|
|
0.154%, 11/25/2032(B) |
|
|
12,994 |
|
|
|
185 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO |
|
|
|
|
|
|
|
|
0.471%, 02/25/2036(B) |
|
|
4,979 |
|
|
|
188 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO |
|
|
|
|
|
|
|
|
0.353%, 01/25/2033(B) |
|
|
6,599 |
|
|
|
188 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K047, Cl A2 |
|
|
|
|
|
|
|
|
3.329%, 05/25/2025(B) |
|
|
605 |
|
|
|
592 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K091, Cl X1, IO |
|
|
|
|
|
|
|
|
0.561%, 03/25/2029(B) |
|
|
3,858 |
|
|
|
94 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO |
|
|
|
|
|
|
|
|
0.943%, 05/25/2029(B) |
|
$ |
3,840 |
|
|
$ |
151 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO |
|
|
|
|
|
|
|
|
0.878%, 06/25/2029(B) |
|
|
2,967 |
|
|
|
112 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.147%, 06/25/2029(B) |
|
|
6,800 |
|
|
|
359 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K095, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.241%, 06/25/2029(B) |
|
|
700 |
|
|
|
39 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K101, Cl X1, IO |
|
|
|
|
|
|
|
|
0.834%, 10/25/2029(B) |
|
|
1,680 |
|
|
|
64 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO |
|
|
|
|
|
|
|
|
1.318%, 01/25/2030(B) |
|
|
3,300 |
|
|
|
208 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K120, Cl X1, IO |
|
|
|
|
|
|
|
|
1.036%, 10/25/2030(B) |
|
|
5,450 |
|
|
|
283 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.515%, 03/25/2031(B) |
|
|
17,637 |
|
|
|
496 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO |
|
|
|
|
|
|
|
|
0.347%, 09/25/2031(B) |
|
|
15,624 |
|
|
|
337 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO |
|
|
|
|
|
|
|
|
0.397%, 12/25/2031(B) |
|
|
7,972 |
|
|
|
174 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO |
|
|
|
|
|
|
|
|
0.297%, 03/25/2032(B) |
|
|
6,795 |
|
|
|
138 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO |
|
|
|
|
|
|
|
|
0.342%, 04/25/2055(B) |
|
|
6,989 |
|
|
|
166 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO |
|
|
|
|
|
|
|
|
0.317%, 06/25/2055(B) |
|
|
7,484 |
|
|
|
170 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO |
|
|
|
|
|
|
|
|
0.358%, 06/25/2032(B) |
|
|
9,981 |
|
|
|
264 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO |
|
|
|
|
|
|
|
|
0.264%, 08/25/2032(B) |
|
|
10,974 |
|
|
|
231 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K157, Cl A3 |
|
|
|
|
|
|
|
|
3.990%, 08/25/2033(B) |
|
|
4,400 |
|
|
|
4,117 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K726, Cl X1, IO |
|
|
|
|
|
|
|
|
0.941%, 04/25/2024(B) |
|
|
5,107 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass Through Certificates, Ser K736, Cl X1, IO |
|
|
|
|
|
|
|
|
1.282%, 07/25/2026(B) |
|
$ |
954 |
|
|
$ |
22 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K737, Cl X1, IO |
|
|
|
|
|
|
|
|
0.630%, 10/25/2026(B) |
|
|
8,220 |
|
|
|
103 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO |
|
|
|
|
|
|
|
|
0.567%, 12/25/2027(B) |
|
|
2,980 |
|
|
|
54 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO |
|
|
|
|
|
|
|
|
0.775%, 03/25/2028(B) |
|
|
6,168 |
|
|
|
125 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO |
|
|
|
|
|
|
|
|
1.225%, 06/25/2027(B) |
|
|
1,442 |
|
|
|
31 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KG06, Cl X1, IO |
|
|
|
|
|
|
|
|
0.532%, 10/25/2031(B) |
|
|
3,096 |
|
|
|
98 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KLU1, Cl A4 |
|
|
|
|
|
|
|
|
2.854%, 01/25/2031 |
|
|
1,115 |
|
|
|
1,003 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KSG2, Cl A2 |
|
|
|
|
|
|
|
|
2.091%, 11/25/2031(B) |
|
|
1,395 |
|
|
|
1,156 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser X3FX, Cl A2FX |
|
|
|
|
|
|
|
|
3.000%, 06/25/2027 |
|
|
1,105 |
|
|
|
1,059 |
|
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 04/15/2036 |
|
|
475 |
|
|
|
490 |
|
FHLMC Reference REMIC CMO, Ser 2006-R007, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 05/15/2036 |
|
|
427 |
|
|
|
439 |
|
FHLMC REMIC CMO, Ser 1999-2174, Cl PN |
|
|
|
|
|
|
|
|
6.000%, 07/15/2029 |
|
|
5 |
|
|
|
5 |
|
FHLMC REMIC CMO, Ser 2001-2312, Cl Z |
|
|
|
|
|
|
|
|
6.500%, 05/15/2031 |
|
|
39 |
|
|
|
39 |
|
FHLMC REMIC CMO, Ser 2002-2399, Cl XG |
|
|
|
|
|
|
|
|
6.500%, 01/15/2032 |
|
|
14 |
|
|
|
14 |
|
FHLMC REMIC CMO, Ser 2003-2671, Cl S |
|
|
|
|
|
|
|
|
4.787%, 09/15/2033(B) |
|
|
19 |
|
|
|
20 |
|
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 |
|
|
41 |
|
|
|
39 |
|
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
|
|
|
|
|
|
|
|
5.000%, 01/15/2034 |
|
|
93 |
|
|
|
92 |
|
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/15/2037(A) |
|
|
2 |
|
|
|
2 |
|
FHLMC REMIC CMO, Ser 2008-3451, Cl SB, IO |
|
|
|
|
|
|
|
|
0.591%, 05/15/2038(B) |
|
|
31 |
|
|
|
2 |
|
FHLMC REMIC CMO, Ser 2009-3546, Cl A |
|
|
|
|
|
|
|
|
5.119%, 02/15/2039(B) |
|
|
26 |
|
|
|
26 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO |
|
|
|
|
|
|
|
|
0.791%, 01/15/2040(B) |
|
$ |
45 |
|
|
$ |
4 |
|
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO |
|
|
|
|
|
|
|
|
0.511%, 05/15/2041(B) |
|
|
255 |
|
|
|
14 |
|
FHLMC REMIC CMO, Ser 2012-4010, Cl KM |
|
|
|
|
|
|
|
|
3.000%, 01/15/2042 |
|
|
204 |
|
|
|
188 |
|
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO |
|
|
|
|
|
|
|
|
1.171%, 04/15/2042(B) |
|
|
24 |
|
|
|
2 |
|
FHLMC REMIC CMO, Ser 2012-4047, Cl CX |
|
|
|
|
|
|
|
|
3.500%, 05/15/2042 |
|
|
2,071 |
|
|
|
1,851 |
|
FHLMC REMIC CMO, Ser 2012-4091, Cl BX |
|
|
|
|
|
|
|
|
3.250%, 10/15/2041 |
|
|
1,072 |
|
|
|
976 |
|
FHLMC REMIC CMO, Ser 2012-4091, Cl EX |
|
|
|
|
|
|
|
|
3.375%, 07/15/2042 |
|
|
698 |
|
|
|
637 |
|
FHLMC REMIC CMO, Ser 2012-4091, Cl MX |
|
|
|
|
|
|
|
|
3.250%, 02/15/2042 |
|
|
899 |
|
|
|
814 |
|
FHLMC REMIC CMO, Ser 2012-4102, Cl TC |
|
|
|
|
|
|
|
|
2.500%, 09/15/2041 |
|
|
799 |
|
|
|
754 |
|
FHLMC REMIC CMO, Ser 2012-4117, Cl HB |
|
|
|
|
|
|
|
|
2.500%, 10/15/2042 |
|
|
709 |
|
|
|
601 |
|
FHLMC REMIC CMO, Ser 2012-4119, Cl IN, IO |
|
|
|
|
|
|
|
|
3.500%, 10/15/2032 |
|
|
174 |
|
|
|
15 |
|
FHLMC REMIC CMO, Ser 2012-4122, Cl FP |
|
|
|
|
|
|
|
|
5.839%, SOFR30A + 0.514%, 10/15/2042(B) |
|
|
798 |
|
|
|
778 |
|
FHLMC REMIC CMO, Ser 2013-4161, Cl BA |
|
|
|
|
|
|
|
|
2.500%, 12/15/2041 |
|
|
1,784 |
|
|
|
1,695 |
|
FHLMC REMIC CMO, Ser 2013-4194, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/15/2043 |
|
|
136 |
|
|
|
21 |
|
FHLMC REMIC CMO, Ser 2013-4205, Cl PA |
|
|
|
|
|
|
|
|
1.750%, 05/15/2043 |
|
|
535 |
|
|
|
446 |
|
FHLMC REMIC CMO, Ser 2013-4210, Cl Z |
|
|
|
|
|
|
|
|
3.000%, 05/15/2043 |
|
|
513 |
|
|
|
405 |
|
FHLMC REMIC CMO, Ser 2013-4240, Cl FA |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 08/15/2043(B) |
|
|
2,046 |
|
|
|
1,993 |
|
FHLMC REMIC CMO, Ser 2013-4248, Cl FT |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 09/15/2043(B) |
|
|
712 |
|
|
|
696 |
|
FHLMC REMIC CMO, Ser 2013-4286, Cl VF |
|
|
|
|
|
|
|
|
5.889%, SOFR30A + 0.564%, 12/15/2043(B) |
|
|
1,503 |
|
|
|
1,466 |
|
FHLMC REMIC CMO, Ser 2015-4446, Cl CP |
|
|
|
|
|
|
|
|
2.250%, 03/15/2045 |
|
|
946 |
|
|
|
814 |
|
FHLMC REMIC CMO, Ser 2015-4479, Cl HA |
|
|
|
|
|
|
|
|
3.750%, 05/15/2039(C) |
|
|
27 |
|
|
|
27 |
|
FHLMC REMIC CMO, Ser 2016-4582, Cl HA |
|
|
|
|
|
|
|
|
3.000%, 09/15/2045 |
|
|
3,503 |
|
|
|
3,215 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2016-4614, Cl FG |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 09/15/2046(B) |
|
$ |
814 |
|
|
$ |
790 |
|
FHLMC REMIC CMO, Ser 2016-4628, Cl KF |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 01/15/2055(B) |
|
|
1,004 |
|
|
|
969 |
|
FHLMC REMIC CMO, Ser 2016-4631, Cl FA |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 11/15/2046(B) |
|
|
1,359 |
|
|
|
1,321 |
|
FHLMC REMIC CMO, Ser 2017-4719, Cl LM |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
785 |
|
|
|
686 |
|
FHLMC REMIC CMO, Ser 2017-4719, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 09/15/2047 |
|
|
999 |
|
|
|
900 |
|
FHLMC REMIC CMO, Ser 2017-4742, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 10/15/2047 |
|
|
1,220 |
|
|
|
1,085 |
|
FHLMC REMIC CMO, Ser 2018-4753, Cl BD |
|
|
|
|
|
|
|
|
3.000%, 01/15/2048 |
|
|
725 |
|
|
|
622 |
|
FHLMC REMIC CMO, Ser 2018-4793, Cl FD |
|
|
|
|
|
|
|
|
5.739%, SOFR30A + 0.414%, 06/15/2048(B) |
|
|
314 |
|
|
|
301 |
|
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ |
|
|
|
|
|
|
|
|
3.000%, 08/15/2048 |
|
|
259 |
|
|
|
223 |
|
FHLMC REMIC CMO, Ser 2018-4826, Cl KF |
|
|
|
|
|
|
|
|
5.739%, SOFR30A + 0.414%, 09/15/2048(B) |
|
|
665 |
|
|
|
642 |
|
FHLMC REMIC CMO, Ser 2018-4857, Cl JA |
|
|
|
|
|
|
|
|
3.350%, 01/15/2049 |
|
|
3,182 |
|
|
|
2,973 |
|
FHLMC REMIC CMO, Ser 2019-4879, Cl BC |
|
|
|
|
|
|
|
|
3.000%, 04/15/2049 |
|
|
122 |
|
|
|
106 |
|
FHLMC REMIC CMO, Ser 2019-4880, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2050 |
|
|
1,078 |
|
|
|
964 |
|
FHLMC REMIC CMO, Ser 2019-4903, Cl NF |
|
|
|
|
|
|
|
|
5.836%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
622 |
|
|
|
605 |
|
FHLMC REMIC CMO, Ser 2019-4927, Cl BG |
|
|
|
|
|
|
|
|
3.000%, 11/25/2049 |
|
|
1,371 |
|
|
|
1,232 |
|
FHLMC REMIC CMO, Ser 2019-4937, Cl MD |
|
|
|
|
|
|
|
|
2.500%, 10/25/2049 |
|
|
1,371 |
|
|
|
1,185 |
|
FHLMC REMIC CMO, Ser 2019-4940, Cl AG |
|
|
|
|
|
|
|
|
3.000%, 05/15/2040 |
|
|
899 |
|
|
|
829 |
|
FHLMC REMIC CMO, Ser 2019-4941, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/15/2047 |
|
|
782 |
|
|
|
643 |
|
FHLMC REMIC CMO, Ser 2020-4957, Cl MY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2050 |
|
|
790 |
|
|
|
639 |
|
FHLMC REMIC CMO, Ser 2020-4979, Cl UC |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
2,515 |
|
|
|
1,997 |
|
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO |
|
|
|
|
|
|
|
|
4.500%, 06/25/2050 |
|
|
4,031 |
|
|
|
918 |
|
FHLMC REMIC CMO, Ser 2020-4990, Cl FN |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 05/25/2050(B) |
|
|
1,708 |
|
|
|
1,642 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2020-4991, Cl QV |
|
|
|
|
|
|
|
|
2.000%, 09/25/2045 |
|
$ |
462 |
|
|
$ |
375 |
|
FHLMC REMIC CMO, Ser 2020-4993, Cl KF |
|
|
|
|
|
|
|
|
5.886%, SOFR30A + 0.564%, 07/25/2050(B) |
|
|
5,816 |
|
|
|
5,616 |
|
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 07/25/2050 |
|
|
1,659 |
|
|
|
262 |
|
FHLMC REMIC CMO, Ser 2020-5004, Cl FM |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 08/25/2050(B) |
|
|
1,244 |
|
|
|
1,193 |
|
FHLMC REMIC CMO, Ser 2020-5010, Cl JI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
1,079 |
|
|
|
173 |
|
FHLMC REMIC CMO, Ser 2020-5010, Cl IK, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
522 |
|
|
|
78 |
|
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
6,089 |
|
|
|
1,250 |
|
FHLMC REMIC CMO, Ser 2020-5013, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
551 |
|
|
|
86 |
|
FHLMC REMIC CMO, Ser 2020-5018, Cl MI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
811 |
|
|
|
107 |
|
FHLMC REMIC CMO, Ser 2020-5020, Cl ET |
|
|
|
|
|
|
|
|
3.500%, 10/25/2050 |
|
|
1,123 |
|
|
|
1,003 |
|
FHLMC REMIC CMO, Ser 2020-5040, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 11/25/2050 |
|
|
344 |
|
|
|
49 |
|
FHLMC REMIC CMO, Ser 2020-5058, Cl BC |
|
|
|
|
|
|
|
|
5.000%, 11/25/2050 |
|
|
825 |
|
|
|
806 |
|
FHLMC REMIC CMO, Ser 2020-5059, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
1,465 |
|
|
|
239 |
|
FHLMC REMIC CMO, Ser 2021-5069, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
511 |
|
|
|
73 |
|
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2051 |
|
|
5,443 |
|
|
|
1,100 |
|
FHLMC REMIC CMO, Ser 2021-5085, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
1,248 |
|
|
|
147 |
|
FHLMC REMIC CMO, Ser 2021-5091, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 03/25/2051 |
|
|
2,178 |
|
|
|
1,728 |
|
FHLMC REMIC CMO, Ser 2021-5092, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 04/25/2041 |
|
|
694 |
|
|
|
591 |
|
FHLMC REMIC CMO, Ser 2021-5092, Cl HE |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,337 |
|
|
|
1,102 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2021-5093, Cl IY, IO |
|
|
|
|
|
|
|
|
4.500%, 12/25/2050 |
|
$ |
2,437 |
|
|
$ |
555 |
|
FHLMC REMIC CMO, Ser 2021-5115, Cl IO, IO |
|
|
|
|
|
|
|
|
4.500%, 10/25/2049 |
|
|
1,927 |
|
|
|
438 |
|
FHLMC REMIC CMO, Ser 2021-5116, Cl PB |
|
|
|
|
|
|
|
|
2.250%, 02/25/2051 |
|
|
1,419 |
|
|
|
1,209 |
|
FHLMC REMIC CMO, Ser 2021-5118, Cl CA |
|
|
|
|
|
|
|
|
1.500%, 10/15/2033 |
|
|
1,215 |
|
|
|
1,058 |
|
FHLMC REMIC CMO, Ser 2021-5118, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
2,302 |
|
|
|
298 |
|
FHLMC REMIC CMO, Ser 2021-5119, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 08/25/2049 |
|
|
1,214 |
|
|
|
948 |
|
FHLMC REMIC CMO, Ser 2021-5119, Cl QF |
|
|
|
|
|
|
|
|
5.522%, SOFR30A + 0.200%, 06/25/2051(B) |
|
|
1,776 |
|
|
|
1,671 |
|
FHLMC REMIC CMO, Ser 2021-5140, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
1,557 |
|
|
|
218 |
|
FHLMC REMIC CMO, Ser 2021-5143, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2049 |
|
|
890 |
|
|
|
718 |
|
FHLMC REMIC CMO, Ser 2021-5156, Cl DC |
|
|
|
|
|
|
|
|
2.000%, 09/25/2051 |
|
|
1,518 |
|
|
|
1,280 |
|
FHLMC REMIC CMO, Ser 2021-5159, Cl IP, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2051 |
|
|
1,470 |
|
|
|
212 |
|
FHLMC REMIC CMO, Ser 2021-5159, Cl UA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
1,490 |
|
|
|
1,289 |
|
FHLMC REMIC CMO, Ser 2021-5161, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
1,589 |
|
|
|
210 |
|
FHLMC REMIC CMO, Ser 2021-5173, Cl LI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2050 |
|
|
702 |
|
|
|
101 |
|
FHLMC REMIC CMO, Ser 2021-5178, Cl TP |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
1,994 |
|
|
|
1,704 |
|
FHLMC REMIC CMO, Ser 2021-5182, Cl D |
|
|
|
|
|
|
|
|
2.500%, 11/25/2043 |
|
|
5,810 |
|
|
|
5,244 |
|
FHLMC REMIC CMO, Ser 2021-5182, Cl M |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
1,201 |
|
|
|
1,034 |
|
FHLMC REMIC CMO, Ser 2021-5184, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 05/25/2048 |
|
|
847 |
|
|
|
738 |
|
FHLMC REMIC CMO, Ser 2022-5194, Cl G |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
1,702 |
|
|
|
1,414 |
|
FHLMC REMIC CMO, Ser 2022-5200, Cl KQ |
|
|
|
|
|
|
|
|
3.000%, 09/25/2049 |
|
|
154 |
|
|
|
139 |
|
FHLMC REMIC CMO, Ser 2022-5201, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 07/25/2048 |
|
|
1,781 |
|
|
|
1,569 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl BH |
|
|
|
|
|
|
|
|
2.000%, 12/25/2047 |
|
|
921 |
|
|
|
815 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl TA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
2,656 |
|
|
|
2,367 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl LA |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
1,803 |
|
|
|
1,550 |
|
FHLMC REMIC CMO, Ser 2022-5202, Cl MB |
|
|
|
|
|
|
|
|
3.000%, 11/25/2048 |
|
|
2,201 |
|
|
|
1,964 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2022-5202, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2047 |
|
$ |
728 |
|
|
$ |
96 |
|
FHLMC REMIC CMO, Ser 2022-5203, Cl G |
|
|
|
|
|
|
|
|
2.500%, 11/25/2048 |
|
|
799 |
|
|
|
692 |
|
FHLMC REMIC CMO, Ser 2022-5206, Cl CD |
|
|
|
|
|
|
|
|
3.500%, 05/25/2049 |
|
|
1,707 |
|
|
|
1,552 |
|
FHLMC REMIC CMO, Ser 2022-5206, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 02/25/2047 |
|
|
969 |
|
|
|
864 |
|
FHLMC REMIC CMO, Ser 2022-5207, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 06/25/2051 |
|
|
1,833 |
|
|
|
1,613 |
|
FHLMC REMIC CMO, Ser 2022-5209, Cl EJ |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
1,380 |
|
|
|
1,234 |
|
FHLMC REMIC CMO, Ser 2022-5209, Cl EA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
1,380 |
|
|
|
1,234 |
|
FHLMC REMIC CMO, Ser 2022-5210, Cl DC |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
1,288 |
|
|
|
1,173 |
|
FHLMC REMIC CMO, Ser 2022-5217, Cl CD |
|
|
|
|
|
|
|
|
2.500%, 07/25/2049 |
|
|
1,481 |
|
|
|
1,338 |
|
FHLMC REMIC CMO, Ser 2022-5220, Cl QK |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
|
2,709 |
|
|
|
2,525 |
|
FHLMC REMIC CMO, Ser 2022-5224, Cl HL |
|
|
|
|
|
|
|
|
4.000%, 04/25/2052 |
|
|
2,000 |
|
|
|
1,788 |
|
FHLMC REMIC CMO, Ser 2022-5228, Cl TN |
|
|
|
|
|
|
|
|
3.500%, 07/25/2039 |
|
|
910 |
|
|
|
853 |
|
FHLMC REMIC CMO, Ser 2022-5274, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
1,292 |
|
|
|
209 |
|
FHLMC REMIC CMO, Ser 2023-5293, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
5,608 |
|
|
|
688 |
|
FHLMC REMIC CMO, Ser 2023-5300, Cl C |
|
|
|
|
|
|
|
|
2.000%, 09/25/2047 |
|
|
2,341 |
|
|
|
2,116 |
|
FHLMC REMIC CMO, Ser 2023-5335, Cl FB |
|
|
|
|
|
|
|
|
6.139%, SOFR30A + 0.814%, 10/15/2039(B) |
|
|
2,331 |
|
|
|
2,333 |
|
FHLMC REMIC CMO, Ser 2023-5338, Cl FH |
|
|
|
|
|
|
|
|
5.739%, SOFR30A + 0.414%, 04/15/2045(B) |
|
|
2,224 |
|
|
|
2,152 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.722%, SOFR30A + 2.400%, 02/25/2042(B)(D) |
|
|
1,010 |
|
|
|
1,031 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
6.622%, SOFR30A + 1.300%, 02/25/2042(B)(D) |
|
|
1,487 |
|
|
|
1,492 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B |
|
|
|
|
|
|
|
|
8.222%, SOFR30A + 2.900%, 04/25/2042(B)(D) |
|
|
2,850 |
|
|
|
2,949 |
|
FHLMC STRIPS CMO, Ser 2012-264, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 07/15/2042 |
|
|
1,489 |
|
|
|
1,340 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STRIPS CMO, Ser 2012-271, Cl F5 |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 08/15/2042(B) |
|
$ |
690 |
|
|
$ |
673 |
|
FHLMC STRIPS CMO, Ser 2012-271, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
738 |
|
|
|
670 |
|
FHLMC STRIPS CMO, Ser 2012-272, Cl F1 |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
1,110 |
|
|
|
1,083 |
|
FHLMC STRIPS CMO, Ser 2012-280, Cl F1 |
|
|
|
|
|
|
|
|
5.939%, SOFR30A + 0.614%, 09/15/2042(B) |
|
|
1,119 |
|
|
|
1,091 |
|
FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO |
|
|
|
|
|
|
|
|
0.561%, 12/15/2046(B) |
|
|
424 |
|
|
|
42 |
|
FHLMC STRIPS CMO, Ser 2017-356, Cl 300 |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
2,084 |
|
|
|
1,848 |
|
FNMA |
|
|
|
|
|
|
|
|
8.000%, 01/01/2030 to 06/01/2031 |
|
|
10 |
|
|
|
10 |
|
7.500%, 02/01/2031 to 01/01/2054 |
|
|
4,711 |
|
|
|
4,891 |
|
7.000%, 09/01/2026 to 01/01/2054 |
|
|
8,682 |
|
|
|
8,967 |
|
6.500%, 05/01/2027 to 12/01/2053 |
|
|
14,146 |
|
|
|
14,439 |
|
6.000%, 02/01/2032 to 02/01/2054 |
|
|
19,341 |
|
|
|
19,525 |
|
5.800%, 10/01/2033 |
|
|
100 |
|
|
|
104 |
|
5.500%, 10/01/2033 to 09/01/2053 |
|
|
18,636 |
|
|
|
18,531 |
|
5.490%, 10/01/2033 |
|
|
100 |
|
|
|
104 |
|
5.350%, 07/01/2033 |
|
|
100 |
|
|
|
102 |
|
5.000%, 05/01/2034 to 07/01/2053 |
|
|
19,807 |
|
|
|
19,427 |
|
4.870%, 03/01/2033 |
|
|
100 |
|
|
|
100 |
|
4.820%, 07/01/2033 |
|
|
100 |
|
|
|
100 |
|
4.690%, 01/01/2033 |
|
|
100 |
|
|
|
99 |
|
4.680%, 07/01/2033 |
|
|
100 |
|
|
|
99 |
|
4.580%, 01/01/2033 |
|
|
100 |
|
|
|
98 |
|
4.500%, 04/01/2025 to 01/01/2059 |
|
|
60,181 |
|
|
|
57,529 |
|
4.420%, 04/01/2033 |
|
|
99 |
|
|
|
96 |
|
4.270%, 10/01/2032 |
|
|
196 |
|
|
|
189 |
|
4.200%, 01/01/2029 |
|
|
1,665 |
|
|
|
1,627 |
|
4.185%, 07/01/2032 |
|
|
99 |
|
|
|
95 |
|
4.130%, 07/01/2032 |
|
|
100 |
|
|
|
95 |
|
4.060%, 07/01/2032 |
|
|
98 |
|
|
|
93 |
|
4.000%, 01/01/2027 to 06/01/2057 |
|
|
74,299 |
|
|
|
70,048 |
|
3.880%, 07/01/2032 |
|
|
98 |
|
|
|
92 |
|
3.860%, 07/01/2032 |
|
|
98 |
|
|
|
92 |
|
3.830%, 07/01/2032 |
|
|
199 |
|
|
|
186 |
|
3.730%, 06/01/2032 |
|
|
99 |
|
|
|
92 |
|
3.670%, 06/01/2032 |
|
|
98 |
|
|
|
91 |
|
3.520%, 06/01/2032 |
|
|
100 |
|
|
|
92 |
|
3.500%, 07/01/2031 to 06/01/2052 |
|
|
121,117 |
|
|
|
110,073 |
|
3.310%, 03/01/2028 |
|
|
1,878 |
|
|
|
1,777 |
|
3.020%, 05/01/2026 |
|
|
1,265 |
|
|
|
1,209 |
|
3.000%, 05/01/2029 to 07/01/2060 |
|
|
284,737 |
|
|
|
249,528 |
|
2.810%, 04/01/2025 |
|
|
250 |
|
|
|
243 |
|
2.625%, 09/06/2024 |
|
|
510 |
|
|
|
503 |
|
2.500%, 03/01/2035 to 09/01/2061 |
|
|
151,682 |
|
|
|
127,242 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
2.455%, 04/01/2040 |
|
$ |
3,020 |
|
|
$ |
2,134 |
|
2.000%, 03/01/2028 to 04/01/2052 |
|
|
329,577 |
|
|
|
267,666 |
|
1.900%, 01/25/2036 |
|
|
3,503 |
|
|
|
2,556 |
|
1.850%, 09/01/2035 |
|
|
1,064 |
|
|
|
895 |
|
1.520%, 08/21/2035 |
|
|
3,816 |
|
|
|
2,688 |
|
1.500%, 04/01/2041 to 07/01/2051 |
|
|
27,041 |
|
|
|
20,776 |
|
0.000%, 11/15/2030(A) |
|
|
8,487 |
|
|
|
6,260 |
|
FNMA ACES, Ser 2015-M8, Cl X2, IO |
|
|
|
|
|
|
|
|
0.059%, 01/25/2025(B) |
|
|
53,901 |
|
|
|
21 |
|
FNMA ACES, Ser 2016-M11, Cl AL |
|
|
|
|
|
|
|
|
2.944%, 07/25/2039 |
|
|
116 |
|
|
|
103 |
|
FNMA ACES, Ser 2018-M15, Cl 1A2 |
|
|
|
|
|
|
|
|
3.700%, 01/25/2036 |
|
|
600 |
|
|
|
545 |
|
FNMA ACES, Ser 2019-M4, Cl A2 |
|
|
|
|
|
|
|
|
3.610%, 02/25/2031 |
|
|
302 |
|
|
|
281 |
|
FNMA ACES, Ser 2020-M6, Cl A |
|
|
|
|
|
|
|
|
2.500%, 10/25/2037 |
|
|
165 |
|
|
|
142 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
7.351%, RFUCCT1Y + 1.654%, 01/01/2043(B) |
|
|
75 |
|
|
|
76 |
|
7.147%, RFUCCT1Y + 1.580%, 10/01/2043(B) |
|
|
322 |
|
|
|
329 |
|
6.723%, RFUCCT1Y + 1.560%, 06/01/2043(B) |
|
|
108 |
|
|
|
111 |
|
5.810%, RFUCCT1Y + 1.560%, 12/01/2035(B) |
|
|
8 |
|
|
|
8 |
|
5.726%, RFUCCT1Y + 1.578%, 06/01/2045(B) |
|
|
441 |
|
|
|
449 |
|
5.603%, RFUCCT1Y + 1.582%, 01/01/2046(B) |
|
|
1,076 |
|
|
|
1,096 |
|
4.648%, SOFR30A + 2.130%, 08/01/2052(B) |
|
|
2,229 |
|
|
|
2,187 |
|
4.629%, SOFR30A + 2.123%, 08/01/2052(B) |
|
|
2,173 |
|
|
|
2,105 |
|
4.616%, SOFR30A + 2.125%, 08/01/2052(B) |
|
|
2,767 |
|
|
|
2,713 |
|
4.355%, SOFR30A + 2.125%, 07/01/2052(B) |
|
|
2,448 |
|
|
|
2,380 |
|
4.296%, SOFR30A + 2.126%, 08/01/2052(B) |
|
|
2,614 |
|
|
|
2,536 |
|
4.221%, SOFR30A + 2.128%, 11/01/2052(B) |
|
|
1,644 |
|
|
|
1,596 |
|
4.213%, SOFR30A + 2.370%, 09/01/2052(B) |
|
|
654 |
|
|
|
633 |
|
4.142%, SOFR30A + 2.132%, 10/01/2052(B) |
|
|
4,751 |
|
|
|
4,608 |
|
4.131%, SOFR30A + 2.120%, 07/01/2052(B) |
|
|
2,008 |
|
|
|
1,905 |
|
4.122%, SOFR30A + 2.120%, 09/01/2052(B) |
|
|
1,950 |
|
|
|
1,891 |
|
3.962%, SOFR30A + 2.120%, 08/01/2052(B) |
|
|
574 |
|
|
|
542 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
3.677%, SOFR30A + 2.370%, 08/01/2052(B) |
|
$ |
1,442 |
|
|
$ |
1,364 |
|
3.048%, RFUCCT1Y + 1.603%, 03/01/2050(B) |
|
|
2,284 |
|
|
|
2,268 |
|
2.777%, RFUCCT1Y + 1.606%, 06/01/2050(B) |
|
|
956 |
|
|
|
885 |
|
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO |
|
|
|
|
|
|
|
|
7.000%, 01/25/2032 |
|
|
65 |
|
|
|
7 |
|
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO |
|
|
|
|
|
|
|
|
6.500%, 02/25/2033 |
|
|
91 |
|
|
|
13 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C17, IO |
|
|
|
|
|
|
|
|
4.000%, 11/25/2041 |
|
|
297 |
|
|
|
53 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C2, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2027 |
|
|
197 |
|
|
|
6 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C1, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2026 |
|
|
213 |
|
|
|
5 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C22, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2039 |
|
|
294 |
|
|
|
54 |
|
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C13, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2041 |
|
|
247 |
|
|
|
37 |
|
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2042 |
|
|
998 |
|
|
|
887 |
|
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2042 |
|
|
1,434 |
|
|
|
1,311 |
|
FNMA Interest STRIPS CMO, Ser 2018-424, Cl C11, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048 |
|
|
2,741 |
|
|
|
502 |
|
FNMA Interest STRIPS CMO, Ser 2022-427, Cl C21, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2050 |
|
|
2,468 |
|
|
|
319 |
|
FNMA Interest STRIPS CMO, Ser 2023-428, Cl C14, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2048 |
|
|
906 |
|
|
|
104 |
|
FNMA REMIC CMO, Ser 1994-63, Cl PK |
|
|
|
|
|
|
|
|
7.000%, 04/25/2024 |
|
|
– |
|
|
|
– |
|
FNMA REMIC CMO, Ser 1997-32, Cl PG |
|
|
|
|
|
|
|
|
6.500%, 04/25/2027 |
|
|
18 |
|
|
|
18 |
|
FNMA REMIC CMO, Ser 1999-11, Cl Z |
|
|
|
|
|
|
|
|
5.500%, 03/25/2029 |
|
|
28 |
|
|
|
27 |
|
FNMA REMIC CMO, Ser 2001-52, Cl YZ |
|
|
|
|
|
|
|
|
6.500%, 10/25/2031 |
|
|
8 |
|
|
|
8 |
|
FNMA REMIC CMO, Ser 2003-124, Cl TS |
|
|
|
|
|
|
|
|
9.800%, 01/25/2034(B) |
|
|
4 |
|
|
|
4 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2005-29, Cl ZA |
|
|
|
|
|
|
|
|
5.500%, 04/25/2035 |
|
$ |
171 |
|
|
$ |
174 |
|
FNMA REMIC CMO, Ser 2005-74, Cl CS |
|
|
|
|
|
|
|
|
5.071%, 05/25/2035(B) |
|
|
9 |
|
|
|
9 |
|
FNMA REMIC CMO, Ser 2006-104, Cl MI, IO |
|
|
|
|
|
|
|
|
1.314%, 11/25/2036(B) |
|
|
94 |
|
|
|
5 |
|
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO |
|
|
|
|
|
|
|
|
1.764%, 01/25/2037(B) |
|
|
181 |
|
|
|
16 |
|
FNMA REMIC CMO, Ser 2006-33, Cl LS |
|
|
|
|
|
|
|
|
5.687%, 05/25/2036(B) |
|
|
28 |
|
|
|
31 |
|
FNMA REMIC CMO, Ser 2006-46, Cl SW |
|
|
|
|
|
|
|
|
4.268%, 06/25/2036(B) |
|
|
21 |
|
|
|
22 |
|
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO |
|
|
|
|
|
|
|
|
1.214%, 03/25/2036(B) |
|
|
20 |
|
|
|
1 |
|
FNMA REMIC CMO, Ser 2007-64, Cl FA |
|
|
|
|
|
|
|
|
5.906%, SOFR30A + 0.584%, 07/25/2037(B) |
|
|
4 |
|
|
|
4 |
|
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
|
|
|
|
|
|
|
|
1.264%, 07/25/2037(B) |
|
|
67 |
|
|
|
7 |
|
FNMA REMIC CMO, Ser 2008-24, Cl NA |
|
|
|
|
|
|
|
|
6.750%, 06/25/2037 |
|
|
5 |
|
|
|
6 |
|
FNMA REMIC CMO, Ser 2009-103, Cl MB |
|
|
|
|
|
|
|
|
5.293%, 12/25/2039(B) |
|
|
36 |
|
|
|
36 |
|
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2037(A) |
|
|
321 |
|
|
|
277 |
|
FNMA REMIC CMO, Ser 2010-123, Cl PM |
|
|
|
|
|
|
|
|
4.000%, 07/25/2040 |
|
|
722 |
|
|
|
706 |
|
FNMA REMIC CMO, Ser 2010-27, Cl AS, IO |
|
|
|
|
|
|
|
|
1.044%, 04/25/2040(B) |
|
|
290 |
|
|
|
30 |
|
FNMA REMIC CMO, Ser 2011-2, Cl WA |
|
|
|
|
|
|
|
|
5.836%, 02/25/2051(B) |
|
|
31 |
|
|
|
32 |
|
FNMA REMIC CMO, Ser 2011-75, Cl FA |
|
|
|
|
|
|
|
|
5.986%, SOFR30A + 0.664%, 08/25/2041(B) |
|
|
21 |
|
|
|
21 |
|
FNMA REMIC CMO, Ser 2011-96, Cl SA, IO |
|
|
|
|
|
|
|
|
1.114%, 10/25/2041(B) |
|
|
566 |
|
|
|
42 |
|
FNMA REMIC CMO, Ser 2012-111, Cl FC |
|
|
|
|
|
|
|
|
5.836%, SOFR30A + 0.514%, 10/25/2042(B) |
|
|
875 |
|
|
|
854 |
|
FNMA REMIC CMO, Ser 2012-118, Cl VZ |
|
|
|
|
|
|
|
|
3.000%, 11/25/2042 |
|
|
764 |
|
|
|
679 |
|
FNMA REMIC CMO, Ser 2012-133, Cl CS, IO |
|
|
|
|
|
|
|
|
0.714%, 12/25/2042(B) |
|
|
332 |
|
|
|
34 |
|
FNMA REMIC CMO, Ser 2012-133, Cl JF |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 12/25/2042(B) |
|
|
934 |
|
|
|
906 |
|
FNMA REMIC CMO, Ser 2012-134, Cl MS, IO |
|
|
|
|
|
|
|
|
0.714%, 12/25/2042(B) |
|
|
136 |
|
|
|
16 |
|
FNMA REMIC CMO, Ser 2012-151, Cl NX |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
584 |
|
|
|
486 |
|
FNMA REMIC CMO, Ser 2012-28, Cl B |
|
|
|
|
|
|
|
|
6.500%, 06/25/2039 |
|
|
2 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2012-35, Cl SC, IO |
|
|
|
|
|
|
|
|
1.064%, 04/25/2042(B) |
|
$ |
200 |
|
|
$ |
22 |
|
FNMA REMIC CMO, Ser 2012-46, Cl BA |
|
|
|
|
|
|
|
|
6.000%, 05/25/2042 |
|
|
213 |
|
|
|
220 |
|
FNMA REMIC CMO, Ser 2012-74, Cl SA, IO |
|
|
|
|
|
|
|
|
1.214%, 03/25/2042(B) |
|
|
234 |
|
|
|
14 |
|
FNMA REMIC CMO, Ser 2012-74, Cl OA, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
16 |
|
|
|
14 |
|
FNMA REMIC CMO, Ser 2012-75, Cl AO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
32 |
|
|
|
29 |
|
FNMA REMIC CMO, Ser 2012-75, Cl NS, IO |
|
|
|
|
|
|
|
|
1.164%, 07/25/2042(B) |
|
|
71 |
|
|
|
8 |
|
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO |
|
|
|
|
|
|
|
|
0.000%, 10/25/2043(A) |
|
|
1,113 |
|
|
|
829 |
|
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 10/25/2043(A) |
|
|
525 |
|
|
|
395 |
|
FNMA REMIC CMO, Ser 2013-11, Cl AP |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
1,843 |
|
|
|
1,637 |
|
FNMA REMIC CMO, Ser 2013-124, Cl SB, IO |
|
|
|
|
|
|
|
|
0.514%, 12/25/2043(B) |
|
|
257 |
|
|
|
23 |
|
FNMA REMIC CMO, Ser 2013-15, Cl FA |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 03/25/2043(B) |
|
|
1,126 |
|
|
|
1,091 |
|
FNMA REMIC CMO, Ser 2013-26, Cl HI, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2032 |
|
|
18 |
|
|
|
1 |
|
FNMA REMIC CMO, Ser 2013-43, Cl BP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
664 |
|
|
|
555 |
|
FNMA REMIC CMO, Ser 2013-54, Cl BS, IO |
|
|
|
|
|
|
|
|
0.714%, 06/25/2043(B) |
|
|
149 |
|
|
|
17 |
|
FNMA REMIC CMO, Ser 2013-9, Cl BC |
|
|
|
|
|
|
|
|
6.500%, 07/25/2042 |
|
|
502 |
|
|
|
526 |
|
FNMA REMIC CMO, Ser 2013-9, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 04/25/2042 |
|
|
574 |
|
|
|
582 |
|
FNMA REMIC CMO, Ser 2014-17, Cl DY |
|
|
|
|
|
|
|
|
3.500%, 04/25/2044 |
|
|
1,339 |
|
|
|
1,188 |
|
FNMA REMIC CMO, Ser 2014-25, Cl EL |
|
|
|
|
|
|
|
|
3.000%, 05/25/2044 |
|
|
1,057 |
|
|
|
950 |
|
FNMA REMIC CMO, Ser 2014-74, Cl PC |
|
|
|
|
|
|
|
|
2.500%, 06/25/2044 |
|
|
830 |
|
|
|
757 |
|
FNMA REMIC CMO, Ser 2015-20, Cl EF |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 04/25/2045(B) |
|
|
2,616 |
|
|
|
2,531 |
|
FNMA REMIC CMO, Ser 2015-26, Cl GF |
|
|
|
|
|
|
|
|
5.736%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
1,647 |
|
|
|
1,594 |
|
FNMA REMIC CMO, Ser 2015-32, Cl FA |
|
|
|
|
|
|
|
|
5.736%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
1,017 |
|
|
|
981 |
|
FNMA REMIC CMO, Ser 2015-39, Cl LZ |
|
|
|
|
|
|
|
|
3.000%, 06/25/2045 |
|
|
44 |
|
|
|
38 |
|
FNMA REMIC CMO, Ser 2015-48, Cl FB |
|
|
|
|
|
|
|
|
5.736%, SOFR30A + 0.414%, 07/25/2045(B) |
|
|
1,236 |
|
|
|
1,194 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2015-65, Cl CZ |
|
|
|
|
|
|
|
|
3.500%, 09/25/2045 |
|
$ |
538 |
|
|
$ |
452 |
|
FNMA REMIC CMO, Ser 2015-8, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 03/25/2045 |
|
|
1,893 |
|
|
|
1,644 |
|
FNMA REMIC CMO, Ser 2015-84, Cl PA |
|
|
|
|
|
|
|
|
1.700%, 08/25/2033 |
|
|
2,135 |
|
|
|
1,932 |
|
FNMA REMIC CMO, Ser 2016-19, Cl FD |
|
|
|
|
|
|
|
|
5.836%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
3,431 |
|
|
|
3,375 |
|
FNMA REMIC CMO, Ser 2016-37, Cl MJ |
|
|
|
|
|
|
|
|
3.500%, 08/25/2043 |
|
|
55 |
|
|
|
54 |
|
FNMA REMIC CMO, Ser 2016-48, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2038 |
|
|
2,175 |
|
|
|
1,949 |
|
FNMA REMIC CMO, Ser 2016-57, Cl PC |
|
|
|
|
|
|
|
|
1.750%, 06/25/2046 |
|
|
3,507 |
|
|
|
2,907 |
|
FNMA REMIC CMO, Ser 2017-13, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2046 |
|
|
717 |
|
|
|
651 |
|
FNMA REMIC CMO, Ser 2017-30, Cl FA |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 05/25/2047(B) |
|
|
592 |
|
|
|
573 |
|
FNMA REMIC CMO, Ser 2017-76, Cl SB, IO |
|
|
|
|
|
|
|
|
0.664%, 10/25/2057(B) |
|
|
1,046 |
|
|
|
116 |
|
FNMA REMIC CMO, Ser 2017-78, Cl FC |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 10/25/2047(B) |
|
|
1,174 |
|
|
|
1,136 |
|
FNMA REMIC CMO, Ser 2017-85, Cl SC, IO |
|
|
|
|
|
|
|
|
0.764%, 11/25/2047(B) |
|
|
322 |
|
|
|
29 |
|
FNMA REMIC CMO, Ser 2018-14, Cl KC |
|
|
|
|
|
|
|
|
3.000%, 03/25/2048 |
|
|
1,347 |
|
|
|
1,246 |
|
FNMA REMIC CMO, Ser 2018-38, Cl MA |
|
|
|
|
|
|
|
|
3.300%, 06/25/2048 |
|
|
1,563 |
|
|
|
1,453 |
|
FNMA REMIC CMO, Ser 2018-38, Cl PA |
|
|
|
|
|
|
|
|
3.500%, 06/25/2047 |
|
|
580 |
|
|
|
552 |
|
FNMA REMIC CMO, Ser 2018-43, Cl CT |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
1,027 |
|
|
|
900 |
|
FNMA REMIC CMO, Ser 2018-45, Cl TM |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
1,230 |
|
|
|
1,085 |
|
FNMA REMIC CMO, Ser 2018-55, Cl GA |
|
|
|
|
|
|
|
|
3.375%, 08/25/2048 |
|
|
1,168 |
|
|
|
1,085 |
|
FNMA REMIC CMO, Ser 2018-64, Cl A |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
1,035 |
|
|
|
892 |
|
FNMA REMIC CMO, Ser 2018-74, Cl AB |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048 |
|
|
258 |
|
|
|
235 |
|
FNMA REMIC CMO, Ser 2018-8, Cl KL |
|
|
|
|
|
|
|
|
2.500%, 03/25/2047 |
|
|
704 |
|
|
|
613 |
|
FNMA REMIC CMO, Ser 2018-85, Cl EA |
|
|
|
|
|
|
|
|
3.500%, 12/25/2048 |
|
|
880 |
|
|
|
820 |
|
FNMA REMIC CMO, Ser 2018-86, Cl JA |
|
|
|
|
|
|
|
|
4.000%, 05/25/2047 |
|
|
88 |
|
|
|
84 |
|
FNMA REMIC CMO, Ser 2019-1, Cl AB |
|
|
|
|
|
|
|
|
3.500%, 02/25/2049 |
|
|
635 |
|
|
|
578 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2019-15, Cl FA |
|
|
|
|
|
|
|
|
5.936%, SOFR30A + 0.614%, 04/25/2049(B) |
|
$ |
629 |
|
|
$ |
612 |
|
FNMA REMIC CMO, Ser 2019-25, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2048 |
|
|
1,438 |
|
|
|
1,297 |
|
FNMA REMIC CMO, Ser 2019-41, Cl FG |
|
|
|
|
|
|
|
|
5.936%, SOFR30A + 0.614%, 08/25/2059(B) |
|
|
1,461 |
|
|
|
1,416 |
|
FNMA REMIC CMO, Ser 2019-43, Cl FC |
|
|
|
|
|
|
|
|
5.836%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
1,230 |
|
|
|
1,193 |
|
FNMA REMIC CMO, Ser 2019-45, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2049 |
|
|
391 |
|
|
|
341 |
|
FNMA REMIC CMO, Ser 2019-52, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 09/25/2049 |
|
|
128 |
|
|
|
111 |
|
FNMA REMIC CMO, Ser 2019-67, Cl FB |
|
|
|
|
|
|
|
|
5.886%, SOFR30A + 0.564%, 11/25/2049(B) |
|
|
630 |
|
|
|
611 |
|
FNMA REMIC CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
5.936%, SOFR30A + 0.614%, 01/25/2050(B) |
|
|
1,817 |
|
|
|
1,765 |
|
FNMA REMIC CMO, Ser 2020-12, Cl FL |
|
|
|
|
|
|
|
|
5.886%, SOFR30A + 0.564%, 03/25/2050(B) |
|
|
1,085 |
|
|
|
1,042 |
|
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
1,433 |
|
|
|
262 |
|
FNMA REMIC CMO, Ser 2020-34, Cl F |
|
|
|
|
|
|
|
|
5.886%, SOFR30A + 0.564%, 06/25/2050(B) |
|
|
868 |
|
|
|
840 |
|
FNMA REMIC CMO, Ser 2020-37, Cl DA |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
627 |
|
|
|
538 |
|
FNMA REMIC CMO, Ser 2020-45, Cl JL |
|
|
|
|
|
|
|
|
3.000%, 07/25/2040 |
|
|
2,057 |
|
|
|
1,857 |
|
FNMA REMIC CMO, Ser 2020-47, Cl GZ |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
753 |
|
|
|
430 |
|
FNMA REMIC CMO, Ser 2020-48, Cl DA |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
2,718 |
|
|
|
2,241 |
|
FNMA REMIC CMO, Ser 2020-48, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
894 |
|
|
|
727 |
|
FNMA REMIC CMO, Ser 2020-56, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/25/2050 |
|
|
600 |
|
|
|
92 |
|
FNMA REMIC CMO, Ser 2020-56, Cl AQ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
1,600 |
|
|
|
1,224 |
|
FNMA REMIC CMO, Ser 2020-57, Cl TA |
|
|
|
|
|
|
|
|
2.000%, 04/25/2050 |
|
|
1,745 |
|
|
|
1,492 |
|
FNMA REMIC CMO, Ser 2020-59, Cl NC |
|
|
|
|
|
|
|
|
3.000%, 08/25/2040 |
|
|
1,290 |
|
|
|
1,165 |
|
FNMA REMIC CMO, Ser 2020-62, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
694 |
|
|
|
109 |
|
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,928 |
|
|
|
394 |
|
FNMA REMIC CMO, Ser 2020-65, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
4,208 |
|
|
|
863 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
$ |
2,357 |
|
|
$ |
477 |
|
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
3,511 |
|
|
|
679 |
|
FNMA REMIC CMO, Ser 2020-73, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/25/2050 |
|
|
605 |
|
|
|
98 |
|
FNMA REMIC CMO, Ser 2020-74, Cl EI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2050 |
|
|
367 |
|
|
|
60 |
|
FNMA REMIC CMO, Ser 2020-89, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2050 |
|
|
2,258 |
|
|
|
342 |
|
FNMA REMIC CMO, Ser 2020-97, Cl AI, IO |
|
|
|
|
|
|
|
|
2.000%, 01/25/2051 |
|
|
2,316 |
|
|
|
312 |
|
FNMA REMIC CMO, Ser 2021-1, Cl IG, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
1,559 |
|
|
|
253 |
|
FNMA REMIC CMO, Ser 2021-22, Cl MN |
|
|
|
|
|
|
|
|
2.750%, 10/25/2050 |
|
|
1,427 |
|
|
|
1,222 |
|
FNMA REMIC CMO, Ser 2021-26, Cl BD |
|
|
|
|
|
|
|
|
1.750%, 05/25/2051 |
|
|
792 |
|
|
|
681 |
|
FNMA REMIC CMO, Ser 2021-27, Cl EC |
|
|
|
|
|
|
|
|
1.500%, 05/25/2051 |
|
|
3,874 |
|
|
|
3,071 |
|
FNMA REMIC CMO, Ser 2021-3, Cl QI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
2,214 |
|
|
|
333 |
|
FNMA REMIC CMO, Ser 2021-33, Cl AV |
|
|
|
|
|
|
|
|
2.500%, 03/25/2048 |
|
|
574 |
|
|
|
421 |
|
FNMA REMIC CMO, Ser 2021-33, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2047 |
|
|
1,868 |
|
|
|
246 |
|
FNMA REMIC CMO, Ser 2021-4, Cl GI, IO |
|
|
|
|
|
|
|
|
3.000%, 02/25/2051 |
|
|
653 |
|
|
|
108 |
|
FNMA REMIC CMO, Ser 2021-42, Cl AC |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,150 |
|
|
|
965 |
|
FNMA REMIC CMO, Ser 2021-42, Cl DC |
|
|
|
|
|
|
|
|
2.000%, 11/25/2050 |
|
|
2,716 |
|
|
|
2,254 |
|
FNMA REMIC CMO, Ser 2021-43, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2051 |
|
|
2,911 |
|
|
|
422 |
|
FNMA REMIC CMO, Ser 2021-44, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051 |
|
|
900 |
|
|
|
138 |
|
FNMA REMIC CMO, Ser 2021-52, Cl CI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2047 |
|
|
830 |
|
|
|
113 |
|
FNMA REMIC CMO, Ser 2021-61, Cl KI, IO |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
1,474 |
|
|
|
201 |
|
FNMA REMIC CMO, Ser 2021-62, Cl GI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2047 |
|
|
785 |
|
|
|
113 |
|
FNMA REMIC CMO, Ser 2021-65, Cl JA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2046 |
|
|
504 |
|
|
|
437 |
|
FNMA REMIC CMO, Ser 2021-73, Cl DJ |
|
|
|
|
|
|
|
|
2.000%, 03/25/2049 |
|
|
1,531 |
|
|
|
1,264 |
|
FNMA REMIC CMO, Ser 2021-73, Cl A |
|
|
|
|
|
|
|
|
2.500%, 11/25/2049 |
|
|
1,520 |
|
|
|
1,291 |
|
FNMA REMIC CMO, Ser 2021-76, Cl KB |
|
|
|
|
|
|
|
|
1.250%, 11/25/2051 |
|
|
676 |
|
|
|
543 |
|
FNMA REMIC CMO, Ser 2021-77, Cl WI, IO |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
1,331 |
|
|
|
211 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2021-78, Cl PA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051 |
|
$ |
1,344 |
|
|
$ |
1,145 |
|
FNMA REMIC CMO, Ser 2021-78, Cl ND |
|
|
|
|
|
|
|
|
1.500%, 11/25/2051 |
|
|
2,183 |
|
|
|
1,744 |
|
FNMA REMIC CMO, Ser 2021-86, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2047 |
|
|
2,473 |
|
|
|
2,159 |
|
FNMA REMIC CMO, Ser 2021-89, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 04/25/2048 |
|
|
809 |
|
|
|
119 |
|
FNMA REMIC CMO, Ser 2021-91, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 09/25/2049 |
|
|
1,463 |
|
|
|
1,249 |
|
FNMA REMIC CMO, Ser 2021-95, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 04/25/2050 |
|
|
1,783 |
|
|
|
1,504 |
|
FNMA REMIC CMO, Ser 2021-96, Cl AH |
|
|
|
|
|
|
|
|
2.500%, 03/25/2049 |
|
|
1,570 |
|
|
|
1,336 |
|
FNMA REMIC CMO, Ser 2022-11, Cl D |
|
|
|
|
|
|
|
|
3.000%, 01/25/2050 |
|
|
1,565 |
|
|
|
1,394 |
|
FNMA REMIC CMO, Ser 2022-18, Cl DL |
|
|
|
|
|
|
|
|
3.250%, 07/25/2046 |
|
|
2,021 |
|
|
|
1,843 |
|
FNMA REMIC CMO, Ser 2022-22, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051 |
|
|
1,898 |
|
|
|
288 |
|
FNMA REMIC CMO, Ser 2022-28, Cl CA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2048 |
|
|
1,485 |
|
|
|
1,328 |
|
FNMA REMIC CMO, Ser 2022-3, Cl N |
|
|
|
|
|
|
|
|
2.000%, 10/25/2047 |
|
|
4,292 |
|
|
|
3,688 |
|
FNMA REMIC CMO, Ser 2022-4, Cl MH |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
1,627 |
|
|
|
1,465 |
|
FNMA REMIC CMO, Ser 2022-49, Cl NQ |
|
|
|
|
|
|
|
|
3.000%, 02/25/2052 |
|
|
744 |
|
|
|
642 |
|
FNMA REMIC CMO, Ser 2022-57, Cl BC |
|
|
|
|
|
|
|
|
4.000%, 09/25/2052 |
|
|
172 |
|
|
|
161 |
|
FNMA REMIC CMO, Ser 2022-86, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2050 |
|
|
1,490 |
|
|
|
209 |
|
FNMA REMIC CMO, Ser 2022-89, Cl AY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2048 |
|
|
1,602 |
|
|
|
1,320 |
|
FNMA REMIC CMO, Ser 2022-9, Cl DJ |
|
|
|
|
|
|
|
|
3.250%, 03/25/2049 |
|
|
1,120 |
|
|
|
1,019 |
|
FNMA REMIC CMO, Ser 2023-14, Cl EJ |
|
|
|
|
|
|
|
|
2.750%, 04/25/2049 |
|
|
1,419 |
|
|
|
1,288 |
|
FNMA REMIC CMO, Ser 2023-2, Cl CI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
4,673 |
|
|
|
604 |
|
FNMA REMIC CMO, Ser 2023-37, Cl FG |
|
|
|
|
|
|
|
|
5.736%, SOFR30A + 0.414%, 08/25/2050(B) |
|
|
3,890 |
|
|
|
3,750 |
|
FNMA REMIC CMO, Ser 2023-37, Cl FH |
|
|
|
|
|
|
|
|
5.836%, SOFR30A + 0.514%, 01/25/2050(B) |
|
|
2,470 |
|
|
|
2,400 |
|
FNMA REMIC CMO, Ser 2023-38, Cl FC |
|
|
|
|
|
|
|
|
5.986%, SOFR30A + 0.664%, 06/25/2040(B) |
|
|
1,593 |
|
|
|
1,577 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
7.000%, 03/15/2054 |
|
|
9,000 |
|
|
|
9,238 |
|
6.500%, 03/15/2054 to 04/15/2054 |
|
|
9,600 |
|
|
|
9,768 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
6.000%, 04/01/2032 to 03/15/2054 |
|
$ |
18,405 |
|
|
$ |
18,481 |
|
5.500%, 03/15/2054 |
|
|
55,022 |
|
|
|
54,426 |
|
5.000%, 03/15/2054 to 04/15/2054 |
|
|
55,896 |
|
|
|
54,202 |
|
4.500%, 04/14/2033 to 03/15/2054 |
|
|
55,699 |
|
|
|
52,722 |
|
4.000%, 03/01/2039 to 04/01/2039 |
|
|
82,139 |
|
|
|
75,569 |
|
3.500%, 03/15/2054 |
|
|
38,593 |
|
|
|
34,331 |
|
3.000%, 03/15/2043 |
|
|
65,673 |
|
|
|
56,165 |
|
2.500%, 03/01/2026 to 03/15/2054 |
|
|
34,571 |
|
|
|
28,807 |
|
2.000%, 03/15/2039 to 03/15/2054 |
|
|
52,997 |
|
|
|
42,186 |
|
GNMA |
|
|
|
|
|
|
|
|
7.000%, 04/15/2026 to 10/15/2032 |
|
|
234 |
|
|
|
235 |
|
6.500%, 01/15/2026 to 01/20/2054 |
|
|
2,219 |
|
|
|
2,268 |
|
6.000%, 09/15/2028 to 01/20/2054 |
|
|
11,336 |
|
|
|
11,517 |
|
5.500%, 11/20/2052 to 08/20/2053 |
|
|
13,228 |
|
|
|
13,196 |
|
5.000%, 10/15/2039 to 08/20/2053 |
|
|
20,246 |
|
|
|
19,886 |
|
4.700%, 09/20/2061(B) |
|
|
50 |
|
|
|
48 |
|
4.500%, 01/20/2040 to 09/20/2052 |
|
|
16,719 |
|
|
|
16,172 |
|
4.390%, 01/20/2069(B) |
|
|
6 |
|
|
|
6 |
|
4.000%, 10/20/2044 to 06/20/2052 |
|
|
20,586 |
|
|
|
19,348 |
|
3.500%, 06/20/2044 to 02/20/2053 |
|
|
23,250 |
|
|
|
21,255 |
|
3.000%, 09/15/2042 to 04/20/2053 |
|
|
48,073 |
|
|
|
42,382 |
|
2.500%, 12/20/2037 to 12/20/2051 |
|
|
37,512 |
|
|
|
31,893 |
|
2.000%, 08/20/2050 to 03/20/2051 |
|
|
36,054 |
|
|
|
29,261 |
|
GNMA ARM |
|
|
|
|
|
|
|
|
6.700%, H15T1Y + 1.440%, 01/20/2060(B) |
|
|
124 |
|
|
|
124 |
|
3.625%, H15T1Y + 1.500%, 07/20/2034(B) |
|
|
3 |
|
|
|
3 |
|
GNMA CMO, Ser 2005-7, Cl JM |
|
|
|
|
|
|
|
|
4.725%, 05/18/2034(B) |
|
|
– |
|
|
|
– |
|
GNMA CMO, Ser 2006-16, Cl GS, IO |
|
|
|
|
|
|
|
|
1.556%, 04/20/2036(B) |
|
|
203 |
|
|
|
19 |
|
GNMA CMO, Ser 2007-78, Cl SA, IO |
|
|
|
|
|
|
|
|
1.094%, 12/16/2037(B) |
|
|
1,375 |
|
|
|
54 |
|
GNMA CMO, Ser 2009-106, Cl KS, IO |
|
|
|
|
|
|
|
|
0.966%, 11/20/2039(B) |
|
|
1,353 |
|
|
|
95 |
|
GNMA CMO, Ser 2009-66, Cl LC |
|
|
|
|
|
|
|
|
6.000%, 08/16/2039 |
|
|
841 |
|
|
|
848 |
|
GNMA CMO, Ser 2009-66, Cl XS, IO |
|
|
|
|
|
|
|
|
1.364%, 07/16/2039(B) |
|
|
7 |
|
|
|
– |
|
GNMA CMO, Ser 2009-8, Cl PS, IO |
|
|
|
|
|
|
|
|
0.864%, 08/16/2038(B) |
|
|
3 |
|
|
|
– |
|
GNMA CMO, Ser 2010-163, Cl NC |
|
|
|
|
|
|
|
|
4.000%, 12/20/2040 |
|
|
1,227 |
|
|
|
1,189 |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
0.954%, 01/16/2040(B) |
|
|
2,067 |
|
|
|
181 |
|
GNMA CMO, Ser 2010-4, Cl SL, IO |
|
|
|
|
|
|
|
|
0.964%, 01/16/2040(B) |
|
|
43 |
|
|
|
4 |
|
GNMA CMO, Ser 2010-85, Cl HS, IO |
|
|
|
|
|
|
|
|
1.216%, 01/20/2040(B) |
|
|
9 |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2010-H10, Cl FC |
|
|
|
|
|
|
|
|
6.470%, TSFR1M + 1.114%, 05/20/2060(B) |
|
$ |
503 |
|
|
$ |
505 |
|
GNMA CMO, Ser 2010-H26, Cl LF |
|
|
|
|
|
|
|
|
5.813%, TSFR1M + 0.464%, 08/20/2058(B) |
|
|
733 |
|
|
|
729 |
|
GNMA CMO, Ser 2011-146, Cl EI, IO |
|
|
|
|
|
|
|
|
5.000%, 11/16/2041 |
|
|
23 |
|
|
|
4 |
|
GNMA CMO, Ser 2011-H09, Cl AF |
|
|
|
|
|
|
|
|
5.963%, TSFR1M + 0.614%, 03/20/2061(B) |
|
|
191 |
|
|
|
190 |
|
GNMA CMO, Ser 2012-112, Cl IO, IO |
|
|
|
|
|
|
|
|
0.108%, 02/16/2053(B) |
|
|
1,794 |
|
|
|
4 |
|
GNMA CMO, Ser 2012-124, Cl AS, IO |
|
|
|
|
|
|
|
|
0.764%, 10/16/2042(B) |
|
|
282 |
|
|
|
28 |
|
GNMA CMO, Ser 2012-142, Cl IO, IO |
|
|
|
|
|
|
|
|
0.178%, 04/16/2054(B) |
|
|
5,212 |
|
|
|
15 |
|
GNMA CMO, Ser 2012-27, Cl IO, IO |
|
|
|
|
|
|
|
|
0.227%, 04/16/2053(B) |
|
|
2,489 |
|
|
|
5 |
|
GNMA CMO, Ser 2012-98, Cl SA, IO |
|
|
|
|
|
|
|
|
0.664%, 08/16/2042(B) |
|
|
226 |
|
|
|
23 |
|
GNMA CMO, Ser 2012-H07, Cl KI, IO |
|
|
|
|
|
|
|
|
1.356%, 03/20/2062(B) |
|
|
354 |
|
|
|
25 |
|
GNMA CMO, Ser 2013-107, Cl AD |
|
|
|
|
|
|
|
|
2.834%, 11/16/2047(B) |
|
|
327 |
|
|
|
290 |
|
GNMA CMO, Ser 2013-152, Cl HA |
|
|
|
|
|
|
|
|
2.500%, 06/20/2043 |
|
|
1,352 |
|
|
|
1,212 |
|
GNMA CMO, Ser 2013-163, Cl IO, IO |
|
|
|
|
|
|
|
|
1.010%, 02/16/2046(B) |
|
|
1,313 |
|
|
|
19 |
|
GNMA CMO, Ser 2013-H01, Cl TA |
|
|
|
|
|
|
|
|
5.963%, TSFR1M + 0.614%, 01/20/2063(B) |
|
|
4 |
|
|
|
4 |
|
GNMA CMO, Ser 2013-H01, Cl JA |
|
|
|
|
|
|
|
|
5.783%, TSFR1M + 0.434%, 01/20/2063(B) |
|
|
115 |
|
|
|
114 |
|
GNMA CMO, Ser 2014-181, Cl L |
|
|
|
|
|
|
|
|
3.000%, 12/20/2044 |
|
|
856 |
|
|
|
752 |
|
GNMA CMO, Ser 2014-186, Cl IO, IO |
|
|
|
|
|
|
|
|
0.371%, 08/16/2054(B) |
|
|
1,768 |
|
|
|
18 |
|
GNMA CMO, Ser 2014-47, Cl IA, IO |
|
|
|
|
|
|
|
|
0.153%, 02/16/2048(B) |
|
|
315 |
|
|
|
1 |
|
GNMA CMO, Ser 2014-50, Cl IO, IO |
|
|
|
|
|
|
|
|
0.628%, 09/16/2055(B) |
|
|
1,678 |
|
|
|
41 |
|
GNMA CMO, Ser 2014-H04, Cl FB |
|
|
|
|
|
|
|
|
6.113%, TSFR1M + 0.764%, 02/20/2064(B) |
|
|
320 |
|
|
|
320 |
|
GNMA CMO, Ser 2015-144, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 10/20/2045 |
|
|
1,418 |
|
|
|
1,217 |
|
GNMA CMO, Ser 2015-161, Cl GF |
|
|
|
|
|
|
|
|
5.734%, TSFR1M + 0.414%, 11/20/2045(B) |
|
|
768 |
|
|
|
743 |
|
GNMA CMO, Ser 2015-167, Cl OI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2045 |
|
|
166 |
|
|
|
31 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2016-128, Cl IO, IO |
|
|
|
|
|
|
|
|
0.858%, 09/16/2056(B) |
|
$ |
2,175 |
|
|
$ |
82 |
|
GNMA CMO, Ser 2016-135, Cl SB, IO |
|
|
|
|
|
|
|
|
0.664%, 10/16/2046(B) |
|
|
666 |
|
|
|
90 |
|
GNMA CMO, Ser 2016-84, Cl IG, IO |
|
|
|
|
|
|
|
|
4.500%, 11/16/2045 |
|
|
84 |
|
|
|
17 |
|
GNMA CMO, Ser 2016-93, Cl AB |
|
|
|
|
|
|
|
|
1.750%, 07/20/2044 |
|
|
1,562 |
|
|
|
1,228 |
|
GNMA CMO, Ser 2017-135, Cl AG |
|
|
|
|
|
|
|
|
2.600%, 08/16/2058 |
|
|
570 |
|
|
|
486 |
|
GNMA CMO, Ser 2017-139, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
3,135 |
|
|
|
2,792 |
|
GNMA CMO, Ser 2017-145, Cl IO, IO |
|
|
|
|
|
|
|
|
0.505%, 04/16/2057(B) |
|
|
1,583 |
|
|
|
44 |
|
GNMA CMO, Ser 2017-157, Cl IO, IO |
|
|
|
|
|
|
|
|
0.504%, 12/16/2059(B) |
|
|
803 |
|
|
|
28 |
|
GNMA CMO, Ser 2017-167, Cl BQ |
|
|
|
|
|
|
|
|
2.500%, 08/20/2044 |
|
|
675 |
|
|
|
610 |
|
GNMA CMO, Ser 2017-190, Cl IO, IO |
|
|
|
|
|
|
|
|
0.618%, 03/16/2060(B) |
|
|
1,410 |
|
|
|
49 |
|
GNMA CMO, Ser 2017-8, Cl IO, IO |
|
|
|
|
|
|
|
|
0.447%, 08/16/2058(B) |
|
|
1,207 |
|
|
|
28 |
|
GNMA CMO, Ser 2018-168, Cl PA |
|
|
|
|
|
|
|
|
4.000%, 08/20/2048 |
|
|
166 |
|
|
|
155 |
|
GNMA CMO, Ser 2018-65, Cl DC |
|
|
|
|
|
|
|
|
3.500%, 05/20/2048 |
|
|
1,042 |
|
|
|
925 |
|
GNMA CMO, Ser 2018-H06, Cl PF |
|
|
|
|
|
|
|
|
5.763%, TSFR1M + 0.414%, 02/20/2068(B) |
|
|
201 |
|
|
|
198 |
|
GNMA CMO, Ser 2018-H07, Cl FD |
|
|
|
|
|
|
|
|
5.763%, TSFR1M + 0.414%, 05/20/2068(B) |
|
|
407 |
|
|
|
406 |
|
GNMA CMO, Ser 2019-15, Cl GT |
|
|
|
|
|
|
|
|
3.500%, 02/20/2049 |
|
|
753 |
|
|
|
679 |
|
GNMA CMO, Ser 2019-18, Cl TP |
|
|
|
|
|
|
|
|
3.500%, 02/20/2049 |
|
|
89 |
|
|
|
81 |
|
GNMA CMO, Ser 2019-71, Cl PT |
|
|
|
|
|
|
|
|
3.000%, 06/20/2049 |
|
|
60 |
|
|
|
53 |
|
GNMA CMO, Ser 2019-90, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 07/20/2049 |
|
|
261 |
|
|
|
227 |
|
GNMA CMO, Ser 2020-103, Cl AD |
|
|
|
|
|
|
|
|
1.450%, 01/16/2063 |
|
|
1,448 |
|
|
|
1,089 |
|
GNMA CMO, Ser 2020-109, Cl AI, IO |
|
|
|
|
|
|
|
|
0.838%, 05/16/2060(B) |
|
|
2,158 |
|
|
|
119 |
|
GNMA CMO, Ser 2020-123, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
949 |
|
|
|
126 |
|
GNMA CMO, Ser 2020-123, Cl IL, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
274 |
|
|
|
34 |
|
GNMA CMO, Ser 2020-127, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
427 |
|
|
|
57 |
|
GNMA CMO, Ser 2020-129, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 09/20/2050 |
|
|
375 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2020-133, Cl GA |
|
|
|
|
|
|
|
|
1.000%, 09/20/2050 |
|
$ |
1,629 |
|
|
$ |
1,357 |
|
GNMA CMO, Ser 2020-138, Cl LE |
|
|
|
|
|
|
|
|
1.500%, 09/20/2050 |
|
|
3,691 |
|
|
|
2,887 |
|
GNMA CMO, Ser 2020-160, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
445 |
|
|
|
62 |
|
GNMA CMO, Ser 2020-160, Cl YI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
1,430 |
|
|
|
185 |
|
GNMA CMO, Ser 2020-160, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
310 |
|
|
|
41 |
|
GNMA CMO, Ser 2020-173, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 11/20/2050 |
|
|
6,233 |
|
|
|
844 |
|
GNMA CMO, Ser 2020-181, Cl WI, IO |
|
|
|
|
|
|
|
|
2.000%, 12/20/2050 |
|
|
3,067 |
|
|
|
341 |
|
GNMA CMO, Ser 2020-184, Cl IO, IO |
|
|
|
|
|
|
|
|
0.913%, 11/16/2060(B) |
|
|
2,788 |
|
|
|
177 |
|
GNMA CMO, Ser 2020-187, Cl MI, IO |
|
|
|
|
|
|
|
|
3.000%, 12/20/2050 |
|
|
717 |
|
|
|
124 |
|
GNMA CMO, Ser 2020-41, Cl IO, IO |
|
|
|
|
|
|
|
|
0.584%, 07/16/2058(B) |
|
|
490 |
|
|
|
14 |
|
GNMA CMO, Ser 2020-47, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
273 |
|
|
|
49 |
|
GNMA CMO, Ser 2020-47, Cl MI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
718 |
|
|
|
130 |
|
GNMA CMO, Ser 2020-H09, Cl FL |
|
|
|
|
|
|
|
|
6.613%, TSFR1M + 1.264%, 05/20/2070(B) |
|
|
847 |
|
|
|
846 |
|
GNMA CMO, Ser 2020-H09, Cl NF |
|
|
|
|
|
|
|
|
6.713%, TSFR1M + 1.364%, 04/20/2070(B) |
|
|
200 |
|
|
|
201 |
|
GNMA CMO, Ser 2020-H12, Cl F |
|
|
|
|
|
|
|
|
5.963%, TSFR1M + 0.614%, 07/20/2070(B) |
|
|
98 |
|
|
|
96 |
|
GNMA CMO, Ser 2020-H13, Cl FA |
|
|
|
|
|
|
|
|
5.913%, TSFR1M + 0.564%, 07/20/2070(B) |
|
|
558 |
|
|
|
541 |
|
GNMA CMO, Ser 2020-H20, Cl FA |
|
|
|
|
|
|
|
|
5.813%, TSFR1M + 0.464%, 04/20/2070(B) |
|
|
170 |
|
|
|
165 |
|
GNMA CMO, Ser 2021-115, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/20/2051 |
|
|
453 |
|
|
|
47 |
|
GNMA CMO, Ser 2021-138, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 07/20/2051 |
|
|
822 |
|
|
|
110 |
|
GNMA CMO, Ser 2021-14, Cl AB |
|
|
|
|
|
|
|
|
1.340%, 06/16/2063 |
|
|
1,149 |
|
|
|
854 |
|
GNMA CMO, Ser 2021-188, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2051 |
|
|
70 |
|
|
|
57 |
|
GNMA CMO, Ser 2021-21, Cl AH |
|
|
|
|
|
|
|
|
1.400%, 06/16/2063 |
|
|
2,160 |
|
|
|
1,611 |
|
GNMA CMO, Ser 2021-215, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/20/2051 |
|
|
864 |
|
|
|
730 |
|
GNMA CMO, Ser 2021-223, Cl P |
|
|
|
|
|
|
|
|
2.000%, 06/20/2051 |
|
|
1,915 |
|
|
|
1,656 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2021-227, Cl E |
|
|
|
|
|
|
|
|
2.500%, 07/20/2050 |
|
$ |
6,179 |
|
|
$ |
5,276 |
|
GNMA CMO, Ser 2021-26, Cl AI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/20/2051 |
|
|
906 |
|
|
|
105 |
|
GNMA CMO, Ser 2021-27, Cl CW |
|
|
|
|
|
|
|
|
5.001%, 02/20/2051(B) |
|
|
799 |
|
|
|
767 |
|
GNMA CMO, Ser 2021-27, Cl NT |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
1,287 |
|
|
|
1,215 |
|
GNMA CMO, Ser 2021-27, Cl BD |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
1,132 |
|
|
|
1,103 |
|
GNMA CMO, Ser 2021-27, Cl Q |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
1,128 |
|
|
|
1,068 |
|
GNMA CMO, Ser 2021-29, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/20/2051 |
|
|
990 |
|
|
|
173 |
|
GNMA CMO, Ser 2021-29, Cl AG |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
145 |
|
|
|
141 |
|
GNMA CMO, Ser 2021-37, Cl IO, IO |
|
|
|
|
|
|
|
|
0.805%, 01/16/2061(B) |
|
|
2,830 |
|
|
|
163 |
|
GNMA CMO, Ser 2021-5, Cl IO, IO |
|
|
|
|
|
|
|
|
1.112%, 01/16/2061(B) |
|
|
4,555 |
|
|
|
351 |
|
GNMA CMO, Ser 2021-60, Cl IO, IO |
|
|
|
|
|
|
|
|
0.826%, 05/16/2063(B) |
|
|
2,243 |
|
|
|
131 |
|
GNMA CMO, Ser 2021-68, Cl IO, IO |
|
|
|
|
|
|
|
|
0.871%, 10/16/2062(B) |
|
|
2,687 |
|
|
|
160 |
|
GNMA CMO, Ser 2021-77, Cl LC |
|
|
|
|
|
|
|
|
1.250%, 07/20/2050 |
|
|
117 |
|
|
|
91 |
|
GNMA CMO, Ser 2021-8, Cl CY |
|
|
|
|
|
|
|
|
5.000%, 01/20/2051 |
|
|
571 |
|
|
|
560 |
|
GNMA CMO, Ser 2021-8, Cl AQ |
|
|
|
|
|
|
|
|
5.000%, 01/20/2051 |
|
|
145 |
|
|
|
144 |
|
GNMA CMO, Ser 2021-96, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
2,174 |
|
|
|
291 |
|
GNMA CMO, Ser 2022-107, Cl C |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
5,236 |
|
|
|
4,265 |
|
GNMA CMO, Ser 2022-153, Cl KA |
|
|
|
|
|
|
|
|
4.000%, 12/20/2049 |
|
|
1,382 |
|
|
|
1,321 |
|
GNMA CMO, Ser 2022-189, Cl PT |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
1,577 |
|
|
|
1,282 |
|
GNMA CMO, Ser 2022-191, Cl B |
|
|
|
|
|
|
|
|
4.000%, 06/20/2041 |
|
|
6,076 |
|
|
|
5,570 |
|
GNMA CMO, Ser 2022-191, Cl BY |
|
|
|
|
|
|
|
|
4.000%, 08/20/2041 |
|
|
6,632 |
|
|
|
6,087 |
|
GNMA CMO, Ser 2022-196, Cl BE |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
1,100 |
|
|
|
804 |
|
GNMA CMO, Ser 2022-197, Cl LF |
|
|
|
|
|
|
|
|
6.024%, SOFR30A + 0.700%, 11/20/2052(B) |
|
|
4,710 |
|
|
|
4,656 |
|
GNMA CMO, Ser 2022-205, Cl A |
|
|
|
|
|
|
|
|
2.000%, 09/20/2051 |
|
|
1,938 |
|
|
|
1,519 |
|
GNMA CMO, Ser 2022-210, Cl IO, IO |
|
|
|
|
|
|
|
|
0.697%, 07/16/2064(B) |
|
|
1,480 |
|
|
|
93 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2022-216, Cl IO, IO |
|
|
|
|
|
|
|
|
0.750%, 07/16/2065(B) |
|
$ |
1,487 |
|
|
$ |
95 |
|
GNMA CMO, Ser 2022-220, Cl E |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
900 |
|
|
|
665 |
|
GNMA CMO, Ser 2022-3, Cl IO, IO |
|
|
|
|
|
|
|
|
0.640%, 02/16/2061(B) |
|
|
1,538 |
|
|
|
75 |
|
GNMA CMO, Ser 2022-3, Cl B |
|
|
|
|
|
|
|
|
1.850%, 02/16/2061 |
|
|
400 |
|
|
|
198 |
|
GNMA CMO, Ser 2022-31, Cl GH |
|
|
|
|
|
|
|
|
2.500%, 12/20/2049 |
|
|
3,376 |
|
|
|
2,934 |
|
GNMA CMO, Ser 2022-34, Cl DN |
|
|
|
|
|
|
|
|
3.500%, 09/20/2041 |
|
|
2,573 |
|
|
|
2,361 |
|
GNMA CMO, Ser 2022-4, Cl Z |
|
|
|
|
|
|
|
|
1.900%, 03/16/2064 |
|
|
208 |
|
|
|
98 |
|
GNMA CMO, Ser 2022-5, Cl BA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2049 |
|
|
6,216 |
|
|
|
5,224 |
|
GNMA CMO, Ser 2022-50, Cl DC |
|
|
|
|
|
|
|
|
2.500%, 08/20/2051 |
|
|
1,577 |
|
|
|
1,364 |
|
GNMA CMO, Ser 2022-50, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 03/20/2052 |
|
|
4,552 |
|
|
|
3,979 |
|
GNMA CMO, Ser 2022-59, Cl IO, IO |
|
|
|
|
|
|
|
|
0.571%, 02/16/2062(B) |
|
|
3,383 |
|
|
|
163 |
|
GNMA CMO, Ser 2022-66, Cl CG |
|
|
|
|
|
|
|
|
3.500%, 04/20/2052 |
|
|
2,932 |
|
|
|
2,726 |
|
GNMA CMO, Ser 2022-81, Cl CI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2050 |
|
|
1,548 |
|
|
|
224 |
|
GNMA CMO, Ser 2022-82, Cl Z |
|
|
|
|
|
|
|
|
2.000%, 02/16/2064 |
|
|
1,346 |
|
|
|
732 |
|
GNMA CMO, Ser 2022-84, Cl A |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
11,561 |
|
|
|
9,515 |
|
GNMA CMO, Ser 2022-99, Cl JW |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
400 |
|
|
|
312 |
|
GNMA CMO, Ser 2023-179, Cl IO, IO |
|
|
|
|
|
|
|
|
0.611%, 09/16/2063(B) |
|
|
16,406 |
|
|
|
666 |
|
GNMA CMO, Ser 2023-92, Cl AH |
|
|
|
|
|
|
|
|
2.000%, 06/16/2064 |
|
|
4,499 |
|
|
|
3,450 |
|
GNMA CMO, Ser 2023-92, Cl IA, IO |
|
|
|
|
|
|
|
|
0.611%, 06/16/2064(B) |
|
|
3,999 |
|
|
|
249 |
|
GNMA CMO, Ser 2024-30, Cl CF |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.250%, 02/20/2054(B) |
|
|
195 |
|
|
|
– |
|
GNMA TBA |
|
|
|
|
|
|
|
|
6.500%, 03/01/2037 to 05/15/2054 |
|
|
19,900 |
|
|
|
20,152 |
|
5.500%, 03/20/2038 |
|
|
28,025 |
|
|
|
27,838 |
|
5.000%, 03/01/2039 |
|
|
42,673 |
|
|
|
41,679 |
|
4.500%, 03/01/2039 |
|
|
36,250 |
|
|
|
34,615 |
|
4.000%, 03/15/2054 |
|
|
2,600 |
|
|
|
2,419 |
|
3.500%, 03/15/2054 |
|
|
2,590 |
|
|
|
2,342 |
|
3.000%, 03/15/2054 |
|
|
1,500 |
|
|
|
1,315 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
2.500%, 03/15/2054 |
|
$ |
32,257 |
|
|
$ |
27,298 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,716,962 |
|
Non-Agency Mortgage-Backed Obligations — 5.3% |
|
|
|
|
Alen Mortgage Trust, Ser 2021-ACEN, Cl A |
|
|
|
|
|
|
|
|
6.583%, TSFR1M + 1.264%, 04/15/2034(B)(D) |
|
|
1,900 |
|
|
|
1,730 |
|
American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2 |
|
|
|
|
|
|
|
|
6.010%, TSFR1M + 0.674%, 06/25/2045(B) |
|
|
51 |
|
|
|
51 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(B)(D) |
|
|
384 |
|
|
|
355 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(B)(D) |
|
|
144 |
|
|
|
133 |
|
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |
|
|
|
|
|
|
|
|
1.458%, 09/25/2066(B)(D) |
|
|
1,101 |
|
|
|
896 |
|
Angel Oak Mortgage Trust, Ser 2021-7, Cl A3 |
|
|
|
|
|
|
|
|
2.337%, 10/25/2066(B)(D) |
|
|
697 |
|
|
|
577 |
|
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
3.353%, 01/25/2067(B)(D) |
|
|
8,495 |
|
|
|
7,756 |
|
Angel Oak Mortgage Trust, Ser 2022-3, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2067(D) |
|
|
3,187 |
|
|
|
2,981 |
|
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl B |
|
|
|
|
|
|
|
|
2.560%, 06/15/2054(B)(D) |
|
|
1,205 |
|
|
|
979 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
6.574%, SOFR30A + 1.250%, 01/20/2037(B)(D) |
|
|
1,833 |
|
|
|
1,817 |
|
AREIT Trust, Ser 2022-CRE7, Cl A |
|
|
|
|
|
|
|
|
7.562%, TSFR1M + 2.242%, 06/17/2039(B)(D) |
|
|
2,110 |
|
|
|
2,112 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |
|
|
|
|
|
|
|
|
4.091%, 08/10/2038(B)(D) |
|
|
2,640 |
|
|
|
2,441 |
|
Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1 |
|
|
|
|
|
|
|
|
3.507%, 11/25/2021(B) |
|
|
6 |
|
|
|
4 |
|
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.272%, 04/25/2037(B) |
|
|
36 |
|
|
|
30 |
|
Banc of America Funding Trust, Ser 2003-2, Cl 1A1 |
|
|
|
|
|
|
|
|
6.500%, 06/25/2032 |
|
|
5 |
|
|
|
5 |
|
Banc of America Funding Trust, Ser 2004-2, Cl 1CB1 |
|
|
|
|
|
|
|
|
5.750%, 09/20/2034 |
|
|
26 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Banc of America Funding Trust, Ser 2005-B, Cl 2A1 |
|
|
|
|
|
|
|
|
4.058%, 04/20/2035(B) |
|
$ |
436 |
|
|
$ |
379 |
|
BANK, Ser 2017-BNK5, Cl A4 |
|
|
|
|
|
|
|
|
3.131%, 06/15/2060 |
|
|
1,130 |
|
|
|
1,060 |
|
BANK, Ser 2019-BN19, Cl A3 |
|
|
|
|
|
|
|
|
3.183%, 08/15/2061 |
|
|
385 |
|
|
|
337 |
|
BANK, Ser 2019-BN23, Cl A3 |
|
|
|
|
|
|
|
|
2.920%, 12/15/2052 |
|
|
685 |
|
|
|
609 |
|
BANK, Ser 2022-BNK40, Cl A4 |
|
|
|
|
|
|
|
|
3.394%, 03/15/2064(B) |
|
|
1,240 |
|
|
|
1,099 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(B)(D) |
|
|
6,065 |
|
|
|
5,260 |
|
BBCMS Mortgage Trust, Ser 2017-C18, Cl A5 |
|
|
|
|
|
|
|
|
5.710%, 12/15/2055(B) |
|
|
1,760 |
|
|
|
1,834 |
|
BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB |
|
|
|
|
|
|
|
|
4.236%, 12/15/2051 |
|
|
464 |
|
|
|
452 |
|
BBCMS Mortgage Trust, Ser 2020-C6, Cl A2 |
|
|
|
|
|
|
|
|
2.690%, 02/15/2053 |
|
|
1,205 |
|
|
|
1,125 |
|
BBCMS Trust, Ser 2015-SRCH, Cl A1 |
|
|
|
|
|
|
|
|
3.312%, 08/10/2035(D) |
|
|
1,040 |
|
|
|
983 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |
|
|
|
|
|
|
|
|
3.944%, 05/25/2034(B) |
|
|
10 |
|
|
|
9 |
|
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl X1, IO |
|
|
|
|
|
|
|
|
0.716%, 06/11/2041(B)(D) |
|
|
– |
|
|
|
– |
|
Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 |
|
|
|
|
|
|
|
|
3.458%, 03/15/2055 |
|
|
1,490 |
|
|
|
1,315 |
|
Benchmark Mortgage Trust, Ser 2022-B35, Cl A5 |
|
|
|
|
|
|
|
|
4.444%, 05/15/2055(B) |
|
|
970 |
|
|
|
898 |
|
Benchmark Mortgage Trust, Ser 2022-B35, Cl AS |
|
|
|
|
|
|
|
|
4.444%, 05/15/2055(B) |
|
|
975 |
|
|
|
864 |
|
BMO Mortgage Trust, Ser 2022-C1, Cl A1 |
|
|
|
|
|
|
|
|
2.198%, 02/15/2055 |
|
|
1,044 |
|
|
|
996 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
6.483%, TSFR1M + 1.164%, 09/15/2038(B)(D) |
|
|
745 |
|
|
|
737 |
|
BPR Trust, Ser 2022-STAR, Cl A |
|
|
|
|
|
|
|
|
8.550%, TSFR1M + 3.232%, 08/15/2024(B)(D) |
|
|
4,600 |
|
|
|
4,606 |
|
BRAVO Residential Funding Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
3.626%, 09/25/2061(B)(D) |
|
|
758 |
|
|
|
710 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.879%, 07/25/2049(C)(D) |
|
|
668 |
|
|
|
628 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
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(C)(D) |
|
$ |
238 |
|
|
$ |
230 |
|
BWAY Mortgage Trust, Ser 2015-1740, Cl A |
|
|
|
|
|
|
|
|
2.917%, 01/10/2035(D) |
|
|
2,200 |
|
|
|
1,342 |
|
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl A |
|
|
|
|
|
|
|
|
6.103%, TSFR1M + 0.784%, 06/15/2038(B)(D) |
|
|
1,156 |
|
|
|
1,146 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C |
|
|
|
|
|
|
|
|
6.532%, TSFR1M + 1.214%, 09/15/2036(B)(D) |
|
|
3,225 |
|
|
|
3,173 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.132%, TSFR1M + 0.814%, 09/15/2036(B)(D) |
|
|
6,571 |
|
|
|
6,497 |
|
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A |
|
|
|
|
|
|
|
|
6.121%, TSFR1M + 0.803%, 10/15/2038(B)(D) |
|
|
5,831 |
|
|
|
5,773 |
|
BX Commercial Mortgage Trust, Ser 2023-XL3, Cl A |
|
|
|
|
|
|
|
|
7.079%, TSFR1M + 1.761%, 12/09/2040(B)(D) |
|
|
1,500 |
|
|
|
1,510 |
|
BX Trust, Ser 2019-MMP, Cl A |
|
|
|
|
|
|
|
|
6.362%, TSFR1M + 1.044%, 08/15/2036(B)(D) |
|
|
796 |
|
|
|
780 |
|
BX Trust, Ser 2019-OC11, Cl A |
|
|
|
|
|
|
|
|
3.202%, 12/09/2041(D) |
|
|
1,945 |
|
|
|
1,719 |
|
BX Trust, Ser 2021-ARIA, Cl A |
|
|
|
|
|
|
|
|
6.332%, TSFR1M + 1.014%, 10/15/2036(B)(D) |
|
|
4,760 |
|
|
|
4,698 |
|
BX Trust, Ser 2021-ARIA, Cl B |
|
|
|
|
|
|
|
|
6.730%, TSFR1M + 1.411%, 10/15/2036(B)(D) |
|
|
3,641 |
|
|
|
3,578 |
|
BX Trust, Ser 2021-BXMF, Cl A |
|
|
|
|
|
|
|
|
6.068%, TSFR1M + 0.750%, 10/15/2026(B)(D) |
|
|
2,008 |
|
|
|
1,984 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
|
|
|
|
|
|
|
|
6.685%, TSFR1M + 1.367%, 12/15/2037(B)(D) |
|
|
1,400 |
|
|
|
1,400 |
|
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO |
|
|
|
|
|
|
|
|
0.023%, 01/15/2046(B)(D) |
|
|
55 |
|
|
|
– |
|
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 |
|
|
|
|
|
|
|
|
3.631%, 02/10/2050 |
|
|
1,240 |
|
|
|
1,146 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
443 |
|
|
|
431 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1 |
|
|
|
|
|
|
|
|
5.701%, 02/25/2037(B) |
|
$ |
10 |
|
|
$ |
10 |
|
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.245%, 02/25/2037(B) |
|
|
12 |
|
|
|
12 |
|
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.155%, 06/25/2035(B) |
|
|
14 |
|
|
|
13 |
|
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2 |
|
|
|
|
|
|
|
|
6.215%, TSFR1M + 0.894%, 10/25/2034(B) |
|
|
335 |
|
|
|
315 |
|
CIM Trust, Ser 2018-INV1, Cl A4 |
|
|
|
|
|
|
|
|
4.000%, 08/25/2048(B)(D) |
|
|
117 |
|
|
|
107 |
|
CIM Trust, Ser 2021-INV1, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 07/01/2051(B)(D) |
|
|
14,975 |
|
|
|
11,963 |
|
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl A5 |
|
|
|
|
|
|
|
|
3.855%, 05/10/2047 |
|
|
170 |
|
|
|
170 |
|
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS |
|
|
|
|
|
|
|
|
4.017%, 10/10/2047 |
|
|
880 |
|
|
|
862 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A4 |
|
|
|
|
|
|
|
|
3.458%, 12/10/2049 |
|
|
355 |
|
|
|
339 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |
|
|
|
|
|
|
|
|
2.869%, 08/10/2056 |
|
|
4,120 |
|
|
|
3,632 |
|
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |
|
|
|
|
|
|
|
|
6.240%, 09/25/2033(B) |
|
|
12 |
|
|
|
12 |
|
Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6 |
|
|
|
|
|
|
|
|
5.911%, 08/25/2034(B) |
|
|
8 |
|
|
|
7 |
|
Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1 |
|
|
|
|
|
|
|
|
5.657%, 09/25/2033(B)(D) |
|
|
20 |
|
|
|
19 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(B)(D) |
|
|
1,490 |
|
|
|
1,174 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(B)(D) |
|
|
1,558 |
|
|
|
1,235 |
|
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
2.994%, 02/25/2067(C)(D) |
|
|
1,587 |
|
|
|
1,433 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B |
|
|
|
|
|
|
|
|
3.742%, 02/10/2047(B) |
|
|
347 |
|
|
|
330 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM |
|
|
|
|
|
|
|
|
4.012%, 06/10/2047 |
|
|
510 |
|
|
|
496 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS4, Cl A4 |
|
|
|
|
|
|
|
|
3.420%, 08/10/2047 |
|
$ |
1,441 |
|
|
$ |
1,429 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C |
|
|
|
|
|
|
|
|
4.464%, 10/10/2048(B) |
|
|
1,755 |
|
|
|
1,632 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3 |
|
|
|
|
|
|
|
|
3.349%, 10/10/2048 |
|
|
3,878 |
|
|
|
3,748 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO |
|
|
|
|
|
|
|
|
1.081%, 02/10/2048(B) |
|
|
14,344 |
|
|
|
65 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 10/10/2048 |
|
|
772 |
|
|
|
753 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A |
|
|
|
|
|
|
|
|
3.244%, 10/10/2029(D) |
|
|
1,780 |
|
|
|
1,620 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2018-COR3, Cl A2 |
|
|
|
|
|
|
|
|
3.961%, 05/10/2051 |
|
|
6,103 |
|
|
|
5,828 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2020-CBM, Cl A2 |
|
|
|
|
|
|
|
|
2.896%, 02/10/2037(D) |
|
|
1,950 |
|
|
|
1,878 |
|
Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A |
|
|
|
|
|
|
|
|
2.173%, 11/10/2046(D) |
|
|
3,290 |
|
|
|
2,652 |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
6.872%, SOFR30A + 1.550%, 10/25/2041(B)(D) |
|
|
1,030 |
|
|
|
1,034 |
|
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
|
|
|
|
|
|
|
|
8.271%, SOFR30A + 2.950%, 06/25/2042(B)(D) |
|
|
782 |
|
|
|
803 |
|
Connecticut Avenue Securities TruST, Ser 2024-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.122%, SOFR30A + 1.800%, 01/25/2044(B)(D) |
|
|
790 |
|
|
|
792 |
|
Countrywide Alternative Loan Trust, Ser 2004-27CB, Cl A1 |
|
|
|
|
|
|
|
|
6.000%, 12/25/2034 |
|
|
305 |
|
|
|
268 |
|
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1 |
|
|
|
|
|
|
|
|
6.500%, 11/25/2031 |
|
|
57 |
|
|
|
56 |
|
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl PO, PO |
|
|
|
|
|
|
|
|
0.000%, 11/25/2031(A) |
|
|
1 |
|
|
|
1 |
|
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1 |
|
|
|
|
|
|
|
|
5.362%, 08/25/2034(B) |
|
|
71 |
|
|
|
63 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-20, Cl A7 |
|
|
|
|
|
|
|
|
5.250%, 12/25/2027 |
|
$ |
72 |
|
|
$ |
43 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A |
|
|
|
|
|
|
|
|
6.345%, TSFR1M + 1.027%, 05/15/2036(B)(D) |
|
|
7,082 |
|
|
|
7,082 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl C |
|
|
|
|
|
|
|
|
6.795%, TSFR1M + 1.477%, 05/15/2036(B)(D) |
|
|
4,145 |
|
|
|
4,145 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
845 |
|
|
|
827 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-CX9, Cl A5 |
|
|
|
|
|
|
|
|
3.446%, 09/15/2050 |
|
|
4,380 |
|
|
|
4,041 |
|
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2003-29, Cl 5A1 |
|
|
|
|
|
|
|
|
7.000%, 12/25/2033 |
|
|
16 |
|
|
|
16 |
|
CSMC Trust, Ser 2014-USA, Cl A2 |
|
|
|
|
|
|
|
|
3.953%, 09/15/2037(D) |
|
|
2,080 |
|
|
|
1,830 |
|
CSMC Trust, Ser 2017-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 07/25/2057(B)(D) |
|
|
2,665 |
|
|
|
2,548 |
|
CSMC Trust, Ser 2018-J1, Cl A2 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
2,583 |
|
|
|
2,275 |
|
CSMC Trust, Ser 2018-RPL9, Cl A |
|
|
|
|
|
|
|
|
3.850%, 09/25/2057(B)(D) |
|
|
2,831 |
|
|
|
2,670 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
3.573%, 07/25/2049(C)(D) |
|
|
612 |
|
|
|
563 |
|
CSMC Trust, Ser 2019-NQM1, Cl A3 |
|
|
|
|
|
|
|
|
4.064%, 10/25/2059(C)(D) |
|
|
1,150 |
|
|
|
1,112 |
|
CSMC Trust, Ser 2020-FACT, Cl A |
|
|
|
|
|
|
|
|
7.033%, TSFR1M + 1.714%, 10/15/2037(B)(D) |
|
|
2,080 |
|
|
|
2,041 |
|
CSMC Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.632%, 04/25/2066(B)(D) |
|
|
1,335 |
|
|
|
1,102 |
|
CSMC Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 05/25/2066(B)(D) |
|
|
1,871 |
|
|
|
1,478 |
|
CSMC Trust, Ser 2021-NQM7, Cl A1 |
|
|
|
|
|
|
|
|
1.756%, 10/25/2066(B)(D) |
|
|
1,131 |
|
|
|
972 |
|
CSMC Trust, Ser 2021-RPL2, Cl A1 |
|
|
|
|
|
|
|
|
0.000%, 01/25/2060(D)(E) |
|
|
689 |
|
|
|
591 |
|
CSMC Trust, Ser 2021-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
|
2,211 |
|
|
|
1,890 |
|
CSMC Trust, Ser 2021-RPL6, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 10/25/2060(B)(D) |
|
|
1,226 |
|
|
|
1,070 |
|
CSMC Trust, Ser 2022-ATH2, Cl A1 |
|
|
|
|
|
|
|
|
4.547%, 05/25/2067(B)(D) |
|
|
5,181 |
|
|
|
5,012 |
|
CSMC Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.265%, 11/25/2066(B)(D) |
|
|
3,171 |
|
|
|
2,758 |
|
DBJPM Mortgage Trust, Ser 2016-C1, Cl B |
|
|
|
|
|
|
|
|
4.195%, 05/10/2049(B) |
|
|
1,780 |
|
|
|
1,607 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
DC Office Trust, Ser 2019-MTC, Cl A |
|
|
|
|
|
|
|
|
2.965%, 09/15/2045(D) |
|
$ |
1,995 |
|
|
$ |
1,688 |
|
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
2.205%, 01/25/2067(B)(D) |
|
|
2,375 |
|
|
|
2,118 |
|
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |
|
|
|
|
|
|
|
|
6.234%, TSFR1M + 0.914%, 11/19/2044(B) |
|
|
190 |
|
|
|
177 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(B)(D) |
|
|
1,857 |
|
|
|
1,487 |
|
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
2.206%, 01/25/2067(B)(D) |
|
|
828 |
|
|
|
700 |
|
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B |
|
|
|
|
|
|
|
|
6.533%, TSFR1M + 1.214%, 10/15/2038(B)(D) |
|
|
1,330 |
|
|
|
1,316 |
|
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl A |
|
|
|
|
|
|
|
|
6.187%, TSFR1M + 0.869%, 10/15/2038(B)(D) |
|
|
1,931 |
|
|
|
1,914 |
|
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
502 |
|
|
|
441 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.822%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
|
|
2,300 |
|
|
|
2,294 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
6.322%, SOFR30A + 1.000%, 01/25/2042(B)(D) |
|
|
2,716 |
|
|
|
2,711 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.522%, SOFR30A + 2.200%, 05/25/2042(B)(D) |
|
|
366 |
|
|
|
372 |
|
First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 |
|
|
|
|
|
|
|
|
5.818%, 09/25/2034(B) |
|
|
14 |
|
|
|
13 |
|
Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048(B)(D) |
|
|
50 |
|
|
|
49 |
|
Granite Point Mortgage Trust, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.684%, TSFR1M + 1.364%, 07/16/2035(B)(D) |
|
|
1,095 |
|
|
|
1,062 |
|
GS Mortgage Securities II Trust, Ser 2023-SHIP, Cl A |
|
|
|
|
|
|
|
|
4.322%, 09/10/2038(B)(D) |
|
|
1,980 |
|
|
|
1,917 |
|
GS Mortgage Securities Trust, Ser 2015-GC32, Cl A3 |
|
|
|
|
|
|
|
|
3.498%, 07/10/2048 |
|
|
792 |
|
|
|
770 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities Trust, Ser 2017-SLP, Cl C |
|
|
|
|
|
|
|
|
3.924%, 10/10/2032(D) |
|
$ |
4,610 |
|
|
$ |
4,473 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl B |
|
|
|
|
|
|
|
|
8.365%, TSFR1M + 3.000%, 09/15/2031(B)(D) |
|
|
2,821 |
|
|
|
917 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl A |
|
|
|
|
|
|
|
|
7.165%, TSFR1M + 1.800%, 09/15/2031(B)(D) |
|
|
3,346 |
|
|
|
2,375 |
|
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4 |
|
|
|
|
|
|
|
|
1.721%, 12/12/2053 |
|
|
2,606 |
|
|
|
2,069 |
|
GS Mortgage Securities Trust, Ser 2021-ARDN, Cl B |
|
|
|
|
|
|
|
|
7.082%, TSFR1M + 1.764%, 11/15/2036(B)(D) |
|
|
3,062 |
|
|
|
3,004 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(D) |
|
|
2,438 |
|
|
|
2,341 |
|
GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2 |
|
|
|
|
|
|
|
|
2.000%, 12/25/2060(B)(D) |
|
|
1,111 |
|
|
|
914 |
|
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24 |
|
|
|
|
|
|
|
|
3.000%, 06/25/2052(B)(D) |
|
|
2,020 |
|
|
|
1,782 |
|
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 |
|
|
|
|
|
|
|
|
0.000%, 09/25/2035(B)(D)(E) |
|
|
127 |
|
|
|
1 |
|
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |
|
|
|
|
|
|
|
|
6.000%, 09/25/2034 |
|
|
22 |
|
|
|
22 |
|
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |
|
|
|
|
|
|
|
|
5.500%, 01/25/2037 |
|
|
3 |
|
|
|
4 |
|
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C |
|
|
|
|
|
|
|
|
6.334%, TSFR1M + 1.014%, 06/20/2035(B) |
|
|
905 |
|
|
|
820 |
|
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl A1A2 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037(D) |
|
|
5,470 |
|
|
|
5,276 |
|
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A |
|
|
|
|
|
|
|
|
3.228%, 07/10/2039(D) |
|
|
1,900 |
|
|
|
1,694 |
|
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |
|
|
|
|
|
|
|
|
2.943%, 12/10/2041(B)(D) |
|
|
1,995 |
|
|
|
1,740 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Impac CMB Trust, Ser 2005-4, Cl 2A1 |
|
|
|
|
|
|
|
|
6.035%, TSFR1M + 0.414%, 05/25/2035(B) |
|
$ |
67 |
|
|
$ |
61 |
|
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1 |
|
|
|
|
|
|
|
|
5.314%, 01/25/2051(D) |
|
|
559 |
|
|
|
550 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
|
|
|
|
|
|
|
|
6.295%, TSFR1M + 0.974%, 09/25/2034(B) |
|
|
9 |
|
|
|
8 |
|
Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A |
|
|
|
|
|
|
|
|
6.235%, TSFR1M + 0.914%, 11/25/2034(B) |
|
|
14 |
|
|
|
12 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl AS |
|
|
|
|
|
|
|
|
3.997%, 08/15/2047 |
|
|
2,170 |
|
|
|
2,114 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4 |
|
|
|
|
|
|
|
|
3.670%, 09/15/2047 |
|
|
469 |
|
|
|
465 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
2.912%, 10/15/2048 |
|
|
2,078 |
|
|
|
2,033 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5 |
|
|
|
|
|
|
|
|
3.822%, 07/15/2048 |
|
|
1,410 |
|
|
|
1,349 |
|
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl B |
|
|
|
|
|
|
|
|
4.009%, 03/15/2050(B) |
|
|
1,740 |
|
|
|
1,406 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4 |
|
|
|
|
|
|
|
|
2.822%, 08/15/2049 |
|
|
1,400 |
|
|
|
1,313 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 |
|
|
|
|
|
|
|
|
3.393%, 12/15/2049 |
|
|
485 |
|
|
|
463 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |
|
|
|
|
|
|
|
|
3.397%, 06/05/2039(D) |
|
|
2,000 |
|
|
|
1,788 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2022-ACB, Cl A |
|
|
|
|
|
|
|
|
6.725%, SOFR30A + 1.400%, 03/15/2039(B)(D) |
|
|
1,550 |
|
|
|
1,540 |
|
JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3 |
|
|
|
|
|
|
|
|
5.241%, 06/25/2034(B) |
|
|
106 |
|
|
|
98 |
|
JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 |
|
|
|
|
|
|
|
|
5.113%, 02/25/2035(B) |
|
|
32 |
|
|
|
30 |
|
JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2 |
|
|
|
|
|
|
|
|
6.144%, 04/25/2035(B) |
|
|
2 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
6.095%, 11/25/2033(B) |
|
$ |
29 |
|
|
$ |
27 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |
|
|
|
|
|
|
|
|
5.592%, 08/25/2034(B) |
|
|
52 |
|
|
|
51 |
|
JPMorgan Mortgage Trust, Ser 2017-5, Cl A2 |
|
|
|
|
|
|
|
|
3.951%, 10/26/2048(B)(D) |
|
|
2,936 |
|
|
|
2,871 |
|
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 09/25/2048(B)(D) |
|
|
339 |
|
|
|
298 |
|
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
271 |
|
|
|
234 |
|
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
328 |
|
|
|
286 |
|
JPMorgan Mortgage Trust, Ser 2019-LTV3, Cl B2 |
|
|
|
|
|
|
|
|
4.379%, 03/25/2050(B)(D) |
|
|
916 |
|
|
|
823 |
|
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050(B)(D) |
|
|
336 |
|
|
|
283 |
|
JPMorgan Mortgage Trust, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 06/25/2051(B)(D) |
|
|
8,637 |
|
|
|
6,900 |
|
JPMorgan Mortgage Trust, Ser 2021-10, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(B)(D) |
|
|
8,295 |
|
|
|
6,616 |
|
JPMorgan Mortgage Trust, Ser 2021-14, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 05/25/2052(B)(D) |
|
|
10,358 |
|
|
|
8,275 |
|
JPMorgan Mortgage Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2052(B)(D) |
|
|
9,599 |
|
|
|
7,669 |
|
JPMorgan Mortgage Trust, Ser 2022-3, Cl A2 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2052(B)(D) |
|
|
1,279 |
|
|
|
1,062 |
|
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A |
|
|
|
|
|
|
|
|
2.130%, 09/10/2039(D) |
|
|
2,300 |
|
|
|
2,037 |
|
MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A |
|
|
|
|
|
|
|
|
5.375%, 11/21/2034(B) |
|
|
607 |
|
|
|
567 |
|
MASTR Alternative Loans Trust, Ser 2004-4, Cl 1A1 |
|
|
|
|
|
|
|
|
5.500%, 05/25/2034 |
|
|
135 |
|
|
|
128 |
|
MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3 |
|
|
|
|
|
|
|
|
6.250%, 07/25/2036 |
|
|
159 |
|
|
|
86 |
|
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 08/25/2034(D) |
|
|
994 |
|
|
|
621 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F |
|
|
|
|
|
|
|
|
5.785%, TSFR1M + 0.464%, 05/25/2035(B)(D) |
|
$ |
182 |
|
|
$ |
94 |
|
MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO |
|
|
|
|
|
|
|
|
0.000%, 05/28/2035(A)(D) |
|
|
5 |
|
|
|
3 |
|
MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1 |
|
|
|
|
|
|
|
|
6.219%, 10/25/2032(B) |
|
|
2 |
|
|
|
2 |
|
MASTR Seasoned Securitization Trust, Ser 2005-1, Cl 4A1 |
|
|
|
|
|
|
|
|
6.273%, 10/25/2032(B) |
|
|
10 |
|
|
|
9 |
|
Med Trust, Ser 2021-MDLN, Cl A |
|
|
|
|
|
|
|
|
6.383%, TSFR1M + 1.064%, 11/15/2038(B)(D) |
|
|
3,094 |
|
|
|
3,071 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |
|
|
|
|
|
|
|
|
6.244%, 07/25/2033(B) |
|
|
18 |
|
|
|
16 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.068%, 12/25/2034(B) |
|
|
37 |
|
|
|
34 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.289%, 02/25/2034(B) |
|
|
17 |
|
|
|
15 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 |
|
|
|
|
|
|
|
|
4.927%, 08/25/2034(B) |
|
|
24 |
|
|
|
22 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-D, Cl A2 |
|
|
|
|
|
|
|
|
6.401%, TSFR6M + 1.148%, 09/25/2029(B) |
|
|
26 |
|
|
|
24 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2006-1, Cl 1A |
|
|
|
|
|
|
|
|
4.667%, 02/25/2036(B) |
|
|
6 |
|
|
|
6 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(B)(D) |
|
|
602 |
|
|
|
508 |
|
MFA Trust, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.131%, 07/25/2060(B)(D) |
|
|
901 |
|
|
|
794 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A |
|
|
|
|
|
|
|
|
6.233%, TSFR1M + 0.915%, 04/15/2038(B)(D) |
|
|
998 |
|
|
|
992 |
|
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 10/25/2069(B)(D) |
|
|
1,441 |
|
|
|
1,379 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(D) |
|
|
1,124 |
|
|
|
1,047 |
|
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |
|
|
|
|
|
|
|
|
0.954%, 11/15/2049(B) |
|
|
12,945 |
|
|
|
249 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A |
|
|
|
|
|
|
|
|
7.321%, TSFR1M + 1.650%, 05/15/2036(B)(D) |
|
$ |
2,296 |
|
|
$ |
2,272 |
|
Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3 |
|
|
|
|
|
|
|
|
1.790%, 07/15/2053 |
|
|
1,356 |
|
|
|
1,112 |
|
Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB |
|
|
|
|
|
|
|
|
2.624%, 02/15/2053 |
|
|
3,930 |
|
|
|
3,618 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A |
|
|
|
|
|
|
|
|
5.645%, 04/25/2034(B) |
|
|
54 |
|
|
|
53 |
|
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 05/25/2051(B)(D) |
|
|
9,119 |
|
|
|
7,285 |
|
Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 |
|
|
|
|
|
|
|
|
5.783%, US0001M + 0.340%, 04/16/2036(B)(D) |
|
|
1,996 |
|
|
|
1,907 |
|
MSBAM Commercial Mortgage Securities Trust, Ser 2012-CKSV, Cl A2 |
|
|
|
|
|
|
|
|
3.277%, 10/15/2030(D) |
|
|
135 |
|
|
|
120 |
|
MSCG Trust, Ser 2015-ALDR, Cl A2 |
|
|
|
|
|
|
|
|
3.462%, 06/07/2035(B)(D) |
|
|
3,115 |
|
|
|
2,813 |
|
MSWF Commercial Mortgage Trust, Ser 2023-2, Cl A5 |
|
|
|
|
|
|
|
|
6.014%, 12/15/2056(B) |
|
|
1,840 |
|
|
|
1,960 |
|
New Residential Mortgage Loan Trust, Ser 2015-2A, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 08/25/2055(B)(D) |
|
|
901 |
|
|
|
837 |
|
New Residential Mortgage Loan Trust, Ser 2017-4A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 05/25/2057(B)(D) |
|
|
1,576 |
|
|
|
1,479 |
|
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 12/25/2058(B)(D) |
|
|
1,323 |
|
|
|
1,203 |
|
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 09/25/2059(B)(D) |
|
|
1,744 |
|
|
|
1,605 |
|
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1 |
|
|
|
|
|
|
|
|
4.000%, 09/25/2059(B)(D) |
|
|
1,386 |
|
|
|
1,281 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(B)(D) |
|
|
228 |
|
|
|
210 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(B)(D) |
|
|
707 |
|
|
|
592 |
|
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
5.000%, 06/25/2062(C)(D) |
|
|
1,126 |
|
|
|
1,104 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
New York Mortgage Trust, Ser 2006-1, Cl 2A2 |
|
|
|
|
|
|
|
|
4.824%, 05/25/2036(B) |
|
$ |
36 |
|
|
$ |
30 |
|
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
6.185%, TSFR1M + 0.864%, 05/25/2055(B)(D) |
|
|
1,426 |
|
|
|
1,425 |
|
NJ Trust, Ser 2023-GSP, Cl A |
|
|
|
|
|
|
|
|
6.481%, 01/06/2029(B)(D) |
|
|
1,430 |
|
|
|
1,476 |
|
OBX Trust, Ser 2019-EXP1, Cl 1A3 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2059(B)(D) |
|
|
27 |
|
|
|
26 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(B)(D) |
|
|
719 |
|
|
|
564 |
|
OBX Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.054%, 07/25/2061(B)(D) |
|
|
1,017 |
|
|
|
787 |
|
OBX Trust, Ser 2022-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.305%, 11/25/2061(B)(D) |
|
|
3,134 |
|
|
|
2,679 |
|
Oceanview Mortgage Trust, Ser 2021-3, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
7,259 |
|
|
|
6,303 |
|
One Bryant Park Trust, Ser 2019-OBP, Cl A |
|
|
|
|
|
|
|
|
2.516%, 09/15/2054(D) |
|
|
2,490 |
|
|
|
2,124 |
|
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.957%, 10/25/2061(B)(D) |
|
|
890 |
|
|
|
733 |
|
OPG Trust, Ser 2021-PORT, Cl A |
|
|
|
|
|
|
|
|
5.917%, TSFR1M + 0.598%, 10/15/2036(B)(D) |
|
|
2,726 |
|
|
|
2,685 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |
|
|
|
|
|
|
|
|
0.000%, 02/25/2034(A) |
|
|
3 |
|
|
|
2 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2034 |
|
|
15 |
|
|
|
14 |
|
PRKCM Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
1.510%, 08/25/2056(B)(D) |
|
|
1,104 |
|
|
|
878 |
|
PRKCM Trust, Ser 2021-AFC2, Cl A1 |
|
|
|
|
|
|
|
|
2.071%, 11/25/2056(B)(D) |
|
|
846 |
|
|
|
706 |
|
RALI Trust, Ser 2005-QO2, Cl A1 |
|
|
|
|
|
|
|
|
6.441%, 12MTA + 1.360%, 09/25/2045(B) |
|
|
152 |
|
|
|
135 |
|
RALI Trust, Ser 2005-QO5, Cl A1 |
|
|
|
|
|
|
|
|
6.081%, 12MTA + 1.000%, 01/25/2046(B) |
|
|
275 |
|
|
|
211 |
|
RAMP Trust, Ser 2004-SL1, Cl A7 |
|
|
|
|
|
|
|
|
7.000%, 11/25/2031 |
|
|
20 |
|
|
|
17 |
|
Rate Mortgage Trust, Ser 2021-HB1, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(B)(D) |
|
|
4,979 |
|
|
|
3,965 |
|
Rate Mortgage Trust, Ser 2021-J4, Cl A7 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(B)(D) |
|
|
11,113 |
|
|
|
9,560 |
|
Rate Mortgage Trust, Ser 2022-J1, Cl A7 |
|
|
|
|
|
|
|
|
3.000%, 01/25/2052(B)(D) |
|
|
2,214 |
|
|
|
1,843 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
4.052%, 12/25/2034(B) |
|
$ |
179 |
|
|
$ |
159 |
|
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.654%, 05/25/2060(B)(D) |
|
|
276 |
|
|
|
272 |
|
Rocket Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
1,204 |
|
|
|
962 |
|
Rocket Mortgage Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 02/25/2052(B)(D) |
|
|
1,495 |
|
|
|
1,190 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A3 |
|
|
|
|
|
|
|
|
6.000%, US0006M + 0.320%, 01/20/2035(B) |
|
|
68 |
|
|
|
65 |
|
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |
|
|
|
|
|
|
|
|
4.978%, 10/25/2048(B)(D) |
|
|
1,996 |
|
|
|
1,918 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
|
|
|
|
|
|
|
|
4.144%, 01/05/2043(B)(D) |
|
|
115 |
|
|
|
90 |
|
SG Residential Mortgage Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
3.166%, 03/27/2062(B)(D) |
|
|
3,604 |
|
|
|
3,262 |
|
SMRT, Ser 2022-MINI, Cl A |
|
|
|
|
|
|
|
|
6.318%, TSFR1M + 1.000%, 01/15/2039(B)(D) |
|
|
7,460 |
|
|
|
7,385 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(B)(D) |
|
|
490 |
|
|
|
426 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(B)(D) |
|
|
82 |
|
|
|
76 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(B)(D) |
|
|
365 |
|
|
|
338 |
|
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.027%, 11/25/2055(B)(D) |
|
|
333 |
|
|
|
304 |
|
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.162%, 08/25/2056(B)(D) |
|
|
1,425 |
|
|
|
1,177 |
|
Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 |
|
|
|
|
|
|
|
|
6.094%, TSFR1M + 0.774%, 10/19/2034(B) |
|
|
36 |
|
|
|
33 |
|
Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 |
|
|
|
|
|
|
|
|
5.914%, TSFR1M + 0.594%, 04/19/2035(B) |
|
|
645 |
|
|
|
600 |
|
Structured Asset Securities, Ser 2003-31A, Cl 2A7 |
|
|
|
|
|
|
|
|
6.725%, 10/25/2033(B) |
|
|
811 |
|
|
|
773 |
|
Structured Asset Securities, Ser 2003-37A, Cl 2A |
|
|
|
|
|
|
|
|
5.791%, 12/25/2033(B) |
|
|
22 |
|
|
|
21 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
STWD, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
6.512%, TSFR1M + 1.194%, 07/15/2038(B)(D) |
|
$ |
34 |
|
|
$ |
34 |
|
Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 |
|
|
|
|
|
|
|
|
6.075%, TSFR1M + 0.754%, 09/25/2043(B) |
|
|
71 |
|
|
|
66 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl B2 |
|
|
|
|
|
|
|
|
3.639%, 06/25/2057(B)(D) |
|
|
1,860 |
|
|
|
1,536 |
|
Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 03/25/2058(B)(D) |
|
|
– |
|
|
|
– |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.900%, 10/25/2059(B)(D) |
|
|
18 |
|
|
|
17 |
|
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
3.088%, 02/25/2063(B)(D) |
|
|
1,241 |
|
|
|
1,171 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(B)(D) |
|
|
1,044 |
|
|
|
950 |
|
Towd Point Mortgage Trust, Ser 2022-4, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2062(D) |
|
|
2,992 |
|
|
|
2,770 |
|
UBS Commercial Mortgage Trust, Ser 2017-C4, Cl A3 |
|
|
|
|
|
|
|
|
3.301%, 10/15/2050 |
|
|
802 |
|
|
|
750 |
|
UBS Commercial Mortgage Trust, Ser 2018-C11, Cl B |
|
|
|
|
|
|
|
|
4.713%, 06/15/2051(B) |
|
|
1,750 |
|
|
|
1,529 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(C)(D) |
|
|
351 |
|
|
|
339 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(B)(D) |
|
|
434 |
|
|
|
418 |
|
Verus Securitization Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
2.226%, 05/25/2060(B)(D) |
|
|
156 |
|
|
|
154 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(B)(D) |
|
|
615 |
|
|
|
532 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(B)(D) |
|
|
1,225 |
|
|
|
1,055 |
|
Verus Securitization Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.046%, 06/25/2066(B)(D) |
|
|
990 |
|
|
|
819 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(B)(D) |
|
|
1,287 |
|
|
|
1,014 |
|
Verus Securitization Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.013%, 09/25/2066(B)(D) |
|
|
3,389 |
|
|
|
2,817 |
|
Verus Securitization Trust, Ser 2021-7, Cl A1 |
|
|
|
|
|
|
|
|
1.829%, 10/25/2066(B)(D) |
|
|
1,451 |
|
|
|
1,239 |
|
Verus Securitization Trust, Ser 2021-8, Cl A1 |
|
|
|
|
|
|
|
|
1.824%, 11/25/2066(B)(D) |
|
|
1,417 |
|
|
|
1,210 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(B)(D) |
|
$ |
492 |
|
|
$ |
443 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(B)(D) |
|
|
581 |
|
|
|
513 |
|
Visio Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.312%, 11/25/2055(D) |
|
|
355 |
|
|
|
328 |
|
VNDO Mortgage Trust, Ser 2016-350P, Cl A |
|
|
|
|
|
|
|
|
3.805%, 01/10/2035(D) |
|
|
1,210 |
|
|
|
1,132 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
5.857%, 10/25/2033(B) |
|
|
31 |
|
|
|
29 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 |
|
|
|
|
|
|
|
|
5.346%, 06/25/2033(B) |
|
|
27 |
|
|
|
26 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
5.580%, 08/25/2033(B) |
|
|
29 |
|
|
|
27 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
5.657%, 09/25/2033(B) |
|
|
68 |
|
|
|
62 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |
|
|
|
|
|
|
|
|
2.515%, 06/25/2033(B) |
|
|
5 |
|
|
|
5 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |
|
|
|
|
|
|
|
|
5.250%, 10/25/2033 |
|
|
107 |
|
|
|
102 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |
|
|
|
|
|
|
|
|
4.559%, 06/25/2034(B) |
|
|
21 |
|
|
|
19 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 |
|
|
|
|
|
|
|
|
5.050%, 06/25/2034(B) |
|
|
1,862 |
|
|
|
1,730 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6 |
|
|
|
|
|
|
|
|
4.947%, 07/25/2034(B) |
|
|
2,231 |
|
|
|
2,061 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
5.955%, TSFR1M + 0.634%, 11/25/2045(B) |
|
|
5,196 |
|
|
|
4,698 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 |
|
|
|
|
|
|
|
|
5.975%, TSFR1M + 0.654%, 12/25/2045(B) |
|
|
2,522 |
|
|
|
2,449 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B |
|
|
|
|
|
|
|
|
6.151%, 12MTA + 1.070%, 01/25/2046(B) |
|
|
907 |
|
|
|
653 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4 |
|
|
|
|
|
|
|
|
4.022%, 11/25/2036(B) |
|
|
57 |
|
|
|
48 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B |
|
|
|
|
|
|
|
|
4.390%, 12MTA + 0.810%, 12/25/2046(B) |
|
$ |
69 |
|
|
$ |
52 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A |
|
|
|
|
|
|
|
|
4.234%, 12MTA + 1.500%, 12/25/2046(B) |
|
|
126 |
|
|
|
107 |
|
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO |
|
|
|
|
|
|
|
|
5.500%, 05/25/2035 |
|
|
113 |
|
|
|
18 |
|
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS8, Cl 1P, PO |
|
|
|
|
|
|
|
|
0.000%, 05/25/2033(A) |
|
|
2 |
|
|
|
2 |
|
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO |
|
|
|
|
|
|
|
|
0.000%, 04/25/2033(A) |
|
|
8 |
|
|
|
7 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 |
|
|
|
|
|
|
|
|
5.950%, 08/25/2035(B) |
|
|
14 |
|
|
|
13 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO |
|
|
|
|
|
|
|
|
0.976%, 08/15/2047(B) |
|
|
9,376 |
|
|
|
16 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |
|
|
|
|
|
|
|
|
4.213%, 08/15/2047(B) |
|
|
2,180 |
|
|
|
2,049 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B |
|
|
|
|
|
|
|
|
4.371%, 09/15/2057(B) |
|
|
970 |
|
|
|
876 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO |
|
|
|
|
|
|
|
|
0.543%, 10/15/2057(B) |
|
|
3,916 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
398,967 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $3,297,130) ($ Thousands) |
|
|
|
|
|
|
3,115,929 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 26.8% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.441%, 04/11/2024 (F) |
|
|
4,930 |
|
|
|
4,900 |
|
5.327%, 04/02/2024 (F) |
|
|
53,220 |
|
|
|
52,969 |
|
5.308%, 04/16/2024 (F) |
|
|
65,640 |
|
|
|
65,197 |
|
5.305%, 05/09/2024 (F) |
|
|
15,650 |
|
|
|
15,493 |
|
5.283%, 05/07/2024 (F) |
|
|
6,810 |
|
|
|
6,743 |
|
5.278%, 04/25/2024 (F) |
|
|
23,740 |
|
|
|
23,548 |
|
5.276%, 03/19/2024 (F) |
|
|
17,025 |
|
|
|
16,980 |
|
5.276%, 04/18/2024 (F) |
|
|
17,130 |
|
|
|
17,010 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
136,867 |
|
|
|
140,845 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
4.750%, 11/15/2053 |
|
$ |
44,637 |
|
|
$ |
47,490 |
|
4.500%, 02/15/2044 |
|
|
23,243 |
|
|
|
23,236 |
|
4.375%, 08/15/2043 |
|
|
17,100 |
|
|
|
16,742 |
|
4.250%, 02/15/2054 |
|
|
95,066 |
|
|
|
93,284 |
|
4.125%, 08/15/2053 |
|
|
8,787 |
|
|
|
8,412 |
|
4.000%, 11/15/2042 |
|
|
1,130 |
|
|
|
1,055 |
|
4.000%, 11/15/2052 |
|
|
310 |
|
|
|
290 |
|
3.875%, 02/15/2043 |
|
|
7,850 |
|
|
|
7,187 |
|
3.875%, 05/15/2043 |
|
|
18,299 |
|
|
|
16,734 |
|
3.625%, 08/15/2043 |
|
|
460 |
|
|
|
406 |
|
3.625%, 02/15/2044 |
|
|
6,330 |
|
|
|
5,565 |
|
3.625%, 02/15/2053 |
|
|
20,494 |
|
|
|
17,918 |
|
3.625%, 05/15/2053 |
|
|
2,724 |
|
|
|
2,383 |
|
3.375%, 08/15/2042 |
|
|
450 |
|
|
|
385 |
|
3.375%, 05/15/2044 |
|
|
5,470 |
|
|
|
4,624 |
|
3.375%, 11/15/2048 |
|
|
1,840 |
|
|
|
1,529 |
|
3.250%, 05/15/2042 |
|
|
4,120 |
|
|
|
3,465 |
|
3.125%, 11/15/2041 |
|
|
6,557 |
|
|
|
5,459 |
|
3.125%, 08/15/2044 |
|
|
600 |
|
|
|
487 |
|
3.125%, 05/15/2048 |
|
|
10,270 |
|
|
|
8,160 |
|
3.000%, 02/15/2049 |
|
|
8,260 |
|
|
|
6,400 |
|
3.000%, 08/15/2052 |
|
|
7,750 |
|
|
|
5,991 |
|
2.875%, 08/15/2028 |
|
|
7,485 |
|
|
|
7,054 |
|
2.875%, 08/15/2045 |
|
|
590 |
|
|
|
456 |
|
2.875%, 05/15/2049 |
|
|
1,360 |
|
|
|
1,028 |
|
2.875%, 05/15/2052 |
|
|
23,875 |
|
|
|
17,977 |
|
2.375%, 02/15/2042 |
|
|
15,124 |
|
|
|
11,114 |
|
2.375%, 05/15/2051 |
|
|
48,468 |
|
|
|
32,706 |
|
2.250%, 08/15/2046 |
|
|
4,750 |
|
|
|
3,226 |
|
2.250%, 02/15/2052 |
|
|
21,753 |
|
|
|
14,230 |
|
2.000%, 11/15/2041 |
|
|
95,502 |
|
|
|
66,120 |
|
2.000%, 08/15/2051 |
|
|
7,220 |
|
|
|
4,446 |
|
1.875%, 02/15/2051 |
|
|
11,000 |
|
|
|
6,585 |
|
1.875%, 11/15/2051 |
|
|
14,575 |
|
|
|
8,684 |
|
1.750%, 08/15/2041 |
|
|
80,030 |
|
|
|
53,298 |
|
1.625%, 11/15/2050 |
|
|
1,670 |
|
|
|
938 |
|
1.375%, 11/15/2040 |
|
|
48,146 |
|
|
|
30,576 |
|
1.375%, 08/15/2050 |
|
|
100 |
|
|
|
52 |
|
1.125%, 05/15/2040 |
|
|
2,289 |
|
|
|
1,412 |
|
1.125%, 08/15/2040 |
|
|
70,151 |
|
|
|
42,863 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
1.125%, 01/15/2033 |
|
|
14,530 |
|
|
|
13,592 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.000%, 08/31/2025 |
|
|
480 |
|
|
|
481 |
|
5.000%, 10/31/2025 |
|
|
13,675 |
|
|
|
13,726 |
|
4.875%, 11/30/2025 |
|
|
8,695 |
|
|
|
8,716 |
|
4.875%, 10/31/2028 |
|
|
360 |
|
|
|
369 |
|
4.750%, 07/31/2025 |
|
|
11,585 |
|
|
|
11,570 |
|
4.625%, 02/28/2025 |
|
|
6,097 |
|
|
|
6,072 |
|
4.625%, 02/28/2026 |
|
|
42,593 |
|
|
|
42,590 |
|
4.625%, 09/15/2026 |
|
|
90 |
|
|
|
90 |
|
4.625%, 11/15/2026 |
|
|
9,585 |
|
|
|
9,621 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
4.625%, 09/30/2028 |
|
$ |
1,140 |
|
|
$ |
1,155 |
|
4.625%, 09/30/2030 |
|
|
10 |
|
|
|
10 |
|
4.500%, 11/30/2024 |
|
|
108 |
|
|
|
107 |
|
4.500%, 11/15/2033 |
|
|
13,145 |
|
|
|
13,394 |
|
4.375%, 10/31/2024 |
|
|
470 |
|
|
|
467 |
|
4.375%, 08/31/2028 |
|
|
580 |
|
|
|
582 |
|
4.375%, 11/30/2030 |
|
|
8,280 |
|
|
|
8,324 |
|
4.250%, 10/15/2025 |
|
|
26,680 |
|
|
|
26,465 |
|
4.250%, 01/31/2026 |
|
|
1,120 |
|
|
|
1,112 |
|
4.250%, 02/28/2029 |
|
|
194,162 |
|
|
|
194,192 |
|
4.250%, 02/28/2031 |
|
|
11,808 |
|
|
|
11,793 |
|
4.125%, 01/31/2025 |
|
|
16,168 |
|
|
|
16,028 |
|
4.125%, 02/15/2027 |
|
|
101,113 |
|
|
|
100,284 |
|
4.000%, 01/15/2027 |
|
|
10,565 |
|
|
|
10,441 |
|
4.000%, 01/31/2029 |
|
|
157,661 |
|
|
|
155,838 |
|
4.000%, 02/28/2030 |
|
|
3,984 |
|
|
|
3,924 |
|
4.000%, 01/31/2031 |
|
|
12,380 |
|
|
|
12,179 |
|
4.000%, 02/15/2034 |
|
|
111,179 |
|
|
|
109,008 |
|
3.875%, 04/30/2025 |
|
|
18,015 |
|
|
|
17,796 |
|
3.875%, 11/30/2027 |
|
|
12,692 |
|
|
|
12,481 |
|
3.875%, 12/31/2029 |
|
|
7,949 |
|
|
|
7,784 |
|
3.750%, 12/31/2028 |
|
|
1,060 |
|
|
|
1,036 |
|
3.625%, 03/31/2030 |
|
|
5,498 |
|
|
|
5,306 |
|
3.250%, 06/30/2029 |
|
|
20,914 |
|
|
|
19,894 |
|
3.000%, 07/15/2025 |
|
|
3,375 |
|
|
|
3,292 |
|
2.750%, 04/30/2027 |
|
|
11,410 |
|
|
|
10,857 |
|
2.750%, 07/31/2027 |
|
|
21,079 |
|
|
|
19,995 |
|
2.625%, 07/31/2029 |
|
|
63,650 |
|
|
|
58,620 |
|
2.375%, 03/31/2029 |
|
|
9,373 |
|
|
|
8,566 |
|
2.000%, 11/15/2026 |
|
|
7,220 |
|
|
|
6,772 |
|
1.750%, 03/15/2025 |
|
|
6,436 |
|
|
|
6,223 |
|
1.500%, 08/15/2026 |
|
|
7,323 |
|
|
|
6,815 |
|
1.375%, 10/31/2028 |
|
|
17,685 |
|
|
|
15,529 |
|
1.250%, 04/30/2028 |
|
|
19,983 |
|
|
|
17,664 |
|
1.250%, 06/30/2028 |
|
|
7,211 |
|
|
|
6,347 |
|
1.250%, 09/30/2028 |
|
|
3,579 |
|
|
|
3,130 |
|
1.125%, 10/31/2026 |
|
|
34,057 |
|
|
|
31,214 |
|
1.125%, 08/31/2028 |
|
|
1,714 |
|
|
|
1,493 |
|
1.000%, 07/31/2028 |
|
|
20,607 |
|
|
|
17,896 |
|
0.375%, 01/31/2026 |
|
|
1,685 |
|
|
|
1,554 |
|
0.375%, 07/31/2027 |
|
|
14,830 |
|
|
|
12,961 |
|
0.250%, 07/31/2025 |
|
|
14,020 |
|
|
|
13,147 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $2,081,823) ($ Thousands) |
|
|
2,002,154 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 26.3% |
Communication Services — 2.4% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
1.900%, 08/15/2040 |
|
|
390 |
|
|
|
258 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
AT&T |
|
|
|
|
|
|
|
|
5.550%, 08/15/2041 |
|
$ |
240 |
|
|
$ |
235 |
|
5.400%, 02/15/2034 |
|
|
3,865 |
|
|
|
3,870 |
|
5.350%, 09/01/2040 |
|
|
230 |
|
|
|
221 |
|
4.500%, 05/15/2035 |
|
|
2,740 |
|
|
|
2,523 |
|
4.500%, 03/09/2048 |
|
|
195 |
|
|
|
163 |
|
4.350%, 06/15/2045 |
|
|
1,082 |
|
|
|
905 |
|
3.800%, 12/01/2057 |
|
|
2,105 |
|
|
|
1,482 |
|
3.650%, 09/15/2059 |
|
|
930 |
|
|
|
629 |
|
3.550%, 09/15/2055 |
|
|
4,068 |
|
|
|
2,771 |
|
3.500%, 06/01/2041 |
|
|
719 |
|
|
|
551 |
|
3.500%, 09/15/2053 |
|
|
3,526 |
|
|
|
2,424 |
|
2.550%, 12/01/2033 |
|
|
380 |
|
|
|
300 |
|
2.300%, 06/01/2027 |
|
|
1,200 |
|
|
|
1,099 |
|
2.250%, 02/01/2032 |
|
|
3,070 |
|
|
|
2,462 |
|
1.700%, 03/25/2026 |
|
|
2,230 |
|
|
|
2,074 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.484%, 10/23/2045 |
|
|
110 |
|
|
|
100 |
|
6.384%, 10/23/2035 |
|
|
170 |
|
|
|
165 |
|
6.150%, 11/10/2026 |
|
|
4,129 |
|
|
|
4,165 |
|
5.750%, 04/01/2048 |
|
|
2,710 |
|
|
|
2,256 |
|
5.500%, 04/01/2063 |
|
|
968 |
|
|
|
749 |
|
5.375%, 04/01/2038 |
|
|
1,480 |
|
|
|
1,275 |
|
5.375%, 05/01/2047 |
|
|
350 |
|
|
|
276 |
|
5.250%, 04/01/2053 |
|
|
1,380 |
|
|
|
1,071 |
|
5.125%, 07/01/2049 |
|
|
310 |
|
|
|
235 |
|
5.050%, 03/30/2029 |
|
|
2,000 |
|
|
|
1,914 |
|
4.908%, 07/23/2025 |
|
|
970 |
|
|
|
957 |
|
4.800%, 03/01/2050 |
|
|
4,290 |
|
|
|
3,104 |
|
4.400%, 04/01/2033 (G) |
|
|
2,040 |
|
|
|
1,783 |
|
4.200%, 03/15/2028 |
|
|
980 |
|
|
|
919 |
|
3.900%, 06/01/2052 |
|
|
575 |
|
|
|
362 |
|
3.750%, 02/15/2028 |
|
|
681 |
|
|
|
628 |
|
3.500%, 06/01/2041 |
|
|
387 |
|
|
|
256 |
|
3.500%, 03/01/2042 |
|
|
2,178 |
|
|
|
1,425 |
|
2.300%, 02/01/2032 |
|
|
2,000 |
|
|
|
1,519 |
|
Comcast |
|
|
|
|
|
|
|
|
7.050%, 03/15/2033 |
|
|
50 |
|
|
|
56 |
|
5.350%, 11/15/2027 |
|
|
1,478 |
|
|
|
1,501 |
|
4.950%, 10/15/2058 |
|
|
120 |
|
|
|
111 |
|
4.400%, 08/15/2035 |
|
|
3,525 |
|
|
|
3,275 |
|
4.250%, 10/15/2030 |
|
|
1,320 |
|
|
|
1,263 |
|
4.250%, 01/15/2033 |
|
|
360 |
|
|
|
337 |
|
4.200%, 08/15/2034 |
|
|
570 |
|
|
|
524 |
|
4.150%, 10/15/2028 |
|
|
2,960 |
|
|
|
2,872 |
|
4.049%, 11/01/2052 |
|
|
4,025 |
|
|
|
3,177 |
|
4.000%, 03/01/2048 |
|
|
110 |
|
|
|
87 |
|
3.999%, 11/01/2049 |
|
|
120 |
|
|
|
95 |
|
3.969%, 11/01/2047 |
|
|
2,370 |
|
|
|
1,877 |
|
3.950%, 10/15/2025 |
|
|
1,110 |
|
|
|
1,091 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.750%, 04/01/2040 |
|
$ |
380 |
|
|
$ |
311 |
|
3.450%, 02/01/2050 |
|
|
280 |
|
|
|
201 |
|
3.400%, 04/01/2030 |
|
|
450 |
|
|
|
412 |
|
3.400%, 07/15/2046 |
|
|
60 |
|
|
|
44 |
|
3.300%, 04/01/2027 |
|
|
310 |
|
|
|
296 |
|
3.250%, 11/01/2039 |
|
|
250 |
|
|
|
192 |
|
3.150%, 03/01/2026 |
|
|
630 |
|
|
|
608 |
|
2.987%, 11/01/2063 |
|
|
841 |
|
|
|
505 |
|
2.937%, 11/01/2056 |
|
|
339 |
|
|
|
209 |
|
2.887%, 11/01/2051 |
|
|
690 |
|
|
|
437 |
|
2.800%, 01/15/2051 |
|
|
470 |
|
|
|
294 |
|
1.500%, 02/15/2031 |
|
|
4,175 |
|
|
|
3,330 |
|
Cox Enterprises |
|
|
|
|
|
|
|
|
7.375%, 07/15/2027 (D) |
|
|
2,895 |
|
|
|
3,047 |
|
Discovery Communications LLC |
|
|
|
|
|
|
|
|
4.000%, 09/15/2055 |
|
|
786 |
|
|
|
520 |
|
Fox |
|
|
|
|
|
|
|
|
6.500%, 10/13/2033 |
|
|
810 |
|
|
|
851 |
|
5.476%, 01/25/2039 |
|
|
270 |
|
|
|
252 |
|
4.709%, 01/25/2029 |
|
|
210 |
|
|
|
205 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
1,418 |
|
|
|
1,485 |
|
5.600%, 05/15/2053 |
|
|
1,843 |
|
|
|
1,908 |
|
4.450%, 08/15/2052 |
|
|
1,495 |
|
|
|
1,306 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
1,175 |
|
|
|
1,078 |
|
5.900%, 10/15/2040 |
|
|
840 |
|
|
|
683 |
|
4.950%, 05/19/2050 |
|
|
908 |
|
|
|
646 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.300%, 02/15/2034 |
|
|
1,700 |
|
|
|
1,669 |
|
SES GLOBAL Americas Holdings GP |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (D) |
|
|
2,000 |
|
|
|
1,533 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
1,630 |
|
|
|
1,969 |
|
Sprint LLC |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
|
2,020 |
|
|
|
2,025 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (D) |
|
|
8,398 |
|
|
|
8,372 |
|
4.738%, 03/20/2025 (D) |
|
|
1,585 |
|
|
|
1,575 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
4.000%, 04/14/2032 |
|
|
1,625 |
|
|
|
1,494 |
|
Telefonica Emisiones |
|
|
|
|
|
|
|
|
4.103%, 03/08/2027 |
|
|
150 |
|
|
|
145 |
|
Time Warner Cable Enterprises LLC |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,380 |
|
|
|
1,531 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
100 |
|
|
|
100 |
|
6.750%, 06/15/2039 |
|
|
170 |
|
|
|
160 |
|
6.550%, 05/01/2037 |
|
|
280 |
|
|
|
264 |
|
5.875%, 11/15/2040 |
|
|
3,755 |
|
|
|
3,238 |
|
5.500%, 09/01/2041 |
|
|
4,882 |
|
|
|
4,025 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
T-Mobile USA |
|
|
|
|
|
|
|
|
5.750%, 01/15/2034 |
|
$ |
1,488 |
|
|
$ |
1,532 |
|
5.150%, 04/15/2034 |
|
|
3,429 |
|
|
|
3,377 |
|
5.050%, 07/15/2033 |
|
|
1,867 |
|
|
|
1,826 |
|
4.500%, 04/15/2050 |
|
|
1,610 |
|
|
|
1,362 |
|
3.875%, 04/15/2030 |
|
|
3,540 |
|
|
|
3,286 |
|
3.750%, 04/15/2027 |
|
|
7,000 |
|
|
|
6,710 |
|
3.500%, 04/15/2025 |
|
|
720 |
|
|
|
704 |
|
3.400%, 10/15/2052 |
|
|
3,585 |
|
|
|
2,490 |
|
3.300%, 02/15/2051 |
|
|
210 |
|
|
|
144 |
|
3.000%, 02/15/2041 |
|
|
480 |
|
|
|
347 |
|
2.700%, 03/15/2032 |
|
|
2,680 |
|
|
|
2,231 |
|
2.550%, 02/15/2031 |
|
|
1,604 |
|
|
|
1,352 |
|
2.250%, 02/15/2026 |
|
|
1,570 |
|
|
|
1,479 |
|
2.250%, 11/15/2031 |
|
|
790 |
|
|
|
641 |
|
1.500%, 02/15/2026 |
|
|
504 |
|
|
|
468 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.500%, 03/16/2047 |
|
|
100 |
|
|
|
100 |
|
5.500%, 02/23/2054 |
|
|
1,294 |
|
|
|
1,278 |
|
5.250%, 03/16/2037 |
|
|
1,100 |
|
|
|
1,098 |
|
4.862%, 08/21/2046 |
|
|
30 |
|
|
|
28 |
|
4.500%, 08/10/2033 |
|
|
470 |
|
|
|
444 |
|
4.400%, 11/01/2034 |
|
|
3,830 |
|
|
|
3,562 |
|
4.329%, 09/21/2028 |
|
|
2,554 |
|
|
|
2,479 |
|
4.125%, 03/16/2027 |
|
|
330 |
|
|
|
321 |
|
4.016%, 12/03/2029 |
|
|
1,337 |
|
|
|
1,267 |
|
4.000%, 03/22/2050 |
|
|
1,110 |
|
|
|
876 |
|
3.850%, 11/01/2042 |
|
|
1,750 |
|
|
|
1,406 |
|
3.700%, 03/22/2061 |
|
|
475 |
|
|
|
336 |
|
3.400%, 03/22/2041 |
|
|
240 |
|
|
|
184 |
|
3.150%, 03/22/2030 |
|
|
580 |
|
|
|
519 |
|
3.000%, 03/22/2027 |
|
|
220 |
|
|
|
207 |
|
2.650%, 11/20/2040 |
|
|
1,642 |
|
|
|
1,132 |
|
2.625%, 08/15/2026 |
|
|
940 |
|
|
|
886 |
|
2.550%, 03/21/2031 |
|
|
1,396 |
|
|
|
1,177 |
|
2.355%, 03/15/2032 |
|
|
2,258 |
|
|
|
1,831 |
|
2.100%, 03/22/2028 |
|
|
700 |
|
|
|
623 |
|
1.750%, 01/20/2031 |
|
|
1,640 |
|
|
|
1,315 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
4.875%, 06/19/2049 |
|
|
1,401 |
|
|
|
1,213 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
260 |
|
|
|
295 |
|
6.200%, 12/15/2034 |
|
|
265 |
|
|
|
289 |
|
4.625%, 03/23/2040 |
|
|
755 |
|
|
|
710 |
|
3.500%, 05/13/2040 |
|
|
2,215 |
|
|
|
1,777 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
6.412%, 03/15/2026 |
|
|
720 |
|
|
|
720 |
|
5.141%, 03/15/2052 |
|
|
10,208 |
|
|
|
8,295 |
|
5.050%, 03/15/2042 |
|
|
5,785 |
|
|
|
4,865 |
|
4.279%, 03/15/2032 |
|
|
2,605 |
|
|
|
2,298 |
|
4.054%, 03/15/2029 |
|
|
500 |
|
|
|
463 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.755%, 03/15/2027 |
|
$ |
370 |
|
|
$ |
350 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
178,605 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.9% |
|
|
|
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
600 |
|
|
|
593 |
|
4.800%, 12/05/2034 |
|
|
187 |
|
|
|
187 |
|
4.250%, 08/22/2057 |
|
|
160 |
|
|
|
138 |
|
3.875%, 08/22/2037 |
|
|
5,260 |
|
|
|
4,690 |
|
3.600%, 04/13/2032 (G) |
|
|
2,260 |
|
|
|
2,084 |
|
3.450%, 04/13/2029 |
|
|
550 |
|
|
|
521 |
|
3.300%, 04/13/2027 |
|
|
260 |
|
|
|
249 |
|
3.150%, 08/22/2027 |
|
|
160 |
|
|
|
152 |
|
3.100%, 05/12/2051 |
|
|
2,210 |
|
|
|
1,560 |
|
2.500%, 06/03/2050 |
|
|
880 |
|
|
|
553 |
|
1.500%, 06/03/2030 |
|
|
540 |
|
|
|
447 |
|
1.200%, 06/03/2027 |
|
|
1,090 |
|
|
|
975 |
|
AutoZone |
|
|
|
|
|
|
|
|
6.250%, 11/01/2028 |
|
|
1,185 |
|
|
|
1,232 |
|
Comcast |
|
|
|
|
|
|
|
|
4.000%, 08/15/2047 |
|
|
170 |
|
|
|
136 |
|
Daimler Finance North America LLC |
|
|
|
|
|
|
|
|
2.700%, 06/14/2024 (D) |
|
|
990 |
|
|
|
982 |
|
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 (G) |
|
|
940 |
|
|
|
938 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
6.050%, 03/05/2031 |
|
|
1,530 |
|
|
|
1,523 |
|
2.900%, 02/10/2029 |
|
|
3,029 |
|
|
|
2,639 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
70 |
|
|
|
74 |
|
6.250%, 10/02/2043 |
|
|
940 |
|
|
|
944 |
|
5.600%, 10/15/2032 (G) |
|
|
280 |
|
|
|
279 |
|
5.150%, 04/01/2038 |
|
|
150 |
|
|
|
139 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.750%, 02/08/2031 |
|
|
1,863 |
|
|
|
1,858 |
|
5.000%, 04/09/2027 |
|
|
465 |
|
|
|
460 |
|
4.350%, 01/17/2027 |
|
|
180 |
|
|
|
175 |
|
Home Depot |
|
|
|
|
|
|
|
|
3.900%, 12/06/2028 |
|
|
80 |
|
|
|
77 |
|
3.900%, 06/15/2047 |
|
|
100 |
|
|
|
81 |
|
3.350%, 04/15/2050 |
|
|
800 |
|
|
|
579 |
|
3.300%, 04/15/2040 |
|
|
540 |
|
|
|
423 |
|
2.700%, 04/15/2030 |
|
|
480 |
|
|
|
425 |
|
2.500%, 04/15/2027 |
|
|
430 |
|
|
|
401 |
|
Hyatt Hotels |
|
|
|
|
|
|
|
|
1.800%, 10/01/2024 |
|
|
2,515 |
|
|
|
2,459 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.500%, 01/16/2029 (D) |
|
|
1,723 |
|
|
|
1,803 |
|
5.950%, 09/21/2026 (D) |
|
|
2,085 |
|
|
|
2,108 |
|
5.700%, 06/26/2030 (D) |
|
|
747 |
|
|
|
759 |
|
5.600%, 03/30/2028 (D) |
|
|
2,340 |
|
|
|
2,362 |
|
5.500%, 03/30/2026 (D) |
|
|
767 |
|
|
|
768 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.400%, 01/08/2031 (D) |
|
$ |
880 |
|
|
$ |
881 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
1.300%, 01/08/2026 (D) |
|
|
1,418 |
|
|
|
1,314 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.200%, 08/08/2024 |
|
|
1,480 |
|
|
|
1,461 |
|
2.900%, 06/25/2025 |
|
|
140 |
|
|
|
134 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.850%, 04/01/2063 |
|
|
375 |
|
|
|
378 |
|
5.750%, 07/01/2053 |
|
|
1,125 |
|
|
|
1,136 |
|
5.625%, 04/15/2053 |
|
|
1,479 |
|
|
|
1,468 |
|
5.000%, 04/15/2040 |
|
|
1,690 |
|
|
|
1,606 |
|
4.500%, 04/15/2030 |
|
|
320 |
|
|
|
311 |
|
4.250%, 04/01/2052 |
|
|
2,167 |
|
|
|
1,741 |
|
2.500%, 04/15/2026 |
|
|
260 |
|
|
|
247 |
|
1.700%, 09/15/2028 |
|
|
900 |
|
|
|
782 |
|
McDonald's |
|
|
|
|
|
|
|
|
5.450%, 08/14/2053 |
|
|
700 |
|
|
|
698 |
|
4.800%, 08/14/2028 |
|
|
1,489 |
|
|
|
1,485 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
4.875%, 12/09/2045 |
|
|
670 |
|
|
|
618 |
|
4.700%, 12/09/2035 |
|
|
1,262 |
|
|
|
1,212 |
|
4.200%, 04/01/2050 |
|
|
1,250 |
|
|
|
1,034 |
|
3.800%, 04/01/2028 |
|
|
250 |
|
|
|
240 |
|
3.700%, 01/30/2026 |
|
|
1,065 |
|
|
|
1,040 |
|
3.625%, 09/01/2049 |
|
|
90 |
|
|
|
68 |
|
3.600%, 07/01/2030 (G) |
|
|
460 |
|
|
|
426 |
|
3.500%, 03/01/2027 |
|
|
180 |
|
|
|
173 |
|
3.500%, 07/01/2027 |
|
|
510 |
|
|
|
489 |
|
2.125%, 03/01/2030 |
|
|
420 |
|
|
|
360 |
|
1.450%, 09/01/2025 |
|
|
850 |
|
|
|
805 |
|
Newell Brands |
|
|
|
|
|
|
|
|
5.200%, 04/01/2026 |
|
|
560 |
|
|
|
544 |
|
NIKE |
|
|
|
|
|
|
|
|
3.375%, 03/27/2050 |
|
|
2 |
|
|
|
1 |
|
3.250%, 03/27/2040 |
|
|
330 |
|
|
|
262 |
|
2.850%, 03/27/2030 |
|
|
650 |
|
|
|
585 |
|
2.750%, 03/27/2027 |
|
|
640 |
|
|
|
604 |
|
Sands China |
|
|
|
|
|
|
|
|
5.125%, 08/08/2025 |
|
|
810 |
|
|
|
798 |
|
4.625%, 06/18/2030 |
|
|
1,890 |
|
|
|
1,726 |
|
Starbucks |
|
|
|
|
|
|
|
|
4.850%, 02/08/2027 |
|
|
3,727 |
|
|
|
3,708 |
|
3.500%, 11/15/2050 |
|
|
940 |
|
|
|
688 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
64,796 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 1.7% |
|
|
|
|
Adani International Container Terminal PVT |
|
|
|
|
|
|
|
|
3.000%, 02/16/2031 (D) |
|
|
554 |
|
|
|
475 |
|
Aetna |
|
|
|
|
|
|
|
|
3.875%, 08/15/2047 |
|
|
360 |
|
|
|
269 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.000%, 09/23/2029 (D) |
|
|
3,845 |
|
|
|
3,449 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Altria Group |
|
|
|
|
|
|
|
|
6.875%, 11/01/2033 |
|
$ |
1,820 |
|
|
$ |
1,966 |
|
5.950%, 02/14/2049 |
|
|
380 |
|
|
|
378 |
|
4.800%, 02/14/2029 |
|
|
11 |
|
|
|
11 |
|
4.400%, 02/14/2026 |
|
|
203 |
|
|
|
200 |
|
3.400%, 02/04/2041 |
|
|
970 |
|
|
|
698 |
|
2.450%, 02/04/2032 |
|
|
2,750 |
|
|
|
2,202 |
|
2.350%, 05/06/2025 |
|
|
180 |
|
|
|
174 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
2,920 |
|
|
|
2,699 |
|
4.700%, 02/01/2036 |
|
|
2,292 |
|
|
|
2,194 |
|
3.650%, 02/01/2026 |
|
|
434 |
|
|
|
423 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.800%, 01/23/2059 |
|
|
561 |
|
|
|
595 |
|
5.550%, 01/23/2049 |
|
|
1,120 |
|
|
|
1,148 |
|
5.450%, 01/23/2039 |
|
|
1,150 |
|
|
|
1,169 |
|
4.750%, 01/23/2029 |
|
|
1,890 |
|
|
|
1,874 |
|
4.375%, 04/15/2038 |
|
|
1,033 |
|
|
|
945 |
|
4.350%, 06/01/2040 |
|
|
970 |
|
|
|
869 |
|
4.000%, 04/13/2028 |
|
|
310 |
|
|
|
301 |
|
3.500%, 06/01/2030 |
|
|
300 |
|
|
|
278 |
|
Bacardi |
|
|
|
|
|
|
|
|
4.450%, 05/15/2025 (D) |
|
|
2,895 |
|
|
|
2,852 |
|
Bacardi / Barcardi Martini BV |
|
|
|
|
|
|
|
|
5.400%, 06/15/2033 (D) |
|
|
1,855 |
|
|
|
1,825 |
|
BAT Capital |
|
|
|
|
|
|
|
|
6.000%, 02/20/2034 |
|
|
390 |
|
|
|
386 |
|
5.834%, 02/20/2031 |
|
|
3,410 |
|
|
|
3,398 |
|
5.650%, 03/16/2052 |
|
|
2,155 |
|
|
|
1,893 |
|
4.758%, 09/06/2049 |
|
|
224 |
|
|
|
173 |
|
4.540%, 08/15/2047 |
|
|
3,815 |
|
|
|
2,861 |
|
4.390%, 08/15/2037 |
|
|
680 |
|
|
|
558 |
|
3.557%, 08/15/2027 |
|
|
1,792 |
|
|
|
1,694 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (D) |
|
|
3,938 |
|
|
|
3,668 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
3.375%, 10/08/2024 (D) |
|
|
1,475 |
|
|
|
1,450 |
|
Bunge Finance |
|
|
|
|
|
|
|
|
1.630%, 08/17/2025 |
|
|
771 |
|
|
|
730 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
2.500%, 06/01/2040 |
|
|
310 |
|
|
|
221 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
3.347%, 10/01/2029 |
|
|
981 |
|
|
|
892 |
|
2.782%, 10/01/2030 |
|
|
1,840 |
|
|
|
1,576 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
5.250%, 11/15/2048 |
|
|
1,561 |
|
|
|
1,477 |
|
4.900%, 05/01/2033 |
|
|
712 |
|
|
|
691 |
|
4.800%, 01/15/2029 |
|
|
890 |
|
|
|
877 |
|
4.350%, 05/09/2027 |
|
|
600 |
|
|
|
587 |
|
3.600%, 05/09/2024 |
|
|
420 |
|
|
|
418 |
|
2.250%, 08/01/2031 |
|
|
130 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Costco Wholesale |
|
|
|
|
|
|
|
|
1.750%, 04/20/2032 |
|
$ |
560 |
|
|
$ |
448 |
|
1.375%, 06/20/2027 |
|
|
1,220 |
|
|
|
1,097 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
6.036%, 12/10/2028 |
|
|
946 |
|
|
|
952 |
|
5.926%, 01/10/2034 (D) |
|
|
122 |
|
|
|
120 |
|
5.880%, 01/10/2028 |
|
|
56 |
|
|
|
55 |
|
5.789%, 01/10/2026 (D) |
|
|
282 |
|
|
|
281 |
|
Danone |
|
|
|
|
|
|
|
|
2.947%, 11/02/2026 (D) |
|
|
450 |
|
|
|
426 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (D) |
|
|
2,590 |
|
|
|
2,418 |
|
Fresenius Medical Care US Finance III |
|
|
|
|
|
|
|
|
1.875%, 12/01/2026 (D) |
|
|
2,440 |
|
|
|
2,200 |
|
General Mills |
|
|
|
|
|
|
|
|
5.500%, 10/17/2028 |
|
|
1,665 |
|
|
|
1,692 |
|
Haleon US Capital LLC |
|
|
|
|
|
|
|
|
3.625%, 03/24/2032 |
|
|
830 |
|
|
|
744 |
|
3.375%, 03/24/2027 |
|
|
770 |
|
|
|
731 |
|
3.375%, 03/24/2029 |
|
|
530 |
|
|
|
490 |
|
Imperial Brands Finance PLC |
|
|
|
|
|
|
|
|
4.250%, 07/21/2025 (D) |
|
|
3,165 |
|
|
|
3,102 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (D) |
|
|
1,568 |
|
|
|
1,643 |
|
6.750%, 03/15/2034 (D) |
|
|
6,090 |
|
|
|
6,272 |
|
6.500%, 12/01/2052 |
|
|
3,825 |
|
|
|
3,678 |
|
3.000%, 02/02/2029 |
|
|
2,235 |
|
|
|
1,959 |
|
3.000%, 05/15/2032 |
|
|
2,765 |
|
|
|
2,214 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.050%, 03/22/2028 |
|
|
1,496 |
|
|
|
1,506 |
|
5.050%, 03/22/2053 |
|
|
972 |
|
|
|
936 |
|
4.900%, 03/22/2033 |
|
|
1,040 |
|
|
|
1,028 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
4.500%, 04/15/2052 |
|
|
1,413 |
|
|
|
1,200 |
|
4.417%, 05/25/2025 |
|
|
91 |
|
|
|
90 |
|
Kimberly-Clark |
|
|
|
|
|
|
|
|
3.100%, 03/26/2030 |
|
|
200 |
|
|
|
182 |
|
Mondelez International |
|
|
|
|
|
|
|
|
1.500%, 05/04/2025 |
|
|
1,070 |
|
|
|
1,023 |
|
PepsiCo |
|
|
|
|
|
|
|
|
3.900%, 07/18/2032 |
|
|
1,827 |
|
|
|
1,715 |
|
2.625%, 03/19/2027 |
|
|
80 |
|
|
|
75 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.750%, 11/17/2032 |
|
|
381 |
|
|
|
389 |
|
5.625%, 09/07/2033 |
|
|
643 |
|
|
|
650 |
|
5.500%, 09/07/2030 |
|
|
1,053 |
|
|
|
1,063 |
|
5.375%, 02/15/2033 |
|
|
3,277 |
|
|
|
3,261 |
|
5.250%, 09/07/2028 |
|
|
1,614 |
|
|
|
1,626 |
|
5.250%, 02/13/2034 |
|
|
340 |
|
|
|
332 |
|
5.125%, 02/15/2030 |
|
|
2,835 |
|
|
|
2,821 |
|
5.125%, 02/13/2031 |
|
|
1,295 |
|
|
|
1,275 |
|
5.000%, 11/17/2025 |
|
|
1,588 |
|
|
|
1,583 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.875%, 02/15/2028 |
|
$ |
2,763 |
|
|
$ |
2,748 |
|
4.875%, 02/13/2029 |
|
|
2,071 |
|
|
|
2,036 |
|
2.100%, 05/01/2030 |
|
|
460 |
|
|
|
388 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.250%, 07/01/2033 |
|
|
1,355 |
|
|
|
1,369 |
|
3.500%, 03/01/2032 |
|
|
670 |
|
|
|
560 |
|
Reckitt Benckiser Treasury Services PLC |
|
|
|
|
|
|
|
|
2.750%, 06/26/2024 (D) |
|
|
1,955 |
|
|
|
1,936 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
1,060 |
|
|
|
1,210 |
|
7.250%, 06/15/2037 |
|
|
745 |
|
|
|
797 |
|
6.150%, 09/15/2043 |
|
|
480 |
|
|
|
464 |
|
5.850%, 08/15/2045 |
|
|
4,055 |
|
|
|
3,684 |
|
Solventum |
|
|
|
|
|
|
|
|
5.900%, 04/30/2054 (D) |
|
|
1,130 |
|
|
|
1,106 |
|
5.600%, 03/23/2034 (D) |
|
|
1,410 |
|
|
|
1,401 |
|
5.450%, 03/13/2031 (D) |
|
|
1,070 |
|
|
|
1,061 |
|
5.400%, 03/01/2029 (D) |
|
|
1,070 |
|
|
|
1,068 |
|
Trustees of the University of Pennsylvania |
|
|
|
|
|
|
|
|
3.610%, 02/15/2119 |
|
|
43 |
|
|
|
30 |
|
Tyson Foods |
|
|
|
|
|
|
|
|
5.700%, 03/15/2034 |
|
|
1,714 |
|
|
|
1,712 |
|
5.400%, 03/15/2029 |
|
|
1,081 |
|
|
|
1,081 |
|
Walmart |
|
|
|
|
|
|
|
|
3.300%, 04/22/2024 |
|
|
175 |
|
|
|
174 |
|
1.800%, 09/22/2031 |
|
|
200 |
|
|
|
164 |
|
1.500%, 09/22/2028 |
|
|
290 |
|
|
|
255 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
125,171 |
|
| |
|
|
|
|
|
|
|
|
Energy — 2.3% |
|
|
|
|
Aker BP |
|
|
|
|
|
|
|
|
6.000%, 06/13/2033 (D) |
|
|
2,423 |
|
|
|
2,464 |
|
5.600%, 06/13/2028 (D) |
|
|
1,932 |
|
|
|
1,950 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
110 |
|
|
|
92 |
|
4.750%, 04/15/2043 |
|
|
420 |
|
|
|
323 |
|
4.250%, 01/15/2030 |
|
|
20 |
|
|
|
18 |
|
4.250%, 01/15/2044 |
|
|
1,130 |
|
|
|
780 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
4.989%, 04/10/2034 |
|
|
1,864 |
|
|
|
1,834 |
|
4.893%, 09/11/2033 |
|
|
1,795 |
|
|
|
1,760 |
|
4.812%, 02/13/2033 |
|
|
5,161 |
|
|
|
5,035 |
|
4.699%, 04/10/2029 |
|
|
1,856 |
|
|
|
1,833 |
|
3.633%, 04/06/2030 |
|
|
480 |
|
|
|
448 |
|
3.000%, 02/24/2050 |
|
|
1,430 |
|
|
|
954 |
|
Cameron LNG LLC |
|
|
|
|
|
|
|
|
3.302%, 01/15/2035 (D) |
|
|
1,670 |
|
|
|
1,381 |
|
2.902%, 07/15/2031 (D) |
|
|
1,530 |
|
|
|
1,318 |
|
Canadian Natural Resources |
|
|
|
|
|
|
|
|
6.450%, 06/30/2033 |
|
|
200 |
|
|
|
211 |
|
Cheniere Corpus Christi Holdings LLC |
|
|
|
|
|
|
|
|
3.700%, 11/15/2029 |
|
|
1,846 |
|
|
|
1,702 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Chevron |
|
|
|
|
|
|
|
|
3.078%, 05/11/2050 |
|
$ |
950 |
|
|
$ |
670 |
|
Columbia Pipelines Operating LLC |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (D) |
|
|
280 |
|
|
|
299 |
|
6.036%, 11/15/2033 (D) |
|
|
1,875 |
|
|
|
1,925 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
6.950%, 04/15/2029 |
|
|
995 |
|
|
|
1,090 |
|
4.150%, 11/15/2034 |
|
|
458 |
|
|
|
422 |
|
Continental Resources/Oklahoma |
|
|
|
|
|
|
|
|
4.900%, 06/01/2044 |
|
|
810 |
|
|
|
657 |
|
4.375%, 01/15/2028 |
|
|
810 |
|
|
|
779 |
|
3.800%, 06/01/2024 |
|
|
770 |
|
|
|
766 |
|
2.268%, 11/15/2026 (D) |
|
|
3,665 |
|
|
|
3,363 |
|
Coterra Energy |
|
|
|
|
|
|
|
|
4.375%, 03/15/2029 |
|
|
1,840 |
|
|
|
1,773 |
|
3.900%, 05/15/2027 |
|
|
1,740 |
|
|
|
1,673 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
1,580 |
|
|
|
1,795 |
|
5.850%, 12/15/2025 |
|
|
1,400 |
|
|
|
1,408 |
|
5.600%, 07/15/2041 |
|
|
1,360 |
|
|
|
1,280 |
|
5.250%, 10/15/2027 |
|
|
98 |
|
|
|
98 |
|
5.000%, 06/15/2045 |
|
|
1,640 |
|
|
|
1,419 |
|
4.750%, 05/15/2042 |
|
|
567 |
|
|
|
480 |
|
4.500%, 01/15/2030 |
|
|
256 |
|
|
|
244 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
6.250%, 03/15/2033 |
|
|
3,576 |
|
|
|
3,759 |
|
6.250%, 03/15/2053 |
|
|
1,489 |
|
|
|
1,575 |
|
4.250%, 03/15/2052 |
|
|
225 |
|
|
|
178 |
|
3.500%, 12/01/2029 |
|
|
1,350 |
|
|
|
1,239 |
|
3.125%, 03/24/2031 |
|
|
320 |
|
|
|
281 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 05/28/2045 |
|
|
3,400 |
|
|
|
2,518 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.700%, 11/15/2053 |
|
|
1,647 |
|
|
|
1,841 |
|
6.200%, 11/15/2030 |
|
|
1,123 |
|
|
|
1,177 |
|
6.000%, 11/15/2028 |
|
|
1,123 |
|
|
|
1,163 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.400%, 12/01/2030 |
|
|
5,086 |
|
|
|
5,337 |
|
6.250%, 04/15/2049 |
|
|
1,390 |
|
|
|
1,403 |
|
6.125%, 12/15/2045 |
|
|
879 |
|
|
|
873 |
|
5.950%, 05/15/2054 |
|
|
2,057 |
|
|
|
2,008 |
|
5.750%, 02/15/2033 |
|
|
1,484 |
|
|
|
1,494 |
|
5.550%, 05/15/2034 |
|
|
1,793 |
|
|
|
1,774 |
|
5.500%, 06/01/2027 |
|
|
620 |
|
|
|
622 |
|
5.400%, 10/01/2047 |
|
|
1,049 |
|
|
|
951 |
|
5.300%, 04/01/2044 |
|
|
60 |
|
|
|
54 |
|
5.300%, 04/15/2047 |
|
|
1,937 |
|
|
|
1,735 |
|
5.250%, 04/15/2029 |
|
|
2,085 |
|
|
|
2,077 |
|
5.000%, 05/15/2050 |
|
|
3,200 |
|
|
|
2,759 |
|
4.950%, 06/15/2028 |
|
|
280 |
|
|
|
276 |
|
4.000%, 10/01/2027 |
|
|
1,870 |
|
|
|
1,790 |
|
3.750%, 05/15/2030 |
|
|
2,180 |
|
|
|
1,988 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.900%, 05/15/2025 |
|
$ |
740 |
|
|
$ |
717 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
60 |
|
|
|
72 |
|
6.650%, 10/15/2034 |
|
|
390 |
|
|
|
431 |
|
6.125%, 10/15/2039 |
|
|
145 |
|
|
|
153 |
|
5.375%, TSFR3M + 2.832%, 02/15/2078 (B) |
|
|
290 |
|
|
|
268 |
|
4.850%, 01/31/2034 |
|
|
1,570 |
|
|
|
1,529 |
|
4.850%, 03/15/2044 |
|
|
60 |
|
|
|
55 |
|
4.150%, 10/16/2028 |
|
|
1,580 |
|
|
|
1,525 |
|
3.950%, 01/31/2060 |
|
|
300 |
|
|
|
228 |
|
3.700%, 01/31/2051 |
|
|
510 |
|
|
|
384 |
|
3.125%, 07/31/2029 |
|
|
350 |
|
|
|
320 |
|
2.800%, 01/31/2030 |
|
|
1,800 |
|
|
|
1,598 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
1,590 |
|
|
|
1,481 |
|
4.375%, 04/15/2030 |
|
|
860 |
|
|
|
835 |
|
4.150%, 01/15/2026 |
|
|
270 |
|
|
|
266 |
|
3.900%, 04/01/2035 |
|
|
590 |
|
|
|
530 |
|
EQT |
|
|
|
|
|
|
|
|
7.000%, 02/01/2030 |
|
|
900 |
|
|
|
953 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
100 |
|
|
|
87 |
|
4.227%, 03/19/2040 |
|
|
260 |
|
|
|
233 |
|
4.114%, 03/01/2046 |
|
|
910 |
|
|
|
771 |
|
3.482%, 03/19/2030 |
|
|
730 |
|
|
|
682 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 (D) |
|
|
286 |
|
|
|
228 |
|
2.625%, 03/31/2036 (D) |
|
|
964 |
|
|
|
781 |
|
2.160%, 03/31/2034 (D) |
|
|
1,425 |
|
|
|
1,221 |
|
1.750%, 09/30/2027 (D) |
|
|
1,536 |
|
|
|
1,438 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
2,240 |
|
|
|
2,351 |
|
5.800%, 04/01/2047 |
|
|
1,150 |
|
|
|
1,169 |
|
HF Sinclair |
|
|
|
|
|
|
|
|
5.875%, 04/01/2026 |
|
|
1,265 |
|
|
|
1,269 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (D) |
|
|
470 |
|
|
|
427 |
|
5.750%, 04/19/2047 (D) |
|
|
1,390 |
|
|
|
1,178 |
|
5.375%, 04/24/2030 (D) |
|
|
1,520 |
|
|
|
1,473 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.200%, 03/01/2048 |
|
|
845 |
|
|
|
751 |
|
5.050%, 02/15/2046 |
|
|
260 |
|
|
|
227 |
|
4.300%, 06/01/2025 |
|
|
1,105 |
|
|
|
1,089 |
|
4.300%, 03/01/2028 |
|
|
450 |
|
|
|
436 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2044 |
|
|
70 |
|
|
|
65 |
|
5.400%, 09/01/2044 |
|
|
40 |
|
|
|
36 |
|
5.000%, 03/01/2043 |
|
|
50 |
|
|
|
44 |
|
MPLX |
|
|
|
|
|
|
|
|
5.650%, 03/01/2053 |
|
|
402 |
|
|
|
382 |
|
5.500%, 02/15/2049 |
|
|
410 |
|
|
|
384 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.200%, 03/01/2047 |
|
$ |
320 |
|
|
$ |
287 |
|
5.200%, 12/01/2047 |
|
|
470 |
|
|
|
421 |
|
5.000%, 03/01/2033 |
|
|
2,251 |
|
|
|
2,153 |
|
4.950%, 03/14/2052 |
|
|
3,778 |
|
|
|
3,242 |
|
4.800%, 02/15/2029 |
|
|
120 |
|
|
|
118 |
|
4.700%, 04/15/2048 |
|
|
1,410 |
|
|
|
1,181 |
|
4.500%, 04/15/2038 |
|
|
810 |
|
|
|
705 |
|
4.000%, 03/15/2028 |
|
|
350 |
|
|
|
336 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.875%, 09/15/2031 |
|
|
140 |
|
|
|
158 |
|
7.500%, 05/01/2031 |
|
|
240 |
|
|
|
265 |
|
6.950%, 07/01/2024 |
|
|
1,473 |
|
|
|
1,474 |
|
5.550%, 03/15/2026 |
|
|
2,180 |
|
|
|
2,182 |
|
4.625%, 06/15/2045 |
|
|
400 |
|
|
|
323 |
|
4.400%, 04/15/2046 |
|
|
200 |
|
|
|
160 |
|
4.200%, 03/15/2048 |
|
|
390 |
|
|
|
298 |
|
4.100%, 02/15/2047 |
|
|
1,040 |
|
|
|
765 |
|
3.400%, 04/15/2026 |
|
|
100 |
|
|
|
96 |
|
3.200%, 08/15/2026 |
|
|
1,740 |
|
|
|
1,633 |
|
3.000%, 02/15/2027 |
|
|
510 |
|
|
|
476 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.625%, 09/01/2053 |
|
|
3,387 |
|
|
|
3,640 |
|
6.050%, 09/01/2033 |
|
|
830 |
|
|
|
855 |
|
5.800%, 11/01/2030 |
|
|
540 |
|
|
|
552 |
|
5.550%, 11/01/2026 |
|
|
350 |
|
|
|
353 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
6.000%, 05/03/2042 (D) |
|
|
1,220 |
|
|
|
1,208 |
|
Petrobras Global Finance |
|
|
|
|
|
|
|
|
6.850%, 06/05/2115 |
|
|
1,090 |
|
|
|
1,018 |
|
6.250%, 03/17/2024 |
|
|
1,730 |
|
|
|
1,730 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
4.750%, 06/19/2032 (D) |
|
|
4,690 |
|
|
|
3,667 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.350%, 02/12/2048 |
|
|
191 |
|
|
|
117 |
|
2.460%, 12/15/2025 |
|
|
626 |
|
|
|
594 |
|
2.378%, 04/15/2025 |
|
|
261 |
|
|
|
248 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
2,049 |
|
|
|
1,302 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
1.300%, 02/15/2026 |
|
|
925 |
|
|
|
856 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
2.150%, 01/15/2031 |
|
|
1,590 |
|
|
|
1,330 |
|
1.900%, 08/15/2030 |
|
|
720 |
|
|
|
600 |
|
1.125%, 01/15/2026 |
|
|
180 |
|
|
|
167 |
|
Reliance Industries |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 (D) |
|
|
2,230 |
|
|
|
1,620 |
|
2.875%, 01/12/2032 (D)(G) |
|
|
1,280 |
|
|
|
1,083 |
|
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
4.950%, 07/15/2029 (D) |
|
|
2,500 |
|
|
|
2,338 |
|
Sabine Pass Liquefaction LLC |
|
|
|
|
|
|
|
|
5.750%, 05/15/2024 |
|
|
316 |
|
|
|
316 |
|
5.000%, 03/15/2027 |
|
|
3,145 |
|
|
|
3,121 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Schlumberger Holdings |
|
|
|
|
|
|
|
|
3.900%, 05/17/2028 (D) |
|
$ |
857 |
|
|
$ |
822 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
660 |
|
|
|
736 |
|
4.550%, 08/12/2043 |
|
|
490 |
|
|
|
445 |
|
4.375%, 05/11/2045 |
|
|
890 |
|
|
|
777 |
|
4.125%, 05/11/2035 |
|
|
2,445 |
|
|
|
2,266 |
|
4.000%, 05/10/2046 |
|
|
170 |
|
|
|
140 |
|
3.750%, 09/12/2046 |
|
|
100 |
|
|
|
79 |
|
3.250%, 04/06/2050 |
|
|
540 |
|
|
|
384 |
|
2.750%, 04/06/2030 |
|
|
660 |
|
|
|
588 |
|
Spectra Energy Partners LP |
|
|
|
|
|
|
|
|
3.375%, 10/15/2026 |
|
|
140 |
|
|
|
134 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
2,200 |
|
|
|
2,523 |
|
2.900%, 03/01/2030 (D) |
|
|
2,775 |
|
|
|
2,411 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
5.850%, 03/15/2036 |
|
|
117 |
|
|
|
117 |
|
4.625%, 03/01/2034 |
|
|
4,705 |
|
|
|
4,361 |
|
Transcontinental Gas Pipe Line LLC |
|
|
|
|
|
|
|
|
7.850%, 02/01/2026 |
|
|
1,820 |
|
|
|
1,891 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
3.100%, 02/01/2025 |
|
|
330 |
|
|
|
321 |
|
Williams |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
1,284 |
|
|
|
1,530 |
|
7.750%, 06/15/2031 |
|
|
339 |
|
|
|
372 |
|
7.500%, 01/15/2031 |
|
|
9 |
|
|
|
10 |
|
5.750%, 06/24/2044 |
|
|
400 |
|
|
|
393 |
|
5.150%, 03/15/2034 |
|
|
1,240 |
|
|
|
1,211 |
|
5.100%, 09/15/2045 |
|
|
670 |
|
|
|
611 |
|
4.900%, 01/15/2045 |
|
|
450 |
|
|
|
397 |
|
3.750%, 06/15/2027 |
|
|
410 |
|
|
|
392 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
175,082 |
|
| |
|
|
|
|
|
|
|
|
Financials — 9.5% |
|
|
|
|
Aegon |
|
|
|
|
|
|
|
|
4.028%, USISSO10 + 0.387%(B)(H) |
|
|
2,180 |
|
|
|
1,759 |
|
American Express |
|
|
|
|
|
|
|
|
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B) |
|
|
8,695 |
|
|
|
8,719 |
|
4.050%, 05/03/2029 |
|
|
650 |
|
|
|
629 |
|
4.050%, 12/03/2042 |
|
|
70 |
|
|
|
60 |
|
3.375%, 05/03/2024 |
|
|
540 |
|
|
|
538 |
|
2.500%, 07/30/2024 |
|
|
3,000 |
|
|
|
2,961 |
|
American International Group |
|
|
|
|
|
|
|
|
3.875%, 01/15/2035 |
|
|
315 |
|
|
|
277 |
|
Aon / Aon Global Holdings PLC |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
1,015 |
|
|
|
768 |
|
Aon North America |
|
|
|
|
|
|
|
|
5.750%, 03/01/2054 |
|
|
721 |
|
|
|
724 |
|
5.450%, 03/01/2034 |
|
|
6,821 |
|
|
|
6,825 |
|
5.150%, 03/01/2029 |
|
|
2,522 |
|
|
|
2,523 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.125%, 03/01/2027 |
|
$ |
1,081 |
|
|
$ |
1,080 |
|
Apollo Management Holdings |
|
|
|
|
|
|
|
|
4.400%, 05/27/2026 (D) |
|
|
1,015 |
|
|
|
990 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.045%, SOFRINDX + 0.700%, 05/24/2024 (B)(D) |
|
|
2,425 |
|
|
|
2,427 |
|
3.205%, 03/08/2027 (D) |
|
|
1,470 |
|
|
|
1,356 |
|
2.950%, 11/12/2026 (D) |
|
|
2,665 |
|
|
|
2,469 |
|
2.717%, 01/07/2029 (D) |
|
|
1,245 |
|
|
|
1,083 |
|
1.985%, 08/19/2028 (D) |
|
|
2,635 |
|
|
|
2,259 |
|
1.608%, 06/29/2026 (D) |
|
|
1,020 |
|
|
|
926 |
|
Athene Holding |
|
|
|
|
|
|
|
|
4.125%, 01/12/2028 |
|
|
1,140 |
|
|
|
1,092 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
5.750%, 03/01/2029 (D) |
|
|
2,205 |
|
|
|
2,173 |
|
3.950%, 07/01/2024 (D) |
|
|
535 |
|
|
|
531 |
|
3.250%, 02/15/2027 (D) |
|
|
400 |
|
|
|
370 |
|
2.875%, 02/15/2025 (D) |
|
|
1,420 |
|
|
|
1,378 |
|
2.528%, 11/18/2027 (D) |
|
|
1,073 |
|
|
|
950 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
7.883%, H15T1Y + 3.300%, 11/15/2034 (B) |
|
|
1,600 |
|
|
|
1,706 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
1,600 |
|
|
|
1,744 |
|
6.607%, 11/07/2028 |
|
|
1,000 |
|
|
|
1,051 |
|
6.527%, H15T1Y + 1.650%, 11/07/2027 (B) |
|
|
1,200 |
|
|
|
1,228 |
|
4.175%, H15T1Y + 2.000%, 03/24/2028 (B) |
|
|
200 |
|
|
|
191 |
|
2.746%, 05/28/2025 |
|
|
1,800 |
|
|
|
1,737 |
|
1.722%, H15T1Y + 0.900%, 09/14/2027 (B) |
|
|
655 |
|
|
|
593 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B) |
|
|
4,093 |
|
|
|
4,148 |
|
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
|
|
2,865 |
|
|
|
2,938 |
|
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B) |
|
|
5,730 |
|
|
|
5,839 |
|
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B) |
|
|
5,493 |
|
|
|
5,415 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
4,720 |
|
|
|
4,437 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
|
|
6,489 |
|
|
|
6,062 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
|
|
4,675 |
|
|
|
3,996 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
5,460 |
|
|
|
4,475 |
|
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B) |
|
|
14,316 |
|
|
|
13,127 |
|
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B) |
|
|
6,525 |
|
|
|
6,055 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bank of America MTN |
|
|
|
|
|
|
|
|
5.000%, 01/21/2044 |
|
$ |
1,800 |
|
|
$ |
1,723 |
|
4.450%, 03/03/2026 |
|
|
1,630 |
|
|
|
1,604 |
|
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B) |
|
|
2,060 |
|
|
|
2,003 |
|
4.250%, 10/22/2026 |
|
|
130 |
|
|
|
127 |
|
4.200%, 08/26/2024 |
|
|
2,720 |
|
|
|
2,700 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
|
|
2,510 |
|
|
|
2,026 |
|
4.000%, 04/01/2024 |
|
|
2,110 |
|
|
|
2,107 |
|
4.000%, 01/22/2025 |
|
|
1,580 |
|
|
|
1,557 |
|
3.970%, TSFR3M + 1.332%, 03/05/2029 (B) |
|
|
1,780 |
|
|
|
1,693 |
|
3.593%, TSFR3M + 1.632%, 07/21/2028 (B) |
|
|
710 |
|
|
|
673 |
|
3.500%, 04/19/2026 |
|
|
1,210 |
|
|
|
1,173 |
|
3.093%, TSFR3M + 1.352%, 10/01/2025 (B) |
|
|
1,915 |
|
|
|
1,886 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
1,230 |
|
|
|
1,033 |
|
2.884%, TSFR3M + 1.452%, 10/22/2030 (B) |
|
|
480 |
|
|
|
423 |
|
2.496%, TSFR3M + 1.252%, 02/13/2031 (B) |
|
|
1,435 |
|
|
|
1,223 |
|
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B) |
|
|
13,470 |
|
|
|
11,837 |
|
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B) |
|
|
60 |
|
|
|
57 |
|
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B) |
|
|
385 |
|
|
|
359 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
1.850%, 05/01/2025 |
|
|
1,360 |
|
|
|
1,307 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B) |
|
|
2,735 |
|
|
|
2,688 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
3.250%, 09/11/2024 |
|
|
270 |
|
|
|
267 |
|
3.250%, 05/16/2027 |
|
|
270 |
|
|
|
256 |
|
1.600%, 04/24/2025 |
|
|
410 |
|
|
|
394 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, H15T5Y + 4.551%(B)(H) |
|
|
1,385 |
|
|
|
1,327 |
|
4.588%, H15T5Y + 2.050%, 05/04/2037 (B) |
|
|
710 |
|
|
|
635 |
|
1.300%, 06/11/2025 |
|
|
760 |
|
|
|
723 |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
3.450%, 04/11/2025 |
|
|
1,950 |
|
|
|
1,909 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
6.692%, SOFRRATE + 2.620%, 09/13/2034 (B) |
|
|
1,673 |
|
|
|
1,750 |
|
4.375%, 01/12/2026 |
|
|
4,430 |
|
|
|
4,340 |
|
Barclays PLC MTN |
|
|
|
|
|
|
|
|
4.972%, US0003M + 1.902%, 05/16/2029 (B) |
|
|
640 |
|
|
|
622 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.250%, 01/15/2049 |
|
$ |
1,260 |
|
|
$ |
1,110 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.894%, SOFRRATE + 1.866%, 12/05/2034 (B)(D) |
|
|
4,212 |
|
|
|
4,305 |
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D) |
|
|
2,255 |
|
|
|
2,245 |
|
5.198%, TSFR3M + 2.829%, 01/10/2030 (B)(D)(G) |
|
|
1,220 |
|
|
|
1,208 |
|
5.176%, SOFRRATE + 1.520%, 01/09/2030 (B)(D) |
|
|
2,225 |
|
|
|
2,204 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D) |
|
|
3,070 |
|
|
|
3,048 |
|
4.400%, 08/14/2028 (D) |
|
|
1,070 |
|
|
|
1,032 |
|
3.375%, 01/09/2025 (D) |
|
|
420 |
|
|
|
412 |
|
2.871%, TSFR3M + 1.387%, 04/19/2032 (B)(D) |
|
|
2,350 |
|
|
|
1,965 |
|
2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D) |
|
|
950 |
|
|
|
909 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D) |
|
|
380 |
|
|
|
357 |
|
BPCE |
|
|
|
|
|
|
|
|
5.150%, 07/21/2024 (D) |
|
|
1,550 |
|
|
|
1,543 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D) |
|
|
3,120 |
|
|
|
3,123 |
|
Brighthouse Financial |
|
|
|
|
|
|
|
|
4.700%, 06/22/2047 |
|
|
4 |
|
|
|
3 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
1.000%, 04/12/2024 (D) |
|
|
2,965 |
|
|
|
2,949 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
6.092%, 10/03/2033 |
|
|
7,142 |
|
|
|
7,414 |
|
Cantor Fitzgerald |
|
|
|
|
|
|
|
|
4.500%, 04/14/2027 (D) |
|
|
1,575 |
|
|
|
1,492 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
7.624%, SOFRRATE + 3.070%, 10/30/2031 (B) |
|
|
1,872 |
|
|
|
2,049 |
|
CBRE Services |
|
|
|
|
|
|
|
|
5.500%, 04/01/2029 |
|
|
719 |
|
|
|
720 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
6.196%, SOFRRATE + 1.878%, 11/17/2029 (B) |
|
|
1,810 |
|
|
|
1,869 |
|
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B) |
|
|
360 |
|
|
|
373 |
|
5.875%, 08/24/2026 |
|
|
1,860 |
|
|
|
1,889 |
|
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
|
|
3,380 |
|
|
|
3,422 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
3.350%, 05/03/2026 |
|
|
420 |
|
|
|
405 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
2,015 |
|
|
|
1,190 |
|
3.200%, 12/17/2030 |
|
|
2,610 |
|
|
|
2,081 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Citadel |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (D) |
|
$ |
1,240 |
|
|
$ |
1,204 |
|
Citibank |
|
|
|
|
|
|
|
|
5.803%, 09/29/2028 (G) |
|
|
3,713 |
|
|
|
3,825 |
|
5.488%, 12/04/2026 |
|
|
2,515 |
|
|
|
2,536 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
3,046 |
|
|
|
3,868 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
2,823 |
|
|
|
2,844 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
|
|
821 |
|
|
|
803 |
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
|
|
4,970 |
|
|
|
4,976 |
|
5.500%, 09/13/2025 |
|
|
1,000 |
|
|
|
998 |
|
5.300%, 05/06/2044 |
|
|
255 |
|
|
|
244 |
|
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B) |
|
|
2,900 |
|
|
|
2,871 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B) |
|
|
700 |
|
|
|
670 |
|
4.750%, 05/18/2046 |
|
|
150 |
|
|
|
132 |
|
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B) |
|
|
600 |
|
|
|
590 |
|
4.650%, 07/30/2045 |
|
|
1,140 |
|
|
|
1,025 |
|
4.650%, 07/23/2048 |
|
|
280 |
|
|
|
249 |
|
4.600%, 03/09/2026 |
|
|
2,785 |
|
|
|
2,739 |
|
4.450%, 09/29/2027 |
|
|
1,070 |
|
|
|
1,037 |
|
4.400%, 06/10/2025 |
|
|
2,040 |
|
|
|
2,010 |
|
4.300%, 11/20/2026 |
|
|
590 |
|
|
|
575 |
|
4.125%, 07/25/2028 |
|
|
260 |
|
|
|
247 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B) |
|
|
1,780 |
|
|
|
1,575 |
|
3.352%, TSFR3M + 1.158%, 04/24/2025 (B) |
|
|
1,385 |
|
|
|
1,380 |
|
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B) |
|
|
560 |
|
|
|
545 |
|
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B) |
|
|
2,923 |
|
|
|
2,454 |
|
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B) |
|
|
2,575 |
|
|
|
2,269 |
|
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B) |
|
|
7,416 |
|
|
|
6,271 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
3,855 |
|
|
|
3,174 |
|
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B) |
|
|
1,480 |
|
|
|
1,201 |
|
Citizens Financial Group |
|
|
|
|
|
|
|
|
5.841%, SOFRRATE + 2.010%, 01/23/2030 (B) |
|
|
1,853 |
|
|
|
1,831 |
|
Constellation Insurance |
|
|
|
|
|
|
|
|
6.800%, 01/24/2030 (D) |
|
|
1,775 |
|
|
|
1,724 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.375%, 08/04/2025 |
|
|
1,310 |
|
|
|
1,285 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D) |
|
$ |
3,290 |
|
|
$ |
2,920 |
|
3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D) |
|
|
780 |
|
|
|
739 |
|
Credit Agricole SA/London MTN |
|
|
|
|
|
|
|
|
1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D) |
|
|
630 |
|
|
|
600 |
|
Credit Suisse AG/New York NY |
|
|
|
|
|
|
|
|
7.950%, 01/09/2025 |
|
|
1,570 |
|
|
|
1,598 |
|
7.500%, 02/15/2028 |
|
|
3,000 |
|
|
|
3,229 |
|
5.000%, 07/09/2027 |
|
|
600 |
|
|
|
594 |
|
4.750%, 08/09/2024 |
|
|
770 |
|
|
|
767 |
|
2.950%, 04/09/2025 |
|
|
790 |
|
|
|
767 |
|
Credit Suisse AG/New York NY MTN |
|
|
|
|
|
|
|
|
3.700%, 02/21/2025 |
|
|
2,645 |
|
|
|
2,594 |
|
3.625%, 09/09/2024 |
|
|
1,360 |
|
|
|
1,347 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D) |
|
|
2,255 |
|
|
|
2,264 |
|
5.705%, H15T1Y + 1.400%, 03/01/2030 (B)(D) |
|
|
1,830 |
|
|
|
1,834 |
|
3.244%, US0003M + 1.591%, 12/20/2025 (B)(D) |
|
|
1,320 |
|
|
|
1,290 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
0.976%, H15T1Y + 0.550%, 09/10/2025 (B)(D) |
|
|
1,110 |
|
|
|
1,081 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B) |
|
|
1,445 |
|
|
|
1,494 |
|
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B) |
|
|
2,987 |
|
|
|
2,401 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (D) |
|
|
1,580 |
|
|
|
1,426 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (D) |
|
|
1,788 |
|
|
|
1,628 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, TSFR3M + 3.744%, 11/01/2053 (B)(D) |
|
|
4,120 |
|
|
|
3,786 |
|
Global Payments |
|
|
|
|
|
|
|
|
4.950%, 08/15/2027 |
|
|
1,666 |
|
|
|
1,651 |
|
2.150%, 01/15/2027 |
|
|
2,731 |
|
|
|
2,506 |
|
Goldman Sachs Capital II |
|
|
|
|
|
|
|
|
6.370%, TSFR3M + 1.029%(B)(H) |
|
|
435 |
|
|
|
365 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
1,349 |
|
|
|
1,466 |
|
6.250%, 02/01/2041 |
|
|
1,290 |
|
|
|
1,389 |
|
5.831%, SOFRRATE + 0.486%, 10/21/2024 (B) |
|
|
2,475 |
|
|
|
2,476 |
|
5.150%, 05/22/2045 |
|
|
1,870 |
|
|
|
1,785 |
|
4.750%, 10/21/2045 |
|
|
400 |
|
|
|
366 |
|
4.387%, SOFRRATE + 1.510%, 06/15/2027 (B) |
|
|
2,610 |
|
|
|
2,562 |
|
4.250%, 10/21/2025 |
|
|
820 |
|
|
|
806 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.223%, TSFR3M + 1.563%, 05/01/2029 (B) |
|
$ |
500 |
|
|
$ |
479 |
|
3.750%, 05/22/2025 |
|
|
500 |
|
|
|
490 |
|
3.615%, SOFRRATE + 1.846%, 03/15/2028 (B) |
|
|
310 |
|
|
|
296 |
|
3.500%, 01/23/2025 |
|
|
150 |
|
|
|
147 |
|
3.500%, 04/01/2025 |
|
|
870 |
|
|
|
852 |
|
3.500%, 11/16/2026 |
|
|
2,420 |
|
|
|
2,321 |
|
3.272%, TSFR3M + 1.463%, 09/29/2025 (B) |
|
|
2,425 |
|
|
|
2,391 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
120 |
|
|
|
89 |
|
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
|
|
280 |
|
|
|
198 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
7,895 |
|
|
|
6,512 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
|
5,065 |
|
|
|
4,122 |
|
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B) |
|
|
9,765 |
|
|
|
8,889 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) |
|
|
8,725 |
|
|
|
8,064 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
1.100%, 06/23/2025 (D) |
|
|
290 |
|
|
|
275 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
510 |
|
|
|
583 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B) |
|
|
3,662 |
|
|
|
3,926 |
|
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B) |
|
|
3,855 |
|
|
|
3,881 |
|
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B) |
|
|
660 |
|
|
|
645 |
|
4.583%, TSFR3M + 1.796%, 06/19/2029 (B) |
|
|
660 |
|
|
|
635 |
|
4.300%, 03/08/2026 |
|
|
5,405 |
|
|
|
5,298 |
|
4.250%, 03/14/2024 |
|
|
1,190 |
|
|
|
1,189 |
|
4.250%, 08/18/2025 |
|
|
700 |
|
|
|
685 |
|
4.041%, TSFR3M + 1.808%, 03/13/2028 (B) |
|
|
1,030 |
|
|
|
987 |
|
3.973%, TSFR3M + 1.872%, 05/22/2030 (B) |
|
|
970 |
|
|
|
899 |
|
2.871%, SOFRRATE + 1.410%, 11/22/2032 (B) |
|
|
350 |
|
|
|
289 |
|
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B) |
|
|
2,330 |
|
|
|
1,926 |
|
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B) |
|
|
410 |
|
|
|
337 |
|
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B) |
|
|
4,845 |
|
|
|
4,635 |
|
1.645%, SOFRRATE + 1.538%, 04/18/2026 (B) |
|
|
290 |
|
|
|
277 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.589%, SOFRRATE + 1.290%, 05/24/2027 (B) |
|
$ |
3,320 |
|
|
$ |
3,040 |
|
HSBC USA |
|
|
|
|
|
|
|
|
5.294%, 03/04/2027 |
|
|
5,402 |
|
|
|
5,407 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
1.850%, 09/15/2032 |
|
|
3,890 |
|
|
|
3,000 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.710%, 01/15/2026 (D) |
|
|
1,260 |
|
|
|
1,248 |
|
5.017%, 06/26/2024 (D) |
|
|
870 |
|
|
|
865 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 |
|
|
2,780 |
|
|
|
2,298 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
1,725 |
|
|
|
2,031 |
|
6.118%, TSFR3M + 0.812%, 02/01/2027 (B) |
|
|
2,740 |
|
|
|
2,632 |
|
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B) |
|
|
4,705 |
|
|
|
4,717 |
|
4.950%, 06/01/2045 |
|
|
170 |
|
|
|
160 |
|
4.452%, TSFR3M + 1.592%, 12/05/2029 (B) |
|
|
740 |
|
|
|
716 |
|
4.250%, 10/01/2027 |
|
|
2,070 |
|
|
|
2,028 |
|
4.203%, TSFR3M + 1.522%, 07/23/2029 (B) |
|
|
940 |
|
|
|
903 |
|
4.125%, 12/15/2026 |
|
|
2,420 |
|
|
|
2,363 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
215 |
|
|
|
183 |
|
3.875%, 09/10/2024 |
|
|
440 |
|
|
|
436 |
|
3.625%, 05/13/2024 |
|
|
1,490 |
|
|
|
1,484 |
|
3.625%, 12/01/2027 |
|
|
1,000 |
|
|
|
952 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
210 |
|
|
|
144 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (B) |
|
|
1,760 |
|
|
|
1,529 |
|
2.947%, SOFRRATE + 1.170%, 02/24/2028 (B) |
|
|
1,470 |
|
|
|
1,377 |
|
2.739%, TSFR3M + 1.510%, 10/15/2030 (B) |
|
|
1,640 |
|
|
|
1,439 |
|
2.580%, TSFR3M + 1.250%, 04/22/2032 (B) |
|
|
1,212 |
|
|
|
1,014 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B) |
|
|
1,725 |
|
|
|
1,420 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
|
|
1,960 |
|
|
|
1,677 |
|
2.301%, SOFRRATE + 1.160%, 10/15/2025 (B) |
|
|
470 |
|
|
|
461 |
|
2.182%, SOFRRATE + 1.890%, 06/01/2028 (B) |
|
|
1,775 |
|
|
|
1,617 |
|
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B) |
|
|
1,280 |
|
|
|
1,231 |
|
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B) |
|
|
2,525 |
|
|
|
2,224 |
|
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
|
|
1,975 |
|
|
|
1,588 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B) |
|
$ |
5,945 |
|
|
$ |
5,498 |
|
1.470%, SOFRRATE + 0.765%, 09/22/2027 (B) |
|
|
4,445 |
|
|
|
4,039 |
|
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B) |
|
|
1,670 |
|
|
|
1,553 |
|
0.969%, TSFR3M + 0.580%, 06/23/2025 (B) |
|
|
8,540 |
|
|
|
8,408 |
|
KeyCorp |
|
|
|
|
|
|
|
|
6.401%, SOFRINDX + 2.420%, 03/06/2035 (B) |
|
|
1,800 |
|
|
|
1,805 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (D)(G) |
|
|
120 |
|
|
|
114 |
|
Lehman Brothers Holdings |
|
|
|
|
|
|
|
|
6.500%, 12/31/2049 (I) |
|
|
4,040 |
|
|
|
– |
|
Lehman Brothers Holdings MTN |
|
|
|
|
|
|
|
|
6.750%, 12/31/2049 (I) |
|
|
10,370 |
|
|
|
– |
|
Lehman Brothers Holdings Capital Trust VII MTN |
|
|
|
|
|
|
|
|
5.857%, US0003M + 0.840%(H)(I) |
|
|
20,630 |
|
|
|
– |
|
Lloyds Bank PLC |
|
|
|
|
|
|
|
|
3.500%, 05/14/2025 |
|
|
100 |
|
|
|
98 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
5.871%, H15T1Y + 1.700%, 03/06/2029 (B) |
|
|
160 |
|
|
|
161 |
|
5.679%, H15T1Y + 1.750%, 01/05/2035 (B) |
|
|
2,225 |
|
|
|
2,200 |
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
|
4,458 |
|
|
|
4,439 |
|
4.375%, 03/22/2028 |
|
|
680 |
|
|
|
656 |
|
3.870%, H15T1Y + 3.500%, 07/09/2025 (B) |
|
|
530 |
|
|
|
526 |
|
3.574%, US0003M + 1.205%, 11/07/2028 (B) |
|
|
370 |
|
|
|
346 |
|
1.627%, H15T1Y + 0.850%, 05/11/2027 (B) |
|
|
1,955 |
|
|
|
1,793 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
5.750%, 11/01/2032 |
|
|
1,510 |
|
|
|
1,569 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
2,850 |
|
|
|
2,354 |
|
3.375%, 04/01/2024 |
|
|
240 |
|
|
|
240 |
|
Mercury General |
|
|
|
|
|
|
|
|
4.400%, 03/15/2027 |
|
|
1,720 |
|
|
|
1,641 |
|
MetLife |
|
|
|
|
|
|
|
|
6.400%, 12/15/2036 |
|
|
1,400 |
|
|
|
1,421 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (D) |
|
|
4,445 |
|
|
|
4,259 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.000%, 01/06/2026 (D) |
|
|
2,345 |
|
|
|
2,338 |
|
3.300%, 03/21/2029 (D) |
|
|
2,460 |
|
|
|
2,259 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
5.719%, H15T1Y + 1.080%, 02/20/2026 (B) |
|
|
3,510 |
|
|
|
3,512 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.063%, H15T1Y + 1.550%, 09/12/2025 (B) |
|
$ |
3,240 |
|
|
$ |
3,226 |
|
4.080%, H15T1Y + 1.300%, 04/19/2028 (B) |
|
|
720 |
|
|
|
696 |
|
3.837%, H15T1Y + 1.125%, 04/17/2026 (B) |
|
|
700 |
|
|
|
687 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
6.342%, SOFRRATE + 2.560%, 10/18/2033 (B) |
|
|
2,556 |
|
|
|
2,709 |
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
|
|
1,170 |
|
|
|
1,167 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
3,085 |
|
|
|
3,081 |
|
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B) |
|
|
2,294 |
|
|
|
2,303 |
|
5.173%, SOFRRATE + 1.450%, 01/16/2030 (B) |
|
|
2,597 |
|
|
|
2,581 |
|
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B) |
|
|
742 |
|
|
|
737 |
|
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B) |
|
|
1,895 |
|
|
|
1,485 |
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
|
|
1,520 |
|
|
|
1,401 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
3,490 |
|
|
|
3,425 |
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B) |
|
|
742 |
|
|
|
738 |
|
4.431%, TSFR3M + 1.890%, 01/23/2030 (B) |
|
|
70 |
|
|
|
67 |
|
4.350%, 09/08/2026 |
|
|
235 |
|
|
|
230 |
|
4.000%, 07/23/2025 |
|
|
580 |
|
|
|
570 |
|
3.772%, TSFR3M + 1.402%, 01/24/2029 (B) |
|
|
280 |
|
|
|
265 |
|
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B) |
|
|
3,165 |
|
|
|
2,875 |
|
3.591%, US0003M + 1.340%, 07/22/2028 (B) |
|
|
270 |
|
|
|
256 |
|
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B) |
|
|
10 |
|
|
|
9 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
4,190 |
|
|
|
3,431 |
|
2.475%, SOFRRATE + 1.000%, 01/21/2028 (B) |
|
|
725 |
|
|
|
671 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
|
4,855 |
|
|
|
3,911 |
|
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B) |
|
|
2,020 |
|
|
|
1,944 |
|
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B) |
|
|
3,590 |
|
|
|
3,284 |
|
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B) |
|
|
1,770 |
|
|
|
1,717 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
4.952%, SOFRRATE + 1.080%, 01/14/2028 (B) |
|
$ |
3,773 |
|
|
$ |
3,754 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.550%, 02/15/2034 |
|
|
2,150 |
|
|
|
2,165 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
1.500%, 04/23/2025 (D) |
|
|
510 |
|
|
|
490 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D) |
|
|
2,565 |
|
|
|
2,373 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
7.936%, TSFR1M + 2.290%, 12/15/2024 (B)(D) |
|
|
4,407 |
|
|
|
4,412 |
|
NatWest Group PLC |
|
|
|
|
|
|
|
|
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
|
|
2,180 |
|
|
|
2,240 |
|
4.269%, US0003M + 1.762%, 03/22/2025 (B) |
|
|
1,115 |
|
|
|
1,114 |
|
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
|
|
1,640 |
|
|
|
1,498 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
0.950%, 06/24/2025 (D) |
|
|
550 |
|
|
|
521 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
3.750%, 05/15/2050 (D) |
|
|
650 |
|
|
|
496 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (D) |
|
|
2,966 |
|
|
|
2,075 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
4.400%, 06/01/2032 |
|
|
630 |
|
|
|
604 |
|
2.300%, 06/01/2030 |
|
|
3,515 |
|
|
|
2,992 |
|
1.650%, 06/01/2025 |
|
|
640 |
|
|
|
612 |
|
PNC Bank |
|
|
|
|
|
|
|
|
3.875%, 04/10/2025 |
|
|
910 |
|
|
|
893 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
1,615 |
|
|
|
1,749 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
|
450 |
|
|
|
451 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
|
|
185 |
|
|
|
185 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
|
|
4,100 |
|
|
|
4,123 |
|
5.068%, SOFRRATE + 1.933%, 01/24/2034 (B) |
|
|
4,515 |
|
|
|
4,342 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
2.250%, 11/21/2024 (D) |
|
|
2,940 |
|
|
|
2,871 |
|
1.250%, 06/23/2025 (D) |
|
|
270 |
|
|
|
256 |
|
Prospect Capital |
|
|
|
|
|
|
|
|
3.706%, 01/22/2026 |
|
|
785 |
|
|
|
739 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.797%, 06/29/2085 (B) |
|
|
860 |
|
|
|
777 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.150%, 02/01/2034 |
|
|
720 |
|
|
|
709 |
|
2.250%, 11/01/2024 |
|
|
170 |
|
|
|
167 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.150%, 06/10/2025 |
|
$ |
730 |
|
|
$ |
693 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
7.660%, SOFRRATE + 3.280%, 11/09/2031 (B) |
|
|
1,872 |
|
|
|
2,000 |
|
6.174%, SOFRRATE + 2.500%, 01/09/2030 (B) |
|
|
1,854 |
|
|
|
1,849 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B) |
|
|
705 |
|
|
|
642 |
|
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B) |
|
|
2,235 |
|
|
|
2,032 |
|
1.532%, H15T1Y + 1.250%, 08/21/2026 (B) |
|
|
1,140 |
|
|
|
1,068 |
|
1.089%, SOFRRATE + 0.787%, 03/15/2025 (B) |
|
|
4,785 |
|
|
|
4,777 |
|
Societe Generale |
|
|
|
|
|
|
|
|
7.132%, H15T1Y + 2.950%, 01/19/2055 (B)(D) |
|
|
814 |
|
|
|
790 |
|
6.066%, H15T1Y + 2.100%, 01/19/2035 (B)(D) |
|
|
771 |
|
|
|
760 |
|
5.634%, H15T1Y + 1.750%, 01/19/2030 (B)(D) |
|
|
1,899 |
|
|
|
1,871 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (D) |
|
|
1,100 |
|
|
|
1,126 |
|
2.625%, 01/22/2025 (D) |
|
|
1,345 |
|
|
|
1,307 |
|
State Street |
|
|
|
|
|
|
|
|
3.300%, 12/16/2024 |
|
|
310 |
|
|
|
305 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
6.850%, 12/16/2039 (D) |
|
|
148 |
|
|
|
167 |
|
4.900%, 09/15/2044 (D) |
|
|
600 |
|
|
|
545 |
|
4.270%, 05/15/2047 (D) |
|
|
175 |
|
|
|
144 |
|
3.300%, 05/15/2050 (D) |
|
|
2,360 |
|
|
|
1,651 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
4.456%, 06/08/2032 |
|
|
1,090 |
|
|
|
1,039 |
|
2.800%, 03/10/2027 |
|
|
1,680 |
|
|
|
1,576 |
|
1.150%, 06/12/2025 |
|
|
730 |
|
|
|
693 |
|
Travelers |
|
|
|
|
|
|
|
|
4.600%, 08/01/2043 |
|
|
50 |
|
|
|
47 |
|
Truist Bank |
|
|
|
|
|
|
|
|
3.800%, 10/30/2026 |
|
|
250 |
|
|
|
240 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B) |
|
|
2,618 |
|
|
|
2,771 |
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
|
|
850 |
|
|
|
858 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
|
1,112 |
|
|
|
1,101 |
|
5.435%, SOFRRATE + 1.620%, 01/24/2030 (B) |
|
|
1,853 |
|
|
|
1,833 |
|
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
|
|
4,225 |
|
|
|
4,139 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Trust Fibra Uno |
|
|
|
|
|
|
|
|
6.390%, 01/15/2050 (D) |
|
$ |
956 |
|
|
$ |
804 |
|
UBS |
|
|
|
|
|
|
|
|
5.650%, 09/11/2028 |
|
|
1,722 |
|
|
|
1,755 |
|
4.500%, 06/26/2048 |
|
|
1,540 |
|
|
|
1,410 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D) |
|
|
1,480 |
|
|
|
1,781 |
|
6.537%, SOFRRATE + 3.920%, 08/12/2033 (B)(D) |
|
|
2,435 |
|
|
|
2,539 |
|
6.301%, H15T1Y + 2.000%, 09/22/2034 (B)(D) |
|
|
1,158 |
|
|
|
1,197 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (B)(D) |
|
|
2,565 |
|
|
|
2,537 |
|
4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D) |
|
|
660 |
|
|
|
644 |
|
4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D) |
|
|
520 |
|
|
|
512 |
|
4.282%, 01/09/2028 (D) |
|
|
1,695 |
|
|
|
1,627 |
|
4.253%, 03/23/2028 (D) |
|
|
1,490 |
|
|
|
1,426 |
|
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D) |
|
|
2,690 |
|
|
|
2,474 |
|
4.125%, 09/24/2025 (D) |
|
|
1,010 |
|
|
|
988 |
|
3.750%, 03/26/2025 |
|
|
2,160 |
|
|
|
2,115 |
|
3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D) |
|
|
5,704 |
|
|
|
4,793 |
|
2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D) |
|
|
400 |
|
|
|
322 |
|
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D) |
|
|
370 |
|
|
|
364 |
|
1.305%, SOFRINDX + 0.980%, 02/02/2027 (B)(D) |
|
|
6,925 |
|
|
|
6,367 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
815 |
|
|
|
825 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
535 |
|
|
|
540 |
|
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
|
|
910 |
|
|
|
920 |
|
5.727%, SOFRRATE + 1.430%, 10/21/2026 (B) |
|
|
475 |
|
|
|
477 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
695 |
|
|
|
693 |
|
5.384%, SOFRRATE + 1.560%, 01/23/2030 (B) |
|
|
1,495 |
|
|
|
1,487 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
4,250 |
|
|
|
4,000 |
|
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B) |
|
|
4,760 |
|
|
|
4,630 |
|
1.450%, 05/12/2025 |
|
|
1,230 |
|
|
|
1,177 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
3.600%, 09/11/2024 |
|
|
160 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B) |
|
$ |
130 |
|
|
$ |
119 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
810 |
|
|
|
724 |
|
WEA Finance LLC / Westfield UK & Europe Finance PLC |
|
|
|
|
|
|
|
|
3.750%, 09/17/2024 (D) |
|
|
1,370 |
|
|
|
1,351 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
925 |
|
|
|
1,031 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
2,998 |
|
|
|
3,188 |
|
6.303%, SOFRRATE + 1.790%, 10/23/2029 (B) |
|
|
1,130 |
|
|
|
1,171 |
|
6.076%, TSFR3M + 0.762%, 01/15/2027 (B) |
|
|
2,395 |
|
|
|
2,324 |
|
5.606%, 01/15/2044 |
|
|
700 |
|
|
|
679 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
|
|
2,300 |
|
|
|
2,285 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
935 |
|
|
|
920 |
|
5.375%, 11/02/2043 |
|
|
190 |
|
|
|
182 |
|
3.000%, 10/23/2026 |
|
|
1,640 |
|
|
|
1,550 |
|
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B) |
|
|
3,365 |
|
|
|
3,229 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B) |
|
|
1,426 |
|
|
|
1,435 |
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
900 |
|
|
|
897 |
|
5.198%, SOFRRATE + 1.500%, 01/23/2030 (B) |
|
|
2,968 |
|
|
|
2,943 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
|
|
6,920 |
|
|
|
6,399 |
|
4.900%, 11/17/2045 |
|
|
1,170 |
|
|
|
1,037 |
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B) |
|
|
6,511 |
|
|
|
6,225 |
|
4.750%, 12/07/2046 |
|
|
2,115 |
|
|
|
1,828 |
|
4.650%, 11/04/2044 |
|
|
500 |
|
|
|
432 |
|
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
|
|
742 |
|
|
|
647 |
|
4.478%, TSFR3M + 4.032%, 04/04/2031 (B) |
|
|
5,280 |
|
|
|
5,021 |
|
4.400%, 06/14/2046 |
|
|
200 |
|
|
|
165 |
|
4.300%, 07/22/2027 |
|
|
1,180 |
|
|
|
1,145 |
|
4.150%, 01/24/2029 |
|
|
1,450 |
|
|
|
1,388 |
|
3.584%, TSFR3M + 1.572%, 05/22/2028 (B) |
|
|
1,205 |
|
|
|
1,142 |
|
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B) |
|
|
2,695 |
|
|
|
2,555 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
4,770 |
|
|
|
4,094 |
|
3.196%, TSFR3M + 1.432%, 06/17/2027 (B) |
|
|
3,675 |
|
|
|
3,499 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
|
$ |
2,120 |
|
|
$ |
1,859 |
|
2.572%, TSFR3M + 1.262%, 02/11/2031 (B) |
|
|
1,034 |
|
|
|
882 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
|
|
2,610 |
|
|
|
2,381 |
|
Willis North America |
|
|
|
|
|
|
|
|
5.350%, 05/15/2033 |
|
|
1,580 |
|
|
|
1,553 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
713,901 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 2.2% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.750%, 11/30/2036 |
|
|
440 |
|
|
|
431 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
565 |
|
|
|
571 |
|
5.400%, 03/15/2054 |
|
|
1,834 |
|
|
|
1,862 |
|
5.050%, 03/15/2034 |
|
|
2,408 |
|
|
|
2,420 |
|
4.950%, 03/15/2031 |
|
|
1,519 |
|
|
|
1,519 |
|
4.875%, 11/14/2048 |
|
|
130 |
|
|
|
123 |
|
4.800%, 03/15/2027 |
|
|
1,798 |
|
|
|
1,793 |
|
4.800%, 03/15/2029 |
|
|
2,828 |
|
|
|
2,815 |
|
4.550%, 03/15/2035 |
|
|
1,871 |
|
|
|
1,793 |
|
4.500%, 05/14/2035 |
|
|
1,970 |
|
|
|
1,877 |
|
4.250%, 11/21/2049 |
|
|
4,577 |
|
|
|
3,927 |
|
4.050%, 11/21/2039 |
|
|
794 |
|
|
|
696 |
|
3.800%, 03/15/2025 |
|
|
700 |
|
|
|
689 |
|
3.600%, 05/14/2025 |
|
|
560 |
|
|
|
549 |
|
3.200%, 11/21/2029 |
|
|
6,056 |
|
|
|
5,541 |
|
2.950%, 11/21/2026 |
|
|
610 |
|
|
|
578 |
|
2.600%, 11/21/2024 |
|
|
2,760 |
|
|
|
2,703 |
|
Amgen |
|
|
|
|
|
|
|
|
6.375%, 06/01/2037 |
|
|
1,785 |
|
|
|
1,911 |
|
5.650%, 03/02/2053 |
|
|
5,358 |
|
|
|
5,356 |
|
5.250%, 03/02/2033 |
|
|
1,497 |
|
|
|
1,493 |
|
4.663%, 06/15/2051 |
|
|
104 |
|
|
|
91 |
|
4.400%, 05/01/2045 |
|
|
900 |
|
|
|
768 |
|
3.625%, 05/22/2024 |
|
|
220 |
|
|
|
219 |
|
3.150%, 02/21/2040 |
|
|
880 |
|
|
|
660 |
|
2.000%, 01/15/2032 |
|
|
2,710 |
|
|
|
2,172 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.875%, 06/25/2048 (D) |
|
|
2,228 |
|
|
|
1,765 |
|
4.625%, 06/25/2038 (D) |
|
|
2,097 |
|
|
|
1,726 |
|
4.400%, 07/15/2044 (D) |
|
|
2,750 |
|
|
|
2,075 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
4.685%, 12/15/2044 |
|
|
412 |
|
|
|
369 |
|
3.734%, 12/15/2024 |
|
|
446 |
|
|
|
440 |
|
3.363%, 06/06/2024 |
|
|
531 |
|
|
|
527 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.750%, 02/01/2031 |
|
|
2,780 |
|
|
|
2,898 |
|
5.650%, 02/22/2064 |
|
|
1,288 |
|
|
|
1,300 |
|
5.550%, 02/22/2054 |
|
|
1,389 |
|
|
|
1,406 |
|
5.200%, 02/22/2034 |
|
|
4,335 |
|
|
|
4,370 |
|
5.100%, 02/22/2031 |
|
|
540 |
|
|
|
542 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.400%, 07/26/2029 |
|
$ |
253 |
|
|
$ |
236 |
|
3.200%, 06/15/2026 |
|
|
768 |
|
|
|
739 |
|
2.900%, 07/26/2024 |
|
|
1,352 |
|
|
|
1,338 |
|
Centene |
|
|
|
|
|
|
|
|
3.000%, 10/15/2030 |
|
|
3,456 |
|
|
|
2,953 |
|
Cigna Group |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
140 |
|
|
|
126 |
|
4.375%, 10/15/2028 |
|
|
1,260 |
|
|
|
1,223 |
|
3.400%, 03/15/2050 |
|
|
1,650 |
|
|
|
1,155 |
|
3.400%, 03/15/2051 |
|
|
1,050 |
|
|
|
734 |
|
3.250%, 04/15/2025 |
|
|
1,000 |
|
|
|
976 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.350%, 11/01/2042 |
|
|
440 |
|
|
|
375 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.875%, 06/01/2053 |
|
|
523 |
|
|
|
521 |
|
5.250%, 02/21/2033 |
|
|
1,456 |
|
|
|
1,441 |
|
5.125%, 02/21/2030 |
|
|
2,745 |
|
|
|
2,728 |
|
5.125%, 07/20/2045 |
|
|
170 |
|
|
|
155 |
|
5.050%, 03/25/2048 |
|
|
4,255 |
|
|
|
3,795 |
|
5.000%, 02/20/2026 |
|
|
1,355 |
|
|
|
1,349 |
|
4.780%, 03/25/2038 |
|
|
330 |
|
|
|
300 |
|
4.300%, 03/25/2028 |
|
|
1,336 |
|
|
|
1,297 |
|
4.250%, 04/01/2050 |
|
|
630 |
|
|
|
503 |
|
4.125%, 04/01/2040 |
|
|
240 |
|
|
|
197 |
|
3.875%, 07/20/2025 |
|
|
929 |
|
|
|
910 |
|
3.750%, 04/01/2030 |
|
|
1,835 |
|
|
|
1,693 |
|
3.625%, 04/01/2027 |
|
|
620 |
|
|
|
595 |
|
3.375%, 08/12/2024 |
|
|
95 |
|
|
|
94 |
|
2.125%, 09/15/2031 |
|
|
660 |
|
|
|
533 |
|
1.875%, 02/28/2031 |
|
|
210 |
|
|
|
169 |
|
DH Europe Finance II Sarl |
|
|
|
|
|
|
|
|
2.200%, 11/15/2024 |
|
|
1,840 |
|
|
|
1,798 |
|
Elevance Health |
|
|
|
|
|
|
|
|
4.625%, 05/15/2042 |
|
|
219 |
|
|
|
197 |
|
4.550%, 05/15/2052 |
|
|
490 |
|
|
|
428 |
|
4.100%, 05/15/2032 |
|
|
1,090 |
|
|
|
1,004 |
|
3.650%, 12/01/2027 |
|
|
330 |
|
|
|
316 |
|
3.350%, 12/01/2024 |
|
|
1,190 |
|
|
|
1,170 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.100%, 02/09/2064 |
|
|
1,896 |
|
|
|
1,863 |
|
5.000%, 02/09/2054 |
|
|
1,269 |
|
|
|
1,250 |
|
4.700%, 02/09/2034 (G) |
|
|
3,629 |
|
|
|
3,582 |
|
4.500%, 02/09/2027 |
|
|
2,985 |
|
|
|
2,974 |
|
4.500%, 02/09/2029 |
|
|
2,612 |
|
|
|
2,597 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.750%, 03/01/2046 |
|
|
40 |
|
|
|
37 |
|
3.700%, 04/01/2024 |
|
|
1,540 |
|
|
|
1,537 |
|
3.650%, 03/01/2026 |
|
|
890 |
|
|
|
864 |
|
HCA |
|
|
|
|
|
|
|
|
6.000%, 04/01/2054 |
|
|
3,090 |
|
|
|
3,067 |
|
5.900%, 06/01/2053 (G) |
|
|
2,494 |
|
|
|
2,450 |
|
5.500%, 06/15/2047 |
|
|
1,790 |
|
|
|
1,667 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 04/15/2025 |
|
$ |
750 |
|
|
$ |
746 |
|
5.250%, 06/15/2026 |
|
|
1,015 |
|
|
|
1,009 |
|
5.250%, 06/15/2049 |
|
|
565 |
|
|
|
509 |
|
4.625%, 03/15/2052 |
|
|
716 |
|
|
|
586 |
|
4.125%, 06/15/2029 |
|
|
1,296 |
|
|
|
1,220 |
|
3.625%, 03/15/2032 |
|
|
557 |
|
|
|
486 |
|
3.500%, 09/01/2030 |
|
|
1,645 |
|
|
|
1,470 |
|
3.500%, 07/15/2051 |
|
|
1,287 |
|
|
|
870 |
|
2.375%, 07/15/2031 |
|
|
1,015 |
|
|
|
826 |
|
Humana |
|
|
|
|
|
|
|
|
4.950%, 10/01/2044 |
|
|
200 |
|
|
|
180 |
|
4.800%, 03/15/2047 |
|
|
50 |
|
|
|
43 |
|
4.500%, 04/01/2025 |
|
|
120 |
|
|
|
119 |
|
3.950%, 03/15/2027 |
|
|
860 |
|
|
|
831 |
|
3.850%, 10/01/2024 |
|
|
2,530 |
|
|
|
2,503 |
|
3.700%, 03/23/2029 |
|
|
7,750 |
|
|
|
7,248 |
|
2.150%, 02/03/2032 |
|
|
250 |
|
|
|
198 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.192%, 07/01/2049 |
|
|
245 |
|
|
|
174 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
123 |
|
|
|
114 |
|
Merck |
|
|
|
|
|
|
|
|
2.750%, 12/10/2051 |
|
|
1,050 |
|
|
|
677 |
|
1.450%, 06/24/2030 |
|
|
480 |
|
|
|
393 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
1,050 |
|
|
|
943 |
|
2.700%, 05/28/2050 |
|
|
1,400 |
|
|
|
924 |
|
2.625%, 04/01/2030 |
|
|
720 |
|
|
|
637 |
|
1.700%, 05/28/2030 |
|
|
680 |
|
|
|
566 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
1,497 |
|
|
|
1,442 |
|
5.300%, 05/19/2053 |
|
|
2,239 |
|
|
|
2,190 |
|
4.750%, 05/19/2033 |
|
|
7,151 |
|
|
|
6,964 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.607%, 12/13/2051 (D) |
|
|
2,080 |
|
|
|
1,311 |
|
Royalty Pharma PLC |
|
|
|
|
|
|
|
|
1.200%, 09/02/2025 |
|
|
980 |
|
|
|
917 |
|
RWJ Barnabas Health |
|
|
|
|
|
|
|
|
3.949%, 07/01/2046 |
|
|
2,445 |
|
|
|
1,957 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.625%, 11/15/2037 |
|
|
200 |
|
|
|
226 |
|
5.875%, 02/15/2053 |
|
|
4,120 |
|
|
|
4,408 |
|
5.800%, 03/15/2036 |
|
|
560 |
|
|
|
593 |
|
4.625%, 07/15/2035 |
|
|
940 |
|
|
|
907 |
|
4.450%, 12/15/2048 |
|
|
140 |
|
|
|
123 |
|
4.250%, 06/15/2048 |
|
|
180 |
|
|
|
151 |
|
4.200%, 05/15/2032 |
|
|
520 |
|
|
|
490 |
|
4.000%, 05/15/2029 |
|
|
770 |
|
|
|
741 |
|
3.875%, 12/15/2028 |
|
|
250 |
|
|
|
240 |
|
3.875%, 08/15/2059 |
|
|
570 |
|
|
|
438 |
|
3.700%, 08/15/2049 |
|
|
140 |
|
|
|
107 |
|
3.250%, 05/15/2051 |
|
|
630 |
|
|
|
442 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.125%, 05/15/2060 |
|
$ |
90 |
|
|
$ |
59 |
|
3.050%, 05/15/2041 |
|
|
352 |
|
|
|
261 |
|
2.900%, 05/15/2050 |
|
|
880 |
|
|
|
585 |
|
2.750%, 05/15/2040 |
|
|
570 |
|
|
|
411 |
|
2.300%, 05/15/2031 |
|
|
150 |
|
|
|
126 |
|
2.000%, 05/15/2030 |
|
|
220 |
|
|
|
185 |
|
1.250%, 01/15/2026 |
|
|
260 |
|
|
|
243 |
|
Universal Health Services |
|
|
|
|
|
|
|
|
1.650%, 09/01/2026 |
|
|
1,260 |
|
|
|
1,146 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
|
320 |
|
|
|
342 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
163,188 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.9% |
|
|
|
|
3M |
|
|
|
|
|
|
|
|
3.700%, 04/15/2050 |
|
|
300 |
|
|
|
221 |
|
2.375%, 08/26/2029 (G) |
|
|
1,490 |
|
|
|
1,294 |
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 (D) |
|
|
2,334 |
|
|
|
2,389 |
|
3.300%, 01/30/2032 |
|
|
7,488 |
|
|
|
6,332 |
|
3.000%, 10/29/2028 |
|
|
12,848 |
|
|
|
11,545 |
|
2.450%, 10/29/2026 |
|
|
3,970 |
|
|
|
3,662 |
|
1.650%, 10/29/2024 |
|
|
917 |
|
|
|
892 |
|
Air Lease |
|
|
|
|
|
|
|
|
5.850%, 12/15/2027 |
|
|
1,325 |
|
|
|
1,341 |
|
5.300%, 02/01/2028 (G) |
|
|
830 |
|
|
|
826 |
|
3.375%, 07/01/2025 |
|
|
490 |
|
|
|
476 |
|
3.250%, 03/01/2025 |
|
|
525 |
|
|
|
513 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
3.000%, 02/01/2030 |
|
|
2,245 |
|
|
|
1,955 |
|
2.875%, 01/15/2026 |
|
|
3,019 |
|
|
|
2,879 |
|
2.300%, 02/01/2025 |
|
|
605 |
|
|
|
586 |
|
American Airlines Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.375%, 05/01/2027 |
|
|
78 |
|
|
|
73 |
|
Boeing |
|
|
|
|
|
|
|
|
7.250%, 06/15/2025 |
|
|
107 |
|
|
|
109 |
|
5.930%, 05/01/2060 |
|
|
800 |
|
|
|
766 |
|
5.805%, 05/01/2050 |
|
|
3,967 |
|
|
|
3,824 |
|
5.705%, 05/01/2040 |
|
|
1,090 |
|
|
|
1,062 |
|
5.150%, 05/01/2030 |
|
|
1,240 |
|
|
|
1,219 |
|
4.875%, 05/01/2025 |
|
|
2,290 |
|
|
|
2,269 |
|
3.750%, 02/01/2050 |
|
|
1,849 |
|
|
|
1,313 |
|
3.625%, 02/01/2031 |
|
|
2,272 |
|
|
|
2,035 |
|
3.250%, 02/01/2035 |
|
|
3,053 |
|
|
|
2,454 |
|
3.200%, 03/01/2029 |
|
|
720 |
|
|
|
651 |
|
3.100%, 05/01/2026 |
|
|
230 |
|
|
|
219 |
|
2.800%, 03/01/2027 |
|
|
280 |
|
|
|
260 |
|
2.700%, 02/01/2027 |
|
|
340 |
|
|
|
317 |
|
2.196%, 02/04/2026 |
|
|
1,930 |
|
|
|
1,810 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
7.290%, 06/01/2036 |
|
$ |
200 |
|
|
$ |
235 |
|
5.200%, 04/15/2054 |
|
|
754 |
|
|
|
740 |
|
4.550%, 09/01/2044 |
|
|
825 |
|
|
|
738 |
|
4.450%, 01/15/2053 |
|
|
299 |
|
|
|
263 |
|
3.650%, 09/01/2025 |
|
|
140 |
|
|
|
137 |
|
2.875%, 06/15/2052 |
|
|
610 |
|
|
|
397 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
34 |
|
|
|
36 |
|
Carrier Global |
|
|
|
|
|
|
|
|
6.200%, 03/15/2054 |
|
|
524 |
|
|
|
572 |
|
5.900%, 03/15/2034 |
|
|
1,497 |
|
|
|
1,553 |
|
3.577%, 04/05/2050 |
|
|
70 |
|
|
|
52 |
|
Caterpillar |
|
|
|
|
|
|
|
|
4.300%, 05/15/2044 |
|
|
50 |
|
|
|
45 |
|
Caterpillar Financial Services |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
1,857 |
|
|
|
1,845 |
|
Caterpillar Financial Services MTN |
|
|
|
|
|
|
|
|
4.850%, 02/27/2029 |
|
|
2,157 |
|
|
|
2,159 |
|
Cintas No. 2 |
|
|
|
|
|
|
|
|
4.000%, 05/01/2032 |
|
|
2,845 |
|
|
|
2,670 |
|
3.700%, 04/01/2027 |
|
|
590 |
|
|
|
572 |
|
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.000%, 10/29/2024 |
|
|
38 |
|
|
|
37 |
|
Crowley Conro LLC |
|
|
|
|
|
|
|
|
4.181%, 08/15/2043 |
|
|
718 |
|
|
|
669 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
320 |
|
|
|
263 |
|
3.100%, 04/15/2030 |
|
|
160 |
|
|
|
145 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
2,372 |
|
|
|
2,112 |
|
Delta Air Lines/Skymiles LP |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (D) |
|
|
3,738 |
|
|
|
3,654 |
|
4.500%, 10/20/2025 (D) |
|
|
776 |
|
|
|
766 |
|
Eaton |
|
|
|
|
|
|
|
|
7.625%, 04/01/2024 |
|
|
325 |
|
|
|
326 |
|
4.150%, 11/02/2042 |
|
|
530 |
|
|
|
461 |
|
4.000%, 11/02/2032 |
|
|
99 |
|
|
|
93 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
2,935 |
|
|
|
1,895 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
880 |
|
|
|
782 |
|
4.250%, 04/01/2050 |
|
|
200 |
|
|
|
173 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
6.049%, TSFR3M + 0.742%, 08/15/2036 (B) |
|
|
3,035 |
|
|
|
2,818 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
743 |
|
|
|
742 |
|
5.250%, 03/01/2054 |
|
|
743 |
|
|
|
742 |
|
5.000%, 03/01/2035 |
|
|
5,284 |
|
|
|
5,268 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ILFC E-Capital Trust II |
|
|
|
|
|
|
|
|
7.436%, TSFR3M + 2.062%, 12/21/2065 (B)(D) |
|
$ |
1,200 |
|
|
$ |
951 |
|
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
2.750%, 05/15/2032 |
|
|
135 |
|
|
|
114 |
|
John Deere Capital |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
2,600 |
|
|
|
2,580 |
|
4.500%, 01/16/2029 |
|
|
2,600 |
|
|
|
2,560 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
5.150%, 09/08/2026 |
|
|
2,600 |
|
|
|
2,617 |
|
4.950%, 07/14/2028 |
|
|
2,280 |
|
|
|
2,293 |
|
4.150%, 09/15/2027 |
|
|
1,495 |
|
|
|
1,466 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
5.054%, 04/27/2045 |
|
|
330 |
|
|
|
309 |
|
4.854%, 04/27/2035 |
|
|
210 |
|
|
|
200 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.200%, 02/15/2064 |
|
|
1,377 |
|
|
|
1,345 |
|
4.800%, 08/15/2034 |
|
|
1,518 |
|
|
|
1,484 |
|
4.150%, 06/15/2053 |
|
|
2,240 |
|
|
|
1,858 |
|
3.900%, 06/15/2032 |
|
|
410 |
|
|
|
381 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.250%, 05/01/2050 |
|
|
3,620 |
|
|
|
3,490 |
|
5.200%, 06/01/2054 |
|
|
192 |
|
|
|
184 |
|
4.900%, 06/01/2034 |
|
|
1,835 |
|
|
|
1,786 |
|
4.400%, 05/01/2030 |
|
|
860 |
|
|
|
829 |
|
3.850%, 04/15/2045 |
|
|
350 |
|
|
|
278 |
|
3.250%, 01/15/2028 |
|
|
480 |
|
|
|
450 |
|
2.930%, 01/15/2025 |
|
|
2,020 |
|
|
|
1,976 |
|
Otis Worldwide |
|
|
|
|
|
|
|
|
3.112%, 02/15/2040 |
|
|
605 |
|
|
|
462 |
|
2.056%, 04/05/2025 |
|
|
340 |
|
|
|
327 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
2.700%, 06/14/2024 |
|
|
830 |
|
|
|
823 |
|
Quanta Services |
|
|
|
|
|
|
|
|
0.950%, 10/01/2024 |
|
|
1,336 |
|
|
|
1,298 |
|
Raytheon Technologies |
|
|
|
|
|
|
|
|
4.125%, 11/16/2028 |
|
|
480 |
|
|
|
461 |
|
3.950%, 08/16/2025 |
|
|
250 |
|
|
|
245 |
|
3.150%, 12/15/2024 |
|
|
320 |
|
|
|
314 |
|
3.125%, 07/01/2050 |
|
|
1,290 |
|
|
|
868 |
|
2.250%, 07/01/2030 |
|
|
680 |
|
|
|
575 |
|
Republic Services |
|
|
|
|
|
|
|
|
2.500%, 08/15/2024 |
|
|
680 |
|
|
|
670 |
|
1.450%, 02/15/2031 |
|
|
3,485 |
|
|
|
2,751 |
|
Roper Technologies |
|
|
|
|
|
|
|
|
1.000%, 09/15/2025 |
|
|
940 |
|
|
|
881 |
|
RTX |
|
|
|
|
|
|
|
|
6.400%, 03/15/2054 |
|
|
1,545 |
|
|
|
1,710 |
|
6.100%, 03/15/2034 |
|
|
1,932 |
|
|
|
2,040 |
|
6.000%, 03/15/2031 |
|
|
730 |
|
|
|
760 |
|
3.030%, 03/15/2052 |
|
|
420 |
|
|
|
275 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.200%, 03/11/2026 (D) |
|
$ |
2,830 |
|
|
$ |
2,621 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
970 |
|
|
|
737 |
|
3.750%, 07/15/2025 |
|
|
530 |
|
|
|
520 |
|
3.750%, 02/05/2070 |
|
|
700 |
|
|
|
512 |
|
3.250%, 02/05/2050 |
|
|
1,065 |
|
|
|
767 |
|
2.891%, 04/06/2036 |
|
|
835 |
|
|
|
673 |
|
2.800%, 02/14/2032 |
|
|
967 |
|
|
|
830 |
|
2.375%, 05/20/2031 |
|
|
713 |
|
|
|
602 |
|
2.150%, 02/05/2027 |
|
|
270 |
|
|
|
251 |
|
United Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
|
3,800 |
|
|
|
3,852 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.200%, 04/01/2040 |
|
|
525 |
|
|
|
522 |
|
US Airways Pass-Through Trust, Ser 2012-1, Cl A |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
17 |
|
|
|
17 |
|
US Airways Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.625%, 06/03/2025 |
|
|
2,036 |
|
|
|
2,001 |
|
Veralto |
|
|
|
|
|
|
|
|
5.500%, 09/18/2026 (D) |
|
|
698 |
|
|
|
701 |
|
Waste Connections |
|
|
|
|
|
|
|
|
5.000%, 03/01/2034 |
|
|
820 |
|
|
|
803 |
|
Waste Management |
|
|
|
|
|
|
|
|
4.875%, 02/15/2034 |
|
|
1,481 |
|
|
|
1,451 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
144,723 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 1.4% |
|
|
|
|
Apple |
|
|
|
|
|
|
|
|
4.850%, 05/10/2053 (G) |
|
|
380 |
|
|
|
371 |
|
3.950%, 08/08/2052 |
|
|
1,052 |
|
|
|
876 |
|
3.450%, 05/06/2024 |
|
|
350 |
|
|
|
349 |
|
2.650%, 05/11/2050 |
|
|
594 |
|
|
|
387 |
|
2.650%, 02/08/2051 |
|
|
459 |
|
|
|
296 |
|
2.375%, 02/08/2041 |
|
|
545 |
|
|
|
383 |
|
Applied Materials |
|
|
|
|
|
|
|
|
1.750%, 06/01/2030 |
|
|
1,070 |
|
|
|
893 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (D) |
|
|
2,211 |
|
|
|
2,060 |
|
4.150%, 11/15/2030 |
|
|
842 |
|
|
|
788 |
|
3.469%, 04/15/2034 (D) |
|
|
752 |
|
|
|
635 |
|
3.419%, 04/15/2033 (D) |
|
|
744 |
|
|
|
635 |
|
3.150%, 11/15/2025 |
|
|
878 |
|
|
|
847 |
|
3.137%, 11/15/2035 (D) |
|
|
2,310 |
|
|
|
1,834 |
|
2.450%, 02/15/2031 (D) |
|
|
1,172 |
|
|
|
979 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.300%, 02/26/2054 |
|
|
1,079 |
|
|
|
1,092 |
|
5.050%, 02/26/2034 |
|
|
5,117 |
|
|
|
5,151 |
|
4.950%, 02/26/2031 |
|
|
1,438 |
|
|
|
1,439 |
|
4.850%, 02/26/2029 |
|
|
2,157 |
|
|
|
2,160 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.800%, 02/26/2027 |
|
$ |
2,158 |
|
|
$ |
2,160 |
|
Constellation Software |
|
|
|
|
|
|
|
|
5.158%, 02/16/2029 (D) |
|
|
3,000 |
|
|
|
2,985 |
|
Corning |
|
|
|
|
|
|
|
|
5.450%, 11/15/2079 |
|
|
475 |
|
|
|
440 |
|
Intel |
|
|
|
|
|
|
|
|
5.900%, 02/10/2063 |
|
|
1,045 |
|
|
|
1,089 |
|
5.700%, 02/10/2053 |
|
|
1,494 |
|
|
|
1,514 |
|
5.625%, 02/10/2043 |
|
|
430 |
|
|
|
437 |
|
5.600%, 02/21/2054 |
|
|
1,425 |
|
|
|
1,424 |
|
5.200%, 02/10/2033 (G) |
|
|
430 |
|
|
|
430 |
|
5.150%, 02/21/2034 |
|
|
2,851 |
|
|
|
2,822 |
|
5.125%, 02/10/2030 |
|
|
600 |
|
|
|
605 |
|
5.000%, 02/21/2031 |
|
|
1,069 |
|
|
|
1,062 |
|
4.750%, 03/25/2050 |
|
|
480 |
|
|
|
428 |
|
3.734%, 12/08/2047 |
|
|
119 |
|
|
|
90 |
|
3.050%, 08/12/2051 |
|
|
210 |
|
|
|
139 |
|
2.800%, 08/12/2041 |
|
|
644 |
|
|
|
458 |
|
1.600%, 08/12/2028 |
|
|
650 |
|
|
|
565 |
|
International Business Machines |
|
|
|
|
|
|
|
|
3.000%, 05/15/2024 |
|
|
2,340 |
|
|
|
2,328 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
1,489 |
|
|
|
1,531 |
|
5.250%, 09/15/2026 |
|
|
1,859 |
|
|
|
1,875 |
|
5.200%, 09/15/2033 |
|
|
1,485 |
|
|
|
1,500 |
|
5.125%, 09/15/2028 |
|
|
1,486 |
|
|
|
1,505 |
|
KLA |
|
|
|
|
|
|
|
|
4.700%, 02/01/2034 |
|
|
1,489 |
|
|
|
1,450 |
|
4.650%, 07/15/2032 |
|
|
640 |
|
|
|
624 |
|
3.300%, 03/01/2050 |
|
|
614 |
|
|
|
443 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
|
1,855 |
|
|
|
1,694 |
|
Lam Research |
|
|
|
|
|
|
|
|
3.800%, 03/15/2025 |
|
|
150 |
|
|
|
148 |
|
Marvell Technology |
|
|
|
|
|
|
|
|
5.950%, 09/15/2033 |
|
|
1,116 |
|
|
|
1,153 |
|
5.750%, 02/15/2029 |
|
|
1,116 |
|
|
|
1,137 |
|
1.650%, 04/15/2026 |
|
|
2,010 |
|
|
|
1,864 |
|
Micron Technology |
|
|
|
|
|
|
|
|
5.875%, 02/09/2033 |
|
|
801 |
|
|
|
818 |
|
5.375%, 04/15/2028 |
|
|
3,753 |
|
|
|
3,773 |
|
5.300%, 01/15/2031 |
|
|
640 |
|
|
|
634 |
|
Microsoft |
|
|
|
|
|
|
|
|
4.100%, 02/06/2037 |
|
|
245 |
|
|
|
231 |
|
3.450%, 08/08/2036 |
|
|
2,052 |
|
|
|
1,808 |
|
3.300%, 02/06/2027 |
|
|
720 |
|
|
|
695 |
|
2.921%, 03/17/2052 |
|
|
646 |
|
|
|
447 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.700%, 04/01/2060 |
|
|
680 |
|
|
|
534 |
|
NXP BV / NXP FUNDING LLC / NXP USA |
|
|
|
|
|
|
|
|
2.700%, 05/01/2025 |
|
|
430 |
|
|
|
416 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Oracle |
|
|
|
|
|
|
|
|
6.900%, 11/09/2052 |
|
$ |
1,385 |
|
|
$ |
1,560 |
|
4.650%, 05/06/2030 |
|
|
610 |
|
|
|
594 |
|
4.000%, 07/15/2046 |
|
|
1,301 |
|
|
|
1,001 |
|
4.000%, 11/15/2047 |
|
|
330 |
|
|
|
253 |
|
3.950%, 03/25/2051 |
|
|
1,359 |
|
|
|
1,014 |
|
3.900%, 05/15/2035 |
|
|
3,620 |
|
|
|
3,108 |
|
3.800%, 11/15/2037 |
|
|
4,295 |
|
|
|
3,537 |
|
3.600%, 04/01/2040 |
|
|
1,834 |
|
|
|
1,416 |
|
2.950%, 05/15/2025 |
|
|
695 |
|
|
|
674 |
|
2.950%, 04/01/2030 |
|
|
1,415 |
|
|
|
1,255 |
|
2.875%, 03/25/2031 |
|
|
1,860 |
|
|
|
1,604 |
|
2.800%, 04/01/2027 |
|
|
625 |
|
|
|
583 |
|
1.650%, 03/25/2026 |
|
|
1,570 |
|
|
|
1,458 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
6.000%, 05/20/2053 |
|
|
1,688 |
|
|
|
1,849 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
745 |
|
|
|
738 |
|
5.000%, 03/14/2053 |
|
|
1,649 |
|
|
|
1,602 |
|
4.850%, 02/08/2034 |
|
|
1,863 |
|
|
|
1,851 |
|
4.600%, 02/08/2029 |
|
|
1,491 |
|
|
|
1,483 |
|
4.150%, 05/15/2048 |
|
|
1,250 |
|
|
|
1,061 |
|
1.750%, 05/04/2030 |
|
|
440 |
|
|
|
368 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
2.500%, 10/25/2031 |
|
|
3,950 |
|
|
|
3,346 |
|
1.750%, 10/25/2026 |
|
|
750 |
|
|
|
690 |
|
TSMC Global |
|
|
|
|
|
|
|
|
1.375%, 09/28/2030 (D) |
|
|
2,240 |
|
|
|
1,798 |
|
VMware |
|
|
|
|
|
|
|
|
1.400%, 08/15/2026 |
|
|
1,040 |
|
|
|
945 |
|
1.000%, 08/15/2024 |
|
|
2,329 |
|
|
|
2,279 |
|
Vontier |
|
|
|
|
|
|
|
|
1.800%, 04/01/2026 |
|
|
1,170 |
|
|
|
1,078 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
101,576 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.7% |
|
|
|
|
Air Products and Chemicals |
|
|
|
|
|
|
|
|
4.850%, 02/08/2034 |
|
|
1,866 |
|
|
|
1,830 |
|
Amcor Finance USA |
|
|
|
|
|
|
|
|
3.625%, 04/28/2026 |
|
|
2,000 |
|
|
|
1,925 |
|
Anglo American Capital PLC |
|
|
|
|
|
|
|
|
4.750%, 03/16/2052 (D) |
|
|
2,145 |
|
|
|
1,801 |
|
4.000%, 09/11/2027 (D) |
|
|
280 |
|
|
|
267 |
|
3.625%, 09/11/2024 (D) |
|
|
1,810 |
|
|
|
1,787 |
|
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.700%, 05/30/2041 |
|
|
470 |
|
|
|
477 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.650%, 01/15/2034 (D) |
|
|
260 |
|
|
|
257 |
|
4.875%, 07/15/2026 (D) |
|
|
3,270 |
|
|
|
3,193 |
|
1.650%, 01/15/2027 |
|
|
1,785 |
|
|
|
1,607 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.000%, 09/30/2043 |
|
|
40 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Celanese US Holdings LLC |
|
|
|
|
|
|
|
|
6.700%, 11/15/2033 |
|
$ |
746 |
|
|
$ |
784 |
|
6.550%, 11/15/2030 |
|
|
4,210 |
|
|
|
4,377 |
|
6.379%, 07/15/2032 |
|
|
736 |
|
|
|
754 |
|
6.050%, 03/15/2025 |
|
|
689 |
|
|
|
691 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
5.600%, 02/15/2054 |
|
|
1,119 |
|
|
|
1,093 |
|
5.150%, 02/15/2034 |
|
|
1,425 |
|
|
|
1,404 |
|
4.800%, 05/15/2049 |
|
|
585 |
|
|
|
511 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
4.493%, 11/15/2025 |
|
|
2,095 |
|
|
|
2,070 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
270 |
|
|
|
252 |
|
5.400%, 11/14/2034 |
|
|
330 |
|
|
|
321 |
|
Glencore Finance Canada |
|
|
|
|
|
|
|
|
6.000%, 11/15/2041 (D) |
|
|
273 |
|
|
|
271 |
|
5.550%, 10/25/2042 (D) |
|
|
336 |
|
|
|
318 |
|
Glencore Funding LLC |
|
|
|
|
|
|
|
|
4.000%, 03/27/2027 (D) |
|
|
1,570 |
|
|
|
1,511 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
2,365 |
|
|
|
1,990 |
|
2.300%, 11/01/2030 (D) |
|
|
4,800 |
|
|
|
3,939 |
|
MEGlobal BV MTN |
|
|
|
|
|
|
|
|
4.250%, 11/03/2026 (D) |
|
|
1,440 |
|
|
|
1,382 |
|
2.625%, 04/28/2028 (D) |
|
|
2,250 |
|
|
|
1,997 |
|
OCP |
|
|
|
|
|
|
|
|
4.500%, 10/22/2025 (D) |
|
|
1,860 |
|
|
|
1,810 |
|
Orbia Advance |
|
|
|
|
|
|
|
|
2.875%, 05/11/2031 (D) |
|
|
1,340 |
|
|
|
1,086 |
|
1.875%, 05/11/2026 (D) |
|
|
1,410 |
|
|
|
1,286 |
|
Southern Copper |
|
|
|
|
|
|
|
|
5.250%, 11/08/2042 |
|
|
4,340 |
|
|
|
4,080 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
6.000%, 01/15/2029 |
|
|
2,340 |
|
|
|
2,339 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.875%, 11/21/2036 |
|
|
1,495 |
|
|
|
1,596 |
|
6.250%, 08/10/2026 |
|
|
2,290 |
|
|
|
2,321 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,365 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.1% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
4.800%, 10/01/2032 |
|
|
703 |
|
|
|
657 |
|
2.600%, 06/15/2033 |
|
|
319 |
|
|
|
247 |
|
2.000%, 06/15/2028 |
|
|
1,402 |
|
|
|
1,218 |
|
American Assets Trust |
|
|
|
|
|
|
|
|
3.375%, 02/01/2031 |
|
|
2,580 |
|
|
|
2,080 |
|
American Homes 4 Rent LP |
|
|
|
|
|
|
|
|
5.500%, 02/01/2034 |
|
|
736 |
|
|
|
722 |
|
4.300%, 04/15/2052 |
|
|
578 |
|
|
|
449 |
|
3.625%, 04/15/2032 |
|
|
1,291 |
|
|
|
1,126 |
|
3.375%, 07/15/2051 |
|
|
1,120 |
|
|
|
738 |
|
2.375%, 07/15/2031 |
|
|
1,320 |
|
|
|
1,063 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
American Tower |
|
|
|
|
|
|
|
|
5.900%, 11/15/2033 |
|
$ |
2,233 |
|
|
$ |
2,290 |
|
5.650%, 03/15/2033 |
|
|
2,318 |
|
|
|
2,333 |
|
5.550%, 07/15/2033 |
|
|
1,920 |
|
|
|
1,919 |
|
5.500%, 03/15/2028 |
|
|
1,493 |
|
|
|
1,499 |
|
3.125%, 01/15/2027 |
|
|
632 |
|
|
|
596 |
|
2.950%, 01/15/2051 (G) |
|
|
374 |
|
|
|
237 |
|
2.700%, 04/15/2031 |
|
|
3,790 |
|
|
|
3,181 |
|
1.875%, 10/15/2030 |
|
|
3,215 |
|
|
|
2,584 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
1,535 |
|
|
|
1,310 |
|
Boston Properties |
|
|
|
|
|
|
|
|
3.400%, 06/21/2029 |
|
|
1,510 |
|
|
|
1,333 |
|
2.900%, 03/15/2030 |
|
|
125 |
|
|
|
105 |
|
Brixmor Operating Partnership |
|
|
|
|
|
|
|
|
2.500%, 08/16/2031 |
|
|
1,959 |
|
|
|
1,595 |
|
Camden Property Trust |
|
|
|
|
|
|
|
|
2.800%, 05/15/2030 |
|
|
480 |
|
|
|
422 |
|
Crown Castle |
|
|
|
|
|
|
|
|
5.800%, 03/01/2034 |
|
|
2,318 |
|
|
|
2,349 |
|
5.100%, 05/01/2033 |
|
|
1,097 |
|
|
|
1,060 |
|
5.000%, 01/11/2028 |
|
|
2,083 |
|
|
|
2,052 |
|
2.900%, 04/01/2041 |
|
|
747 |
|
|
|
518 |
|
2.100%, 04/01/2031 |
|
|
4,381 |
|
|
|
3,517 |
|
1.050%, 07/15/2026 |
|
|
1,234 |
|
|
|
1,116 |
|
Equinix |
|
|
|
|
|
|
|
|
3.900%, 04/15/2032 |
|
|
3,975 |
|
|
|
3,606 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
2.550%, 06/15/2031 |
|
|
665 |
|
|
|
548 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
3.900%, 04/01/2029 |
|
|
1,153 |
|
|
|
1,077 |
|
2.550%, 06/01/2031 |
|
|
2,590 |
|
|
|
2,130 |
|
2.400%, 10/15/2031 |
|
|
2,090 |
|
|
|
1,688 |
|
2.200%, 10/15/2030 |
|
|
542 |
|
|
|
443 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
5.750%, 06/01/2028 |
|
|
1,250 |
|
|
|
1,240 |
|
5.375%, 04/15/2026 |
|
|
270 |
|
|
|
267 |
|
5.300%, 01/15/2029 |
|
|
1,775 |
|
|
|
1,722 |
|
4.000%, 01/15/2030 |
|
|
1,542 |
|
|
|
1,388 |
|
4.000%, 01/15/2031 |
|
|
85 |
|
|
|
75 |
|
3.250%, 01/15/2032 |
|
|
38 |
|
|
|
32 |
|
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.875%, 05/01/2025 |
|
|
1,100 |
|
|
|
1,070 |
|
3.625%, 01/15/2028 |
|
|
195 |
|
|
|
178 |
|
3.500%, 08/01/2026 |
|
|
1,010 |
|
|
|
961 |
|
3.100%, 02/15/2030 |
|
|
30 |
|
|
|
26 |
|
2.050%, 03/15/2031 |
|
|
360 |
|
|
|
273 |
|
2.000%, 03/15/2031 |
|
|
1,000 |
|
|
|
784 |
|
Hudson Pacific Properties |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 (G) |
|
|
3,265 |
|
|
|
2,719 |
|
3.250%, 01/15/2030 |
|
|
180 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Invitation Homes Operating Partnership |
|
|
|
|
|
|
|
|
2.000%, 08/15/2031 |
|
$ |
2,393 |
|
|
$ |
1,869 |
|
Invitation Homes Operating Partnership LP |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
2,180 |
|
|
|
2,153 |
|
4.150%, 04/15/2032 |
|
|
1,285 |
|
|
|
1,159 |
|
LXP Industrial Trust |
|
|
|
|
|
|
|
|
6.750%, 11/15/2028 |
|
|
545 |
|
|
|
563 |
|
NNN REIT |
|
|
|
|
|
|
|
|
5.600%, 10/15/2033 |
|
|
523 |
|
|
|
522 |
|
Physicians Realty |
|
|
|
|
|
|
|
|
3.950%, 01/15/2028 |
|
|
56 |
|
|
|
53 |
|
2.625%, 11/01/2031 |
|
|
1,325 |
|
|
|
1,079 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.625%, 10/13/2032 |
|
|
1,306 |
|
|
|
1,322 |
|
5.125%, 02/15/2034 |
|
|
1,492 |
|
|
|
1,443 |
|
4.900%, 07/15/2033 |
|
|
1,102 |
|
|
|
1,051 |
|
3.400%, 01/15/2030 |
|
|
762 |
|
|
|
691 |
|
2.850%, 12/15/2032 |
|
|
934 |
|
|
|
770 |
|
2.200%, 06/15/2028 |
|
|
691 |
|
|
|
613 |
|
2.100%, 03/15/2028 |
|
|
715 |
|
|
|
635 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
741 |
|
|
|
724 |
|
2.950%, 09/15/2029 |
|
|
1,768 |
|
|
|
1,565 |
|
Sabra Health Care LP |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
1,335 |
|
|
|
1,187 |
|
Scentre Group Trust 1/ Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
3.625%, 01/28/2026 (D) |
|
|
1,285 |
|
|
|
1,242 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
2.450%, 09/13/2029 |
|
|
1,480 |
|
|
|
1,291 |
|
STORE Capital |
|
|
|
|
|
|
|
|
2.750%, 11/18/2030 |
|
|
1,142 |
|
|
|
901 |
|
2.700%, 12/01/2031 |
|
|
449 |
|
|
|
349 |
|
Store Capital LLC |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 |
|
|
823 |
|
|
|
768 |
|
4.500%, 03/15/2028 |
|
|
742 |
|
|
|
694 |
|
Sun Communities Operating |
|
|
|
|
|
|
|
|
4.200%, 04/15/2032 |
|
|
1,664 |
|
|
|
1,479 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.625%, 05/15/2052 |
|
|
63 |
|
|
|
57 |
|
5.125%, 05/15/2032 |
|
|
2,096 |
|
|
|
1,967 |
|
4.950%, 02/15/2030 |
|
|
325 |
|
|
|
309 |
|
4.625%, 06/15/2025 (D) |
|
|
140 |
|
|
|
138 |
|
4.500%, 01/15/2028 (D)(G) |
|
|
416 |
|
|
|
395 |
|
4.125%, 08/15/2030 (D) |
|
|
70 |
|
|
|
63 |
|
3.875%, 02/15/2029 (D) |
|
|
745 |
|
|
|
680 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
86,410 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.2% |
|
|
|
|
Alabama Power |
|
|
|
|
|
|
|
|
3.700%, 12/01/2047 |
|
|
1,490 |
|
|
|
1,129 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
1,745 |
|
|
|
1,747 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
American Transmission Systems |
|
|
|
|
|
|
|
|
2.650%, 01/15/2032 (D) |
|
$ |
1,186 |
|
|
$ |
974 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
4.500%, 03/01/2049 |
|
|
60 |
|
|
|
48 |
|
4.450%, 06/01/2045 |
|
|
1,600 |
|
|
|
1,318 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
5.400%, 06/01/2053 |
|
|
1,120 |
|
|
|
1,099 |
|
2.250%, 06/15/2031 |
|
|
1,000 |
|
|
|
833 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
2.850%, 05/15/2051 |
|
|
2,810 |
|
|
|
1,805 |
|
Boston Gas |
|
|
|
|
|
|
|
|
4.487%, 02/15/2042 (D) |
|
|
140 |
|
|
|
114 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
5.200%, 10/01/2028 |
|
|
1,118 |
|
|
|
1,128 |
|
5.150%, 03/01/2034 |
|
|
4,864 |
|
|
|
4,855 |
|
3.600%, 03/01/2052 |
|
|
738 |
|
|
|
554 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (D) |
|
|
1,770 |
|
|
|
1,795 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
3.875%, 07/26/2033 (D) |
|
|
790 |
|
|
|
647 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
5.900%, 11/15/2053 |
|
|
748 |
|
|
|
789 |
|
5.500%, 03/15/2034 |
|
|
2,236 |
|
|
|
2,284 |
|
5.200%, 03/01/2033 |
|
|
398 |
|
|
|
401 |
|
4.450%, 03/15/2044 |
|
|
2,180 |
|
|
|
1,896 |
|
3.950%, 04/01/2050 |
|
|
210 |
|
|
|
168 |
|
3.350%, 04/01/2030 |
|
|
260 |
|
|
|
238 |
|
3.200%, 12/01/2051 |
|
|
226 |
|
|
|
153 |
|
Constellation Energy Generation LLC |
|
|
|
|
|
|
|
|
5.600%, 03/01/2028 |
|
|
2,410 |
|
|
|
2,442 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
4.600%, 05/30/2029 |
|
|
1,636 |
|
|
|
1,608 |
|
2.500%, 05/01/2060 |
|
|
608 |
|
|
|
336 |
|
Consumers Securitization Funding LLC |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
2,085 |
|
|
|
2,080 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.071%, 08/15/2024 (C) |
|
|
1,800 |
|
|
|
1,779 |
|
DTE Electric |
|
|
|
|
|
|
|
|
5.200%, 03/01/2034 |
|
|
1,438 |
|
|
|
1,431 |
|
3.650%, 03/01/2052 |
|
|
534 |
|
|
|
401 |
|
2.950%, 03/01/2050 |
|
|
1,167 |
|
|
|
776 |
|
DTE Energy |
|
|
|
|
|
|
|
|
2.529%, 10/01/2024 (C) |
|
|
1,775 |
|
|
|
1,741 |
|
1.050%, 06/01/2025 |
|
|
2,400 |
|
|
|
2,272 |
|
Duke Energy |
|
|
|
|
|
|
|
|
3.500%, 06/15/2051 |
|
|
207 |
|
|
|
143 |
|
3.150%, 08/15/2027 |
|
|
850 |
|
|
|
797 |
|
0.900%, 09/15/2025 |
|
|
1,955 |
|
|
|
1,829 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
5.400%, 01/15/2054 |
|
|
743 |
|
|
|
724 |
|
5.350%, 01/15/2053 |
|
|
1,499 |
|
|
|
1,467 |
|
4.950%, 01/15/2033 |
|
|
715 |
|
|
|
705 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.250%, 12/15/2041 |
|
$ |
1,000 |
|
|
$ |
847 |
|
4.000%, 09/30/2042 |
|
|
1,512 |
|
|
|
1,237 |
|
3.550%, 03/15/2052 |
|
|
904 |
|
|
|
651 |
|
2.850%, 03/15/2032 |
|
|
1,242 |
|
|
|
1,055 |
|
2.550%, 04/15/2031 |
|
|
447 |
|
|
|
383 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
5.875%, 11/15/2033 |
|
|
380 |
|
|
|
398 |
|
2.400%, 12/15/2031 |
|
|
997 |
|
|
|
823 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
2.750%, 04/01/2050 |
|
|
880 |
|
|
|
548 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.250%, 04/01/2033 |
|
|
1,700 |
|
|
|
1,701 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
5.250%, 03/15/2033 |
|
|
744 |
|
|
|
743 |
|
4.150%, 12/01/2044 |
|
|
250 |
|
|
|
204 |
|
2.500%, 08/15/2050 |
|
|
1,009 |
|
|
|
602 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
2.000%, 06/15/2030 (D) |
|
|
2,365 |
|
|
|
1,939 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
5.150%, 01/15/2033 (G) |
|
|
1,500 |
|
|
|
1,502 |
|
2.650%, 06/15/2051 |
|
|
900 |
|
|
|
541 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
3.450%, 12/01/2027 |
|
|
1,625 |
|
|
|
1,518 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
250 |
|
|
|
235 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
5.950%, 02/01/2029 |
|
|
5,215 |
|
|
|
5,341 |
|
4.600%, 07/01/2027 |
|
|
1,125 |
|
|
|
1,099 |
|
Exelon |
|
|
|
|
|
|
|
|
5.625%, 06/15/2035 |
|
|
1,720 |
|
|
|
1,710 |
|
3.950%, 06/15/2025 |
|
|
1,020 |
|
|
|
1,001 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.150%, 07/15/2027 |
|
|
1,310 |
|
|
|
1,244 |
|
1.600%, 01/15/2026 |
|
|
300 |
|
|
|
278 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
4.400%, 05/15/2028 |
|
|
4,000 |
|
|
|
3,927 |
|
3.250%, 06/01/2024 |
|
|
455 |
|
|
|
452 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
5.700%, 10/15/2033 |
|
|
2,335 |
|
|
|
2,375 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
2.750%, 03/01/2032 (D) |
|
|
1,098 |
|
|
|
908 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
3.586%, 01/18/2052 (D) |
|
|
4,825 |
|
|
|
3,231 |
|
2.742%, 08/15/2026 (D) |
|
|
1,175 |
|
|
|
1,097 |
|
Louisville Gas and Electric |
|
|
|
|
|
|
|
|
5.450%, 04/15/2033 |
|
|
2,285 |
|
|
|
2,307 |
|
Metropolitan Edison |
|
|
|
|
|
|
|
|
5.200%, 04/01/2028 (D) |
|
|
1,125 |
|
|
|
1,123 |
|
4.300%, 01/15/2029 (D) |
|
|
1,895 |
|
|
|
1,821 |
|
4.000%, 04/15/2025 (D) |
|
|
1,000 |
|
|
|
979 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
5.300%, 02/01/2055 |
|
|
699 |
|
|
|
680 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.800%, 09/15/2043 |
|
$ |
1,500 |
|
|
$ |
1,371 |
|
3.650%, 04/15/2029 |
|
|
1,330 |
|
|
|
1,255 |
|
2.700%, 08/01/2052 |
|
|
867 |
|
|
|
533 |
|
Mid-Atlantic Interstate Transmission LLC |
|
|
|
|
|
|
|
|
4.100%, 05/15/2028 (D) |
|
|
190 |
|
|
|
182 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
4.250%, 03/15/2042 |
|
|
509 |
|
|
|
424 |
|
3.100%, 07/30/2051 |
|
|
1,199 |
|
|
|
780 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
1.875%, 02/07/2025 |
|
|
720 |
|
|
|
697 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
2,190 |
|
|
|
2,198 |
|
5.250%, 03/15/2034 |
|
|
1,730 |
|
|
|
1,697 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
471 |
|
|
|
445 |
|
Northern States Power |
|
|
|
|
|
|
|
|
5.400%, 03/15/2054 |
|
|
1,151 |
|
|
|
1,139 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.100%, 06/01/2051 |
|
|
248 |
|
|
|
166 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.100%, 01/15/2029 |
|
|
2,730 |
|
|
|
2,795 |
|
5.800%, 05/15/2034 |
|
|
2,547 |
|
|
|
2,544 |
|
4.950%, 07/01/2050 |
|
|
3,197 |
|
|
|
2,714 |
|
4.750%, 02/15/2044 |
|
|
336 |
|
|
|
280 |
|
4.200%, 06/01/2041 |
|
|
581 |
|
|
|
457 |
|
3.950%, 12/01/2047 |
|
|
2,306 |
|
|
|
1,678 |
|
3.500%, 08/01/2050 |
|
|
588 |
|
|
|
396 |
|
3.300%, 08/01/2040 |
|
|
90 |
|
|
|
65 |
|
2.500%, 02/01/2031 |
|
|
2,795 |
|
|
|
2,290 |
|
2.100%, 08/01/2027 |
|
|
3,055 |
|
|
|
2,736 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
2.900%, 06/15/2052 |
|
|
2,590 |
|
|
|
1,578 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.150%, 10/01/2044 |
|
|
1,985 |
|
|
|
1,660 |
|
2.850%, 09/15/2051 |
|
|
1,206 |
|
|
|
774 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.150%, 03/30/2026 (D) |
|
|
750 |
|
|
|
743 |
|
4.150%, 04/15/2025 (D) |
|
|
995 |
|
|
|
974 |
|
3.250%, 03/15/2028 (D) |
|
|
974 |
|
|
|
899 |
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (D) |
|
|
2,090 |
|
|
|
2,024 |
|
5.450%, 05/21/2028 (D) |
|
|
830 |
|
|
|
825 |
|
4.125%, 05/15/2027 (D) |
|
|
1,990 |
|
|
|
1,903 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
5.050%, 05/15/2052 |
|
|
2,000 |
|
|
|
1,799 |
|
2.500%, 03/15/2031 |
|
|
2,000 |
|
|
|
1,673 |
|
Progress Energy |
|
|
|
|
|
|
|
|
6.000%, 12/01/2039 |
|
|
200 |
|
|
|
202 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
5.450%, 03/01/2054 |
|
|
721 |
|
|
|
721 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.125%, 03/15/2053 |
|
$ |
1,390 |
|
|
$ |
1,344 |
|
2.700%, 05/01/2050 |
|
|
467 |
|
|
|
300 |
|
2.050%, 08/01/2050 |
|
|
277 |
|
|
|
154 |
|
1.900%, 08/15/2031 |
|
|
1,718 |
|
|
|
1,383 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
6.125%, 10/15/2033 |
|
|
895 |
|
|
|
933 |
|
5.875%, 10/15/2028 |
|
|
1,453 |
|
|
|
1,491 |
|
Public Service of Oklahoma |
|
|
|
|
|
|
|
|
3.150%, 08/15/2051 |
|
|
676 |
|
|
|
453 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.125%, 03/01/2048 |
|
|
753 |
|
|
|
602 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
2.550%, 02/01/2030 |
|
|
1,840 |
|
|
|
1,598 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
3.250%, 06/15/2026 |
|
|
1,550 |
|
|
|
1,482 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
5.300%, 04/01/2033 |
|
|
1,560 |
|
|
|
1,539 |
|
2.750%, 10/01/2026 |
|
|
1,000 |
|
|
|
939 |
|
1.650%, 03/15/2026 |
|
|
3,990 |
|
|
|
3,712 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
3.750%, 06/15/2049 |
|
|
2,000 |
|
|
|
1,449 |
|
Texas Electric Market Stabilization Funding N LLC |
|
|
|
|
|
|
|
|
4.265%, 08/01/2034 (D) |
|
|
4,215 |
|
|
|
4,072 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
5.000%, 04/01/2033 |
|
|
2,078 |
|
|
|
2,036 |
|
5.000%, 01/15/2034 |
|
|
2,569 |
|
|
|
2,497 |
|
4.650%, 08/15/2043 |
|
|
1,205 |
|
|
|
1,066 |
|
2.950%, 11/15/2051 |
|
|
1,000 |
|
|
|
642 |
|
Virginia Power Fuel Securitization LLC |
|
|
|
|
|
|
|
|
5.088%, 05/01/2027 |
|
|
995 |
|
|
|
991 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
4.300%, 07/15/2029 (D) |
|
|
2,725 |
|
|
|
2,540 |
|
WEC Energy Group |
|
|
|
|
|
|
|
|
0.800%, 03/15/2024 |
|
|
1,480 |
|
|
|
1,478 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
670 |
|
|
|
590 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
164,914 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $2,105,234) ($ Thousands) |
|
|
|
|
|
|
1,969,731 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 8.1% |
Automotive — 2.0% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 06/15/2031 |
|
|
876 |
|
|
|
873 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 04/18/2028 |
|
|
1,661 |
|
|
|
1,645 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.620%, 11/18/2027 |
|
$ |
757 |
|
|
$ |
762 |
|
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.810%, 05/18/2028 |
|
|
1,495 |
|
|
|
1,503 |
|
ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |
|
|
|
|
|
|
|
|
3.120%, 01/15/2031 (D) |
|
|
495 |
|
|
|
491 |
|
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 11/15/2032 (D) |
|
|
1,145 |
|
|
|
1,143 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.360%, 03/20/2026 (D) |
|
|
590 |
|
|
|
575 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A |
|
|
|
|
|
|
|
|
2.020%, 02/20/2027 (D) |
|
|
3,620 |
|
|
|
3,404 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.380%, 08/20/2027 (D) |
|
|
1,050 |
|
|
|
959 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 11/25/2025 |
|
|
530 |
|
|
|
529 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 06/25/2026 |
|
|
1,181 |
|
|
|
1,176 |
|
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.470%, 02/25/2028 |
|
|
810 |
|
|
|
814 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.660%, 05/17/2027 |
|
|
2,825 |
|
|
|
2,769 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.870%, 02/15/2028 |
|
|
2,683 |
|
|
|
2,666 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
4.920%, 10/16/2028 |
|
|
1,405 |
|
|
|
1,399 |
|
Chase Auto Owner Trust, Ser 2022-AA, Cl A4 |
|
|
|
|
|
|
|
|
3.990%, 03/27/2028 (D) |
|
|
1,120 |
|
|
|
1,092 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.980%, 12/11/2034 (D) |
|
|
1,140 |
|
|
|
1,119 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
1.200%, 12/11/2034 (D) |
|
|
1,990 |
|
|
|
1,940 |
|
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (D) |
|
|
1,455 |
|
|
|
1,477 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (D) |
|
|
905 |
|
|
|
883 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.060%, 05/15/2027 |
|
|
3,309 |
|
|
|
3,301 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.050%, 06/15/2027 |
|
$ |
772 |
|
|
$ |
769 |
|
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A |
|
|
|
|
|
|
|
|
3.880%, 11/15/2034 (D) |
|
|
1,544 |
|
|
|
1,493 |
|
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.300%, 03/15/2028 |
|
|
788 |
|
|
|
790 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C |
|
|
|
|
|
|
|
|
6.160%, 02/15/2036 (D) |
|
|
2,820 |
|
|
|
2,859 |
|
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
4.650%, 02/15/2028 |
|
|
3,281 |
|
|
|
3,252 |
|
Ford Credit Auto Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.530%, 09/15/2028 |
|
|
1,755 |
|
|
|
1,772 |
|
Ford Credit Auto Owner Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 08/15/2036 (D) |
|
|
4,779 |
|
|
|
4,752 |
|
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A |
|
|
|
|
|
|
|
|
4.060%, 11/15/2030 |
|
|
2,740 |
|
|
|
2,636 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.010%, 09/22/2025 |
|
|
1,762 |
|
|
|
1,754 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4 |
|
|
|
|
|
|
|
|
5.090%, 05/20/2027 |
|
|
1,064 |
|
|
|
1,061 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4 |
|
|
|
|
|
|
|
|
5.440%, 08/20/2027 |
|
|
677 |
|
|
|
679 |
|
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.090%, 03/22/2027 |
|
|
1,435 |
|
|
|
1,432 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.820%, 08/16/2027 |
|
|
1,305 |
|
|
|
1,297 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2024-1, Cl A4 |
|
|
|
|
|
|
|
|
4.860%, 06/18/2029 |
|
|
764 |
|
|
|
762 |
|
Hertz Vehicle Financing III LLC, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
3.370%, 03/25/2025 (D) |
|
|
173 |
|
|
|
173 |
|
Hertz Vehicle Financing III, Ser 2021-2A, Cl C |
|
|
|
|
|
|
|
|
2.520%, 12/27/2027 (D) |
|
|
2,030 |
|
|
|
1,845 |
|
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.730%, 07/20/2026 |
|
|
1,490 |
|
|
|
1,468 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 10/15/2025 (D) |
|
$ |
1,715 |
|
|
$ |
1,706 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.170%, 04/15/2027 (D) |
|
|
1,684 |
|
|
|
1,677 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4 |
|
|
|
|
|
|
|
|
5.840%, 09/15/2027 (D) |
|
|
1,115 |
|
|
|
1,127 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 03/15/2027 (D) |
|
|
2,021 |
|
|
|
2,012 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 02/15/2028 (D) |
|
|
767 |
|
|
|
763 |
|
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
1.030%, 12/15/2027 |
|
|
1,347 |
|
|
|
1,269 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
2.220%, 10/15/2026 |
|
|
2,261 |
|
|
|
2,210 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
2.350%, 04/17/2028 |
|
|
899 |
|
|
|
855 |
|
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
4.480%, 07/17/2028 |
|
|
1,525 |
|
|
|
1,501 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
5.480%, 04/17/2028 |
|
|
858 |
|
|
|
863 |
|
Hyundai Auto Receivables Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.540%, 10/16/2028 |
|
|
3,555 |
|
|
|
3,593 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (D) |
|
|
252 |
|
|
|
247 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.760%, 02/26/2029 (D) |
|
|
784 |
|
|
|
759 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4 |
|
|
|
|
|
|
|
|
5.250%, 02/15/2029 |
|
|
1,834 |
|
|
|
1,839 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.610%, 11/15/2027 |
|
|
1,493 |
|
|
|
1,498 |
|
Nissan Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
4.970%, 09/15/2028 |
|
|
808 |
|
|
|
804 |
|
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |
|
|
|
|
|
|
|
|
4.450%, 11/15/2029 |
|
|
1,104 |
|
|
|
1,085 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.230%, 06/15/2028 (D) |
|
|
1,640 |
|
|
|
1,652 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.960%, 04/15/2026 (D) |
|
$ |
1,337 |
|
|
$ |
1,327 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
4.180%, 12/15/2028 (D) |
|
|
813 |
|
|
|
800 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2023-B, Cl C |
|
|
|
|
|
|
|
|
5.933%, 12/15/2033 (D) |
|
|
3,900 |
|
|
|
3,902 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
2.980%, 10/15/2026 |
|
|
818 |
|
|
|
816 |
|
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 12/15/2026 |
|
|
1,173 |
|
|
|
1,167 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.140%, 02/16/2027 |
|
|
1,351 |
|
|
|
1,344 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
807 |
|
|
|
805 |
|
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3 |
|
|
|
|
|
|
|
|
4.490%, 11/16/2026 |
|
|
3,457 |
|
|
|
3,444 |
|
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3 |
|
|
|
|
|
|
|
|
5.750%, 04/15/2027 |
|
|
948 |
|
|
|
948 |
|
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.250%, 04/17/2028 |
|
|
1,408 |
|
|
|
1,407 |
|
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.280%, 11/20/2025 (D) |
|
|
2,595 |
|
|
|
2,571 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 11/20/2026 (D) |
|
|
3,496 |
|
|
|
3,497 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.240%, 01/22/2029 (D) |
|
|
2,096 |
|
|
|
2,091 |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.470%, 10/20/2028 (D) |
|
|
2,195 |
|
|
|
2,205 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.950%, 05/21/2029 (D) |
|
|
2,297 |
|
|
|
2,285 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 |
|
|
|
|
|
|
|
|
4.940%, 01/21/2031 (D) |
|
|
389 |
|
|
|
387 |
|
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
2.560%, 11/25/2031 (D) |
|
|
885 |
|
|
|
879 |
|
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 05/25/2033 (D) |
|
|
3,475 |
|
|
|
3,307 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.070%, 02/27/2034 (D) |
|
$ |
7,785 |
|
|
$ |
7,189 |
|
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/25/2036 (D) |
|
|
4,760 |
|
|
|
4,762 |
|
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.430%, 04/17/2028 |
|
|
994 |
|
|
|
1,004 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
4.710%, 02/15/2028 |
|
|
1,966 |
|
|
|
1,950 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 04/17/2028 |
|
|
3,130 |
|
|
|
3,134 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-D, Cl A3 |
|
|
|
|
|
|
|
|
5.540%, 08/15/2028 |
|
|
1,760 |
|
|
|
1,779 |
|
Toyota Lease Owner Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.250%, 04/20/2027 (D) |
|
|
1,950 |
|
|
|
1,952 |
|
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.560%, 03/15/2028 (D) |
|
|
3,050 |
|
|
|
3,038 |
|
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.440%, 07/21/2025 |
|
|
896 |
|
|
|
890 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 06/20/2028 |
|
|
2,187 |
|
|
|
2,183 |
|
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.070%, 09/15/2026 |
|
|
1,115 |
|
|
|
1,112 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
1,276 |
|
|
|
1,278 |
|
| |
|
|
|
|
|
|
148,227 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.5% |
|
|
|
|
| |
|
|
|
|
American Express Credit Account Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
3.390%, 05/15/2027 |
|
|
1,580 |
|
|
|
1,546 |
|
American Express Credit Account Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 05/15/2028 |
|
|
1,077 |
|
|
|
1,075 |
|
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
|
|
|
|
|
|
|
|
4.980%, 11/15/2028 |
|
|
9,846 |
|
|
|
9,873 |
|
Chase Issuance Trust, Ser 2024-A2, Cl A |
|
|
|
|
|
|
|
|
4.630%, 01/15/2031 |
|
|
3,336 |
|
|
|
3,319 |
|
Discover Card Execution Note Trust, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
4.310%, 03/15/2028 |
|
|
2,205 |
|
|
|
2,176 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Discover Card Execution Note Trust, Ser 2023-A2, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/15/2028 |
|
$ |
6,720 |
|
|
$ |
6,717 |
|
Synchrony Card Funding LLC, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.540%, 07/15/2029 |
|
|
4,653 |
|
|
|
4,691 |
|
WF Card Issuance Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.940%, 02/15/2029 |
|
|
4,274 |
|
|
|
4,274 |
|
| |
|
|
|
|
|
|
33,671 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.1% |
|
|
|
|
| |
|
|
|
|
Aames Mortgage Trust, Ser 2002-1, Cl A3 |
|
|
|
|
|
|
|
|
7.396%, 06/25/2032 (C) |
|
|
12 |
|
|
|
12 |
|
Accredited Mortgage Loan Trust, Ser 2005-3, Cl M3 |
|
|
|
|
|
|
|
|
6.155%, TSFR1M + 0.834%, 09/25/2035 (B) |
|
|
240 |
|
|
|
239 |
|
Centex Home Equity Loan Trust, Ser 2005-A, Cl M1 |
|
|
|
|
|
|
|
|
6.155%, TSFR1M + 0.834%, 01/25/2035 (B) |
|
|
1,094 |
|
|
|
1,087 |
|
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A |
|
|
|
|
|
|
|
|
6.252%, TSFR1M + 0.934%, 09/15/2029 (B) |
|
|
133 |
|
|
|
126 |
|
Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4 |
|
|
|
|
|
|
|
|
5.755%, TSFR1M + 0.434%, 08/25/2036 (B) |
|
|
661 |
|
|
|
236 |
|
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S |
|
|
|
|
|
|
|
|
6.358%, 01/25/2047 (C) |
|
|
12 |
|
|
|
4 |
|
RASC Trust, Ser 2005-KS9, Cl M5 |
|
|
|
|
|
|
|
|
6.380%, TSFR1M + 0.744%, 10/25/2035 (B) |
|
|
3,344 |
|
|
|
3,306 |
|
RASC Trust, Ser 2006-KS2, Cl M2 |
|
|
|
|
|
|
|
|
6.020%, TSFR1M + 0.699%, 03/25/2036 (B) |
|
|
1,144 |
|
|
|
1,125 |
|
Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2 |
|
|
|
|
|
|
|
|
3.450%, 02/25/2032 |
|
|
6 |
|
|
|
5 |
|
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 |
|
|
|
|
|
|
|
|
6.435%, TSFR1M + 1.114%, 10/25/2034 (B) |
|
|
2,018 |
|
|
|
2,002 |
|
| |
|
|
|
|
|
|
8,142 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 5.5% |
|
|
|
|
| |
|
|
|
|
AB BSL CLO IV, Ser 2023-4A, Cl A |
|
|
|
|
|
|
|
|
7.318%, TSFR3M + 2.000%, 04/20/2036 (B)(D) |
|
|
890 |
|
|
|
895 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
ABPCI Direct Lending Fund CLO X, Ser 2020-10A, Cl A1A |
|
|
|
|
|
|
|
|
7.529%, TSFR3M + 2.212%, 01/20/2032 (B)(D) |
|
$ |
2,420 |
|
|
$ |
2,420 |
|
AccessLex Institute, Ser 2007-A, Cl A3 |
|
|
|
|
|
|
|
|
5.885%, TSFR3M + 0.562%, 05/25/2036 (B) |
|
|
1,122 |
|
|
|
1,100 |
|
AGL CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
6.779%, TSFR3M + 1.462%, 07/20/2034 (B)(D) |
|
|
610 |
|
|
|
610 |
|
Aimco CLO XI, Ser 2021-11A, Cl AR |
|
|
|
|
|
|
|
|
6.708%, TSFR3M + 1.392%, 10/17/2034 (B)(D) |
|
|
5,500 |
|
|
|
5,512 |
|
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.937%, 08/15/2046 (D) |
|
|
3,630 |
|
|
|
3,281 |
|
American Homes 4 Rent, Ser 2015-SFR1, Cl A |
|
|
|
|
|
|
|
|
3.467%, 04/17/2052 (D) |
|
|
4,730 |
|
|
|
4,621 |
|
AMMC CLO 15, Ser 2021-15A, Cl BR3 |
|
|
|
|
|
|
|
|
7.226%, TSFR3M + 1.912%, 01/15/2032 (B)(D) |
|
|
2,000 |
|
|
|
1,999 |
|
Apidos CLO XXXV, Ser 2021-35A, Cl A |
|
|
|
|
|
|
|
|
6.629%, TSFR3M + 1.312%, 04/20/2034 (B)(D) |
|
|
1,320 |
|
|
|
1,321 |
|
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS |
|
|
|
|
|
|
|
|
7.132%, TSFR1M + 1.814%, 11/15/2036 (B)(D) |
|
|
4,831 |
|
|
|
4,760 |
|
Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A |
|
|
|
|
|
|
|
|
6.775%, SOFR30A + 1.450%, 01/15/2037 (B)(D) |
|
|
1,848 |
|
|
|
1,824 |
|
Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1 |
|
|
|
|
|
|
|
|
7.097%, TSFR3M + 1.750%, 10/15/2036 (B)(D) |
|
|
2,380 |
|
|
|
2,391 |
|
Ares LXIII CLO, Ser 2022-63A, Cl A1A |
|
|
|
|
|
|
|
|
6.698%, TSFR3M + 1.380%, 04/20/2035 (B)(D) |
|
|
2,750 |
|
|
|
2,753 |
|
Ares XLII Clo, Ser 2021-42A, Cl BR |
|
|
|
|
|
|
|
|
7.079%, TSFR3M + 1.762%, 01/22/2028 (B)(D) |
|
|
2,000 |
|
|
|
1,998 |
|
Balboa Bay Loan Funding, Ser 2021-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.749%, TSFR3M + 1.432%, 01/20/2035 (B)(D) |
|
|
1,230 |
|
|
|
1,229 |
|
Ballyrock CLO, Ser 2019-2, Cl A1RR |
|
|
|
|
|
|
|
|
6.719%, TSFR3M + 1.400%, 02/20/2036 (B)(D) |
|
|
1,530 |
|
|
|
1,529 |
|
Birch Grove CLO 7, Ser 2023-7A, Cl A1 |
|
|
|
|
|
|
|
|
7.178%, TSFR3M + 1.800%, 10/20/2036 (B)(D) |
|
|
1,420 |
|
|
|
1,430 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Birch Grove CLO 8, Ser 2024-8A, Cl A1 |
|
|
|
|
|
|
|
|
0.000%, 04/20/2037 (B)(D)(E) |
|
$ |
1,450 |
|
|
$ |
1,450 |
|
Blackbird Capital II Aircraft Lease, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.443%, 07/15/2046 (D) |
|
|
775 |
|
|
|
682 |
|
BlueMountain CLO XXXI, Ser 2021-31A, Cl A1 |
|
|
|
|
|
|
|
|
6.721%, TSFR3M + 1.412%, 04/19/2034 (B)(D) |
|
|
350 |
|
|
|
350 |
|
Brazos Education Loan Authority, Ser 2012-1, Cl A1 |
|
|
|
|
|
|
|
|
6.136%, SOFR30A + 0.814%, 12/26/2035 (B) |
|
|
431 |
|
|
|
429 |
|
Brightwood Capital MM CLO, Ser 2023-1A, Cl A1A |
|
|
|
|
|
|
|
|
8.111%, TSFR3M + 2.750%, 10/15/2035 (B)(D) |
|
|
1,690 |
|
|
|
1,702 |
|
Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A |
|
|
|
|
|
|
|
|
6.631%, TSFR3M + 1.312%, 07/27/2031 (B)(D) |
|
|
743 |
|
|
|
745 |
|
Catskill Park CLO, Ser 2017-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.279%, TSFR3M + 1.962%, 04/20/2029 (B)(D) |
|
|
1,500 |
|
|
|
1,503 |
|
Cayuga Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.698%, TSFR3M + 1.382%, 07/17/2034 (B)(D) |
|
|
2,360 |
|
|
|
2,361 |
|
CBAM, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.829%, TSFR3M + 1.512%, 07/20/2030 (B)(D) |
|
|
468 |
|
|
|
469 |
|
Cedar Funding V CLO, Ser 2020-5A, Cl AFRR |
|
|
|
|
|
|
|
|
1.937%, 07/17/2031 (D) |
|
|
1,460 |
|
|
|
1,375 |
|
Chase Funding Trust, Ser 2003-6, Cl 1A5 |
|
|
|
|
|
|
|
|
4.868%, 11/25/2034 (C) |
|
|
85 |
|
|
|
83 |
|
Chase Funding Trust, Ser 2003-6, Cl 1A7 |
|
|
|
|
|
|
|
|
4.868%, 11/25/2034 (C) |
|
|
84 |
|
|
|
82 |
|
CIFC Funding, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.696%, TSFR3M + 1.372%, 04/25/2033 (B)(D) |
|
|
730 |
|
|
|
731 |
|
CIFC Funding, Ser 2021-3A, Cl A1R |
|
|
|
|
|
|
|
|
6.709%, TSFR3M + 1.392%, 10/20/2034 (B)(D) |
|
|
840 |
|
|
|
841 |
|
CIFC Funding, Ser 2021-4A, Cl A1A2 |
|
|
|
|
|
|
|
|
6.649%, TSFR3M + 1.332%, 04/20/2034 (B)(D) |
|
|
350 |
|
|
|
351 |
|
CIFC Funding, Ser 2021-7A, Cl A1 |
|
|
|
|
|
|
|
|
6.707%, TSFR3M + 1.392%, 01/23/2035 (B)(D) |
|
|
6,225 |
|
|
|
6,242 |
|
CIT Education Loan Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
5.704%, SOFR90A + 0.352%, 03/25/2042 (B)(D) |
|
|
886 |
|
|
|
863 |
|
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
|
|
|
|
|
|
|
|
4.806%, 03/25/2037 (C) |
|
|
190 |
|
|
|
188 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CNH Equipment Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.890%, 08/16/2027 |
|
$ |
1,790 |
|
|
$ |
1,756 |
|
CNH Equipment Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 04/17/2028 |
|
|
3,265 |
|
|
|
3,263 |
|
College Ave Student Loans LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.330%, 05/25/2055 (D) |
|
|
2,619 |
|
|
|
2,561 |
|
College Avenue Student Loans LLC, Ser 2017-A, Cl A1 |
|
|
|
|
|
|
|
|
7.085%, TSFR1M + 1.764%, 11/26/2046 (B)(D) |
|
|
433 |
|
|
|
437 |
|
College Avenue Student Loans LLC, Ser 2018-A, Cl A2 |
|
|
|
|
|
|
|
|
4.130%, 12/26/2047 (D) |
|
|
335 |
|
|
|
320 |
|
College Avenue Student Loans LLC, Ser 2019-A, Cl A2 |
|
|
|
|
|
|
|
|
3.280%, 12/28/2048 (D) |
|
|
713 |
|
|
|
655 |
|
College Avenue Student Loans LLC, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
1.760%, 06/25/2052 (D) |
|
|
582 |
|
|
|
508 |
|
College Avenue Student Loans LLC, Ser 2021-C, Cl A2 |
|
|
|
|
|
|
|
|
2.320%, 07/26/2055 (D) |
|
|
376 |
|
|
|
322 |
|
COOF Securitization Trust, Ser 2014-1, Cl A, IO |
|
|
|
|
|
|
|
|
3.452%, 06/25/2040 (B)(D) |
|
|
92 |
|
|
|
8 |
|
Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
5.975%, TSFR1M + 0.654%, 12/25/2034 (B) |
|
|
1,757 |
|
|
|
1,700 |
|
Countrywide Asset-Backed Certificates Trust, Ser 2006-SD3, Cl A1 |
|
|
|
|
|
|
|
|
6.095%, TSFR1M + 0.774%, 07/25/2036 (B)(D) |
|
|
20 |
|
|
|
19 |
|
Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 |
|
|
|
|
|
|
|
|
6.335%, TSFR1M + 1.014%, 10/25/2047 (B) |
|
|
187 |
|
|
|
167 |
|
Countrywide Home Equity Loan Revolving Home Equity Loan Trust, Ser 2007-A, Cl A |
|
|
|
|
|
|
|
|
5.552%, TSFR1M + 0.234%, 04/15/2037 (B) |
|
|
1,022 |
|
|
|
945 |
|
Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1 |
|
|
|
|
|
|
|
|
3.379%, 12/25/2032 (C) |
|
|
20 |
|
|
|
19 |
|
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 |
|
|
|
|
|
|
|
|
3.054%, 12/25/2036 (C) |
|
|
306 |
|
|
|
249 |
|
DLLAA LLC, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.640%, 02/22/2028 (D) |
|
|
760 |
|
|
|
768 |
|
DLLAD LLC, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.790%, 01/20/2028 (D) |
|
|
3,395 |
|
|
|
3,361 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
DLLST LLC, Ser 2022-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 01/21/2025 (D) |
|
$ |
1,669 |
|
|
$ |
1,661 |
|
DLLST LLC, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 08/20/2027 (D) |
|
|
740 |
|
|
|
737 |
|
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |
|
|
|
|
|
|
|
|
6.476%, TSFR3M + 1.162%, 04/15/2029 (B)(D) |
|
|
2,811 |
|
|
|
2,811 |
|
Eaton Vance CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.726%, TSFR3M + 1.412%, 01/15/2035 (B)(D) |
|
|
1,500 |
|
|
|
1,501 |
|
Educational Funding of the South, Ser 2011-1, Cl A2 |
|
|
|
|
|
|
|
|
6.273%, SOFR90A + 0.912%, 04/25/2035 (B) |
|
|
21 |
|
|
|
20 |
|
EDvestinU Private Education Loan Issue No. 4 LLC, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
5.250%, 11/25/2040 (D) |
|
|
1,485 |
|
|
|
1,462 |
|
Elmwood CLO I, Ser 2024-1A, Cl A1RR |
|
|
|
|
|
|
|
|
0.000%, 04/20/2037 (B)(D)(E) |
|
|
2,220 |
|
|
|
2,219 |
|
Elmwood CLO IV, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
6.816%, TSFR3M + 1.502%, 04/15/2033 (B)(D) |
|
|
1,090 |
|
|
|
1,091 |
|
Empower CLO, Ser 2024-1A, Cl A1 |
|
|
|
|
|
|
|
|
0.000%, 04/25/2037 (B)(D)(E) |
|
|
1,500 |
|
|
|
1,500 |
|
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.266%, 10/19/2037 (D) |
|
|
8,348 |
|
|
|
7,780 |
|
FNMA Grantor Trust, Ser 2017-T1, Cl A |
|
|
|
|
|
|
|
|
2.898%, 06/25/2027 |
|
|
178 |
|
|
|
168 |
|
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
|
|
|
|
|
|
|
|
6.095%, TSFR1M + 0.774%, 01/25/2036 (B) |
|
|
5,485 |
|
|
|
5,166 |
|
Global SC Finance II SRL, Ser 2014-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.090%, 07/17/2029 (D) |
|
|
114 |
|
|
|
113 |
|
GoldentTree Loan Management US CLO I, Ser 2021-11A, Cl B |
|
|
|
|
|
|
|
|
7.179%, TSFR3M + 1.862%, 10/20/2034 (B)(D) |
|
|
6,000 |
|
|
|
5,968 |
|
Golub Capital Partners CLO 66B, Ser 2023-66A, Cl A |
|
|
|
|
|
|
|
|
7.275%, TSFR3M + 1.950%, 04/25/2036 (B)(D) |
|
|
890 |
|
|
|
897 |
|
Golub Capital Partners CLO XLV MM, Ser 2019-45A, Cl A |
|
|
|
|
|
|
|
|
7.299%, TSFR3M + 1.982%, 10/20/2031 (B)(D) |
|
|
1,375 |
|
|
|
1,377 |
|
Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
7.532%, TSFR3M + 2.162%, 12/20/2029 (B)(D) |
|
|
1,389 |
|
|
|
1,389 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Halsey Point CLO I, Ser 2019-1A, Cl A1A1 |
|
|
|
|
|
|
|
|
6.929%, TSFR3M + 1.612%, 01/20/2033 (B)(D) |
|
$ |
590 |
|
|
$ |
590 |
|
Halsey Point CLO III, Ser 2020-3A, Cl A1A |
|
|
|
|
|
|
|
|
7.029%, TSFR3M + 1.712%, 11/30/2032 (B)(D) |
|
|
700 |
|
|
|
702 |
|
Hardee's Funding LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.865%, 06/20/2051 (D) |
|
|
3,666 |
|
|
|
3,090 |
|
HGI CRE CLO, Ser 2021-FL1, Cl A |
|
|
|
|
|
|
|
|
6.486%, TSFR1M + 1.164%, 06/16/2036 (B)(D) |
|
|
1,190 |
|
|
|
1,174 |
|
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
2.600%, 11/01/2035 (D) |
|
|
2,069 |
|
|
|
1,702 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (D) |
|
|
700 |
|
|
|
662 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (D) |
|
|
1,150 |
|
|
|
1,146 |
|
HPS Loan Management, Ser 2021-16A, Cl A1 |
|
|
|
|
|
|
|
|
6.717%, TSFR3M + 1.402%, 01/23/2035 (B)(D) |
|
|
6,000 |
|
|
|
6,012 |
|
JGWPT XXX LLC, Ser 2013-3A, Cl A |
|
|
|
|
|
|
|
|
4.080%, 01/17/2073 (D) |
|
|
1,083 |
|
|
|
1,010 |
|
JGWPT XXXII LLC, Ser 2014-2A, Cl A |
|
|
|
|
|
|
|
|
3.610%, 01/17/2073 (D) |
|
|
1,403 |
|
|
|
1,250 |
|
KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO |
|
|
|
|
|
|
|
|
0.806%, 08/25/2038 (B)(D) |
|
|
405 |
|
|
|
8 |
|
KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO |
|
|
|
|
|
|
|
|
3.108%, 04/25/2040 (B)(D) |
|
|
56 |
|
|
|
4 |
|
Kings Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.709%, TSFR3M + 1.392%, 01/21/2035 (B)(D) |
|
|
710 |
|
|
|
712 |
|
KKR CLO XXXII, Ser 2020-32A, Cl A1 |
|
|
|
|
|
|
|
|
6.896%, TSFR3M + 1.582%, 01/15/2032 (B)(D) |
|
|
900 |
|
|
|
900 |
|
KREF, Ser 2022-FL3, Cl A |
|
|
|
|
|
|
|
|
6.766%, TSFR1M + 1.450%, 02/17/2039 (B)(D) |
|
|
4,100 |
|
|
|
4,082 |
|
Logan CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.739%, TSFR3M + 1.422%, 07/20/2034 (B)(D) |
|
|
470 |
|
|
|
470 |
|
Madison Park Funding XXVII, Ser 2018-27A, Cl A2 |
|
|
|
|
|
|
|
|
6.929%, TSFR3M + 1.612%, 04/20/2030 (B)(D) |
|
|
2,655 |
|
|
|
2,634 |
|
Madison Park Funding XXXV, Ser 2021-35A, Cl A1R |
|
|
|
|
|
|
|
|
6.569%, TSFR3M + 1.252%, 04/20/2032 (B)(D) |
|
|
3,500 |
|
|
|
3,502 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Madison Park Funding XXXVII, Ser 2021-37A, Cl AR |
|
|
|
|
|
|
|
|
6.646%, TSFR3M + 1.332%, 07/15/2033 (B)(D) |
|
$ |
470 |
|
|
$ |
471 |
|
Magnetite XIV-R, Ser 2018-14RA, Cl A1 |
|
|
|
|
|
|
|
|
6.680%, TSFR3M + 1.382%, 10/18/2031 (B)(D) |
|
|
447 |
|
|
|
448 |
|
Magnetite XIV-R, Ser 2018-14RA, Cl A2 |
|
|
|
|
|
|
|
|
6.680%, TSFR3M + 1.382%, 10/18/2031 (B)(D) |
|
|
2,891 |
|
|
|
2,879 |
|
Magnetite XXVI, Ser 2021-26A, Cl A1R |
|
|
|
|
|
|
|
|
6.706%, TSFR3M + 1.382%, 07/25/2034 (B)(D) |
|
|
1,600 |
|
|
|
1,600 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
7.132%, TSFR1M + 1.814%, 11/15/2035 (B)(D) |
|
|
815 |
|
|
|
814 |
|
MF1, Ser 2021-FL7, Cl A |
|
|
|
|
|
|
|
|
6.514%, TSFR1M + 1.194%, 10/16/2036 (B)(D) |
|
|
3,654 |
|
|
|
3,630 |
|
Mid-State Capital Trust, Ser 2006-1, Cl A |
|
|
|
|
|
|
|
|
5.787%, 10/15/2040 (D) |
|
|
1,759 |
|
|
|
1,720 |
|
Mid-State Trust XI, Ser 2003-11, Cl A1 |
|
|
|
|
|
|
|
|
4.864%, 07/15/2038 |
|
|
622 |
|
|
|
609 |
|
MKS CLO, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
6.769%, TSFR3M + 1.452%, 01/20/2031 (B)(D) |
|
|
976 |
|
|
|
977 |
|
MMAF Equipment Finance LLC 2024-A, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
4.950%, 07/14/2031 (D) |
|
|
2,280 |
|
|
|
2,269 |
|
MVW LLC, Ser 2021-1WA, Cl B |
|
|
|
|
|
|
|
|
1.440%, 01/22/2041 (D) |
|
|
324 |
|
|
|
301 |
|
Myers Park CLO, Ser 2018-1A, Cl B1 |
|
|
|
|
|
|
|
|
7.179%, TSFR3M + 1.862%, 10/20/2030 (B)(D) |
|
|
890 |
|
|
|
890 |
|
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |
|
|
|
|
|
|
|
|
7.032%, TSFR1M + 1.714%, 10/15/2031 (B)(D) |
|
|
521 |
|
|
|
522 |
|
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |
|
|
|
|
|
|
|
|
7.582%, TSFR1M + 2.264%, 12/15/2045 (B)(D) |
|
|
228 |
|
|
|
230 |
|
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.610%, 12/15/2059 (D) |
|
|
383 |
|
|
|
374 |
|
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.520%, 06/16/2042 (D) |
|
|
38 |
|
|
|
38 |
|
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |
|
|
|
|
|
|
|
|
4.000%, 12/15/2059 (D) |
|
|
2,567 |
|
|
|
2,477 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
3.420%, 01/15/2043 (D) |
|
$ |
685 |
|
|
$ |
665 |
|
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.130%, 02/15/2068 (D) |
|
|
1,240 |
|
|
|
1,192 |
|
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |
|
|
|
|
|
|
|
|
3.010%, 12/15/2059 (D) |
|
|
1,663 |
|
|
|
1,568 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (D) |
|
|
2,003 |
|
|
|
1,869 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (D) |
|
|
986 |
|
|
|
895 |
|
Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (D) |
|
|
1,077 |
|
|
|
967 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (D) |
|
|
1,251 |
|
|
|
1,123 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (D) |
|
|
185 |
|
|
|
162 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (D) |
|
|
556 |
|
|
|
483 |
|
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |
|
|
|
|
|
|
|
|
1.060%, 10/15/2069 (D) |
|
|
2,118 |
|
|
|
1,840 |
|
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
|
|
|
|
|
|
|
|
0.970%, 12/16/2069 (D) |
|
|
3,097 |
|
|
|
2,657 |
|
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |
|
|
|
|
|
|
|
|
1.110%, 02/18/2070 (D) |
|
|
1,994 |
|
|
|
1,692 |
|
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |
|
|
|
|
|
|
|
|
1.580%, 04/15/2070 (D) |
|
|
491 |
|
|
|
424 |
|
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.230%, 07/15/2070 (D) |
|
|
1,750 |
|
|
|
1,535 |
|
Navient Student Loan Trust, Ser 2014-1, Cl A3 |
|
|
|
|
|
|
|
|
5.946%, SOFR30A + 0.624%, 06/25/2031 (B) |
|
|
1,916 |
|
|
|
1,880 |
|
Navient Student Loan Trust, Ser 2014-3, Cl A |
|
|
|
|
|
|
|
|
6.056%, SOFR30A + 0.734%, 03/25/2083 (B) |
|
|
2,650 |
|
|
|
2,631 |
|
Navient Student Loan Trust, Ser 2016-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.786%, SOFR30A + 1.464%, 06/25/2065 (B)(D) |
|
|
1,119 |
|
|
|
1,129 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Student Loan Trust, Ser 2017-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.486%, SOFR30A + 1.164%, 07/26/2066 (B)(D) |
|
$ |
5,615 |
|
|
$ |
5,632 |
|
Navient Student Loan Trust, Ser 2019-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.390%, 12/15/2059 (D) |
|
|
603 |
|
|
|
578 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1A |
|
|
|
|
|
|
|
|
1.310%, 12/26/2069 (D) |
|
|
826 |
|
|
|
709 |
|
Navient Student Loan Trust, Ser 2021-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.770%, 08/25/2070 (D) |
|
|
1,978 |
|
|
|
1,727 |
|
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
|
|
|
|
|
|
|
|
6.480%, 03/15/2072 (D) |
|
|
817 |
|
|
|
827 |
|
Nelnet Student Loan Trust, Ser 2004-3, Cl A5 |
|
|
|
|
|
|
|
|
5.803%, SOFR90A + 0.442%, 10/27/2036 (B) |
|
|
439 |
|
|
|
432 |
|
Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |
|
|
|
|
|
|
|
|
5.783%, SOFR90A + 0.422%, 01/25/2037 (B) |
|
|
1,284 |
|
|
|
1,272 |
|
Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |
|
|
|
|
|
|
|
|
5.733%, SOFR90A + 0.372%, 10/25/2033 (B) |
|
|
2,870 |
|
|
|
2,824 |
|
Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |
|
|
|
|
|
|
|
|
5.714%, SOFR90A + 0.362%, 03/23/2037 (B) |
|
|
3,008 |
|
|
|
2,966 |
|
Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |
|
|
|
|
|
|
|
|
5.734%, SOFR90A + 0.382%, 12/24/2035 (B) |
|
|
2,220 |
|
|
|
2,192 |
|
Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
5.794%, SOFR90A + 0.442%, 03/22/2032 (B) |
|
|
370 |
|
|
|
354 |
|
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.386%, SOFR30A + 1.064%, 11/25/2048 (B)(D) |
|
|
3,191 |
|
|
|
3,175 |
|
Nelnet Student Loan Trust, Ser 2019-5, Cl A |
|
|
|
|
|
|
|
|
2.530%, 10/25/2067 (D) |
|
|
1,321 |
|
|
|
1,201 |
|
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |
|
|
|
|
|
|
|
|
1.320%, 04/20/2062 (D) |
|
|
1,405 |
|
|
|
1,268 |
|
Neuberger Berman Loan Advisers CLO, Ser 2018-29A, Cl A1 |
|
|
|
|
|
|
|
|
6.701%, TSFR3M + 1.392%, 10/19/2031 (B)(D) |
|
|
365 |
|
|
|
366 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
New Economy Assets Phase I Sponsor LLC, Ser 2021-1, Cl B1 |
|
|
|
|
|
|
|
|
2.410%, 10/20/2061 (D) |
|
$ |
5,740 |
|
|
$ |
4,803 |
|
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
|
|
|
|
|
|
|
|
5.625%, TSFR1M + 0.304%, 04/25/2037 (B) |
|
|
5,407 |
|
|
|
5,108 |
|
NP SPE X, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
2.230%, 03/19/2051 (D) |
|
|
2,556 |
|
|
|
2,308 |
|
Oaktree CLO, Ser 2022-3A, Cl A2 |
|
|
|
|
|
|
|
|
7.614%, TSFR3M + 2.300%, 07/15/2035 (B)(D) |
|
|
250 |
|
|
|
251 |
|
Oaktree CLO, Ser 2024-25A, Cl A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2037 (B)(D)(E) |
|
|
2,490 |
|
|
|
2,490 |
|
Octagon 52, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
7.029%, TSFR3M + 1.712%, 04/20/2034 (B)(D) |
|
|
3,500 |
|
|
|
3,477 |
|
Octagon 66, Ser 2023-1A, Cl A1R |
|
|
|
|
|
|
|
|
7.076%, TSFR3M + 1.750%, 11/16/2036 (B)(D) |
|
|
2,500 |
|
|
|
2,514 |
|
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |
|
|
|
|
|
|
|
|
6.526%, TSFR3M + 1.212%, 07/15/2029 (B)(D) |
|
|
2,861 |
|
|
|
2,861 |
|
Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3 |
|
|
|
|
|
|
|
|
6.568%, TSFR3M + 1.262%, 02/14/2031 (B)(D) |
|
|
1,300 |
|
|
|
1,302 |
|
Octane Receivables Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.870%, 05/21/2029 (D) |
|
|
1,091 |
|
|
|
1,091 |
|
OHA Credit Funding VII, Ser 2022-7A, Cl AR |
|
|
|
|
|
|
|
|
6.610%, TSFR3M + 1.300%, 02/24/2037 (B)(D) |
|
|
1,730 |
|
|
|
1,731 |
|
OHA Credit Partners XVI, Ser 2021-16A, Cl A |
|
|
|
|
|
|
|
|
6.710%, TSFR3M + 1.412%, 10/18/2034 (B)(D) |
|
|
350 |
|
|
|
350 |
|
Owl Rock CLO III, Ser 2020-3A, Cl A1L |
|
|
|
|
|
|
|
|
7.379%, TSFR3M + 2.062%, 04/20/2032 (B)(D) |
|
|
1,620 |
|
|
|
1,623 |
|
Palmer Square CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.718%, TSFR3M + 1.412%, 11/14/2034 (B)(D) |
|
|
2,430 |
|
|
|
2,431 |
|
Palmer Square CLO, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
6.638%, TSFR3M + 1.320%, 04/20/2035 (B)(D) |
|
|
5,800 |
|
|
|
5,784 |
|
Palmer Square CLO, Ser 2022-5A, Cl A |
|
|
|
|
|
|
|
|
7.318%, TSFR3M + 2.000%, 10/20/2035 (B)(D) |
|
|
710 |
|
|
|
712 |
|
PFS Financing, Ser 2024-B, Cl A |
|
|
|
|
|
|
|
|
4.950%, 02/15/2029 (D) |
|
|
1,225 |
|
|
|
1,220 |
|
Point Au Roche Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.659%, TSFR3M + 1.342%, 07/20/2034 (B)(D) |
|
|
3,130 |
|
|
|
3,134 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Rad CLO, Ser 2023-22A, Cl A1 |
|
|
|
|
|
|
|
|
7.202%, TSFR3M + 1.830%, 01/20/2037 (B)(D) |
|
$ |
3,040 |
|
|
$ |
3,058 |
|
RAMP Trust, Ser 2007-RZ1, Cl A3 |
|
|
|
|
|
|
|
|
5.935%, TSFR1M + 0.614%, 02/25/2037 (B) |
|
|
2,756 |
|
|
|
2,708 |
|
Recette CLO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
6.659%, TSFR3M + 1.342%, 04/20/2034 (B)(D) |
|
|
760 |
|
|
|
758 |
|
Reese Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.706%, TSFR3M + 1.392%, 10/15/2034 (B)(D) |
|
|
3,690 |
|
|
|
3,697 |
|
Rockford Tower CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.681%, TSFR3M + 1.362%, 08/20/2032 (B)(D) |
|
|
5,000 |
|
|
|
5,001 |
|
RR III, Ser 2018-3A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.666%, TSFR3M + 1.352%, 01/15/2030 (B)(D) |
|
|
803 |
|
|
|
804 |
|
SBA Small Business Investment, Ser 2018-10B, Cl 1 |
|
|
|
|
|
|
|
|
3.548%, 09/10/2028 |
|
|
992 |
|
|
|
933 |
|
SBA Small Business Investment, Ser 2019-10A, Cl 1 |
|
|
|
|
|
|
|
|
3.113%, 03/10/2029 |
|
|
610 |
|
|
|
567 |
|
SBA Small Business Investment, Ser 2022-10A, Cl 1 |
|
|
|
|
|
|
|
|
2.938%, 03/10/2032 |
|
|
1,756 |
|
|
|
1,583 |
|
SBA Small Business Investment, Ser 2022-10B, Cl 1 |
|
|
|
|
|
|
|
|
4.262%, 09/10/2032 |
|
|
886 |
|
|
|
848 |
|
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.976%, TSFR3M + 1.662%, 04/15/2031 (B)(D) |
|
|
401 |
|
|
|
401 |
|
Silver Rock CLO I, Ser 2023-1A, Cl AR |
|
|
|
|
|
|
|
|
1.833%, TSFR3M + 1.780%, 10/20/2033 (B)(D) |
|
|
2,960 |
|
|
|
2,963 |
|
SLM Private Education Loan Trust, Ser 2010-C, Cl A5 |
|
|
|
|
|
|
|
|
10.182%, TSFR1M + 4.864%, 10/15/2041 (B)(D) |
|
|
1,337 |
|
|
|
1,437 |
|
SLM Student Loan Trust, Ser 2003-4, Cl A5D |
|
|
|
|
|
|
|
|
6.363%, SOFR90A + 1.012%, 03/15/2033 (B)(D) |
|
|
576 |
|
|
|
565 |
|
SLM Student Loan Trust, Ser 2003-7A, Cl A5A |
|
|
|
|
|
|
|
|
6.813%, SOFR90A + 1.462%, 12/15/2033 (B)(D) |
|
|
2,068 |
|
|
|
2,041 |
|
SLM Student Loan Trust, Ser 2006-8, Cl A6 |
|
|
|
|
|
|
|
|
5.783%, SOFR90A + 0.422%, 01/25/2041 (B) |
|
|
2,823 |
|
|
|
2,728 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2008-2, Cl B |
|
|
|
|
|
|
|
|
6.823%, SOFR90A + 1.462%, 01/25/2083 (B) |
|
$ |
1,155 |
|
|
$ |
1,105 |
|
SLM Student Loan Trust, Ser 2008-3, Cl B |
|
|
|
|
|
|
|
|
6.823%, SOFR90A + 1.462%, 04/26/2083 (B) |
|
|
1,155 |
|
|
|
1,103 |
|
SLM Student Loan Trust, Ser 2008-4, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 04/25/2073 (B) |
|
|
1,155 |
|
|
|
1,158 |
|
SLM Student Loan Trust, Ser 2008-5, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 07/25/2073 (B) |
|
|
1,155 |
|
|
|
1,145 |
|
SLM Student Loan Trust, Ser 2008-6, Cl A4 |
|
|
|
|
|
|
|
|
6.723%, SOFR90A + 1.362%, 07/25/2023 (B) |
|
|
2,761 |
|
|
|
2,738 |
|
SLM Student Loan Trust, Ser 2008-6, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
|
1,155 |
|
|
|
1,093 |
|
SLM Student Loan Trust, Ser 2008-7, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
|
1,155 |
|
|
|
1,086 |
|
SLM Student Loan Trust, Ser 2014-3A, Cl A6A |
|
|
|
|
|
|
|
|
6.173%, SOFR90A + 0.812%, 10/25/2064 (B)(D) |
|
|
2,342 |
|
|
|
2,306 |
|
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |
|
|
|
|
|
|
|
|
2.430%, 02/17/2032 (D) |
|
|
153 |
|
|
|
149 |
|
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |
|
|
|
|
|
|
|
|
6.532%, TSFR1M + 1.214%, 09/15/2034 (B)(D) |
|
|
171 |
|
|
|
171 |
|
SMB Private Education Loan Trust, Ser 2020-A, Cl A2A |
|
|
|
|
|
|
|
|
2.230%, 09/15/2037 (D) |
|
|
760 |
|
|
|
713 |
|
SMB Private Education Loan Trust, Ser 2020-BA, Cl A1A |
|
|
|
|
|
|
|
|
1.290%, 07/15/2053 (D) |
|
|
712 |
|
|
|
648 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
2,267 |
|
|
|
2,055 |
|
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
4,324 |
|
|
|
3,922 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B |
|
|
|
|
|
|
|
|
1.590%, 01/15/2053 (D) |
|
|
990 |
|
|
|
885 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.070%, 01/15/2053 (D) |
|
|
2,784 |
|
|
|
2,457 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (D) |
|
|
2,196 |
|
|
|
1,990 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 |
|
|
|
|
|
|
|
|
1.390%, 01/15/2053 (D) |
|
$ |
1,925 |
|
|
$ |
1,706 |
|
SMB Private Education Loan Trust, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.300%, 01/15/2053 (D) |
|
|
1,001 |
|
|
|
923 |
|
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |
|
|
|
|
|
|
|
|
1.340%, 03/17/2053 (D) |
|
|
1,063 |
|
|
|
955 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051 (D) |
|
|
3,004 |
|
|
|
2,722 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (D) |
|
|
172 |
|
|
|
172 |
|
SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX |
|
|
|
|
|
|
|
|
2.650%, 09/25/2040 (D) |
|
|
26 |
|
|
|
25 |
|
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX |
|
|
|
|
|
|
|
|
1.950%, 02/15/2046 (D) |
|
|
185 |
|
|
|
169 |
|
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (D) |
|
|
1,491 |
|
|
|
1,266 |
|
South Carolina Student Loan, Ser 2015-A, Cl A |
|
|
|
|
|
|
|
|
6.935%, TSFR1M + 1.614%, 01/25/2036 (B) |
|
|
624 |
|
|
|
624 |
|
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.893%, 08/25/2045 (D) |
|
|
3,772 |
|
|
|
3,534 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |
|
|
|
|
|
|
|
|
5.985%, TSFR1M + 0.664%, 09/25/2034 (B) |
|
|
2,213 |
|
|
|
2,087 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4 |
|
|
|
|
|
|
|
|
5.775%, TSFR1M + 0.454%, 12/25/2036 (B) |
|
|
1,296 |
|
|
|
1,262 |
|
Symphony CLO 40, Ser 2023-40A, Cl A1 |
|
|
|
|
|
|
|
|
6.984%, TSFR3M + 1.640%, 01/14/2034 (B)(D) |
|
|
2,740 |
|
|
|
2,748 |
|
T-Mobile US Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.910%, 05/22/2028 (D) |
|
|
1,743 |
|
|
|
1,735 |
|
T-Mobile US Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.050%, 09/20/2029 (D) |
|
|
5,490 |
|
|
|
5,490 |
|
Trestles CLO IV, Ser 2021-4A, Cl B1 |
|
|
|
|
|
|
|
|
7.279%, TSFR3M + 1.962%, 07/21/2034 (B)(D) |
|
|
6,300 |
|
|
|
6,322 |
|
Trinitas CLO XXV, Ser 2023-25A, Cl A1 |
|
|
|
|
|
|
|
|
7.181%, TSFR3M + 1.850%, 01/23/2037 (B)(D) |
|
|
910 |
|
|
|
916 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Triumph Rail Holdings LLC, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
2.150%, 06/19/2051 (D) |
|
$ |
1,965 |
|
|
$ |
1,774 |
|
TRTX Issuer, Ser 2022-FL5, Cl A |
|
|
|
|
|
|
|
|
6.975%, SOFR30A + 1.650%, 02/15/2039 (B)(D) |
|
|
4,050 |
|
|
|
4,013 |
|
U.S. Small Business Administration, Ser 2019-20D, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 04/01/2039 |
|
|
211 |
|
|
|
191 |
|
U.S. Small Business Administration, Ser 2019-25G, Cl 1 |
|
|
|
|
|
|
|
|
2.690%, 07/01/2044 |
|
|
382 |
|
|
|
329 |
|
U.S. Small Business Administration, Ser 2022-25E, Cl 1 |
|
|
|
|
|
|
|
|
3.940%, 05/01/2047 |
|
|
951 |
|
|
|
884 |
|
U.S. Small Business Administration, Ser 2022-25F, Cl 1 |
|
|
|
|
|
|
|
|
4.010%, 06/01/2047 |
|
|
1,202 |
|
|
|
1,123 |
|
U.S. Small Business Administration, Ser 2022-25G, Cl 1 |
|
|
|
|
|
|
|
|
3.930%, 07/01/2047 |
|
|
8,745 |
|
|
|
8,127 |
|
U.S. Small Business Administration, Ser 2022-25H, Cl 1 |
|
|
|
|
|
|
|
|
3.800%, 08/01/2047 |
|
|
5,010 |
|
|
|
4,605 |
|
Verizon Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
1.530%, 07/20/2028 |
|
|
1,524 |
|
|
|
1,473 |
|
Verizon Master Trust, Ser 2022-4, Cl A |
|
|
|
|
|
|
|
|
3.400%, 11/20/2028 |
|
|
2,542 |
|
|
|
2,483 |
|
Verizon Master Trust, Ser 2022-6, Cl A |
|
|
|
|
|
|
|
|
3.670%, 01/22/2029 |
|
|
1,960 |
|
|
|
1,918 |
|
Verizon Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.490%, 01/22/2029 |
|
|
6,844 |
|
|
|
6,768 |
|
Verizon Master Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
4.890%, 04/13/2028 |
|
|
1,101 |
|
|
|
1,095 |
|
Verizon Master Trust, Ser 2023-4, Cl A1A |
|
|
|
|
|
|
|
|
5.160%, 06/20/2029 |
|
|
5,065 |
|
|
|
5,077 |
|
Verizon Master Trust, Ser 2023-6, Cl A |
|
|
|
|
|
|
|
|
5.350%, 09/22/2031 (D) |
|
|
6,405 |
|
|
|
6,513 |
|
Verizon Master Trust, Ser 2023-7, Cl A1A |
|
|
|
|
|
|
|
|
5.670%, 11/20/2029 |
|
|
3,565 |
|
|
|
3,630 |
|
Verizon Master Trust, Ser 2024-1, Cl A1A |
|
|
|
|
|
|
|
|
5.000%, 12/20/2028 |
|
|
5,125 |
|
|
|
5,111 |
|
Verizon Master Trust, Ser 2024-2, Cl A |
|
|
|
|
|
|
|
|
4.830%, 12/22/2031 (D) |
|
|
3,642 |
|
|
|
3,637 |
|
Voya CLO, Ser 2018-3A, Cl A1A |
|
|
|
|
|
|
|
|
6.726%, TSFR3M + 1.412%, 10/15/2031 (B)(D) |
|
|
2,576 |
|
|
|
2,581 |
|
Voya CLO, Ser 2018-3A, Cl A1R |
|
|
|
|
|
|
|
|
6.750%, TSFR3M + 1.452%, 10/18/2031 (B)(D) |
|
|
718 |
|
|
|
719 |
|
Voya CLO, Ser 2021-3A, Cl A1R |
|
|
|
|
|
|
|
|
6.619%, TSFR3M + 1.302%, 04/20/2034 (B)(D) |
|
|
1,110 |
|
|
|
1,108 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |
|
|
|
|
|
|
|
|
5.725%, TSFR1M + 0.404%, 07/25/2036 (B) |
|
$ |
6,151 |
|
|
$ |
6,050 |
|
Whitebox CLO II, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.800%, TSFR3M + 1.482%, 10/24/2034 (B)(D) |
|
|
1,810 |
|
|
|
1,811 |
|
Whitebox CLO III, Ser 2021-3A, Cl A1 |
|
|
|
|
|
|
|
|
6.796%, TSFR3M + 1.482%, 10/15/2034 (B)(D) |
|
|
2,140 |
|
|
|
2,142 |
|
| |
|
|
|
|
|
|
414,996 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $616,204) ($ Thousands) |
|
|
|
|
|
|
605,036 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.7% |
FHLB |
|
|
|
|
|
|
|
|
5.300%, 05/22/2024 |
|
|
22,010 |
|
|
|
21,996 |
|
1.250%, 09/30/2031(C) |
|
|
3,695 |
|
|
|
3,101 |
|
FHLB DN |
|
|
|
|
|
|
|
|
5.342%, 05/15/2024(A)(F) |
|
|
10,000 |
|
|
|
9,890 |
|
5.161%, 10/30/2024(A)(F) |
|
|
10,000 |
|
|
|
9,664 |
|
Resolution Funding Interest STRIP |
|
|
|
|
|
|
|
|
0.000%, 01/15/2030(A) |
|
|
1,930 |
|
|
|
1,471 |
|
Resolution Funding Principal STRIP |
|
|
|
|
|
|
|
|
0.000%, 04/15/2030(A) |
|
|
2,570 |
|
|
|
1,934 |
|
Tennessee Valley Authority Principal STRIP, PO |
|
|
|
|
|
|
|
|
0.000%, 11/01/2025(A) |
|
|
1,000 |
|
|
|
922 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $50,149) ($ Thousands) |
|
|
48,978 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.6% |
| |
|
|
|
|
|
|
|
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032(D) |
|
|
865 |
|
|
|
829 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
3.100%, 05/07/2041 |
|
|
1,310 |
|
|
|
959 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 02/26/2044 |
|
|
1,520 |
|
|
|
1,187 |
|
5.200%, 05/15/2049 |
|
|
860 |
|
|
|
622 |
|
5.000%, 06/15/2045 |
|
|
5,970 |
|
|
|
4,270 |
|
4.125%, 02/22/2042 |
|
|
1,230 |
|
|
|
818 |
|
3.125%, 04/15/2031 |
|
|
710 |
|
|
|
560 |
|
Export Finance & Insurance |
|
|
|
|
|
|
|
|
4.625%, 10/26/2027(D) |
|
|
2,494 |
|
|
|
2,498 |
|
Export-Import Bank of India |
|
|
|
|
|
|
|
|
3.375%, 08/05/2026(D) |
|
|
1,410 |
|
|
|
1,346 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
5.250%, 01/08/2047(D) |
|
$ |
410 |
|
|
$ |
402 |
|
4.750%, 07/18/2047(D) |
|
|
400 |
|
|
|
369 |
|
Israel Government AID Bond |
|
|
|
|
|
|
|
|
0.000%, 11/01/2024(A) |
|
|
1,000 |
|
|
|
964 |
|
0.000%, 02/15/2025(A) |
|
|
1,000 |
|
|
|
952 |
|
0.000%, 08/15/2025(A) |
|
|
1,000 |
|
|
|
926 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 01/17/2033 |
|
|
1,661 |
|
|
|
1,540 |
|
3.875%, 07/03/2050 |
|
|
1,191 |
|
|
|
873 |
|
3.375%, 01/15/2050 |
|
|
430 |
|
|
|
288 |
|
2.750%, 07/03/2030 |
|
|
720 |
|
|
|
615 |
|
Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/14/2044(D) |
|
|
2,480 |
|
|
|
2,319 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.400%, 05/07/2054 |
|
|
659 |
|
|
|
648 |
|
6.050%, 01/11/2040 |
|
|
4,108 |
|
|
|
4,013 |
|
6.000%, 05/07/2036 |
|
|
954 |
|
|
|
950 |
|
4.750%, 03/08/2044 |
|
|
3,480 |
|
|
|
2,863 |
|
4.400%, 02/12/2052(G) |
|
|
820 |
|
|
|
616 |
|
3.500%, 02/12/2034 |
|
|
3,223 |
|
|
|
2,659 |
|
3.250%, 04/16/2030 |
|
|
578 |
|
|
|
511 |
|
2.659%, 05/24/2031 |
|
|
4,863 |
|
|
|
4,019 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
8.000%, 03/01/2038 |
|
|
543 |
|
|
|
555 |
|
6.853%, 03/28/2054 |
|
|
1,314 |
|
|
|
1,154 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
5.400%, 03/30/2050(D) |
|
|
1,145 |
|
|
|
982 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
3.600%, 01/15/2072 |
|
|
2,060 |
|
|
|
1,345 |
|
3.550%, 03/10/2051 |
|
|
240 |
|
|
|
172 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $48,517) ($ Thousands) |
|
|
42,824 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.2% |
California — 0.1% |
|
|
|
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
2.374%, 11/01/2035 |
|
|
1,160 |
|
|
|
895 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
1,260 |
|
|
|
1,005 |
|
Regents of the University of California Medical Center, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
4,660 |
|
|
|
3,172 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,072 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Georgia — 0.0% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
$ |
156 |
|
|
$ |
173 |
|
6.637%, 04/01/2057 |
|
|
2,274 |
|
|
|
2,564 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,737 |
|
| |
|
|
|
|
|
|
|
|
Nevada — 0.0% |
|
|
|
|
Clark County, Airport System Revenue, Build America Project, Ser C, RB |
|
|
|
|
|
|
|
|
6.820%, 07/01/2045 |
|
|
1,170 |
|
|
|
1,369 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
1,600 |
|
|
|
1,425 |
|
New York City, Ser A, GO |
|
|
|
|
|
|
|
|
3.000%, 08/01/2034 |
|
|
870 |
|
|
|
736 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB |
|
|
|
|
|
|
|
|
2.400%, 11/01/2032 |
|
|
1,085 |
|
|
|
897 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.508%, 08/01/2037 |
|
|
1,940 |
|
|
|
1,981 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,039 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.0% |
|
|
|
|
Ohio State University, Build America Project, Ser A, RB |
|
|
|
|
|
|
|
|
4.800%, 06/01/2111 |
|
|
689 |
|
|
|
628 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.0% |
|
|
|
|
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
1,154 |
|
|
|
1,351 |
|
University of Texas, Board of Regents, Ser B, RB |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
585 |
|
|
|
371 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,722 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
University of Virginia, RB |
|
|
|
|
|
|
|
|
2.256%, 09/01/2050 |
|
|
1,155 |
|
|
|
704 |
|
Virginia State, Housing Development Authority, Ser 2006-C, Cl CTFS, RB |
|
|
|
|
|
|
|
|
6.000%, 06/25/2034 |
|
|
58 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
761 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $20,698) ($ Thousands) |
|
|
|
|
|
|
17,328 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.1% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.370% **†(J) |
|
|
11,180,687 |
|
|
$ |
11,169 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $11,182) ($ Thousands) |
|
|
11,169 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 3.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
224,834,189 |
|
|
|
224,834 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $224,834) ($ Thousands) |
|
|
|
|
|
|
224,834 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $323) ($ Thousands) |
|
|
|
|
|
$ |
26 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 107.4% |
|
|
|
|
|
|
|
|
(Cost $8,456,094) ($ Thousands) |
|
$ |
8,038,009 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $297) ($ Thousands) |
|
|
|
|
|
$ |
(128 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of exchange traded option contracts held by the Fund at February 29, 2024, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
March 2024, 3-Month SOFR Future Option |
|
|
625 |
|
|
$ |
147,945 |
|
|
$ |
94.50 |
|
|
|
3/16/2024 |
|
|
$ |
4 |
|
March 2024, U.S. 5 Year Future Option |
|
|
695 |
|
|
|
74,300 |
|
|
|
106.25 |
|
|
|
3/16/2024 |
|
|
|
– |
|
March 2024, U.S. 6-7 Year Future Option |
|
|
344 |
|
|
|
37,991 |
|
|
|
109.50 |
|
|
|
3/16/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
260,236 |
|
|
|
|
|
|
|
|
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
March 2024, U.S. 5 Year Future Option |
|
|
695 |
|
|
|
74,300 |
|
|
|
107.25 |
|
|
|
3/16/2024 |
|
|
|
16 |
|
March 2024, U.S. 6-7 Year Future Option |
|
|
344 |
|
|
|
37,990 |
|
|
|
111.00 |
|
|
|
3/16/2024 |
|
|
|
6 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
112,290 |
|
|
|
|
|
|
|
|
|
|
|
22 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
372,526 |
|
|
|
|
|
|
|
|
|
|
$ |
26 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
March 2024, U.S. 5 Year Future Option |
|
|
(232 |
) |
|
$ |
(24,802 |
) |
|
|
106.75 |
|
|
|
03/16/2024 |
|
|
$ |
(13 |
) |
March 2024, U.S. 6-7 Year Future Option |
|
|
(115 |
) |
|
|
(12,701 |
) |
|
|
110.25 |
|
|
|
03/16/2024 |
|
|
|
(11 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(37,503 |
) |
|
|
|
|
|
|
|
|
|
|
(24 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, 3-Month SOFR Future Option |
|
|
(216 |
) |
|
|
(51,400 |
) |
|
|
96.88 |
|
|
|
09/21/2024 |
|
|
|
(23 |
) |
March 2024, U.S. 5 Year Future Option |
|
|
(232 |
) |
|
|
(24,802 |
) |
|
|
106.75 |
|
|
|
03/16/2024 |
|
|
|
(49 |
) |
March 2024, U.S. 6-7 Year Future Option |
|
|
(115 |
) |
|
|
(12,700 |
) |
|
|
110.25 |
|
|
|
03/16/2024 |
|
|
|
(32 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(88,902 |
) |
|
|
|
|
|
|
|
|
|
|
(104 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(126,405 |
) |
|
|
|
|
|
|
|
|
|
$ |
(128 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Continued)
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
215 |
|
|
|
Mar-2025 |
|
|
$ |
51,432 |
|
|
$ |
51,331 |
|
|
$ |
(101 |
) |
3 Month SOFR |
|
|
421 |
|
|
|
Mar-2026 |
|
|
|
101,195 |
|
|
|
101,340 |
|
|
|
145 |
|
U.S. 2-Year Treasury Note |
|
|
183 |
|
|
|
Jun-2024 |
|
|
|
37,474 |
|
|
|
37,470 |
|
|
|
(4 |
) |
U.S. 2-Year Treasury Note |
|
|
2,938 |
|
|
|
Jun-2024 |
|
|
|
601,267 |
|
|
|
601,555 |
|
|
|
288 |
|
U.S. 5-Year Treasury Note |
|
|
3,627 |
|
|
|
Jun-2024 |
|
|
|
387,402 |
|
|
|
387,749 |
|
|
|
347 |
|
U.S. 5-Year Treasury Note |
|
|
299 |
|
|
|
Jun-2024 |
|
|
|
31,967 |
|
|
|
31,965 |
|
|
|
(2 |
) |
U.S. 10-Year Treasury Note |
|
|
2,588 |
|
|
|
Jun-2024 |
|
|
|
285,245 |
|
|
|
285,812 |
|
|
|
567 |
|
U.S. Long Treasury Bond |
|
|
894 |
|
|
|
Jun-2024 |
|
|
|
105,813 |
|
|
|
106,609 |
|
|
|
796 |
|
U.S. Ultra Long Treasury Bond |
|
|
359 |
|
|
|
Jun-2024 |
|
|
|
45,544 |
|
|
|
45,907 |
|
|
|
363 |
|
U.S. Ultra Long Treasury Bond |
|
|
133 |
|
|
|
Jun-2024 |
|
|
|
17,013 |
|
|
|
17,007 |
|
|
|
(6 |
) |
| |
|
|
|
|
|
|
|
|
|
|
1,664,352 |
|
|
|
1,666,745 |
|
|
|
2,393 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
(119 |
) |
|
|
Jun-2024 |
|
|
$ |
(28,136 |
) |
|
$ |
(28,169 |
) |
|
$ |
(33 |
) |
3 Month SOFR |
|
|
(392 |
) |
|
|
Mar-2024 |
|
|
|
(92,910 |
) |
|
|
(92,755 |
) |
|
|
155 |
|
U.S. Long Treasury Bond |
|
|
(349 |
) |
|
|
Jun-2024 |
|
|
|
(41,445 |
) |
|
|
(41,618 |
) |
|
|
(173 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(1,820 |
) |
|
|
Jun-2024 |
|
|
|
(207,221 |
) |
|
|
(207,792 |
) |
|
|
(571 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(369,712 |
) |
|
|
(370,334 |
) |
|
|
(622 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
1,294,640 |
|
|
$ |
1,296,411 |
|
|
$ |
1,771 |
|
A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
621 |
|
|
|
USD |
|
|
|
684 |
|
|
$ |
11 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
1,491 |
|
|
|
EUR |
|
|
|
1,357 |
|
|
|
(20 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
GBP |
|
|
|
1,568 |
|
|
|
USD |
|
|
|
2,000 |
|
|
|
16 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
2,588 |
|
|
|
AUD |
|
|
|
3,860 |
|
|
|
(71 |
) |
Morgan Stanley |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
4,377 |
|
|
|
CAD |
|
|
|
5,860 |
|
|
|
(53 |
) |
Morgan Stanley |
|
|
04/19/24 |
|
|
|
CNH |
|
|
|
9,709 |
|
|
|
USD |
|
|
|
1,365 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(104 |
) |
A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:
Credit Default Swap - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-CDX.NA.IG.4112/28@100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
193,857 |
|
|
$ |
3,983 |
|
|
$ |
2,246 |
|
|
$ |
1,737 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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) |
|
3.52% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
13,117 |
|
|
$ |
260 |
|
|
$ |
– |
|
|
$ |
260 |
|
3.15% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/15/2048 |
|
|
|
USD |
|
|
|
22,369 |
|
|
|
2,090 |
|
|
|
1,196 |
|
|
|
894 |
|
1.52% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
02/15/2047 |
|
|
|
USD |
|
|
|
20,626 |
|
|
|
7,046 |
|
|
|
(23 |
) |
|
|
7,069 |
|
SOFR |
|
|
4.1% FIXED |
|
|
|
Annually |
|
|
|
03/10/2026 |
|
|
|
USD |
|
|
|
131,377 |
|
|
|
(1,031 |
) |
|
|
1,117 |
|
|
|
(2,148 |
) |
3.54 FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
10/31/2030 |
|
|
|
USD |
|
|
|
58,706 |
|
|
|
1,305 |
|
|
|
224 |
|
|
|
1,081 |
|
3.87% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
02/28/2031 |
|
|
|
USD |
|
|
|
32,030 |
|
|
|
(41 |
) |
|
|
(58 |
) |
|
|
17 |
|
3.4% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
03/10/2034 |
|
|
|
USD |
|
|
|
29,301 |
|
|
|
1,119 |
|
|
|
(455 |
) |
|
|
1,574 |
|
3.05% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
22,615 |
|
|
|
2,468 |
|
|
|
899 |
|
|
|
1,569 |
|
2.6% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
13,045 |
|
|
|
2,340 |
|
|
|
998 |
|
|
|
1,342 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
15,556 |
|
|
$ |
3,898 |
|
|
$ |
11,658 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Core Fixed Income Fund (Concluded)
|
Percentages are based on Net Assets of $7,482,858 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Zero coupon security. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 29, 2024, the value of these securities amounted to $1,018,468 ($ Thousands), representing 13.6% 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. |
(G) |
Certain securities or partial positions of certain securities are on loan at February 29, 2024. |
(H) |
Perpetual security with no stated maturity date. |
(I) |
Security is in default on interest payment. |
(J) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $11,169 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
15,803 |
|
|
$ |
69,205 |
|
|
$ |
(73,837 |
) |
|
$ |
— |
|
|
$ |
(2 |
) |
|
$ |
11,169 |
|
|
$ |
86 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
138,275 |
|
|
|
4,468,082 |
|
|
|
(4,381,523 |
) |
|
|
— |
|
|
|
— |
|
|
|
224,834 |
|
|
|
7,304 |
|
|
|
— |
|
Totals |
|
$ |
154,078 |
|
|
$ |
4,537,287 |
|
|
$ |
(4,455,360 |
) |
|
$ |
– |
|
|
$ |
(2 |
) |
|
$ |
236,003 |
|
|
$ |
7,390 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 74.1% |
Communication Services — 12.7% |
|
|
|
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
$ |
3,279 |
|
|
$ |
2,824 |
|
5.000%, 01/15/2028 (A) |
|
|
4,517 |
|
|
|
3,997 |
|
Altice France |
|
|
|
|
|
|
|
|
8.125%, 02/01/2027 (A) |
|
|
461 |
|
|
|
424 |
|
5.500%, 01/15/2028 (A) |
|
|
375 |
|
|
|
306 |
|
5.500%, 10/15/2029 (A) |
|
|
2,700 |
|
|
|
2,044 |
|
5.125%, 07/15/2029 (A) |
|
|
723 |
|
|
|
546 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
11,321 |
|
|
|
7,395 |
|
6.000%, 02/15/2028 (A) |
|
|
1,204 |
|
|
|
608 |
|
AMC Networks |
|
|
|
|
|
|
|
|
4.750%, 08/01/2025 |
|
|
1,304 |
|
|
|
1,244 |
|
ANGI Group LLC |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
3,822 |
|
|
|
3,285 |
|
Arches Buyer |
|
|
|
|
|
|
|
|
6.125%, 12/01/2028 (A) |
|
|
2,319 |
|
|
|
1,965 |
|
4.250%, 06/01/2028 (A) |
|
|
1,637 |
|
|
|
1,398 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A)(B) |
|
|
5,891 |
|
|
|
199 |
|
6.500%, 05/01/2027 (A)(B) |
|
|
2,865 |
|
|
|
97 |
|
Beasley Mezzanine Holdings LLC |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (A) |
|
|
6,195 |
|
|
|
3,893 |
|
Belo |
|
|
|
|
|
|
|
|
7.250%, 09/15/2027 |
|
|
442 |
|
|
|
445 |
|
C&W Senior Financing DAC |
|
|
|
|
|
|
|
|
6.875%, 09/15/2027 (A) |
|
|
848 |
|
|
|
799 |
|
CCO Holdings LLC |
|
|
|
|
|
|
|
|
7.375%, 03/01/2031 (A) |
|
|
1,739 |
|
|
|
1,685 |
|
5.500%, 05/01/2026 (A) |
|
|
840 |
|
|
|
825 |
|
5.375%, 06/01/2029 (A) |
|
|
763 |
|
|
|
690 |
|
5.125%, 05/01/2027 (A) |
|
|
9,815 |
|
|
|
9,277 |
|
5.000%, 02/01/2028 (A) |
|
|
4,108 |
|
|
|
3,791 |
|
4.750%, 03/01/2030 (A) |
|
|
2,265 |
|
|
|
1,927 |
|
4.750%, 02/01/2032 (A) |
|
|
98 |
|
|
|
79 |
|
4.500%, 08/15/2030 (A) |
|
|
7,793 |
|
|
|
6,464 |
|
4.500%, 05/01/2032 |
|
|
3,525 |
|
|
|
2,785 |
|
4.250%, 02/01/2031 (A) |
|
|
5,387 |
|
|
|
4,333 |
|
4.250%, 01/15/2034 (A) |
|
|
1,960 |
|
|
|
1,465 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.384%, 10/23/2035 |
|
|
2,247 |
|
|
|
2,175 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
8.750%, 05/01/2025 (A) |
|
|
161 |
|
|
|
161 |
|
5.250%, 07/15/2028 (A) |
|
|
245 |
|
|
|
229 |
|
Clear Channel Outdoor Holdings |
|
|
|
|
|
|
|
|
9.000%, 09/15/2028 (A) |
|
|
50 |
|
|
|
52 |
|
Clear Channel Outdoor Holdings Inc. |
|
|
|
|
|
|
|
|
7.750%, 04/15/2028 (A) |
|
|
518 |
|
|
|
448 |
|
7.500%, 06/01/2029 (A) |
|
|
822 |
|
|
|
680 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.125%, 08/15/2027 (A) |
|
$ |
3,321 |
|
|
$ |
3,105 |
|
CMG Media Corp. |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
|
5,975 |
|
|
|
3,993 |
|
Consolidated Communications |
|
|
|
|
|
|
|
|
6.500%, 10/01/2028 (A) |
|
|
3,270 |
|
|
|
2,804 |
|
CSC Holdings LLC |
|
|
|
|
|
|
|
|
11.250%, 05/15/2028 (A) |
|
|
2,693 |
|
|
|
2,779 |
|
7.500%, 04/01/2028 (A) |
|
|
2,088 |
|
|
|
1,484 |
|
6.500%, 02/01/2029 (A) |
|
|
3,955 |
|
|
|
3,448 |
|
5.750%, 01/15/2030 (A) |
|
|
4,401 |
|
|
|
2,588 |
|
4.625%, 12/01/2030 (A) |
|
|
1,306 |
|
|
|
726 |
|
4.500%, 11/15/2031 (A) |
|
|
909 |
|
|
|
675 |
|
3.375%, 02/15/2031 (A) |
|
|
1,337 |
|
|
|
944 |
|
Diamond Sports Group LLC |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
3,251 |
|
|
|
187 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
5,040 |
|
|
|
290 |
|
Directv Financing LLC |
|
|
|
|
|
|
|
|
8.875%, 02/01/2030 (A) |
|
|
1,790 |
|
|
|
1,802 |
|
5.875%, 08/15/2027 (A) |
|
|
4,154 |
|
|
|
3,921 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
4,217 |
|
|
|
2,689 |
|
7.375%, 07/01/2028 |
|
|
1,070 |
|
|
|
522 |
|
5.875%, 11/15/2024 |
|
|
6,253 |
|
|
|
5,909 |
|
5.750%, 12/01/2028 (A) |
|
|
1,775 |
|
|
|
1,229 |
|
5.250%, 12/01/2026 (A) |
|
|
4,030 |
|
|
|
3,219 |
|
5.125%, 06/01/2029 |
|
|
1,330 |
|
|
|
567 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
7,248 |
|
|
|
7,557 |
|
Frontier Communications Holdings LLC |
|
|
|
|
|
|
|
|
8.750%, 05/15/2030 (A) |
|
|
301 |
|
|
|
307 |
|
6.750%, 05/01/2029 (A) |
|
|
1,374 |
|
|
|
1,233 |
|
6.000%, 01/15/2030 (A) |
|
|
157 |
|
|
|
134 |
|
5.875%, 10/15/2027 (A) |
|
|
4,275 |
|
|
|
4,132 |
|
5.875%, 11/01/2029 |
|
|
168 |
|
|
|
144 |
|
5.000%, 05/01/2028 (A) |
|
|
1,167 |
|
|
|
1,080 |
|
Gannett Holdings LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
194 |
|
|
|
175 |
|
GCI LLC |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
930 |
|
|
|
834 |
|
Gray Escrow II |
|
|
|
|
|
|
|
|
5.375%, 11/15/2031 (A) |
|
|
6,548 |
|
|
|
4,236 |
|
Gray Television |
|
|
|
|
|
|
|
|
7.000%, 05/15/2027 (A) |
|
|
479 |
|
|
|
433 |
|
5.875%, 07/15/2026 (A) |
|
|
1,304 |
|
|
|
1,237 |
|
4.750%, 10/15/2030 (A) |
|
|
7,249 |
|
|
|
4,671 |
|
Hughes Satellite Systems |
|
|
|
|
|
|
|
|
6.625%, 08/01/2026 |
|
|
1,416 |
|
|
|
933 |
|
5.250%, 08/01/2026 |
|
|
847 |
|
|
|
724 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
950 |
|
|
|
570 |
|
6.375%, 05/01/2026 |
|
|
2,985 |
|
|
|
2,541 |
|
5.250%, 08/15/2027 (A) |
|
|
575 |
|
|
|
426 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Iliad Holding SASU |
|
|
|
|
|
|
|
|
7.000%, 10/15/2028 (A) |
|
$ |
2,005 |
|
|
$ |
1,984 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/15/2030 (A) |
|
|
2,227 |
|
|
|
2,072 |
|
LCPR Senior Secured Financing DAC |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
1,629 |
|
|
|
1,539 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
10.500%, 05/15/2030 (A) |
|
|
2,230 |
|
|
|
2,286 |
|
4.625%, 09/15/2027 (A) |
|
|
3,719 |
|
|
|
2,269 |
|
4.250%, 07/01/2028 (A) |
|
|
1,698 |
|
|
|
806 |
|
3.875%, 11/15/2029 (A) |
|
|
745 |
|
|
|
432 |
|
3.750%, 07/15/2029 (A) |
|
|
2,395 |
|
|
|
994 |
|
3.625%, 01/15/2029 (A) |
|
|
4,322 |
|
|
|
1,837 |
|
Live Nation Entertainment |
|
|
|
|
|
|
|
|
6.500%, 05/15/2027 (A) |
|
|
1,588 |
|
|
|
1,602 |
|
5.625%, 03/15/2026 (A) |
|
|
466 |
|
|
|
460 |
|
4.875%, 11/01/2024 (A) |
|
|
1,660 |
|
|
|
1,646 |
|
4.750%, 10/15/2027 (A) |
|
|
1,854 |
|
|
|
1,775 |
|
3.750%, 01/15/2028 (A) |
|
|
230 |
|
|
|
212 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
5.625%, 04/01/2025 |
|
|
431 |
|
|
|
393 |
|
5.375%, 06/15/2029 (A) |
|
|
466 |
|
|
|
151 |
|
5.125%, 12/15/2026 (A) |
|
|
1,767 |
|
|
|
1,164 |
|
4.500%, 01/15/2029 (A) |
|
|
190 |
|
|
|
60 |
|
4.000%, 02/15/2027 (A) |
|
|
4,166 |
|
|
|
2,521 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
5.750%, 08/01/2028 (A) |
|
|
3,585 |
|
|
|
3,331 |
|
Midcontinent Communications |
|
|
|
|
|
|
|
|
5.375%, 08/15/2027 (A) |
|
|
772 |
|
|
|
731 |
|
Newfold Digital Holdings Group |
|
|
|
|
|
|
|
|
6.000%, 02/15/2029 (A) |
|
|
143 |
|
|
|
112 |
|
News |
|
|
|
|
|
|
|
|
5.125%, 02/15/2032 (A) |
|
|
255 |
|
|
|
238 |
|
3.875%, 05/15/2029 (A) |
|
|
433 |
|
|
|
391 |
|
Nexstar Media |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,393 |
|
|
|
1,320 |
|
4.750%, 11/01/2028 (A) |
|
|
4,083 |
|
|
|
3,626 |
|
Radiate Holdco LLC |
|
|
|
|
|
|
|
|
6.500%, 09/15/2028 (A) |
|
|
790 |
|
|
|
380 |
|
4.500%, 09/15/2026 (A) |
|
|
5,660 |
|
|
|
4,457 |
|
Sable International Finance |
|
|
|
|
|
|
|
|
5.750%, 09/07/2027 (A) |
|
|
1,407 |
|
|
|
1,349 |
|
Scripps Escrow |
|
|
|
|
|
|
|
|
5.875%, 07/15/2027 (A) |
|
|
2,841 |
|
|
|
2,306 |
|
Scripps Escrow II |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
3,540 |
|
|
|
2,800 |
|
Shutterfly Finance LLC |
|
|
|
|
|
|
|
|
9.750%, 10/01/2027 (A) |
|
|
134 |
|
|
|
134 |
|
8.500%cash/0% PIK, 10/01/2027 (A) |
|
|
831 |
|
|
|
657 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
365 |
|
|
|
335 |
|
4.125%, 12/01/2030 (A) |
|
|
205 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sirius XM Radio |
|
|
|
|
|
|
|
|
5.500%, 07/01/2029 (A) |
|
$ |
1,226 |
|
|
$ |
1,159 |
|
5.000%, 08/01/2027 (A) |
|
|
4,998 |
|
|
|
4,761 |
|
4.000%, 07/15/2028 (A) |
|
|
1,335 |
|
|
|
1,203 |
|
3.125%, 09/01/2026 (A) |
|
|
1,400 |
|
|
|
1,306 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
4,100 |
|
|
|
2,217 |
|
Stagwell Global LLC |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
560 |
|
|
|
500 |
|
TEGNA |
|
|
|
|
|
|
|
|
4.750%, 03/15/2026 (A) |
|
|
2,556 |
|
|
|
2,470 |
|
4.625%, 03/15/2028 |
|
|
2,873 |
|
|
|
2,579 |
|
Telecom Italia Capital |
|
|
|
|
|
|
|
|
6.000%, 09/30/2034 |
|
|
1,590 |
|
|
|
1,475 |
|
Telenet Finance Luxembourg Notes Sarl |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
3,600 |
|
|
|
3,375 |
|
Telesat Canada |
|
|
|
|
|
|
|
|
6.500%, 10/15/2027 (A) |
|
|
2,398 |
|
|
|
1,055 |
|
5.625%, 12/06/2026 (A) |
|
|
5,115 |
|
|
|
2,950 |
|
Time Warner Cable Enterprises LLC |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,540 |
|
|
|
1,709 |
|
U.S. Cellular |
|
|
|
|
|
|
|
|
6.700%, 12/15/2033 |
|
|
640 |
|
|
|
630 |
|
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (A) |
|
|
2,229 |
|
|
|
2,241 |
|
Univision Communications Inc |
|
|
|
|
|
|
|
|
7.375%, 06/30/2030 (A) |
|
|
488 |
|
|
|
471 |
|
6.625%, 06/01/2027 (A) |
|
|
40 |
|
|
|
39 |
|
4.500%, 05/01/2029 (A) |
|
|
1,152 |
|
|
|
1,010 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
5,800 |
|
|
|
4,975 |
|
Virgin Media Finance |
|
|
|
|
|
|
|
|
5.000%, 07/15/2030 (A) |
|
|
1,216 |
|
|
|
1,050 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
4.500%, 08/15/2030 (A) |
|
|
757 |
|
|
|
662 |
|
Virgin Media Vendor Financing Notes IV DAC |
|
|
|
|
|
|
|
|
5.000%, 07/15/2028 (A) |
|
|
3,455 |
|
|
|
3,187 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (A) |
|
|
4,655 |
|
|
|
3,948 |
|
VTR Comunicaciones |
|
|
|
|
|
|
|
|
5.125%, 01/15/2028 (A) |
|
|
2,045 |
|
|
|
1,274 |
|
4.375%, 04/15/2029 (A) |
|
|
625 |
|
|
|
384 |
|
Windstream Escrow LLC |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (A) |
|
|
5,225 |
|
|
|
4,878 |
|
Zayo Group Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (A) |
|
|
12,622 |
|
|
|
10,508 |
|
Ziggo Bond BV |
|
|
|
|
|
|
|
|
6.000%, 01/15/2027 (A) |
|
|
892 |
|
|
|
872 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
252,191 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Discretionary — 12.8% |
|
|
|
|
1011778 BC ULC / New Red Finance |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (A) |
|
$ |
2,470 |
|
|
$ |
2,319 |
|
3.875%, 01/15/2028 (A) |
|
|
2,181 |
|
|
|
2,034 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
1,895 |
|
|
|
1,876 |
|
Adient Global Holdings Ltd. |
|
|
|
|
|
|
|
|
8.250%, 04/15/2031 (A) |
|
|
455 |
|
|
|
479 |
|
7.000%, 04/15/2028 (A) |
|
|
64 |
|
|
|
65 |
|
4.875%, 08/15/2026 (A) |
|
|
3,415 |
|
|
|
3,310 |
|
ADT Security |
|
|
|
|
|
|
|
|
4.875%, 07/15/2032 (A) |
|
|
984 |
|
|
|
886 |
|
4.125%, 08/01/2029 (A) |
|
|
515 |
|
|
|
465 |
|
Adtalem Global Education |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
2,165 |
|
|
|
2,061 |
|
Amer Sports |
|
|
|
|
|
|
|
|
6.750%, 02/16/2031 (A) |
|
|
1,690 |
|
|
|
1,682 |
|
American Axle & Manufacturing |
|
|
|
|
|
|
|
|
6.875%, 07/01/2028 |
|
|
987 |
|
|
|
954 |
|
6.500%, 04/01/2027 |
|
|
455 |
|
|
|
449 |
|
5.000%, 10/01/2029 |
|
|
285 |
|
|
|
247 |
|
American Builders & Contractors Supply |
|
|
|
|
|
|
|
|
4.000%, 01/15/2028 (A) |
|
|
1,831 |
|
|
|
1,710 |
|
Aramark Services |
|
|
|
|
|
|
|
|
5.000%, 02/01/2028 (A) |
|
|
740 |
|
|
|
709 |
|
Asbury Automotive Group |
|
|
|
|
|
|
|
|
4.750%, 03/01/2030 |
|
|
202 |
|
|
|
184 |
|
4.625%, 11/15/2029 (A) |
|
|
1,428 |
|
|
|
1,301 |
|
4.500%, 03/01/2028 |
|
|
2,405 |
|
|
|
2,242 |
|
Ashton Woods USA LLC |
|
|
|
|
|
|
|
|
6.625%, 01/15/2028 (A) |
|
|
2,611 |
|
|
|
2,595 |
|
4.625%, 08/01/2029 (A) |
|
|
53 |
|
|
|
48 |
|
4.625%, 04/01/2030 (A) |
|
|
676 |
|
|
|
608 |
|
Aston Martin Capital Holdings |
|
|
|
|
|
|
|
|
10.500%, 11/30/2025 (A) |
|
|
1,735 |
|
|
|
1,759 |
|
Aventine (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2049 (B)(C)(D)(E) |
|
|
2,600 |
|
|
|
– |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
780 |
|
|
|
758 |
|
7.500%, 06/15/2029 |
|
|
542 |
|
|
|
558 |
|
6.875%, 11/01/2035 |
|
|
1,379 |
|
|
|
1,380 |
|
6.750%, 07/01/2036 |
|
|
3,662 |
|
|
|
3,599 |
|
6.625%, 10/01/2030 (A) |
|
|
2,658 |
|
|
|
2,673 |
|
5.250%, 02/01/2028 |
|
|
861 |
|
|
|
836 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
6.250%, 09/15/2027 (A) |
|
|
1,285 |
|
|
|
1,245 |
|
5.000%, 06/15/2029 (A) |
|
|
205 |
|
|
|
184 |
|
4.875%, 02/15/2030 (A) |
|
|
2,635 |
|
|
|
2,340 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (A) |
|
|
3,440 |
|
|
|
3,524 |
|
6.500%, 02/15/2032 (A) |
|
|
306 |
|
|
|
308 |
|
4.625%, 10/15/2029 (A) |
|
|
1,547 |
|
|
|
1,413 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Carnival |
|
|
|
|
|
|
|
|
7.000%, 08/15/2029 (A) |
|
$ |
148 |
|
|
$ |
153 |
|
6.000%, 05/01/2029 (A) |
|
|
7,512 |
|
|
|
7,341 |
|
5.750%, 03/01/2027 (A) |
|
|
3,143 |
|
|
|
3,104 |
|
4.000%, 08/01/2028 (A) |
|
|
1,908 |
|
|
|
1,760 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
2,150 |
|
|
|
2,346 |
|
Carvana, Strike Price Fixed |
|
|
|
|
|
|
|
|
14.000%cash/0% PIK, 06/01/2031 (A) |
|
|
1,348 |
|
|
|
1,312 |
|
12.000%cash/0% PIK, 12/01/2028 (A) |
|
|
1,765 |
|
|
|
1,696 |
|
CD&R Smokey Buyer |
|
|
|
|
|
|
|
|
6.750%, 07/15/2025 (A) |
|
|
712 |
|
|
|
709 |
|
Cedar Fair |
|
|
|
|
|
|
|
|
5.250%, 07/15/2029 |
|
|
545 |
|
|
|
515 |
|
Clarios Global |
|
|
|
|
|
|
|
|
8.500%, 05/15/2027 (A) |
|
|
5,215 |
|
|
|
5,242 |
|
6.750%, 05/15/2025 (A) |
|
|
1,241 |
|
|
|
1,240 |
|
6.750%, 05/15/2028 (A) |
|
|
302 |
|
|
|
306 |
|
6.250%, 05/15/2026 (A) |
|
|
1,626 |
|
|
|
1,621 |
|
Cooper-Standard Automotive |
|
|
|
|
|
|
|
|
13.500%cash/0% PIK, 03/31/2027 (A) |
|
|
2,590 |
|
|
|
2,745 |
|
5.625%cash/0% PIK, 05/15/2027 (A) |
|
|
1,628 |
|
|
|
1,214 |
|
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
383 |
|
|
|
371 |
|
5.375%, 11/15/2027 |
|
|
50 |
|
|
|
48 |
|
Dornoch Debt Merger Sub |
|
|
|
|
|
|
|
|
6.625%, 10/15/2029 (A) |
|
|
2,268 |
|
|
|
2,036 |
|
eG Global Finance |
|
|
|
|
|
|
|
|
12.000%, 11/30/2028 (A) |
|
|
2,530 |
|
|
|
2,671 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
4,270 |
|
|
|
3,927 |
|
Everi Holdings |
|
|
|
|
|
|
|
|
5.000%, 07/15/2029 (A) |
|
|
2,181 |
|
|
|
2,162 |
|
Fertitta Entertainment LLC |
|
|
|
|
|
|
|
|
6.750%, 01/15/2030 (A) |
|
|
1,963 |
|
|
|
1,734 |
|
4.625%, 01/15/2029 (A) |
|
|
2,142 |
|
|
|
1,944 |
|
Fontainebleau Las Vegas |
|
|
|
|
|
|
|
|
11.000%, 06/15/2015 (A)(B) |
|
|
3,481 |
|
|
|
– |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
7.350%, 03/06/2030 |
|
|
855 |
|
|
|
906 |
|
7.200%, 06/10/2030 |
|
|
200 |
|
|
|
211 |
|
6.950%, 03/06/2026 |
|
|
200 |
|
|
|
204 |
|
6.950%, 06/10/2026 |
|
|
223 |
|
|
|
227 |
|
6.800%, 05/12/2028 |
|
|
264 |
|
|
|
272 |
|
5.125%, 06/16/2025 |
|
|
690 |
|
|
|
683 |
|
5.113%, 05/03/2029 |
|
|
900 |
|
|
|
867 |
|
4.687%, 06/09/2025 |
|
|
1,245 |
|
|
|
1,227 |
|
4.542%, 08/01/2026 |
|
|
1,481 |
|
|
|
1,436 |
|
4.271%, 01/09/2027 |
|
|
485 |
|
|
|
465 |
|
4.134%, 08/04/2025 |
|
|
700 |
|
|
|
683 |
|
4.125%, 08/17/2027 |
|
|
515 |
|
|
|
487 |
|
4.000%, 11/13/2030 |
|
|
2,073 |
|
|
|
1,833 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.375%, 11/13/2025 |
|
$ |
207 |
|
|
$ |
199 |
|
2.900%, 02/10/2029 |
|
|
1,640 |
|
|
|
1,429 |
|
2.700%, 08/10/2026 |
|
|
200 |
|
|
|
186 |
|
Ford Motor Credit LLC MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
650 |
|
|
|
632 |
|
Foundation Building Materials |
|
|
|
|
|
|
|
|
6.000%, 03/01/2029 (A) |
|
|
1,282 |
|
|
|
1,119 |
|
Goodyear Tire & Rubber |
|
|
|
|
|
|
|
|
5.250%, 04/30/2031 |
|
|
181 |
|
|
|
164 |
|
5.250%, 07/15/2031 |
|
|
622 |
|
|
|
561 |
|
5.000%, 07/15/2029 |
|
|
377 |
|
|
|
347 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
2,765 |
|
|
|
2,410 |
|
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (A) |
|
|
134 |
|
|
|
134 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
5.750%, 05/01/2028 (A) |
|
|
326 |
|
|
|
325 |
|
4.875%, 01/15/2030 |
|
|
130 |
|
|
|
124 |
|
4.000%, 05/01/2031 (A) |
|
|
6,490 |
|
|
|
5,766 |
|
3.750%, 05/01/2029 (A) |
|
|
3,562 |
|
|
|
3,235 |
|
International Game Technology |
|
|
|
|
|
|
|
|
5.250%, 01/15/2029 (A) |
|
|
3,595 |
|
|
|
3,475 |
|
4.125%, 04/15/2026 (A) |
|
|
2,658 |
|
|
|
2,565 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
3,635 |
|
|
|
3,461 |
|
Jaguar Land Rover Automotive |
|
|
|
|
|
|
|
|
5.500%, 07/15/2029 (A) |
|
|
3,250 |
|
|
|
3,125 |
|
KB Home |
|
|
|
|
|
|
|
|
7.250%, 07/15/2030 |
|
|
2,142 |
|
|
|
2,201 |
|
LBM Acquisition LLC |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (A) |
|
|
2,816 |
|
|
|
2,537 |
|
LCM Investments Holdings II LLC |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
2,835 |
|
|
|
2,546 |
|
LGI Homes |
|
|
|
|
|
|
|
|
8.750%, 12/15/2028 (A) |
|
|
2,640 |
|
|
|
2,767 |
|
Liberty Interactive LLC |
|
|
|
|
|
|
|
|
8.500%, 07/15/2029 |
|
|
205 |
|
|
|
135 |
|
8.250%, 02/01/2030 |
|
|
6,020 |
|
|
|
3,929 |
|
Life Time |
|
|
|
|
|
|
|
|
5.750%, 01/15/2026 (A) |
|
|
2,032 |
|
|
|
2,015 |
|
Lions Gate Capital Holdings LLC |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
2,138 |
|
|
|
1,616 |
|
Lithia Motors |
|
|
|
|
|
|
|
|
4.375%, 01/15/2031 (A) |
|
|
993 |
|
|
|
881 |
|
3.875%, 06/01/2029 (A) |
|
|
615 |
|
|
|
549 |
|
LSF9 Atlantis Holdings LLC |
|
|
|
|
|
|
|
|
7.750%, 02/15/2026 (A) |
|
|
5,136 |
|
|
|
5,088 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.750%, 05/01/2025 |
|
|
505 |
|
|
|
506 |
|
5.750%, 06/15/2025 |
|
|
336 |
|
|
|
335 |
|
5.500%, 04/15/2027 |
|
|
155 |
|
|
|
152 |
|
4.750%, 10/15/2028 |
|
|
3,695 |
|
|
|
3,468 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Michaels |
|
|
|
|
|
|
|
|
7.875%, 05/01/2029 (A) |
|
$ |
3,415 |
|
|
$ |
2,205 |
|
Midwest Gaming Borrower LLC |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
2,219 |
|
|
|
2,035 |
|
NCL |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
171 |
|
|
|
180 |
|
8.125%, 01/15/2029 (A) |
|
|
790 |
|
|
|
831 |
|
5.875%, 02/15/2027 (A) |
|
|
2,132 |
|
|
|
2,107 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.625%, 09/15/2029 |
|
|
102 |
|
|
|
98 |
|
6.375%, 09/15/2027 |
|
|
152 |
|
|
|
147 |
|
6.375%, 04/01/2036 |
|
|
105 |
|
|
|
92 |
|
5.200%, 04/01/2026 |
|
|
1,017 |
|
|
|
988 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
1,561 |
|
|
|
1,543 |
|
4.750%, 02/15/2028 (A) |
|
|
2,006 |
|
|
|
1,880 |
|
PM General Purchaser LLC |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
518 |
|
|
|
523 |
|
QVC |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
|
6,187 |
|
|
|
5,576 |
|
4.375%, 09/01/2028 |
|
|
1,671 |
|
|
|
1,370 |
|
Raptor Acquisition |
|
|
|
|
|
|
|
|
4.875%, 11/01/2026 (A) |
|
|
360 |
|
|
|
346 |
|
Real Hero Merger Sub 2 |
|
|
|
|
|
|
|
|
6.250%, 02/01/2029 (A) |
|
|
1,815 |
|
|
|
1,579 |
|
Ritchie Bros Holdings |
|
|
|
|
|
|
|
|
7.750%, 03/15/2031 (A) |
|
|
1,170 |
|
|
|
1,230 |
|
6.750%, 03/15/2028 (A) |
|
|
1,135 |
|
|
|
1,162 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 11/15/2026 (A)(B) |
|
|
4,612 |
|
|
|
3,332 |
|
7.500%, 07/01/2025 (A)(B) |
|
|
1,259 |
|
|
|
903 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
11.625%, 08/15/2027 (A) |
|
|
602 |
|
|
|
651 |
|
9.250%, 01/15/2029 (A) |
|
|
345 |
|
|
|
371 |
|
8.250%, 01/15/2029 (A) |
|
|
345 |
|
|
|
366 |
|
7.250%, 01/15/2030 (A) |
|
|
255 |
|
|
|
265 |
|
6.250%, 03/15/2032 (A) |
|
|
2,021 |
|
|
|
2,027 |
|
Shea Homes |
|
|
|
|
|
|
|
|
4.750%, 04/01/2029 |
|
|
1,323 |
|
|
|
1,242 |
|
Six Flags Entertainment |
|
|
|
|
|
|
|
|
7.250%, 05/15/2031 (A) |
|
|
2,748 |
|
|
|
2,765 |
|
5.500%, 04/15/2027 (A) |
|
|
90 |
|
|
|
88 |
|
Six Flags Theme Parks |
|
|
|
|
|
|
|
|
7.000%, 07/01/2025 (A)(E) |
|
|
136 |
|
|
|
136 |
|
Sonic Automotive |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
377 |
|
|
|
333 |
|
Specialty Building Products Holdings LLC |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
3,667 |
|
|
|
3,586 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.125%, 07/01/2029 (A) |
|
|
2,085 |
|
|
|
1,944 |
|
6.000%, 12/01/2029 (A) |
|
|
1,018 |
|
|
|
948 |
|
4.625%, 07/01/2028 (A) |
|
|
362 |
|
|
|
338 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Staples |
|
|
|
|
|
|
|
|
10.750%, 04/15/2027 (A) |
|
$ |
4,328 |
|
|
$ |
3,960 |
|
7.500%, 04/15/2026 (A) |
|
|
4,852 |
|
|
|
4,665 |
|
Station Casinos LLC |
|
|
|
|
|
|
|
|
4.500%, 02/15/2028 (A) |
|
|
1,635 |
|
|
|
1,524 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
2,285 |
|
|
|
1,993 |
|
Superior Plus |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
368 |
|
|
|
333 |
|
Taylor Morrison Communities |
|
|
|
|
|
|
|
|
5.125%, 08/01/2030 (A) |
|
|
2,570 |
|
|
|
2,426 |
|
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
769 |
|
|
|
689 |
|
3.875%, 10/15/2031 (A) |
|
|
2,102 |
|
|
|
1,749 |
|
Vail Resorts |
|
|
|
|
|
|
|
|
6.250%, 05/15/2025 (A) |
|
|
981 |
|
|
|
985 |
|
Victoria's Secret |
|
|
|
|
|
|
|
|
4.625%, 07/15/2029 (A) |
|
|
2,893 |
|
|
|
2,441 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
5.875%, 09/15/2027 (A) |
|
|
3,085 |
|
|
|
3,016 |
|
Vista Outdoor |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
783 |
|
|
|
773 |
|
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
9.500%, 06/01/2028 (A) |
|
|
914 |
|
|
|
770 |
|
6.375%, 02/01/2030 (A) |
|
|
6,652 |
|
|
|
4,856 |
|
Wesco Aircraft Holdings |
|
|
|
|
|
|
|
|
13.125%, 11/15/2027 (A)(B) |
|
|
180 |
|
|
|
5 |
|
9.000%, 11/15/2026 (A)(B) |
|
|
936 |
|
|
|
221 |
|
8.500%, 11/15/2024 (A)(B) |
|
|
143 |
|
|
|
33 |
|
White Capital Parent LLC |
|
|
|
|
|
|
|
|
8.250%cash/0% PIK, 03/15/2026 (A) |
|
|
3,485 |
|
|
|
3,452 |
|
Wolverine World Wide |
|
|
|
|
|
|
|
|
4.000%, 08/15/2029 (A) |
|
|
4,042 |
|
|
|
3,239 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
1,895 |
|
|
|
878 |
|
Wynn Las Vegas LLC |
|
|
|
|
|
|
|
|
5.250%, 05/15/2027 (A) |
|
|
1,145 |
|
|
|
1,120 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.125%, 12/15/2029 (A) |
|
|
1,605 |
|
|
|
1,446 |
|
Wynn Resorts Finance LLC |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (A) |
|
|
1,587 |
|
|
|
1,639 |
|
5.125%, 10/01/2029 (A) |
|
|
661 |
|
|
|
623 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
6.875%, 11/15/2037 |
|
|
1,840 |
|
|
|
1,998 |
|
5.375%, 04/01/2032 |
|
|
2,728 |
|
|
|
2,619 |
|
5.350%, 11/01/2043 |
|
|
180 |
|
|
|
173 |
|
3.625%, 03/15/2031 |
|
|
3,225 |
|
|
|
2,836 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
254,130 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 2.5% |
|
|
|
|
Albertsons Cos |
|
|
|
|
|
|
|
|
5.875%, 02/15/2028 (A) |
|
|
166 |
|
|
|
164 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.875%, 02/15/2030 (A) |
|
$ |
5,945 |
|
|
$ |
5,580 |
|
4.625%, 01/15/2027 (A) |
|
|
2,970 |
|
|
|
2,863 |
|
3.500%, 03/15/2029 (A) |
|
|
615 |
|
|
|
548 |
|
Central Garden & Pet |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
1,150 |
|
|
|
1,108 |
|
4.125%, 10/15/2030 |
|
|
422 |
|
|
|
375 |
|
Chobani LLC |
|
|
|
|
|
|
|
|
7.625%, 07/01/2029 (A) |
|
|
849 |
|
|
|
854 |
|
4.625%, 11/15/2028 (A) |
|
|
929 |
|
|
|
859 |
|
Coty |
|
|
|
|
|
|
|
|
6.625%, 07/15/2030 (A) |
|
|
758 |
|
|
|
770 |
|
4.750%, 01/15/2029 (A) |
|
|
2,800 |
|
|
|
2,622 |
|
Edgewell Personal Care |
|
|
|
|
|
|
|
|
5.500%, 06/01/2028 (A) |
|
|
570 |
|
|
|
556 |
|
4.125%, 04/01/2029 (A) |
|
|
217 |
|
|
|
198 |
|
Energizer Holdings |
|
|
|
|
|
|
|
|
6.500%, 12/31/2027 (A) |
|
|
237 |
|
|
|
235 |
|
4.750%, 06/15/2028 (A) |
|
|
886 |
|
|
|
810 |
|
4.375%, 03/31/2029 (A) |
|
|
770 |
|
|
|
682 |
|
EquipmentShare.com |
|
|
|
|
|
|
|
|
9.000%, 05/15/2028 (A) |
|
|
590 |
|
|
|
605 |
|
Fiesta Purchaser |
|
|
|
|
|
|
|
|
7.875%, 03/01/2031 (A) |
|
|
722 |
|
|
|
745 |
|
High Ridge Brands (Escrow Security) |
|
|
|
|
|
|
|
|
0.974%, 03/15/2025 (A)(B) |
|
|
800 |
|
|
|
– |
|
HLF Financing Sarl LLC |
|
|
|
|
|
|
|
|
4.875%, 06/01/2029 (A) |
|
|
3,560 |
|
|
|
2,546 |
|
Lamb Weston Holdings |
|
|
|
|
|
|
|
|
4.125%, 01/31/2030 (A) |
|
|
1,747 |
|
|
|
1,583 |
|
NESCO Holdings II |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
372 |
|
|
|
347 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
1,149 |
|
|
|
1,255 |
|
8.000%, 05/01/2031 |
|
|
995 |
|
|
|
1,052 |
|
PECF USS Intermediate Holding III |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 (A) |
|
|
3,035 |
|
|
|
1,325 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
80 |
|
|
|
80 |
|
5.500%, 10/15/2027 (A) |
|
|
584 |
|
|
|
572 |
|
4.250%, 08/01/2029 (A) |
|
|
505 |
|
|
|
458 |
|
Post Holdings |
|
|
|
|
|
|
|
|
6.250%, 02/15/2032 (A) |
|
|
984 |
|
|
|
989 |
|
5.750%, 03/01/2027 (A) |
|
|
54 |
|
|
|
55 |
|
5.625%, 01/15/2028 (A) |
|
|
2,626 |
|
|
|
2,578 |
|
5.500%, 12/15/2029 (A) |
|
|
3,765 |
|
|
|
3,602 |
|
4.625%, 04/15/2030 (A) |
|
|
229 |
|
|
|
208 |
|
Sigma Holdco BV |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
4,759 |
|
|
|
4,547 |
|
Spectrum Brands |
|
|
|
|
|
|
|
|
5.000%, 10/01/2029 (A) |
|
|
630 |
|
|
|
611 |
|
3.875%, 03/15/2031 (A) |
|
|
222 |
|
|
|
211 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
$ |
3,505 |
|
|
$ |
2,544 |
|
Triton Water Holdings |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
2,848 |
|
|
|
2,486 |
|
US Foods |
|
|
|
|
|
|
|
|
6.875%, 09/15/2028 (A) |
|
|
123 |
|
|
|
125 |
|
4.750%, 02/15/2029 (A) |
|
|
50 |
|
|
|
47 |
|
4.625%, 06/01/2030 (A) |
|
|
405 |
|
|
|
371 |
|
Wand NewCo 3 |
|
|
|
|
|
|
|
|
7.625%, 01/30/2032 (A) |
|
|
1,683 |
|
|
|
1,729 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
48,895 |
|
| |
|
|
|
|
|
|
|
|
Energy — 9.8% |
|
|
|
|
Aethon United BR |
|
|
|
|
|
|
|
|
8.250%, 02/15/2026 (A) |
|
|
1,906 |
|
|
|
1,914 |
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
323 |
|
|
|
330 |
|
5.750%, 03/01/2027 (A) |
|
|
240 |
|
|
|
235 |
|
5.750%, 01/15/2028 (A) |
|
|
342 |
|
|
|
335 |
|
5.375%, 06/15/2029 (A) |
|
|
2,950 |
|
|
|
2,806 |
|
Antero Resources |
|
|
|
|
|
|
|
|
8.375%, 07/15/2026 (A) |
|
|
451 |
|
|
|
467 |
|
7.625%, 02/01/2029 (A) |
|
|
159 |
|
|
|
164 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
3,390 |
|
|
|
2,836 |
|
Archrock Partners |
|
|
|
|
|
|
|
|
6.875%, 04/01/2027 (A) |
|
|
420 |
|
|
|
418 |
|
6.250%, 04/01/2028 (A) |
|
|
1,480 |
|
|
|
1,443 |
|
Ascent Resources Utica Holdings LLC |
|
|
|
|
|
|
|
|
8.250%, 12/31/2028 (A) |
|
|
2,865 |
|
|
|
2,909 |
|
7.000%, 11/01/2026 (A) |
|
|
1,945 |
|
|
|
1,944 |
|
5.875%, 06/30/2029 (A) |
|
|
2,100 |
|
|
|
1,952 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.750%, 04/01/2027 (A) |
|
|
570 |
|
|
|
591 |
|
8.500%, 04/30/2030 (A) |
|
|
475 |
|
|
|
494 |
|
Blue Racer Midstream LLC |
|
|
|
|
|
|
|
|
7.625%, 12/15/2025 (A) |
|
|
340 |
|
|
|
343 |
|
Buckeye Partners |
|
|
|
|
|
|
|
|
4.500%, 03/01/2028 (A) |
|
|
590 |
|
|
|
549 |
|
4.125%, 03/01/2025 (A) |
|
|
204 |
|
|
|
199 |
|
California Resources |
|
|
|
|
|
|
|
|
7.125%, 02/01/2026 (A) |
|
|
565 |
|
|
|
568 |
|
Callon Petroleum |
|
|
|
|
|
|
|
|
8.000%, 08/01/2028 (A) |
|
|
783 |
|
|
|
818 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
741 |
|
|
|
661 |
|
3.250%, 01/31/2032 |
|
|
497 |
|
|
|
415 |
|
Chesapeake Energy |
|
|
|
|
|
|
|
|
6.750%, 04/15/2029 (A) |
|
|
4,008 |
|
|
|
4,023 |
|
Chesapeake Energy (Escrow Security) |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (B)(C) |
|
|
4,075 |
|
|
|
81 |
|
7.000%, 10/01/2024 (B)(C) |
|
|
1,790 |
|
|
|
35 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 09/15/2026 (B) |
|
$ |
180 |
|
|
$ |
4 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
569 |
|
|
|
570 |
|
CITGO Petroleum |
|
|
|
|
|
|
|
|
6.375%, 06/15/2026 (A) |
|
|
2,935 |
|
|
|
2,953 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.750%, 07/01/2031 (A) |
|
|
2,920 |
|
|
|
3,105 |
|
8.625%, 11/01/2030 (A) |
|
|
1,876 |
|
|
|
2,008 |
|
8.375%, 07/01/2028 (A) |
|
|
342 |
|
|
|
358 |
|
Comstock Resources |
|
|
|
|
|
|
|
|
6.750%, 03/01/2029 (A) |
|
|
8,373 |
|
|
|
7,723 |
|
5.875%, 01/15/2030 (A) |
|
|
274 |
|
|
|
240 |
|
Crescent Energy Finance LLC |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
|
661 |
|
|
|
692 |
|
CVR Energy |
|
|
|
|
|
|
|
|
8.500%, 01/15/2029 (A) |
|
|
3,015 |
|
|
|
3,034 |
|
Diamond Foreign Asset |
|
|
|
|
|
|
|
|
8.500%, 10/01/2030 (A) |
|
|
380 |
|
|
|
389 |
|
DT Midstream |
|
|
|
|
|
|
|
|
4.375%, 06/15/2031 (A) |
|
|
190 |
|
|
|
171 |
|
4.125%, 06/15/2029 (A) |
|
|
408 |
|
|
|
373 |
|
Enbridge |
|
|
|
|
|
|
|
|
8.250%, H15T5Y + 3.785%, 01/15/2084 (F) |
|
|
2,795 |
|
|
|
2,899 |
|
Encino Acquisition Partners Holdings LLC |
|
|
|
|
|
|
|
|
8.500%, 05/01/2028 (A) |
|
|
3,648 |
|
|
|
3,642 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
8.000%, 04/01/2029 (A) |
|
|
964 |
|
|
|
1,000 |
|
8.000%, H15T5Y + 4.020%, 05/15/2054 (F) |
|
|
2,903 |
|
|
|
3,016 |
|
7.375%, 02/01/2031 (A) |
|
|
150 |
|
|
|
157 |
|
6.750%, H15T5Y + 5.134%(F)(G) |
|
|
445 |
|
|
|
437 |
|
6.625%, US0003M + 4.155%(F)(G) |
|
|
1,294 |
|
|
|
1,199 |
|
6.500%, H15T5Y + 5.694%(F)(G) |
|
|
2,960 |
|
|
|
2,869 |
|
5.625%, 05/01/2027 (A) |
|
|
150 |
|
|
|
149 |
|
5.500%, 06/01/2027 |
|
|
2,863 |
|
|
|
2,871 |
|
EnLink Midstream LLC |
|
|
|
|
|
|
|
|
6.500%, 09/01/2030 (A) |
|
|
3,838 |
|
|
|
3,934 |
|
5.375%, 06/01/2029 |
|
|
3,098 |
|
|
|
3,003 |
|
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
5.600%, 04/01/2044 |
|
|
3,522 |
|
|
|
3,192 |
|
5.450%, 06/01/2047 |
|
|
309 |
|
|
|
272 |
|
Enviva Partners |
|
|
|
|
|
|
|
|
6.500%, 01/15/2026 (A)(B) |
|
|
3,197 |
|
|
|
1,185 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2027 (A) |
|
|
3,114 |
|
|
|
3,186 |
|
7.500%, 06/01/2030 (A) |
|
|
217 |
|
|
|
231 |
|
6.500%, 07/01/2027 (A) |
|
|
1,121 |
|
|
|
1,132 |
|
6.500%, 07/15/2048 |
|
|
3,229 |
|
|
|
3,277 |
|
5.500%, 07/15/2028 |
|
|
61 |
|
|
|
60 |
|
4.750%, 01/15/2031 (A) |
|
|
1,457 |
|
|
|
1,355 |
|
4.500%, 01/15/2029 (A) |
|
|
2,781 |
|
|
|
2,607 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Genesis Energy |
|
|
|
|
|
|
|
|
8.875%, 04/15/2030 |
|
$ |
3,340 |
|
|
$ |
3,463 |
|
8.250%, 01/15/2029 |
|
|
97 |
|
|
|
99 |
|
8.000%, 01/15/2027 |
|
|
197 |
|
|
|
198 |
|
7.750%, 02/01/2028 |
|
|
393 |
|
|
|
393 |
|
6.250%, 05/15/2026 |
|
|
35 |
|
|
|
35 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
1,880 |
|
|
|
1,970 |
|
Gulfport Energy (Escrow Securities) |
|
|
|
|
|
|
|
|
6.375%, 01/15/2026 (B) |
|
|
780 |
|
|
|
2 |
|
6.000%, 10/15/2024 (B) |
|
|
470 |
|
|
|
1 |
|
0.000%, 05/15/2025 (C)(D) |
|
|
311 |
|
|
|
1 |
|
Gulfport Energy Corp |
|
|
|
|
|
|
|
|
8.000%, 05/17/2026 (A) |
|
|
828 |
|
|
|
842 |
|
Harvest Midstream I |
|
|
|
|
|
|
|
|
7.500%, 09/01/2028 (A) |
|
|
1,575 |
|
|
|
1,588 |
|
Hess Midstream Operations |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
|
605 |
|
|
|
596 |
|
4.250%, 02/15/2030 (A) |
|
|
760 |
|
|
|
692 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
6.250%, 04/15/2032 (A) |
|
|
138 |
|
|
|
134 |
|
6.000%, 04/15/2030 (A) |
|
|
165 |
|
|
|
160 |
|
Howard Midstream Energy Partners LLC |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
310 |
|
|
|
327 |
|
6.750%, 01/15/2027 (A) |
|
|
2,750 |
|
|
|
2,739 |
|
ITT Holdings LLC |
|
|
|
|
|
|
|
|
6.500%, 08/01/2029 (A) |
|
|
3,862 |
|
|
|
3,428 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
6.625%, 12/15/2028 (A) |
|
|
3,320 |
|
|
|
3,361 |
|
Kodiak Gas Services LLC |
|
|
|
|
|
|
|
|
7.250%, 02/15/2029 (A) |
|
|
2,495 |
|
|
|
2,540 |
|
Moss Creek Resources Holdings |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
1,364 |
|
|
|
1,398 |
|
7.500%, 01/15/2026 (A) |
|
|
2,546 |
|
|
|
2,531 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.250%, 01/15/2026 (A) |
|
|
147 |
|
|
|
145 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
6.500%, 09/30/2026 (A) |
|
|
1,696 |
|
|
|
1,638 |
|
NGL Energy Operating LLC |
|
|
|
|
|
|
|
|
8.375%, 02/15/2032 (A) |
|
|
249 |
|
|
|
253 |
|
8.125%, 02/15/2029 (A) |
|
|
3,036 |
|
|
|
3,065 |
|
Northern Oil and Gas |
|
|
|
|
|
|
|
|
8.750%, 06/15/2031 (A) |
|
|
855 |
|
|
|
893 |
|
8.125%, 03/01/2028 (A) |
|
|
1,623 |
|
|
|
1,644 |
|
Northriver Midstream Finance |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
|
1,845 |
|
|
|
1,809 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
212 |
|
|
|
213 |
|
6.000%, 06/01/2026 |
|
|
485 |
|
|
|
480 |
|
5.750%, 10/01/2025 |
|
|
182 |
|
|
|
180 |
|
5.625%, 04/28/2027 |
|
|
260 |
|
|
|
257 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PBF Holding LLC |
|
|
|
|
|
|
|
|
7.875%, 09/15/2030 (A) |
|
$ |
2,640 |
|
|
$ |
2,705 |
|
Permian Resources Operating LLC |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
491 |
|
|
|
544 |
|
7.000%, 01/15/2032 (A) |
|
|
2,941 |
|
|
|
3,020 |
|
Prairie Acquiror |
|
|
|
|
|
|
|
|
9.000%, 08/01/2029 (A) |
|
|
142 |
|
|
|
143 |
|
Precision Drilling |
|
|
|
|
|
|
|
|
7.125%, 01/15/2026 (A) |
|
|
466 |
|
|
|
466 |
|
6.875%, 01/15/2029 (A) |
|
|
60 |
|
|
|
59 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
534 |
|
|
|
557 |
|
4.875%, 05/15/2025 |
|
|
345 |
|
|
|
340 |
|
Rockcliff Energy II LLC |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
|
3,603 |
|
|
|
3,318 |
|
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
4.800%, 05/15/2030 (A) |
|
|
2,117 |
|
|
|
1,961 |
|
Seventy Seven Operating LLC (Escrow Security) |
|
|
|
|
|
|
|
|
6.625%, 01/15/2020 (B)(C) |
|
|
2,787 |
|
|
|
– |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
2,990 |
|
|
|
3,056 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.500%, 07/15/2028 |
|
|
185 |
|
|
|
185 |
|
5.625%, 06/01/2025 |
|
|
405 |
|
|
|
402 |
|
Solaris Midstream Holdings LLC |
|
|
|
|
|
|
|
|
7.625%, 04/01/2026 (A) |
|
|
2,012 |
|
|
|
2,010 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
230 |
|
|
|
239 |
|
5.375%, 02/01/2029 |
|
|
26 |
|
|
|
25 |
|
5.375%, 03/15/2030 |
|
|
380 |
|
|
|
363 |
|
4.750%, 02/01/2032 |
|
|
84 |
|
|
|
77 |
|
Summit Midstream Holdings LLC |
|
|
|
|
|
|
|
|
12.000%, 10/15/2026 (A) |
|
|
2,380 |
|
|
|
2,350 |
|
Sunoco |
|
|
|
|
|
|
|
|
5.875%, 03/15/2028 |
|
|
2,791 |
|
|
|
2,761 |
|
4.500%, 05/15/2029 |
|
|
2,037 |
|
|
|
1,882 |
|
4.500%, 04/30/2030 |
|
|
2,191 |
|
|
|
1,993 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 02/15/2029 (A) |
|
|
2,360 |
|
|
|
2,355 |
|
6.000%, 03/01/2027 (A) |
|
|
430 |
|
|
|
424 |
|
6.000%, 12/31/2030 (A) |
|
|
3,697 |
|
|
|
3,438 |
|
6.000%, 09/01/2031 (A) |
|
|
910 |
|
|
|
834 |
|
5.500%, 01/15/2028 (A) |
|
|
2,496 |
|
|
|
2,371 |
|
TerraForm Power Operating LLC |
|
|
|
|
|
|
|
|
5.000%, 01/31/2028 (A) |
|
|
5,050 |
|
|
|
4,772 |
|
4.750%, 01/15/2030 (A) |
|
|
225 |
|
|
|
203 |
|
Transocean |
|
|
|
|
|
|
|
|
11.500%, 01/30/2027 (A) |
|
|
210 |
|
|
|
218 |
|
8.750%, 02/15/2030 (A) |
|
|
120 |
|
|
|
123 |
|
7.250%, 11/01/2025 (A) |
|
|
4,328 |
|
|
|
4,265 |
|
6.800%, 03/15/2038 |
|
|
3,209 |
|
|
|
2,517 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
$ |
90 |
|
|
$ |
92 |
|
Valaris |
|
|
|
|
|
|
|
|
8.375%, 04/30/2030 (A) |
|
|
197 |
|
|
|
202 |
|
Venture Global Calcasieu Pass LLC |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
3,499 |
|
|
|
3,071 |
|
3.875%, 11/01/2033 (A) |
|
|
2,920 |
|
|
|
2,449 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
2,821 |
|
|
|
2,970 |
|
9.500%, 02/01/2029 (A) |
|
|
205 |
|
|
|
218 |
|
8.125%, 06/01/2028 (A) |
|
|
3,316 |
|
|
|
3,369 |
|
Vital Energy |
|
|
|
|
|
|
|
|
10.125%, 01/15/2028 |
|
|
657 |
|
|
|
688 |
|
9.750%, 10/15/2030 |
|
|
135 |
|
|
|
144 |
|
Weatherford International |
|
|
|
|
|
|
|
|
8.625%, 04/30/2030 (A) |
|
|
2,488 |
|
|
|
2,579 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.250%, 02/01/2050 |
|
|
3,252 |
|
|
|
2,877 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
195,533 |
|
| |
|
|
|
|
|
|
|
|
Financials — 7.4% |
|
|
|
|
Acrisure LLC |
|
|
|
|
|
|
|
|
10.125%, 08/01/2026 (A) |
|
|
1,416 |
|
|
|
1,473 |
|
8.250%, 02/01/2029 (A) |
|
|
1,705 |
|
|
|
1,684 |
|
AG Issuer LLC |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
1,910 |
|
|
|
1,848 |
|
Alliant Holdings Intermediate LLC |
|
|
|
|
|
|
|
|
7.000%, 01/15/2031 (A) |
|
|
5,497 |
|
|
|
5,476 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.750%, 06/09/2027 |
|
|
1,737 |
|
|
|
1,687 |
|
AmWINS Group |
|
|
|
|
|
|
|
|
6.375%, 02/15/2029 (A) |
|
|
2,061 |
|
|
|
2,062 |
|
Ardonagh Finco |
|
|
|
|
|
|
|
|
7.750%, 02/15/2031 (A) |
|
|
1,000 |
|
|
|
988 |
|
Ardonagh Group Finance |
|
|
|
|
|
|
|
|
8.875%, 02/15/2032 (A) |
|
|
870 |
|
|
|
851 |
|
Aretec Escrow Issuer 2 |
|
|
|
|
|
|
|
|
10.000%, 08/15/2030 (A) |
|
|
4,357 |
|
|
|
4,744 |
|
Barclays |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 5.431%(F)(G) |
|
|
1,285 |
|
|
|
1,263 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
2.625%, 12/15/2026 |
|
|
3,525 |
|
|
|
3,184 |
|
Block |
|
|
|
|
|
|
|
|
3.500%, 06/01/2031 |
|
|
512 |
|
|
|
437 |
|
2.750%, 06/01/2026 |
|
|
140 |
|
|
|
130 |
|
Blue Owl Capital |
|
|
|
|
|
|
|
|
3.400%, 07/15/2026 |
|
|
2,420 |
|
|
|
2,254 |
|
BroadStreet Partners |
|
|
|
|
|
|
|
|
5.875%, 04/15/2029 (A) |
|
|
730 |
|
|
|
677 |
|
Brookfield Property |
|
|
|
|
|
|
|
|
5.750%, 05/15/2026 (A) |
|
|
78 |
|
|
|
75 |
|
4.500%, 04/01/2027 (A) |
|
|
7,288 |
|
|
|
6,407 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Citigroup |
|
|
|
|
|
|
|
|
3.875%, H15T5Y + 3.417%(F)(G) |
|
$ |
1,268 |
|
|
$ |
1,191 |
|
Comerica Bank |
|
|
|
|
|
|
|
|
2.500%, 07/23/2024 |
|
|
1,007 |
|
|
|
993 |
|
CPI CG |
|
|
|
|
|
|
|
|
8.625%, 03/15/2026 (A) |
|
|
2,721 |
|
|
|
2,670 |
|
Credit Acceptance |
|
|
|
|
|
|
|
|
9.250%, 12/15/2028 (A) |
|
|
2,765 |
|
|
|
2,925 |
|
Finance of America Funding LLC |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
|
6,992 |
|
|
|
5,515 |
|
FirstCash |
|
|
|
|
|
|
|
|
6.875%, 03/01/2032 (A) |
|
|
1,975 |
|
|
|
1,955 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
2,272 |
|
|
|
2,461 |
|
6.625%, 01/15/2027 (A) |
|
|
925 |
|
|
|
882 |
|
Freedom Mortgage Holdings LLC |
|
|
|
|
|
|
|
|
9.250%, 02/01/2029 (A) |
|
|
1,729 |
|
|
|
1,755 |
|
Genworth Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/15/2034 |
|
|
1,795 |
|
|
|
1,678 |
|
Global Atlantic Finance |
|
|
|
|
|
|
|
|
7.950%, 06/15/2033 (A) |
|
|
1,274 |
|
|
|
1,394 |
|
HAT Holdings I LLC |
|
|
|
|
|
|
|
|
6.000%, 04/15/2025 (A) |
|
|
1,116 |
|
|
|
1,105 |
|
3.750%, 09/15/2030 (A) |
|
|
1,904 |
|
|
|
1,566 |
|
3.375%, 06/15/2026 (A) |
|
|
883 |
|
|
|
826 |
|
Howden UK Refinance |
|
|
|
|
|
|
|
|
8.125%, 02/15/2032 (A) |
|
|
435 |
|
|
|
438 |
|
7.250%, 02/15/2031 (A) |
|
|
1,638 |
|
|
|
1,640 |
|
HUB International |
|
|
|
|
|
|
|
|
7.250%, 06/15/2030 (A) |
|
|
1,957 |
|
|
|
1,996 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
4.950%, H15T1Y + 2.750%, 06/01/2042 (A)(F) |
|
|
1,720 |
|
|
|
1,241 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
5.250%, 10/01/2025 (A) |
|
|
1,246 |
|
|
|
1,228 |
|
4.750%, 06/15/2029 (A) |
|
|
4,970 |
|
|
|
4,460 |
|
4.250%, 02/01/2027 (A) |
|
|
2,751 |
|
|
|
2,531 |
|
LPL Holdings |
|
|
|
|
|
|
|
|
4.625%, 11/15/2027 (A) |
|
|
2,645 |
|
|
|
2,536 |
|
4.375%, 05/15/2031 (A) |
|
|
149 |
|
|
|
135 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
4,483 |
|
|
|
4,108 |
|
5.625%, 01/15/2030 (A) |
|
|
1,813 |
|
|
|
1,533 |
|
MPH Acquisition Holdings LLC |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
|
654 |
|
|
|
521 |
|
5.500%, 09/01/2028 (A) |
|
|
426 |
|
|
|
372 |
|
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
1,389 |
|
|
|
1,366 |
|
6.000%, 01/15/2027 (A) |
|
|
95 |
|
|
|
93 |
|
5.500%, 08/15/2028 (A) |
|
|
3,723 |
|
|
|
3,515 |
|
5.125%, 12/15/2030 (A) |
|
|
247 |
|
|
|
220 |
|
5.000%, 02/01/2026 (A) |
|
|
1,272 |
|
|
|
1,236 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Navient |
|
|
|
|
|
|
|
|
9.375%, 07/25/2030 |
|
$ |
855 |
|
|
$ |
893 |
|
5.500%, 03/15/2029 |
|
|
160 |
|
|
|
145 |
|
Navient MTN |
|
|
|
|
|
|
|
|
5.625%, 08/01/2033 |
|
|
2,835 |
|
|
|
2,310 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
9.000%, 01/15/2029 |
|
|
652 |
|
|
|
685 |
|
7.875%, 03/15/2030 |
|
|
2,650 |
|
|
|
2,695 |
|
6.625%, 01/15/2028 |
|
|
400 |
|
|
|
398 |
|
5.375%, 11/15/2029 |
|
|
5,470 |
|
|
|
5,076 |
|
4.000%, 09/15/2030 |
|
|
2,565 |
|
|
|
2,161 |
|
3.875%, 09/15/2028 |
|
|
160 |
|
|
|
140 |
|
3.500%, 01/15/2027 |
|
|
1,402 |
|
|
|
1,290 |
|
Osaic Holdings |
|
|
|
|
|
|
|
|
10.750%, 08/01/2027 (A) |
|
|
4,463 |
|
|
|
4,637 |
|
PennyMac Financial Services |
|
|
|
|
|
|
|
|
7.875%, 12/15/2029 (A) |
|
|
2,656 |
|
|
|
2,719 |
|
5.750%, 09/15/2031 (A) |
|
|
4,724 |
|
|
|
4,344 |
|
5.375%, 10/15/2025 (A) |
|
|
888 |
|
|
|
874 |
|
4.250%, 02/15/2029 (A) |
|
|
1,895 |
|
|
|
1,708 |
|
PRA Group |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
1,560 |
|
|
|
1,525 |
|
5.000%, 10/01/2029 (A) |
|
|
1,155 |
|
|
|
967 |
|
Rithm Capital |
|
|
|
|
|
|
|
|
6.250%, 10/15/2025 (A) |
|
|
3,013 |
|
|
|
2,974 |
|
Rocket Mortgage LLC |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 (A) |
|
|
3,415 |
|
|
|
2,835 |
|
3.625%, 03/01/2029 (A) |
|
|
1,849 |
|
|
|
1,640 |
|
2.875%, 10/15/2026 (A) |
|
|
315 |
|
|
|
290 |
|
Sabre GLBL |
|
|
|
|
|
|
|
|
11.250%, 12/15/2027 (A) |
|
|
6,340 |
|
|
|
5,960 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
4.375%, 01/15/2027 (A) |
|
|
1,282 |
|
|
|
1,202 |
|
3.625%, 07/15/2026 (A) |
|
|
20 |
|
|
|
19 |
|
UniCredit |
|
|
|
|
|
|
|
|
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(F) |
|
|
1,985 |
|
|
|
1,924 |
|
United Wholesale Mortgage LLC |
|
|
|
|
|
|
|
|
5.750%, 06/15/2027 (A) |
|
|
2,133 |
|
|
|
2,069 |
|
5.500%, 11/15/2025 (A) |
|
|
2,641 |
|
|
|
2,596 |
|
5.500%, 04/15/2029 (A) |
|
|
217 |
|
|
|
202 |
|
WeWork US LLC |
|
|
|
|
|
|
|
|
15.000%, 08/15/2027 (A)(B) |
|
|
2,830 |
|
|
|
906 |
|
11.000%, 08/15/2027 (A)(B) |
|
|
3,551 |
|
|
|
497 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
147,006 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 6.4% |
|
|
|
|
Acadia Healthcare |
|
|
|
|
|
|
|
|
5.500%, 07/01/2028 (A) |
|
|
494 |
|
|
|
477 |
|
5.000%, 04/15/2029 (A) |
|
|
898 |
|
|
|
849 |
|
AHP Health Partners |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
376 |
|
|
|
339 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Akumin |
|
|
|
|
|
|
|
|
9.000% PIK/0% cash, 08/01/2027 (A) |
|
$ |
3,815 |
|
|
$ |
3,300 |
|
8.000%, 08/01/2028 (A)(B) |
|
|
1,570 |
|
|
|
1,295 |
|
Avantor Funding |
|
|
|
|
|
|
|
|
4.625%, 07/15/2028 (A) |
|
|
813 |
|
|
|
767 |
|
Bausch & Lomb Escrow |
|
|
|
|
|
|
|
|
8.375%, 10/01/2028 (A) |
|
|
1,279 |
|
|
|
1,337 |
|
Bausch Health |
|
|
|
|
|
|
|
|
14.000%, 10/15/2030 (A) |
|
|
899 |
|
|
|
529 |
|
11.000%, 09/30/2028 (A) |
|
|
2,494 |
|
|
|
1,677 |
|
9.000%, 12/15/2025 (A) |
|
|
2,470 |
|
|
|
2,349 |
|
6.250%, 02/15/2029 (A) |
|
|
139 |
|
|
|
64 |
|
6.125%, 02/01/2027 (A) |
|
|
1,262 |
|
|
|
808 |
|
5.750%, 08/15/2027 (A) |
|
|
180 |
|
|
|
108 |
|
5.500%, 11/01/2025 (A) |
|
|
1,450 |
|
|
|
1,349 |
|
5.250%, 01/30/2030 (A) |
|
|
464 |
|
|
|
200 |
|
5.250%, 02/15/2031 (A) |
|
|
337 |
|
|
|
145 |
|
5.000%, 01/30/2028 (A) |
|
|
360 |
|
|
|
164 |
|
5.000%, 02/15/2029 (A) |
|
|
455 |
|
|
|
199 |
|
4.875%, 06/01/2028 (A) |
|
|
728 |
|
|
|
415 |
|
Bausch Health Americas |
|
|
|
|
|
|
|
|
9.250%, 04/01/2026 (A) |
|
|
265 |
|
|
|
249 |
|
8.500%, 01/31/2027 (A) |
|
|
578 |
|
|
|
329 |
|
Catalent Pharma Solutions |
|
|
|
|
|
|
|
|
3.500%, 04/01/2030 (A) |
|
|
2,605 |
|
|
|
2,509 |
|
Charles River Laboratories International |
|
|
|
|
|
|
|
|
4.250%, 05/01/2028 (A) |
|
|
2,042 |
|
|
|
1,915 |
|
4.000%, 03/15/2031 (A) |
|
|
1,960 |
|
|
|
1,729 |
|
3.750%, 03/15/2029 (A) |
|
|
670 |
|
|
|
604 |
|
CHS |
|
|
|
|
|
|
|
|
8.000%, 03/15/2026 (A) |
|
|
2,529 |
|
|
|
2,504 |
|
8.000%, 12/15/2027 (A) |
|
|
1,180 |
|
|
|
1,128 |
|
6.125%, 04/01/2030 (A) |
|
|
316 |
|
|
|
198 |
|
6.000%, 01/15/2029 (A) |
|
|
495 |
|
|
|
426 |
|
5.625%, 03/15/2027 (A) |
|
|
6,563 |
|
|
|
6,004 |
|
5.250%, 05/15/2030 (A) |
|
|
514 |
|
|
|
410 |
|
4.750%, 02/15/2031 (A) |
|
|
2,503 |
|
|
|
1,905 |
|
DaVita |
|
|
|
|
|
|
|
|
4.625%, 06/01/2030 (A) |
|
|
2,270 |
|
|
|
1,997 |
|
3.750%, 02/15/2031 (A) |
|
|
1,590 |
|
|
|
1,305 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (A) |
|
|
2,470 |
|
|
|
2,143 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
522 |
|
|
|
211 |
|
Encompass Health |
|
|
|
|
|
|
|
|
4.750%, 02/01/2030 |
|
|
925 |
|
|
|
858 |
|
4.625%, 04/01/2031 |
|
|
173 |
|
|
|
157 |
|
4.500%, 02/01/2028 |
|
|
486 |
|
|
|
460 |
|
Endo DAC |
|
|
|
|
|
|
|
|
9.500%, 07/31/2027 (A)(B) |
|
|
1,903 |
|
|
|
114 |
|
6.000%, 06/30/2028 (A)(B) |
|
|
2,293 |
|
|
|
138 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Endo Luxembourg Finance I Sarl |
|
|
|
|
|
|
|
|
6.125%, 04/01/2029 (A)(B) |
|
$ |
2,355 |
|
|
$ |
1,482 |
|
Envision Healthcare |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (C) |
|
|
3,150 |
|
|
|
– |
|
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (A) |
|
|
5,947 |
|
|
|
5,218 |
|
Grifols |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
2,541 |
|
|
|
2,116 |
|
HCA |
|
|
|
|
|
|
|
|
3.500%, 09/01/2030 |
|
|
1,741 |
|
|
|
1,556 |
|
Heartland Dental LLC |
|
|
|
|
|
|
|
|
10.500%, 04/30/2028 (A) |
|
|
2,350 |
|
|
|
2,468 |
|
IQVIA |
|
|
|
|
|
|
|
|
6.500%, 05/15/2030 (A) |
|
|
1,145 |
|
|
|
1,161 |
|
5.000%, 10/15/2026 (A) |
|
|
390 |
|
|
|
381 |
|
5.000%, 05/15/2027 (A) |
|
|
2,957 |
|
|
|
2,879 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
11.000%, 10/15/2030 (A) |
|
|
1,526 |
|
|
|
1,614 |
|
9.875%, 08/15/2030 (A) |
|
|
527 |
|
|
|
547 |
|
5.375%, 01/15/2029 (A) |
|
|
857 |
|
|
|
683 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
14.750%, 11/14/2028 (A) |
|
|
514 |
|
|
|
558 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
5.250%, 10/01/2029 (A) |
|
|
498 |
|
|
|
461 |
|
3.875%, 04/01/2029 (A) |
|
|
7,803 |
|
|
|
6,996 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
|
3,590 |
|
|
|
3,344 |
|
3.875%, 11/15/2030 (A) |
|
|
2,730 |
|
|
|
2,395 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
3,298 |
|
|
|
3,012 |
|
Organon Finance 1 LLC |
|
|
|
|
|
|
|
|
5.125%, 04/30/2031 (A) |
|
|
3,523 |
|
|
|
3,020 |
|
4.125%, 04/30/2028 (A) |
|
|
1,690 |
|
|
|
1,546 |
|
Owens & Minor |
|
|
|
|
|
|
|
|
6.625%, 04/01/2030 (A) |
|
|
270 |
|
|
|
261 |
|
4.500%, 03/31/2029 (A) |
|
|
493 |
|
|
|
440 |
|
Par Pharmaceutical |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 (A)(B) |
|
|
2,247 |
|
|
|
1,425 |
|
Pediatrix Medical Group |
|
|
|
|
|
|
|
|
5.375%, 02/15/2030 (A) |
|
|
2,715 |
|
|
|
2,440 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.781% PIK/0% cash, 02/15/2030 (A) |
|
|
2,256 |
|
|
|
2,007 |
|
8.500% PIK/0% cash, 01/31/2029 (A) |
|
|
7,844 |
|
|
|
7,540 |
|
RegionalCare Hospital Partners Holdings |
|
|
|
|
|
|
|
|
9.750%, 12/01/2026 (A) |
|
|
856 |
|
|
|
856 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 |
|
|
1,295 |
|
|
|
1,352 |
|
Team Health Holdings Inc. |
|
|
|
|
|
|
|
|
6.375%, 02/01/2025 (A) |
|
|
4,416 |
|
|
|
4,059 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 (A) |
|
|
2,553 |
|
|
|
2,575 |
|
6.250%, 02/01/2027 |
|
|
512 |
|
|
|
511 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.125%, 10/01/2028 |
|
$ |
800 |
|
|
$ |
791 |
|
6.125%, 06/15/2030 |
|
|
5,342 |
|
|
|
5,290 |
|
5.125%, 11/01/2027 |
|
|
1,105 |
|
|
|
1,082 |
|
4.875%, 01/01/2026 |
|
|
3,033 |
|
|
|
3,030 |
|
4.625%, 06/15/2028 |
|
|
3,479 |
|
|
|
3,311 |
|
4.375%, 01/15/2030 |
|
|
1,480 |
|
|
|
1,356 |
|
4.250%, 06/01/2029 |
|
|
4,431 |
|
|
|
4,075 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
127,502 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 9.2% |
|
|
|
|
AAR Escrow Issuer LLC |
|
|
|
|
|
|
|
|
6.750%, 03/15/2029 (A) |
|
|
4,100 |
|
|
|
4,139 |
|
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
|
950 |
|
|
|
842 |
|
Allegiant Travel |
|
|
|
|
|
|
|
|
7.250%, 08/15/2027 (A) |
|
|
1,282 |
|
|
|
1,248 |
|
Allied Universal Holdco LLC |
|
|
|
|
|
|
|
|
6.625%, 07/15/2026 (A) |
|
|
746 |
|
|
|
743 |
|
4.625%, 06/01/2028 (A) |
|
|
684 |
|
|
|
607 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
5.875%, 06/01/2029 (A) |
|
|
855 |
|
|
|
842 |
|
4.750%, 10/01/2027 (A) |
|
|
1,969 |
|
|
|
1,888 |
|
3.750%, 01/30/2031 (A) |
|
|
422 |
|
|
|
365 |
|
American Airlines |
|
|
|
|
|
|
|
|
5.750%, 04/20/2029 (A) |
|
|
7,330 |
|
|
|
7,168 |
|
5.500%, 04/20/2026 (A) |
|
|
615 |
|
|
|
609 |
|
APi Group DE |
|
|
|
|
|
|
|
|
4.750%, 10/15/2029 (A) |
|
|
234 |
|
|
|
217 |
|
4.125%, 07/15/2029 (A) |
|
|
365 |
|
|
|
329 |
|
ARD Finance |
|
|
|
|
|
|
|
|
6.500%cash/0% PIK, 06/30/2027 (A) |
|
|
3,836 |
|
|
|
1,640 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 04/30/2025 (A) |
|
|
1,781 |
|
|
|
1,762 |
|
5.250%, 08/15/2027 (A) |
|
|
4,446 |
|
|
|
3,224 |
|
Avis Budget Car Rental LLC |
|
|
|
|
|
|
|
|
8.000%, 02/15/2031 (A) |
|
|
2,411 |
|
|
|
2,327 |
|
5.750%, 07/15/2027 (A) |
|
|
625 |
|
|
|
594 |
|
5.375%, 03/01/2029 (A) |
|
|
401 |
|
|
|
365 |
|
4.750%, 04/01/2028 (A) |
|
|
365 |
|
|
|
331 |
|
Beacon Roofing Supply |
|
|
|
|
|
|
|
|
4.500%, 11/15/2026 (A) |
|
|
1,284 |
|
|
|
1,238 |
|
Bombardier |
|
|
|
|
|
|
|
|
8.750%, 11/15/2030 (A) |
|
|
108 |
|
|
|
113 |
|
7.875%, 04/15/2027 (A) |
|
|
3,152 |
|
|
|
3,156 |
|
7.500%, 02/01/2029 (A) |
|
|
1,310 |
|
|
|
1,329 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
6.375%, 06/15/2032 (A) |
|
|
372 |
|
|
|
372 |
|
6.375%, 03/01/2034 (A) |
|
|
220 |
|
|
|
219 |
|
4.250%, 02/01/2032 (A) |
|
|
3,743 |
|
|
|
3,289 |
|
BWX Technologies |
|
|
|
|
|
|
|
|
4.125%, 06/30/2028 (A) |
|
|
1,441 |
|
|
|
1,340 |
|
4.125%, 04/15/2029 (A) |
|
|
1,425 |
|
|
|
1,323 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Camelot Return Merger Sub |
|
|
|
|
|
|
|
|
8.750%, 08/01/2028 (A) |
|
$ |
2,135 |
|
|
$ |
2,191 |
|
Chart Industries |
|
|
|
|
|
|
|
|
9.500%, 01/01/2031 (A) |
|
|
2,393 |
|
|
|
2,571 |
|
7.500%, 01/01/2030 (A) |
|
|
368 |
|
|
|
380 |
|
Clean Harbors |
|
|
|
|
|
|
|
|
4.875%, 07/15/2027 (A) |
|
|
1,151 |
|
|
|
1,111 |
|
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (A) |
|
|
1,395 |
|
|
|
1,328 |
|
Conduent Business Services LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2029 (A) |
|
|
580 |
|
|
|
532 |
|
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2026 |
|
|
527 |
|
|
|
539 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
2,003 |
|
|
|
1,790 |
|
EMRLD Borrower |
|
|
|
|
|
|
|
|
6.625%, 12/15/2030 (A) |
|
|
6,266 |
|
|
|
6,288 |
|
Enviri |
|
|
|
|
|
|
|
|
5.750%, 07/31/2027 (A) |
|
|
766 |
|
|
|
716 |
|
First Student Bidco |
|
|
|
|
|
|
|
|
4.000%, 07/31/2029 (A) |
|
|
35 |
|
|
|
30 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
570 |
|
|
|
572 |
|
6.000%, 06/01/2029 (A) |
|
|
429 |
|
|
|
376 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
160 |
|
|
|
164 |
|
4.750%, 06/15/2029 (A) |
|
|
3,465 |
|
|
|
3,244 |
|
4.375%, 08/15/2029 (A) |
|
|
1,123 |
|
|
|
1,023 |
|
4.000%, 08/01/2028 (A) |
|
|
874 |
|
|
|
801 |
|
3.750%, 08/01/2025 (A) |
|
|
490 |
|
|
|
476 |
|
3.500%, 09/01/2028 (A) |
|
|
2,860 |
|
|
|
2,593 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
285 |
|
|
|
274 |
|
5.625%, 06/01/2029 (A) |
|
|
580 |
|
|
|
524 |
|
GrafTech Finance |
|
|
|
|
|
|
|
|
4.625%, 12/15/2028 (A) |
|
|
1,410 |
|
|
|
927 |
|
GrafTech Global Enterprises |
|
|
|
|
|
|
|
|
9.875%, 12/15/2028 (A) |
|
|
1,365 |
|
|
|
1,084 |
|
Graham Packaging |
|
|
|
|
|
|
|
|
7.125%, 08/15/2028 (A) |
|
|
312 |
|
|
|
276 |
|
Griffon |
|
|
|
|
|
|
|
|
5.750%, 03/01/2028 |
|
|
760 |
|
|
|
735 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
3,449 |
|
|
|
3,112 |
|
Hawaiian Brand Intellectual Property |
|
|
|
|
|
|
|
|
5.750%, 01/20/2026 (A) |
|
|
2,551 |
|
|
|
2,407 |
|
Hertz |
|
|
|
|
|
|
|
|
5.000%, 12/01/2029 (A) |
|
|
1,087 |
|
|
|
833 |
|
4.625%, 12/01/2026 (A) |
|
|
296 |
|
|
|
262 |
|
Hertz (Escrow Security) |
|
|
|
|
|
|
|
|
7.125%, 08/01/2026 (A)(B) |
|
|
715 |
|
|
|
62 |
|
6.000%, 01/15/2028 (A)(B) |
|
|
420 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 10/15/2024 (A)(B) |
|
$ |
1,573 |
|
|
$ |
47 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
6.250%, 05/15/2026 |
|
|
1,282 |
|
|
|
1,249 |
|
5.250%, 05/15/2027 |
|
|
1,683 |
|
|
|
1,546 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
1,165 |
|
|
|
1,079 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
4.875%, 12/15/2027 (A) |
|
|
372 |
|
|
|
354 |
|
4.625%, 12/15/2025 (A) |
|
|
226 |
|
|
|
220 |
|
Korn Ferry |
|
|
|
|
|
|
|
|
4.625%, 12/15/2027 (A) |
|
|
3,875 |
|
|
|
3,662 |
|
LABL |
|
|
|
|
|
|
|
|
10.500%, 07/15/2027 (A) |
|
|
2,416 |
|
|
|
2,346 |
|
6.750%, 07/15/2026 (A) |
|
|
2,040 |
|
|
|
1,978 |
|
Madison IAQ LLC |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
3,603 |
|
|
|
3,217 |
|
4.125%, 06/30/2028 (A) |
|
|
290 |
|
|
|
264 |
|
MasTec |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
825 |
|
|
|
774 |
|
Mauser Packaging Solutions Holding |
|
|
|
|
|
|
|
|
9.250%, 04/15/2027 (A) |
|
|
760 |
|
|
|
739 |
|
7.875%, 08/15/2026 (A) |
|
|
1,615 |
|
|
|
1,637 |
|
Mileage Plus Holdings LLC |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (A) |
|
|
2,500 |
|
|
|
2,500 |
|
MIWD Holdco II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2030 (A) |
|
|
595 |
|
|
|
543 |
|
Moog |
|
|
|
|
|
|
|
|
4.250%, 12/15/2027 (A) |
|
|
1,212 |
|
|
|
1,134 |
|
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (A) |
|
|
2,460 |
|
|
|
2,130 |
|
6.875%, 03/15/2027 (A) |
|
|
200 |
|
|
|
180 |
|
Prime Security Services Borrower LLC |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (A) |
|
|
1,933 |
|
|
|
1,918 |
|
3.375%, 08/31/2027 (A) |
|
|
1,090 |
|
|
|
998 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.300%, 02/15/2030 (A) |
|
|
194 |
|
|
|
197 |
|
6.050%, 04/15/2028 (A) |
|
|
455 |
|
|
|
458 |
|
Science Applications International |
|
|
|
|
|
|
|
|
4.875%, 04/01/2028 (A) |
|
|
2,963 |
|
|
|
2,806 |
|
Sensata Technologies BV |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
1,829 |
|
|
|
1,659 |
|
Signature Aviation US Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2028 (A) |
|
|
1,806 |
|
|
|
1,639 |
|
Smyrna Ready Mix Concrete LLC |
|
|
|
|
|
|
|
|
6.000%, 11/01/2028 (A) |
|
|
1,370 |
|
|
|
1,329 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.375%, 11/30/2029 (A) |
|
|
264 |
|
|
|
285 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
3,525 |
|
|
|
2,549 |
|
SPX FLOW |
|
|
|
|
|
|
|
|
8.750%, 04/01/2030 (A) |
|
|
1,198 |
|
|
|
1,174 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
SS&C Technologies |
|
|
|
|
|
|
|
|
5.500%, 09/30/2027 (A) |
|
$ |
1,040 |
|
|
$ |
1,013 |
|
Standard Industries |
|
|
|
|
|
|
|
|
5.000%, 02/15/2027 (A) |
|
|
3,424 |
|
|
|
3,297 |
|
4.750%, 01/15/2028 (A) |
|
|
1,425 |
|
|
|
1,345 |
|
4.375%, 07/15/2030 (A) |
|
|
2,865 |
|
|
|
2,554 |
|
3.375%, 01/15/2031 (A) |
|
|
139 |
|
|
|
115 |
|
Stericycle |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
503 |
|
|
|
453 |
|
Summit Materials LLC |
|
|
|
|
|
|
|
|
7.250%, 01/15/2031 (A) |
|
|
809 |
|
|
|
839 |
|
5.250%, 01/15/2029 (A) |
|
|
2,329 |
|
|
|
2,255 |
|
Terex |
|
|
|
|
|
|
|
|
5.000%, 05/15/2029 (A) |
|
|
400 |
|
|
|
373 |
|
TK Elevator US Newco |
|
|
|
|
|
|
|
|
5.250%, 07/15/2027 (A) |
|
|
2,376 |
|
|
|
2,282 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
10,156 |
|
|
|
10,418 |
|
6.875%, 12/15/2030 (A) |
|
|
5,961 |
|
|
|
6,032 |
|
6.750%, 08/15/2028 (A) |
|
|
530 |
|
|
|
537 |
|
6.625%, 03/01/2032 (A) |
|
|
352 |
|
|
|
354 |
|
6.375%, 03/01/2029 (A) |
|
|
413 |
|
|
|
415 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
12.750%, 12/31/2028 (A) |
|
|
2,514 |
|
|
|
2,681 |
|
TriNet Group |
|
|
|
|
|
|
|
|
7.125%, 08/15/2031 (A) |
|
|
253 |
|
|
|
258 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
175 |
|
|
|
183 |
|
7.750%, 08/15/2025 |
|
|
470 |
|
|
|
469 |
|
Trivium Packaging Finance BV |
|
|
|
|
|
|
|
|
8.500%, 08/15/2027 (A) |
|
|
2,985 |
|
|
|
2,910 |
|
5.500%, 08/15/2026 (A) |
|
|
2,062 |
|
|
|
2,011 |
|
Tutor Perini Corp. |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
4,120 |
|
|
|
4,074 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
7.500%, 09/15/2027 (A) |
|
|
305 |
|
|
|
312 |
|
4.500%, 08/15/2029 (A) |
|
|
424 |
|
|
|
397 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
5,834 |
|
|
|
5,381 |
|
4.375%, 04/15/2026 (A) |
|
|
1,608 |
|
|
|
1,548 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.000%, 12/15/2029 (A) |
|
|
1,050 |
|
|
|
1,051 |
|
5.250%, 01/15/2030 |
|
|
2,400 |
|
|
|
2,324 |
|
4.000%, 07/15/2030 |
|
|
2,755 |
|
|
|
2,494 |
|
US Airways Pass Through Trust, Ser 2013-1, Cl A |
|
|
|
|
|
|
|
|
3.950%, 11/15/2025 |
|
|
537 |
|
|
|
522 |
|
WESCO Distribution |
|
|
|
|
|
|
|
|
7.250%, 06/15/2028 (A) |
|
|
918 |
|
|
|
938 |
|
7.125%, 06/15/2025 (A) |
|
|
561 |
|
|
|
565 |
|
6.625%, 03/15/2032 (A) |
|
|
200 |
|
|
|
200 |
|
6.375%, 03/15/2029 (A) |
|
|
542 |
|
|
|
542 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Williams Scotsman |
|
|
|
|
|
|
|
|
7.375%, 10/01/2031 (A) |
|
$ |
1,700 |
|
|
$ |
1,763 |
|
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
186 |
|
|
|
189 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
182,582 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.8% |
|
|
|
|
ACI Worldwide |
|
|
|
|
|
|
|
|
5.750%, 08/15/2026 (A) |
|
|
667 |
|
|
|
654 |
|
Ahead DB Holdings LLC |
|
|
|
|
|
|
|
|
6.625%, 05/01/2028 (A) |
|
|
3,273 |
|
|
|
2,920 |
|
ams-OSRAM |
|
|
|
|
|
|
|
|
12.250%, 03/30/2029 (A) |
|
|
270 |
|
|
|
274 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
2,010 |
|
|
|
1,800 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (A) |
|
|
2,835 |
|
|
|
2,537 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
326 |
|
|
|
296 |
|
3.875%, 07/01/2028 (A) |
|
|
258 |
|
|
|
235 |
|
Cloud Software Group, Strike Price Fixed |
|
|
|
|
|
|
|
|
6.500%, 03/31/2029 (A) |
|
|
3,180 |
|
|
|
2,961 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
5,333 |
|
|
|
4,973 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
2,574 |
|
|
|
1,127 |
|
7.125%, 07/01/2028 (A) |
|
|
1,420 |
|
|
|
568 |
|
6.000%, 03/01/2026 (A) |
|
|
2,559 |
|
|
|
2,303 |
|
4.750%, 09/01/2029 (A) |
|
|
689 |
|
|
|
472 |
|
CommScope Technologies LLC |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
4,051 |
|
|
|
3,301 |
|
5.000%, 03/15/2027 (A) |
|
|
365 |
|
|
|
131 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
2,241 |
|
|
|
2,013 |
|
Entegris |
|
|
|
|
|
|
|
|
4.375%, 04/15/2028 (A) |
|
|
535 |
|
|
|
500 |
|
3.625%, 05/01/2029 (A) |
|
|
1,306 |
|
|
|
1,156 |
|
Entegris Escrow |
|
|
|
|
|
|
|
|
5.950%, 06/15/2030 (A) |
|
|
359 |
|
|
|
352 |
|
4.750%, 04/15/2029 (A) |
|
|
4,584 |
|
|
|
4,322 |
|
Go Daddy Operating LLC |
|
|
|
|
|
|
|
|
3.500%, 03/01/2029 (A) |
|
|
1,150 |
|
|
|
1,024 |
|
MicroStrategy |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
2,120 |
|
|
|
2,044 |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (B)(C) |
|
|
10,706 |
|
|
|
– |
|
NCR Atleos |
|
|
|
|
|
|
|
|
9.500%, 04/01/2029 (A) |
|
|
425 |
|
|
|
450 |
|
NCR Voyix |
|
|
|
|
|
|
|
|
5.125%, 04/15/2029 (A) |
|
|
563 |
|
|
|
522 |
|
5.000%, 10/01/2028 (A) |
|
|
183 |
|
|
|
170 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ON Semiconductor |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
$ |
3,671 |
|
|
$ |
3,357 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
3,083 |
|
|
|
2,722 |
|
Presidio Holdings |
|
|
|
|
|
|
|
|
4.875%, 02/01/2027 (A) |
|
|
425 |
|
|
|
409 |
|
RingCentral |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
|
343 |
|
|
|
355 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
8.500%, 07/15/2031 (A) |
|
|
1,185 |
|
|
|
1,281 |
|
8.250%, 12/15/2029 (A) |
|
|
1,540 |
|
|
|
1,650 |
|
3.375%, 07/15/2031 |
|
|
1,856 |
|
|
|
1,460 |
|
Synaptics |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
2,879 |
|
|
|
2,579 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (A) |
|
|
2,070 |
|
|
|
1,454 |
|
ViaSat |
|
|
|
|
|
|
|
|
6.500%, 07/15/2028 (A) |
|
|
4,410 |
|
|
|
3,267 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
55,639 |
|
| |
|
|
|
|
|
|
|
|
Materials — 6.5% |
|
|
|
|
Alcoa Nederland Holding BV |
|
|
|
|
|
|
|
|
5.500%, 12/15/2027 (A) |
|
|
200 |
|
|
|
197 |
|
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
5.250%, 09/30/2028 (A) |
|
|
3,505 |
|
|
|
2,223 |
|
ATI |
|
|
|
|
|
|
|
|
7.250%, 08/15/2030 |
|
|
214 |
|
|
|
220 |
|
5.875%, 12/01/2027 |
|
|
276 |
|
|
|
270 |
|
5.125%, 10/01/2031 |
|
|
137 |
|
|
|
126 |
|
4.875%, 10/01/2029 |
|
|
267 |
|
|
|
245 |
|
Axalta Coating Systems Dutch Holding B BV |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
3,585 |
|
|
|
3,719 |
|
Axalta Coating Systems LLC |
|
|
|
|
|
|
|
|
4.750%, 06/15/2027 (A) |
|
|
699 |
|
|
|
675 |
|
3.375%, 02/15/2029 (A) |
|
|
2,328 |
|
|
|
2,069 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
4,925 |
|
|
|
4,409 |
|
Ball |
|
|
|
|
|
|
|
|
6.000%, 06/15/2029 |
|
|
2,933 |
|
|
|
2,948 |
|
3.125%, 09/15/2031 |
|
|
4,810 |
|
|
|
4,052 |
|
2.875%, 08/15/2030 |
|
|
2,680 |
|
|
|
2,269 |
|
Berry Global (Escrow Security) |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,825 |
|
|
|
1,799 |
|
Big River Steel LLC |
|
|
|
|
|
|
|
|
6.625%, 01/31/2029 (A) |
|
|
477 |
|
|
|
480 |
|
Carpenter Technology |
|
|
|
|
|
|
|
|
7.625%, 03/15/2030 |
|
|
103 |
|
|
|
106 |
|
6.375%, 07/15/2028 |
|
|
281 |
|
|
|
280 |
|
CF Industries |
|
|
|
|
|
|
|
|
5.150%, 03/15/2034 |
|
|
2,520 |
|
|
|
2,439 |
|
Chemours |
|
|
|
|
|
|
|
|
5.750%, 11/15/2028 (A) |
|
|
2,662 |
|
|
|
2,335 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.625%, 11/15/2029 (A) |
|
$ |
1,866 |
|
|
$ |
1,534 |
|
Cleveland-Cliffs |
|
|
|
|
|
|
|
|
6.750%, 04/15/2030 (A) |
|
|
1,505 |
|
|
|
1,494 |
|
4.625%, 03/01/2029 (A) |
|
|
460 |
|
|
|
422 |
|
Compass Minerals International |
|
|
|
|
|
|
|
|
6.750%, 12/01/2027 (A) |
|
|
4,143 |
|
|
|
4,041 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
10.250%, 09/01/2027 (A)(B)(C) |
|
|
567 |
|
|
|
567 |
|
Cornerstone Chemical Co |
|
|
|
|
|
|
|
|
15.000%, 12/06/2028 (A)(C) |
|
|
4,945 |
|
|
|
4,945 |
|
CVR Partners |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
1,771 |
|
|
|
1,675 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
5,220 |
|
|
|
4,822 |
|
Element Solutions |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
3,618 |
|
|
|
3,279 |
|
ERO Copper |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
3,005 |
|
|
|
2,832 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (A) |
|
|
1,852 |
|
|
|
1,919 |
|
8.625%, 06/01/2031 (A) |
|
|
3,571 |
|
|
|
3,411 |
|
7.500%, 04/01/2025 (A) |
|
|
1,987 |
|
|
|
1,987 |
|
6.875%, 10/15/2027 (A) |
|
|
2,769 |
|
|
|
2,633 |
|
FMG Resources August 2006 Pty |
|
|
|
|
|
|
|
|
4.500%, 09/15/2027 (A) |
|
|
1,395 |
|
|
|
1,335 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
400 |
|
|
|
372 |
|
5.400%, 11/14/2034 |
|
|
781 |
|
|
|
760 |
|
4.625%, 08/01/2030 |
|
|
979 |
|
|
|
933 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
7.500%, 04/15/2029 (A) |
|
|
448 |
|
|
|
445 |
|
6.750%, 05/15/2028 (A) |
|
|
200 |
|
|
|
195 |
|
INEOS Quattro Finance 2 |
|
|
|
|
|
|
|
|
9.625%, 03/15/2029 (A) |
|
|
247 |
|
|
|
260 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
4,020 |
|
|
|
3,357 |
|
Iris Holdings |
|
|
|
|
|
|
|
|
8.750%cash/0% PIK, 02/15/2026 (A) |
|
|
285 |
|
|
|
244 |
|
LSB Industries |
|
|
|
|
|
|
|
|
6.250%, 10/15/2028 (A) |
|
|
1,325 |
|
|
|
1,256 |
|
Mativ Holdings |
|
|
|
|
|
|
|
|
6.875%, 10/01/2026 (A) |
|
|
1,292 |
|
|
|
1,252 |
|
Methanex |
|
|
|
|
|
|
|
|
5.250%, 12/15/2029 |
|
|
1,755 |
|
|
|
1,669 |
|
5.125%, 10/15/2027 |
|
|
2,222 |
|
|
|
2,135 |
|
Mineral Resources MTN |
|
|
|
|
|
|
|
|
8.500%, 05/01/2030 (A) |
|
|
1,650 |
|
|
|
1,695 |
|
Mountain Province Diamonds, Inc. |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(C) |
|
|
2,609 |
|
|
|
2,544 |
|
Neiman Marcus Group (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2021 (A)(B)(C)(D) |
|
|
2,835 |
|
|
|
297 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
NMG Holding |
|
|
|
|
|
|
|
|
7.125%, 04/01/2026 (A) |
|
$ |
1,085 |
|
|
$ |
1,064 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(C)(E) |
|
|
3,290 |
|
|
|
– |
|
NOVA Chemicals |
|
|
|
|
|
|
|
|
9.000%, 02/15/2030 (A) |
|
|
1,512 |
|
|
|
1,517 |
|
8.500%, 11/15/2028 (A) |
|
|
189 |
|
|
|
200 |
|
5.250%, 06/01/2027 (A) |
|
|
765 |
|
|
|
708 |
|
5.000%, 05/01/2025 (A) |
|
|
1,451 |
|
|
|
1,417 |
|
4.250%, 05/15/2029 (A) |
|
|
385 |
|
|
|
318 |
|
Novelis |
|
|
|
|
|
|
|
|
4.750%, 01/30/2030 (A) |
|
|
475 |
|
|
|
434 |
|
3.875%, 08/15/2031 (A) |
|
|
475 |
|
|
|
402 |
|
3.250%, 11/15/2026 (A) |
|
|
874 |
|
|
|
810 |
|
OI European Group BV |
|
|
|
|
|
|
|
|
4.750%, 02/15/2030 (A) |
|
|
2,804 |
|
|
|
2,581 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
9.750%, 11/15/2028 (A) |
|
|
2,109 |
|
|
|
2,241 |
|
Owens-Brockway Glass Container |
|
|
|
|
|
|
|
|
6.625%, 05/13/2027 (A) |
|
|
571 |
|
|
|
570 |
|
Pactiv Evergreen Group Issuer |
|
|
|
|
|
|
|
|
4.000%, 10/15/2027 (A) |
|
|
1,617 |
|
|
|
1,506 |
|
Polar US Borrower LLC |
|
|
|
|
|
|
|
|
6.750%, 05/15/2026 (A) |
|
|
1,850 |
|
|
|
426 |
|
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (A) |
|
|
1,890 |
|
|
|
1,890 |
|
Rain CII Carbon LLC |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
49 |
|
|
|
48 |
|
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (A) |
|
|
3,478 |
|
|
|
3,162 |
|
4.875%, 05/01/2028 (A) |
|
|
341 |
|
|
|
312 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
5.250%, 12/15/2026 |
|
|
121 |
|
|
|
118 |
|
4.500%, 10/15/2029 |
|
|
684 |
|
|
|
607 |
|
4.375%, 02/01/2032 |
|
|
366 |
|
|
|
306 |
|
4.000%, 04/01/2031 |
|
|
461 |
|
|
|
391 |
|
Sealed Air |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
2,509 |
|
|
|
2,590 |
|
6.125%, 02/01/2028 (A) |
|
|
3,525 |
|
|
|
3,514 |
|
Tacora Resources Inc |
|
|
|
|
|
|
|
|
13.000%cash/0% PIK, 11/03/2023 (A)(B)(C) |
|
|
200 |
|
|
|
200 |
|
8.250%, 05/15/2026 (A)(B) |
|
|
1,320 |
|
|
|
647 |
|
Taseko Mines |
|
|
|
|
|
|
|
|
7.000%, 02/15/2026 (A) |
|
|
2,299 |
|
|
|
2,264 |
|
TriMas |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
|
522 |
|
|
|
476 |
|
Trinseo Materials Operating SCA |
|
|
|
|
|
|
|
|
5.375%, 09/01/2025 (A) |
|
|
182 |
|
|
|
148 |
|
5.125%, 04/01/2029 (A) |
|
|
414 |
|
|
|
157 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
|
7,684 |
|
|
|
6,801 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
WR Grace Holdings LLC |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
$ |
6,299 |
|
|
$ |
5,524 |
|
4.875%, 06/15/2027 (A) |
|
|
390 |
|
|
|
370 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
128,890 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.7% |
|
|
|
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
1,240 |
|
|
|
987 |
|
4.375%, 03/01/2031 |
|
|
4,090 |
|
|
|
3,107 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
7.000%, 02/15/2029 (A) |
|
|
1,795 |
|
|
|
1,822 |
|
5.250%, 03/15/2028 (A) |
|
|
281 |
|
|
|
271 |
|
5.250%, 07/15/2030 (A) |
|
|
1,140 |
|
|
|
1,067 |
|
5.000%, 07/15/2028 (A) |
|
|
395 |
|
|
|
374 |
|
4.875%, 09/15/2027 (A) |
|
|
410 |
|
|
|
393 |
|
4.875%, 09/15/2029 (A) |
|
|
3,400 |
|
|
|
3,162 |
|
Outfront Media Capital LLC |
|
|
|
|
|
|
|
|
7.375%, 02/15/2031 (A) |
|
|
2,689 |
|
|
|
2,806 |
|
4.625%, 03/15/2030 (A) |
|
|
245 |
|
|
|
218 |
|
Park Intermediate Holdings LLC |
|
|
|
|
|
|
|
|
4.875%, 05/15/2029 (A) |
|
|
2,035 |
|
|
|
1,869 |
|
Realogy Group LLC |
|
|
|
|
|
|
|
|
5.250%, 04/15/2030 (A) |
|
|
615 |
|
|
|
431 |
|
RHP Hotel Properties |
|
|
|
|
|
|
|
|
7.250%, 07/15/2028 (A) |
|
|
113 |
|
|
|
116 |
|
4.750%, 10/15/2027 |
|
|
977 |
|
|
|
933 |
|
4.500%, 02/15/2029 (A) |
|
|
607 |
|
|
|
564 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.625%, 11/15/2031 (A) |
|
|
1,285 |
|
|
|
1,357 |
|
5.500%, 12/15/2027 |
|
|
950 |
|
|
|
894 |
|
4.950%, 02/15/2027 |
|
|
2,978 |
|
|
|
2,734 |
|
4.375%, 02/15/2030 |
|
|
1,830 |
|
|
|
1,411 |
|
3.950%, 01/15/2028 |
|
|
140 |
|
|
|
119 |
|
Uniti Group |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
905 |
|
|
|
937 |
|
6.000%, 01/15/2030 (A) |
|
|
1,322 |
|
|
|
965 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.750%, 02/01/2027 (A) |
|
|
357 |
|
|
|
355 |
|
5.625%, 05/01/2024 (A) |
|
|
315 |
|
|
|
315 |
|
4.750%, 02/15/2028 |
|
|
1,500 |
|
|
|
1,453 |
|
4.625%, 06/15/2025 (A) |
|
|
411 |
|
|
|
404 |
|
4.625%, 12/01/2029 (A) |
|
|
655 |
|
|
|
610 |
|
4.500%, 09/01/2026 (A) |
|
|
225 |
|
|
|
217 |
|
4.500%, 01/15/2028 (A) |
|
|
175 |
|
|
|
166 |
|
4.250%, 12/01/2026 (A) |
|
|
687 |
|
|
|
657 |
|
4.125%, 08/15/2030 (A) |
|
|
1,086 |
|
|
|
974 |
|
3.875%, 02/15/2029 (A) |
|
|
396 |
|
|
|
361 |
|
3.750%, 02/15/2027 (A) |
|
|
902 |
|
|
|
849 |
|
3.500%, 02/15/2025 (A) |
|
|
22 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,919 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Utilities — 2.3% |
|
|
|
|
AmeriGas Partners |
|
|
|
|
|
|
|
|
9.375%, 06/01/2028 (A) |
|
$ |
210 |
|
|
$ |
213 |
|
5.875%, 08/20/2026 |
|
|
240 |
|
|
|
233 |
|
5.500%, 05/20/2025 |
|
|
215 |
|
|
|
211 |
|
Calpine |
|
|
|
|
|
|
|
|
5.000%, 02/01/2031 (A) |
|
|
275 |
|
|
|
246 |
|
4.625%, 02/01/2029 (A) |
|
|
1,435 |
|
|
|
1,321 |
|
4.500%, 02/15/2028 (A) |
|
|
4,815 |
|
|
|
4,535 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.150%, 07/15/2027 |
|
|
2,108 |
|
|
|
2,002 |
|
NextEra Energy Operating Partners |
|
|
|
|
|
|
|
|
7.250%, 01/15/2029 (A) |
|
|
2,124 |
|
|
|
2,159 |
|
4.250%, 07/15/2024 (A) |
|
|
3,892 |
|
|
|
3,841 |
|
NRG Energy |
|
|
|
|
|
|
|
|
10.250%, H15T5Y + 5.920%(A)(F)(G) |
|
|
2,958 |
|
|
|
3,138 |
|
7.000%, 03/15/2033 (A) |
|
|
413 |
|
|
|
430 |
|
6.625%, 01/15/2027 |
|
|
1,000 |
|
|
|
1,000 |
|
5.250%, 06/15/2029 (A) |
|
|
615 |
|
|
|
583 |
|
3.875%, 02/15/2032 (A) |
|
|
56 |
|
|
|
47 |
|
3.625%, 02/15/2031 (A) |
|
|
3,581 |
|
|
|
3,011 |
|
3.375%, 02/15/2029 (A) |
|
|
515 |
|
|
|
449 |
|
Pattern Energy Operations |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
2,540 |
|
|
|
2,330 |
|
PG&E |
|
|
|
|
|
|
|
|
5.250%, 07/01/2030 |
|
|
2,559 |
|
|
|
2,405 |
|
5.000%, 07/01/2028 |
|
|
352 |
|
|
|
336 |
|
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
|
103 |
|
|
|
109 |
|
5.500%, 09/01/2028 (A) |
|
|
315 |
|
|
|
299 |
|
Talen Energy Supply LLC |
|
|
|
|
|
|
|
|
8.625%, 06/01/2030 (A) |
|
|
2,550 |
|
|
|
2,690 |
|
Vistra |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 6.930%(A)(F)(G) |
|
|
2,698 |
|
|
|
2,698 |
|
7.000%, H15T5Y + 5.740%(A)(F)(G) |
|
|
435 |
|
|
|
421 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
7.750%, 10/15/2031 (A) |
|
|
485 |
|
|
|
502 |
|
5.625%, 02/15/2027 (A) |
|
|
390 |
|
|
|
380 |
|
5.000%, 07/31/2027 (A) |
|
|
4,395 |
|
|
|
4,213 |
|
4.375%, 05/01/2029 (A) |
|
|
5,924 |
|
|
|
5,403 |
|
4.300%, 07/15/2029 (A) |
|
|
559 |
|
|
|
521 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
45,726 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $1,604,510) ($ Thousands) |
|
|
|
|
|
|
1,471,013 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS — 10.1% |
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.329%, CME Term SOFR + 4.750%, 04/20/2028 (F) |
|
$ |
1,041 |
|
|
$ |
1,060 |
|
Accentcare, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.687%, 06/20/2028 |
|
|
741 |
|
|
|
739 |
|
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.326%, CME Term SOFR + 5.000%, 08/18/2028 (F)(H) |
|
|
1,395 |
|
|
|
1,395 |
|
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.860%, CME Term SOFR + 4.250%, 05/17/2028 (F) |
|
|
525 |
|
|
|
470 |
|
Adient, Term Loan B2 |
|
|
|
|
|
|
|
|
8.076%, 01/31/2031 |
|
|
330 |
|
|
|
330 |
|
Advisor Group Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 08/17/2028 (D)(H) |
|
|
1,280 |
|
|
|
1,279 |
|
Ahead DB Borrower LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.198%, 10/18/2027 |
|
|
149 |
|
|
|
148 |
|
Ahead DB Holdings, LLC, 2024 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.569%, CME Term SOFR + 4.250%, 02/01/2031 (F) |
|
|
305 |
|
|
|
305 |
|
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.818%, CME Term SOFR + 7.320%, 10/10/2025 (F) |
|
|
1,696 |
|
|
|
1,688 |
|
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.941%, 02/04/2028 |
|
|
2,193 |
|
|
|
2,193 |
|
Alvogen Pharma, Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.998%, CME Term SOFR + 7.500%, 06/30/2025 (F) |
|
|
2,978 |
|
|
|
2,531 |
|
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.432%, CME Term SOFR + 3.000%, 04/22/2026 (F) |
|
|
1,283 |
|
|
|
1,047 |
|
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.941%, CME Term SOFR + 5.500%, 09/01/2027 (F) |
|
|
494 |
|
|
|
483 |
|
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.821%, CME Term SOFR + 3.500%, 02/24/2031 (F)(H) |
|
|
2,615 |
|
|
|
2,624 |
|
Arches Buyer Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.676%, CME Term SOFR + 3.250%, 12/06/2027 (F)(H) |
|
|
1,398 |
|
|
|
1,337 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.826%, CME Term SOFR + 1.500%, 08/01/2028 (F)(H) |
|
$ |
6,269 |
|
|
$ |
5,541 |
|
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.676%, CME Term SOFR + 3.000%, 03/03/2025 (F)(H) |
|
|
1,083 |
|
|
|
1,066 |
|
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.926%, CME Term SOFR + 4.500%, 10/15/2026 (F) |
|
|
157 |
|
|
|
154 |
|
Blackhawk Network, Temr Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.418%, 06/15/2026 |
|
|
2,412 |
|
|
|
2,370 |
|
Byju's, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.500%, LIBOR + 8.000%, 11/24/2026 (B)(F) |
|
|
3,675 |
|
|
|
733 |
|
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.040%, CME Term SOFR + 2.750%, 02/06/2031 (F) |
|
|
4,910 |
|
|
|
4,900 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.948%, CME Term SOFR + 7.500%, 09/30/2027 (F) |
|
|
3,250 |
|
|
|
2,693 |
|
Castle US Holding Corp., Incremental Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.599%, CME Term SOFR + 4.000%, 01/29/2027 (F)(H) |
|
|
1,572 |
|
|
|
1,089 |
|
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.193%, CME Term SOFR + 3.750%, 01/29/2027 (F) |
|
|
1,480 |
|
|
|
1,030 |
|
Claire's Stores, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.926%, CME Term SOFR + 6.500%, 12/18/2026 (F) |
|
|
1,970 |
|
|
|
1,864 |
|
Clear Channel Outdoor Holdings, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.074%, CME Term SOFR + 3.500%, 08/21/2026 (F) |
|
|
229 |
|
|
|
227 |
|
Cloud Software Group, Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.948%, CME Term SOFR + 4.500%, 03/30/2029 (F) |
|
|
1,160 |
|
|
|
1,149 |
|
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.610%, CME Term SOFR + 5.000%, 09/18/2026 (F)(H) |
|
|
1,823 |
|
|
|
1,815 |
|
Commscope, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.691%, CME Term SOFR + 3.250%, 04/06/2026 (F) |
|
|
657 |
|
|
|
592 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 10/02/2027 (F) |
|
$ |
2,121 |
|
|
$ |
1,988 |
|
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.176%, CME Term SOFR + 3.750%, 11/23/2027 (F) |
|
|
985 |
|
|
|
970 |
|
CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.818%, CME Term SOFR + 4.500%, 01/18/2028 (F) |
|
|
249 |
|
|
|
242 |
|
Curian Global Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.176%, 08/30/2026 |
|
|
5 |
|
|
|
5 |
|
9.163%, 08/30/2026 |
|
|
2,013 |
|
|
|
1,893 |
|
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.360%, CME Term SOFR + 3.750%, 10/04/2028 (F) |
|
|
590 |
|
|
|
587 |
|
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.650%, CME Term SOFR + 5.000%, 08/02/2027 (F) |
|
|
851 |
|
|
|
850 |
|
Dominion Diamond, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (C) |
|
|
1,216 |
|
|
|
1,216 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.941%, CME Term SOFR + 7.500%, 11/23/2026 (C)(F) |
|
|
4,160 |
|
|
|
4,060 |
|
Envision Healthcare Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.574%, 12/30/2027 (H) |
|
|
1,676 |
|
|
|
1,655 |
|
Enviva, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.853%, 06/30/2027 (H) |
|
|
944 |
|
|
|
896 |
|
Epic Crude Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.605%, CME Term SOFR + 5.000%, 03/02/2026 (F) |
|
|
1,522 |
|
|
|
1,523 |
|
eResearchTechnology, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.941%, CME Term SOFR + 4.500%, 02/04/2027 (F) |
|
|
1,537 |
|
|
|
1,538 |
|
First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.448%, CME Term SOFR + 4.000%, 07/21/2028 (F) |
|
|
400 |
|
|
|
400 |
|
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.610%, CME Term SOFR + 3.000%, 07/21/2028 (F) |
|
|
418 |
|
|
|
415 |
|
First Student Bidco Inc., Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.610%, CME Term SOFR + 3.000%, 07/21/2028 (F) |
|
|
127 |
|
|
|
126 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Freeport LNG Investments, LLLP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 11/16/2026 (H) |
|
$ |
3,181 |
|
|
$ |
3,142 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.448%, CME Term SOFR + 4.000%, 10/01/2027 (F) |
|
|
1,560 |
|
|
|
1,482 |
|
GatesAir, Term Loan |
|
|
|
|
|
|
|
|
14.932%, 08/01/2027 (C) |
|
|
1,774 |
|
|
|
1,774 |
|
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |
|
|
|
|
|
|
|
|
9.441%, CME Term SOFR + 4.000%, 12/01/2027 (F) |
|
|
494 |
|
|
|
495 |
|
Genesys Cloud Services Inc., Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
9.191%, 12/01/2027 (H) |
|
|
1,240 |
|
|
|
1,243 |
|
GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), Initial Term Loan (2023), 1st Lien |
|
|
|
|
|
|
|
|
9.676%, CME Term SOFR + 4.250%, 10/31/2028 (F) |
|
|
2,491 |
|
|
|
2,497 |
|
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (F) |
|
|
3,349 |
|
|
|
2,936 |
|
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (F) |
|
|
3,969 |
|
|
|
3,483 |
|
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien |
|
|
|
|
|
|
|
|
8.441%, CME Term SOFR + 3.000%, 08/04/2027 (F) |
|
|
524 |
|
|
|
523 |
|
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.426%, CME Term SOFR + 2.000%, 11/15/2027 (F) |
|
|
1,332 |
|
|
|
1,305 |
|
Gulf Finance, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.186%, CME Term SOFR + 6.750%, 08/25/2026 (F) |
|
|
2,087 |
|
|
|
2,082 |
|
Hercules Achievement, LLC (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.441%, CME Term SOFR + 5.000%, 12/15/2026 (F) |
|
|
769 |
|
|
|
769 |
|
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.807%, CME Term SOFR + 3.500%, 02/15/2031 (F) |
|
|
1,785 |
|
|
|
1,775 |
|
J & J Ventures Gaming, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.610%, CME Term SOFR + 4.000%, 04/26/2028 (F) |
|
|
1,268 |
|
|
|
1,240 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
JC Penney, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, LIBOR + 4.250%, 06/21/2024 (B)(C)(F) |
|
$ |
3,751 |
|
|
$ |
— |
|
Journey Personal Care, 1st Lien |
|
|
|
|
|
|
|
|
9.701%, LIBOR + 4.250%, 03/01/2028 (F) |
|
|
2,686 |
|
|
|
2,618 |
|
Jump Financial, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.110%, CME Term SOFR + 4.500%, 08/07/2028 (F) |
|
|
3,053 |
|
|
|
3,000 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.426%, CME Term SOFR + 5.000%, 10/29/2028 (F) |
|
|
1,264 |
|
|
|
1,223 |
|
Lannett Company, Inc., Term Loan |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (C) |
|
|
863 |
|
|
|
863 |
|
Libbey Glass, LLC, Incremental Term Loan |
|
|
|
|
|
|
|
|
11.974%, 11/22/2027 |
|
|
2,653 |
|
|
|
2,502 |
|
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.824%, CME Term SOFR + 4.250%, 01/15/2026 (F) |
|
|
685 |
|
|
|
688 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.975%, CME Term SOFR + 6.500%, 12/31/2026 (F) |
|
|
12,228 |
|
|
|
7,459 |
|
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (F) |
|
|
1,982 |
|
|
|
1,896 |
|
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (F) |
|
|
112 |
|
|
|
107 |
|
Madison IAQ LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.685%, CME Term SOFR + 3.250%, 06/21/2028 (F) |
|
|
433 |
|
|
|
431 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (F)(H) |
|
|
8,454 |
|
|
|
5,033 |
|
Magnite Inc., Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
9.822%, 02/06/2031 (F) |
|
|
1,942 |
|
|
|
1,937 |
|
Magnite Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.791%, 02/06/2031 |
|
|
366 |
|
|
|
365 |
|
9.596%, 02/06/2031 |
|
|
366 |
|
|
|
366 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.074%, CME Term SOFR + 5.750%, 08/18/2028 (F) |
|
|
684 |
|
|
|
460 |
|
10.335%, CME Term SOFR + 4.750%, 08/18/2028 (E)(F) |
|
|
7,656 |
|
|
|
5,160 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.441%, CME Term SOFR + 3.000%, 10/23/2028 (F)(H) |
|
$ |
1,086 |
|
|
$ |
1,086 |
|
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.770%, CME Term SOFR + 5.250%, 06/21/2027 (F) |
|
|
2,402 |
|
|
|
2,472 |
|
MKS Instruments, Inc., 2023-1 Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.824%, CME Term SOFR + 2.500%, 08/17/2029 (F) |
|
|
1,343 |
|
|
|
1,340 |
|
MLN U.S. HoldCo LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.972%, CME Term SOFR + 4.500%, 11/30/2025 (F) |
|
|
1,157 |
|
|
|
114 |
|
Mountaineer Merger Corp, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.568%, CME Term SOFR + 7.000%, 10/26/2028 (F)(H) |
|
|
2,851 |
|
|
|
2,220 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.855%, CME Term SOFR + 4.250%, 09/01/2028 (F) |
|
|
347 |
|
|
|
336 |
|
Naked Juice LLC, Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.448%, CME Term SOFR + 6.000%, 01/24/2030 (F) |
|
|
2,822 |
|
|
|
2,267 |
|
NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.470%, 10/20/2025 (H) |
|
|
42 |
|
|
|
40 |
|
9.441%, CME Term SOFR + 4.000%, 08/19/2026 (F)(H) |
|
|
165 |
|
|
|
160 |
|
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.691%, CME Term SOFR + 3.250%, 08/19/2026 (F)(H) |
|
|
2,300 |
|
|
|
2,201 |
|
Neptune BidCo US Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.423%, CME Term SOFR + 5.000%, 04/11/2029 (F)(H) |
|
|
1,720 |
|
|
|
1,577 |
|
Nexus Buyer LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.676%, CME Term SOFR + 6.250%, 11/05/2029 (F) |
|
|
1,140 |
|
|
|
1,118 |
|
Nine West Holdings Inc., Term Loan |
|
|
|
|
|
|
|
|
14.413%, LIBOR + 8.000%, 03/20/2024 (F) |
|
|
1,593 |
|
|
|
1,354 |
|
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.176%, CME Term SOFR + 2.750%, 01/31/2030 (F) |
|
|
1,118 |
|
|
|
1,118 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.826%, CME Term SOFR + 4.500%, 08/17/2028 (F) |
|
$ |
690 |
|
|
$ |
690 |
|
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.110%, CME Term SOFR + 3.500%, 11/30/2027 (F) |
|
|
894 |
|
|
|
894 |
|
Parexel International Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.691%, CME Term SOFR + 3.250%, 11/15/2028 (F)(H) |
|
|
325 |
|
|
|
325 |
|
Park River Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.843%, LIBOR + 3.250%, 12/28/2027 (F) |
|
|
226 |
|
|
|
219 |
|
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.250%, 03/03/2028 (F) |
|
|
605 |
|
|
|
578 |
|
Pluto Acquisition I, Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.650%, CME Term SOFR + 4.000%, 06/22/2026 (F) |
|
|
4,004 |
|
|
|
3,303 |
|
Prairie ECI Acquiror LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.176%, SOFRRATE + 4.750%, 03/11/2026 (F) |
|
|
913 |
|
|
|
907 |
|
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.906%, CME Term SOFR + 4.600%, 10/02/2028 (F)(H) |
|
|
133 |
|
|
|
117 |
|
Pug LLC, Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.691%, CME Term SOFR + 4.250%, 02/12/2027 (C)(F)(H) |
|
|
870 |
|
|
|
866 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (F) |
|
|
1,701 |
|
|
|
1,340 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.179%, CME Term SOFR + 4.250%, 07/09/2025 (F)(H) |
|
|
2,058 |
|
|
|
1,970 |
|
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 12/17/2027 (F)(H) |
|
|
363 |
|
|
|
304 |
|
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, CME Term SOFR + 3.500%, 12/17/2027 (F)(H) |
|
|
578 |
|
|
|
484 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Schenectady International Group, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.164%, LIBOR + 4.750%, 10/15/2025 (F) |
|
$ |
2,137 |
|
|
$ |
1,605 |
|
Serta Simmons Bedding, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.963%, CME Term SOFR + 7.500%, 06/29/2028 (F) |
|
|
86 |
|
|
|
78 |
|
Shutterfly, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.348%cash/0% PIK, 10/01/2027 |
|
|
295 |
|
|
|
232 |
|
SPX Flow, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.926%, CME Term SOFR + 4.500%, 04/05/2029 (F) |
|
|
307 |
|
|
|
308 |
|
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.443%, Syn LIBOR + 5.000%, 04/16/2026 (F) |
|
|
1,533 |
|
|
|
1,494 |
|
Star Parent, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.348%, CME Term SOFR + 4.000%, 09/27/2030 (F) |
|
|
175 |
|
|
|
173 |
|
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien |
|
|
|
|
|
|
|
|
8.948%, CME Term SOFR + 3.500%, 10/01/2026 (F) |
|
|
2,694 |
|
|
|
2,696 |
|
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.820%, CME Term SOFR + 3.500%, 12/19/2030 (F) |
|
|
2,660 |
|
|
|
2,663 |
|
Talen Energy Supply, LLC, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.826%, CME Term SOFR + 4.500%, 05/17/2030 (F) |
|
|
655 |
|
|
|
657 |
|
Talen Energy Supply, LLC, Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.826%, CME Term SOFR + 4.500%, 05/17/2030 (F) |
|
|
309 |
|
|
|
310 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (F)(H) |
|
|
9,156 |
|
|
|
7,998 |
|
Tortoiseecofin, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, 10/27/2028 |
|
|
361 |
|
|
|
357 |
|
Traverse Midstream Partners LLC, Advance, 1st Lien |
|
|
|
|
|
|
|
|
8.817%, CME Term SOFR + 3.500%, 02/16/2028 (F) |
|
|
1,540 |
|
|
|
1,540 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.250%, 03/31/2028 (F) |
|
|
373 |
|
|
|
366 |
|
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.447%, 06/20/2028 |
|
|
607 |
|
|
|
524 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
UKG Inc., 2021 Incremental Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.680%, CME Term SOFR + 5.250%, 05/03/2027 (F)(H) |
|
$ |
1,280 |
|
|
$ |
1,291 |
|
UKG Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.814%, CME Term SOFR + 3.500%, 02/10/2031 (F)(H) |
|
|
2,765 |
|
|
|
2,766 |
|
Venator, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.426%, 10/12/2028 |
|
|
319 |
|
|
|
316 |
|
11.000%, 01/16/2026 |
|
|
111 |
|
|
|
105 |
|
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.585%, CME Term SOFR + 4.000%, 08/20/2025 (F)(H) |
|
|
2,380 |
|
|
|
2,059 |
|
Vestis, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/22/2031 (D)(H) |
|
|
2,760 |
|
|
|
2,757 |
|
Victoria's Secret & Co., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.888%, CME Term SOFR + 3.250%, 08/02/2028 (F) |
|
|
310 |
|
|
|
309 |
|
Vida Capital Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
11.441%, CME Term SOFR + 6.000%, 10/01/2026 (F) |
|
|
6,821 |
|
|
|
5,798 |
|
Wargam, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.676%, 06/30/2028 |
|
|
2,424 |
|
|
|
2,472 |
|
WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.336%, CME Term SOFR + 5.750%, 06/22/2026 (F) |
|
|
921 |
|
|
|
921 |
|
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.691%, CME Term SOFR + 6.250%, 04/21/2027 (F) |
|
|
3,916 |
|
|
|
3,407 |
|
WestJet Loyalty LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.068%, CME Term SOFR + 3.750%, 02/14/2031 (F) |
|
|
3,150 |
|
|
|
3,122 |
|
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, CME Term SOFR + 3.750%, 10/19/2027 (F) |
|
|
772 |
|
|
|
773 |
|
Xplornet Communications Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.610%, CME Term SOFR + 4.000%, 10/02/2028 (F) |
|
|
5,496 |
|
|
|
2,495 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.067%, CME Term SOFR + 2.750%, 09/28/2029 (F) |
|
$ |
1,500 |
|
|
$ |
1,498 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $213,069) ($ Thousands) |
|
|
|
|
|
|
200,560 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.6% |
Other Asset-Backed Securities — 7.6% |
|
|
|
|
| |
|
|
|
|
Ares XXXIV CLO, Ser 2020-2A, Cl FR |
|
|
|
|
|
|
|
|
14.178%, TSFR3M + 8.862%, 04/17/2033 (A)(C)(F) |
|
|
2,304 |
|
|
|
1,993 |
|
Battalion CLO VII, Ser 2014-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/17/2028 (A)(C)(D)(F) |
|
|
4,614 |
|
|
|
– |
|
Battalion CLO VIII, Ser 2015-8A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2030 (A)(C)(D)(F) |
|
|
4,378 |
|
|
|
1,160 |
|
Battalion CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2035 (A)(C)(D)(F) |
|
|
6,380 |
|
|
|
4,109 |
|
Battalion CLO XI, Ser 2017-11A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/24/2034 (A)(C)(D)(F) |
|
|
10,431 |
|
|
|
5,007 |
|
Battalion CLO XII, Ser 2018-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 05/17/2031 (A)(C)(D)(F) |
|
|
8,633 |
|
|
|
2,970 |
|
Battalion CLO XIV, Ser 2019-14A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2032 (C)(D) |
|
|
6,147 |
|
|
|
3,866 |
|
Battalion CLO XVI, Ser 2019-16A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 12/19/2032 (A)(C)(D)(F) |
|
|
3,572 |
|
|
|
1,822 |
|
Battalion CLO XX, Ser 2021-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (C)(D) |
|
|
8,543 |
|
|
|
4,797 |
|
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2029 (A)(C)(D)(F) |
|
|
2,640 |
|
|
|
198 |
|
Benefit Street Partners CLO IV |
|
|
|
|
|
|
|
|
0.000%, 07/20/2026 (A)(C)(I) |
|
|
7 |
|
|
|
2,568 |
|
Benefit Street Partners CLO IX |
|
|
|
|
|
|
|
|
0.000%, 07/20/2025 (A)(C)(I) |
|
|
3,363 |
|
|
|
1,241 |
|
Benefit Street Partners CLO V, Ser 2018-5BA |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (C)(D) |
|
|
10,301 |
|
|
|
3,750 |
|
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/18/2029 (A)(C)(D)(F) |
|
|
9,535 |
|
|
|
4,278 |
|
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2027 (C)(D)(F) |
|
|
9,035 |
|
|
|
35 |
|
Benefit Street Partners CLO VIII |
|
|
|
|
|
|
|
|
0.000%, 01/20/2031 (A)(C)(D) |
|
|
9,000 |
|
|
|
2,065 |
|
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2034 (A)(C)(D)(F) |
|
|
10,939 |
|
|
|
6,686 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2030 (A)(C)(D)(F) |
|
$ |
10,091 |
|
|
$ |
2,321 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (A)(C)(D)(F) |
|
|
6,857 |
|
|
|
3,117 |
|
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2034 (A)(C)(D)(F) |
|
|
6,048 |
|
|
|
3,914 |
|
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (A)(C)(D)(F) |
|
|
3,469 |
|
|
|
2,789 |
|
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2034 (C)(D) |
|
|
4,843 |
|
|
|
3,359 |
|
Cathedral Lake CLO, Ser 2015-3A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026 (A)(C)(D)(F) |
|
|
3,653 |
|
|
|
712 |
|
Cathedral Lake V, Ser 2018-5A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/21/2030 (A)(C)(D)(F) |
|
|
5,673 |
|
|
|
908 |
|
First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/25/2028 (A)(C)(D)(F) |
|
|
21,812 |
|
|
|
4,908 |
|
Great Lakes CLO, Ser 2015-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/16/2030 (A)(C)(D)(F) |
|
|
6,015 |
|
|
|
2,782 |
|
Great Lakes CLO, Ser 2017-1A, Cl ER |
|
|
|
|
|
|
|
|
13.156%, TSFR3M + 7.762%, 10/15/2029 (A)(C)(F) |
|
|
3,376 |
|
|
|
3,230 |
|
Great Lakes CLO, Ser 2018-1A, Cl ER |
|
|
|
|
|
|
|
|
12.936%, TSFR3M + 7.622%, 01/16/2030 (A)(C)(F) |
|
|
4,328 |
|
|
|
4,101 |
|
Great Lakes CLO, Ser 2018-1A, Cl FR |
|
|
|
|
|
|
|
|
15.576%, TSFR3M + 10.262%, 01/16/2030 (A)(C)(F) |
|
|
1,595 |
|
|
|
1,381 |
|
IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (A)(C)(D)(F) |
|
|
1,149 |
|
|
|
788 |
|
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D |
|
|
|
|
|
|
|
|
12.630%, TSFR3M + 7.332%, 04/18/2030 (A)(C)(F) |
|
|
2,886 |
|
|
|
2,652 |
|
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/18/2030 (A)(C)(D)(F) |
|
|
2,164 |
|
|
|
1,599 |
|
LCM Ltd |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (C)(D) |
|
|
1,998 |
|
|
|
1,105 |
|
Lockwood Grove CLO, Ser 2014-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2030 (A)(C)(D)(F) |
|
|
4,865 |
|
|
|
681 |
|
Lockwood Grove CLO, Ser 2018-1A, Cl ERR |
|
|
|
|
|
|
|
|
11.436%, TSFR3M + 6.112%, 01/25/2030 (A)(C)(F) |
|
|
3,201 |
|
|
|
2,751 |
|
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/17/2030 (A)(C)(D)(F) |
|
|
5,235 |
|
|
|
1,518 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC |
|
|
|
|
|
|
|
|
0.000%, 04/20/2033 (A)(C)(D)(F) |
|
$ |
1,780 |
|
|
$ |
1,121 |
|
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN |
|
|
|
|
|
|
|
|
0.114%, 04/20/2033 (A)(C)(F) |
|
|
23 |
|
|
|
15 |
|
Neuberger Berman Loan Advisers CLO 39 |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (C)(D) |
|
|
5,795 |
|
|
|
3,431 |
|
Neuberger Berman Loan Advisers CLO 41 |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (C)(D) |
|
|
3,394 |
|
|
|
2,146 |
|
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2030 (A)(C)(D)(F) |
|
|
9,028 |
|
|
|
2,545 |
|
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN |
|
|
|
|
|
|
|
|
12.959%, TSFR3M + 7.642%, 04/20/2030 (A)(C)(F) |
|
|
4,200 |
|
|
|
3,688 |
|
OCP CLO, Ser 2017-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 11/20/2030 (A)(C)(D)(F) |
|
|
3,012 |
|
|
|
1,342 |
|
OCP CLO, Ser 2020-19A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2034 (A)(C)(D)(F) |
|
|
1,876 |
|
|
|
1,433 |
|
OCP CLO, Ser 2021-21A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2034 (C)(D) |
|
|
7,945 |
|
|
|
5,085 |
|
TCP Whitney CLO, Ser 2017-1I, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 08/20/2029 (C)(D)(F) |
|
|
13,119 |
|
|
|
8,106 |
|
TCW CLO, Ser 2017-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/29/2034 (A)(C)(D)(F) |
|
|
7,377 |
|
|
|
3,615 |
|
TCW CLO, Ser 2018-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2031 (A)(C)(D)(F) |
|
|
5,509 |
|
|
|
2,156 |
|
TCW CLO, Ser 2019-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (A)(C)(D)(F) |
|
|
5,959 |
|
|
|
3,516 |
|
TCW CLO, Warehouse Note, Ser 2020-1 |
|
|
|
|
|
|
|
|
0.000%, (C)(D) |
|
|
8,523 |
|
|
|
4,432 |
|
Venture 35 CLO, Ser 2018-35A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/22/2031 (A)(C)(D)(F) |
|
|
15,819 |
|
|
|
3,797 |
|
Venture XXV CLO, Ser 2016-25A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2029 (A)(C)(D)(F) |
|
|
2,950 |
|
|
|
324 |
|
Venture XXVI CLO, Ser 2017-26A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/20/2029 (A)(C)(D)(F) |
|
|
2,865 |
|
|
|
172 |
|
Venture XXVIII CLO, Ser 2017-28A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2030 (A)(C)(D)(F) |
|
|
5,750 |
|
|
|
805 |
|
VOYA CLO, Ser 2020-2A |
|
|
|
|
|
|
|
|
0.000%, 07/20/2031 (C)(D) |
|
|
6,281 |
|
|
|
4,849 |
|
Wind River |
|
|
|
|
|
|
|
|
0.000%, (C)(D) |
|
|
11,611 |
|
|
|
7,100 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $57,093) ($ Thousands) |
|
|
|
|
|
|
150,839 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 1.5% |
21st Century Oncology *(C) |
|
|
22,017 |
|
|
$ |
371 |
|
Air Methods * |
|
|
11,898 |
|
|
|
656 |
|
Aquity Holdings Inc *(C) |
|
|
89,545 |
|
|
|
26 |
|
Arctic Canadian Diamond Co. *(C) |
|
|
1,633 |
|
|
|
406 |
|
Avaya Inc. * |
|
|
205,996 |
|
|
|
1,249 |
|
Burgundy Diamond Mines * |
|
|
3,227,052 |
|
|
|
399 |
|
Carestream Health Holdings Inc *(C) |
|
|
123,791 |
|
|
|
2,111 |
|
CHC Group LLC * |
|
|
1,444 |
|
|
|
1 |
|
Chesapeake Energy Corp |
|
|
5,208 |
|
|
|
431 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
66,059 |
|
|
|
114 |
|
Copper Property CTL Pass Through Trust |
|
|
184,226 |
|
|
|
1,870 |
|
Cornerstone Chemical Co *(C) |
|
|
269,066 |
|
|
|
5,065 |
|
Envision Healthcare * |
|
|
258,960 |
|
|
|
2,499 |
|
Frontier Communications Parent Inc * |
|
|
14,928 |
|
|
|
354 |
|
Guitar Center *(C)(E) |
|
|
24,502 |
|
|
|
3,465 |
|
Gulfport Energy Corp * |
|
|
2,778 |
|
|
|
394 |
|
Gymboree Corp *(C)(E) |
|
|
18,542 |
|
|
|
— |
|
Gymboree Holding Corp *(C)(E) |
|
|
52,848 |
|
|
|
— |
|
iHeartMedia Inc, Cl A * |
|
|
14,876 |
|
|
|
41 |
|
Intelsat Emergene SA *(C) |
|
|
65,731 |
|
|
|
1,840 |
|
Lannett *(C) |
|
|
142,313 |
|
|
|
293 |
|
Lumileds Common Bright Bidco * |
|
|
8,903 |
|
|
|
3 |
|
Mallinckrodt PLC *(C) |
|
|
7,431 |
|
|
|
285 |
|
Medical Card Systems *(C) |
|
|
395,653 |
|
|
|
124 |
|
Monitronics International *(C) |
|
|
9,156 |
|
|
|
147 |
|
MYT Holding LLC *(C) |
|
|
461,765 |
|
|
|
115 |
|
Neiman Marcus Group *(C)(E) |
|
|
1,051 |
|
|
|
110 |
|
Neiman Marcus Group *(C) |
|
|
9,899 |
|
|
|
1,039 |
|
Nine West *(C) |
|
|
163,718 |
|
|
|
205 |
|
Parker Drilling Co *(C)(E) |
|
|
138,594 |
|
|
|
1,802 |
|
Parker Drilling Co *(C)(E) |
|
|
5,140 |
|
|
|
46 |
|
SandRidge Energy Inc |
|
|
232 |
|
|
|
3 |
|
Serta Simmons Bedding LLC * |
|
|
20,716 |
|
|
|
129 |
|
SSB Equipment Company * |
|
|
20,716 |
|
|
|
— |
|
Tacora * |
|
|
80,512 |
|
|
|
81 |
|
Venator Materials * |
|
|
696 |
|
|
|
665 |
|
VICI Properties Inc, Cl A ‡ |
|
|
48,089 |
|
|
|
1,439 |
|
Windstream Services * |
|
|
97,197 |
|
|
|
923 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $38,655) ($ Thousands) |
|
|
|
|
|
|
28,701 |
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CONVERTIBLE BONDS — 0.7% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(C) |
|
$ |
421 |
|
|
|
421 |
|
DISH Network |
|
|
|
|
|
|
|
|
2.375%, 03/15/2024 |
|
|
3,502 |
|
|
|
3,445 |
|
0.000%, 12/15/2025(I) |
|
|
2,122 |
|
|
|
1,538 |
|
3.375%, 08/15/2026 |
|
|
804 |
|
|
|
475 |
|
JetBlue Airways |
|
|
|
|
|
|
|
|
0.500%, 04/01/2026 |
|
|
1,275 |
|
|
|
1,077 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CONVERTIBLE BONDS (continued) |
Liberty Interactive LLC |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
$ |
203 |
|
|
$ |
85 |
|
3.750%, 02/15/2030 |
|
|
5,247 |
|
|
|
2,164 |
|
Multiplan |
|
|
|
|
|
|
|
|
6.000%, 10/15/2027(A) |
|
|
850 |
|
|
|
595 |
|
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(C)(D) |
|
|
889 |
|
|
|
170 |
|
0.000%, 01/23/2028(C)(D) |
|
|
118 |
|
|
|
23 |
|
0.000%, 01/23/2028(C)(D) |
|
|
61 |
|
|
|
11 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
15.000%, 12/31/2027(C) |
|
|
5,835 |
|
|
|
3,856 |
|
15.000%cash/0% PIK, 12/31/2027(C) |
|
|
775 |
|
|
|
775 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $18,162) ($ Thousands) |
|
|
|
|
|
|
14,635 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
PREFERRED STOCK — 0.7% |
Claire's Stores Inc, 0.000% *(C)(D)(G) |
|
|
1,592 |
|
|
|
1,603 |
|
FHLMC, 5.919% (F)(G) |
|
|
29,819 |
|
|
|
151 |
|
FNMA, 0.000% *(D)(F)(G) |
|
|
43,993 |
|
|
|
238 |
|
Foresight, 0.000% *(C)(D)(G) |
|
|
60,593 |
|
|
|
909 |
|
Guitar Center Inc, 0.000% *(C)(D)(E)(G) |
|
|
782 |
|
|
|
75 |
|
Gulfport Energy Corp, 10.000%cash/0% PIK, 10.000% (C)(G) |
|
|
43 |
|
|
|
436 |
|
MPLX, 9.538% (C)(G)(J) |
|
|
41,696 |
|
|
|
1,560 |
|
MYT Holding LLC, 10.000% (G) |
|
|
516,164 |
|
|
|
322 |
|
Osaic Financial Services, 6.500% |
|
|
102,399 |
|
|
|
1,956 |
|
Qurate Retail Inc, 8.000% (G) |
|
|
21,249 |
|
|
|
1,082 |
|
Syniverse, 0.000% *(C)(D)(G) |
|
|
5,154,427 |
|
|
|
4,938 |
|
Tortoise Investment, 0.000% **(D) |
|
|
114,191 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $13,231) ($ Thousands) |
|
|
|
|
|
|
13,360 |
|
| |
|
|
|
|
|
|
Description |
|
|
Number of
Warrants |
|
|
Market Value
($ Thousands) |
|
WARRANTS — 0.0% |
Air Methods |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡ |
|
|
21,323 |
|
|
$ |
285 |
|
Guitar Center Tranche I, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(E) |
|
|
5,960 |
|
|
|
324 |
|
Guitar Center Tranche II, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(C)(E) |
|
|
6,486 |
|
|
|
157 |
|
Guitar Center Tranche III, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(E) |
|
|
526 |
|
|
|
13 |
|
Intelsat |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C) |
|
|
6 |
|
|
|
– |
|
Neiman Marcus Group, Expires 09/24/2027 |
|
|
|
|
|
|
|
|
Strike Price $213.16 *(C) |
|
|
6,679 |
|
|
|
92 |
|
Silver Airways |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C) |
|
|
2 |
|
|
|
– |
|
Tacora Resources Inc |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C) |
|
|
5,372,127 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $865) ($ Thousands) |
|
|
|
|
|
|
871 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 5.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
102,282,316 |
|
|
|
102,282 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $102,282) ($ Thousands) |
|
|
|
|
|
|
102,282 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $2,047,867) ($ Thousands) |
|
$ |
1,982,261 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
03/14/24 |
|
|
|
AUD |
|
|
|
1,067 |
|
|
|
USD |
|
|
|
716 |
|
|
$ |
21 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,984,344 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On February 29, 2024, the value of these securities amounted to $1,336,240 ($ Thousands), representing 67.3% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Level 3 security in accordance with fair value hierarchy. |
(D) |
No interest rate available. |
(E) |
Security considered restricted, excluding 144A. The total market value of such securities as of February 29, 2024 was $11,288 ($ Thousands) and represented 0.6% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(F) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
High Yield Bond Fund (Concluded)
(G) |
Perpetual security with no stated maturity date. |
(H) |
Unsettled bank loan. Interest rate may not be available. |
(I) |
Zero coupon security. |
(J) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
21,063 |
|
|
$ |
609,517 |
|
|
$ |
(528,298 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
102,282 |
|
|
$ |
1,758 |
|
|
$ |
— |
|
A list of the restricted securities, excluding 144A, held by the Fund at February 29, 2024, is as follows:
Description |
|
Face Amount ($ Thousands) |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aventine (Escrow Security) |
|
$ |
2,600 |
|
|
|
4/21/2010 |
|
|
$ |
– |
|
|
$ |
– |
|
Northwest Acquisitions ULC |
|
|
3,290 |
|
|
8/17/2021 |
|
|
|
2,312 |
|
|
|
– |
|
Six Flags Theme Parks |
|
|
136 |
|
|
|
7/22/2019 |
|
|
|
137 |
|
|
|
136 |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
7,656 |
|
|
|
5/29/2020 |
|
|
|
6,355 |
|
|
|
5,160 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
24,502 |
|
|
|
1/8/2021 |
|
|
$ |
3,105 |
|
|
$ |
3,465 |
|
Gymboree Corp |
|
|
18,542 |
|
|
|
10/1/2018 |
|
|
|
232 |
|
|
|
– |
|
Gymboree Holding Corp |
|
|
52,848 |
|
|
|
9/14/2018 |
|
|
|
958 |
|
|
|
– |
|
Neiman Marcus Group |
|
|
1,051 |
|
|
|
8/11/2020 |
|
|
|
– |
|
|
|
110 |
|
Parker Drilling Co |
|
|
138,594 |
|
|
|
4/16/2020 |
|
|
|
1,740 |
|
|
|
1,802 |
|
Parker Drilling Co |
|
|
5,140 |
|
|
|
6/17/2020 |
|
|
|
78 |
|
|
|
46 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center Inc |
|
|
782 |
|
|
|
1/8/2021 |
|
|
|
74 |
|
|
|
75 |
|
WarrantS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center Tranche I |
|
|
5,960 |
|
|
|
1/8/2021 |
|
|
|
327 |
|
|
|
324 |
|
Guitar Center Tranche II |
|
|
6,486 |
|
|
|
1/8/2021 |
|
|
|
233 |
|
|
|
157 |
|
Guitar Center Tranche III |
|
|
526 |
|
|
|
1/8/2021 |
|
|
|
19 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
15,570 |
|
|
$ |
11,288 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 61.3% |
Communication Services — 7.8% |
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
$ |
340 |
|
|
$ |
357 |
|
AT&T |
|
|
|
|
|
|
|
|
4.500%, 05/15/2035 |
|
|
1,940 |
|
|
|
1,786 |
|
3.800%, 12/01/2057 |
|
|
4,935 |
|
|
|
3,473 |
|
3.650%, 06/01/2051 |
|
|
290 |
|
|
|
208 |
|
3.650%, 09/15/2059 |
|
|
1,966 |
|
|
|
1,330 |
|
3.550%, 09/15/2055 |
|
|
990 |
|
|
|
675 |
|
3.500%, 06/01/2041 |
|
|
55 |
|
|
|
42 |
|
3.500%, 09/15/2053 |
|
|
2,081 |
|
|
|
1,430 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.484%, 10/23/2045 |
|
|
1,973 |
|
|
|
1,802 |
|
6.384%, 10/23/2035 |
|
|
1,000 |
|
|
|
968 |
|
5.750%, 04/01/2048 |
|
|
831 |
|
|
|
692 |
|
5.500%, 04/01/2063 |
|
|
80 |
|
|
|
62 |
|
5.375%, 05/01/2047 |
|
|
1,979 |
|
|
|
1,563 |
|
4.800%, 03/01/2050 |
|
|
255 |
|
|
|
185 |
|
3.900%, 06/01/2052 |
|
|
430 |
|
|
|
270 |
|
3.850%, 04/01/2061 |
|
|
630 |
|
|
|
366 |
|
3.700%, 04/01/2051 |
|
|
160 |
|
|
|
97 |
|
3.500%, 06/01/2041 |
|
|
145 |
|
|
|
96 |
|
Comcast |
|
|
|
|
|
|
|
|
5.500%, 05/15/2064 |
|
|
65 |
|
|
|
64 |
|
4.049%, 11/01/2052 |
|
|
425 |
|
|
|
335 |
|
3.969%, 11/01/2047 |
|
|
2,028 |
|
|
|
1,606 |
|
3.900%, 03/01/2038 |
|
|
820 |
|
|
|
703 |
|
3.750%, 04/01/2040 |
|
|
205 |
|
|
|
168 |
|
2.987%, 11/01/2063 |
|
|
1,068 |
|
|
|
642 |
|
2.937%, 11/01/2056 |
|
|
3,578 |
|
|
|
2,202 |
|
2.887%, 11/01/2051 |
|
|
786 |
|
|
|
498 |
|
COX Communications |
|
|
|
|
|
|
|
|
4.500%, 06/30/2043 (A) |
|
|
382 |
|
|
|
312 |
|
Discovery Communications LLC |
|
|
|
|
|
|
|
|
5.200%, 09/20/2047 |
|
|
549 |
|
|
|
447 |
|
4.650%, 05/15/2050 |
|
|
195 |
|
|
|
148 |
|
4.000%, 09/15/2055 |
|
|
910 |
|
|
|
602 |
|
Fox |
|
|
|
|
|
|
|
|
5.576%, 01/25/2049 |
|
|
270 |
|
|
|
247 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
90 |
|
|
|
94 |
|
5.600%, 05/15/2053 |
|
|
1,470 |
|
|
|
1,522 |
|
4.450%, 08/15/2052 |
|
|
605 |
|
|
|
529 |
|
Paramount Global |
|
|
|
|
|
|
|
|
5.850%, 09/01/2043 |
|
|
395 |
|
|
|
319 |
|
4.950%, 05/19/2050 |
|
|
108 |
|
|
|
77 |
|
4.850%, 12/15/2034 |
|
|
765 |
|
|
|
608 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.000%, 03/15/2044 |
|
|
442 |
|
|
|
400 |
|
4.550%, 03/15/2052 |
|
|
402 |
|
|
|
332 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 03/15/2043 |
|
$ |
257 |
|
|
$ |
217 |
|
SES GLOBAL Americas Holdings GP |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (A) |
|
|
950 |
|
|
|
728 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.840%, 04/22/2051 (A) |
|
|
295 |
|
|
|
222 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
295 |
|
|
|
294 |
|
6.750%, 06/15/2039 |
|
|
295 |
|
|
|
278 |
|
6.550%, 05/01/2037 |
|
|
675 |
|
|
|
636 |
|
5.875%, 11/15/2040 |
|
|
320 |
|
|
|
276 |
|
5.500%, 09/01/2041 |
|
|
760 |
|
|
|
627 |
|
4.500%, 09/15/2042 |
|
|
530 |
|
|
|
388 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
6.000%, 06/15/2054 |
|
|
135 |
|
|
|
141 |
|
5.750%, 01/15/2054 |
|
|
587 |
|
|
|
594 |
|
5.650%, 01/15/2053 |
|
|
506 |
|
|
|
503 |
|
5.500%, 01/15/2055 |
|
|
419 |
|
|
|
408 |
|
4.375%, 04/15/2040 |
|
|
100 |
|
|
|
88 |
|
3.600%, 11/15/2060 |
|
|
455 |
|
|
|
315 |
|
3.400%, 10/15/2052 |
|
|
705 |
|
|
|
490 |
|
3.000%, 02/15/2041 |
|
|
775 |
|
|
|
560 |
|
TWDC Enterprises 18 MTN |
|
|
|
|
|
|
|
|
3.700%, 12/01/2042 |
|
|
650 |
|
|
|
527 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
4.500%, 08/10/2033 |
|
|
2,785 |
|
|
|
2,628 |
|
3.700%, 03/22/2061 |
|
|
508 |
|
|
|
359 |
|
3.550%, 03/22/2051 |
|
|
1,043 |
|
|
|
757 |
|
3.400%, 03/22/2041 |
|
|
2,695 |
|
|
|
2,065 |
|
2.987%, 10/30/2056 |
|
|
1,690 |
|
|
|
1,050 |
|
2.650%, 11/20/2040 |
|
|
165 |
|
|
|
114 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
5.625%, 02/10/2053 |
|
|
335 |
|
|
|
324 |
|
4.875%, 06/19/2049 |
|
|
151 |
|
|
|
131 |
|
4.375%, 02/19/2043 |
|
|
210 |
|
|
|
177 |
|
Walt Disney |
|
|
|
|
|
|
|
|
3.600%, 01/13/2051 |
|
|
1,975 |
|
|
|
1,500 |
|
3.500%, 05/13/2040 |
|
|
390 |
|
|
|
313 |
|
2.750%, 09/01/2049 |
|
|
120 |
|
|
|
77 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
5.391%, 03/15/2062 |
|
|
376 |
|
|
|
303 |
|
5.141%, 03/15/2052 |
|
|
3,723 |
|
|
|
3,025 |
|
5.050%, 03/15/2042 |
|
|
1,710 |
|
|
|
1,438 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
48,810 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.4% |
|
|
|
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
4.500%, 07/26/2047 (A) |
|
|
475 |
|
|
|
397 |
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
944 |
|
|
|
933 |
|
4.050%, 08/22/2047 |
|
|
721 |
|
|
|
618 |
|
3.950%, 04/13/2052 |
|
|
422 |
|
|
|
349 |
|
3.875%, 08/22/2037 |
|
|
295 |
|
|
|
263 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.100%, 05/12/2051 |
|
$ |
1,275 |
|
|
$ |
900 |
|
2.875%, 05/12/2041 |
|
|
642 |
|
|
|
482 |
|
2.700%, 06/03/2060 |
|
|
535 |
|
|
|
330 |
|
Aptiv PLC |
|
|
|
|
|
|
|
|
5.400%, 03/15/2049 |
|
|
544 |
|
|
|
488 |
|
3.100%, 12/01/2051 |
|
|
462 |
|
|
|
290 |
|
AutoZone |
|
|
|
|
|
|
|
|
6.550%, 11/01/2033 |
|
|
500 |
|
|
|
540 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
120 |
|
|
|
126 |
|
5.950%, 04/01/2049 |
|
|
410 |
|
|
|
395 |
|
5.600%, 10/15/2032 |
|
|
210 |
|
|
|
209 |
|
5.150%, 04/01/2038 |
|
|
125 |
|
|
|
116 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
6.100%, 01/07/2034 |
|
|
220 |
|
|
|
222 |
|
Home Depot |
|
|
|
|
|
|
|
|
4.250%, 04/01/2046 |
|
|
760 |
|
|
|
649 |
|
3.900%, 06/15/2047 |
|
|
402 |
|
|
|
325 |
|
3.625%, 04/15/2052 |
|
|
70 |
|
|
|
53 |
|
3.350%, 04/15/2050 |
|
|
550 |
|
|
|
398 |
|
3.125%, 12/15/2049 |
|
|
290 |
|
|
|
202 |
|
2.375%, 03/15/2051 |
|
|
80 |
|
|
|
47 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.800%, 09/15/2062 |
|
|
510 |
|
|
|
509 |
|
5.750%, 07/01/2053 |
|
|
59 |
|
|
|
60 |
|
5.625%, 04/15/2053 |
|
|
715 |
|
|
|
710 |
|
4.250%, 04/01/2052 |
|
|
650 |
|
|
|
522 |
|
4.050%, 05/03/2047 |
|
|
190 |
|
|
|
150 |
|
3.700%, 04/15/2046 |
|
|
505 |
|
|
|
380 |
|
3.000%, 10/15/2050 |
|
|
885 |
|
|
|
571 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
310 |
|
|
|
334 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
4.600%, 05/26/2045 |
|
|
430 |
|
|
|
382 |
|
4.450%, 03/01/2047 |
|
|
1,015 |
|
|
|
872 |
|
3.625%, 09/01/2049 |
|
|
395 |
|
|
|
296 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.500%, 04/01/2046 |
|
|
200 |
|
|
|
160 |
|
Starbucks |
|
|
|
|
|
|
|
|
4.450%, 08/15/2049 |
|
|
375 |
|
|
|
321 |
|
3.350%, 03/12/2050 |
|
|
615 |
|
|
|
435 |
|
University of Southern California |
|
|
|
|
|
|
|
|
5.250%, 10/01/2111 |
|
|
735 |
|
|
|
725 |
|
3.028%, 10/01/2039 |
|
|
225 |
|
|
|
182 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,941 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 3.5% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
4.000%, 02/04/2061 |
|
|
330 |
|
|
|
237 |
|
3.875%, 09/16/2046 |
|
|
830 |
|
|
|
611 |
|
3.700%, 02/04/2051 |
|
|
165 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
$ |
2,699 |
|
|
$ |
2,495 |
|
4.700%, 02/01/2036 |
|
|
4,145 |
|
|
|
3,967 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.550%, 01/23/2049 |
|
|
1,166 |
|
|
|
1,195 |
|
4.600%, 04/15/2048 |
|
|
41 |
|
|
|
37 |
|
4.439%, 10/06/2048 |
|
|
837 |
|
|
|
733 |
|
4.375%, 04/15/2038 |
|
|
330 |
|
|
|
302 |
|
4.350%, 06/01/2040 |
|
|
551 |
|
|
|
493 |
|
Bacardi |
|
|
|
|
|
|
|
|
5.300%, 05/15/2048 (A) |
|
|
185 |
|
|
|
172 |
|
BAT Capital |
|
|
|
|
|
|
|
|
7.079%, 08/02/2043 |
|
|
155 |
|
|
|
161 |
|
5.650%, 03/16/2052 |
|
|
155 |
|
|
|
136 |
|
5.282%, 04/02/2050 |
|
|
90 |
|
|
|
75 |
|
4.758%, 09/06/2049 |
|
|
385 |
|
|
|
298 |
|
4.540%, 08/15/2047 |
|
|
1,650 |
|
|
|
1,238 |
|
4.390%, 08/15/2037 |
|
|
1,295 |
|
|
|
1,062 |
|
3.734%, 09/25/2040 |
|
|
605 |
|
|
|
440 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.875%, 11/21/2053 (A) |
|
|
205 |
|
|
|
205 |
|
6.500%, 11/21/2033 (A) |
|
|
250 |
|
|
|
250 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
2.839%, 11/15/2050 |
|
|
30 |
|
|
|
20 |
|
City of Hope |
|
|
|
|
|
|
|
|
4.378%, 08/15/2048 |
|
|
650 |
|
|
|
545 |
|
CSL Finance PLC |
|
|
|
|
|
|
|
|
4.750%, 04/27/2052 (A) |
|
|
420 |
|
|
|
380 |
|
Dollar General |
|
|
|
|
|
|
|
|
5.500%, 11/01/2052 |
|
|
135 |
|
|
|
127 |
|
Dollar Tree |
|
|
|
|
|
|
|
|
3.375%, 12/01/2051 |
|
|
265 |
|
|
|
174 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (A) |
|
|
695 |
|
|
|
728 |
|
6.500%, 12/01/2052 |
|
|
1,275 |
|
|
|
1,226 |
|
4.375%, 02/02/2052 |
|
|
900 |
|
|
|
648 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.100%, 03/22/2043 |
|
|
25 |
|
|
|
24 |
|
5.050%, 03/22/2053 |
|
|
119 |
|
|
|
115 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
4.500%, 04/15/2052 |
|
|
275 |
|
|
|
234 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.200%, 07/15/2045 |
|
|
65 |
|
|
|
60 |
|
4.875%, 10/01/2049 |
|
|
169 |
|
|
|
151 |
|
4.375%, 06/01/2046 |
|
|
95 |
|
|
|
79 |
|
Kroger |
|
|
|
|
|
|
|
|
4.450%, 02/01/2047 |
|
|
925 |
|
|
|
782 |
|
Nestle Holdings |
|
|
|
|
|
|
|
|
3.900%, 09/24/2038 (A) |
|
|
295 |
|
|
|
259 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
2.256%, 08/01/2040 |
|
|
395 |
|
|
|
266 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Philip Morris International |
|
|
|
|
|
|
|
|
4.500%, 03/20/2042 |
|
$ |
580 |
|
|
$ |
501 |
|
3.875%, 08/21/2042 |
|
|
595 |
|
|
|
470 |
|
Reynolds American |
|
|
|
|
|
|
|
|
5.850%, 08/15/2045 |
|
|
300 |
|
|
|
273 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.027%, 08/15/2051 |
|
|
380 |
|
|
|
258 |
|
Target |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
95 |
|
|
|
63 |
|
Walmart |
|
|
|
|
|
|
|
|
4.500%, 04/15/2053 |
|
|
230 |
|
|
|
209 |
|
2.650%, 09/22/2051 |
|
|
200 |
|
|
|
130 |
|
2.500%, 09/22/2041 |
|
|
155 |
|
|
|
110 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,051 |
|
| |
|
|
|
|
|
|
|
|
Energy — 5.7% |
|
|
|
|
Apache |
|
|
|
|
|
|
|
|
5.350%, 07/01/2049 |
|
|
190 |
|
|
|
154 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.379%, 02/08/2061 |
|
|
555 |
|
|
|
374 |
|
3.060%, 06/17/2041 |
|
|
655 |
|
|
|
487 |
|
2.939%, 06/04/2051 |
|
|
165 |
|
|
|
108 |
|
2.772%, 11/10/2050 |
|
|
800 |
|
|
|
509 |
|
Canadian Natural Resources MTN |
|
|
|
|
|
|
|
|
4.950%, 06/01/2047 |
|
|
350 |
|
|
|
305 |
|
Chevron |
|
|
|
|
|
|
|
|
3.078%, 05/11/2050 |
|
|
289 |
|
|
|
204 |
|
Columbia Pipeline Group |
|
|
|
|
|
|
|
|
5.800%, 06/01/2045 |
|
|
185 |
|
|
|
179 |
|
Columbia Pipelines Operating LLC |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (A) |
|
|
405 |
|
|
|
431 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
4.300%, 11/15/2044 |
|
|
625 |
|
|
|
538 |
|
4.025%, 03/15/2062 |
|
|
778 |
|
|
|
605 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.700%, 11/15/2053 |
|
|
910 |
|
|
|
1,017 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.500%, 02/01/2042 |
|
|
45 |
|
|
|
47 |
|
6.125%, 12/15/2045 |
|
|
838 |
|
|
|
833 |
|
5.950%, 10/01/2043 |
|
|
1,025 |
|
|
|
997 |
|
5.950%, 05/15/2054 |
|
|
390 |
|
|
|
381 |
|
5.800%, 06/15/2038 |
|
|
40 |
|
|
|
39 |
|
5.400%, 10/01/2047 |
|
|
1,475 |
|
|
|
1,338 |
|
5.350%, 05/15/2045 |
|
|
245 |
|
|
|
223 |
|
5.300%, 04/15/2047 |
|
|
450 |
|
|
|
403 |
|
5.150%, 02/01/2043 |
|
|
80 |
|
|
|
70 |
|
5.150%, 03/15/2045 |
|
|
100 |
|
|
|
89 |
|
4.900%, 03/15/2035 |
|
|
1,000 |
|
|
|
932 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
6.125%, 10/15/2039 |
|
|
270 |
|
|
|
285 |
|
5.700%, 02/15/2042 |
|
|
540 |
|
|
|
546 |
|
4.950%, 10/15/2054 |
|
|
495 |
|
|
|
451 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.900%, 05/15/2046 |
|
$ |
790 |
|
|
$ |
721 |
|
4.850%, 03/15/2044 |
|
|
985 |
|
|
|
904 |
|
3.700%, 01/31/2051 |
|
|
100 |
|
|
|
75 |
|
3.200%, 02/15/2052 |
|
|
295 |
|
|
|
202 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
234 |
|
|
|
218 |
|
Equinor |
|
|
|
|
|
|
|
|
3.625%, 04/06/2040 |
|
|
1,000 |
|
|
|
825 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.227%, 03/19/2040 |
|
|
145 |
|
|
|
130 |
|
3.452%, 04/15/2051 |
|
|
2,288 |
|
|
|
1,693 |
|
3.095%, 08/16/2049 |
|
|
130 |
|
|
|
91 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
55 |
|
|
|
58 |
|
5.800%, 04/01/2047 |
|
|
115 |
|
|
|
117 |
|
5.600%, 02/15/2041 |
|
|
430 |
|
|
|
433 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.550%, 06/01/2045 |
|
|
55 |
|
|
|
51 |
|
5.450%, 08/01/2052 |
|
|
830 |
|
|
|
764 |
|
5.300%, 12/01/2034 |
|
|
1,440 |
|
|
|
1,404 |
|
5.200%, 03/01/2048 |
|
|
95 |
|
|
|
84 |
|
5.050%, 02/15/2046 |
|
|
210 |
|
|
|
183 |
|
3.600%, 02/15/2051 |
|
|
55 |
|
|
|
38 |
|
3.250%, 08/01/2050 |
|
|
230 |
|
|
|
149 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
6.375%, 03/01/2041 |
|
|
636 |
|
|
|
647 |
|
5.500%, 03/01/2044 |
|
|
135 |
|
|
|
125 |
|
5.000%, 08/15/2042 |
|
|
700 |
|
|
|
609 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
6.500%, 03/01/2041 |
|
|
193 |
|
|
|
205 |
|
4.750%, 09/15/2044 |
|
|
50 |
|
|
|
44 |
|
MPLX |
|
|
|
|
|
|
|
|
5.500%, 02/15/2049 |
|
|
610 |
|
|
|
571 |
|
4.950%, 03/14/2052 |
|
|
95 |
|
|
|
82 |
|
4.500%, 04/15/2038 |
|
|
615 |
|
|
|
535 |
|
Northern Natural Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 (A) |
|
|
260 |
|
|
|
214 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.950%, 06/15/2039 |
|
|
20 |
|
|
|
23 |
|
6.600%, 03/15/2046 |
|
|
20 |
|
|
|
21 |
|
6.200%, 03/15/2040 |
|
|
145 |
|
|
|
147 |
|
4.400%, 04/15/2046 |
|
|
80 |
|
|
|
64 |
|
4.300%, 08/15/2039 |
|
|
436 |
|
|
|
352 |
|
0.000%, 10/10/2036 (B) |
|
|
1,960 |
|
|
|
1,034 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.350%, 02/12/2048 |
|
|
745 |
|
|
|
456 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
4.900%, 10/01/2046 |
|
|
509 |
|
|
|
455 |
|
4.875%, 11/15/2044 |
|
|
605 |
|
|
|
553 |
|
4.650%, 11/15/2034 |
|
|
250 |
|
|
|
235 |
|
Plains All American Pipeline/PAA Finance |
|
|
|
|
|
|
|
|
4.900%, 02/15/2045 |
|
|
470 |
|
|
|
396 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Rockies Express Pipeline LLC |
|
|
|
|
|
|
|
|
6.875%, 04/15/2040 (A) |
|
$ |
935 |
|
|
$ |
921 |
|
Sabal Trail Transmission LLC |
|
|
|
|
|
|
|
|
4.832%, 05/01/2048 (A) |
|
|
405 |
|
|
|
345 |
|
4.682%, 05/01/2038 (A) |
|
|
270 |
|
|
|
244 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
877 |
|
|
|
978 |
|
5.500%, 03/25/2040 |
|
|
435 |
|
|
|
448 |
|
4.375%, 05/11/2045 |
|
|
1,315 |
|
|
|
1,149 |
|
3.750%, 09/12/2046 |
|
|
254 |
|
|
|
200 |
|
3.250%, 04/06/2050 |
|
|
10 |
|
|
|
7 |
|
Suncor Energy |
|
|
|
|
|
|
|
|
6.800%, 05/15/2038 |
|
|
500 |
|
|
|
534 |
|
Texas Eastern Transmission |
|
|
|
|
|
|
|
|
4.150%, 01/15/2048 (A) |
|
|
440 |
|
|
|
354 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.127%, 05/29/2050 |
|
|
1,185 |
|
|
|
826 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
7.250%, 08/15/2038 |
|
|
880 |
|
|
|
985 |
|
4.875%, 05/15/2048 |
|
|
195 |
|
|
|
170 |
|
4.750%, 05/15/2038 |
|
|
235 |
|
|
|
212 |
|
Transcontinental Gas Pipe Line LLC |
|
|
|
|
|
|
|
|
5.400%, 08/15/2041 |
|
|
700 |
|
|
|
682 |
|
4.600%, 03/15/2048 |
|
|
536 |
|
|
|
470 |
|
4.450%, 08/01/2042 |
|
|
435 |
|
|
|
377 |
|
Williams |
|
|
|
|
|
|
|
|
5.750%, 06/24/2044 |
|
|
9 |
|
|
|
9 |
|
5.300%, 08/15/2052 |
|
|
205 |
|
|
|
192 |
|
3.500%, 10/15/2051 |
|
|
403 |
|
|
|
280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,836 |
|
| |
|
|
|
|
|
|
|
|
Financials — 11.3% |
|
|
|
|
Allstate |
|
|
|
|
|
|
|
|
4.500%, 06/15/2043 |
|
|
50 |
|
|
|
44 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
50 |
|
|
|
46 |
|
Aon |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
944 |
|
|
|
715 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
6.750%, 02/15/2054 |
|
|
360 |
|
|
|
406 |
|
5.750%, 03/02/2053 |
|
|
485 |
|
|
|
478 |
|
Athene Holding |
|
|
|
|
|
|
|
|
3.450%, 05/15/2052 |
|
|
500 |
|
|
|
328 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
390 |
|
|
|
425 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.110%, 01/29/2037 |
|
|
560 |
|
|
|
587 |
|
6.000%, 10/15/2036 |
|
|
1,730 |
|
|
|
1,805 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (C) |
|
|
775 |
|
|
|
773 |
|
3.483%, SOFRRATE + 1.650%, 03/13/2052 (C) |
|
|
308 |
|
|
|
226 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.311%, SOFRRATE + 1.580%, 04/22/2042 (C) |
|
$ |
765 |
|
|
$ |
580 |
|
2.651%, SOFRRATE + 1.220%, 03/11/2032 (C) |
|
|
710 |
|
|
|
594 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (C) |
|
|
315 |
|
|
|
258 |
|
2.299%, SOFRRATE + 1.220%, 07/21/2032 (C) |
|
|
2,219 |
|
|
|
1,796 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.875%, 02/07/2042 |
|
|
1,101 |
|
|
|
1,160 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (C) |
|
|
770 |
|
|
|
622 |
|
4.078%, TSFR3M + 1.582%, 04/23/2040 (C) |
|
|
1,000 |
|
|
|
855 |
|
2.676%, SOFRRATE + 1.930%, 06/19/2041 (C) |
|
|
994 |
|
|
|
692 |
|
2.496%, TSFR3M + 1.252%, 02/13/2031 (C) |
|
|
935 |
|
|
|
797 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
4.706%, SOFRRATE + 1.512%, 02/01/2034 (C) |
|
|
270 |
|
|
|
259 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
5.834%, SOFRINDX + 2.074%, 10/25/2033 (C) |
|
|
185 |
|
|
|
192 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
4.500%, 02/11/2043 |
|
|
218 |
|
|
|
206 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
3.850%, 03/15/2052 |
|
|
637 |
|
|
|
505 |
|
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 08/15/2042 (A) |
|
|
461 |
|
|
|
474 |
|
Brookfield Finance |
|
|
|
|
|
|
|
|
5.968%, 03/04/2054 |
|
|
179 |
|
|
|
180 |
|
Brown & Brown |
|
|
|
|
|
|
|
|
4.950%, 03/17/2052 |
|
|
405 |
|
|
|
350 |
|
Carlyle Holdings II Finance LLC |
|
|
|
|
|
|
|
|
5.625%, 03/30/2043 (A) |
|
|
386 |
|
|
|
367 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.853%, SOFRRATE + 2.500%, 05/19/2034 (C) |
|
|
215 |
|
|
|
218 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
|
627 |
|
|
|
714 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
88 |
|
|
|
112 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (C) |
|
|
365 |
|
|
|
368 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (C) |
|
|
470 |
|
|
|
460 |
|
4.750%, 05/18/2046 |
|
|
996 |
|
|
|
877 |
|
4.650%, 07/23/2048 |
|
|
185 |
|
|
|
164 |
|
4.281%, TSFR3M + 2.101%, 04/24/2048 (C) |
|
|
813 |
|
|
|
690 |
|
3.878%, TSFR3M + 1.430%, 01/24/2039 (C) |
|
|
200 |
|
|
|
168 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.785%, SOFRRATE + 1.939%, 03/17/2033 (C) |
|
$ |
440 |
|
|
$ |
389 |
|
2.904%, SOFRRATE + 1.379%, 11/03/2042 (C) |
|
|
300 |
|
|
|
213 |
|
Commonwealth Bank of Australia MTN |
|
|
|
|
|
|
|
|
3.743%, 09/12/2039 (A) |
|
|
215 |
|
|
|
169 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
5.250%, 08/04/2045 |
|
|
95 |
|
|
|
92 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
4.400%, 04/05/2052 |
|
|
310 |
|
|
|
249 |
|
4.350%, 04/05/2042 |
|
|
95 |
|
|
|
78 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (A) |
|
|
225 |
|
|
|
205 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, TSFR3M + 3.744%, 11/01/2053 (A)(C) |
|
|
375 |
|
|
|
345 |
|
Farmers Exchange Capital III |
|
|
|
|
|
|
|
|
5.454%, TSFR3M + 3.454%, 10/15/2054 (A)(C) |
|
|
200 |
|
|
|
163 |
|
Farmers Insurance Exchange |
|
|
|
|
|
|
|
|
4.747%, SOFRRATE + 3.231%, 11/01/2057 (A)(C) |
|
|
300 |
|
|
|
221 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
5.625%, 07/15/2052 |
|
|
450 |
|
|
|
447 |
|
Fiserv |
|
|
|
|
|
|
|
|
4.400%, 07/01/2049 |
|
|
300 |
|
|
|
251 |
|
Global Payments |
|
|
|
|
|
|
|
|
5.950%, 08/15/2052 |
|
|
205 |
|
|
|
201 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
870 |
|
|
|
946 |
|
6.250%, 02/01/2041 |
|
|
1,053 |
|
|
|
1,134 |
|
4.411%, TSFR3M + 1.692%, 04/23/2039 (C) |
|
|
235 |
|
|
|
208 |
|
4.017%, TSFR3M + 1.635%, 10/31/2038 (C) |
|
|
3,293 |
|
|
|
2,813 |
|
3.436%, SOFRRATE + 1.632%, 02/24/2043 (C) |
|
|
300 |
|
|
|
228 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (C) |
|
|
554 |
|
|
|
412 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (C) |
|
|
515 |
|
|
|
425 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (C) |
|
|
155 |
|
|
|
126 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
50 |
|
|
|
46 |
|
Guardian Life Insurance of America |
|
|
|
|
|
|
|
|
4.875%, 06/19/2064 (A) |
|
|
855 |
|
|
|
735 |
|
Hartford Financial Services Group |
|
|
|
|
|
|
|
|
6.625%, 03/30/2040 |
|
|
295 |
|
|
|
316 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
305 |
|
|
|
349 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
6.800%, 06/01/2038 |
|
|
737 |
|
|
|
774 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.500%, 09/15/2037 |
|
$ |
850 |
|
|
$ |
895 |
|
6.332%, SOFRRATE + 2.650%, 03/09/2044 (C) |
|
|
245 |
|
|
|
258 |
|
2.804%, SOFRRATE + 1.187%, 05/24/2032 (C) |
|
|
910 |
|
|
|
752 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.950%, 06/15/2052 |
|
|
378 |
|
|
|
353 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
6.254%, SOFRRATE + 1.810%, 10/23/2034 (C) |
|
|
200 |
|
|
|
212 |
|
5.600%, 07/15/2041 |
|
|
1,176 |
|
|
|
1,213 |
|
5.336%, SOFRRATE + 1.620%, 01/23/2035 (C) |
|
|
290 |
|
|
|
288 |
|
4.260%, TSFR3M + 1.842%, 02/22/2048 (C) |
|
|
580 |
|
|
|
493 |
|
4.032%, TSFR3M + 1.722%, 07/24/2048 (C) |
|
|
515 |
|
|
|
419 |
|
3.897%, TSFR3M + 1.482%, 01/23/2049 (C) |
|
|
1,201 |
|
|
|
959 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (C) |
|
|
435 |
|
|
|
371 |
|
3.328%, SOFRRATE + 1.580%, 04/22/2052 (C) |
|
|
431 |
|
|
|
306 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (C) |
|
|
490 |
|
|
|
336 |
|
3.109%, TSFR3M + 2.460%, 04/22/2041 (C) |
|
|
440 |
|
|
|
331 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (C) |
|
|
570 |
|
|
|
495 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (C) |
|
|
1,430 |
|
|
|
1,178 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
588 |
|
|
|
559 |
|
Liberty Mutual Group |
|
|
|
|
|
|
|
|
3.951%, 10/15/2050 (A) |
|
|
128 |
|
|
|
96 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
5.700%, 09/15/2053 |
|
|
298 |
|
|
|
308 |
|
5.450%, 03/15/2053 |
|
|
390 |
|
|
|
388 |
|
4.900%, 03/15/2049 |
|
|
115 |
|
|
|
107 |
|
4.750%, 03/15/2039 |
|
|
449 |
|
|
|
425 |
|
4.350%, 01/30/2047 |
|
|
110 |
|
|
|
93 |
|
4.200%, 03/01/2048 |
|
|
505 |
|
|
|
423 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
5.672%, 12/01/2052 (A) |
|
|
236 |
|
|
|
235 |
|
3.729%, 10/15/2070 (A) |
|
|
403 |
|
|
|
273 |
|
3.375%, 04/15/2050 (A) |
|
|
277 |
|
|
|
190 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
170 |
|
|
|
140 |
|
3.650%, 06/01/2049 |
|
|
125 |
|
|
|
100 |
|
MetLife |
|
|
|
|
|
|
|
|
5.875%, 02/06/2041 |
|
|
180 |
|
|
|
188 |
|
5.250%, 01/15/2054 |
|
|
891 |
|
|
|
861 |
|
5.000%, 07/15/2052 |
|
|
490 |
|
|
|
457 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.875%, 11/13/2043 |
|
$ |
375 |
|
|
$ |
345 |
|
4.721%, 12/15/2044 |
|
|
806 |
|
|
|
720 |
|
Moody's |
|
|
|
|
|
|
|
|
4.875%, 12/17/2048 |
|
|
560 |
|
|
|
518 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (C) |
|
|
95 |
|
|
|
95 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (C) |
|
|
380 |
|
|
|
380 |
|
5.297%, SOFRRATE + 2.620%, 04/20/2037 (C) |
|
|
40 |
|
|
|
38 |
|
2.484%, SOFRRATE + 1.360%, 09/16/2036 (C) |
|
|
610 |
|
|
|
478 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
6.375%, 07/24/2042 |
|
|
430 |
|
|
|
478 |
|
3.971%, TSFR3M + 1.455%, 07/22/2038 (C) |
|
|
1,702 |
|
|
|
1,452 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (C) |
|
|
435 |
|
|
|
356 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (C) |
|
|
1,205 |
|
|
|
971 |
|
1.794%, SOFRRATE + 1.034%, 02/13/2032 (C) |
|
|
345 |
|
|
|
273 |
|
Nasdaq |
|
|
|
|
|
|
|
|
6.100%, 06/28/2063 |
|
|
130 |
|
|
|
136 |
|
5.950%, 08/15/2053 |
|
|
10 |
|
|
|
10 |
|
3.950%, 03/07/2052 |
|
|
225 |
|
|
|
171 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
4.350%, 04/30/2050 (A) |
|
|
320 |
|
|
|
253 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 (A) |
|
|
675 |
|
|
|
763 |
|
5.875%, 05/15/2033 (A) |
|
|
452 |
|
|
|
467 |
|
4.450%, 05/15/2069 (A) |
|
|
750 |
|
|
|
605 |
|
3.750%, 05/15/2050 (A) |
|
|
176 |
|
|
|
134 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (A) |
|
|
602 |
|
|
|
421 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
3.250%, 06/01/2050 |
|
|
125 |
|
|
|
87 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (C) |
|
|
295 |
|
|
|
319 |
|
6.037%, SOFRINDX + 2.140%, 10/28/2033 (C) |
|
|
540 |
|
|
|
554 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (C) |
|
|
205 |
|
|
|
206 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
3.905%, 12/07/2047 |
|
|
55 |
|
|
|
43 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
522 |
|
|
|
538 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
4.950%, 07/15/2046 |
|
|
305 |
|
|
|
280 |
|
3.750%, 04/01/2051 |
|
|
425 |
|
|
|
316 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
S&P Global |
|
|
|
|
|
|
|
|
3.250%, 12/01/2049 |
|
$ |
250 |
|
|
$ |
179 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
4.270%, 05/15/2047 (A) |
|
|
480 |
|
|
|
395 |
|
3.300%, 05/15/2050 (A) |
|
|
450 |
|
|
|
315 |
|
Travelers |
|
|
|
|
|
|
|
|
5.450%, 05/25/2053 |
|
|
305 |
|
|
|
311 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
5.867%, SOFRRATE + 2.361%, 06/08/2034 (C) |
|
|
625 |
|
|
|
625 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (C) |
|
|
725 |
|
|
|
718 |
|
5.122%, SOFRRATE + 1.852%, 01/26/2034 (C) |
|
|
360 |
|
|
|
341 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.016%, SOFRRATE + 5.020%, 11/15/2033 (A)(C) |
|
|
715 |
|
|
|
860 |
|
6.537%, SOFRRATE + 3.920%, 08/12/2033 (A)(C) |
|
|
70 |
|
|
|
73 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(C) |
|
|
255 |
|
|
|
252 |
|
4.988%, H15T1Y + 2.400%, 08/05/2033 (A)(C) |
|
|
27 |
|
|
|
26 |
|
3.091%, SOFRRATE + 1.730%, 05/14/2032 (A)(C) |
|
|
125 |
|
|
|
105 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (C) |
|
|
200 |
|
|
|
203 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (C) |
|
|
190 |
|
|
|
192 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (C) |
|
|
305 |
|
|
|
304 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (C) |
|
|
540 |
|
|
|
508 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
430 |
|
|
|
384 |
|
4.150%, 12/14/2035 |
|
|
250 |
|
|
|
235 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (C) |
|
|
360 |
|
|
|
383 |
|
5.850%, 02/01/2037 |
|
|
1,285 |
|
|
|
1,314 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (C) |
|
|
500 |
|
|
|
497 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (C) |
|
|
495 |
|
|
|
487 |
|
3.068%, SOFRRATE + 2.530%, 04/30/2041 (C) |
|
|
610 |
|
|
|
450 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (C) |
|
|
855 |
|
|
|
852 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (C) |
|
|
1,731 |
|
|
|
1,601 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.900%, 11/17/2045 |
|
$ |
275 |
|
|
$ |
244 |
|
4.650%, 11/04/2044 |
|
|
650 |
|
|
|
561 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (C) |
|
|
1,650 |
|
|
|
1,416 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
3.133%, 11/18/2041 |
|
|
230 |
|
|
|
159 |
|
2.668%, H15T5Y + 1.750%, 11/15/2035 (C) |
|
|
60 |
|
|
|
49 |
|
Willis North America |
|
|
|
|
|
|
|
|
3.875%, 09/15/2049 |
|
|
460 |
|
|
|
341 |
|
XL Group |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
587 |
|
|
|
547 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
71,062 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 8.9% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.900%, 11/30/2046 |
|
|
440 |
|
|
|
424 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
425 |
|
|
|
430 |
|
5.400%, 03/15/2054 |
|
|
308 |
|
|
|
313 |
|
5.350%, 03/15/2044 |
|
|
155 |
|
|
|
156 |
|
4.875%, 11/14/2048 |
|
|
535 |
|
|
|
506 |
|
4.850%, 06/15/2044 |
|
|
515 |
|
|
|
487 |
|
4.700%, 05/14/2045 |
|
|
444 |
|
|
|
409 |
|
4.550%, 03/15/2035 |
|
|
895 |
|
|
|
857 |
|
4.500%, 05/14/2035 |
|
|
285 |
|
|
|
272 |
|
4.450%, 05/14/2046 |
|
|
65 |
|
|
|
58 |
|
4.400%, 11/06/2042 |
|
|
2,029 |
|
|
|
1,819 |
|
4.250%, 11/21/2049 |
|
|
1,104 |
|
|
|
947 |
|
4.050%, 11/21/2039 |
|
|
335 |
|
|
|
294 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
391 |
|
|
|
336 |
|
Aetna |
|
|
|
|
|
|
|
|
4.125%, 11/15/2042 |
|
|
520 |
|
|
|
416 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
5.750%, 12/06/2052 (A) |
|
|
290 |
|
|
|
299 |
|
3.800%, 09/23/2049 (A) |
|
|
195 |
|
|
|
151 |
|
Amgen |
|
|
|
|
|
|
|
|
5.750%, 03/02/2063 |
|
|
695 |
|
|
|
695 |
|
5.650%, 03/02/2053 |
|
|
1,665 |
|
|
|
1,664 |
|
5.600%, 03/02/2043 |
|
|
395 |
|
|
|
395 |
|
4.950%, 10/01/2041 |
|
|
525 |
|
|
|
489 |
|
4.875%, 03/01/2053 |
|
|
315 |
|
|
|
283 |
|
4.400%, 05/01/2045 |
|
|
1,819 |
|
|
|
1,553 |
|
4.400%, 02/22/2062 |
|
|
125 |
|
|
|
101 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
780 |
|
|
|
879 |
|
Baxter International |
|
|
|
|
|
|
|
|
3.132%, 12/01/2051 |
|
|
315 |
|
|
|
206 |
|
BayCare Health System |
|
|
|
|
|
|
|
|
3.831%, 11/15/2050 |
|
|
180 |
|
|
|
147 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.400%, 07/15/2044 (A) |
|
$ |
1,080 |
|
|
$ |
815 |
|
3.950%, 04/15/2045 (A) |
|
|
200 |
|
|
|
138 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
4.185%, 11/15/2045 |
|
|
390 |
|
|
|
341 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
3.794%, 05/20/2050 |
|
|
335 |
|
|
|
259 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
6.400%, 11/15/2063 |
|
|
235 |
|
|
|
262 |
|
6.250%, 11/15/2053 |
|
|
145 |
|
|
|
161 |
|
5.550%, 02/22/2054 |
|
|
686 |
|
|
|
694 |
|
4.550%, 02/20/2048 |
|
|
182 |
|
|
|
160 |
|
4.250%, 10/26/2049 |
|
|
1,218 |
|
|
|
1,022 |
|
3.700%, 03/15/2052 |
|
|
270 |
|
|
|
205 |
|
3.550%, 03/15/2042 |
|
|
300 |
|
|
|
237 |
|
Children's Hospital Medical Center |
|
|
|
|
|
|
|
|
2.820%, 11/15/2050 |
|
|
450 |
|
|
|
289 |
|
Cigna Group |
|
|
|
|
|
|
|
|
5.600%, 02/15/2054 |
|
|
1,090 |
|
|
|
1,072 |
|
4.900%, 12/15/2048 |
|
|
385 |
|
|
|
346 |
|
4.800%, 07/15/2046 |
|
|
828 |
|
|
|
740 |
|
3.875%, 10/15/2047 |
|
|
1,045 |
|
|
|
803 |
|
Cleveland Clinic Foundation |
|
|
|
|
|
|
|
|
4.858%, 01/01/2114 |
|
|
72 |
|
|
|
65 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.187%, 10/01/2049 |
|
|
1,081 |
|
|
|
877 |
|
CVS Health |
|
|
|
|
|
|
|
|
6.000%, 06/01/2063 |
|
|
107 |
|
|
|
107 |
|
5.875%, 06/01/2053 |
|
|
545 |
|
|
|
543 |
|
5.125%, 07/20/2045 |
|
|
530 |
|
|
|
482 |
|
5.050%, 03/25/2048 |
|
|
2,065 |
|
|
|
1,842 |
|
4.780%, 03/25/2038 |
|
|
2,335 |
|
|
|
2,122 |
|
4.125%, 04/01/2040 |
|
|
595 |
|
|
|
489 |
|
2.700%, 08/21/2040 |
|
|
295 |
|
|
|
202 |
|
Elevance Health |
|
|
|
|
|
|
|
|
6.100%, 10/15/2052 |
|
|
230 |
|
|
|
247 |
|
5.125%, 02/15/2053 |
|
|
360 |
|
|
|
340 |
|
4.650%, 01/15/2043 |
|
|
15 |
|
|
|
13 |
|
4.375%, 12/01/2047 |
|
|
1,783 |
|
|
|
1,515 |
|
3.700%, 09/15/2049 |
|
|
715 |
|
|
|
542 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.100%, 02/09/2064 |
|
|
1,003 |
|
|
|
986 |
|
5.000%, 02/09/2054 |
|
|
390 |
|
|
|
384 |
|
4.950%, 02/27/2063 |
|
|
410 |
|
|
|
395 |
|
4.875%, 02/27/2053 |
|
|
488 |
|
|
|
472 |
|
GE HealthCare Technologies |
|
|
|
|
|
|
|
|
6.377%, 11/22/2052 |
|
|
315 |
|
|
|
350 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
5.550%, 10/15/2053 |
|
|
185 |
|
|
|
188 |
|
4.600%, 09/01/2035 |
|
|
885 |
|
|
|
840 |
|
4.500%, 02/01/2045 |
|
|
335 |
|
|
|
295 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
6.375%, 05/15/2038 |
|
$ |
250 |
|
|
$ |
280 |
|
HCA |
|
|
|
|
|
|
|
|
6.100%, 04/01/2064 |
|
|
255 |
|
|
|
252 |
|
5.500%, 06/15/2047 |
|
|
145 |
|
|
|
135 |
|
5.250%, 06/15/2049 |
|
|
225 |
|
|
|
203 |
|
4.625%, 03/15/2052 |
|
|
485 |
|
|
|
397 |
|
3.500%, 07/15/2051 |
|
|
103 |
|
|
|
69 |
|
Health Care Service, A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
3.200%, 06/01/2050 (A) |
|
|
647 |
|
|
|
439 |
|
Humana |
|
|
|
|
|
|
|
|
4.950%, 10/01/2044 |
|
|
460 |
|
|
|
415 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.400%, 01/15/2038 |
|
|
285 |
|
|
|
242 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
355 |
|
|
|
306 |
|
3.266%, 11/01/2049 |
|
|
540 |
|
|
|
397 |
|
3.002%, 06/01/2051 |
|
|
490 |
|
|
|
336 |
|
2.810%, 06/01/2041 |
|
|
624 |
|
|
|
456 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.192%, 07/01/2049 |
|
|
85 |
|
|
|
60 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.375%, 03/15/2035 |
|
|
230 |
|
|
|
217 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
250 |
|
|
|
186 |
|
Merck |
|
|
|
|
|
|
|
|
5.150%, 05/17/2063 |
|
|
230 |
|
|
|
224 |
|
5.000%, 05/17/2053 |
|
|
690 |
|
|
|
669 |
|
4.900%, 05/17/2044 |
|
|
535 |
|
|
|
514 |
|
4.150%, 05/18/2043 |
|
|
120 |
|
|
|
105 |
|
2.900%, 12/10/2061 |
|
|
365 |
|
|
|
227 |
|
2.750%, 12/10/2051 |
|
|
170 |
|
|
|
110 |
|
2.450%, 06/24/2050 |
|
|
150 |
|
|
|
92 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
179 |
|
|
|
154 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
245 |
|
|
|
199 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
330 |
|
|
|
296 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
1,260 |
|
|
|
1,214 |
|
5.300%, 05/19/2053 |
|
|
1,789 |
|
|
|
1,750 |
|
5.110%, 05/19/2043 |
|
|
1,205 |
|
|
|
1,159 |
|
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
3.744%, 10/01/2047 |
|
|
525 |
|
|
|
395 |
|
Regeneron Pharmaceuticals |
|
|
|
|
|
|
|
|
2.800%, 09/15/2050 |
|
|
150 |
|
|
|
93 |
|
Revvity |
|
|
|
|
|
|
|
|
3.625%, 03/15/2051 |
|
|
200 |
|
|
|
139 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Roche Holdings |
|
|
|
|
|
|
|
|
2.607%, 12/13/2051 (A) |
|
$ |
502 |
|
|
$ |
317 |
|
Royalty Pharma |
|
|
|
|
|
|
|
|
3.300%, 09/02/2040 |
|
|
150 |
|
|
|
110 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.795%, 11/15/2048 |
|
|
431 |
|
|
|
347 |
|
Stryker |
|
|
|
|
|
|
|
|
4.100%, 04/01/2043 |
|
|
500 |
|
|
|
423 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
3.175%, 07/09/2050 |
|
|
707 |
|
|
|
487 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
4.100%, 08/15/2047 |
|
|
140 |
|
|
|
118 |
|
2.800%, 10/15/2041 |
|
|
295 |
|
|
|
212 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.875%, 02/15/2038 |
|
|
445 |
|
|
|
517 |
|
6.625%, 11/15/2037 |
|
|
555 |
|
|
|
628 |
|
6.050%, 02/15/2063 |
|
|
185 |
|
|
|
200 |
|
5.950%, 02/15/2041 |
|
|
25 |
|
|
|
26 |
|
5.875%, 02/15/2053 |
|
|
680 |
|
|
|
728 |
|
4.950%, 05/15/2062 |
|
|
115 |
|
|
|
106 |
|
4.750%, 05/15/2052 |
|
|
789 |
|
|
|
718 |
|
4.250%, 04/15/2047 |
|
|
725 |
|
|
|
616 |
|
4.200%, 01/15/2047 |
|
|
530 |
|
|
|
449 |
|
3.700%, 08/15/2049 |
|
|
365 |
|
|
|
280 |
|
3.250%, 05/15/2051 |
|
|
395 |
|
|
|
277 |
|
3.050%, 05/15/2041 |
|
|
325 |
|
|
|
242 |
|
2.900%, 05/15/2050 |
|
|
140 |
|
|
|
93 |
|
2.750%, 05/15/2040 |
|
|
100 |
|
|
|
72 |
|
Viatris |
|
|
|
|
|
|
|
|
4.000%, 06/22/2050 |
|
|
305 |
|
|
|
208 |
|
3.850%, 06/22/2040 |
|
|
125 |
|
|
|
92 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
6.000%, 02/15/2036 |
|
|
760 |
|
|
|
813 |
|
5.950%, 04/01/2037 |
|
|
436 |
|
|
|
466 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
55,701 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 5.7% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
5.300%, 01/19/2034 |
|
|
260 |
|
|
|
251 |
|
3.850%, 10/29/2041 |
|
|
1,480 |
|
|
|
1,149 |
|
3.400%, 10/29/2033 |
|
|
130 |
|
|
|
108 |
|
3.300%, 01/30/2032 |
|
|
1,220 |
|
|
|
1,032 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.250%, 10/01/2029 |
|
|
155 |
|
|
|
138 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
3.000%, 02/01/2030 |
|
|
180 |
|
|
|
157 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
4.750%, 10/07/2044 (A) |
|
|
563 |
|
|
|
501 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
5.800%, 10/11/2041 (A) |
|
|
150 |
|
|
|
151 |
|
3.000%, 09/15/2050 (A) |
|
|
525 |
|
|
|
352 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Boeing |
|
|
|
|
|
|
|
|
5.930%, 05/01/2060 |
|
$ |
475 |
|
|
$ |
455 |
|
5.805%, 05/01/2050 |
|
|
2,779 |
|
|
|
2,678 |
|
5.705%, 05/01/2040 |
|
|
2,130 |
|
|
|
2,075 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
6.200%, 08/15/2036 |
|
|
880 |
|
|
|
958 |
|
6.150%, 05/01/2037 |
|
|
420 |
|
|
|
459 |
|
5.750%, 05/01/2040 |
|
|
95 |
|
|
|
99 |
|
4.900%, 04/01/2044 |
|
|
130 |
|
|
|
123 |
|
4.450%, 01/15/2053 |
|
|
206 |
|
|
|
181 |
|
4.400%, 03/15/2042 |
|
|
1,610 |
|
|
|
1,433 |
|
3.300%, 09/15/2051 |
|
|
390 |
|
|
|
279 |
|
3.050%, 02/15/2051 |
|
|
95 |
|
|
|
65 |
|
2.875%, 06/15/2052 |
|
|
130 |
|
|
|
85 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
6.200%, 06/01/2036 |
|
|
156 |
|
|
|
169 |
|
3.650%, 02/03/2048 |
|
|
425 |
|
|
|
337 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
860 |
|
|
|
908 |
|
4.200%, 11/15/2069 |
|
|
303 |
|
|
|
237 |
|
3.100%, 12/02/2051 |
|
|
410 |
|
|
|
279 |
|
3.000%, 12/02/2041 |
|
|
90 |
|
|
|
76 |
|
Carrier Global |
|
|
|
|
|
|
|
|
6.200%, 03/15/2054 |
|
|
95 |
|
|
|
104 |
|
3.577%, 04/05/2050 |
|
|
150 |
|
|
|
110 |
|
3.377%, 04/05/2040 |
|
|
365 |
|
|
|
282 |
|
CSX |
|
|
|
|
|
|
|
|
4.750%, 05/30/2042 |
|
|
825 |
|
|
|
763 |
|
4.750%, 11/15/2048 |
|
|
202 |
|
|
|
185 |
|
4.500%, 11/15/2052 |
|
|
160 |
|
|
|
140 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
431 |
|
|
|
354 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
738 |
|
|
|
476 |
|
FedEx |
|
|
|
|
|
|
|
|
5.100%, 01/15/2044 |
|
|
125 |
|
|
|
116 |
|
4.550%, 04/01/2046 |
|
|
100 |
|
|
|
85 |
|
4.400%, 01/15/2047 |
|
|
155 |
|
|
|
129 |
|
4.050%, 02/15/2048 |
|
|
285 |
|
|
|
224 |
|
3.900%, 02/01/2035 |
|
|
410 |
|
|
|
362 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
140 |
|
|
|
124 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
6.049%, TSFR3M + 0.742%, 08/15/2036 (C) |
|
|
450 |
|
|
|
418 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
205 |
|
|
|
205 |
|
5.250%, 03/01/2054 |
|
|
2,025 |
|
|
|
2,021 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.700%, 11/15/2054 |
|
|
180 |
|
|
|
190 |
|
5.200%, 02/15/2055 |
|
|
135 |
|
|
|
133 |
|
4.700%, 05/15/2046 |
|
|
581 |
|
|
|
535 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.600%, 03/01/2035 |
|
$ |
980 |
|
|
$ |
858 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
5.950%, 03/15/2064 |
|
|
95 |
|
|
|
100 |
|
5.100%, 08/01/2118 |
|
|
710 |
|
|
|
617 |
|
4.800%, 08/15/2043 |
|
|
493 |
|
|
|
436 |
|
4.050%, 08/15/2052 |
|
|
504 |
|
|
|
403 |
|
3.942%, 11/01/2047 |
|
|
201 |
|
|
|
159 |
|
3.700%, 03/15/2053 |
|
|
265 |
|
|
|
197 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.200%, 06/01/2054 |
|
|
545 |
|
|
|
523 |
|
5.150%, 05/01/2040 |
|
|
180 |
|
|
|
175 |
|
4.950%, 03/15/2053 |
|
|
301 |
|
|
|
278 |
|
4.750%, 06/01/2043 |
|
|
505 |
|
|
|
458 |
|
4.030%, 10/15/2047 |
|
|
270 |
|
|
|
218 |
|
3.850%, 04/15/2045 |
|
|
835 |
|
|
|
664 |
|
Parker-Hannifin MTN |
|
|
|
|
|
|
|
|
4.450%, 11/21/2044 |
|
|
380 |
|
|
|
333 |
|
RTX |
|
|
|
|
|
|
|
|
6.400%, 03/15/2054 |
|
|
645 |
|
|
|
714 |
|
5.375%, 02/27/2053 |
|
|
445 |
|
|
|
432 |
|
4.500%, 06/01/2042 |
|
|
800 |
|
|
|
699 |
|
4.350%, 04/15/2047 |
|
|
740 |
|
|
|
620 |
|
3.030%, 03/15/2052 |
|
|
785 |
|
|
|
513 |
|
2.820%, 09/01/2051 |
|
|
235 |
|
|
|
147 |
|
Snap-on |
|
|
|
|
|
|
|
|
3.100%, 05/01/2050 |
|
|
391 |
|
|
|
274 |
|
Trane Technologies Global Holding |
|
|
|
|
|
|
|
|
4.300%, 02/21/2048 |
|
|
140 |
|
|
|
120 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
538 |
|
|
|
470 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
530 |
|
|
|
403 |
|
3.799%, 04/06/2071 |
|
|
652 |
|
|
|
478 |
|
3.500%, 02/14/2053 |
|
|
280 |
|
|
|
208 |
|
3.375%, 02/14/2042 |
|
|
85 |
|
|
|
67 |
|
3.250%, 02/05/2050 |
|
|
720 |
|
|
|
518 |
|
2.973%, 09/16/2062 |
|
|
308 |
|
|
|
192 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
120 |
|
|
|
98 |
|
United Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
|
615 |
|
|
|
623 |
|
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
4.150%, 08/25/2031 |
|
|
187 |
|
|
|
173 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.050%, 03/03/2053 |
|
|
495 |
|
|
|
481 |
|
Verisk Analytics |
|
|
|
|
|
|
|
|
3.625%, 05/15/2050 |
|
|
580 |
|
|
|
426 |
|
Waste Management |
|
|
|
|
|
|
|
|
3.900%, 03/01/2035 |
|
|
340 |
|
|
|
299 |
|
2.950%, 06/01/2041 |
|
|
260 |
|
|
|
193 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
WW Grainger |
|
|
|
|
|
|
|
|
4.600%, 06/15/2045 |
|
$ |
320 |
|
|
$ |
293 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,551 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 3.7% |
|
|
|
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
295 |
|
|
|
197 |
|
2.800%, 10/01/2041 |
|
|
315 |
|
|
|
224 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
679 |
|
|
|
642 |
|
4.375%, 05/13/2045 |
|
|
1,050 |
|
|
|
959 |
|
3.850%, 05/04/2043 |
|
|
50 |
|
|
|
43 |
|
3.750%, 09/12/2047 |
|
|
150 |
|
|
|
122 |
|
3.450%, 02/09/2045 |
|
|
615 |
|
|
|
488 |
|
2.800%, 02/08/2061 |
|
|
575 |
|
|
|
365 |
|
2.650%, 02/08/2051 |
|
|
90 |
|
|
|
58 |
|
2.375%, 02/08/2041 |
|
|
330 |
|
|
|
232 |
|
Applied Materials |
|
|
|
|
|
|
|
|
4.350%, 04/01/2047 |
|
|
150 |
|
|
|
133 |
|
Broadcom |
|
|
|
|
|
|
|
|
3.750%, 02/15/2051 (A) |
|
|
620 |
|
|
|
464 |
|
3.500%, 02/15/2041 (A) |
|
|
460 |
|
|
|
352 |
|
3.187%, 11/15/2036 (A) |
|
|
30 |
|
|
|
24 |
|
3.137%, 11/15/2035 (A) |
|
|
740 |
|
|
|
587 |
|
2.600%, 02/15/2033 (A) |
|
|
120 |
|
|
|
96 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
331 |
|
|
|
355 |
|
5.300%, 02/26/2054 |
|
|
1,698 |
|
|
|
1,719 |
|
Corning |
|
|
|
|
|
|
|
|
5.850%, 11/15/2068 |
|
|
159 |
|
|
|
155 |
|
5.450%, 11/15/2079 |
|
|
355 |
|
|
|
329 |
|
IBM International Capital Pte |
|
|
|
|
|
|
|
|
5.300%, 02/05/2054 |
|
|
200 |
|
|
|
192 |
|
Intel |
|
|
|
|
|
|
|
|
5.900%, 02/10/2063 |
|
|
255 |
|
|
|
266 |
|
5.700%, 02/10/2053 |
|
|
455 |
|
|
|
461 |
|
5.625%, 02/10/2043 |
|
|
70 |
|
|
|
71 |
|
5.050%, 08/05/2062 |
|
|
165 |
|
|
|
152 |
|
4.900%, 08/05/2052 |
|
|
720 |
|
|
|
662 |
|
4.750%, 03/25/2050 |
|
|
165 |
|
|
|
147 |
|
3.734%, 12/08/2047 |
|
|
1,260 |
|
|
|
958 |
|
3.250%, 11/15/2049 |
|
|
365 |
|
|
|
253 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
295 |
|
|
|
303 |
|
KLA |
|
|
|
|
|
|
|
|
5.000%, 03/15/2049 |
|
|
317 |
|
|
|
302 |
|
4.950%, 07/15/2052 |
|
|
235 |
|
|
|
223 |
|
Lam Research |
|
|
|
|
|
|
|
|
2.875%, 06/15/2050 |
|
|
112 |
|
|
|
76 |
|
Microsoft |
|
|
|
|
|
|
|
|
4.500%, 06/15/2047 (A) |
|
|
235 |
|
|
|
219 |
|
2.921%, 03/17/2052 |
|
|
2,218 |
|
|
|
1,534 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.675%, 06/01/2060 |
|
$ |
415 |
|
|
$ |
262 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.500%, 04/01/2040 |
|
|
220 |
|
|
|
184 |
|
NXP BV / NXP FUNDING LLC / NXP USA |
|
|
|
|
|
|
|
|
3.250%, 05/11/2041 |
|
|
500 |
|
|
|
368 |
|
Oracle |
|
|
|
|
|
|
|
|
6.900%, 11/09/2052 |
|
|
805 |
|
|
|
907 |
|
4.375%, 05/15/2055 |
|
|
875 |
|
|
|
687 |
|
4.300%, 07/08/2034 |
|
|
565 |
|
|
|
513 |
|
4.125%, 05/15/2045 |
|
|
1,330 |
|
|
|
1,054 |
|
4.000%, 07/15/2046 |
|
|
1,085 |
|
|
|
834 |
|
4.000%, 11/15/2047 |
|
|
1,159 |
|
|
|
888 |
|
3.950%, 03/25/2051 |
|
|
220 |
|
|
|
164 |
|
3.800%, 11/15/2037 |
|
|
1,320 |
|
|
|
1,087 |
|
3.650%, 03/25/2041 |
|
|
970 |
|
|
|
746 |
|
Salesforce |
|
|
|
|
|
|
|
|
3.050%, 07/15/2061 |
|
|
215 |
|
|
|
138 |
|
2.900%, 07/15/2051 |
|
|
540 |
|
|
|
359 |
|
2.700%, 07/15/2041 |
|
|
80 |
|
|
|
57 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
550 |
|
|
|
545 |
|
5.050%, 05/18/2063 |
|
|
627 |
|
|
|
599 |
|
5.000%, 03/14/2053 |
|
|
285 |
|
|
|
277 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,032 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.8% |
|
|
|
|
Anglo American Capital PLC |
|
|
|
|
|
|
|
|
4.750%, 03/16/2052 (A) |
|
|
381 |
|
|
|
320 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.250%, 09/08/2033 |
|
|
165 |
|
|
|
166 |
|
5.000%, 09/30/2043 |
|
|
360 |
|
|
|
344 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
6.900%, 05/15/2053 |
|
|
120 |
|
|
|
138 |
|
4.375%, 11/15/2042 |
|
|
195 |
|
|
|
164 |
|
3.600%, 11/15/2050 |
|
|
220 |
|
|
|
160 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
5.319%, 11/15/2038 |
|
|
1,100 |
|
|
|
1,087 |
|
FMC |
|
|
|
|
|
|
|
|
4.500%, 10/01/2049 |
|
|
280 |
|
|
|
208 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
240 |
|
|
|
224 |
|
Glencore Finance Canada |
|
|
|
|
|
|
|
|
6.000%, 11/15/2041 (A) |
|
|
476 |
|
|
|
473 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
635 |
|
|
|
534 |
|
3.468%, 12/01/2050 (A) |
|
|
1,400 |
|
|
|
922 |
|
3.268%, 11/15/2040 (A) |
|
|
765 |
|
|
|
536 |
|
LYB International Finance III LLC |
|
|
|
|
|
|
|
|
4.200%, 05/01/2050 |
|
|
45 |
|
|
|
35 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,311 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Real Estate — 1.6% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.600%, 06/15/2033 |
|
$ |
150 |
|
|
$ |
116 |
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
5.625%, 05/15/2054 |
|
|
215 |
|
|
|
207 |
|
5.150%, 04/15/2053 |
|
|
305 |
|
|
|
276 |
|
4.850%, 04/15/2049 |
|
|
310 |
|
|
|
270 |
|
3.550%, 03/15/2052 |
|
|
690 |
|
|
|
479 |
|
American Homes 4 Rent LP |
|
|
|
|
|
|
|
|
4.300%, 04/15/2052 |
|
|
430 |
|
|
|
334 |
|
3.375%, 07/15/2051 |
|
|
175 |
|
|
|
115 |
|
American Tower |
|
|
|
|
|
|
|
|
3.100%, 06/15/2050 |
|
|
840 |
|
|
|
550 |
|
Boston Properties |
|
|
|
|
|
|
|
|
2.450%, 10/01/2033 |
|
|
130 |
|
|
|
96 |
|
Crown Castle |
|
|
|
|
|
|
|
|
5.200%, 02/15/2049 |
|
|
90 |
|
|
|
81 |
|
2.900%, 04/01/2041 |
|
|
779 |
|
|
|
541 |
|
Equinix |
|
|
|
|
|
|
|
|
2.950%, 09/15/2051 |
|
|
505 |
|
|
|
321 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
5.400%, 02/01/2034 |
|
|
235 |
|
|
|
230 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
6.750%, 12/01/2033 |
|
|
160 |
|
|
|
166 |
|
3.250%, 01/15/2032 |
|
|
445 |
|
|
|
369 |
|
Invitation Homes Operating Partnership LP |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
285 |
|
|
|
281 |
|
2.700%, 01/15/2034 |
|
|
190 |
|
|
|
148 |
|
Kilroy Realty LP |
|
|
|
|
|
|
|
|
2.650%, 11/15/2033 |
|
|
215 |
|
|
|
157 |
|
Kimco Realty |
|
|
|
|
|
|
|
|
4.250%, 04/01/2045 |
|
|
110 |
|
|
|
86 |
|
NNN REIT |
|
|
|
|
|
|
|
|
4.800%, 10/15/2048 |
|
|
335 |
|
|
|
288 |
|
3.000%, 04/15/2052 |
|
|
395 |
|
|
|
252 |
|
Prologis |
|
|
|
|
|
|
|
|
5.250%, 06/15/2053 |
|
|
210 |
|
|
|
203 |
|
5.250%, 03/15/2054 |
|
|
110 |
|
|
|
106 |
|
Realty Income |
|
|
|
|
|
|
|
|
3.200%, 02/15/2031 |
|
|
590 |
|
|
|
516 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
4.650%, 03/15/2049 |
|
|
370 |
|
|
|
314 |
|
4.400%, 02/01/2047 |
|
|
170 |
|
|
|
136 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
634 |
|
|
|
696 |
|
6.650%, 01/15/2054 |
|
|
175 |
|
|
|
197 |
|
5.850%, 03/08/2053 |
|
|
732 |
|
|
|
741 |
|
4.250%, 11/30/2046 |
|
|
50 |
|
|
|
41 |
|
3.800%, 07/15/2050 |
|
|
70 |
|
|
|
53 |
|
3.250%, 09/13/2049 |
|
|
345 |
|
|
|
239 |
|
Sun Communities Operating |
|
|
|
|
|
|
|
|
5.700%, 01/15/2033 |
|
|
130 |
|
|
|
128 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.200%, 04/15/2032 |
|
$ |
430 |
|
|
$ |
382 |
|
2.700%, 07/15/2031 |
|
|
25 |
|
|
|
20 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.750%, 02/01/2027 (A) |
|
|
35 |
|
|
|
35 |
|
5.625%, 05/15/2052 |
|
|
1,035 |
|
|
|
937 |
|
Weyerhaeuser |
|
|
|
|
|
|
|
|
4.000%, 03/09/2052 |
|
|
200 |
|
|
|
157 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,264 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 9.9% |
|
|
|
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
3.800%, 06/15/2049 |
|
|
270 |
|
|
|
208 |
|
3.650%, 04/01/2050 |
|
|
600 |
|
|
|
451 |
|
AES |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
130 |
|
|
|
106 |
|
Alabama Power |
|
|
|
|
|
|
|
|
4.300%, 07/15/2048 |
|
|
475 |
|
|
|
398 |
|
4.150%, 08/15/2044 |
|
|
395 |
|
|
|
329 |
|
3.700%, 12/01/2047 |
|
|
861 |
|
|
|
653 |
|
American Water Capital |
|
|
|
|
|
|
|
|
4.150%, 06/01/2049 |
|
|
95 |
|
|
|
79 |
|
3.450%, 05/01/2050 |
|
|
495 |
|
|
|
362 |
|
Appalachian Power |
|
|
|
|
|
|
|
|
4.450%, 06/01/2045 |
|
|
650 |
|
|
|
535 |
|
Arizona Public Service |
|
|
|
|
|
|
|
|
3.350%, 05/15/2050 |
|
|
1,045 |
|
|
|
713 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
4.550%, 06/01/2052 |
|
|
200 |
|
|
|
174 |
|
2.900%, 06/15/2050 |
|
|
300 |
|
|
|
195 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
6.125%, 04/01/2036 |
|
|
3,261 |
|
|
|
3,443 |
|
4.600%, 05/01/2053 |
|
|
115 |
|
|
|
98 |
|
4.250%, 10/15/2050 |
|
|
60 |
|
|
|
49 |
|
Black Hills |
|
|
|
|
|
|
|
|
4.200%, 09/15/2046 |
|
|
500 |
|
|
|
389 |
|
Boston Gas |
|
|
|
|
|
|
|
|
6.119%, 07/20/2053 (A) |
|
|
245 |
|
|
|
247 |
|
Brooklyn Union Gas |
|
|
|
|
|
|
|
|
4.273%, 03/15/2048 (A) |
|
|
355 |
|
|
|
269 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
3.600%, 03/01/2052 |
|
|
130 |
|
|
|
98 |
|
Cleco Power |
|
|
|
|
|
|
|
|
6.000%, 12/01/2040 |
|
|
310 |
|
|
|
314 |
|
CMS Energy |
|
|
|
|
|
|
|
|
4.875%, 03/01/2044 |
|
|
677 |
|
|
|
622 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
4.350%, 11/15/2045 |
|
|
1,265 |
|
|
|
1,076 |
|
3.850%, 03/15/2052 |
|
|
270 |
|
|
|
208 |
|
3.700%, 03/01/2045 |
|
|
600 |
|
|
|
468 |
|
3.200%, 11/15/2049 |
|
|
300 |
|
|
|
206 |
|
Connecticut Light and Power |
|
|
|
|
|
|
|
|
4.000%, 04/01/2048 |
|
|
305 |
|
|
|
248 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
6.750%, 04/01/2038 |
|
$ |
275 |
|
|
$ |
306 |
|
6.300%, 08/15/2037 |
|
|
865 |
|
|
|
925 |
|
6.150%, 11/15/2052 |
|
|
165 |
|
|
|
179 |
|
3.850%, 06/15/2046 |
|
|
500 |
|
|
|
393 |
|
3.700%, 11/15/2059 |
|
|
600 |
|
|
|
428 |
|
Constellation Energy Generation LLC |
|
|
|
|
|
|
|
|
6.250%, 10/01/2039 |
|
|
703 |
|
|
|
725 |
|
5.750%, 10/01/2041 |
|
|
319 |
|
|
|
312 |
|
5.600%, 06/15/2042 |
|
|
515 |
|
|
|
502 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
3.100%, 08/15/2050 |
|
|
250 |
|
|
|
173 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
5.250%, 08/01/2033 |
|
|
680 |
|
|
|
669 |
|
4.900%, 08/01/2041 |
|
|
1,125 |
|
|
|
1,008 |
|
4.850%, 08/15/2052 |
|
|
100 |
|
|
|
88 |
|
3.300%, 04/15/2041 |
|
|
390 |
|
|
|
287 |
|
DTE Electric |
|
|
|
|
|
|
|
|
5.400%, 04/01/2053 |
|
|
45 |
|
|
|
44 |
|
4.050%, 05/15/2048 |
|
|
340 |
|
|
|
278 |
|
Duke Energy |
|
|
|
|
|
|
|
|
5.000%, 08/15/2052 |
|
|
598 |
|
|
|
533 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
6.100%, 06/01/2037 |
|
|
1,120 |
|
|
|
1,170 |
|
6.000%, 01/15/2038 |
|
|
614 |
|
|
|
644 |
|
5.400%, 01/15/2054 |
|
|
335 |
|
|
|
326 |
|
5.350%, 01/15/2053 |
|
|
327 |
|
|
|
320 |
|
5.300%, 02/15/2040 |
|
|
700 |
|
|
|
687 |
|
4.250%, 12/15/2041 |
|
|
850 |
|
|
|
720 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
6.400%, 06/15/2038 |
|
|
210 |
|
|
|
227 |
|
6.350%, 09/15/2037 |
|
|
300 |
|
|
|
321 |
|
6.200%, 11/15/2053 |
|
|
281 |
|
|
|
305 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.350%, 08/15/2038 |
|
|
160 |
|
|
|
171 |
|
4.900%, 07/15/2043 |
|
|
450 |
|
|
|
415 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.375%, 03/30/2044 |
|
|
1,560 |
|
|
|
1,333 |
|
Elm Road Generating Station Supercritical |
|
|
|
|
|
|
|
|
5.848%, 01/19/2041 (A) |
|
|
2,007 |
|
|
|
1,796 |
|
Entergy |
|
|
|
|
|
|
|
|
3.750%, 06/15/2050 |
|
|
114 |
|
|
|
82 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
4.750%, 09/15/2052 |
|
|
95 |
|
|
|
83 |
|
4.200%, 04/01/2050 |
|
|
495 |
|
|
|
400 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
5.000%, 09/15/2052 |
|
|
130 |
|
|
|
118 |
|
3.550%, 09/30/2049 |
|
|
295 |
|
|
|
213 |
|
Essential Utilities |
|
|
|
|
|
|
|
|
5.300%, 05/01/2052 |
|
|
370 |
|
|
|
345 |
|
4.276%, 05/01/2049 |
|
|
195 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Exelon |
|
|
|
|
|
|
|
|
4.950%, 06/15/2035 |
|
$ |
975 |
|
|
$ |
914 |
|
FirstEnergy Transmission LLC |
|
|
|
|
|
|
|
|
5.450%, 07/15/2044 (A) |
|
|
170 |
|
|
|
160 |
|
4.550%, 04/01/2049 (A) |
|
|
95 |
|
|
|
79 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
|
720 |
|
|
|
774 |
|
5.690%, 03/01/2040 |
|
|
656 |
|
|
|
671 |
|
5.400%, 09/01/2035 |
|
|
2,315 |
|
|
|
2,351 |
|
3.150%, 10/01/2049 |
|
|
130 |
|
|
|
90 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
5.625%, 04/01/2053 |
|
|
220 |
|
|
|
220 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
6.050%, 10/01/2036 (A) |
|
|
691 |
|
|
|
704 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
3.100%, 11/30/2051 |
|
|
430 |
|
|
|
275 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
6.400%, 05/15/2036 |
|
|
1,225 |
|
|
|
1,273 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.819%, 04/01/2041 (A) |
|
|
710 |
|
|
|
672 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
5.850%, 09/15/2054 |
|
|
250 |
|
|
|
263 |
|
5.300%, 02/01/2055 |
|
|
204 |
|
|
|
199 |
|
4.800%, 09/15/2043 |
|
|
325 |
|
|
|
297 |
|
4.250%, 07/15/2049 |
|
|
500 |
|
|
|
421 |
|
MidAmerican Energy MTN |
|
|
|
|
|
|
|
|
5.800%, 10/15/2036 |
|
|
275 |
|
|
|
283 |
|
Narragansett Electric |
|
|
|
|
|
|
|
|
4.170%, 12/10/2042 (A) |
|
|
1,320 |
|
|
|
1,044 |
|
Nevada Power |
|
|
|
|
|
|
|
|
6.000%, 03/15/2054 |
|
|
250 |
|
|
|
262 |
|
New England Power |
|
|
|
|
|
|
|
|
5.936%, 11/25/2052 (A) |
|
|
260 |
|
|
|
264 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
3.025%, 06/27/2050 (A) |
|
|
300 |
|
|
|
187 |
|
Northern States Power |
|
|
|
|
|
|
|
|
5.350%, 11/01/2039 |
|
|
935 |
|
|
|
922 |
|
5.100%, 05/15/2053 |
|
|
630 |
|
|
|
603 |
|
3.600%, 09/15/2047 |
|
|
200 |
|
|
|
152 |
|
3.400%, 08/15/2042 |
|
|
310 |
|
|
|
235 |
|
3.200%, 04/01/2052 |
|
|
95 |
|
|
|
65 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
4.550%, 06/01/2052 |
|
|
303 |
|
|
|
263 |
|
4.400%, 03/01/2044 |
|
|
405 |
|
|
|
349 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.250%, 09/01/2050 |
|
|
771 |
|
|
|
714 |
|
5.050%, 10/01/2048 |
|
|
575 |
|
|
|
507 |
|
4.500%, 04/01/2047 |
|
|
265 |
|
|
|
216 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
5.350%, 10/01/2052 |
|
|
395 |
|
|
|
392 |
|
5.300%, 06/01/2042 |
|
|
235 |
|
|
|
237 |
|
5.250%, 09/30/2040 |
|
|
425 |
|
|
|
422 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.950%, 09/15/2052 |
|
$ |
285 |
|
|
$ |
265 |
|
2.700%, 11/15/2051 |
|
|
250 |
|
|
|
155 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.750%, 01/15/2053 |
|
|
728 |
|
|
|
779 |
|
6.700%, 04/01/2053 |
|
|
160 |
|
|
|
171 |
|
5.250%, 03/01/2052 |
|
|
450 |
|
|
|
399 |
|
4.950%, 07/01/2050 |
|
|
140 |
|
|
|
119 |
|
4.500%, 07/01/2040 |
|
|
420 |
|
|
|
352 |
|
4.200%, 06/01/2041 |
|
|
185 |
|
|
|
145 |
|
3.500%, 08/01/2050 |
|
|
95 |
|
|
|
64 |
|
3.300%, 08/01/2040 |
|
|
130 |
|
|
|
94 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.000%, 01/15/2039 |
|
|
587 |
|
|
|
604 |
|
5.800%, 01/15/2055 |
|
|
546 |
|
|
|
527 |
|
5.500%, 05/15/2054 |
|
|
496 |
|
|
|
463 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.375%, 08/15/2052 |
|
|
150 |
|
|
|
128 |
|
3.900%, 03/01/2048 |
|
|
600 |
|
|
|
482 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
4.650%, 08/01/2043 |
|
|
330 |
|
|
|
284 |
|
Potomac Electric Power |
|
|
|
|
|
|
|
|
5.500%, 03/15/2054 |
|
|
100 |
|
|
|
99 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
320 |
|
|
|
268 |
|
4.125%, 06/15/2044 |
|
|
830 |
|
|
|
695 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
4.050%, 05/01/2048 |
|
|
245 |
|
|
|
204 |
|
3.650%, 09/01/2042 |
|
|
540 |
|
|
|
426 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.250%, 09/01/2037 |
|
|
445 |
|
|
|
471 |
|
4.500%, 06/01/2052 |
|
|
100 |
|
|
|
84 |
|
4.100%, 06/15/2048 |
|
|
280 |
|
|
|
223 |
|
4.050%, 09/15/2049 |
|
|
98 |
|
|
|
76 |
|
Puget Sound Energy |
|
|
|
|
|
|
|
|
4.223%, 06/15/2048 |
|
|
680 |
|
|
|
547 |
|
2.893%, 09/15/2051 |
|
|
190 |
|
|
|
121 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
3.320%, 04/15/2050 |
|
|
70 |
|
|
|
49 |
|
Sempra |
|
|
|
|
|
|
|
|
6.000%, 10/15/2039 |
|
|
865 |
|
|
|
875 |
|
3.800%, 02/01/2038 |
|
|
240 |
|
|
|
197 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
6.050%, 03/15/2039 |
|
|
370 |
|
|
|
381 |
|
3.900%, 03/15/2043 |
|
|
245 |
|
|
|
194 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
6.350%, 11/15/2052 |
|
|
270 |
|
|
|
297 |
|
5.750%, 06/01/2053 |
|
|
330 |
|
|
|
334 |
|
3.750%, 09/15/2042 |
|
|
405 |
|
|
|
319 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
5.875%, 03/15/2041 |
|
|
753 |
|
|
|
752 |
|
4.400%, 06/01/2043 |
|
|
645 |
|
|
|
534 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Southwestern Electric Power |
|
|
|
|
|
|
|
|
6.200%, 03/15/2040 |
|
$ |
990 |
|
|
$ |
1,021 |
|
3.250%, 11/01/2051 |
|
|
250 |
|
|
|
164 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
4.400%, 11/15/2048 |
|
|
385 |
|
|
|
307 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
4.300%, 06/15/2048 |
|
|
665 |
|
|
|
546 |
|
Tucson Electric Power |
|
|
|
|
|
|
|
|
3.250%, 05/01/2051 |
|
|
760 |
|
|
|
510 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
5.450%, 04/01/2053 |
|
|
320 |
|
|
|
313 |
|
5.350%, 01/15/2054 |
|
|
394 |
|
|
|
379 |
|
4.600%, 12/01/2048 |
|
|
400 |
|
|
|
348 |
|
4.450%, 02/15/2044 |
|
|
750 |
|
|
|
645 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
3.300%, 09/01/2049 |
|
|
175 |
|
|
|
123 |
|
2.850%, 12/01/2051 |
|
|
500 |
|
|
|
315 |
|
Xcel Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2041 |
|
|
50 |
|
|
|
43 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61,993 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $430,782) ($ Thousands) |
|
|
|
|
|
|
384,552 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 30.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.355%, 05/16/2024 (D) |
|
|
905 |
|
|
|
895 |
|
5.307%, 04/16/2024 (D) |
|
|
1,250 |
|
|
|
1,241 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
18,225 |
|
|
|
18,755 |
|
4.750%, 11/15/2053 |
|
|
10,751 |
|
|
|
11,438 |
|
4.610%, 11/15/2042 (D) |
|
|
2,225 |
|
|
|
922 |
|
4.500%, 02/15/2044 |
|
|
3,465 |
|
|
|
3,464 |
|
4.375%, 08/15/2043 |
|
|
7,152 |
|
|
|
7,002 |
|
4.259%, 05/15/2050 (D) |
|
|
8,435 |
|
|
|
2,683 |
|
4.250%, 02/15/2054 |
|
|
24,752 |
|
|
|
24,288 |
|
4.125%, 08/15/2053 |
|
|
7,146 |
|
|
|
6,841 |
|
4.000%, 11/15/2052 |
|
|
670 |
|
|
|
627 |
|
3.875%, 05/15/2043 |
|
|
8,680 |
|
|
|
7,937 |
|
3.750%, 08/15/2041 |
|
|
1,155 |
|
|
|
1,054 |
|
3.750%, 11/15/2043 |
|
|
1,295 |
|
|
|
1,161 |
|
3.689%, 11/15/2047 (D) |
|
|
3,900 |
|
|
|
1,350 |
|
3.625%, 08/15/2043 |
|
|
1,537 |
|
|
|
1,355 |
|
3.625%, 02/15/2044 |
|
|
2,116 |
|
|
|
1,860 |
|
3.625%, 02/15/2053 |
|
|
1,840 |
|
|
|
1,609 |
|
3.625%, 05/15/2053 |
|
|
4,025 |
|
|
|
3,522 |
|
3.506%, 08/15/2043 (D) |
|
|
9,912 |
|
|
|
4,114 |
|
3.375%, 08/15/2042 |
|
|
4,562 |
|
|
|
3,902 |
|
3.375%, 11/15/2048 |
|
|
1,775 |
|
|
|
1,475 |
|
3.125%, 11/15/2041 |
|
|
1,825 |
|
|
|
1,519 |
|
3.125%, 02/15/2043 |
|
|
2,175 |
|
|
|
1,785 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
3.125%, 08/15/2044 |
|
$ |
3,015 |
|
|
$ |
2,446 |
|
3.000%, 11/15/2044 |
|
|
8,175 |
|
|
|
6,484 |
|
3.000%, 08/15/2052 |
|
|
10,142 |
|
|
|
7,841 |
|
2.875%, 11/15/2046 |
|
|
2,740 |
|
|
|
2,096 |
|
2.875%, 05/15/2052 |
|
|
17,750 |
|
|
|
13,365 |
|
2.750%, 08/15/2042 |
|
|
1,180 |
|
|
|
918 |
|
2.750%, 11/15/2042 |
|
|
1,075 |
|
|
|
833 |
|
2.750%, 11/15/2047 |
|
|
840 |
|
|
|
623 |
|
2.500%, 05/15/2046 |
|
|
870 |
|
|
|
623 |
|
2.422%, 08/15/2045 (D) |
|
|
5,320 |
|
|
|
2,024 |
|
2.375%, 11/15/2049 |
|
|
970 |
|
|
|
660 |
|
2.375%, 05/15/2051 |
|
|
3,420 |
|
|
|
2,308 |
|
2.250%, 08/15/2046 |
|
|
2,580 |
|
|
|
1,752 |
|
2.250%, 02/15/2052 |
|
|
4,209 |
|
|
|
2,753 |
|
2.000%, 11/15/2041 |
|
|
23,920 |
|
|
|
16,561 |
|
2.000%, 08/15/2051 |
|
|
3,980 |
|
|
|
2,451 |
|
1.875%, 11/15/2051 |
|
|
4,740 |
|
|
|
2,824 |
|
1.750%, 08/15/2041 |
|
|
11,805 |
|
|
|
7,862 |
|
1.375%, 11/15/2040 |
|
|
625 |
|
|
|
397 |
|
1.375%, 08/15/2050 |
|
|
5,535 |
|
|
|
2,905 |
|
1.125%, 08/15/2040 |
|
|
1,140 |
|
|
|
696 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.500%, 11/15/2033 |
|
|
155 |
|
|
|
158 |
|
4.000%, 02/15/2034 |
|
|
3,216 |
|
|
|
3,153 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $209,437) ($ Thousands) |
|
|
192,532 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 2.8% |
California — 1.7% |
|
|
|
|
Bay Area, Toll Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.263%, 04/01/2049 |
|
|
600 |
|
|
|
684 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.500%, 04/01/2034 |
|
|
1,385 |
|
|
|
1,629 |
|
7.350%, 11/01/2039 |
|
|
1,075 |
|
|
|
1,264 |
|
California State, GO |
|
|
|
|
|
|
|
|
5.875%, 10/01/2041 |
|
|
510 |
|
|
|
526 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
125 |
|
|
|
100 |
|
Los Angeles, Community College District, Build America Project, GO |
|
|
|
|
|
|
|
|
6.750%, 08/01/2049 |
|
|
590 |
|
|
|
702 |
|
Los Angeles, Department of Airports, RB |
|
|
|
|
|
|
|
|
6.582%, 05/15/2039 |
|
|
250 |
|
|
|
271 |
|
Los Angeles, Unified School District, Build America Project, Ser RY, GO |
|
|
|
|
|
|
|
|
6.758%, 07/01/2034 |
|
|
1,251 |
|
|
|
1,375 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Regents of the University of California Medical Center, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
$ |
790 |
|
|
$ |
538 |
|
Riverside County, Pension Obligation, RB |
|
|
|
|
|
|
|
|
3.818%, 02/15/2038 |
|
|
345 |
|
|
|
317 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
1,235 |
|
|
|
1,302 |
|
University of California Regents, Build America Project, Ser H, RB |
|
|
|
|
|
|
|
|
6.548%, 05/15/2048 |
|
|
605 |
|
|
|
687 |
|
University of California, Ser AD, RB |
|
|
|
|
|
|
|
|
4.858%, 05/15/2112 |
|
|
635 |
|
|
|
581 |
|
University of California, Ser AP, RB |
|
|
|
|
|
|
|
|
3.931%, 05/15/2045 |
|
|
475 |
|
|
|
433 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,409 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.637%, 04/01/2057 |
|
|
597 |
|
|
|
673 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.2% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
1,005 |
|
|
|
1,060 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.0% |
|
|
|
|
Massachusetts State, School Building Authority, Sub-Ser B, RB |
|
|
|
|
|
|
|
|
3.395%, 10/15/2040 |
|
|
240 |
|
|
|
198 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.0% |
|
|
|
|
Michigan State University, Ser A, RB |
|
|
|
|
|
|
|
|
4.165%, 08/15/2122 |
|
|
165 |
|
|
|
130 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Missouri — 0.1% |
|
|
|
|
Missouri State, Joint Municipal Electric Utility Commission, Build America Project, Ser A, RB |
|
|
|
|
|
|
|
|
6.890%, 01/01/2042 |
|
|
600 |
|
|
|
668 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.0% |
|
|
|
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.414%, 01/01/2040 |
|
|
60 |
|
|
|
72 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.4% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
350 |
|
|
|
312 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.572%, 11/01/2038 |
|
$ |
840 |
|
|
$ |
864 |
|
5.508%, 08/01/2037 |
|
|
250 |
|
|
|
255 |
|
New York State, Urban Development, Build America Project, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
1,100 |
|
|
|
1,121 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,552 |
|
| |
|
|
|
|
|
|
|
|
Texas — 0.3% |
|
|
|
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
530 |
|
|
|
531 |
|
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
490 |
|
|
|
573 |
|
Texas State, Private Activity Bond Surface Transportation, RB |
|
|
|
|
|
|
|
|
3.922%, 12/31/2049 |
|
|
355 |
|
|
|
290 |
|
University of Texas, Build America Project, RB |
|
|
|
|
|
|
|
|
5.262%, 07/01/2039 |
|
|
575 |
|
|
|
587 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,981 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $19,069) ($ Thousands) |
|
|
|
|
|
|
17,743 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.9% |
| |
|
|
|
|
|
|
|
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.330%, 01/05/2054 |
|
|
240 |
|
|
|
229 |
|
4.340%, 03/07/2042 |
|
|
235 |
|
|
|
203 |
|
3.860%, 06/21/2047 |
|
|
50 |
|
|
|
39 |
|
3.100%, 01/22/2061 |
|
|
35 |
|
|
|
22 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
5.450%, 09/20/2052 |
|
|
160 |
|
|
|
159 |
|
5.100%, 02/10/2054 |
|
|
270 |
|
|
|
258 |
|
4.350%, 01/11/2048 |
|
|
40 |
|
|
|
34 |
|
3.700%, 10/30/2049 |
|
|
35 |
|
|
|
27 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/03/2050 |
|
|
180 |
|
|
|
132 |
|
3.375%, 01/15/2050 |
|
|
490 |
|
|
|
328 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.400%, 05/07/2054 |
|
|
1,033 |
|
|
|
1,016 |
|
6.350%, 02/09/2035 |
|
|
120 |
|
|
|
123 |
|
6.338%, 05/04/2053 |
|
|
665 |
|
|
|
648 |
|
5.750%, 10/12/2110 |
|
|
239 |
|
|
|
205 |
|
5.000%, 04/27/2051 |
|
|
1,090 |
|
|
|
904 |
|
4.400%, 02/12/2052 |
|
|
590 |
|
|
|
444 |
|
4.280%, 08/14/2041 |
|
|
229 |
|
|
|
181 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Minera Mexico |
|
|
|
|
|
|
|
|
4.500%, 01/26/2050(A) |
|
$ |
240 |
|
|
$ |
185 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
6.853%, 03/28/2054 |
|
|
80 |
|
|
|
70 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
3.550%, 06/09/2051(A) |
|
|
110 |
|
|
|
81 |
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
5.950%, 10/13/2047 |
|
|
90 |
|
|
|
95 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 04/04/2053 |
|
|
305 |
|
|
|
304 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
5.100%, 06/18/2050 |
|
|
240 |
|
|
|
229 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $6,430) ($ Thousands) |
|
|
5,916 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.7% |
Tennessee Valley Authority |
|
|
|
|
|
|
|
|
5.250%, 09/15/2039 |
|
|
2,615 |
|
|
|
2,707 |
|
Tennessee Valley Authority, PO |
|
|
|
|
|
|
|
|
0.000%, 01/15/2038(B) |
|
|
3,700 |
|
|
|
1,820 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $4,992) ($ Thousands) |
|
|
4,527 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 0.2% |
Agency Mortgage-Backed Obligations — 0.2% |
|
|
|
|
FHLMC REMIC CMO, Ser 2004-2733, Cl ME |
|
|
|
|
|
|
|
|
5.000%, 01/15/2034 |
|
|
37 |
|
|
|
37 |
|
FNMA REMIC CMO, Ser 2004-80, Cl XZ |
|
|
|
|
|
|
|
|
5.000%, 11/25/2034 |
|
|
– |
|
|
|
– |
|
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |
|
|
|
|
|
|
|
|
1.264%, 07/25/2037(C) |
|
|
9 |
|
|
|
1 |
|
GNMA ARM |
|
|
|
|
|
|
|
|
3.875%, H15T1Y + 1.500%, 06/20/2032(C) |
|
|
18 |
|
|
|
18 |
|
GNMA CMO, Ser 2009-8, Cl PS, IO |
|
|
|
|
|
|
|
|
0.864%, 08/16/2038(C) |
|
|
6 |
|
|
|
– |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
0.954%, 01/16/2040(C) |
|
|
34 |
|
|
|
3 |
|
GNMA CMO, Ser 2011-70, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/20/2041(B) |
|
|
1,414 |
|
|
|
1,080 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,139 |
|
Non-Agency Mortgage-Backed Obligations — 0.0% |
|
|
|
|
DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A |
|
|
|
|
|
|
|
|
5.854%, TSFR1M + 0.534%, 03/19/2045(C) |
|
|
18 |
|
|
|
17 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |
|
|
|
|
|
|
|
|
6.295%, TSFR1M + 0.974%, 09/25/2034(C) |
|
$ |
8 |
|
|
$ |
7 |
|
RAMP Trust, Ser 2004-SL1, Cl A7 |
|
|
|
|
|
|
|
|
7.000%, 11/25/2031 |
|
|
6 |
|
|
|
5 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
4.052%, 12/25/2034(C) |
|
|
12 |
|
|
|
11 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 |
|
|
|
|
|
|
|
|
6.095%, TSFR1M + 0.774%, 01/25/2045(C) |
|
|
22 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $124) ($ Thousands) |
|
|
|
|
|
|
1,200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 3.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
20,522,325 |
|
|
|
20,522 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $20,522) ($ Thousands) |
|
|
|
|
|
|
20,522 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $691,356) ($ Thousands) |
|
$ |
626,992 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open futures contracts held by the Fund at February 29, 2024, 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 |
|
|
98 |
|
|
|
Jun-2024 |
|
|
$ |
20,056 |
|
|
$ |
20,066 |
|
|
$ |
10 |
|
U.S. 5-Year Treasury Note |
|
|
307 |
|
|
|
Jun-2024 |
|
|
|
32,803 |
|
|
|
32,820 |
|
|
|
17 |
|
U.S. Ultra Long Treasury Bond |
|
|
321 |
|
|
|
Jun-2024 |
|
|
|
40,803 |
|
|
|
41,048 |
|
|
|
245 |
|
| |
|
|
|
|
|
|
|
|
|
|
93,662 |
|
|
|
93,934 |
|
|
|
272 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Long Treasury Bond |
|
|
(82 |
) |
|
|
Jun-2024 |
|
|
$ |
(9,734 |
) |
|
$ |
(9,779 |
) |
|
$ |
(45 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(212 |
) |
|
|
Jun-2024 |
|
|
|
(24,160 |
) |
|
|
(24,204 |
) |
|
|
(44 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(33,894 |
) |
|
|
(33,983 |
) |
|
|
(89 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
59,768 |
|
|
$ |
59,951 |
|
|
$ |
183 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:
Interest Rate Swap |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
FIXED 3.52% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
1,836 |
|
|
$ |
36 |
|
|
$ |
– |
|
|
$ |
36 |
|
|
Percentages are based on Net Assets of $627,843 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
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 29, 2024, the value of these securities amounted to $28,212 ($ Thousands), representing 4.5% 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. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
Value
5/31/2023 |
Purchases
at Cost |
Proceeds
from Sales |
Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value
2/29/2024 |
Income |
Capital Gains |
SEI Daily Income Trust, Government Fund,
Institutional Class |
$4,761 |
$235,392 |
$(219,631) |
$— |
$— |
$20,522 |
$314 |
$— |
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 87.5% |
Communication Services — 6.0% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
2.050%, 08/15/2050 |
|
$ |
2,229 |
|
|
$ |
1,317 |
|
1.900%, 08/15/2040 |
|
|
725 |
|
|
|
480 |
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
|
2,715 |
|
|
|
2,856 |
|
AT&T |
|
|
|
|
|
|
|
|
4.500%, 03/09/2048 |
|
|
1,650 |
|
|
|
1,380 |
|
4.300%, 12/15/2042 |
|
|
500 |
|
|
|
423 |
|
3.500%, 09/15/2053 |
|
|
6,337 |
|
|
|
4,356 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.834%, 10/23/2055 |
|
|
580 |
|
|
|
550 |
|
6.484%, 10/23/2045 |
|
|
2,070 |
|
|
|
1,891 |
|
4.800%, 03/01/2050 |
|
|
1,480 |
|
|
|
1,071 |
|
Comcast |
|
|
|
|
|
|
|
|
6.500%, 11/15/2035 |
|
|
420 |
|
|
|
457 |
|
5.650%, 06/15/2035 |
|
|
3,540 |
|
|
|
3,640 |
|
5.500%, 05/15/2064 |
|
|
295 |
|
|
|
289 |
|
4.600%, 08/15/2045 |
|
|
1,150 |
|
|
|
1,018 |
|
4.049%, 11/01/2052 |
|
|
5,368 |
|
|
|
4,237 |
|
4.000%, 03/01/2048 |
|
|
3,805 |
|
|
|
3,017 |
|
3.969%, 11/01/2047 |
|
|
7,245 |
|
|
|
5,739 |
|
3.900%, 03/01/2038 |
|
|
4,885 |
|
|
|
4,189 |
|
3.400%, 07/15/2046 |
|
|
5,525 |
|
|
|
4,052 |
|
3.250%, 11/01/2039 |
|
|
265 |
|
|
|
203 |
|
2.987%, 11/01/2063 |
|
|
30,084 |
|
|
|
18,074 |
|
2.937%, 11/01/2056 |
|
|
35,520 |
|
|
|
21,857 |
|
2.887%, 11/01/2051 |
|
|
17,887 |
|
|
|
11,325 |
|
2.800%, 01/15/2051 |
|
|
1,990 |
|
|
|
1,244 |
|
Crown Castle Towers LLC |
|
|
|
|
|
|
|
|
3.663%, 05/15/2025 (A) |
|
|
2,585 |
|
|
|
2,525 |
|
Discovery Communications LLC |
|
|
|
|
|
|
|
|
4.000%, 09/15/2055 |
|
|
1,095 |
|
|
|
725 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
1,660 |
|
|
|
1,738 |
|
5.600%, 05/15/2053 |
|
|
4,955 |
|
|
|
5,130 |
|
4.650%, 08/15/2062 |
|
|
1,185 |
|
|
|
1,050 |
|
4.450%, 08/15/2052 |
|
|
7,959 |
|
|
|
6,954 |
|
NBCUniversal Media LLC |
|
|
|
|
|
|
|
|
4.450%, 01/15/2043 |
|
|
1,177 |
|
|
|
1,030 |
|
NTT Finance |
|
|
|
|
|
|
|
|
1.591%, 04/03/2028 (A) |
|
|
2,360 |
|
|
|
2,070 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
680 |
|
|
|
624 |
|
5.900%, 10/15/2040 |
|
|
40 |
|
|
|
32 |
|
4.850%, 12/15/2034 |
|
|
300 |
|
|
|
238 |
|
4.375%, 03/15/2043 |
|
|
1,500 |
|
|
|
1,004 |
|
SES GLOBAL Americas Holdings GP |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (A) |
|
|
1,550 |
|
|
|
1,188 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
$ |
559 |
|
|
$ |
675 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (A) |
|
|
1,624 |
|
|
|
1,618 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.840%, 04/22/2051 (A) |
|
|
885 |
|
|
|
665 |
|
Time Warner Cable Enterprises LLC |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,314 |
|
|
|
1,458 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
2,141 |
|
|
|
2,135 |
|
6.750%, 06/15/2039 |
|
|
775 |
|
|
|
731 |
|
5.500%, 09/01/2041 |
|
|
650 |
|
|
|
536 |
|
4.500%, 09/15/2042 |
|
|
1,000 |
|
|
|
732 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.500%, 01/15/2055 |
|
|
2,361 |
|
|
|
2,300 |
|
3.400%, 10/15/2052 |
|
|
295 |
|
|
|
205 |
|
3.300%, 02/15/2051 |
|
|
500 |
|
|
|
344 |
|
3.000%, 02/15/2041 |
|
|
560 |
|
|
|
404 |
|
TWDC Enterprises 18 |
|
|
|
|
|
|
|
|
4.125%, 12/01/2041 |
|
|
1,495 |
|
|
|
1,284 |
|
TWDC Enterprises 18 MTN |
|
|
|
|
|
|
|
|
4.125%, 06/01/2044 |
|
|
1,854 |
|
|
|
1,588 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.250%, 03/16/2037 |
|
|
640 |
|
|
|
639 |
|
3.875%, 03/01/2052 |
|
|
2,584 |
|
|
|
1,995 |
|
3.700%, 03/22/2061 |
|
|
1,105 |
|
|
|
781 |
|
3.400%, 03/22/2041 |
|
|
2,265 |
|
|
|
1,735 |
|
2.650%, 11/20/2040 |
|
|
1,450 |
|
|
|
1,000 |
|
Vodafone Group PLC |
|
|
|
|
|
|
|
|
4.875%, 06/19/2049 |
|
|
68 |
|
|
|
59 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
990 |
|
|
|
1,122 |
|
6.400%, 12/15/2035 |
|
|
2,043 |
|
|
|
2,253 |
|
4.625%, 03/23/2040 |
|
|
780 |
|
|
|
733 |
|
3.600%, 01/13/2051 |
|
|
9,716 |
|
|
|
7,380 |
|
3.500%, 05/13/2040 |
|
|
6,500 |
|
|
|
5,215 |
|
2.750%, 09/01/2049 |
|
|
22,581 |
|
|
|
14,573 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
5.391%, 03/15/2062 |
|
|
5,939 |
|
|
|
4,791 |
|
5.141%, 03/15/2052 |
|
|
7,140 |
|
|
|
5,802 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
180,726 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 3.9% |
|
|
|
|
7-Eleven |
|
|
|
|
|
|
|
|
2.500%, 02/10/2041 (A) |
|
|
870 |
|
|
|
582 |
|
Alimentation Couche-Tard |
|
|
|
|
|
|
|
|
4.500%, 07/26/2047 (A) |
|
|
735 |
|
|
|
615 |
|
Amazon.com |
|
|
|
|
|
|
|
|
4.050%, 08/22/2047 |
|
|
6,646 |
|
|
|
5,695 |
|
3.950%, 04/13/2052 |
|
|
7,726 |
|
|
|
6,386 |
|
3.875%, 08/22/2037 |
|
|
3,120 |
|
|
|
2,782 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.250%, 05/12/2061 |
|
$ |
12,556 |
|
|
$ |
8,639 |
|
3.100%, 05/12/2051 |
|
|
6,349 |
|
|
|
4,482 |
|
2.875%, 05/12/2041 |
|
|
940 |
|
|
|
706 |
|
2.700%, 06/03/2060 |
|
|
5,470 |
|
|
|
3,372 |
|
2.500%, 06/03/2050 |
|
|
8,288 |
|
|
|
5,207 |
|
Aptiv PLC / Aptiv Corp |
|
|
|
|
|
|
|
|
4.150%, 05/01/2052 |
|
|
1,045 |
|
|
|
799 |
|
BMW US Capital LLC |
|
|
|
|
|
|
|
|
4.150%, 04/09/2030 (A) |
|
|
1,030 |
|
|
|
990 |
|
2.550%, 04/01/2031 (A) |
|
|
1,615 |
|
|
|
1,382 |
|
California Institute of Technology |
|
|
|
|
|
|
|
|
4.321%, 08/01/2045 |
|
|
650 |
|
|
|
584 |
|
Emory University |
|
|
|
|
|
|
|
|
2.969%, 09/01/2050 |
|
|
1,660 |
|
|
|
1,154 |
|
Georgetown University |
|
|
|
|
|
|
|
|
5.215%, 10/01/2118 |
|
|
1,171 |
|
|
|
1,086 |
|
4.315%, 04/01/2049 |
|
|
1,690 |
|
|
|
1,506 |
|
2.943%, 04/01/2050 |
|
|
540 |
|
|
|
369 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.950%, 04/01/2041 |
|
|
3,030 |
|
|
|
3,232 |
|
4.950%, 09/15/2052 |
|
|
1,350 |
|
|
|
1,282 |
|
4.500%, 12/06/2048 |
|
|
3,745 |
|
|
|
3,305 |
|
4.400%, 03/15/2045 |
|
|
5,045 |
|
|
|
4,417 |
|
4.250%, 04/01/2046 |
|
|
5,802 |
|
|
|
4,956 |
|
4.200%, 04/01/2043 |
|
|
1,795 |
|
|
|
1,548 |
|
3.900%, 06/15/2047 |
|
|
12,723 |
|
|
|
10,288 |
|
3.350%, 04/15/2050 |
|
|
3,235 |
|
|
|
2,342 |
|
3.300%, 04/15/2040 |
|
|
2,210 |
|
|
|
1,731 |
|
3.125%, 12/15/2049 |
|
|
2,170 |
|
|
|
1,511 |
|
2.750%, 09/15/2051 |
|
|
3,365 |
|
|
|
2,152 |
|
2.375%, 03/15/2051 |
|
|
5,954 |
|
|
|
3,503 |
|
Johns Hopkins University |
|
|
|
|
|
|
|
|
4.083%, 07/01/2053 |
|
|
2,000 |
|
|
|
1,757 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.750%, 07/01/2053 |
|
|
68 |
|
|
|
68 |
|
4.250%, 04/01/2052 |
|
|
550 |
|
|
|
442 |
|
3.700%, 04/15/2046 |
|
|
2,116 |
|
|
|
1,592 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
2,720 |
|
|
|
2,930 |
|
3.067%, 04/01/2052 |
|
|
2,540 |
|
|
|
1,856 |
|
2.294%, 07/01/2051 |
|
|
21 |
|
|
|
13 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
3.625%, 09/01/2049 |
|
|
400 |
|
|
|
300 |
|
NIKE |
|
|
|
|
|
|
|
|
3.625%, 05/01/2043 |
|
|
1,285 |
|
|
|
1,051 |
|
3.250%, 03/27/2040 |
|
|
3,355 |
|
|
|
2,665 |
|
Northwestern University |
|
|
|
|
|
|
|
|
3.688%, 12/01/2038 |
|
|
2,070 |
|
|
|
1,791 |
|
Pomona College |
|
|
|
|
|
|
|
|
2.888%, 01/01/2051 |
|
|
1,240 |
|
|
|
849 |
|
President & Fellows of Harvard College |
|
|
|
|
|
|
|
|
3.745%, 11/15/2052 |
|
|
4,197 |
|
|
|
3,500 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.517%, 10/15/2050 |
|
$ |
1,370 |
|
|
$ |
894 |
|
Starbucks |
|
|
|
|
|
|
|
|
3.350%, 03/12/2050 |
|
|
905 |
|
|
|
640 |
|
Trustees of Boston College |
|
|
|
|
|
|
|
|
3.042%, 07/01/2057 |
|
|
1,230 |
|
|
|
810 |
|
Trustees of Boston University |
|
|
|
|
|
|
|
|
4.061%, 10/01/2048 |
|
|
1,800 |
|
|
|
1,533 |
|
Trustees of Princeton University |
|
|
|
|
|
|
|
|
5.700%, 03/01/2039 |
|
|
1,154 |
|
|
|
1,262 |
|
Trustees of Tufts College |
|
|
|
|
|
|
|
|
3.099%, 08/15/2051 |
|
|
1,667 |
|
|
|
1,217 |
|
University of Chicago |
|
|
|
|
|
|
|
|
2.761%, 04/01/2045 |
|
|
2,520 |
|
|
|
1,963 |
|
University of Southern California |
|
|
|
|
|
|
|
|
3.841%, 10/01/2047 |
|
|
1,310 |
|
|
|
1,095 |
|
3.028%, 10/01/2039 |
|
|
2,300 |
|
|
|
1,859 |
|
2.805%, 10/01/2050 |
|
|
925 |
|
|
|
635 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
117,325 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 5.5% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
10.200%, 02/06/2039 |
|
|
2,501 |
|
|
|
3,460 |
|
9.950%, 11/10/2038 |
|
|
1,555 |
|
|
|
2,063 |
|
4.500%, 05/02/2043 |
|
|
100 |
|
|
|
83 |
|
4.250%, 08/09/2042 |
|
|
575 |
|
|
|
461 |
|
3.875%, 09/16/2046 |
|
|
640 |
|
|
|
471 |
|
3.400%, 02/04/2041 |
|
|
433 |
|
|
|
311 |
|
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
38,663 |
|
|
|
35,744 |
|
4.700%, 02/01/2036 |
|
|
19,405 |
|
|
|
18,572 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
8.200%, 01/15/2039 |
|
|
1,445 |
|
|
|
1,862 |
|
8.000%, 11/15/2039 |
|
|
2,786 |
|
|
|
3,502 |
|
5.550%, 01/23/2049 |
|
|
12,365 |
|
|
|
12,676 |
|
4.600%, 04/15/2048 |
|
|
922 |
|
|
|
829 |
|
BAT Capital |
|
|
|
|
|
|
|
|
4.758%, 09/06/2049 |
|
|
1,046 |
|
|
|
809 |
|
4.390%, 08/15/2037 |
|
|
1,125 |
|
|
|
923 |
|
3.734%, 09/25/2040 |
|
|
110 |
|
|
|
80 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.875%, 11/21/2053 (A) |
|
|
400 |
|
|
|
400 |
|
6.500%, 11/21/2033 (A) |
|
|
985 |
|
|
|
986 |
|
Cargill |
|
|
|
|
|
|
|
|
4.375%, 04/22/2052 (A) |
|
|
2,465 |
|
|
|
2,132 |
|
Church & Dwight |
|
|
|
|
|
|
|
|
5.000%, 06/15/2052 |
|
|
227 |
|
|
|
214 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
2.500%, 03/15/2051 |
|
|
2,085 |
|
|
|
1,305 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
3.750%, 05/01/2050 |
|
|
430 |
|
|
|
322 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CSL Finance PLC |
|
|
|
|
|
|
|
|
4.950%, 04/27/2062 (A) |
|
$ |
310 |
|
|
$ |
281 |
|
4.750%, 04/27/2052 (A) |
|
|
3,089 |
|
|
|
2,793 |
|
4.625%, 04/27/2042 (A) |
|
|
320 |
|
|
|
292 |
|
Dollar General |
|
|
|
|
|
|
|
|
5.500%, 11/01/2052 |
|
|
640 |
|
|
|
604 |
|
Dollar Tree |
|
|
|
|
|
|
|
|
3.375%, 12/01/2051 |
|
|
1,105 |
|
|
|
726 |
|
Estee Lauder |
|
|
|
|
|
|
|
|
3.125%, 12/01/2049 |
|
|
2,525 |
|
|
|
1,726 |
|
Ford Foundation |
|
|
|
|
|
|
|
|
2.815%, 06/01/2070 |
|
|
875 |
|
|
|
520 |
|
Hormel Foods |
|
|
|
|
|
|
|
|
3.050%, 06/03/2051 |
|
|
1,305 |
|
|
|
877 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (A) |
|
|
4,505 |
|
|
|
4,720 |
|
6.500%, 12/01/2052 |
|
|
6,655 |
|
|
|
6,399 |
|
4.375%, 02/02/2052 |
|
|
2,425 |
|
|
|
1,744 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.100%, 03/22/2043 |
|
|
340 |
|
|
|
332 |
|
5.050%, 03/22/2053 |
|
|
1,775 |
|
|
|
1,710 |
|
Kimberly-Clark |
|
|
|
|
|
|
|
|
5.300%, 03/01/2041 |
|
|
1,315 |
|
|
|
1,312 |
|
3.900%, 05/04/2047 |
|
|
1,670 |
|
|
|
1,349 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
7.125%, 08/01/2039 (A) |
|
|
1,160 |
|
|
|
1,320 |
|
Mars |
|
|
|
|
|
|
|
|
4.750%, 04/20/2033 (A) |
|
|
4,560 |
|
|
|
4,441 |
|
3.950%, 04/01/2049 (A) |
|
|
2,280 |
|
|
|
1,843 |
|
Nestle Holdings |
|
|
|
|
|
|
|
|
3.900%, 09/24/2038 (A) |
|
|
1,490 |
|
|
|
1,309 |
|
PepsiCo |
|
|
|
|
|
|
|
|
4.650%, 02/15/2053 |
|
|
2,834 |
|
|
|
2,641 |
|
4.200%, 07/18/2052 |
|
|
925 |
|
|
|
805 |
|
3.450%, 10/06/2046 |
|
|
6,055 |
|
|
|
4,702 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.875%, 11/15/2043 |
|
|
3,640 |
|
|
|
3,276 |
|
4.500%, 03/20/2042 |
|
|
5,405 |
|
|
|
4,671 |
|
4.125%, 03/04/2043 |
|
|
1,146 |
|
|
|
938 |
|
3.875%, 08/21/2042 |
|
|
935 |
|
|
|
738 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
2,390 |
|
|
|
2,727 |
|
5.850%, 08/15/2045 |
|
|
895 |
|
|
|
813 |
|
Rockefeller Foundation |
|
|
|
|
|
|
|
|
2.492%, 10/01/2050 |
|
|
2,945 |
|
|
|
1,868 |
|
Sutter Health |
|
|
|
|
|
|
|
|
5.547%, 08/15/2053 |
|
|
1,478 |
|
|
|
1,543 |
|
Target |
|
|
|
|
|
|
|
|
4.800%, 01/15/2053 |
|
|
1,675 |
|
|
|
1,549 |
|
2.950%, 01/15/2052 |
|
|
3,495 |
|
|
|
2,326 |
|
Walmart |
|
|
|
|
|
|
|
|
4.500%, 09/09/2052 |
|
|
1,885 |
|
|
|
1,716 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 04/15/2053 |
|
$ |
6,069 |
|
|
$ |
5,517 |
|
2.650%, 09/22/2051 |
|
|
4,940 |
|
|
|
3,217 |
|
2.500%, 09/22/2041 |
|
|
3,701 |
|
|
|
2,614 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
163,164 |
|
| |
|
|
|
|
|
|
|
|
Energy — 5.2% |
|
|
|
|
BG Energy Capital LP |
|
|
|
|
|
|
|
|
5.125%, 10/15/2041 (A) |
|
|
2,255 |
|
|
|
2,100 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
4.812%, 02/13/2033 |
|
|
5,385 |
|
|
|
5,254 |
|
3.379%, 02/08/2061 |
|
|
12,201 |
|
|
|
8,217 |
|
3.060%, 06/17/2041 |
|
|
3,235 |
|
|
|
2,406 |
|
3.001%, 03/17/2052 |
|
|
165 |
|
|
|
110 |
|
3.000%, 02/24/2050 |
|
|
260 |
|
|
|
173 |
|
2.939%, 06/04/2051 |
|
|
3,885 |
|
|
|
2,544 |
|
2.772%, 11/10/2050 |
|
|
4,007 |
|
|
|
2,549 |
|
Cenovus Energy |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 |
|
|
245 |
|
|
|
266 |
|
Chevron USA |
|
|
|
|
|
|
|
|
2.343%, 08/12/2050 |
|
|
1,685 |
|
|
|
1,008 |
|
Columbia Pipelines Operating LLC |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (A) |
|
|
785 |
|
|
|
836 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.700%, 09/15/2063 |
|
|
960 |
|
|
|
981 |
|
5.550%, 03/15/2054 |
|
|
890 |
|
|
|
900 |
|
5.300%, 05/15/2053 |
|
|
355 |
|
|
|
347 |
|
4.300%, 11/15/2044 |
|
|
3,695 |
|
|
|
3,177 |
|
4.025%, 03/15/2062 |
|
|
13,974 |
|
|
|
10,871 |
|
3.800%, 03/15/2052 |
|
|
2,020 |
|
|
|
1,549 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
815 |
|
|
|
926 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
4.400%, 03/24/2051 |
|
|
500 |
|
|
|
404 |
|
4.250%, 03/15/2052 |
|
|
2,365 |
|
|
|
1,870 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.700%, 11/15/2053 |
|
|
925 |
|
|
|
1,034 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.050%, 06/01/2041 |
|
|
2,225 |
|
|
|
2,205 |
|
5.400%, 10/01/2047 |
|
|
1,322 |
|
|
|
1,199 |
|
5.300%, 04/15/2047 |
|
|
190 |
|
|
|
170 |
|
5.150%, 03/15/2045 |
|
|
4,625 |
|
|
|
4,126 |
|
Eni SpA |
|
|
|
|
|
|
|
|
5.700%, 10/01/2040 (A) |
|
|
2,285 |
|
|
|
2,141 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
2,000 |
|
|
|
2,379 |
|
6.125%, 10/15/2039 |
|
|
1,335 |
|
|
|
1,408 |
|
5.950%, 02/01/2041 |
|
|
602 |
|
|
|
631 |
|
4.900%, 05/15/2046 |
|
|
4,325 |
|
|
|
3,950 |
|
4.850%, 08/15/2042 |
|
|
4,135 |
|
|
|
3,782 |
|
4.850%, 03/15/2044 |
|
|
1,395 |
|
|
|
1,280 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
1,600 |
|
|
|
1,491 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Equinor |
|
|
|
|
|
|
|
|
5.100%, 08/17/2040 |
|
$ |
1,415 |
|
|
$ |
1,392 |
|
4.800%, 11/08/2043 |
|
|
899 |
|
|
|
844 |
|
3.700%, 04/06/2050 |
|
|
4,315 |
|
|
|
3,370 |
|
3.625%, 04/06/2040 |
|
|
2,605 |
|
|
|
2,149 |
|
3.250%, 11/18/2049 |
|
|
1,489 |
|
|
|
1,073 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
4,648 |
|
|
|
4,032 |
|
4.227%, 03/19/2040 |
|
|
3,670 |
|
|
|
3,291 |
|
4.114%, 03/01/2046 |
|
|
980 |
|
|
|
830 |
|
3.567%, 03/06/2045 |
|
|
2,400 |
|
|
|
1,875 |
|
3.452%, 04/15/2051 |
|
|
13,712 |
|
|
|
10,149 |
|
3.095%, 08/16/2049 |
|
|
765 |
|
|
|
535 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
3,100 |
|
|
|
3,254 |
|
5.600%, 02/15/2041 |
|
|
2,555 |
|
|
|
2,573 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
5.000%, 09/15/2054 |
|
|
300 |
|
|
|
256 |
|
Northern Natural Gas |
|
|
|
|
|
|
|
|
4.300%, 01/15/2049 (A) |
|
|
1,530 |
|
|
|
1,258 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
4.300%, 08/15/2039 |
|
|
462 |
|
|
|
373 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
4,511 |
|
|
|
5,032 |
|
4.550%, 08/12/2043 |
|
|
1,810 |
|
|
|
1,643 |
|
4.375%, 05/11/2045 |
|
|
10,700 |
|
|
|
9,347 |
|
4.000%, 05/10/2046 |
|
|
1,545 |
|
|
|
1,268 |
|
3.750%, 09/12/2046 |
|
|
6,939 |
|
|
|
5,466 |
|
3.625%, 08/21/2042 |
|
|
1,150 |
|
|
|
925 |
|
3.250%, 04/06/2050 |
|
|
160 |
|
|
|
114 |
|
3.000%, 11/26/2051 |
|
|
3,147 |
|
|
|
2,115 |
|
Suncor Energy |
|
|
|
|
|
|
|
|
5.950%, 12/01/2034 |
|
|
2,298 |
|
|
|
2,392 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
2,020 |
|
|
|
2,317 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.386%, 06/29/2060 |
|
|
460 |
|
|
|
319 |
|
3.127%, 05/29/2050 |
|
|
12,690 |
|
|
|
8,843 |
|
2.986%, 06/29/2041 |
|
|
1,350 |
|
|
|
1,002 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
7.250%, 08/15/2038 |
|
|
1,765 |
|
|
|
1,975 |
|
5.600%, 03/31/2034 |
|
|
835 |
|
|
|
835 |
|
4.625%, 03/01/2034 |
|
|
1,965 |
|
|
|
1,821 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/04/2044 |
|
|
1,000 |
|
|
|
937 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
155,889 |
|
| |
|
|
|
|
|
|
|
|
Financials — 21.5% |
|
|
|
|
AIA Group MTN |
|
|
|
|
|
|
|
|
4.875%, 03/11/2044 (A) |
|
|
3,372 |
|
|
|
3,196 |
|
Alleghany |
|
|
|
|
|
|
|
|
4.900%, 09/15/2044 |
|
|
1,360 |
|
|
|
1,273 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Allstate |
|
|
|
|
|
|
|
|
4.500%, 06/15/2043 |
|
$ |
528 |
|
|
$ |
460 |
|
American Express |
|
|
|
|
|
|
|
|
4.989%, SOFRRATE + 2.255%, 05/26/2033 (B) |
|
|
1,410 |
|
|
|
1,370 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
205 |
|
|
|
188 |
|
Aon Corp / Aon Global Holdings PLC |
|
|
|
|
|
|
|
|
3.900%, 02/28/2052 |
|
|
1,535 |
|
|
|
1,162 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
5.750%, 03/02/2053 |
|
|
380 |
|
|
|
374 |
|
Athene Holding |
|
|
|
|
|
|
|
|
6.650%, 02/01/2033 |
|
|
1,275 |
|
|
|
1,334 |
|
3.450%, 05/15/2052 |
|
|
810 |
|
|
|
531 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
1,865 |
|
|
|
2,033 |
|
Bank of America |
|
|
|
|
|
|
|
|
7.750%, 05/14/2038 |
|
|
4,545 |
|
|
|
5,457 |
|
6.000%, 10/15/2036 |
|
|
3,755 |
|
|
|
3,918 |
|
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
|
|
3,085 |
|
|
|
3,163 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
|
|
5,705 |
|
|
|
5,689 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
2,840 |
|
|
|
2,670 |
|
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B) |
|
|
16,234 |
|
|
|
12,294 |
|
2.651%, SOFRRATE + 1.220%, 03/11/2032 (B) |
|
|
10,665 |
|
|
|
8,925 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
2,400 |
|
|
|
1,967 |
|
2.299%, SOFRRATE + 1.220%, 07/21/2032 (B) |
|
|
7,660 |
|
|
|
6,200 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.875%, 02/07/2042 |
|
|
5,409 |
|
|
|
5,700 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
|
|
8,527 |
|
|
|
6,883 |
|
4.078%, TSFR3M + 1.582%, 04/23/2040 (B) |
|
|
4,715 |
|
|
|
4,029 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
9,795 |
|
|
|
8,227 |
|
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B) |
|
|
30,683 |
|
|
|
21,364 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
5.834%, SOFRINDX + 2.074%, 10/25/2033 (B) |
|
|
1,820 |
|
|
|
1,890 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.400%, 05/15/2042 |
|
|
1,180 |
|
|
|
1,089 |
|
4.300%, 05/15/2043 |
|
|
1,490 |
|
|
|
1,336 |
|
4.200%, 08/15/2048 |
|
|
1,575 |
|
|
|
1,371 |
|
3.850%, 03/15/2052 |
|
|
5,975 |
|
|
|
4,740 |
|
2.850%, 10/15/2050 |
|
|
5,086 |
|
|
|
3,359 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 08/15/2042 (A) |
|
$ |
1,802 |
|
|
$ |
1,853 |
|
5.000%, 06/15/2044 (A) |
|
|
2,050 |
|
|
|
1,851 |
|
Brookfield Finance |
|
|
|
|
|
|
|
|
5.968%, 03/04/2054 |
|
|
4,850 |
|
|
|
4,888 |
|
Brown & Brown |
|
|
|
|
|
|
|
|
4.950%, 03/17/2052 |
|
|
1,100 |
|
|
|
950 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
6.092%, 10/03/2033 |
|
|
3,170 |
|
|
|
3,291 |
|
Carlyle Holdings II Finance LLC |
|
|
|
|
|
|
|
|
5.625%, 03/30/2043 (A) |
|
|
3,792 |
|
|
|
3,609 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.853%, SOFRRATE + 2.500%, 05/19/2034 (B) |
|
|
965 |
|
|
|
980 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
|
4,870 |
|
|
|
5,544 |
|
4.350%, 11/03/2045 |
|
|
2,900 |
|
|
|
2,561 |
|
3.050%, 12/15/2061 |
|
|
3,090 |
|
|
|
2,055 |
|
Cincinnati Financial |
|
|
|
|
|
|
|
|
6.125%, 11/01/2034 |
|
|
3,553 |
|
|
|
3,707 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
4,230 |
|
|
|
5,372 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
1,135 |
|
|
|
1,143 |
|
6.125%, 08/25/2036 |
|
|
455 |
|
|
|
467 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
|
|
2,275 |
|
|
|
2,226 |
|
5.316%, SOFRRATE + 4.548%, 03/26/2041 (B) |
|
|
4,915 |
|
|
|
4,806 |
|
4.650%, 07/30/2045 |
|
|
1,539 |
|
|
|
1,384 |
|
4.281%, TSFR3M + 2.101%, 04/24/2048 (B) |
|
|
5,250 |
|
|
|
4,455 |
|
3.878%, TSFR3M + 1.430%, 01/24/2039 (B) |
|
|
3,630 |
|
|
|
3,055 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B) |
|
|
4,690 |
|
|
|
4,150 |
|
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B) |
|
|
5,350 |
|
|
|
3,794 |
|
Citigroup Capital III |
|
|
|
|
|
|
|
|
7.625%, 12/01/2036 |
|
|
890 |
|
|
|
923 |
|
CME Group |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
1,634 |
|
|
|
1,407 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
4.316%, 01/10/2048 (A) |
|
|
1,736 |
|
|
|
1,394 |
|
Corestates Capital III |
|
|
|
|
|
|
|
|
6.139%, TSFR3M + 0.832%, 02/15/2027 (A)(B) |
|
|
375 |
|
|
|
364 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (A) |
|
|
800 |
|
|
|
728 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, TSFR3M + 3.744%, 11/01/2053 (A)(B) |
|
|
2,890 |
|
|
|
2,655 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Fidelity National Information Services |
|
|
|
|
|
|
|
|
5.625%, 07/15/2052 |
|
$ |
800 |
|
|
$ |
794 |
|
Global Payments |
|
|
|
|
|
|
|
|
5.950%, 08/15/2052 |
|
|
705 |
|
|
|
693 |
|
Goldman Sachs Capital I |
|
|
|
|
|
|
|
|
6.345%, 02/15/2034 |
|
|
5,030 |
|
|
|
5,153 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.450%, 05/01/2036 |
|
|
1,115 |
|
|
|
1,188 |
|
6.250%, 02/01/2041 |
|
|
4,619 |
|
|
|
4,972 |
|
4.411%, TSFR3M + 1.692%, 04/23/2039 (B) |
|
|
13,260 |
|
|
|
11,734 |
|
4.017%, TSFR3M + 1.635%, 10/31/2038 (B) |
|
|
7,110 |
|
|
|
6,074 |
|
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B) |
|
|
1,455 |
|
|
|
1,107 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
2,690 |
|
|
|
2,002 |
|
3.102%, SOFRRATE + 1.410%, 02/24/2033 (B) |
|
|
1,480 |
|
|
|
1,255 |
|
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
|
|
2,700 |
|
|
|
1,914 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
|
1,535 |
|
|
|
1,249 |
|
1.992%, SOFRRATE + 1.090%, 01/27/2032 (B) |
|
|
1,820 |
|
|
|
1,459 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
5,178 |
|
|
|
4,729 |
|
Guardian Life Insurance of America |
|
|
|
|
|
|
|
|
4.875%, 06/19/2064 (A) |
|
|
2,450 |
|
|
|
2,105 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
7,577 |
|
|
|
8,667 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
6.800%, 06/01/2038 |
|
|
3,469 |
|
|
|
3,642 |
|
6.500%, 09/15/2037 |
|
|
4,070 |
|
|
|
4,286 |
|
6.332%, SOFRRATE + 2.650%, 03/09/2044 (B) |
|
|
1,540 |
|
|
|
1,619 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.950%, 06/15/2052 |
|
|
2,918 |
|
|
|
2,729 |
|
3.000%, 06/15/2050 |
|
|
2,175 |
|
|
|
1,454 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
4.000%, 11/23/2051 |
|
|
495 |
|
|
|
354 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
605 |
|
|
|
712 |
|
6.400%, 05/15/2038 |
|
|
6,679 |
|
|
|
7,452 |
|
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B) |
|
|
970 |
|
|
|
1,029 |
|
5.717%, SOFRRATE + 2.580%, 09/14/2033 (B) |
|
|
4,362 |
|
|
|
4,417 |
|
5.600%, 07/15/2041 |
|
|
4,920 |
|
|
|
5,076 |
|
5.500%, 10/15/2040 |
|
|
2,685 |
|
|
|
2,745 |
|
5.400%, 01/06/2042 |
|
|
3,389 |
|
|
|
3,431 |
|
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B) |
|
|
1,385 |
|
|
|
1,378 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.032%, TSFR3M + 1.722%, 07/24/2048 (B) |
|
$ |
1,310 |
|
|
$ |
1,065 |
|
3.964%, TSFR3M + 1.642%, 11/15/2048 (B) |
|
|
9,020 |
|
|
|
7,241 |
|
3.897%, TSFR3M + 1.482%, 01/23/2049 (B) |
|
|
6,195 |
|
|
|
4,947 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
19,090 |
|
|
|
16,284 |
|
3.328%, SOFRRATE + 1.580%, 04/22/2052 (B) |
|
|
10,633 |
|
|
|
7,548 |
|
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B) |
|
|
3,275 |
|
|
|
2,456 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
190 |
|
|
|
130 |
|
3.109%, TSFR3M + 2.460%, 04/22/2041 (B) |
|
|
390 |
|
|
|
293 |
|
2.963%, SOFRRATE + 1.260%, 01/25/2033 (B) |
|
|
780 |
|
|
|
659 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (B) |
|
|
3,080 |
|
|
|
2,675 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B) |
|
|
2,730 |
|
|
|
2,248 |
|
2.525%, TSFR3M + 1.510%, 11/19/2041 (B) |
|
|
4,240 |
|
|
|
2,913 |
|
1.764%, TSFR3M + 1.105%, 11/19/2031 (B) |
|
|
2,320 |
|
|
|
1,868 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
2,103 |
|
|
|
2,000 |
|
KKR Group Finance III LLC |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (A) |
|
|
5,377 |
|
|
|
4,897 |
|
KKR Group Finance VIII LLC |
|
|
|
|
|
|
|
|
3.500%, 08/25/2050 (A) |
|
|
920 |
|
|
|
630 |
|
KKR Group Finance X LLC |
|
|
|
|
|
|
|
|
3.250%, 12/15/2051 (A) |
|
|
830 |
|
|
|
556 |
|
LSEGA Financing PLC |
|
|
|
|
|
|
|
|
3.200%, 04/06/2041 (A) |
|
|
4,214 |
|
|
|
3,152 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
6.250%, 11/01/2052 |
|
|
3,020 |
|
|
|
3,330 |
|
5.700%, 09/15/2053 |
|
|
1,365 |
|
|
|
1,409 |
|
5.450%, 03/15/2053 |
|
|
530 |
|
|
|
528 |
|
4.900%, 03/15/2049 |
|
|
3,447 |
|
|
|
3,188 |
|
4.350%, 01/30/2047 |
|
|
1,300 |
|
|
|
1,103 |
|
4.200%, 03/01/2048 |
|
|
3,890 |
|
|
|
3,261 |
|
2.900%, 12/15/2051 |
|
|
1,175 |
|
|
|
753 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
4.900%, 04/01/2077 (A) |
|
|
2,690 |
|
|
|
2,252 |
|
3.729%, 10/15/2070 (A) |
|
|
2,905 |
|
|
|
1,966 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.950%, 02/26/2048 |
|
|
1,225 |
|
|
|
1,039 |
|
3.850%, 03/26/2050 |
|
|
7,356 |
|
|
|
6,077 |
|
MetLife |
|
|
|
|
|
|
|
|
5.875%, 02/06/2041 |
|
|
1,675 |
|
|
|
1,750 |
|
5.700%, 06/15/2035 |
|
|
6,964 |
|
|
|
7,201 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 01/15/2054 |
|
$ |
3,900 |
|
|
$ |
3,768 |
|
5.000%, 07/15/2052 |
|
|
4,400 |
|
|
|
4,108 |
|
4.875%, 11/13/2043 |
|
|
3,080 |
|
|
|
2,835 |
|
4.721%, 12/15/2044 |
|
|
3,435 |
|
|
|
3,067 |
|
Moody's |
|
|
|
|
|
|
|
|
4.875%, 12/17/2048 |
|
|
1,891 |
|
|
|
1,748 |
|
3.250%, 05/20/2050 |
|
|
420 |
|
|
|
298 |
|
2.750%, 08/19/2041 |
|
|
250 |
|
|
|
175 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
|
|
1,560 |
|
|
|
1,556 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
1,825 |
|
|
|
1,823 |
|
5.297%, SOFRRATE + 2.620%, 04/20/2037 (B) |
|
|
190 |
|
|
|
182 |
|
4.457%, TSFR3M + 1.693%, 04/22/2039 (B) |
|
|
3,743 |
|
|
|
3,362 |
|
4.375%, 01/22/2047 |
|
|
120 |
|
|
|
103 |
|
3.217%, SOFRRATE + 1.485%, 04/22/2042 (B) |
|
|
1,200 |
|
|
|
902 |
|
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B) |
|
|
4,520 |
|
|
|
3,543 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
6.375%, 07/24/2042 |
|
|
2,307 |
|
|
|
2,566 |
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
885 |
|
|
|
869 |
|
4.300%, 01/27/2045 |
|
|
9,220 |
|
|
|
7,991 |
|
3.971%, TSFR3M + 1.455%, 07/22/2038 (B) |
|
|
11,455 |
|
|
|
9,773 |
|
2.943%, SOFRRATE + 1.290%, 01/21/2033 (B) |
|
|
2,255 |
|
|
|
1,891 |
|
2.802%, SOFRRATE + 1.430%, 01/25/2052 (B) |
|
|
1,495 |
|
|
|
961 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
4,110 |
|
|
|
3,365 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
|
3,380 |
|
|
|
2,723 |
|
Mutual of Omaha Insurance |
|
|
|
|
|
|
|
|
4.297%, US0003M + 2.640%, 07/15/2054 (A)(B) |
|
|
555 |
|
|
|
544 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.950%, 08/15/2053 |
|
|
885 |
|
|
|
910 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
9.375%, 08/15/2039 (A) |
|
|
1,820 |
|
|
|
2,346 |
|
4.350%, 04/30/2050 (A) |
|
|
1,795 |
|
|
|
1,419 |
|
NatWest Group PLC |
|
|
|
|
|
|
|
|
6.016%, H15T1Y + 2.100%, 03/02/2034 (B) |
|
|
155 |
|
|
|
158 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
6.750%, 11/15/2039 (A) |
|
|
3,040 |
|
|
|
3,436 |
|
5.875%, 05/15/2033 (A) |
|
|
4,024 |
|
|
|
4,160 |
|
3.750%, 05/15/2050 (A) |
|
|
1,960 |
|
|
|
1,497 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.850%, 09/30/2047 (A) |
|
$ |
450 |
|
|
$ |
350 |
|
3.625%, 09/30/2059 (A) |
|
|
4,090 |
|
|
|
2,861 |
|
Pacific Life Insurance |
|
|
|
|
|
|
|
|
4.300%, US0003M + 2.796%, 10/24/2067 (A)(B) |
|
|
1,350 |
|
|
|
1,025 |
|
Pacific LifeCorp |
|
|
|
|
|
|
|
|
3.350%, 09/15/2050 (A) |
|
|
312 |
|
|
|
216 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
3.250%, 06/01/2050 |
|
|
2,000 |
|
|
|
1,392 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
985 |
|
|
|
1,067 |
|
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B) |
|
|
1,535 |
|
|
|
1,575 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
|
|
725 |
|
|
|
727 |
|
Progressive |
|
|
|
|
|
|
|
|
3.700%, 03/15/2052 |
|
|
4,485 |
|
|
|
3,473 |
|
Prologis Targeted US Logistics Fund |
|
|
|
|
|
|
|
|
5.500%, 04/01/2034 (A) |
|
|
3,745 |
|
|
|
3,718 |
|
Prudential Financial |
|
|
|
|
|
|
|
|
3.905%, 12/07/2047 |
|
|
895 |
|
|
|
705 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
6,384 |
|
|
|
6,581 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
4.950%, 07/15/2046 |
|
|
814 |
|
|
|
747 |
|
3.750%, 04/01/2051 |
|
|
2,669 |
|
|
|
1,982 |
|
S&P Global |
|
|
|
|
|
|
|
|
3.900%, 03/01/2062 |
|
|
550 |
|
|
|
428 |
|
3.700%, 03/01/2052 |
|
|
2,235 |
|
|
|
1,731 |
|
3.250%, 12/01/2049 |
|
|
2,331 |
|
|
|
1,667 |
|
Securian Financial Group |
|
|
|
|
|
|
|
|
4.800%, 04/15/2048 (A) |
|
|
2,921 |
|
|
|
2,365 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (A) |
|
|
5,585 |
|
|
|
5,716 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
4.900%, 09/15/2044 (A) |
|
|
5,385 |
|
|
|
4,892 |
|
4.270%, 05/15/2047 (A) |
|
|
2,793 |
|
|
|
2,297 |
|
3.300%, 05/15/2050 (A) |
|
|
4,930 |
|
|
|
3,448 |
|
Travelers |
|
|
|
|
|
|
|
|
5.450%, 05/25/2053 |
|
|
6,045 |
|
|
|
6,164 |
|
5.350%, 11/01/2040 |
|
|
1,565 |
|
|
|
1,579 |
|
4.600%, 08/01/2043 |
|
|
3,795 |
|
|
|
3,540 |
|
4.100%, 03/04/2049 |
|
|
3,853 |
|
|
|
3,249 |
|
4.050%, 03/07/2048 |
|
|
1,300 |
|
|
|
1,089 |
|
Travelers MTN |
|
|
|
|
|
|
|
|
6.250%, 06/15/2037 |
|
|
1,205 |
|
|
|
1,325 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B) |
|
|
2,175 |
|
|
|
2,175 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
$ |
8,025 |
|
|
$ |
7,945 |
|
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B) |
|
|
2,600 |
|
|
|
2,466 |
|
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B) |
|
|
3,095 |
|
|
|
2,847 |
|
UBS |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 |
|
|
2,185 |
|
|
|
2,001 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.016%, SOFRRATE + 5.020%, 11/15/2033 (A)(B) |
|
|
1,450 |
|
|
|
1,744 |
|
6.537%, SOFRRATE + 3.920%, 08/12/2033 (A)(B) |
|
|
110 |
|
|
|
115 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B) |
|
|
1,130 |
|
|
|
1,118 |
|
4.988%, H15T1Y + 2.400%, 08/05/2033 (A)(B) |
|
|
855 |
|
|
|
815 |
|
3.091%, SOFRRATE + 1.730%, 05/14/2032 (A)(B) |
|
|
1,705 |
|
|
|
1,433 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
1,520 |
|
|
|
1,539 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
950 |
|
|
|
959 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
4,040 |
|
|
|
4,031 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
2,665 |
|
|
|
2,508 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
8,000 |
|
|
|
7,152 |
|
2.700%, 04/15/2040 |
|
|
670 |
|
|
|
495 |
|
2.000%, 08/15/2050 |
|
|
5,410 |
|
|
|
3,156 |
|
WEA Finance LLC |
|
|
|
|
|
|
|
|
4.625%, 09/20/2048 (A) |
|
|
2,000 |
|
|
|
1,366 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
695 |
|
|
|
775 |
|
6.600%, 01/15/2038 |
|
|
9,765 |
|
|
|
10,523 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
1,740 |
|
|
|
1,850 |
|
5.950%, 08/26/2036 |
|
|
5,460 |
|
|
|
5,587 |
|
5.950%, 12/15/2036 |
|
|
1,002 |
|
|
|
1,021 |
|
5.850%, 02/01/2037 |
|
|
9,377 |
|
|
|
9,590 |
|
5.606%, 01/15/2044 |
|
|
406 |
|
|
|
394 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
|
|
6,815 |
|
|
|
6,770 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
1,210 |
|
|
|
1,190 |
|
3.900%, 05/01/2045 |
|
|
2,424 |
|
|
|
1,940 |
|
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B) |
|
|
3,375 |
|
|
|
2,492 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
4,275 |
|
|
|
4,258 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
|
$ |
13,927 |
|
|
$ |
12,878 |
|
4.900%, 11/17/2045 |
|
|
1,620 |
|
|
|
1,436 |
|
4.750%, 12/07/2046 |
|
|
6,136 |
|
|
|
5,305 |
|
4.650%, 11/04/2044 |
|
|
2,420 |
|
|
|
2,090 |
|
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
|
|
3,125 |
|
|
|
2,724 |
|
4.400%, 06/14/2046 |
|
|
5,840 |
|
|
|
4,810 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
3,770 |
|
|
|
3,236 |
|
Western & Southern Life Insurance |
|
|
|
|
|
|
|
|
3.750%, 04/28/2061 (A) |
|
|
695 |
|
|
|
471 |
|
XL Group |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
2,405 |
|
|
|
2,240 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
646,075 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 13.1% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
5.300%, 05/27/2040 |
|
|
1,520 |
|
|
|
1,554 |
|
4.900%, 11/30/2046 |
|
|
6,958 |
|
|
|
6,707 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
2,740 |
|
|
|
2,772 |
|
5.400%, 03/15/2054 |
|
|
3,604 |
|
|
|
3,659 |
|
5.350%, 03/15/2044 |
|
|
755 |
|
|
|
762 |
|
5.050%, 03/15/2034 |
|
|
860 |
|
|
|
864 |
|
4.850%, 06/15/2044 |
|
|
225 |
|
|
|
213 |
|
4.750%, 03/15/2045 |
|
|
6,670 |
|
|
|
6,183 |
|
4.700%, 05/14/2045 |
|
|
3,999 |
|
|
|
3,683 |
|
4.400%, 11/06/2042 |
|
|
635 |
|
|
|
569 |
|
4.250%, 11/21/2049 |
|
|
21,436 |
|
|
|
18,390 |
|
4.050%, 11/21/2039 |
|
|
2,250 |
|
|
|
1,973 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
1,717 |
|
|
|
1,477 |
|
Aetna |
|
|
|
|
|
|
|
|
4.125%, 11/15/2042 |
|
|
780 |
|
|
|
624 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.800%, 09/23/2049 (A) |
|
|
1,070 |
|
|
|
829 |
|
Allina Health System |
|
|
|
|
|
|
|
|
4.805%, 11/15/2045 |
|
|
1,666 |
|
|
|
1,529 |
|
3.887%, 04/15/2049 |
|
|
1,454 |
|
|
|
1,187 |
|
Amgen |
|
|
|
|
|
|
|
|
5.750%, 03/02/2063 |
|
|
1,535 |
|
|
|
1,535 |
|
5.600%, 03/02/2043 |
|
|
855 |
|
|
|
856 |
|
4.875%, 03/01/2053 |
|
|
480 |
|
|
|
431 |
|
4.400%, 05/01/2045 |
|
|
165 |
|
|
|
141 |
|
Ascension Health |
|
|
|
|
|
|
|
|
4.847%, 11/15/2053 |
|
|
520 |
|
|
|
497 |
|
3.945%, 11/15/2046 |
|
|
1,291 |
|
|
|
1,087 |
|
3.106%, 11/15/2039 |
|
|
3,145 |
|
|
|
2,452 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
3,804 |
|
|
|
4,288 |
|
4.375%, 11/16/2045 |
|
|
3,734 |
|
|
|
3,302 |
|
3.000%, 05/28/2051 |
|
|
1,173 |
|
|
|
813 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Banner Health |
|
|
|
|
|
|
|
|
2.907%, 01/01/2042 |
|
$ |
1,781 |
|
|
$ |
1,301 |
|
Baptist Health South Florida |
|
|
|
|
|
|
|
|
4.342%, 11/15/2041 |
|
|
610 |
|
|
|
531 |
|
BayCare Health System |
|
|
|
|
|
|
|
|
3.831%, 11/15/2050 |
|
|
1,000 |
|
|
|
819 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.700%, 07/15/2064 (A) |
|
|
2,130 |
|
|
|
1,524 |
|
4.625%, 06/25/2038 (A) |
|
|
645 |
|
|
|
531 |
|
4.400%, 07/15/2044 (A) |
|
|
1,585 |
|
|
|
1,196 |
|
3.950%, 04/15/2045 (A) |
|
|
2,680 |
|
|
|
1,853 |
|
Baylor Scott & White Holdings |
|
|
|
|
|
|
|
|
4.185%, 11/15/2045 |
|
|
2,636 |
|
|
|
2,303 |
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.205%, 06/01/2050 |
|
|
1,100 |
|
|
|
777 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
6.400%, 11/15/2063 |
|
|
2,455 |
|
|
|
2,741 |
|
6.250%, 11/15/2053 |
|
|
870 |
|
|
|
964 |
|
5.650%, 02/22/2064 |
|
|
1,155 |
|
|
|
1,166 |
|
5.550%, 02/22/2054 |
|
|
7,295 |
|
|
|
7,381 |
|
4.550%, 02/20/2048 |
|
|
1,614 |
|
|
|
1,421 |
|
4.250%, 10/26/2049 |
|
|
14,059 |
|
|
|
11,795 |
|
3.900%, 03/15/2062 |
|
|
1,910 |
|
|
|
1,426 |
|
3.700%, 03/15/2052 |
|
|
7,449 |
|
|
|
5,654 |
|
3.550%, 03/15/2042 |
|
|
5,340 |
|
|
|
4,210 |
|
2.350%, 11/13/2040 |
|
|
440 |
|
|
|
295 |
|
Carilion Clinic Obligated Group |
|
|
|
|
|
|
|
|
3.147%, 07/01/2051 |
|
|
535 |
|
|
|
354 |
|
Children's Health Care |
|
|
|
|
|
|
|
|
3.448%, 08/15/2049 |
|
|
815 |
|
|
|
600 |
|
Children's Hospital Medical Center |
|
|
|
|
|
|
|
|
2.820%, 11/15/2050 |
|
|
1,180 |
|
|
|
758 |
|
Cigna Group |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
1,385 |
|
|
|
1,245 |
|
4.800%, 08/15/2038 |
|
|
1,300 |
|
|
|
1,206 |
|
3.875%, 10/15/2047 |
|
|
1,200 |
|
|
|
922 |
|
City of Hope |
|
|
|
|
|
|
|
|
5.623%, 11/15/2043 |
|
|
920 |
|
|
|
897 |
|
Cleveland Clinic Foundation |
|
|
|
|
|
|
|
|
4.858%, 01/01/2114 |
|
|
1,223 |
|
|
|
1,112 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.187%, 10/01/2049 |
|
|
3,069 |
|
|
|
2,490 |
|
CVS Health |
|
|
|
|
|
|
|
|
6.000%, 06/01/2063 |
|
|
440 |
|
|
|
440 |
|
5.875%, 06/01/2053 |
|
|
425 |
|
|
|
424 |
|
5.050%, 03/25/2048 |
|
|
3,404 |
|
|
|
3,036 |
|
4.780%, 03/25/2038 |
|
|
2,585 |
|
|
|
2,349 |
|
Danaher |
|
|
|
|
|
|
|
|
2.800%, 12/10/2051 |
|
|
1,015 |
|
|
|
660 |
|
Elevance Health |
|
|
|
|
|
|
|
|
6.100%, 10/15/2052 |
|
|
600 |
|
|
|
644 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Eli Lilly |
|
|
|
|
|
|
|
|
5.100%, 02/09/2064 |
|
$ |
8,122 |
|
|
$ |
7,981 |
|
5.000%, 02/09/2054 |
|
|
2,700 |
|
|
|
2,660 |
|
4.950%, 02/27/2063 |
|
|
4,629 |
|
|
|
4,465 |
|
4.875%, 02/27/2053 |
|
|
3,590 |
|
|
|
3,473 |
|
3.950%, 03/15/2049 |
|
|
2,925 |
|
|
|
2,459 |
|
GE HealthCare Technologies |
|
|
|
|
|
|
|
|
6.377%, 11/22/2052 |
|
|
930 |
|
|
|
1,033 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
4.800%, 04/01/2044 |
|
|
500 |
|
|
|
459 |
|
4.750%, 03/01/2046 |
|
|
3,207 |
|
|
|
2,915 |
|
4.500%, 02/01/2045 |
|
|
2,155 |
|
|
|
1,897 |
|
4.150%, 03/01/2047 |
|
|
1,935 |
|
|
|
1,599 |
|
2.800%, 10/01/2050 |
|
|
1,145 |
|
|
|
738 |
|
GlaxoSmithKline Capital |
|
|
|
|
|
|
|
|
6.375%, 05/15/2038 |
|
|
5,279 |
|
|
|
5,915 |
|
HCA |
|
|
|
|
|
|
|
|
5.250%, 06/15/2049 |
|
|
1,110 |
|
|
|
1,000 |
|
Health Care Service, A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
3.200%, 06/01/2050 (A) |
|
|
2,460 |
|
|
|
1,668 |
|
Hoag Memorial Hospital Presbyterian |
|
|
|
|
|
|
|
|
3.803%, 07/15/2052 |
|
|
1,385 |
|
|
|
1,130 |
|
Humana |
|
|
|
|
|
|
|
|
8.150%, 06/15/2038 |
|
|
1,510 |
|
|
|
1,800 |
|
4.625%, 12/01/2042 |
|
|
505 |
|
|
|
443 |
|
Indiana University Health Obligated Group |
|
|
|
|
|
|
|
|
3.970%, 11/01/2048 |
|
|
1,825 |
|
|
|
1,513 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
4.850%, 05/15/2041 |
|
|
7,402 |
|
|
|
7,287 |
|
3.750%, 03/03/2047 |
|
|
400 |
|
|
|
329 |
|
3.625%, 03/03/2037 |
|
|
790 |
|
|
|
698 |
|
3.400%, 01/15/2038 |
|
|
3,600 |
|
|
|
3,056 |
|
2.100%, 09/01/2040 |
|
|
1,335 |
|
|
|
907 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
1,790 |
|
|
|
1,543 |
|
3.266%, 11/01/2049 |
|
|
1,910 |
|
|
|
1,404 |
|
3.002%, 06/01/2051 |
|
|
2,665 |
|
|
|
1,827 |
|
2.810%, 06/01/2041 |
|
|
6,705 |
|
|
|
4,897 |
|
Mass General Brigham |
|
|
|
|
|
|
|
|
3.765%, 07/01/2048 |
|
|
1,000 |
|
|
|
802 |
|
3.342%, 07/01/2060 |
|
|
1,015 |
|
|
|
691 |
|
3.192%, 07/01/2049 |
|
|
2,260 |
|
|
|
1,605 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.375%, 03/15/2035 |
|
|
2,330 |
|
|
|
2,197 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
2,795 |
|
|
|
2,079 |
|
Memorial Sloan-Kettering Cancer Center |
|
|
|
|
|
|
|
|
5.000%, 07/01/2042 |
|
|
235 |
|
|
|
228 |
|
4.125%, 07/01/2052 |
|
|
2,395 |
|
|
|
2,037 |
|
2.955%, 01/01/2050 |
|
|
780 |
|
|
|
529 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Merck |
|
|
|
|
|
|
|
|
5.000%, 05/17/2053 |
|
$ |
4,645 |
|
|
$ |
4,502 |
|
4.900%, 05/17/2044 |
|
|
2,590 |
|
|
|
2,488 |
|
4.150%, 05/18/2043 |
|
|
2,700 |
|
|
|
2,357 |
|
4.000%, 03/07/2049 |
|
|
550 |
|
|
|
459 |
|
3.900%, 03/07/2039 |
|
|
2,355 |
|
|
|
2,066 |
|
3.700%, 02/10/2045 |
|
|
7,910 |
|
|
|
6,402 |
|
3.600%, 09/15/2042 |
|
|
750 |
|
|
|
609 |
|
2.900%, 12/10/2061 |
|
|
2,286 |
|
|
|
1,421 |
|
2.750%, 12/10/2051 |
|
|
1,325 |
|
|
|
855 |
|
2.350%, 06/24/2040 |
|
|
390 |
|
|
|
270 |
|
Merck Sharp & Dohme Corp |
|
|
|
|
|
|
|
|
5.750%, 11/15/2036 |
|
|
1,200 |
|
|
|
1,278 |
|
MyMichigan Health |
|
|
|
|
|
|
|
|
3.409%, 06/01/2050 |
|
|
2,220 |
|
|
|
1,616 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
1,705 |
|
|
|
1,468 |
|
4.063%, 08/01/2056 |
|
|
2,300 |
|
|
|
1,869 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
655 |
|
|
|
533 |
|
Novant Health |
|
|
|
|
|
|
|
|
3.168%, 11/01/2051 |
|
|
2,330 |
|
|
|
1,587 |
|
Novartis Capital |
|
|
|
|
|
|
|
|
4.400%, 05/06/2044 |
|
|
540 |
|
|
|
491 |
|
4.000%, 11/20/2045 |
|
|
4,325 |
|
|
|
3,676 |
|
NYU Langone Hospitals |
|
|
|
|
|
|
|
|
5.750%, 07/01/2043 |
|
|
1,665 |
|
|
|
1,735 |
|
4.368%, 07/01/2047 |
|
|
1,610 |
|
|
|
1,420 |
|
3.380%, 07/01/2055 |
|
|
1,510 |
|
|
|
1,086 |
|
OhioHealth |
|
|
|
|
|
|
|
|
3.042%, 11/15/2050 |
|
|
1,462 |
|
|
|
1,048 |
|
Orlando Health Obligated Group |
|
|
|
|
|
|
|
|
3.327%, 10/01/2050 |
|
|
775 |
|
|
|
568 |
|
PeaceHealth Obligated Group |
|
|
|
|
|
|
|
|
3.218%, 11/15/2050 |
|
|
3,455 |
|
|
|
2,278 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.400%, 05/15/2044 |
|
|
995 |
|
|
|
896 |
|
4.300%, 06/15/2043 |
|
|
3,860 |
|
|
|
3,389 |
|
4.200%, 09/15/2048 |
|
|
3,750 |
|
|
|
3,195 |
|
4.100%, 09/15/2038 |
|
|
1,900 |
|
|
|
1,691 |
|
4.000%, 12/15/2036 |
|
|
200 |
|
|
|
180 |
|
3.900%, 03/15/2039 |
|
|
2,100 |
|
|
|
1,793 |
|
2.550%, 05/28/2040 |
|
|
575 |
|
|
|
403 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
9,333 |
|
|
|
8,990 |
|
5.300%, 05/19/2053 |
|
|
17,711 |
|
|
|
17,325 |
|
5.110%, 05/19/2043 |
|
|
7,540 |
|
|
|
7,251 |
|
Pharmacia LLC |
|
|
|
|
|
|
|
|
6.600%, 12/01/2028 |
|
|
1,045 |
|
|
|
1,119 |
|
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
3.744%, 10/01/2047 |
|
|
1,520 |
|
|
|
1,143 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Rady Children's Hospital-San Diego |
|
|
|
|
|
|
|
|
3.154%, 08/15/2051 |
|
$ |
865 |
|
|
$ |
587 |
|
Revvity |
|
|
|
|
|
|
|
|
3.625%, 03/15/2051 |
|
|
325 |
|
|
|
226 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.607%, 12/13/2051 (A) |
|
|
700 |
|
|
|
441 |
|
RWJ Barnabas Health |
|
|
|
|
|
|
|
|
3.949%, 07/01/2046 |
|
|
50 |
|
|
|
40 |
|
Sentara Healthcare |
|
|
|
|
|
|
|
|
2.927%, 11/01/2051 |
|
|
805 |
|
|
|
544 |
|
Shands Teaching Hospital and Clinics |
|
|
|
|
|
|
|
|
4.741%, 12/01/2042 |
|
|
1,750 |
|
|
|
1,560 |
|
Sharp HealthCare |
|
|
|
|
|
|
|
|
2.680%, 08/01/2050 |
|
|
1,500 |
|
|
|
939 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.795%, 11/15/2048 |
|
|
5,302 |
|
|
|
4,268 |
|
STERIS Irish FinCo UnLtd |
|
|
|
|
|
|
|
|
3.750%, 03/15/2051 |
|
|
325 |
|
|
|
240 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
2.800%, 10/15/2041 |
|
|
110 |
|
|
|
79 |
|
Trinity Health |
|
|
|
|
|
|
|
|
4.125%, 12/01/2045 |
|
|
2,392 |
|
|
|
2,024 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.875%, 02/15/2038 |
|
|
1,125 |
|
|
|
1,307 |
|
6.625%, 11/15/2037 |
|
|
1,080 |
|
|
|
1,221 |
|
6.500%, 06/15/2037 |
|
|
1,225 |
|
|
|
1,366 |
|
6.050%, 02/15/2063 |
|
|
1,625 |
|
|
|
1,760 |
|
5.950%, 02/15/2041 |
|
|
1,265 |
|
|
|
1,331 |
|
5.875%, 02/15/2053 |
|
|
2,641 |
|
|
|
2,825 |
|
5.800%, 03/15/2036 |
|
|
620 |
|
|
|
656 |
|
5.700%, 10/15/2040 |
|
|
415 |
|
|
|
430 |
|
4.750%, 07/15/2045 |
|
|
6,970 |
|
|
|
6,414 |
|
4.750%, 05/15/2052 |
|
|
5,395 |
|
|
|
4,908 |
|
4.450%, 12/15/2048 |
|
|
12,274 |
|
|
|
10,789 |
|
4.375%, 03/15/2042 |
|
|
30 |
|
|
|
27 |
|
4.250%, 04/15/2047 |
|
|
3,070 |
|
|
|
2,610 |
|
4.250%, 06/15/2048 |
|
|
6,370 |
|
|
|
5,362 |
|
4.200%, 01/15/2047 |
|
|
1,477 |
|
|
|
1,251 |
|
3.950%, 10/15/2042 |
|
|
6,840 |
|
|
|
5,748 |
|
3.750%, 10/15/2047 |
|
|
780 |
|
|
|
608 |
|
3.700%, 08/15/2049 |
|
|
1,726 |
|
|
|
1,325 |
|
3.500%, 08/15/2039 |
|
|
4,315 |
|
|
|
3,485 |
|
3.250%, 05/15/2051 |
|
|
4,800 |
|
|
|
3,366 |
|
3.050%, 05/15/2041 |
|
|
8,576 |
|
|
|
6,372 |
|
2.900%, 05/15/2050 |
|
|
1,680 |
|
|
|
1,116 |
|
West Virginia United Health System Obligated Group |
|
|
|
|
|
|
|
|
3.129%, 06/01/2050 |
|
|
900 |
|
|
|
567 |
|
Willis-Knighton Medical Center |
|
|
|
|
|
|
|
|
4.813%, 09/01/2048 |
|
|
1,690 |
|
|
|
1,529 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wyeth LLC |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
$ |
17,224 |
|
|
$ |
18,402 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
393,846 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 6.0% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
3.850%, 10/29/2041 |
|
|
1,295 |
|
|
|
1,005 |
|
3.300%, 01/30/2032 |
|
|
1,535 |
|
|
|
1,298 |
|
Air Canada Pass-Through Trust, Ser 2013-1, Cl A |
|
|
|
|
|
|
|
|
4.125%, 05/15/2025 (A) |
|
|
282 |
|
|
|
275 |
|
Airbus |
|
|
|
|
|
|
|
|
3.950%, 04/10/2047 (A) |
|
|
2,500 |
|
|
|
2,052 |
|
American Airlines Pass-Through Trust, Ser 2016-2, Cl AA |
|
|
|
|
|
|
|
|
3.200%, 06/15/2028 |
|
|
668 |
|
|
|
613 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
3.000%, 09/15/2050 (A) |
|
|
1,200 |
|
|
|
804 |
|
Boeing |
|
|
|
|
|
|
|
|
5.930%, 05/01/2060 |
|
|
810 |
|
|
|
775 |
|
5.805%, 05/01/2050 |
|
|
4,745 |
|
|
|
4,574 |
|
5.705%, 05/01/2040 |
|
|
1,905 |
|
|
|
1,856 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
5.200%, 04/15/2054 |
|
|
1,505 |
|
|
|
1,476 |
|
5.150%, 09/01/2043 |
|
|
1,315 |
|
|
|
1,286 |
|
4.900%, 04/01/2044 |
|
|
8,406 |
|
|
|
7,962 |
|
4.550%, 09/01/2044 |
|
|
3,795 |
|
|
|
3,397 |
|
4.450%, 03/15/2043 |
|
|
560 |
|
|
|
499 |
|
4.450%, 01/15/2053 |
|
|
2,169 |
|
|
|
1,907 |
|
4.400%, 03/15/2042 |
|
|
2,825 |
|
|
|
2,514 |
|
4.375%, 09/01/2042 |
|
|
270 |
|
|
|
239 |
|
4.150%, 04/01/2045 |
|
|
7,795 |
|
|
|
6,586 |
|
4.050%, 06/15/2048 |
|
|
1,905 |
|
|
|
1,577 |
|
3.300%, 09/15/2051 |
|
|
3,765 |
|
|
|
2,696 |
|
3.050%, 02/15/2051 |
|
|
2,160 |
|
|
|
1,475 |
|
2.875%, 06/15/2052 |
|
|
4,245 |
|
|
|
2,763 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
6.200%, 06/01/2036 |
|
|
5,110 |
|
|
|
5,555 |
|
4.500%, 11/07/2043 |
|
|
1,720 |
|
|
|
1,512 |
|
4.400%, 08/05/2052 |
|
|
2,796 |
|
|
|
2,469 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
1,405 |
|
|
|
1,483 |
|
Caterpillar |
|
|
|
|
|
|
|
|
4.750%, 05/15/2064 |
|
|
475 |
|
|
|
432 |
|
CSX |
|
|
|
|
|
|
|
|
4.500%, 11/15/2052 |
|
|
1,590 |
|
|
|
1,394 |
|
Cummins |
|
|
|
|
|
|
|
|
5.450%, 02/20/2054 |
|
|
2,249 |
|
|
|
2,261 |
|
2.600%, 09/01/2050 |
|
|
2,660 |
|
|
|
1,675 |
|
Deere |
|
|
|
|
|
|
|
|
3.900%, 06/09/2042 |
|
|
800 |
|
|
|
684 |
|
2.875%, 09/07/2049 |
|
|
1,795 |
|
|
|
1,254 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
$ |
4,551 |
|
|
$ |
2,938 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
2,545 |
|
|
|
2,263 |
|
4.250%, 04/01/2050 |
|
|
2,040 |
|
|
|
1,759 |
|
Georgia-Pacific LLC |
|
|
|
|
|
|
|
|
8.875%, 05/15/2031 |
|
|
475 |
|
|
|
583 |
|
7.250%, 06/01/2028 |
|
|
330 |
|
|
|
352 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
1,985 |
|
|
|
1,982 |
|
5.250%, 03/01/2054 |
|
|
13,428 |
|
|
|
13,401 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.900%, 11/15/2063 |
|
|
2,575 |
|
|
|
2,803 |
|
5.700%, 11/15/2054 |
|
|
1,060 |
|
|
|
1,119 |
|
5.200%, 02/15/2064 |
|
|
2,855 |
|
|
|
2,788 |
|
4.700%, 05/15/2046 |
|
|
550 |
|
|
|
507 |
|
4.300%, 06/15/2062 |
|
|
2,676 |
|
|
|
2,241 |
|
4.090%, 09/15/2052 |
|
|
7,352 |
|
|
|
6,112 |
|
4.070%, 12/15/2042 |
|
|
6,306 |
|
|
|
5,401 |
|
2.800%, 06/15/2050 |
|
|
1,130 |
|
|
|
747 |
|
Nature Conservancy |
|
|
|
|
|
|
|
|
3.957%, 03/01/2052 |
|
|
2,155 |
|
|
|
1,828 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
5.100%, 08/01/2118 |
|
|
1,600 |
|
|
|
1,390 |
|
4.837%, 10/01/2041 |
|
|
3,100 |
|
|
|
2,880 |
|
3.700%, 03/15/2053 |
|
|
500 |
|
|
|
372 |
|
Rockwell Automation |
|
|
|
|
|
|
|
|
4.200%, 03/01/2049 |
|
|
740 |
|
|
|
630 |
|
RTX |
|
|
|
|
|
|
|
|
6.125%, 07/15/2038 |
|
|
295 |
|
|
|
311 |
|
4.625%, 11/16/2048 |
|
|
415 |
|
|
|
363 |
|
4.500%, 06/01/2042 |
|
|
5,942 |
|
|
|
5,195 |
|
3.750%, 11/01/2046 |
|
|
2,039 |
|
|
|
1,556 |
|
2.820%, 09/01/2051 |
|
|
150 |
|
|
|
94 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
2.875%, 03/11/2041 (A) |
|
|
4,360 |
|
|
|
3,266 |
|
Snap-on |
|
|
|
|
|
|
|
|
4.100%, 03/01/2048 |
|
|
3,386 |
|
|
|
2,825 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
1,642 |
|
|
|
1,435 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.875%, 02/01/2055 |
|
|
2,115 |
|
|
|
1,650 |
|
3.839%, 03/20/2060 |
|
|
15,039 |
|
|
|
11,424 |
|
3.500%, 02/14/2053 |
|
|
7,715 |
|
|
|
5,742 |
|
3.375%, 02/14/2042 |
|
|
780 |
|
|
|
610 |
|
2.973%, 09/16/2062 |
|
|
2,805 |
|
|
|
1,747 |
|
2.950%, 03/10/2052 |
|
|
14,087 |
|
|
|
9,420 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
875 |
|
|
|
717 |
|
United Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
|
1,100 |
|
|
|
1,115 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
United Parcel Service |
|
|
|
|
|
|
|
|
7.620%, 04/01/2030 (C) |
|
$ |
710 |
|
|
$ |
800 |
|
6.200%, 01/15/2038 |
|
|
4,172 |
|
|
|
4,566 |
|
5.200%, 04/01/2040 |
|
|
725 |
|
|
|
721 |
|
5.050%, 03/03/2053 |
|
|
5,799 |
|
|
|
5,629 |
|
3.625%, 10/01/2042 |
|
|
1,225 |
|
|
|
984 |
|
Waste Connections |
|
|
|
|
|
|
|
|
2.950%, 01/15/2052 |
|
|
500 |
|
|
|
331 |
|
WW Grainger |
|
|
|
|
|
|
|
|
4.600%, 06/15/2045 |
|
|
1,328 |
|
|
|
1,215 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
180,160 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 7.4% |
|
|
|
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
5,062 |
|
|
|
3,384 |
|
2.800%, 10/01/2041 |
|
|
3,765 |
|
|
|
2,677 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
9,445 |
|
|
|
8,928 |
|
4.375%, 05/13/2045 |
|
|
11,608 |
|
|
|
10,597 |
|
3.850%, 05/04/2043 |
|
|
3,215 |
|
|
|
2,752 |
|
3.850%, 08/04/2046 |
|
|
13,075 |
|
|
|
10,899 |
|
3.750%, 09/12/2047 |
|
|
6,840 |
|
|
|
5,577 |
|
3.750%, 11/13/2047 |
|
|
165 |
|
|
|
134 |
|
3.450%, 02/09/2045 |
|
|
9,825 |
|
|
|
7,796 |
|
2.850%, 08/05/2061 |
|
|
4,270 |
|
|
|
2,719 |
|
2.800%, 02/08/2061 |
|
|
1,335 |
|
|
|
848 |
|
2.700%, 08/05/2051 |
|
|
2,550 |
|
|
|
1,660 |
|
2.650%, 05/11/2050 |
|
|
415 |
|
|
|
270 |
|
2.650%, 02/08/2051 |
|
|
12,675 |
|
|
|
8,175 |
|
2.375%, 02/08/2041 |
|
|
1,415 |
|
|
|
995 |
|
Applied Materials |
|
|
|
|
|
|
|
|
4.350%, 04/01/2047 |
|
|
1,481 |
|
|
|
1,317 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (A) |
|
|
2,080 |
|
|
|
1,938 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
3,985 |
|
|
|
4,277 |
|
5.500%, 01/15/2040 |
|
|
2,094 |
|
|
|
2,164 |
|
5.350%, 02/26/2064 |
|
|
5,755 |
|
|
|
5,792 |
|
5.300%, 02/26/2054 |
|
|
7,842 |
|
|
|
7,937 |
|
IBM International Capital Pte |
|
|
|
|
|
|
|
|
5.300%, 02/05/2054 |
|
|
2,525 |
|
|
|
2,423 |
|
5.250%, 02/05/2044 |
|
|
5,760 |
|
|
|
5,517 |
|
Intel |
|
|
|
|
|
|
|
|
5.700%, 02/10/2053 |
|
|
5,835 |
|
|
|
5,915 |
|
5.625%, 02/10/2043 |
|
|
345 |
|
|
|
350 |
|
4.900%, 08/05/2052 |
|
|
7,970 |
|
|
|
7,333 |
|
4.750%, 03/25/2050 |
|
|
1,800 |
|
|
|
1,604 |
|
4.600%, 03/25/2040 |
|
|
2,270 |
|
|
|
2,109 |
|
4.100%, 05/11/2047 |
|
|
1,786 |
|
|
|
1,473 |
|
3.734%, 12/08/2047 |
|
|
15,234 |
|
|
|
11,582 |
|
3.250%, 11/15/2049 |
|
|
2,980 |
|
|
|
2,065 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
International Business Machines |
|
|
|
|
|
|
|
|
4.900%, 07/27/2052 |
|
$ |
435 |
|
|
$ |
405 |
|
4.250%, 05/15/2049 |
|
|
3,725 |
|
|
|
3,126 |
|
4.150%, 05/15/2039 |
|
|
530 |
|
|
|
462 |
|
4.000%, 06/20/2042 |
|
|
1,740 |
|
|
|
1,447 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
4,675 |
|
|
|
4,808 |
|
KLA |
|
|
|
|
|
|
|
|
4.950%, 07/15/2052 |
|
|
5,772 |
|
|
|
5,466 |
|
Lam Research |
|
|
|
|
|
|
|
|
2.875%, 06/15/2050 |
|
|
2,873 |
|
|
|
1,938 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.450%, 08/08/2036 |
|
|
4,320 |
|
|
|
3,806 |
|
3.041%, 03/17/2062 |
|
|
13,613 |
|
|
|
9,277 |
|
2.921%, 03/17/2052 |
|
|
13,294 |
|
|
|
9,193 |
|
2.675%, 06/01/2060 |
|
|
2,385 |
|
|
|
1,505 |
|
2.525%, 06/01/2050 |
|
|
15,272 |
|
|
|
9,834 |
|
2.500%, 09/15/2050 (A) |
|
|
4,255 |
|
|
|
2,704 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.500%, 04/01/2040 |
|
|
2,730 |
|
|
|
2,280 |
|
3.500%, 04/01/2050 |
|
|
1,555 |
|
|
|
1,220 |
|
Oracle |
|
|
|
|
|
|
|
|
4.375%, 05/15/2055 |
|
|
940 |
|
|
|
738 |
|
4.125%, 05/15/2045 |
|
|
1,810 |
|
|
|
1,434 |
|
4.000%, 07/15/2046 |
|
|
4,115 |
|
|
|
3,165 |
|
3.800%, 11/15/2037 |
|
|
4,215 |
|
|
|
3,471 |
|
3.600%, 04/01/2040 |
|
|
4,128 |
|
|
|
3,187 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
4.300%, 05/20/2047 |
|
|
3,125 |
|
|
|
2,711 |
|
Salesforce |
|
|
|
|
|
|
|
|
3.050%, 07/15/2061 |
|
|
1,255 |
|
|
|
807 |
|
2.900%, 07/15/2051 |
|
|
3,850 |
|
|
|
2,558 |
|
2.700%, 07/15/2041 |
|
|
2,010 |
|
|
|
1,435 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
2,240 |
|
|
|
2,219 |
|
5.050%, 05/18/2063 |
|
|
6,175 |
|
|
|
5,904 |
|
5.000%, 03/14/2053 |
|
|
1,640 |
|
|
|
1,593 |
|
4.150%, 05/15/2048 |
|
|
2,335 |
|
|
|
1,983 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.250%, 10/25/2051 |
|
|
1,950 |
|
|
|
1,481 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
221,364 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.2% |
|
|
|
|
Air Products and Chemicals |
|
|
|
|
|
|
|
|
4.850%, 02/08/2034 |
|
|
4,185 |
|
|
|
4,103 |
|
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
2,160 |
|
|
|
2,211 |
|
Barrick PD Australia Finance Pty |
|
|
|
|
|
|
|
|
5.950%, 10/15/2039 |
|
|
1,245 |
|
|
|
1,275 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
6.420%, 03/01/2026 |
|
|
1,320 |
|
|
|
1,352 |
|
5.500%, 09/08/2053 |
|
|
320 |
|
|
|
327 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 09/08/2033 |
|
$ |
4,635 |
|
|
$ |
4,656 |
|
5.000%, 09/30/2043 |
|
|
3,800 |
|
|
|
3,635 |
|
Ecolab |
|
|
|
|
|
|
|
|
2.750%, 08/18/2055 |
|
|
2,757 |
|
|
|
1,715 |
|
2.700%, 12/15/2051 |
|
|
3,125 |
|
|
|
1,982 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
900 |
|
|
|
838 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
2,435 |
|
|
|
2,049 |
|
3.468%, 12/01/2050 (A) |
|
|
4,975 |
|
|
|
3,274 |
|
3.268%, 11/15/2040 (A) |
|
|
1,095 |
|
|
|
768 |
|
LYB International Finance III LLC |
|
|
|
|
|
|
|
|
4.200%, 05/01/2050 |
|
|
535 |
|
|
|
413 |
|
Packaging Corp of America |
|
|
|
|
|
|
|
|
3.050%, 10/01/2051 |
|
|
440 |
|
|
|
294 |
|
Rio Tinto Finance USA |
|
|
|
|
|
|
|
|
5.200%, 11/02/2040 |
|
|
2,502 |
|
|
|
2,463 |
|
2.750%, 11/02/2051 |
|
|
5,135 |
|
|
|
3,258 |
|
Rio Tinto Finance USA PLC |
|
|
|
|
|
|
|
|
5.125%, 03/09/2053 |
|
|
1,150 |
|
|
|
1,105 |
|
Sherwin-Williams |
|
|
|
|
|
|
|
|
2.900%, 03/15/2052 |
|
|
250 |
|
|
|
162 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,880 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.5% |
|
|
|
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
4.850%, 04/15/2049 |
|
|
210 |
|
|
|
183 |
|
3.550%, 03/15/2052 |
|
|
730 |
|
|
|
506 |
|
2.950%, 03/15/2034 |
|
|
225 |
|
|
|
182 |
|
American Homes 4 Rent LP |
|
|
|
|
|
|
|
|
4.300%, 04/15/2052 |
|
|
1,445 |
|
|
|
1,121 |
|
3.375%, 07/15/2051 |
|
|
300 |
|
|
|
198 |
|
American Tower |
|
|
|
|
|
|
|
|
3.700%, 10/15/2049 |
|
|
1,000 |
|
|
|
726 |
|
Crown Castle |
|
|
|
|
|
|
|
|
4.150%, 07/01/2050 |
|
|
500 |
|
|
|
394 |
|
ERP Operating |
|
|
|
|
|
|
|
|
4.500%, 06/01/2045 |
|
|
900 |
|
|
|
751 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
2.650%, 09/01/2050 |
|
|
1,500 |
|
|
|
872 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
6.750%, 12/01/2033 |
|
|
1,150 |
|
|
|
1,193 |
|
Invitation Homes Operating Partnership LP |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
1,000 |
|
|
|
988 |
|
4.150%, 04/15/2032 |
|
|
80 |
|
|
|
72 |
|
2.700%, 01/15/2034 |
|
|
460 |
|
|
|
358 |
|
Kilroy Realty LP |
|
|
|
|
|
|
|
|
2.650%, 11/15/2033 |
|
|
455 |
|
|
|
331 |
|
Kimco Realty OP LLC |
|
|
|
|
|
|
|
|
3.700%, 10/01/2049 |
|
|
1,440 |
|
|
|
1,032 |
|
Nationwide Health Properties MTN |
|
|
|
|
|
|
|
|
6.900%, 10/01/2037 |
|
|
1,600 |
|
|
|
1,666 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
NNN REIT |
|
|
|
|
|
|
|
|
3.000%, 04/15/2052 |
|
$ |
990 |
|
|
$ |
632 |
|
Prologis |
|
|
|
|
|
|
|
|
5.250%, 06/15/2053 |
|
|
4,112 |
|
|
|
3,985 |
|
5.250%, 03/15/2054 |
|
|
910 |
|
|
|
874 |
|
3.000%, 04/15/2050 |
|
|
65 |
|
|
|
44 |
|
2.125%, 10/15/2050 |
|
|
5,237 |
|
|
|
2,875 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.125%, 02/15/2034 |
|
|
2,920 |
|
|
|
2,825 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
1,820 |
|
|
|
1,779 |
|
4.650%, 03/15/2049 |
|
|
1,311 |
|
|
|
1,113 |
|
4.400%, 02/01/2047 |
|
|
955 |
|
|
|
764 |
|
Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
5.125%, H15T5Y + 4.685%, 09/24/2080 (A)(B) |
|
|
1,935 |
|
|
|
1,771 |
|
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B) |
|
|
1,250 |
|
|
|
1,189 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
2,365 |
|
|
|
2,597 |
|
6.650%, 01/15/2054 |
|
|
1,415 |
|
|
|
1,592 |
|
5.850%, 03/08/2053 |
|
|
4,194 |
|
|
|
4,246 |
|
4.250%, 11/30/2046 |
|
|
3,315 |
|
|
|
2,687 |
|
3.800%, 07/15/2050 |
|
|
1,400 |
|
|
|
1,060 |
|
3.250%, 09/13/2049 |
|
|
2,330 |
|
|
|
1,615 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.625%, 05/15/2052 |
|
|
1,570 |
|
|
|
1,422 |
|
Weyerhaeuser |
|
|
|
|
|
|
|
|
4.000%, 03/09/2052 |
|
|
1,020 |
|
|
|
800 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,443 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 16.2% |
|
|
|
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
5.400%, 03/15/2053 |
|
|
845 |
|
|
|
837 |
|
4.000%, 12/01/2046 |
|
|
5,003 |
|
|
|
4,038 |
|
3.800%, 06/15/2049 |
|
|
1,840 |
|
|
|
1,416 |
|
3.650%, 04/01/2050 |
|
|
2,575 |
|
|
|
1,935 |
|
3.150%, 09/15/2049 |
|
|
1,760 |
|
|
|
1,202 |
|
2.750%, 08/15/2051 |
|
|
405 |
|
|
|
252 |
|
Alabama Power |
|
|
|
|
|
|
|
|
5.200%, 06/01/2041 |
|
|
155 |
|
|
|
152 |
|
4.300%, 07/15/2048 |
|
|
1,420 |
|
|
|
1,190 |
|
3.850%, 12/01/2042 |
|
|
7,209 |
|
|
|
5,805 |
|
Ameren Illinois |
|
|
|
|
|
|
|
|
5.900%, 12/01/2052 |
|
|
1,032 |
|
|
|
1,096 |
|
3.700%, 12/01/2047 |
|
|
4,435 |
|
|
|
3,426 |
|
3.250%, 03/15/2050 |
|
|
50 |
|
|
|
35 |
|
2.900%, 06/15/2051 |
|
|
3,724 |
|
|
|
2,420 |
|
American Transmission Systems |
|
|
|
|
|
|
|
|
5.000%, 09/01/2044 (A) |
|
|
600 |
|
|
|
539 |
|
American Water Capital |
|
|
|
|
|
|
|
|
3.750%, 09/01/2047 |
|
|
1,000 |
|
|
|
779 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Appalachian Power |
|
|
|
|
|
|
|
|
6.700%, 08/15/2037 |
|
$ |
50 |
|
|
$ |
54 |
|
5.800%, 10/01/2035 |
|
|
125 |
|
|
|
128 |
|
4.500%, 03/01/2049 |
|
|
700 |
|
|
|
565 |
|
Arizona Public Service |
|
|
|
|
|
|
|
|
5.050%, 09/01/2041 |
|
|
50 |
|
|
|
46 |
|
4.500%, 04/01/2042 |
|
|
312 |
|
|
|
266 |
|
4.350%, 11/15/2045 |
|
|
1,735 |
|
|
|
1,409 |
|
4.250%, 03/01/2049 |
|
|
450 |
|
|
|
360 |
|
4.200%, 08/15/2048 |
|
|
1,200 |
|
|
|
950 |
|
3.350%, 05/15/2050 |
|
|
550 |
|
|
|
375 |
|
Atmos Energy |
|
|
|
|
|
|
|
|
4.125%, 10/15/2044 |
|
|
2,805 |
|
|
|
2,392 |
|
Avista |
|
|
|
|
|
|
|
|
4.000%, 04/01/2052 |
|
|
550 |
|
|
|
417 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
5.400%, 06/01/2053 |
|
|
2,516 |
|
|
|
2,468 |
|
4.550%, 06/01/2052 |
|
|
394 |
|
|
|
343 |
|
3.500%, 08/15/2046 |
|
|
4,995 |
|
|
|
3,686 |
|
2.900%, 06/15/2050 |
|
|
1,090 |
|
|
|
707 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
4.600%, 05/01/2053 |
|
|
1,320 |
|
|
|
1,127 |
|
4.450%, 01/15/2049 |
|
|
3,630 |
|
|
|
3,062 |
|
4.250%, 10/15/2050 |
|
|
4,900 |
|
|
|
3,947 |
|
3.800%, 07/15/2048 |
|
|
11,790 |
|
|
|
8,961 |
|
Black Hills |
|
|
|
|
|
|
|
|
4.200%, 09/15/2046 |
|
|
1,135 |
|
|
|
883 |
|
Boston Gas |
|
|
|
|
|
|
|
|
6.119%, 07/20/2053 (A) |
|
|
625 |
|
|
|
629 |
|
4.487%, 02/15/2042 (A) |
|
|
250 |
|
|
|
204 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
5.150%, 03/01/2034 |
|
|
965 |
|
|
|
963 |
|
4.500%, 04/01/2044 |
|
|
500 |
|
|
|
443 |
|
4.250%, 02/01/2049 |
|
|
1,760 |
|
|
|
1,492 |
|
3.950%, 03/01/2048 |
|
|
500 |
|
|
|
404 |
|
3.600%, 03/01/2052 |
|
|
815 |
|
|
|
613 |
|
3.350%, 04/01/2051 |
|
|
1,305 |
|
|
|
938 |
|
2.900%, 07/01/2050 |
|
|
900 |
|
|
|
592 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
5.300%, 02/01/2053 |
|
|
1,940 |
|
|
|
1,878 |
|
4.700%, 01/15/2044 |
|
|
5,213 |
|
|
|
4,645 |
|
4.600%, 08/15/2043 |
|
|
2,070 |
|
|
|
1,836 |
|
4.000%, 03/01/2048 |
|
|
2,515 |
|
|
|
2,026 |
|
4.000%, 03/01/2049 |
|
|
1,180 |
|
|
|
943 |
|
3.850%, 03/15/2052 |
|
|
520 |
|
|
|
400 |
|
3.750%, 08/15/2047 |
|
|
2,685 |
|
|
|
2,060 |
|
3.700%, 03/01/2045 |
|
|
6,415 |
|
|
|
5,002 |
|
3.125%, 03/15/2051 |
|
|
3,720 |
|
|
|
2,496 |
|
Connecticut Light and Power |
|
|
|
|
|
|
|
|
5.250%, 01/15/2053 |
|
|
1,095 |
|
|
|
1,067 |
|
4.150%, 06/01/2045 |
|
|
2,940 |
|
|
|
2,476 |
|
4.000%, 04/01/2048 |
|
|
2,712 |
|
|
|
2,208 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
6.750%, 04/01/2038 |
|
$ |
1,915 |
|
|
$ |
2,133 |
|
6.200%, 06/15/2036 |
|
|
65 |
|
|
|
69 |
|
6.150%, 11/15/2052 |
|
|
2,555 |
|
|
|
2,769 |
|
5.900%, 11/15/2053 |
|
|
3,795 |
|
|
|
4,002 |
|
5.700%, 06/15/2040 |
|
|
40 |
|
|
|
40 |
|
4.500%, 05/15/2058 |
|
|
930 |
|
|
|
782 |
|
3.950%, 03/01/2043 |
|
|
5,480 |
|
|
|
4,496 |
|
3.950%, 04/01/2050 |
|
|
2,795 |
|
|
|
2,239 |
|
3.875%, 06/15/2047 |
|
|
5,147 |
|
|
|
3,999 |
|
3.850%, 06/15/2046 |
|
|
3,427 |
|
|
|
2,693 |
|
3.700%, 11/15/2059 |
|
|
850 |
|
|
|
607 |
|
3.000%, 12/01/2060 |
|
|
1,700 |
|
|
|
1,038 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
4.350%, 04/15/2049 |
|
|
5,923 |
|
|
|
5,125 |
|
4.200%, 09/01/2052 |
|
|
790 |
|
|
|
657 |
|
3.500%, 08/01/2051 |
|
|
1,235 |
|
|
|
924 |
|
2.500%, 05/01/2060 |
|
|
403 |
|
|
|
222 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
5.250%, 08/01/2033 |
|
|
20 |
|
|
|
20 |
|
4.600%, 03/15/2049 |
|
|
1,754 |
|
|
|
1,486 |
|
Dominion Energy South Carolina |
|
|
|
|
|
|
|
|
5.100%, 06/01/2065 |
|
|
1,235 |
|
|
|
1,143 |
|
DTE Electric |
|
|
|
|
|
|
|
|
5.400%, 04/01/2053 |
|
|
770 |
|
|
|
763 |
|
3.950%, 06/15/2042 |
|
|
80 |
|
|
|
64 |
|
3.700%, 03/15/2045 |
|
|
4,280 |
|
|
|
3,360 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
6.450%, 10/15/2032 |
|
|
110 |
|
|
|
119 |
|
6.050%, 04/15/2038 |
|
|
2,285 |
|
|
|
2,400 |
|
6.000%, 01/15/2038 |
|
|
2,166 |
|
|
|
2,274 |
|
5.400%, 01/15/2054 |
|
|
2,975 |
|
|
|
2,899 |
|
5.350%, 01/15/2053 |
|
|
1,732 |
|
|
|
1,695 |
|
5.300%, 02/15/2040 |
|
|
6,490 |
|
|
|
6,367 |
|
4.250%, 12/15/2041 |
|
|
6,575 |
|
|
|
5,570 |
|
4.000%, 09/30/2042 |
|
|
13,405 |
|
|
|
10,971 |
|
3.875%, 03/15/2046 |
|
|
1,570 |
|
|
|
1,223 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
6.400%, 06/15/2038 |
|
|
2,340 |
|
|
|
2,531 |
|
6.200%, 11/15/2053 |
|
|
1,332 |
|
|
|
1,442 |
|
5.950%, 11/15/2052 |
|
|
1,806 |
|
|
|
1,902 |
|
4.200%, 07/15/2048 |
|
|
2,000 |
|
|
|
1,634 |
|
3.400%, 10/01/2046 |
|
|
2,025 |
|
|
|
1,458 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.450%, 04/01/2039 |
|
|
4,275 |
|
|
|
4,665 |
|
6.350%, 08/15/2038 |
|
|
1,510 |
|
|
|
1,615 |
|
4.900%, 07/15/2043 |
|
|
865 |
|
|
|
797 |
|
3.750%, 05/15/2046 |
|
|
750 |
|
|
|
573 |
|
3.250%, 10/01/2049 |
|
|
3,110 |
|
|
|
2,147 |
|
2.750%, 04/01/2050 |
|
|
1,885 |
|
|
|
1,174 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
4.300%, 02/01/2049 |
|
|
655 |
|
|
|
533 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.375%, 03/30/2044 |
|
$ |
2,880 |
|
|
$ |
2,462 |
|
4.200%, 08/15/2045 |
|
|
3,450 |
|
|
|
2,846 |
|
4.150%, 12/01/2044 |
|
|
975 |
|
|
|
798 |
|
4.100%, 03/15/2043 |
|
|
860 |
|
|
|
705 |
|
3.600%, 09/15/2047 |
|
|
1,850 |
|
|
|
1,371 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
3.000%, 06/15/2050 (A) |
|
|
1,355 |
|
|
|
845 |
|
Elm Road Generating Station Supercritical |
|
|
|
|
|
|
|
|
5.848%, 01/19/2041 (A) |
|
|
1,000 |
|
|
|
895 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
4.200%, 04/01/2049 |
|
|
1,600 |
|
|
|
1,313 |
|
3.350%, 06/15/2052 |
|
|
2,720 |
|
|
|
1,861 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
4.200%, 09/01/2048 |
|
|
1,030 |
|
|
|
833 |
|
4.200%, 04/01/2050 |
|
|
1,445 |
|
|
|
1,168 |
|
3.100%, 06/15/2041 |
|
|
3,330 |
|
|
|
2,443 |
|
2.900%, 03/15/2051 |
|
|
3,845 |
|
|
|
2,415 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
3.550%, 09/30/2049 |
|
|
1,380 |
|
|
|
997 |
|
Essential Utilities |
|
|
|
|
|
|
|
|
5.300%, 05/01/2052 |
|
|
900 |
|
|
|
840 |
|
4.276%, 05/01/2049 |
|
|
2,620 |
|
|
|
2,117 |
|
Evergy Kansas Central |
|
|
|
|
|
|
|
|
5.700%, 03/15/2053 |
|
|
500 |
|
|
|
500 |
|
3.450%, 04/15/2050 |
|
|
930 |
|
|
|
653 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
150 |
|
|
|
141 |
|
4.200%, 06/15/2047 |
|
|
500 |
|
|
|
402 |
|
4.200%, 03/15/2048 |
|
|
1,000 |
|
|
|
816 |
|
Exelon |
|
|
|
|
|
|
|
|
4.950%, 06/15/2035 |
|
|
1,370 |
|
|
|
1,284 |
|
FirstEnergy Transmission LLC |
|
|
|
|
|
|
|
|
4.550%, 04/01/2049 (A) |
|
|
350 |
|
|
|
290 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
|
2,230 |
|
|
|
2,397 |
|
5.690%, 03/01/2040 |
|
|
7,353 |
|
|
|
7,527 |
|
5.650%, 02/01/2037 |
|
|
1,000 |
|
|
|
1,029 |
|
4.800%, 05/15/2033 |
|
|
2,020 |
|
|
|
1,974 |
|
4.550%, 10/01/2044 |
|
|
700 |
|
|
|
605 |
|
4.050%, 06/01/2042 |
|
|
2,400 |
|
|
|
2,034 |
|
4.050%, 10/01/2044 |
|
|
2,065 |
|
|
|
1,741 |
|
3.950%, 03/01/2048 |
|
|
2,910 |
|
|
|
2,359 |
|
3.800%, 12/15/2042 |
|
|
3,030 |
|
|
|
2,477 |
|
3.700%, 12/01/2047 |
|
|
2,146 |
|
|
|
1,670 |
|
Georgia Power |
|
|
|
|
|
|
|
|
4.300%, 03/15/2042 |
|
|
7,225 |
|
|
|
6,181 |
|
Idaho Power MTN |
|
|
|
|
|
|
|
|
5.500%, 03/15/2053 |
|
|
1,615 |
|
|
|
1,585 |
|
4.200%, 03/01/2048 |
|
|
1,570 |
|
|
|
1,268 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
5.625%, 04/01/2053 |
|
|
970 |
|
|
|
971 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.550%, 03/15/2046 |
|
$ |
780 |
|
|
$ |
667 |
|
4.250%, 08/15/2048 |
|
|
1,065 |
|
|
|
864 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
4.650%, 06/01/2043 (A) |
|
|
1,750 |
|
|
|
1,452 |
|
International Transmission |
|
|
|
|
|
|
|
|
4.625%, 08/15/2043 |
|
|
2,525 |
|
|
|
2,159 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
6.150%, 06/01/2037 |
|
|
775 |
|
|
|
800 |
|
John Sevier Combined Cycle Generation |
|
|
|
|
|
|
|
|
4.626%, 01/15/2042 |
|
|
3,983 |
|
|
|
3,735 |
|
Kentucky Utilities |
|
|
|
|
|
|
|
|
3.300%, 06/01/2050 |
|
|
710 |
|
|
|
492 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.819%, 04/01/2041 (A) |
|
|
2,117 |
|
|
|
2,005 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
5.850%, 09/15/2054 |
|
|
550 |
|
|
|
579 |
|
4.800%, 09/15/2043 |
|
|
5,260 |
|
|
|
4,809 |
|
4.400%, 10/15/2044 |
|
|
2,285 |
|
|
|
1,962 |
|
4.250%, 05/01/2046 |
|
|
1,675 |
|
|
|
1,403 |
|
4.250%, 07/15/2049 |
|
|
1,656 |
|
|
|
1,394 |
|
3.950%, 08/01/2047 |
|
|
565 |
|
|
|
453 |
|
3.650%, 08/01/2048 |
|
|
3,015 |
|
|
|
2,302 |
|
3.150%, 04/15/2050 |
|
|
2,025 |
|
|
|
1,385 |
|
MidAmerican Energy MTN |
|
|
|
|
|
|
|
|
5.800%, 10/15/2036 |
|
|
635 |
|
|
|
654 |
|
5.750%, 11/01/2035 |
|
|
640 |
|
|
|
666 |
|
Monongahela Power |
|
|
|
|
|
|
|
|
5.850%, 02/15/2034 (A) |
|
|
1,390 |
|
|
|
1,416 |
|
Narragansett Electric |
|
|
|
|
|
|
|
|
4.170%, 12/10/2042 (A) |
|
|
1,000 |
|
|
|
791 |
|
National Rural Utilities Cooperative Finance |
|
|
|
|
|
|
|
|
4.400%, 11/01/2048 |
|
|
2,185 |
|
|
|
1,843 |
|
4.300%, 03/15/2049 |
|
|
3,643 |
|
|
|
3,034 |
|
Nevada Power |
|
|
|
|
|
|
|
|
6.000%, 03/15/2054 |
|
|
3,265 |
|
|
|
3,429 |
|
5.900%, 05/01/2053 |
|
|
1,145 |
|
|
|
1,174 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
5.664%, 01/17/2054 (A) |
|
|
1,446 |
|
|
|
1,404 |
|
4.278%, 10/01/2034 (A) |
|
|
2,303 |
|
|
|
2,049 |
|
4.119%, 11/28/2042 (A) |
|
|
2,000 |
|
|
|
1,589 |
|
3.025%, 06/27/2050 (A) |
|
|
500 |
|
|
|
311 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
900 |
|
|
|
850 |
|
Northern States Power |
|
|
|
|
|
|
|
|
6.250%, 06/01/2036 |
|
|
3,755 |
|
|
|
4,068 |
|
6.200%, 07/01/2037 |
|
|
5,450 |
|
|
|
5,848 |
|
4.500%, 06/01/2052 |
|
|
1,425 |
|
|
|
1,244 |
|
3.600%, 05/15/2046 |
|
|
500 |
|
|
|
381 |
|
3.400%, 08/15/2042 |
|
|
214 |
|
|
|
162 |
|
3.200%, 04/01/2052 |
|
|
830 |
|
|
|
571 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
4.950%, 09/15/2052 |
|
|
1,859 |
|
|
|
1,722 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.550%, 06/01/2052 |
|
$ |
765 |
|
|
$ |
666 |
|
3.100%, 06/01/2051 |
|
|
2,625 |
|
|
|
1,753 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
6.200%, 12/01/2053 (A) |
|
|
565 |
|
|
|
581 |
|
5.375%, 11/01/2040 |
|
|
1,800 |
|
|
|
1,687 |
|
5.250%, 09/01/2050 |
|
|
1,945 |
|
|
|
1,802 |
|
4.500%, 04/01/2047 |
|
|
1,210 |
|
|
|
984 |
|
4.250%, 04/01/2046 |
|
|
1,215 |
|
|
|
938 |
|
4.200%, 12/01/2042 |
|
|
2,710 |
|
|
|
2,124 |
|
Ohio Edison |
|
|
|
|
|
|
|
|
8.250%, 10/15/2038 |
|
|
655 |
|
|
|
805 |
|
Oklahoma Gas and Electric |
|
|
|
|
|
|
|
|
5.600%, 04/01/2053 |
|
|
1,155 |
|
|
|
1,163 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
5.350%, 10/01/2052 |
|
|
816 |
|
|
|
810 |
|
5.300%, 06/01/2042 |
|
|
444 |
|
|
|
448 |
|
5.250%, 09/30/2040 |
|
|
4,946 |
|
|
|
4,909 |
|
4.950%, 09/15/2052 |
|
|
2,453 |
|
|
|
2,283 |
|
4.550%, 12/01/2041 |
|
|
3,780 |
|
|
|
3,422 |
|
4.100%, 11/15/2048 |
|
|
750 |
|
|
|
617 |
|
3.800%, 06/01/2049 |
|
|
4,650 |
|
|
|
3,652 |
|
3.700%, 05/15/2050 |
|
|
1,535 |
|
|
|
1,167 |
|
3.100%, 09/15/2049 |
|
|
75 |
|
|
|
52 |
|
2.700%, 11/15/2051 |
|
|
2,045 |
|
|
|
1,264 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.750%, 01/15/2053 |
|
|
1,740 |
|
|
|
1,862 |
|
5.800%, 05/15/2034 |
|
|
630 |
|
|
|
630 |
|
4.500%, 07/01/2040 |
|
|
2,010 |
|
|
|
1,684 |
|
4.450%, 04/15/2042 |
|
|
1,465 |
|
|
|
1,181 |
|
4.200%, 06/01/2041 |
|
|
505 |
|
|
|
397 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.250%, 10/15/2037 |
|
|
3,760 |
|
|
|
3,874 |
|
6.000%, 01/15/2039 |
|
|
4,955 |
|
|
|
5,097 |
|
5.800%, 01/15/2055 |
|
|
2,605 |
|
|
|
2,516 |
|
5.500%, 05/15/2054 |
|
|
3,224 |
|
|
|
3,011 |
|
5.350%, 12/01/2053 |
|
|
1,900 |
|
|
|
1,755 |
|
4.100%, 02/01/2042 |
|
|
1,920 |
|
|
|
1,517 |
|
3.300%, 03/15/2051 |
|
|
820 |
|
|
|
538 |
|
2.900%, 06/15/2052 |
|
|
1,900 |
|
|
|
1,157 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.800%, 10/15/2043 |
|
|
1,505 |
|
|
|
1,340 |
|
4.600%, 05/15/2052 |
|
|
1,435 |
|
|
|
1,273 |
|
3.050%, 03/15/2051 |
|
|
1,919 |
|
|
|
1,286 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
6.150%, 10/01/2038 |
|
|
100 |
|
|
|
102 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
4.650%, 08/01/2043 |
|
|
1,330 |
|
|
|
1,146 |
|
3.640%, 11/01/2046 |
|
|
1,300 |
|
|
|
916 |
|
Potomac Electric Power |
|
|
|
|
|
|
|
|
5.500%, 03/15/2054 |
|
|
1,063 |
|
|
|
1,055 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
5.250%, 05/15/2053 |
|
|
505 |
|
|
|
491 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, 07/15/2043 |
|
$ |
2,820 |
|
|
$ |
2,581 |
|
4.125%, 06/15/2044 |
|
|
3,025 |
|
|
|
2,533 |
|
3.950%, 06/01/2047 |
|
|
3,000 |
|
|
|
2,417 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
5.500%, 03/01/2040 |
|
|
1,900 |
|
|
|
1,903 |
|
5.125%, 03/15/2053 |
|
|
885 |
|
|
|
856 |
|
4.150%, 11/01/2045 |
|
|
2,106 |
|
|
|
1,696 |
|
4.050%, 05/01/2048 |
|
|
2,801 |
|
|
|
2,331 |
|
4.000%, 06/01/2044 |
|
|
945 |
|
|
|
752 |
|
3.800%, 03/01/2046 |
|
|
450 |
|
|
|
354 |
|
3.650%, 09/01/2042 |
|
|
1,275 |
|
|
|
1,006 |
|
3.600%, 12/01/2047 |
|
|
3,730 |
|
|
|
2,848 |
|
3.200%, 08/01/2049 |
|
|
3,220 |
|
|
|
2,276 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.500%, 08/01/2038 |
|
|
40 |
|
|
|
44 |
|
6.250%, 09/01/2037 |
|
|
1,230 |
|
|
|
1,302 |
|
4.750%, 08/15/2041 |
|
|
40 |
|
|
|
36 |
|
4.500%, 06/01/2052 |
|
|
3,220 |
|
|
|
2,709 |
|
4.300%, 03/15/2044 |
|
|
1,465 |
|
|
|
1,217 |
|
4.100%, 06/15/2048 |
|
|
475 |
|
|
|
377 |
|
4.050%, 09/15/2049 |
|
|
1,455 |
|
|
|
1,135 |
|
3.950%, 03/15/2043 |
|
|
3,965 |
|
|
|
3,079 |
|
3.200%, 03/01/2050 |
|
|
1,180 |
|
|
|
800 |
|
Public Service of New Hampshire |
|
|
|
|
|
|
|
|
5.150%, 01/15/2053 |
|
|
425 |
|
|
|
406 |
|
3.600%, 07/01/2049 |
|
|
1,630 |
|
|
|
1,237 |
|
Puget Sound Energy |
|
|
|
|
|
|
|
|
5.795%, 03/15/2040 |
|
|
130 |
|
|
|
131 |
|
4.223%, 06/15/2048 |
|
|
2,470 |
|
|
|
1,988 |
|
2.893%, 09/15/2051 |
|
|
2,315 |
|
|
|
1,468 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
6.000%, 06/01/2026 |
|
|
340 |
|
|
|
346 |
|
4.100%, 06/15/2049 |
|
|
1,340 |
|
|
|
1,083 |
|
3.750%, 06/01/2047 |
|
|
2,380 |
|
|
|
1,839 |
|
3.320%, 04/15/2050 |
|
|
4,659 |
|
|
|
3,237 |
|
Sempra |
|
|
|
|
|
|
|
|
3.800%, 02/01/2038 |
|
|
850 |
|
|
|
697 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.950%, 02/01/2038 |
|
|
280 |
|
|
|
287 |
|
4.650%, 10/01/2043 |
|
|
2,480 |
|
|
|
2,172 |
|
4.125%, 03/01/2048 |
|
|
4,240 |
|
|
|
3,391 |
|
4.050%, 03/15/2042 |
|
|
5,355 |
|
|
|
4,396 |
|
4.000%, 04/01/2047 |
|
|
2,625 |
|
|
|
2,048 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
6.350%, 11/15/2052 |
|
|
1,220 |
|
|
|
1,342 |
|
5.750%, 06/01/2053 |
|
|
1,515 |
|
|
|
1,532 |
|
4.300%, 01/15/2049 |
|
|
1,230 |
|
|
|
1,009 |
|
4.125%, 06/01/2048 |
|
|
2,865 |
|
|
|
2,328 |
|
3.750%, 09/15/2042 |
|
|
1,740 |
|
|
|
1,371 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
5.875%, 03/15/2041 |
|
|
100 |
|
|
|
100 |
|
4.400%, 06/01/2043 |
|
|
825 |
|
|
|
683 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.400%, 05/30/2047 |
|
$ |
50 |
|
|
$ |
41 |
|
3.950%, 10/01/2046 |
|
|
800 |
|
|
|
606 |
|
Southwest Gas |
|
|
|
|
|
|
|
|
3.180%, 08/15/2051 |
|
|
1,065 |
|
|
|
676 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
6.200%, 03/15/2040 |
|
|
1,204 |
|
|
|
1,242 |
|
3.850%, 02/01/2048 |
|
|
3,860 |
|
|
|
2,820 |
|
3.250%, 11/01/2051 |
|
|
1,100 |
|
|
|
722 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
5.150%, 06/01/2052 |
|
|
440 |
|
|
|
375 |
|
4.500%, 08/15/2041 |
|
|
8,995 |
|
|
|
7,444 |
|
3.700%, 08/15/2047 |
|
|
1,770 |
|
|
|
1,258 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
4.350%, 05/15/2044 |
|
|
1,225 |
|
|
|
1,019 |
|
3.625%, 06/15/2050 |
|
|
1,644 |
|
|
|
1,196 |
|
3.450%, 03/15/2051 |
|
|
850 |
|
|
|
591 |
|
Tucson Electric Power |
|
|
|
|
|
|
|
|
4.850%, 12/01/2048 |
|
|
1,795 |
|
|
|
1,587 |
|
4.000%, 06/15/2050 |
|
|
240 |
|
|
|
184 |
|
3.250%, 05/01/2051 |
|
|
1,700 |
|
|
|
1,142 |
|
Union Electric |
|
|
|
|
|
|
|
|
5.450%, 03/15/2053 |
|
|
2,185 |
|
|
|
2,144 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
8.875%, 11/15/2038 |
|
|
1,982 |
|
|
|
2,635 |
|
6.350%, 11/30/2037 |
|
|
2,440 |
|
|
|
2,609 |
|
5.450%, 04/01/2053 |
|
|
3,315 |
|
|
|
3,246 |
|
5.000%, 01/15/2034 |
|
|
1,390 |
|
|
|
1,351 |
|
4.650%, 08/15/2043 |
|
|
6,145 |
|
|
|
5,435 |
|
4.600%, 12/01/2048 |
|
|
3,345 |
|
|
|
2,907 |
|
4.450%, 02/15/2044 |
|
|
6,745 |
|
|
|
5,801 |
|
4.000%, 01/15/2043 |
|
|
300 |
|
|
|
245 |
|
4.000%, 11/15/2046 |
|
|
1,108 |
|
|
|
881 |
|
2.950%, 11/15/2051 |
|
|
400 |
|
|
|
257 |
|
2.450%, 12/15/2050 |
|
|
540 |
|
|
|
313 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
3.650%, 12/15/2042 |
|
|
2,310 |
|
|
|
1,760 |
|
Wisconsin Power & Light |
|
|
|
|
|
|
|
|
4.100%, 10/15/2044 |
|
|
325 |
|
|
|
254 |
|
3.650%, 04/01/2050 |
|
|
360 |
|
|
|
263 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
2.850%, 12/01/2051 |
|
|
1,000 |
|
|
|
630 |
|
Xcel Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2041 |
|
|
1,907 |
|
|
|
1,642 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
487,257 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $3,023,524) ($ Thousands) |
|
|
|
|
|
|
2,626,129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 7.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.468%, 03/28/2024 (D) |
|
$ |
2,685 |
|
|
$ |
2,674 |
|
5.311%, 04/23/2024 (D) |
|
|
1,575 |
|
|
|
1,563 |
|
5.304%, 04/16/2024 (D) |
|
|
13,215 |
|
|
|
13,125 |
|
5.262%, 04/25/2024 (D) |
|
|
2,865 |
|
|
|
2,842 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
14,120 |
|
|
|
14,531 |
|
4.750%, 11/15/2053 |
|
|
49,675 |
|
|
|
52,850 |
|
4.500%, 02/15/2044 |
|
|
25,606 |
|
|
|
25,598 |
|
4.375%, 08/15/2043 |
|
|
31,752 |
|
|
|
31,087 |
|
4.250%, 02/15/2054 |
|
|
14,488 |
|
|
|
14,216 |
|
4.125%, 08/15/2053 |
|
|
985 |
|
|
|
943 |
|
3.625%, 02/15/2053 |
|
|
3,530 |
|
|
|
3,086 |
|
3.250%, 05/15/2042 |
|
|
32,850 |
|
|
|
27,625 |
|
2.375%, 02/15/2042 |
|
|
6,037 |
|
|
|
4,436 |
|
2.250%, 08/15/2046 |
|
|
3,295 |
|
|
|
2,238 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.250%, 02/28/2029 |
|
|
130 |
|
|
|
130 |
|
4.125%, 02/15/2027 |
|
|
50 |
|
|
|
50 |
|
4.000%, 01/15/2027 |
|
|
5 |
|
|
|
5 |
|
4.000%, 01/31/2029 |
|
|
1,862 |
|
|
|
1,840 |
|
4.000%, 01/31/2031 |
|
|
5,815 |
|
|
|
5,721 |
|
4.000%, 02/15/2034 |
|
|
28,040 |
|
|
|
27,492 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $229,961) ($ Thousands) |
|
|
232,052 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 4.9% |
Alabama — 0.0% |
|
|
|
|
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB |
|
|
|
|
|
|
|
|
2.650%, 09/01/2037 |
|
|
1,075 |
|
|
|
844 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
California — 2.3% |
|
|
|
|
Bay Area, Toll Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.263%, 04/01/2049 |
|
|
3,795 |
|
|
|
4,329 |
|
California State University, RB |
|
|
|
|
|
|
|
|
5.183%, 11/01/2053 |
|
|
2,225 |
|
|
|
2,201 |
|
5.060%, 11/01/2036 |
|
|
440 |
|
|
|
442 |
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
3.899%, 11/01/2047 |
|
|
2,375 |
|
|
|
1,992 |
|
2.719%, 11/01/2052 |
|
|
890 |
|
|
|
600 |
|
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.625%, 03/01/2040 |
|
|
2,510 |
|
|
|
3,044 |
|
7.600%, 11/01/2040 |
|
|
385 |
|
|
|
472 |
|
7.550%, 04/01/2039 |
|
|
1,535 |
|
|
|
1,868 |
|
7.500%, 04/01/2034 |
|
|
7,420 |
|
|
|
8,728 |
|
7.300%, 10/01/2039 |
|
|
10,460 |
|
|
|
12,237 |
|
California State, GO |
|
|
|
|
|
|
|
|
5.875%, 10/01/2041 |
|
|
1,745 |
|
|
|
1,799 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
4.353%, 06/01/2041 |
|
$ |
1,975 |
|
|
$ |
1,808 |
|
3.000%, 08/15/2051 |
|
|
390 |
|
|
|
311 |
|
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.874%, 06/01/2040 |
|
|
1,255 |
|
|
|
1,349 |
|
Los Angeles County, Metropolitan Transportation Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.735%, 06/01/2039 |
|
|
960 |
|
|
|
995 |
|
Los Angeles, Community College District, Build America Project, GO |
|
|
|
|
|
|
|
|
6.750%, 08/01/2049 |
|
|
1,025 |
|
|
|
1,219 |
|
Los Angeles, Community College District, Ser D, GO |
|
|
|
|
|
|
|
|
6.680%, 08/01/2036 |
|
|
500 |
|
|
|
569 |
|
Los Angeles, Department of Airports, RB |
|
|
|
|
|
|
|
|
3.887%, 05/15/2038 |
|
|
1,430 |
|
|
|
1,283 |
|
Los Angeles, Department of Water & Power, Build America Project, RB |
|
|
|
|
|
|
|
|
5.716%, 07/01/2039 |
|
|
5,210 |
|
|
|
5,442 |
|
Regents of the University of California Medical Center, RB |
|
|
|
|
|
|
|
|
4.563%, 05/15/2053 |
|
|
2,395 |
|
|
|
2,163 |
|
Regents of the University of California Medical Center, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
1,975 |
|
|
|
1,344 |
|
3.006%, 05/15/2050 |
|
|
2,005 |
|
|
|
1,368 |
|
San Diego County, Water Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.138%, 05/01/2049 |
|
|
1,000 |
|
|
|
1,100 |
|
San Francisco Bay Area, Rapid Transit District, GO |
|
|
|
|
|
|
|
|
3.000%, 08/01/2049 |
|
|
665 |
|
|
|
533 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
3,005 |
|
|
|
3,169 |
|
University of California, Build America Project, RB |
|
|
|
|
|
|
|
|
5.946%, 05/15/2045 |
|
|
4,795 |
|
|
|
5,033 |
|
University of California, Ser AP, RB |
|
|
|
|
|
|
|
|
3.931%, 05/15/2045 |
|
|
950 |
|
|
|
866 |
|
University of California, Ser AQ, RB |
|
|
|
|
|
|
|
|
4.767%, 05/15/2115 |
|
|
1,076 |
|
|
|
967 |
|
University of California, Ser J, RB |
|
|
|
|
|
|
|
|
4.131%, 05/15/2045 |
|
|
1,000 |
|
|
|
908 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
68,139 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
District of Columbia — 0.0% |
|
|
|
|
District of Columbia, Water & Sewer Authority, RB |
|
|
|
|
|
|
|
|
4.814%, 10/01/2114 |
|
$ |
530 |
|
|
$ |
486 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
1,993 |
|
|
|
2,213 |
|
6.637%, 04/01/2057 |
|
|
135 |
|
|
|
152 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,365 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.1% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
3,205 |
|
|
|
3,379 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Kansas — 0.1% |
|
|
|
|
Kansas State, Development Finance Authority, Ser H, RB |
|
|
|
|
|
|
|
|
4.727%, 04/15/2037 |
|
|
2,890 |
|
|
|
2,795 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.2% |
|
|
|
|
Massachusetts State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.456%, 12/01/2039 |
|
|
3,085 |
|
|
|
3,180 |
|
Massachusetts State, Educational Financing Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.105%, 07/01/2030 |
|
|
1,695 |
|
|
|
1,517 |
|
Massachusetts State, School Building Authority, Sub-Ser A, RB |
|
|
|
|
|
|
|
|
2.500%, 02/15/2037 |
|
|
1,120 |
|
|
|
861 |
|
Massachusetts State, School Building Authority, Sub-Ser B, RB |
|
|
|
|
|
|
|
|
3.395%, 10/15/2040 |
|
|
1,000 |
|
|
|
825 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,383 |
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.1% |
|
|
|
|
University of Michigan, Ser C, RB |
|
|
|
|
|
|
|
|
3.599%, 04/01/2047 |
|
|
2,525 |
|
|
|
2,130 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Missouri — 0.0% |
|
|
|
|
Missouri State, Health & Educational Facilities Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.685%, 02/15/2047 |
|
|
675 |
|
|
|
547 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 0.1% |
|
|
|
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.102%, 01/01/2041 |
|
|
2,460 |
|
|
|
2,872 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New Jersey State, Turnpike Authority, Ser F, RB |
|
|
|
|
|
|
|
|
3.729%, 01/01/2036 |
|
$ |
1,000 |
|
|
$ |
892 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,764 |
|
| |
|
|
|
|
|
|
|
|
New York — 0.9% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.926%, 10/01/2051 |
|
|
245 |
|
|
|
238 |
|
4.458%, 10/01/2062 |
|
|
3,160 |
|
|
|
2,814 |
|
New York & New Jersey, Port Authority, Ser 181, RB |
|
|
|
|
|
|
|
|
4.960%, 08/01/2046 |
|
|
465 |
|
|
|
432 |
|
New York City, Build America Project, GO |
|
|
|
|
|
|
|
|
5.985%, 12/01/2036 |
|
|
1,340 |
|
|
|
1,411 |
|
5.968%, 03/01/2036 |
|
|
570 |
|
|
|
605 |
|
New York City, Municipal Water Finance Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
6.011%, 06/15/2042 |
|
|
750 |
|
|
|
803 |
|
5.882%, 06/15/2044 |
|
|
500 |
|
|
|
526 |
|
5.724%, 06/15/2042 |
|
|
3,720 |
|
|
|
3,865 |
|
5.440%, 06/15/2043 |
|
|
3,000 |
|
|
|
3,009 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB |
|
|
|
|
|
|
|
|
5.767%, 08/01/2036 |
|
|
3,635 |
|
|
|
3,753 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.572%, 11/01/2038 |
|
|
2,475 |
|
|
|
2,545 |
|
5.508%, 08/01/2037 |
|
|
1,890 |
|
|
|
1,930 |
|
New York State, Dormitory Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.628%, 03/15/2039 |
|
|
1,385 |
|
|
|
1,433 |
|
New York State, Urban Development, Build America Project, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
1,970 |
|
|
|
2,008 |
|
New York State, Urban Development, Ser B, RB |
|
|
|
|
|
|
|
|
2.590%, 03/15/2035 |
|
|
810 |
|
|
|
645 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
26,017 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.1% |
|
|
|
|
JobsOhio Beverage System, Ser A, RB |
|
|
|
|
|
|
|
|
2.833%, 01/01/2038 |
|
|
460 |
|
|
|
371 |
|
Ohio State University, Build America Project, RB |
|
|
|
|
|
|
|
|
4.910%, 06/01/2040 |
|
|
2,265 |
|
|
|
2,213 |
|
Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB |
|
|
|
|
|
|
|
|
3.700%, 01/01/2043 |
|
|
970 |
|
|
|
826 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,410 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Texas — 0.8% |
|
|
|
|
Dallas County, Hospital District, Build America Project, Ser C, GO |
|
|
|
|
|
|
|
|
5.621%, 08/15/2044 |
|
$ |
2,250 |
|
|
$ |
2,335 |
|
Dallas Fort Worth, International Airport, Ser A, RB |
|
|
|
|
|
|
|
|
2.994%, 11/01/2038 |
|
|
4,520 |
|
|
|
3,742 |
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
325 |
|
|
|
326 |
|
Houston, GO |
|
|
|
|
|
|
|
|
3.961%, 03/01/2047 |
|
|
1,500 |
|
|
|
1,306 |
|
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
2,220 |
|
|
|
2,598 |
|
San Antonio, Electric & Gas Systems Revenue, Build America Project, RB |
|
|
|
|
|
|
|
|
5.808%, 02/01/2041 |
|
|
2,800 |
|
|
|
2,929 |
|
Texas State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.517%, 04/01/2039 |
|
|
3,925 |
|
|
|
4,108 |
|
University of Texas, Board of Regents, Ser B, RB |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
2,220 |
|
|
|
1,410 |
|
University of Texas, Build America Project, RB |
|
|
|
|
|
|
|
|
5.262%, 07/01/2039 |
|
|
4,540 |
|
|
|
4,631 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,385 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
Virginia Commonwealth University, Health System Authority, Ser A, RB |
|
|
|
|
|
|
|
|
4.956%, 01/01/2044 |
|
|
475 |
|
|
|
447 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Washington — 0.1% |
|
|
|
|
Washington State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.140%, 08/01/2040 |
|
|
2,495 |
|
|
|
2,514 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $167,644) ($ Thousands) |
|
|
|
|
|
|
146,605 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.6% |
| |
|
|
|
|
|
|
|
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.330%, 01/05/2054 |
|
|
2,745 |
|
|
|
2,617 |
|
3.860%, 06/21/2047 |
|
|
305 |
|
|
|
238 |
|
3.500%, 01/25/2050 |
|
|
1,630 |
|
|
|
1,179 |
|
3.100%, 05/07/2041 |
|
|
5,640 |
|
|
|
4,128 |
|
3.100%, 01/22/2061 |
|
|
495 |
|
|
|
309 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 01/17/2048 |
|
|
1,255 |
|
|
|
977 |
|
3.875%, 07/03/2050 |
|
|
3,435 |
|
|
|
2,517 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Saudi Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 01/16/2054(A) |
|
$ |
6,800 |
|
|
$ |
6,559 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $21,584) ($ Thousands) |
|
|
18,524 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
26,571,048 |
|
|
|
26,571 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $26,571) ($ Thousands) |
|
|
|
|
|
|
26,571 |
|
Total Investments in Securities — 101.6% |
|
|
|
|
|
|
|
|
(Cost $3,469,284) ($ Thousands) |
|
$ |
3,049,881 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Long Duration Credit Fund (Concluded)
The list of open futures contracts held by the Fund at February 29, 2024, 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 |
|
|
152 |
|
|
|
Jun-2024 |
|
|
$ |
31,107 |
|
|
$ |
31,122 |
|
|
$ |
15 |
|
U.S. 5-Year Treasury Note |
|
|
1,442 |
|
|
|
Jun-2024 |
|
|
|
154,073 |
|
|
|
154,160 |
|
|
|
87 |
|
U.S. Ultra Long Treasury Bond |
|
|
549 |
|
|
|
Jun-2024 |
|
|
|
69,888 |
|
|
|
70,203 |
|
|
|
315 |
|
U.S. Ultra Long Treasury Bond |
|
|
178 |
|
|
|
Jun-2024 |
|
|
|
22,774 |
|
|
|
22,762 |
|
|
|
(12 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
233 |
|
|
|
Jun-2024 |
|
|
|
26,534 |
|
|
|
26,601 |
|
|
|
67 |
|
| |
|
|
|
|
|
|
|
|
|
|
304,376 |
|
|
|
304,848 |
|
|
|
472 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Long Treasury Bond |
|
|
(133 |
) |
|
|
Jun-2024 |
|
|
$ |
(15,787 |
) |
|
$ |
(15,860 |
) |
|
$ |
(73 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(653 |
) |
|
|
Jun-2024 |
|
|
|
(74,453 |
) |
|
|
(74,554 |
) |
|
|
(101 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(90,240 |
) |
|
|
(90,414 |
) |
|
|
(174 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
214,136 |
|
|
$ |
214,434 |
|
|
$ |
298 |
|
A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:
Interest Rate Swap |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3.52% FIXED |
|
|
SOFRRAT |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
2,882 |
|
|
$ |
57 |
|
|
$ |
– |
|
|
$ |
57 |
|
|
Percentages are based on Net Assets of $3,003,209 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
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 29, 2024, the value of these securities amounted to $168,124 ($ Thousands), representing 5.6% of the Net Assets of the Fund. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
19,279 |
|
|
$ |
823,170 |
|
|
$ |
(815,878 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
26,571 |
|
|
$ |
850 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES — 39.8% |
Automotive — 25.6% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 11/15/2026 |
|
$ |
1,108 |
|
|
$ |
1,109 |
|
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.450%, 09/14/2026 (A) |
|
|
122 |
|
|
|
122 |
|
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.890%, 10/13/2026 (A) |
|
|
91 |
|
|
|
91 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A |
|
|
|
|
|
|
|
|
6.000%, 03/12/2027 (A) |
|
|
253 |
|
|
|
253 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C |
|
|
|
|
|
|
|
|
1.590%, 10/20/2025 |
|
|
198 |
|
|
|
197 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |
|
|
|
|
|
|
|
|
1.480%, 02/18/2026 |
|
|
1,433 |
|
|
|
1,413 |
|
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |
|
|
|
|
|
|
|
|
1.490%, 09/18/2026 |
|
|
1,265 |
|
|
|
1,204 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
1.010%, 01/19/2027 |
|
|
1,034 |
|
|
|
970 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 04/18/2028 |
|
|
1,000 |
|
|
|
991 |
|
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
6.190%, 04/19/2027 |
|
|
1,778 |
|
|
|
1,783 |
|
ARI Fleet Lease Trust, Ser 2021-A, Cl A3 |
|
|
|
|
|
|
|
|
0.680%, 03/15/2030 (A) |
|
|
821 |
|
|
|
807 |
|
ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2032 (A) |
|
|
220 |
|
|
|
222 |
|
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 11/15/2032 (A) |
|
|
165 |
|
|
|
165 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
4.620%, 02/20/2027 (A) |
|
|
2,065 |
|
|
|
2,033 |
|
Bank of America Auto Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 05/15/2026 (A) |
|
|
480 |
|
|
|
480 |
|
Bank of America Auto Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.850%, 08/17/2026 (A) |
|
|
430 |
|
|
|
431 |
|
Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A |
|
|
|
|
|
|
|
|
6.971%, 07/29/2032 (A) |
|
|
1,020 |
|
|
|
1,020 |
|
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.100%, 07/27/2026 |
|
|
415 |
|
|
|
414 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
BMW Vehicle Owner Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 04/27/2026 |
|
$ |
493 |
|
|
$ |
493 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.340%, 07/15/2026 |
|
|
335 |
|
|
|
336 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
6.510%, 11/15/2027 |
|
|
2,300 |
|
|
|
2,320 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/15/2026 |
|
|
380 |
|
|
|
380 |
|
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.530%, 01/18/2028 |
|
|
2,135 |
|
|
|
2,131 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
3.170%, 04/15/2027 |
|
|
811 |
|
|
|
794 |
|
Carmax Auto Owner Trust, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.340%, 12/15/2025 |
|
|
205 |
|
|
|
202 |
|
Carmax Auto Owner Trust, Ser 2021-1, Cl B |
|
|
|
|
|
|
|
|
0.740%, 10/15/2026 |
|
|
300 |
|
|
|
285 |
|
Carmax Auto Owner Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.520%, 02/17/2026 |
|
|
160 |
|
|
|
157 |
|
Carmax Auto Owner Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
1.470%, 12/15/2026 |
|
|
2,451 |
|
|
|
2,375 |
|
Carmax Auto Owner Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.230%, 01/15/2026 |
|
|
348 |
|
|
|
347 |
|
Carmax Auto Owner Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.750%, 10/15/2027 |
|
|
1,100 |
|
|
|
1,092 |
|
Carmax Auto Owner Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.500%, 06/15/2026 |
|
|
327 |
|
|
|
327 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.720%, 11/16/2026 |
|
|
1,560 |
|
|
|
1,562 |
|
CarMax Auto Owner Trust, Ser 2023-4, Cl A2A |
|
|
|
|
|
|
|
|
6.080%, 12/15/2026 |
|
|
775 |
|
|
|
779 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.300%, 03/15/2027 |
|
|
1,125 |
|
|
|
1,124 |
|
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |
|
|
|
|
|
|
|
|
0.700%, 01/10/2028 |
|
|
557 |
|
|
|
532 |
|
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |
|
|
|
|
|
|
|
|
0.750%, 03/10/2028 |
|
|
114 |
|
|
|
107 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |
|
|
|
|
|
|
|
|
0.660%, 06/12/2028 |
|
|
248 |
|
|
|
232 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2021-N4, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 09/11/2028 |
|
$ |
60 |
|
|
$ |
60 |
|
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |
|
|
|
|
|
|
|
|
6.410%, 09/10/2027 (A) |
|
|
390 |
|
|
|
391 |
|
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 11/10/2026 (A) |
|
|
155 |
|
|
|
155 |
|
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/11/2027 (A) |
|
|
726 |
|
|
|
728 |
|
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |
|
|
|
|
|
|
|
|
5.770%, 04/12/2027 (A) |
|
|
270 |
|
|
|
270 |
|
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/12/2027 (A) |
|
|
581 |
|
|
|
581 |
|
CFMT LLC, Ser 2021-AL1, Cl B |
|
|
|
|
|
|
|
|
1.390%, 09/22/2031 (A) |
|
|
358 |
|
|
|
349 |
|
Chesapeake Funding II LLC, Ser 2020-1A, Cl A1 |
|
|
|
|
|
|
|
|
0.870%, 08/15/2032 (A) |
|
|
189 |
|
|
|
188 |
|
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.669%, SOFR30A + 0.344%, 04/15/2033 (A)(B) |
|
|
153 |
|
|
|
153 |
|
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
5.650%, 05/15/2035 (A) |
|
|
397 |
|
|
|
397 |
|
Citizens Auto Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
6.130%, 07/15/2026 (A) |
|
|
1,259 |
|
|
|
1,262 |
|
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
6.090%, 10/15/2026 (A) |
|
|
820 |
|
|
|
822 |
|
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (A) |
|
|
630 |
|
|
|
630 |
|
CPS Auto Receivables Trust, Ser 2022-B, Cl A |
|
|
|
|
|
|
|
|
2.880%, 06/15/2026 (A) |
|
|
103 |
|
|
|
103 |
|
CPS Auto Receivables Trust, Ser 2023-A, Cl A |
|
|
|
|
|
|
|
|
5.540%, 03/16/2026 (A) |
|
|
185 |
|
|
|
185 |
|
CPS Auto Receivables Trust, Ser 2023-B, Cl A |
|
|
|
|
|
|
|
|
5.910%, 08/16/2027 (A) |
|
|
237 |
|
|
|
237 |
|
CPS Auto Receivables Trust, Ser 2023-C, Cl A |
|
|
|
|
|
|
|
|
6.130%, 09/15/2026 (A) |
|
|
142 |
|
|
|
142 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CPS Auto Receivables Trust, Ser 2023-D, Cl A |
|
|
|
|
|
|
|
|
6.400%, 06/15/2027 (A) |
|
$ |
458 |
|
|
$ |
459 |
|
CPS Auto Receivables Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.710%, 09/15/2027 (A) |
|
|
241 |
|
|
|
241 |
|
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
1.000%, 05/15/2030 (A) |
|
|
171 |
|
|
|
169 |
|
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.560%, 12/11/2034 (A) |
|
|
185 |
|
|
|
184 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027 (A) |
|
|
274 |
|
|
|
274 |
|
DT Auto Owner Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
5.880%, 04/15/2027 (A) |
|
|
271 |
|
|
|
271 |
|
DT Auto Owner Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.290%, 08/16/2027 (A) |
|
|
485 |
|
|
|
487 |
|
Enterprise Fleet Financing LLC, Ser 2020-2, Cl A3 |
|
|
|
|
|
|
|
|
0.650%, 07/20/2026 (A) |
|
|
822 |
|
|
|
814 |
|
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2 |
|
|
|
|
|
|
|
|
0.480%, 05/20/2027 (A) |
|
|
125 |
|
|
|
123 |
|
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.650%, 05/21/2029 (A) |
|
|
1,013 |
|
|
|
1,005 |
|
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |
|
|
|
|
|
|
|
|
4.380%, 07/20/2029 (A) |
|
|
56 |
|
|
|
56 |
|
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.510%, 01/22/2029 (A) |
|
|
252 |
|
|
|
252 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A1 |
|
|
|
|
|
|
|
|
5.793%, 06/20/2024 (A) |
|
|
7 |
|
|
|
7 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.560%, 04/22/2030 (A) |
|
|
530 |
|
|
|
530 |
|
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (A) |
|
|
1,805 |
|
|
|
1,833 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (A) |
|
|
530 |
|
|
|
529 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.440%, 12/21/2026 (A) |
|
|
22 |
|
|
|
21 |
|
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (A) |
|
|
380 |
|
|
|
371 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Exeter Automobile Receivables Trust, Ser 2019-4A, Cl D |
|
|
|
|
|
|
|
|
2.580%, 09/15/2025 (A) |
|
$ |
142 |
|
|
$ |
141 |
|
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 06/16/2025 |
|
|
4 |
|
|
|
4 |
|
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
210 |
|
|
|
210 |
|
Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.110%, 09/15/2025 |
|
|
199 |
|
|
|
199 |
|
Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.040%, 07/15/2026 |
|
|
245 |
|
|
|
245 |
|
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 12/15/2025 |
|
|
184 |
|
|
|
184 |
|
Exeter Automobile Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.530%, 10/15/2026 |
|
|
667 |
|
|
|
667 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026 (A) |
|
|
117 |
|
|
|
113 |
|
FHF Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.430%, 01/18/2028 (A) |
|
|
265 |
|
|
|
261 |
|
Fifth Third Auto Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.800%, 11/16/2026 |
|
|
925 |
|
|
|
926 |
|
First Investors Auto Owner Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
2.030%, 01/15/2027 (A) |
|
|
612 |
|
|
|
603 |
|
First Investors Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.440%, 10/16/2028 (A) |
|
|
884 |
|
|
|
891 |
|
Flagship Credit Auto Trust, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.930%, 06/15/2027 (A) |
|
|
420 |
|
|
|
416 |
|
Flagship Credit Auto Trust, Ser 2021-3, Cl A |
|
|
|
|
|
|
|
|
0.360%, 07/15/2027 (A) |
|
|
52 |
|
|
|
52 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027 (A) |
|
|
259 |
|
|
|
258 |
|
Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 07/15/2027 (A) |
|
|
502 |
|
|
|
503 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.240%, 07/15/2026 |
|
|
645 |
|
|
|
644 |
|
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A |
|
|
|
|
|
|
|
|
3.190%, 07/15/2031 (A) |
|
|
605 |
|
|
|
593 |
|
Ford Credit Auto Owner Trust, Ser 2020-REV1, Cl A |
|
|
|
|
|
|
|
|
2.040%, 08/15/2031 (A) |
|
|
2,700 |
|
|
|
2,614 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Ford Credit Auto Owner Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.570%, 06/15/2026 |
|
$ |
973 |
|
|
$ |
974 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.430%, 10/15/2026 (A) |
|
|
190 |
|
|
|
190 |
|
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 05/15/2028 (A) |
|
|
604 |
|
|
|
606 |
|
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.950%, 03/15/2027 (A) |
|
|
1,772 |
|
|
|
1,774 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.980%, 08/17/2026 (A) |
|
|
390 |
|
|
|
390 |
|
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.700%, 01/15/2027 (A) |
|
|
156 |
|
|
|
156 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.570%, 02/16/2027 (A) |
|
|
1,875 |
|
|
|
1,874 |
|
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.400%, 09/15/2027 (A) |
|
|
1,963 |
|
|
|
1,959 |
|
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.370%, 06/15/2028 (A) |
|
|
575 |
|
|
|
579 |
|
GM Financial Automobile Leasing Trust, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
1.900%, 03/20/2025 |
|
|
213 |
|
|
|
212 |
|
GM Financial Automobile Leasing Trust, Ser 2022-1, Cl A4 |
|
|
|
|
|
|
|
|
1.960%, 02/20/2026 |
|
|
1,250 |
|
|
|
1,238 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.010%, 09/22/2025 |
|
|
1,296 |
|
|
|
1,290 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
4.110%, 08/20/2026 |
|
|
350 |
|
|
|
346 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A |
|
|
|
|
|
|
|
|
5.440%, 10/20/2025 |
|
|
451 |
|
|
|
451 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.580%, 01/20/2026 |
|
|
1,589 |
|
|
|
1,589 |
|
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A2A |
|
|
|
|
|
|
|
|
5.180%, 06/22/2026 |
|
|
1,000 |
|
|
|
998 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2020-3, Cl A4 |
|
|
|
|
|
|
|
|
0.580%, 01/16/2026 |
|
|
1,890 |
|
|
|
1,864 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.660%, 02/16/2028 |
|
$ |
2,370 |
|
|
$ |
2,352 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 09/16/2026 |
|
|
620 |
|
|
|
621 |
|
GTE Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.650%, 08/17/2026 (A) |
|
|
941 |
|
|
|
939 |
|
Harley-Davidson Motorcycle Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.320%, 06/15/2026 |
|
|
538 |
|
|
|
537 |
|
Huntington Auto Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.500%, 03/15/2027 (A) |
|
|
2,850 |
|
|
|
2,852 |
|
Hyundai Auto Lease Securitization Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
0.480%, 09/15/2025 (A) |
|
|
329 |
|
|
|
328 |
|
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 10/15/2025 (A) |
|
|
965 |
|
|
|
960 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.470%, 09/15/2025 (A) |
|
|
160 |
|
|
|
160 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.850%, 03/16/2026 (A) |
|
|
1,541 |
|
|
|
1,545 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
2.220%, 10/15/2026 |
|
|
715 |
|
|
|
699 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.770%, 05/15/2026 |
|
|
1,046 |
|
|
|
1,048 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027 (A) |
|
|
147 |
|
|
|
147 |
|
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 06/15/2026 (A) |
|
|
453 |
|
|
|
453 |
|
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.440%, 11/16/2026 (A) |
|
|
1,540 |
|
|
|
1,538 |
|
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.460%, 06/15/2026 (A) |
|
|
281 |
|
|
|
273 |
|
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 (A) |
|
|
600 |
|
|
|
607 |
|
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.800%, 03/15/2027 (A) |
|
|
329 |
|
|
|
320 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.740%, 08/15/2025 |
|
|
366 |
|
|
|
367 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |
|
|
|
|
|
|
|
|
5.110%, 10/15/2026 |
|
$ |
1,005 |
|
|
$ |
1,003 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 04/15/2027 (A) |
|
|
1,158 |
|
|
|
1,161 |
|
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
3.630%, 09/14/2027 (A) |
|
|
385 |
|
|
|
379 |
|
Prestige Auto Receivables Trust, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.550%, 04/15/2027 (A) |
|
|
1,665 |
|
|
|
1,659 |
|
Prestige Auto Receivables Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.240%, 01/15/2027 (A) |
|
|
1,565 |
|
|
|
1,570 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032 (A) |
|
|
446 |
|
|
|
445 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032 (A) |
|
|
213 |
|
|
|
214 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |
|
|
|
|
|
|
|
|
6.493%, 06/15/2033 (A) |
|
|
614 |
|
|
|
616 |
|
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.330%, 09/15/2027 |
|
|
1,050 |
|
|
|
1,008 |
|
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C |
|
|
|
|
|
|
|
|
1.260%, 02/16/2027 |
|
|
159 |
|
|
|
157 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
2.980%, 10/15/2026 |
|
|
225 |
|
|
|
224 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
3.760%, 07/16/2029 |
|
|
1,245 |
|
|
|
1,208 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B |
|
|
|
|
|
|
|
|
4.420%, 11/15/2027 |
|
|
1,550 |
|
|
|
1,531 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
184 |
|
|
|
184 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl B |
|
|
|
|
|
|
|
|
4.430%, 03/15/2027 |
|
|
705 |
|
|
|
698 |
|
Santander Drive Auto Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.360%, 05/15/2026 |
|
|
157 |
|
|
|
157 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.080%, 08/17/2026 |
|
|
204 |
|
|
|
204 |
|
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2 |
|
|
|
|
|
|
|
|
6.180%, 02/16/2027 |
|
|
1,367 |
|
|
|
1,371 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.710%, 02/16/2027 |
|
$ |
315 |
|
|
$ |
315 |
|
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
1.610%, 01/20/2026 (A) |
|
|
1,025 |
|
|
|
999 |
|
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
2.510%, 01/26/2032 (A) |
|
|
2,500 |
|
|
|
2,440 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
6.270%, 04/20/2026 (A) |
|
|
2,085 |
|
|
|
2,096 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 11/20/2026 (A) |
|
|
1,095 |
|
|
|
1,095 |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.890%, 03/22/2027 (A) |
|
|
392 |
|
|
|
392 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 06/21/2027 (A) |
|
|
375 |
|
|
|
375 |
|
Tesla Auto Lease Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.860%, 08/20/2025 (A) |
|
|
405 |
|
|
|
405 |
|
Tesla Auto Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.020%, 09/22/2025 (A) |
|
|
615 |
|
|
|
616 |
|
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.540%, 12/21/2026 (A) |
|
|
1,045 |
|
|
|
1,046 |
|
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
2.560%, 11/25/2031 (A) |
|
|
615 |
|
|
|
611 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.600%, 08/17/2026 |
|
|
1,136 |
|
|
|
1,136 |
|
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A |
|
|
|
|
|
|
|
|
5.730%, 04/20/2026 (A) |
|
|
1,084 |
|
|
|
1,087 |
|
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026 (A) |
|
|
98 |
|
|
|
98 |
|
United Auto Credit Securitization Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.570%, 07/10/2025 (A) |
|
|
– |
|
|
|
– |
|
USAA Auto Owner Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
4.860%, 11/16/2026 (A) |
|
|
385 |
|
|
|
383 |
|
USAA Auto Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.830%, 07/15/2026 (A) |
|
|
410 |
|
|
|
411 |
|
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 01/20/2026 |
|
|
1,850 |
|
|
|
1,854 |
|
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
1.230%, 04/15/2026 (A) |
|
|
675 |
|
|
|
658 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Westlake Automobile Receivables Trust, Ser 2022-2A, Cl A3 |
|
|
|
|
|
|
|
|
3.750%, 04/15/2026 (A) |
|
$ |
468 |
|
|
$ |
465 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.510%, 06/15/2026 (A) |
|
|
256 |
|
|
|
256 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026 (A) |
|
|
589 |
|
|
|
589 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.800%, 02/16/2027 (A) |
|
|
985 |
|
|
|
988 |
|
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A |
|
|
|
|
|
|
|
|
5.960%, 10/15/2026 (A) |
|
|
2,325 |
|
|
|
2,327 |
|
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.230%, 01/15/2027 (A) |
|
|
1,035 |
|
|
|
1,040 |
|
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A3 |
|
|
|
|
|
|
|
|
6.240%, 07/15/2027 (A) |
|
|
940 |
|
|
|
950 |
|
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |
|
|
|
|
|
|
|
|
5.890%, 02/16/2027 (A) |
|
|
2,189 |
|
|
|
2,193 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.460%, 08/18/2038 (A) |
|
|
820 |
|
|
|
827 |
|
Wheels SPV 2 LLC, Ser 2020-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.620%, 08/20/2029 (A) |
|
|
128 |
|
|
|
128 |
|
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3 |
|
|
|
|
|
|
|
|
0.440%, 08/17/2026 |
|
|
153 |
|
|
|
149 |
|
World Omni Auto Receivables Trust, Ser 2023-C, Cl A2A |
|
|
|
|
|
|
|
|
5.570%, 12/15/2026 |
|
|
1,935 |
|
|
|
1,935 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
420 |
|
|
|
420 |
|
| |
|
|
|
|
|
|
127,392 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 1.1% |
|
|
|
|
| |
|
|
|
|
Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A |
|
|
|
|
|
|
|
|
3.490%, 05/15/2027 |
|
|
474 |
|
|
|
464 |
|
CARDS II Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
0.602%, 04/15/2027 (A) |
|
|
2,400 |
|
|
|
2,384 |
|
Discover Card Execution Note Trust, Ser 2022-A2, Cl A |
|
|
|
|
|
|
|
|
3.320%, 05/15/2027 |
|
|
635 |
|
|
|
621 |
|
Evergreen Credit Card Trust Series, Ser 2022-CRT1, Cl B |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (A) |
|
|
675 |
|
|
|
674 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Synchrony Card Funding LLC, Ser 2022-A1, Cl A |
|
|
|
|
|
|
|
|
3.370%, 04/15/2028 |
|
$ |
1,525 |
|
|
$ |
1,492 |
|
| |
|
|
|
|
|
|
5,635 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.0% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |
|
|
|
|
|
|
|
|
4.854%, TSFR1M + 0.794%, 01/25/2035 (B) |
|
|
38 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 13.1% |
|
|
|
|
| |
|
|
|
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025 (A) |
|
|
80 |
|
|
|
80 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026 (A) |
|
|
79 |
|
|
|
77 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027 (A) |
|
|
56 |
|
|
|
56 |
|
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A |
|
|
|
|
|
|
|
|
6.610%, 01/18/2028 (A) |
|
|
340 |
|
|
|
342 |
|
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A |
|
|
|
|
|
|
|
|
7.110%, 11/15/2028 (A) |
|
|
936 |
|
|
|
939 |
|
Affirm Asset Securitization Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.610%, 02/15/2029 (A) |
|
|
255 |
|
|
|
255 |
|
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
0.750%, 11/20/2026 (A) |
|
|
81 |
|
|
|
81 |
|
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028 (A) |
|
|
166 |
|
|
|
165 |
|
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.380%, 01/21/2031 (A) |
|
|
1,350 |
|
|
|
1,346 |
|
Apidos CLO XII, Ser 2018-12A, Cl AR |
|
|
|
|
|
|
|
|
6.656%, TSFR3M + 1.342%, 04/15/2031 (A)(B) |
|
|
857 |
|
|
|
858 |
|
Aqua Finance Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
1.540%, 07/17/2046 (A) |
|
|
246 |
|
|
|
219 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.230%, 05/15/2026 (A) |
|
|
31 |
|
|
|
31 |
|
Auxilior Term Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.180%, 12/15/2028 (A) |
|
|
395 |
|
|
|
397 |
|
Avant Loans Funding Trust, Ser 2021-REV1, Cl A |
|
|
|
|
|
|
|
|
1.210%, 07/15/2030 (A) |
|
|
73 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Barings CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.586%, TSFR3M + 1.272%, 10/15/2033 (A)(B) |
|
$ |
990 |
|
|
$ |
992 |
|
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |
|
|
|
|
|
|
|
|
6.526%, TSFR3M + 1.212%, 10/15/2030 (A)(B) |
|
|
815 |
|
|
|
815 |
|
BHG Securitization Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
1.710%, 02/20/2035 (A) |
|
|
385 |
|
|
|
377 |
|
BHG Securitization Trust, Ser 2022-B, Cl A |
|
|
|
|
|
|
|
|
3.750%, 06/18/2035 (A) |
|
|
107 |
|
|
|
106 |
|
BHG Securitization Trust, Ser 2022-C, Cl A |
|
|
|
|
|
|
|
|
5.320%, 10/17/2035 (A) |
|
|
72 |
|
|
|
72 |
|
Carbone CLO, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.719%, TSFR3M + 1.402%, 01/20/2031 (A)(B) |
|
|
283 |
|
|
|
284 |
|
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.548%, TSFR3M + 1.232%, 04/17/2031 (A)(B) |
|
|
841 |
|
|
|
842 |
|
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.242%, 07/20/2031 (A)(B) |
|
|
916 |
|
|
|
917 |
|
CCG Receivables Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
0.300%, 06/14/2027 (A) |
|
|
20 |
|
|
|
20 |
|
CCG Receivables Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.820%, 09/16/2030 (A) |
|
|
465 |
|
|
|
467 |
|
CIFC Funding, Ser 2017-1A, Cl ARR |
|
|
|
|
|
|
|
|
6.689%, TSFR3M + 1.372%, 01/22/2031 (A)(B) |
|
|
641 |
|
|
|
641 |
|
CIFC Funding, Ser 2018-3A, Cl AR |
|
|
|
|
|
|
|
|
6.441%, TSFR3M + 1.132%, 04/19/2029 (A)(B) |
|
|
498 |
|
|
|
498 |
|
CNH Equipment Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.340%, 09/15/2026 |
|
|
636 |
|
|
|
635 |
|
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
6.030%, 09/15/2025 |
|
|
740 |
|
|
|
741 |
|
DB Master Finance LLC, Ser 2019-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.021%, 05/20/2049 (A) |
|
|
1,098 |
|
|
|
1,061 |
|
Dell Equipment Finance Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
0.530%, 12/22/2026 (A) |
|
|
116 |
|
|
|
115 |
|
Dell Equipment Finance Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
4.030%, 07/22/2027 (A) |
|
|
83 |
|
|
|
83 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.840%, 01/22/2029 (A) |
|
|
695 |
|
|
|
696 |
|
Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.100%, 04/23/2029 (A) |
|
|
420 |
|
|
|
422 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Dext ABS LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.120%, 02/15/2028 (A) |
|
$ |
126 |
|
|
$ |
124 |
|
Dext ABS LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 05/15/2034 (A) |
|
|
1,049 |
|
|
|
1,051 |
|
DLLAA LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.930%, 07/20/2026 (A) |
|
|
365 |
|
|
|
366 |
|
DLLAD LLC, Ser 2021-1A, Cl A3 |
|
|
|
|
|
|
|
|
0.640%, 09/21/2026 (A) |
|
|
296 |
|
|
|
286 |
|
DLLAD LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.190%, 04/20/2026 (A) |
|
|
320 |
|
|
|
319 |
|
DLLMT LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.780%, 11/20/2025 (A) |
|
|
450 |
|
|
|
450 |
|
DLLST, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.330%, 01/20/2026 (A) |
|
|
270 |
|
|
|
270 |
|
FCI Funding LLC, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.130%, 04/15/2033 (A) |
|
|
41 |
|
|
|
41 |
|
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.266%, 10/19/2037 (A) |
|
|
925 |
|
|
|
862 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B |
|
|
|
|
|
|
|
|
3.250%, 04/15/2026 |
|
|
1,290 |
|
|
|
1,286 |
|
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.510%, 05/20/2030 (A) |
|
|
815 |
|
|
|
820 |
|
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.350%, 02/16/2026 (A) |
|
|
869 |
|
|
|
868 |
|
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.320%, 08/17/2026 (A) |
|
|
1,760 |
|
|
|
1,756 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (A) |
|
|
813 |
|
|
|
769 |
|
HPEFS Equipment Trust, Ser 2022-3A, Cl A3 |
|
|
|
|
|
|
|
|
5.430%, 08/20/2029 (A) |
|
|
475 |
|
|
|
475 |
|
HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
6.040%, 01/21/2031 (A) |
|
|
450 |
|
|
|
452 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (A) |
|
|
1,535 |
|
|
|
1,529 |
|
John Deere Owner Trust, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.280%, 03/16/2026 |
|
|
261 |
|
|
|
261 |
|
John Deere Owner Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
5.590%, 06/15/2026 |
|
|
1,055 |
|
|
|
1,055 |
|
John Deere Owner Trust, Ser 2023-C, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 08/17/2026 |
|
|
1,605 |
|
|
|
1,607 |
|
KKR CLO 21, Ser 2018-21, Cl A |
|
|
|
|
|
|
|
|
6.576%, TSFR3M + 1.262%, 04/15/2031 (A)(B) |
|
|
718 |
|
|
|
718 |
|
KKR CLO, Ser 2017-11, Cl AR |
|
|
|
|
|
|
|
|
6.756%, TSFR3M + 1.442%, 01/15/2031 (A)(B) |
|
|
609 |
|
|
|
611 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.610%, 07/15/2026 (A) |
|
$ |
1,575 |
|
|
$ |
1,576 |
|
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.390%, 01/15/2027 (A) |
|
|
1,005 |
|
|
|
1,003 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.242%, 03/20/2030 (A)(B) |
|
|
580 |
|
|
|
581 |
|
M&T Equipment Notes, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.090%, 07/15/2030 (A) |
|
|
1,200 |
|
|
|
1,201 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.579%, TSFR3M + 1.262%, 07/21/2030 (A)(B) |
|
|
1,580 |
|
|
|
1,583 |
|
Magnetite VIII, Ser 2018-8A, Cl AR2 |
|
|
|
|
|
|
|
|
6.556%, TSFR3M + 1.242%, 04/15/2031 (A)(B) |
|
|
578 |
|
|
|
578 |
|
Marlette Funding Trust, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.180%, 11/15/2032 (A) |
|
|
46 |
|
|
|
46 |
|
Marlette Funding Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.070%, 04/15/2033 (A) |
|
|
239 |
|
|
|
239 |
|
Marlette Funding Trust, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
6.040%, 06/15/2033 (A) |
|
|
242 |
|
|
|
242 |
|
Marlette Funding Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.490%, 09/15/2033 (A) |
|
|
410 |
|
|
|
411 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3 |
|
|
|
|
|
|
|
|
0.490%, 08/14/2025 (A) |
|
|
437 |
|
|
|
429 |
|
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4 |
|
|
|
|
|
|
|
|
0.660%, 11/15/2027 (A) |
|
|
500 |
|
|
|
477 |
|
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3 |
|
|
|
|
|
|
|
|
0.560%, 06/13/2028 (A) |
|
|
114 |
|
|
|
109 |
|
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |
|
|
|
|
|
|
|
|
5.790%, 11/13/2026 (A) |
|
|
878 |
|
|
|
880 |
|
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.200%, 09/13/2027 (A) |
|
|
3,105 |
|
|
|
3,095 |
|
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
|
|
|
|
|
|
|
|
2.400%, 10/15/2068 (A) |
|
|
252 |
|
|
|
236 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (A) |
|
|
654 |
|
|
|
594 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (A) |
|
|
966 |
|
|
|
847 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |
|
|
|
|
|
|
|
|
6.480%, TSFR3M + 1.182%, 10/18/2030 (A)(B) |
|
$ |
1,081 |
|
|
$ |
1,082 |
|
Neuberger Berman Loan Advisers CLO 31, Ser 2021-31A, Cl AR |
|
|
|
|
|
|
|
|
6.619%, TSFR3M + 1.302%, 04/20/2031 (A)(B) |
|
|
595 |
|
|
|
595 |
|
Nyctl Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.100%, 11/10/2034 (A) |
|
|
143 |
|
|
|
141 |
|
OCP CLO, Ser 2018-5A, Cl A1R |
|
|
|
|
|
|
|
|
6.666%, TSFR3M + 1.342%, 04/26/2031 (A)(B) |
|
|
278 |
|
|
|
278 |
|
Octagon Investment Partners 30, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.579%, TSFR3M + 1.262%, 03/17/2030 (A)(B) |
|
|
544 |
|
|
|
544 |
|
Octane Receivables Trust, Ser 2023-3A, Cl A2 |
|
|
|
|
|
|
|
|
6.440%, 03/20/2029 (A) |
|
|
2,880 |
|
|
|
2,898 |
|
OneMain Financial Issuance Trust, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
3.570%, 03/14/2033 (A) |
|
|
217 |
|
|
|
216 |
|
OZLM VIII, Ser 2021-8A, Cl A1R3 |
|
|
|
|
|
|
|
|
6.558%, TSFR3M + 1.242%, 10/17/2029 (A)(B) |
|
|
306 |
|
|
|
306 |
|
PFS Financing, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
0.770%, 08/15/2026 (A) |
|
|
900 |
|
|
|
880 |
|
PFS Financing, Ser 2021-B, Cl B |
|
|
|
|
|
|
|
|
1.090%, 08/15/2026 (A) |
|
|
800 |
|
|
|
780 |
|
PFS Financing, Ser 2022-C, Cl A |
|
|
|
|
|
|
|
|
3.890%, 05/15/2027 (A) |
|
|
965 |
|
|
|
947 |
|
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.060%, 07/16/2029 (A) |
|
|
150 |
|
|
|
150 |
|
RR 24, Ser 2023-24A, Cl A1AR |
|
|
|
|
|
|
|
|
7.077%, TSFR3M + 1.730%, 01/15/2036 (A)(B) |
|
|
830 |
|
|
|
833 |
|
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.560%, 01/22/2030 (A) |
|
|
830 |
|
|
|
837 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (A) |
|
|
477 |
|
|
|
477 |
|
SOUND POINT CLO XVII, Ser 2021-3A, Cl A1R |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.242%, 10/20/2030 (A)(B) |
|
|
474 |
|
|
|
474 |
|
Symphony CLO XVII, Ser 2018-17A, Cl BR |
|
|
|
|
|
|
|
|
6.776%, TSFR3M + 1.462%, 04/15/2028 (A)(B) |
|
|
609 |
|
|
|
609 |
|
Symphony CLO XVIII, Ser 2021-18A, Cl X |
|
|
|
|
|
|
|
|
6.327%, TSFR3M + 1.012%, 07/23/2033 (A)(B) |
|
|
167 |
|
|
|
166 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Symphony Static CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.416%, TSFR3M + 1.092%, 10/25/2029 (A)(B) |
|
$ |
752 |
|
|
$ |
752 |
|
Verizon Master Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
0.990%, 04/20/2028 |
|
|
1,250 |
|
|
|
1,215 |
|
Verizon Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
1.530%, 07/20/2028 |
|
|
1,000 |
|
|
|
966 |
|
Verizon Master Trust, Ser 2022-7, Cl A1A |
|
|
|
|
|
|
|
|
5.230%, 11/22/2027 |
|
|
1,775 |
|
|
|
1,772 |
|
VFI ABS LLC, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.270%, 03/26/2029 (A) |
|
|
500 |
|
|
|
502 |
|
Vibrant CLO VI, Ser 2021-6A, Cl AR |
|
|
|
|
|
|
|
|
6.582%, TSFR3M + 1.212%, 06/20/2029 (A)(B) |
|
|
171 |
|
|
|
171 |
|
Voya CLO, Ser 2017-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.460%, TSFR3M + 1.162%, 01/18/2029 (A)(B) |
|
|
108 |
|
|
|
108 |
|
Voya CLO, Ser 2018-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.556%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |
|
|
762 |
|
|
|
763 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.430%, 02/15/2028 (A) |
|
|
135 |
|
|
|
135 |
|
Westlake Flooring Master Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
6.070%, 02/15/2028 (A) |
|
|
1,840 |
|
|
|
1,840 |
|
| |
|
|
|
|
|
|
65,243 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $198,081) ($ Thousands) |
|
|
|
|
|
|
198,308 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 33.5% |
Communication Services — 1.8% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
5.539%, 02/20/2026 |
|
|
300 |
|
|
|
300 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.150%, 11/10/2026 |
|
|
850 |
|
|
|
858 |
|
4.908%, 07/23/2025 |
|
|
625 |
|
|
|
616 |
|
Sprint LLC |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
|
2,895 |
|
|
|
2,903 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
3.300%, 03/28/2024 |
|
|
22 |
|
|
|
22 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
6.143%, SOFRINDX + 0.790%, 03/20/2026 (B) |
|
|
670 |
|
|
|
673 |
|
3.500%, 11/01/2024 |
|
|
3,115 |
|
|
|
3,069 |
|
WPP Finance 2010 |
|
|
|
|
|
|
|
|
3.750%, 09/19/2024 |
|
|
475 |
|
|
|
469 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,910 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Discretionary — 3.3% |
|
|
|
|
AutoZone |
|
|
|
|
|
|
|
|
5.050%, 07/15/2026 |
|
$ |
975 |
|
|
$ |
973 |
|
3.250%, 04/15/2025 |
|
|
650 |
|
|
|
635 |
|
Daimler Truck Finance North America LLC |
|
|
|
|
|
|
|
|
6.346%, SOFRRATE + 1.000%, 04/05/2024 (A)(B) |
|
|
750 |
|
|
|
751 |
|
6.104%, SOFRRATE + 0.750%, 12/13/2024 (A)(B) |
|
|
1,125 |
|
|
|
1,128 |
|
Ford Motor Credit LLC MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
2,485 |
|
|
|
2,416 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
6.114%, SOFRRATE + 0.760%, 03/08/2024 (B) |
|
|
1,000 |
|
|
|
1,000 |
|
5.965%, SOFRRATE + 0.620%, 10/15/2024 (B) |
|
|
4,160 |
|
|
|
4,163 |
|
1.200%, 10/15/2024 |
|
|
750 |
|
|
|
729 |
|
Hyatt Hotels |
|
|
|
|
|
|
|
|
1.800%, 10/01/2024 |
|
|
500 |
|
|
|
489 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.250%, 11/03/2025 (A) |
|
|
500 |
|
|
|
506 |
|
1.000%, 09/17/2024 (A) |
|
|
2,435 |
|
|
|
2,372 |
|
Nordstrom |
|
|
|
|
|
|
|
|
2.300%, 04/08/2024 |
|
|
530 |
|
|
|
528 |
|
O'Reilly Automotive |
|
|
|
|
|
|
|
|
5.750%, 11/20/2026 |
|
|
425 |
|
|
|
431 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.050%, 11/27/2025 |
|
|
290 |
|
|
|
295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,416 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 1.1% |
|
|
|
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.125%, 11/21/2026 (A) |
|
|
270 |
|
|
|
272 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
2.760%, 10/01/2024 |
|
|
2,218 |
|
|
|
2,180 |
|
Haleon US Capital LLC |
|
|
|
|
|
|
|
|
3.024%, 03/24/2024 |
|
|
735 |
|
|
|
734 |
|
JDE Peet's |
|
|
|
|
|
|
|
|
0.800%, 09/24/2024 (A) |
|
|
1,000 |
|
|
|
970 |
|
Sodexo |
|
|
|
|
|
|
|
|
1.634%, 04/16/2026 (A) |
|
|
1,050 |
|
|
|
970 |
|
Solventum |
|
|
|
|
|
|
|
|
5.450%, 02/25/2027 (A) |
|
|
500 |
|
|
|
501 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,627 |
|
| |
|
|
|
|
|
|
|
|
Energy — 2.6% |
|
|
|
|
Columbia Pipelines Holding LLC |
|
|
|
|
|
|
|
|
6.055%, 08/15/2026 (A) |
|
|
100 |
|
|
|
101 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.250%, 09/15/2024 |
|
|
1,805 |
|
|
|
1,800 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
4.250%, 04/01/2024 |
|
|
550 |
|
|
|
549 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Gray Oak Pipeline LLC |
|
|
|
|
|
|
|
|
2.600%, 10/15/2025 (A) |
|
$ |
900 |
|
|
$ |
856 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
4.300%, 05/01/2024 |
|
|
2,510 |
|
|
|
2,502 |
|
MPLX |
|
|
|
|
|
|
|
|
4.875%, 06/01/2025 |
|
|
750 |
|
|
|
743 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
5.875%, 09/01/2025 |
|
|
475 |
|
|
|
476 |
|
ONEOK |
|
|
|
|
|
|
|
|
5.550%, 11/01/2026 |
|
|
850 |
|
|
|
857 |
|
2.200%, 09/15/2025 |
|
|
675 |
|
|
|
642 |
|
Ovintiv |
|
|
|
|
|
|
|
|
5.650%, 05/15/2025 |
|
|
500 |
|
|
|
500 |
|
Plains All American Pipeline |
|
|
|
|
|
|
|
|
3.600%, 11/01/2024 |
|
|
900 |
|
|
|
888 |
|
Plains All American Pipeline/PAA Finance |
|
|
|
|
|
|
|
|
4.650%, 10/15/2025 |
|
|
400 |
|
|
|
395 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
3.950%, 06/01/2025 |
|
|
400 |
|
|
|
390 |
|
3.100%, 02/01/2025 |
|
|
475 |
|
|
|
463 |
|
Williams |
|
|
|
|
|
|
|
|
5.400%, 03/02/2026 |
|
|
1,390 |
|
|
|
1,393 |
|
4.000%, 09/15/2025 |
|
|
500 |
|
|
|
491 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,046 |
|
| |
|
|
|
|
|
|
|
|
Financials — 14.5% |
|
|
|
|
ABN AMRO Bank |
|
|
|
|
|
|
|
|
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) |
|
|
700 |
|
|
|
712 |
|
American Express |
|
|
|
|
|
|
|
|
6.338%, SOFRRATE + 1.330%, 10/30/2026 (B) |
|
|
705 |
|
|
|
716 |
|
Ares Capital |
|
|
|
|
|
|
|
|
7.000%, 01/15/2027 |
|
|
475 |
|
|
|
484 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.062%, SOFRINDX + 0.715%, 01/07/2025 (A)(B) |
|
|
800 |
|
|
|
800 |
|
6.045%, SOFRINDX + 0.700%, 05/24/2024 (A)(B) |
|
|
1,820 |
|
|
|
1,821 |
|
5.684%, 02/23/2026 (A) |
|
|
490 |
|
|
|
490 |
|
Banco Santander |
|
|
|
|
|
|
|
|
3.892%, 05/24/2024 |
|
|
600 |
|
|
|
598 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.035%, SOFRRATE + 0.690%, 04/22/2025 (B) |
|
|
1,600 |
|
|
|
1,601 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B) |
|
|
3,715 |
|
|
|
3,516 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
0.700%, 04/15/2024 |
|
|
1,000 |
|
|
|
994 |
|
Banque Federative du Credit Mutuel |
|
|
|
|
|
|
|
|
5.896%, 07/13/2026 (A) |
|
|
475 |
|
|
|
481 |
|
4.935%, 01/26/2026 (A) |
|
|
350 |
|
|
|
347 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.524%, 07/13/2025 (A) |
|
$ |
475 |
|
|
$ |
470 |
|
Barclays |
|
|
|
|
|
|
|
|
3.650%, 03/16/2025 |
|
|
475 |
|
|
|
465 |
|
2.852%, SOFRRATE + 2.714%, 05/07/2026 (B) |
|
|
500 |
|
|
|
484 |
|
BPCE |
|
|
|
|
|
|
|
|
5.203%, 01/18/2027 (A) |
|
|
600 |
|
|
|
600 |
|
5.029%, 01/15/2025 (A) |
|
|
440 |
|
|
|
437 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
6.105%, SOFRRATE + 0.760%, 04/12/2024 (A)(B) |
|
|
1,080 |
|
|
|
1,081 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
5.615%, 07/17/2026 |
|
|
350 |
|
|
|
353 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
4.985%, SOFRRATE + 2.160%, 07/24/2026 (B) |
|
|
250 |
|
|
|
248 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
5.875%, 08/24/2026 |
|
|
725 |
|
|
|
736 |
|
Citigroup |
|
|
|
|
|
|
|
|
3.352%, TSFR3M + 1.158%, 04/24/2025 (B) |
|
|
3,155 |
|
|
|
3,143 |
|
Citizens Bank |
|
|
|
|
|
|
|
|
6.064%, SOFRRATE + 1.450%, 10/24/2025 (B) |
|
|
250 |
|
|
|
249 |
|
5.284%, SOFRRATE + 1.020%, 01/26/2026 (B) |
|
|
250 |
|
|
|
246 |
|
4.119%, SOFRRATE + 1.395%, 05/23/2025 (B) |
|
|
400 |
|
|
|
397 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.500%, 04/04/2025 |
|
|
385 |
|
|
|
376 |
|
Corebridge Global Funding |
|
|
|
|
|
|
|
|
5.750%, 07/02/2026 (A) |
|
|
285 |
|
|
|
285 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
5.589%, 07/05/2026 (A) |
|
|
1,095 |
|
|
|
1,104 |
|
5.568%, 02/28/2025 (A) |
|
|
475 |
|
|
|
475 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B) |
|
|
450 |
|
|
|
452 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B) |
|
|
575 |
|
|
|
581 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.563%, SOFRRATE + 1.219%, 11/16/2027 (B) |
|
|
1,100 |
|
|
|
1,085 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
5.500%, 12/02/2025 (A) |
|
|
395 |
|
|
|
394 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
5.854%, SOFRRATE + 0.500%, 09/13/2024 (A)(B) |
|
|
3,775 |
|
|
|
3,772 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
5.854%, SOFRRATE + 0.500%, 09/10/2024 (B) |
|
|
550 |
|
|
|
550 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B) |
|
$ |
3,120 |
|
|
$ |
3,137 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
7.336%, SOFRRATE + 3.030%, 11/03/2026 (B) |
|
|
400 |
|
|
|
412 |
|
Huntington National Bank |
|
|
|
|
|
|
|
|
4.008%, SOFRRATE + 1.205%, 05/16/2025 (B) |
|
|
345 |
|
|
|
343 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
3.845%, SOFRRATE + 0.980%, 06/14/2025 (B) |
|
|
3,880 |
|
|
|
3,856 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
|
470 |
|
|
|
468 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.055%, SOFRRATE + 0.710%, 10/14/2025 (A)(B) |
|
|
825 |
|
|
|
824 |
|
Manufacturers & Traders Trust |
|
|
|
|
|
|
|
|
5.400%, 11/21/2025 |
|
|
400 |
|
|
|
396 |
|
4.650%, 01/27/2026 |
|
|
590 |
|
|
|
575 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
0.550%, 06/07/2024 (A) |
|
|
195 |
|
|
|
192 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
4.788%, H15T1Y + 1.700%, 07/18/2025 (B) |
|
|
600 |
|
|
|
597 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.050%, SOFRRATE + 1.295%, 01/28/2027 (B) |
|
|
350 |
|
|
|
349 |
|
3.620%, SOFRRATE + 1.160%, 04/17/2025 (B) |
|
|
3,845 |
|
|
|
3,833 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
3.875%, 04/29/2024 |
|
|
1,000 |
|
|
|
997 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B) |
|
|
500 |
|
|
|
512 |
|
NatWest Markets |
|
|
|
|
|
|
|
|
5.874%, SOFRRATE + 0.530%, 08/12/2024 (A)(B) |
|
|
1,265 |
|
|
|
1,266 |
|
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (A) |
|
|
600 |
|
|
|
604 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) |
|
|
375 |
|
|
|
385 |
|
5.300%, SOFRRATE + 1.342%, 01/21/2028 (B) |
|
|
440 |
|
|
|
440 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.795%, SOFRRATE + 0.450%, 04/12/2024 (A)(B) |
|
|
430 |
|
|
|
430 |
|
5.000%, 01/16/2027 (A) |
|
|
485 |
|
|
|
486 |
|
Radian Group |
|
|
|
|
|
|
|
|
6.625%, 03/15/2025 |
|
|
475 |
|
|
|
476 |
|
4.500%, 10/01/2024 |
|
|
475 |
|
|
|
470 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Royal Bank of Canada |
|
|
|
|
|
|
|
|
4.784%, 12/12/2025 (A) |
|
$ |
5,335 |
|
|
$ |
5,308 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.200%, 07/20/2026 |
|
|
600 |
|
|
|
602 |
|
Societe Generale |
|
|
|
|
|
|
|
|
6.395%, SOFRRATE + 1.050%, 01/21/2026 (A)(B) |
|
|
800 |
|
|
|
801 |
|
4.351%, 06/13/2025 (A) |
|
|
525 |
|
|
|
518 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
7.776%, H15T1Y + 3.100%, 11/16/2025 (A)(B) |
|
|
400 |
|
|
|
405 |
|
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B) |
|
|
450 |
|
|
|
454 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
3.815%, 07/25/2025 (A) |
|
|
2,565 |
|
|
|
2,517 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
3.766%, 06/06/2025 |
|
|
2,415 |
|
|
|
2,372 |
|
US Bank |
|
|
|
|
|
|
|
|
2.050%, 01/21/2025 |
|
|
2,380 |
|
|
|
2,311 |
|
Voya Financial |
|
|
|
|
|
|
|
|
3.650%, 06/15/2026 |
|
|
309 |
|
|
|
296 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
4.100%, 06/03/2026 |
|
|
650 |
|
|
|
633 |
|
2.406%, TSFR3M + 1.087%, 10/30/2025 (B) |
|
|
3,305 |
|
|
|
3,234 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.550%, 08/01/2025 |
|
|
600 |
|
|
|
603 |
|
4.811%, 01/15/2026 |
|
|
725 |
|
|
|
721 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,366 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 2.3% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
2.600%, 11/21/2024 |
|
|
3,225 |
|
|
|
3,158 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
4.950%, 02/20/2026 |
|
|
875 |
|
|
|
874 |
|
GE HealthCare Technologies |
|
|
|
|
|
|
|
|
5.550%, 11/15/2024 |
|
|
3,525 |
|
|
|
3,520 |
|
HCA |
|
|
|
|
|
|
|
|
5.375%, 02/01/2025 |
|
|
600 |
|
|
|
598 |
|
Illumina |
|
|
|
|
|
|
|
|
5.800%, 12/12/2025 |
|
|
400 |
|
|
|
400 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
4.650%, 05/19/2025 |
|
|
2,740 |
|
|
|
2,723 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,273 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 1.5% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.100%, 01/15/2027 |
|
|
500 |
|
|
|
506 |
|
1.650%, 10/29/2024 |
|
|
3,210 |
|
|
|
3,123 |
|
Carrier Global |
|
|
|
|
|
|
|
|
5.800%, 11/30/2025 |
|
|
515 |
|
|
|
519 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
DAE Funding LLC MTN |
|
|
|
|
|
|
|
|
1.550%, 08/01/2024 (A) |
|
$ |
965 |
|
|
$ |
946 |
|
Penske Truck Leasing Lp |
|
|
|
|
|
|
|
|
5.750%, 05/24/2026 (A) |
|
|
950 |
|
|
|
955 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
3.104%, 04/15/2024 (A) |
|
|
615 |
|
|
|
613 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.050%, 02/15/2026 (A) |
|
|
625 |
|
|
|
628 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,290 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.0% |
|
|
|
|
Cisco Systems |
|
|
|
|
|
|
|
|
4.900%, 02/26/2026 |
|
|
2,270 |
|
|
|
2,270 |
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
5.900%, 10/01/2024 |
|
|
2,660 |
|
|
|
2,663 |
|
Juniper Networks |
|
|
|
|
|
|
|
|
1.200%, 12/10/2025 |
|
|
700 |
|
|
|
648 |
|
Sprint LLC |
|
|
|
|
|
|
|
|
7.625%, 02/15/2025 |
|
|
450 |
|
|
|
456 |
|
TD SYNNEX |
|
|
|
|
|
|
|
|
1.250%, 08/09/2024 |
|
|
1,375 |
|
|
|
1,348 |
|
VMware |
|
|
|
|
|
|
|
|
1.000%, 08/15/2024 |
|
|
2,675 |
|
|
|
2,617 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,002 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.6% |
|
|
|
|
Glencore Funding LLC |
|
|
|
|
|
|
|
|
4.625%, 04/29/2024 (A) |
|
|
825 |
|
|
|
823 |
|
Graphic Packaging International LLC |
|
|
|
|
|
|
|
|
1.512%, 04/15/2026 (A) |
|
|
650 |
|
|
|
594 |
|
International Flavors and Fragrances |
|
|
|
|
|
|
|
|
1.230%, 10/01/2025 (A) |
|
|
775 |
|
|
|
723 |
|
Vulcan Materials |
|
|
|
|
|
|
|
|
5.800%, 03/01/2026 |
|
|
625 |
|
|
|
625 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,765 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.1% |
|
|
|
|
Crown Castle |
|
|
|
|
|
|
|
|
1.350%, 07/15/2025 |
|
|
350 |
|
|
|
331 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 3.7% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
450 |
|
|
|
450 |
|
CenterPoint Energy |
|
|
|
|
|
|
|
|
5.994%, SOFRINDX + 0.650%, 05/13/2024 (B) |
|
|
311 |
|
|
|
311 |
|
Consumers 2023 Securitization Funding LLC |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
475 |
|
|
|
474 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.071%, 08/15/2024 (C) |
|
|
650 |
|
|
|
642 |
|
Edison International |
|
|
|
|
|
|
|
|
4.950%, 04/15/2025 |
|
|
275 |
|
|
|
273 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.550%, 11/15/2024 |
|
$ |
375 |
|
|
$ |
369 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
3.350%, 03/15/2026 |
|
|
650 |
|
|
|
624 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
4.700%, 04/01/2024 (A) |
|
|
475 |
|
|
|
475 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
5.653%, SOFRRATE + 0.300%, 06/28/2024 (B) |
|
|
740 |
|
|
|
740 |
|
Monongahela Power |
|
|
|
|
|
|
|
|
4.100%, 04/15/2024 (A) |
|
|
600 |
|
|
|
598 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
255 |
|
|
|
256 |
|
4.255%, 09/01/2024 |
|
|
3,100 |
|
|
|
3,076 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.250%, 11/15/2025 |
|
|
650 |
|
|
|
628 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
2.750%, 06/01/2024 |
|
|
2,475 |
|
|
|
2,455 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
4.150%, 04/15/2025 (A) |
|
|
330 |
|
|
|
323 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
2.875%, 06/15/2024 |
|
|
1,247 |
|
|
|
1,236 |
|
Sempra |
|
|
|
|
|
|
|
|
5.400%, 08/01/2026 |
|
|
740 |
|
|
|
742 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.350%, 03/01/2026 |
|
|
3,245 |
|
|
|
3,248 |
|
1.200%, 02/01/2026 |
|
|
300 |
|
|
|
278 |
|
Spire |
|
|
|
|
|
|
|
|
5.300%, 03/01/2026 |
|
|
900 |
|
|
|
898 |
|
Tampa Electric |
|
|
|
|
|
|
|
|
3.875%, 07/12/2024 |
|
|
475 |
|
|
|
472 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,568 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $166,635) ($ Thousands) |
|
|
|
|
|
|
166,594 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 13.0% |
Agency Mortgage-Backed Obligations — 3.4% |
|
|
|
|
FHLMC ARM |
|
|
|
|
|
|
|
|
5.660%, H15T1Y + 2.122%, 02/01/2030(B) |
|
|
3 |
|
|
|
3 |
|
FHLMC CMO, Ser 2011-3786, Cl ED |
|
|
|
|
|
|
|
|
4.000%, 09/15/2039 |
|
|
1,559 |
|
|
|
1,532 |
|
FHLMC CMO, Ser 2012-4030, Cl AN |
|
|
|
|
|
|
|
|
1.750%, 04/15/2027 |
|
|
114 |
|
|
|
110 |
|
FHLMC CMO, Ser 2013-4272, Cl YG |
|
|
|
|
|
|
|
|
2.000%, 11/15/2026 |
|
|
25 |
|
|
|
25 |
|
FHLMC CMO, Ser 2014-4379, Cl CB |
|
|
|
|
|
|
|
|
2.250%, 04/15/2033 |
|
|
53 |
|
|
|
51 |
|
FHLMC CMO, Ser 2018-4783, Cl BV |
|
|
|
|
|
|
|
|
4.000%, 03/15/2037 |
|
|
1,192 |
|
|
|
1,168 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2018-4818, Cl BD |
|
|
|
|
|
|
|
|
3.500%, 03/15/2045 |
|
$ |
180 |
|
|
$ |
176 |
|
FHLMC CMO, Ser 2022-5264, Cl AB |
|
|
|
|
|
|
|
|
4.500%, 08/25/2039 |
|
|
584 |
|
|
|
573 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K727, Cl A2 |
|
|
|
|
|
|
|
|
2.946%, 07/25/2024 |
|
|
1,045 |
|
|
|
1,035 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K728, Cl A2 |
|
|
|
|
|
|
|
|
3.064%, 08/25/2024(B) |
|
|
846 |
|
|
|
836 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K732, Cl A2 |
|
|
|
|
|
|
|
|
3.700%, 05/25/2025 |
|
|
1,397 |
|
|
|
1,373 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K733, Cl A2 |
|
|
|
|
|
|
|
|
3.750%, 08/25/2025 |
|
|
2,044 |
|
|
|
2,004 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KBX1, Cl A2 |
|
|
|
|
|
|
|
|
2.920%, 01/25/2026 |
|
|
980 |
|
|
|
953 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KVAD, Cl A |
|
|
|
|
|
|
|
|
3.116%, 07/25/2025 |
|
|
600 |
|
|
|
582 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KW07, Cl A1 |
|
|
|
|
|
|
|
|
3.600%, 07/25/2028 |
|
|
961 |
|
|
|
938 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KIR1, Cl A1 |
|
|
|
|
|
|
|
|
2.446%, 03/25/2026 |
|
|
349 |
|
|
|
337 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A |
|
|
|
|
|
|
|
|
2.770%, 05/25/2025 |
|
|
705 |
|
|
|
684 |
|
FNMA |
|
|
|
|
|
|
|
|
6.000%, 01/01/2027 to 04/01/2040 |
|
|
68 |
|
|
|
70 |
|
5.000%, 07/01/2024 |
|
|
– |
|
|
|
– |
|
3.500%, 08/01/2030 to 11/01/2034 |
|
|
937 |
|
|
|
910 |
|
3.000%, 10/01/2030 |
|
|
193 |
|
|
|
184 |
|
2.885%, 01/01/2025 |
|
|
267 |
|
|
|
261 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
5.836%, RFUCCT6M + 1.908%, 09/01/2024(B) |
|
|
1 |
|
|
|
1 |
|
4.465%, H15T1Y + 2.215%, 01/01/2029(B) |
|
|
3 |
|
|
|
3 |
|
FNMA CMO, Ser 2001-33, Cl FA |
|
|
|
|
|
|
|
|
5.886%, SOFR30A + 0.564%, 07/25/2031(B) |
|
|
3 |
|
|
|
3 |
|
FNMA CMO, Ser 2002-64, Cl FG |
|
|
|
|
|
|
|
|
5.689%, SOFR30A + 0.364%, 10/18/2032(B) |
|
|
– |
|
|
|
– |
|
FNMA CMO, Ser 2011-99, Cl KB |
|
|
|
|
|
|
|
|
3.500%, 10/25/2026 |
|
|
672 |
|
|
|
660 |
|
FNMA CMO, Ser 2012-137, Cl UE |
|
|
|
|
|
|
|
|
1.750%, 09/25/2041 |
|
|
134 |
|
|
|
124 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2013-97, Cl KA |
|
|
|
|
|
|
|
|
3.000%, 11/25/2031 |
|
$ |
6 |
|
|
$ |
6 |
|
FNMA CMO, Ser 2016-99, Cl H |
|
|
|
|
|
|
|
|
3.000%, 08/25/2043 |
|
|
387 |
|
|
|
375 |
|
FNMA CMO, Ser 2022-77, Cl CA |
|
|
|
|
|
|
|
|
5.000%, 04/25/2039 |
|
|
586 |
|
|
|
579 |
|
FNMA, Ser 2014-M9, Cl A2 |
|
|
|
|
|
|
|
|
3.103%, 07/25/2024(B) |
|
|
902 |
|
|
|
892 |
|
FNMA, Ser 2015-M13, Cl A2 |
|
|
|
|
|
|
|
|
2.699%, 06/25/2025(B) |
|
|
384 |
|
|
|
372 |
|
FNMA, Ser 2017-M13, Cl FA |
|
|
|
|
|
|
|
|
5.860%, SOFR30A + 0.514%, 10/25/2024(B) |
|
|
43 |
|
|
|
43 |
|
FREMF Mortgage Trust, Ser 2015-K49, Cl B |
|
|
|
|
|
|
|
|
3.721%, 10/25/2048(A)(B) |
|
|
375 |
|
|
|
364 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,227 |
|
Non-Agency Mortgage-Backed Obligations — 9.6% |
|
|
|
|
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.466%, 12/25/2059(A)(B) |
|
|
26 |
|
|
|
25 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(A)(B) |
|
|
200 |
|
|
|
185 |
|
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.691%, 04/25/2065(A)(B) |
|
|
266 |
|
|
|
245 |
|
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.469%, 06/25/2065(A)(B) |
|
|
139 |
|
|
|
129 |
|
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.990%, 04/25/2053(A)(B) |
|
|
182 |
|
|
|
166 |
|
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.909%, 01/25/2066(A)(B) |
|
|
519 |
|
|
|
436 |
|
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.068%, 05/25/2066(A)(B) |
|
|
425 |
|
|
|
356 |
|
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
0.951%, 07/25/2066(A)(B) |
|
|
731 |
|
|
|
611 |
|
Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.962%, 10/25/2048(A)(B) |
|
|
123 |
|
|
|
113 |
|
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2 |
|
|
|
|
|
|
|
|
5.178%, 07/25/2035(B) |
|
|
28 |
|
|
|
26 |
|
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 |
|
|
|
|
|
|
|
|
5.214%, 11/25/2035(B) |
|
|
5 |
|
|
|
5 |
|
Bank of America Commercial Mortgage Trust, Ser 2017-BNK3, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 02/15/2050 |
|
|
227 |
|
|
|
221 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BANK, Ser 2017-BNK7, Cl ASB |
|
|
|
|
|
|
|
|
3.265%, 09/15/2060 |
|
$ |
149 |
|
|
$ |
145 |
|
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 |
|
|
|
|
|
|
|
|
0.601%, 10/15/2053 |
|
|
226 |
|
|
|
221 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.868%, 06/25/2035(B) |
|
|
13 |
|
|
|
12 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1 |
|
|
|
|
|
|
|
|
5.728%, 08/25/2035(B) |
|
|
34 |
|
|
|
30 |
|
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
|
|
|
|
|
|
|
|
2.211%, 03/15/2053 |
|
|
285 |
|
|
|
263 |
|
BMO Mortgage Trust, Ser 2022-C3, Cl A1 |
|
|
|
|
|
|
|
|
5.252%, 09/15/2054(B) |
|
|
667 |
|
|
|
663 |
|
BPR Trust, Ser 2021-TY, Cl A |
|
|
|
|
|
|
|
|
6.483%, TSFR1M + 1.164%, 09/15/2038(A)(B) |
|
|
1,000 |
|
|
|
989 |
|
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.449%, 05/25/2060(A)(B) |
|
|
95 |
|
|
|
90 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 02/25/2049(A)(B) |
|
|
217 |
|
|
|
190 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
0.970%, 03/25/2060(A)(B) |
|
|
163 |
|
|
|
151 |
|
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.699%, 04/25/2060(A)(B) |
|
|
342 |
|
|
|
313 |
|
BSPRT Issuer, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.825%, SOFR30A + 1.500%, 02/15/2037(A)(B) |
|
|
825 |
|
|
|
821 |
|
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
1.724%, 02/25/2055(A)(B) |
|
|
95 |
|
|
|
90 |
|
BWay Mortgage Trust, Ser 2013-1515, Cl A1 |
|
|
|
|
|
|
|
|
2.809%, 03/10/2033(A) |
|
|
113 |
|
|
|
111 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.085%, TSFR1M + 0.767%, 05/01/2038(A)(B) |
|
|
775 |
|
|
|
767 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.132%, TSFR1M + 0.814%, 09/15/2036(A)(B) |
|
|
540 |
|
|
|
534 |
|
BX Commercial Mortgage Trust, Ser SOAR, Cl B |
|
|
|
|
|
|
|
|
6.303%, TSFR1M + 0.984%, 06/15/2038(A)(B) |
|
|
494 |
|
|
|
488 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B |
|
|
|
|
|
|
|
|
6.383%, TSFR1M + 1.064%, 01/15/2034(A)(B) |
|
$ |
475 |
|
|
$ |
470 |
|
BX Trust, Ser 2021-LGCY, Cl A |
|
|
|
|
|
|
|
|
5.939%, TSFR1M + 0.620%, 10/15/2036(A)(B) |
|
|
1,200 |
|
|
|
1,180 |
|
BX Trust, Ser 2022-LBA6, Cl A |
|
|
|
|
|
|
|
|
6.318%, TSFR1M + 1.000%, 01/15/2039(A)(B) |
|
|
670 |
|
|
|
665 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
475 |
|
|
|
462 |
|
CFMT LLC, Ser 2022-EBO2, Cl A |
|
|
|
|
|
|
|
|
3.169%, 07/25/2054(A)(B) |
|
|
12 |
|
|
|
11 |
|
Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.522%, SOFR30A + 1.200%, 02/25/2050(A)(B) |
|
|
441 |
|
|
|
432 |
|
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |
|
|
|
|
|
|
|
|
5.705%, TSFR1M + 0.654%, 02/25/2035(B) |
|
|
5 |
|
|
|
5 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB |
|
|
|
|
|
|
|
|
3.431%, 06/10/2048 |
|
|
521 |
|
|
|
514 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB |
|
|
|
|
|
|
|
|
3.470%, 09/15/2048 |
|
|
273 |
|
|
|
269 |
|
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |
|
|
|
|
|
|
|
|
3.127%, 04/15/2049 |
|
|
89 |
|
|
|
87 |
|
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A |
|
|
|
|
|
|
|
|
4.645%, 09/25/2034(B) |
|
|
8 |
|
|
|
7 |
|
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.294%, 03/25/2036(B) |
|
|
47 |
|
|
|
35 |
|
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |
|
|
|
|
|
|
|
|
3.160%, 02/25/2058(A)(B) |
|
|
141 |
|
|
|
136 |
|
COLT Funding LLC, Ser 2021-3R, Cl A1 |
|
|
|
|
|
|
|
|
1.051%, 12/25/2064(A)(B) |
|
|
282 |
|
|
|
245 |
|
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.853%, 03/25/2065(A)(B) |
|
|
5 |
|
|
|
5 |
|
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |
|
|
|
|
|
|
|
|
1.325%, 10/26/2065(A)(B) |
|
|
147 |
|
|
|
131 |
|
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.506%, 04/27/2065(A)(B) |
|
|
53 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
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) |
|
$ |
389 |
|
|
$ |
315 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(A)(B) |
|
|
519 |
|
|
|
409 |
|
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |
|
|
|
|
|
|
|
|
0.798%, 07/27/2054(A) |
|
|
160 |
|
|
|
139 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(A)(B) |
|
|
870 |
|
|
|
690 |
|
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |
|
|
|
|
|
|
|
|
1.110%, 10/25/2066(A)(B) |
|
|
782 |
|
|
|
644 |
|
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |
|
|
|
|
|
|
|
|
0.857%, 05/25/2065(A)(B) |
|
|
412 |
|
|
|
348 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2066(A)(B) |
|
|
699 |
|
|
|
569 |
|
CSMC Trust, Ser 2019-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
3.573%, 07/25/2049(A)(C) |
|
|
547 |
|
|
|
503 |
|
CSMC Trust, Ser 2021-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
0.830%, 03/25/2056(A)(B) |
|
|
429 |
|
|
|
360 |
|
CSMC, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.809%, 05/25/2065(A)(B) |
|
|
419 |
|
|
|
353 |
|
CSMC, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.015%, 04/25/2066(A)(B) |
|
|
690 |
|
|
|
559 |
|
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.715%, 05/25/2065(A)(B) |
|
|
113 |
|
|
|
104 |
|
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.899%, 04/25/2066(A)(B) |
|
|
156 |
|
|
|
134 |
|
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
1.178%, 10/25/2065(A)(B) |
|
|
52 |
|
|
|
47 |
|
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.797%, 02/25/2066(A)(B) |
|
|
88 |
|
|
|
73 |
|
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.931%, 06/25/2066(A)(B) |
|
|
284 |
|
|
|
227 |
|
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |
|
|
|
|
|
|
|
|
6.134%, TSFR1M + 0.815%, 11/15/2038(A)(B) |
|
|
1,059 |
|
|
|
1,048 |
|
Extended Stay America Trust, Ser 2021-ESH, Cl B |
|
|
|
|
|
|
|
|
6.813%, TSFR1M + 1.494%, 07/15/2038(A)(B) |
|
|
458 |
|
|
|
457 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |
|
|
|
|
|
|
|
|
11.336%, SOFR30A + 6.014%, 10/25/2028(B) |
|
$ |
251 |
|
|
$ |
266 |
|
GCAT Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.555%, 04/25/2065(A)(C) |
|
|
100 |
|
|
|
91 |
|
GCAT Trust, Ser 2021-CM1, Cl A |
|
|
|
|
|
|
|
|
1.469%, 04/25/2065(A)(B) |
|
|
519 |
|
|
|
476 |
|
GCAT Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
0.874%, 01/25/2066(A)(B) |
|
|
313 |
|
|
|
253 |
|
GCAT Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.091%, 05/25/2066(A)(B) |
|
|
428 |
|
|
|
354 |
|
GCAT Trust, Ser 2021-NQM5, Cl A1 |
|
|
|
|
|
|
|
|
1.262%, 07/25/2066(A)(B) |
|
|
1,203 |
|
|
|
952 |
|
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 |
|
|
|
|
|
|
|
|
3.644%, 11/19/2035(B) |
|
|
87 |
|
|
|
71 |
|
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |
|
|
|
|
|
|
|
|
2.777%, 10/10/2049 |
|
|
154 |
|
|
|
150 |
|
GS Mortgage Securities Trust, Ser 2017-GS8, Cl AAB |
|
|
|
|
|
|
|
|
3.313%, 11/10/2050 |
|
|
355 |
|
|
|
345 |
|
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 |
|
|
|
|
|
|
|
|
5.094%, 07/25/2035(B) |
|
|
95 |
|
|
|
49 |
|
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
3.677%, 05/25/2037(B) |
|
|
78 |
|
|
|
42 |
|
Impac CMB Trust, Ser 2004-9, Cl 1A1 |
|
|
|
|
|
|
|
|
6.195%, TSFR1M + 0.874%, 01/25/2035(B) |
|
|
14 |
|
|
|
13 |
|
Impac CMB Trust, Ser 2005-2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.955%, TSFR1M + 0.634%, 04/25/2035(B) |
|
|
18 |
|
|
|
16 |
|
Impac CMB Trust, Ser 2005-3, Cl A1 |
|
|
|
|
|
|
|
|
5.915%, TSFR1M + 0.594%, 08/25/2035(B) |
|
|
21 |
|
|
|
19 |
|
Impac CMB Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
6.075%, TSFR1M + 0.434%, 08/25/2035(B) |
|
|
14 |
|
|
|
12 |
|
Impac CMB Trust, Ser 2005-8, Cl 1A |
|
|
|
|
|
|
|
|
5.955%, TSFR1M + 0.634%, 02/25/2036(B) |
|
|
44 |
|
|
|
39 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.071%, 06/25/2056(A)(B) |
|
|
564 |
|
|
|
477 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.073%, 09/25/2056(A)(B) |
|
|
395 |
|
|
|
320 |
|
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.595%, 11/25/2056(A)(B) |
|
|
396 |
|
|
|
323 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB |
|
|
|
|
|
|
|
|
3.540%, 08/15/2048 |
|
$ |
95 |
|
|
$ |
93 |
|
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 |
|
|
|
|
|
|
|
|
4.981%, 08/25/2035(B) |
|
|
17 |
|
|
|
14 |
|
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 |
|
|
|
|
|
|
|
|
4.509%, 05/25/2037(B) |
|
|
38 |
|
|
|
32 |
|
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |
|
|
|
|
|
|
|
|
2.742%, 10/25/2029(A)(B) |
|
|
868 |
|
|
|
827 |
|
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |
|
|
|
|
|
|
|
|
6.185%, TSFR1M + 0.864%, 04/25/2046(A)(B) |
|
|
125 |
|
|
|
120 |
|
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.622%, SOFR30A + 1.300%, 03/25/2051(A)(B) |
|
|
851 |
|
|
|
803 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(A) |
|
|
512 |
|
|
|
511 |
|
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.023%, 06/25/2037(B) |
|
|
52 |
|
|
|
31 |
|
MetLife Securitization Trust, Ser 2017-1A, Cl A |
|
|
|
|
|
|
|
|
3.000%, 04/25/2055(A)(B) |
|
|
84 |
|
|
|
78 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.666%, TSFR1M + 1.350%, 02/19/2037(A)(B) |
|
|
750 |
|
|
|
745 |
|
MFA Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
1.479%, 03/25/2065(A)(B) |
|
|
76 |
|
|
|
71 |
|
MFA Trust, Ser 2020-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.014%, 01/26/2065(A)(B) |
|
|
101 |
|
|
|
90 |
|
MFA Trust, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
0.852%, 01/25/2056(A)(B) |
|
|
196 |
|
|
|
180 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(A)(B) |
|
|
323 |
|
|
|
272 |
|
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.533%, TSFR1M + 1.215%, 04/15/2038(A)(B) |
|
|
1,720 |
|
|
|
1,707 |
|
MHP, Ser 2021-STOR, Cl A |
|
|
|
|
|
|
|
|
6.133%, TSFR1M + 0.814%, 07/15/2038(A)(B) |
|
|
325 |
|
|
|
322 |
|
MHP, Ser 2022-MHIL, Cl A |
|
|
|
|
|
|
|
|
6.132%, TSFR1M + 0.815%, 01/15/2027(A)(B) |
|
|
356 |
|
|
|
352 |
|
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 01/25/2061(A)(B) |
|
|
488 |
|
|
|
479 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 05/25/2062(A)(B) |
|
$ |
50 |
|
|
$ |
49 |
|
Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 05/25/2058(A)(B) |
|
|
97 |
|
|
|
96 |
|
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 04/25/2066(A)(B) |
|
|
1,513 |
|
|
|
1,457 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(A)(B) |
|
|
241 |
|
|
|
224 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB |
|
|
|
|
|
|
|
|
3.150%, 03/15/2048 |
|
|
73 |
|
|
|
73 |
|
Morgan Stanley Capital I Trust, Ser 2016-UB12, Cl ASB |
|
|
|
|
|
|
|
|
3.436%, 12/15/2049 |
|
|
1,312 |
|
|
|
1,264 |
|
Morgan Stanley Capital I Trust, Ser 2018-H3, Cl ASB |
|
|
|
|
|
|
|
|
4.120%, 07/15/2051 |
|
|
257 |
|
|
|
251 |
|
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2 |
|
|
|
|
|
|
|
|
3.228%, 06/15/2052 |
|
|
1,000 |
|
|
|
995 |
|
MortgageIT Trust, Ser 2005-5, Cl A1 |
|
|
|
|
|
|
|
|
5.955%, TSFR1M + 0.634%, 12/25/2035(B) |
|
|
37 |
|
|
|
35 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(B) |
|
|
126 |
|
|
|
119 |
|
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 08/27/2057(A)(B) |
|
|
299 |
|
|
|
280 |
|
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
3.874%, 09/25/2057(A)(B) |
|
|
131 |
|
|
|
120 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(A)(B) |
|
|
54 |
|
|
|
50 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
2.464%, 01/26/2060(A)(B) |
|
|
230 |
|
|
|
210 |
|
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.650%, 05/24/2060(A)(B) |
|
|
93 |
|
|
|
87 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |
|
|
|
|
|
|
|
|
0.941%, 10/25/2058(A)(B) |
|
|
115 |
|
|
|
104 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
1.156%, 11/27/2056(A)(B) |
|
|
611 |
|
|
|
512 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
OBX Trust, Ser 2018-1, Cl A2 |
|
|
|
|
|
|
|
|
6.085%, TSFR1M + 0.764%, 06/25/2057(A)(B) |
|
$ |
22 |
|
|
$ |
21 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(A)(B) |
|
|
596 |
|
|
|
467 |
|
Paragon Mortgages, Ser 2006-12A, Cl A2C |
|
|
|
|
|
|
|
|
5.789%, US0003M + 0.220%, 11/15/2038(A)(B) |
|
|
55 |
|
|
|
54 |
|
PRPM LLC, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.319%, 07/25/2051(A)(C) |
|
|
206 |
|
|
|
184 |
|
Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1 |
|
|
|
|
|
|
|
|
4.916%, 07/27/2037(B) |
|
|
58 |
|
|
|
42 |
|
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.376%, 01/26/2060(A)(B) |
|
|
37 |
|
|
|
35 |
|
Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |
|
|
|
|
|
|
|
|
5.974%, TSFR1M + 0.654%, 01/20/2035(B) |
|
|
6 |
|
|
|
6 |
|
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |
|
|
|
|
|
|
|
|
4.500%, 08/25/2048(A)(B) |
|
|
10 |
|
|
|
10 |
|
SG Residential Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.160%, 07/25/2061(A)(B) |
|
|
877 |
|
|
|
702 |
|
SREIT Trust, Ser 2021-MFP, Cl B |
|
|
|
|
|
|
|
|
6.512%, TSFR1M + 1.194%, 11/15/2038(A)(B) |
|
|
861 |
|
|
|
853 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(A)(B) |
|
|
278 |
|
|
|
241 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(A)(B) |
|
|
18 |
|
|
|
17 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(A)(B) |
|
|
53 |
|
|
|
49 |
|
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.943%, 05/25/2065(A)(B) |
|
|
137 |
|
|
|
123 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.127%, 06/25/2056(A)(B) |
|
|
527 |
|
|
|
426 |
|
Toorak Mortgage, Ser 2021-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.153%, 07/25/2056(A)(B) |
|
|
357 |
|
|
|
306 |
|
Towd Point Mortgage Trust, Ser 2017-1, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2056(A)(B) |
|
|
14 |
|
|
|
14 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(A)(B) |
|
|
577 |
|
|
|
552 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
5.910%, TSFR1M + 0.714%, 02/25/2057(A)(B) |
|
$ |
95 |
|
|
$ |
96 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 10/25/2057(A)(B) |
|
|
65 |
|
|
|
62 |
|
Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 03/25/2058(A)(B) |
|
|
261 |
|
|
|
253 |
|
Towd Point Mortgage Trust, Ser 2018-5, Cl A1A |
|
|
|
|
|
|
|
|
3.250%, 07/25/2058(A)(B) |
|
|
362 |
|
|
|
351 |
|
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A |
|
|
|
|
|
|
|
|
6.435%, TSFR1M + 1.114%, 10/25/2059(A)(B) |
|
|
187 |
|
|
|
188 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(A)(B) |
|
|
608 |
|
|
|
569 |
|
TTAN, Ser 2021-MHC, Cl B |
|
|
|
|
|
|
|
|
6.533%, TSFR1M + 1.214%, 03/15/2038(A)(B) |
|
|
592 |
|
|
|
585 |
|
UBS Commercial Mortgage Trust, Ser 2017-C3, Cl ASB |
|
|
|
|
|
|
|
|
3.215%, 08/15/2050 |
|
|
176 |
|
|
|
170 |
|
UBS Commercial Mortgage Trust, Ser 2017-C4, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 10/15/2050 |
|
|
594 |
|
|
|
576 |
|
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |
|
|
|
|
|
|
|
|
3.504%, 12/15/2050 |
|
|
182 |
|
|
|
176 |
|
Vantage Data Centers Issuer LLC, Ser 2019-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.188%, 07/15/2044(A) |
|
|
621 |
|
|
|
613 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(A)(C) |
|
|
51 |
|
|
|
49 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(A)(B) |
|
|
71 |
|
|
|
69 |
|
Verus Securitization Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.417%, 01/25/2060(A)(C) |
|
|
23 |
|
|
|
22 |
|
Verus Securitization Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.502%, 05/25/2065(A)(C) |
|
|
112 |
|
|
|
105 |
|
Verus Securitization Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.052%, 01/25/2066(A)(B) |
|
|
286 |
|
|
|
249 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(A)(B) |
|
|
219 |
|
|
|
190 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(A)(B) |
|
|
293 |
|
|
|
252 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(A)(B) |
|
|
321 |
|
|
|
289 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Verus Securitization Trust, Ser 2021-R2, Cl A1 |
|
|
|
|
|
|
|
|
0.918%, 02/25/2064(A)(B) |
|
$ |
426 |
|
|
$ |
375 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(A)(B) |
|
|
262 |
|
|
|
232 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |
|
|
|
|
|
|
|
|
4.554%, 03/25/2036(B) |
|
|
62 |
|
|
|
54 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2 |
|
|
|
|
|
|
|
|
3.020%, 07/15/2058 |
|
|
170 |
|
|
|
166 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
206 |
|
|
|
202 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl ASB |
|
|
|
|
|
|
|
|
2.827%, 11/15/2049 |
|
|
294 |
|
|
|
288 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2017-C39, Cl ASB |
|
|
|
|
|
|
|
|
3.212%, 09/15/2050 |
|
|
343 |
|
|
|
332 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB |
|
|
|
|
|
|
|
|
3.390%, 11/15/2050 |
|
|
109 |
|
|
|
105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,720 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $68,626) ($ Thousands) |
|
|
|
|
|
|
64,947 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 8.1% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.414%, 05/16/2024 (D) |
|
|
2,000 |
|
|
|
1,978 |
|
5.248%, 06/04/2024 (D) |
|
|
4,850 |
|
|
|
4,782 |
|
0.000%, 07/02/2024 (D) |
|
|
2,500 |
|
|
|
2,457 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.000%, 12/15/2025 |
|
|
7,300 |
|
|
|
7,211 |
|
2.000%, 04/30/2024 |
|
|
4,525 |
|
|
|
4,501 |
|
1.750%, 12/31/2024 |
|
|
3,325 |
|
|
|
3,234 |
|
0.250%, 06/15/2024 |
|
|
6,000 |
|
|
|
5,912 |
|
0.250%, 09/30/2025 |
|
|
10,720 |
|
|
|
9,987 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $40,112) ($ Thousands) |
|
|
40,062 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2% |
FHLMC |
|
|
|
|
|
|
|
|
4.320%, 03/21/2025 |
|
$ |
2,450 |
|
|
$ |
2,425 |
|
4.050%, 07/21/2025 |
|
|
2,400 |
|
|
|
2,365 |
|
4.050%, 08/28/2025 |
|
|
1,140 |
|
|
|
1,125 |
|
4.000%, 12/30/2024 |
|
|
1,245 |
|
|
|
1,233 |
|
4.000%, 02/28/2025 |
|
|
2,350 |
|
|
|
2,323 |
|
2.250%, 03/25/2025 |
|
|
2,150 |
|
|
|
2,089 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
5.080%, 10/25/2024 |
|
|
1,950 |
|
|
|
1,947 |
|
FNMA |
|
|
|
|
|
|
|
|
3.875%, 08/28/2024 |
|
|
2,225 |
|
|
|
2,207 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $15,910) ($ Thousands) |
|
|
15,714 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.7% |
Florida — 0.2% |
|
|
|
|
County of Miami-Dade Florida Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.504%, 10/01/2024 |
|
|
795 |
|
|
|
782 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.2% |
|
|
|
|
Buckeye Tobacco Settlement Financing Authority |
|
|
|
|
|
|
|
|
1.709%, 06/01/2024 |
|
|
800 |
|
|
|
793 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.3% |
|
|
|
|
City of San Antonio Texas, GO |
|
|
|
|
|
|
|
|
5.635%, 02/01/2026 |
|
|
1,650 |
|
|
|
1,661 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $3,223) ($ Thousands) |
|
|
|
|
|
|
3,236 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 0.8% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
4,044,551 |
|
|
$ |
4,045 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,045) ($ Thousands) |
|
|
|
|
|
|
4,045 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
REPURCHASE AGREEMENTS(E) — 2.2% |
Barclays |
|
|
|
|
|
|
|
|
5.300%, dated 2/29/2024 to be repurchased on 3/1/2024, repurchase price $5,600,829 (collateralized by U.S. Government Agencies, par value $5,448,200, 4.875%, 10/31/2030, with a total market value of $5,712,086)
|
|
$ |
5,600 |
|
|
|
5,600 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.300%, dated 2/29/2024 to be repurchased on 3/1/2024, repurchase price $5,600,829 (collateralized by various U.S. Government Agencies, ranging in par value $1,023 - $4,300,480, 2.240% - 6.000%, 10/01/2028 - 02/01/2054, with a total market value of $5,712,000)
|
|
|
5,600 |
|
|
|
5,600 |
|
| |
|
|
|
|
|
|
|
|
Total Repurchase Agreements |
|
|
|
|
|
|
|
|
(Cost $11,200) ($ Thousands) |
|
|
|
|
|
|
11,200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 101.3% |
|
|
|
|
|
|
|
|
(Cost $507,832) ($ Thousands) |
|
$ |
504,106 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 29, 2024, 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 |
|
|
34 |
|
|
|
Jun-2024 |
|
|
$ |
6,958 |
|
|
$ |
6,962 |
|
|
$ |
4 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(23 |
) |
|
|
Jun-2024 |
|
|
$ |
(2,455 |
) |
|
$ |
(2,459 |
) |
|
$ |
(4 |
) |
U.S. 10-Year Treasury Note |
|
|
(41 |
) |
|
|
Jun-2024 |
|
|
|
(4,528 |
) |
|
|
(4,528 |
) |
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
(6,983 |
) |
|
|
(6,987 |
) |
|
|
(4 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(25 |
) |
|
$ |
(25 |
) |
|
$ |
– |
|
|
Percentages are based on Net Assets of $497,867 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
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 29, 2024, the value of these securities amounted to $214,136 ($ Thousands), representing 43.0% of the Net Assets of the Fund. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Ultra Short Duration Bond Fund (Concluded)
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Interest rate represents the security's effective yield at the time of purchase. |
(E) |
Tri-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024:
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,166 |
|
|
$ |
214,687 |
|
|
$ |
(211,808 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,045 |
|
|
$ |
201 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS — 90.3% |
Angola — 0.8% |
|
|
|
|
Angola Via Avenir Issuer II Ireland DAC |
|
|
|
|
|
|
|
|
6.927%, 02/19/2027 |
|
$ |
3,080 |
|
|
$ |
2,888 |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
|
4,933 |
|
|
|
4,025 |
|
8.750%, 04/14/2032 |
|
|
5,943 |
|
|
|
5,207 |
|
8.750%, 04/14/2032 (A) |
|
|
516 |
|
|
|
452 |
|
8.250%, 05/09/2028 |
|
|
896 |
|
|
|
823 |
|
8.250%, 05/09/2028 (A) |
|
|
430 |
|
|
|
395 |
|
Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
8.000%, 11/26/2029 |
|
|
207 |
|
|
|
183 |
|
| |
|
|
|
|
|
|
13,973 |
|
| |
|
|
|
|
|
|
|
|
Argentina — 1.3% |
|
|
|
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
4.250%, 07/09/2024 (B) |
|
|
4,050 |
|
|
|
1,686 |
|
3.625%, 07/09/2024 (B) |
|
|
5,000 |
|
|
|
1,949 |
|
3.625%, 07/09/2024 (B) |
|
|
14,126 |
|
|
|
5,235 |
|
3.500%, 07/09/2041 (B) |
|
|
10,878 |
|
|
|
3,908 |
|
1.000%, 07/09/2029 |
|
|
1,410 |
|
|
|
653 |
|
0.750%, 07/09/2027 (B) |
|
|
11,324 |
|
|
|
5,195 |
|
0.500%, 07/09/2029 |
|
EUR |
13 |
|
|
|
6 |
|
0.125%, 07/09/2030 |
|
|
781 |
|
|
|
357 |
|
Provincia de Buenos Aires MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2024 (B) |
|
$ |
6,423 |
|
|
|
2,473 |
|
4.000%, 09/01/2024 (B) |
|
EUR |
977 |
|
|
|
276 |
|
Provincia de Cordoba |
|
|
|
|
|
|
|
|
6.875%, 12/10/2025 (A)(B) |
|
$ |
481 |
|
|
|
404 |
|
YPF |
|
|
|
|
|
|
|
|
9.500%, 01/17/2031 (A) |
|
|
802 |
|
|
|
808 |
|
| |
|
|
|
|
|
|
22,950 |
|
| |
|
|
|
|
|
|
|
|
Armenia — 0.1% |
|
|
|
|
Armenia International Bond |
|
|
|
|
|
|
|
|
3.950%, 09/26/2029 |
|
|
250 |
|
|
|
215 |
|
3.600%, 02/02/2031 |
|
|
2,172 |
|
|
|
1,754 |
|
| |
|
|
|
|
|
|
1,969 |
|
| |
|
|
|
|
|
|
|
|
Austrailia — 0.0% |
|
|
|
|
AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
3.750%, 10/01/2030 |
|
|
323 |
|
|
|
280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Azerbaijan — 0.6% |
|
|
|
|
Azerbaijan International Bond |
|
|
|
|
|
|
|
|
5.125%, 09/01/2029 |
|
|
1,892 |
|
|
|
1,822 |
|
Southern Gas Corridor CJSC |
|
|
|
|
|
|
|
|
6.875%, 03/24/2026 |
|
|
5,219 |
|
|
|
5,271 |
|
6.875%, 03/24/2026 (A) |
|
|
512 |
|
|
|
517 |
|
State Oil of the Azerbaijan Republic |
|
|
|
|
|
|
|
|
6.950%, 03/18/2030 |
|
|
2,911 |
|
|
|
2,981 |
|
6.950%, 03/18/2030 |
|
|
200 |
|
|
|
205 |
|
| |
|
|
|
|
|
|
10,796 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Bahamas — 0.2% |
|
|
|
|
Bahamas Government International Bond |
|
|
|
|
|
|
|
|
9.000%, 06/16/2029 |
|
$ |
1,500 |
|
|
$ |
1,436 |
|
8.950%, 10/15/2032 |
|
|
1,200 |
|
|
|
1,125 |
|
6.000%, 11/21/2028 |
|
|
950 |
|
|
|
835 |
|
| |
|
|
|
|
|
|
3,396 |
|
| |
|
|
|
|
|
|
|
|
Bahrain — 1.0% |
|
|
|
|
Bahrain Government International Bond |
|
|
|
|
|
|
|
|
7.750%, 04/18/2035 (A) |
|
|
388 |
|
|
|
402 |
|
7.500%, 02/12/2036 (A) |
|
|
1,624 |
|
|
|
1,647 |
|
7.000%, 01/26/2026 |
|
|
221 |
|
|
|
222 |
|
5.450%, 09/16/2032 |
|
|
2,564 |
|
|
|
2,311 |
|
Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
6.250%, 01/25/2051 |
|
|
10,800 |
|
|
|
8,728 |
|
4.250%, 01/25/2028 |
|
|
1,208 |
|
|
|
1,117 |
|
Bapco Energies BSCC |
|
|
|
|
|
|
|
|
8.375%, 11/07/2028 |
|
|
600 |
|
|
|
643 |
|
8.375%, 11/07/2028 (A) |
|
|
600 |
|
|
|
644 |
|
CBB International Sukuk Programme WLL |
|
|
|
|
|
|
|
|
6.000%, 02/12/2031 (A) |
|
|
713 |
|
|
|
713 |
|
3.875%, 05/18/2029 (A) |
|
|
1,359 |
|
|
|
1,233 |
|
3.875%, 05/18/2029 |
|
|
768 |
|
|
|
697 |
|
| |
|
|
|
|
|
|
18,357 |
|
| |
|
|
|
|
|
|
|
|
Benin — 0.1% |
|
|
|
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
7.960%, 02/13/2038 (A) |
|
|
930 |
|
|
|
901 |
|
6.875%, 01/19/2052 |
|
EUR |
115 |
|
|
|
100 |
|
4.950%, 01/22/2035 |
|
|
1,321 |
|
|
|
1,149 |
|
4.875%, 01/19/2032 |
|
|
156 |
|
|
|
140 |
|
| |
|
|
|
|
|
|
2,290 |
|
| |
|
|
|
|
|
|
|
|
Bermuda — 0.1% |
|
|
|
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032 |
|
$ |
592 |
|
|
|
567 |
|
4.750%, 02/15/2029 |
|
|
1,374 |
|
|
|
1,329 |
|
2.375%, 08/20/2030 |
|
|
306 |
|
|
|
255 |
|
| |
|
|
|
|
|
|
2,151 |
|
| |
|
|
|
|
|
|
|
|
Bolivia — 0.0% |
|
|
|
|
Bolivian Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 03/20/2028 |
|
|
883 |
|
|
|
511 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Brazil — 4.4% |
|
|
|
|
Brazil Minas SPE via State of Minas Gerais |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
|
1,100 |
|
|
|
1,078 |
|
5.333%, 02/15/2028 |
|
|
116 |
|
|
|
114 |
|
Brazil Notas do Tesouro Nacional, Ser B |
|
|
|
|
|
|
|
|
6.000%, 05/15/2045 |
|
BRL |
435 |
|
|
|
384 |
|
6.000%, 08/15/2050 |
|
|
855 |
|
|
|
758 |
|
Brazil Notas do Tesouro Nacional, Ser F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2025 |
|
|
14,229 |
|
|
|
2,862 |
|
10.000%, 01/01/2027 |
|
|
60,571 |
|
|
|
12,176 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
10.000%, 01/01/2029 |
|
BRL |
122,303 |
|
|
$ |
24,232 |
|
10.000%, 01/01/2031 |
|
|
21,246 |
|
|
|
4,146 |
|
Brazil Notas do Tesouro Nacional Serie B |
|
|
|
|
|
|
|
|
6.000%, 05/15/2035 |
|
|
390 |
|
|
|
342 |
|
Brazil Notas do Tesouro Nacional Serie F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2033 |
|
|
55,065 |
|
|
|
10,645 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
7.125%, 05/13/2054 |
|
$ |
1,716 |
|
|
|
1,715 |
|
6.250%, 03/18/2031 |
|
|
227 |
|
|
|
230 |
|
6.125%, 03/15/2034 |
|
|
5,046 |
|
|
|
4,985 |
|
6.000%, 10/20/2033 |
|
|
1,929 |
|
|
|
1,909 |
|
5.625%, 02/21/2047 |
|
|
1,390 |
|
|
|
1,182 |
|
5.000%, 01/27/2045 |
|
|
200 |
|
|
|
158 |
|
4.750%, 01/14/2050 |
|
|
5,661 |
|
|
|
4,182 |
|
Centrais Eletricas Brasileiras |
|
|
|
|
|
|
|
|
4.625%, 02/04/2030 (A) |
|
|
232 |
|
|
|
215 |
|
CSN Resources (A) |
|
|
|
|
|
|
|
|
8.875%, 12/05/2030 |
|
|
583 |
|
|
|
598 |
|
4.625%, 06/10/2031 |
|
|
804 |
|
|
|
647 |
|
MC Brazil Downstream Trading SARL |
|
|
|
|
|
|
|
|
7.250%, 06/30/2031 (A) |
|
|
1,287 |
|
|
|
1,166 |
|
7.250%, 06/30/2031 |
|
|
399 |
|
|
|
362 |
|
MV24 Capital BV |
|
|
|
|
|
|
|
|
6.748%, 06/01/2034 |
|
|
2,258 |
|
|
|
2,118 |
|
6.748%, 06/01/2034 (A) |
|
|
518 |
|
|
|
486 |
|
Nexa Resources |
|
|
|
|
|
|
|
|
5.375%, 05/04/2027 (A) |
|
|
2,221 |
|
|
|
2,143 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
7.000%, 03/16/2047 (A) |
|
|
572 |
|
|
|
593 |
|
6.000%, 01/15/2029 |
|
|
406 |
|
|
|
406 |
|
| |
|
|
|
|
|
|
79,832 |
|
| |
|
|
|
|
|
|
|
|
Cameroon — 0.1% |
|
|
|
|
Cameroon International Bond |
|
|
|
|
|
|
|
|
5.950%, 07/07/2032 |
|
EUR |
2,223 |
|
|
|
1,765 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Cayman Islands — 0.1% |
|
|
|
|
Neon Capital MTN |
|
|
|
|
|
|
|
|
2.216%, 01/06/2028 (C)(D) |
|
JPY |
228,755 |
|
|
|
1,396 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Chile — 2.3% |
|
|
|
|
ALFA Desarrollo SPA |
|
|
|
|
|
|
|
|
4.550%, 09/27/2051 (A) |
|
$ |
352 |
|
|
|
262 |
|
Banco de Credito e Inversiones |
|
|
|
|
|
|
|
|
3.500%, 10/12/2027 (A) |
|
|
781 |
|
|
|
735 |
|
Bonos de la Tesoreria de la Republica |
|
|
|
|
|
|
|
|
3.400%, 10/01/2039 (A) |
|
CLP |
2,649,762 |
|
|
|
3,011 |
|
2.000%, 03/01/2035 |
|
|
146,100 |
|
|
|
142 |
|
1.900%, 09/01/2030 |
|
|
3,311,103 |
|
|
|
3,281 |
|
Bonos de la Tesoreria de la Republica en pesos |
|
|
|
|
|
|
|
|
7.000%, 05/01/2034 (A) |
|
|
516,535 |
|
|
|
585 |
|
6.000%, 04/01/2033 (A) |
|
|
1,050,000 |
|
|
|
1,111 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.800%, 10/01/2034 (A) |
|
CLP |
3,825,000 |
|
|
$ |
3,994 |
|
5.000%, 10/01/2028 (A) |
|
|
1,400,000 |
|
|
|
1,417 |
|
5.000%, 03/01/2035 |
|
|
405,000 |
|
|
|
398 |
|
4.700%, 09/01/2030 (A) |
|
|
2,100,000 |
|
|
|
2,071 |
|
4.500%, 03/01/2026 |
|
|
1,445,000 |
|
|
|
1,472 |
|
2.800%, 10/01/2033 (A) |
|
|
625,000 |
|
|
|
523 |
|
Cencosud |
|
|
|
|
|
|
|
|
4.375%, 07/17/2027 (A) |
|
$ |
1,553 |
|
|
|
1,494 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (A) |
|
|
650 |
|
|
|
659 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
4.950%, 01/05/2036 |
|
|
1,724 |
|
|
|
1,662 |
|
4.850%, 01/22/2029 |
|
|
3,827 |
|
|
|
3,791 |
|
4.000%, 01/31/2052 |
|
|
625 |
|
|
|
489 |
|
3.250%, 09/21/2071 |
|
|
574 |
|
|
|
359 |
|
3.100%, 05/07/2041 |
|
|
997 |
|
|
|
730 |
|
2.550%, 01/27/2032 |
|
|
559 |
|
|
|
470 |
|
2.450%, 01/31/2031 |
|
|
273 |
|
|
|
232 |
|
Empresa de los Ferrocarriles del Estado |
|
|
|
|
|
|
|
|
3.830%, 09/14/2061 |
|
|
500 |
|
|
|
330 |
|
3.068%, 08/18/2050 |
|
|
300 |
|
|
|
180 |
|
Empresa Nacional del Petroleo |
|
|
|
|
|
|
|
|
6.150%, 05/10/2033 |
|
|
2,600 |
|
|
|
2,589 |
|
6.150%, 05/10/2033 (A) |
|
|
218 |
|
|
|
217 |
|
4.500%, 09/14/2047 |
|
|
350 |
|
|
|
256 |
|
3.450%, 09/16/2031 (A) |
|
|
504 |
|
|
|
423 |
|
Nacional del Cobre de Chile |
|
|
|
|
|
|
|
|
6.440%, 01/26/2036 (A) |
|
|
2,799 |
|
|
|
2,846 |
|
6.300%, 09/08/2053 (A) |
|
|
298 |
|
|
|
288 |
|
5.950%, 01/08/2034 |
|
|
1,807 |
|
|
|
1,783 |
|
5.950%, 01/08/2034 (A) |
|
|
2,721 |
|
|
|
2,685 |
|
5.125%, 02/02/2033 (A) |
|
|
403 |
|
|
|
377 |
|
3.750%, 01/15/2031 (A) |
|
|
234 |
|
|
|
206 |
|
3.700%, 01/30/2050 (A) |
|
|
469 |
|
|
|
314 |
|
| |
|
|
|
|
|
|
41,382 |
|
| |
|
|
|
|
|
|
|
|
China — 2.5% |
|
|
|
|
China Government Bond |
|
|
|
|
|
|
|
|
3.810%, 09/14/2050 |
|
CNY |
3,900 |
|
|
|
665 |
|
3.720%, 04/12/2051 |
|
|
2,400 |
|
|
|
405 |
|
3.530%, 10/18/2051 |
|
|
13,060 |
|
|
|
2,143 |
|
3.280%, 12/03/2027 |
|
|
13,800 |
|
|
|
2,002 |
|
3.270%, 11/19/2030 |
|
|
9,100 |
|
|
|
1,339 |
|
3.190%, 04/15/2053 |
|
|
6,730 |
|
|
|
1,071 |
|
3.120%, 10/25/2052 |
|
|
9,230 |
|
|
|
1,428 |
|
3.010%, 05/13/2028 |
|
|
2,000 |
|
|
|
287 |
|
3.000%, 10/15/2053 |
|
|
5,000 |
|
|
|
770 |
|
2.910%, 10/14/2028 |
|
|
5,000 |
|
|
|
715 |
|
2.890%, 11/18/2031 |
|
|
3,000 |
|
|
|
431 |
|
2.880%, 02/25/2033 |
|
|
55,330 |
|
|
|
7,982 |
|
2.800%, 03/24/2029 |
|
|
4,700 |
|
|
|
668 |
|
2.800%, 03/25/2030 |
|
|
30,960 |
|
|
|
4,413 |
|
2.790%, 12/15/2029 |
|
|
2,000 |
|
|
|
285 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
2.790%, 12/15/2029 |
|
CNY |
1,300 |
|
|
$ |
185 |
|
2.750%, 06/15/2029 |
|
|
2,500 |
|
|
|
355 |
|
2.670%, 05/25/2033 |
|
|
12,700 |
|
|
|
1,805 |
|
2.640%, 01/15/2028 |
|
|
56,250 |
|
|
|
7,932 |
|
2.620%, 09/25/2029 |
|
|
4,000 |
|
|
|
564 |
|
2.620%, 06/25/2030 |
|
|
11,000 |
|
|
|
1,553 |
|
2.600%, 09/15/2030 |
|
|
3,000 |
|
|
|
423 |
|
2.600%, 09/01/2032 |
|
|
1,700 |
|
|
|
239 |
|
2.520%, 08/25/2033 |
|
|
2,000 |
|
|
|
281 |
|
China Government International Bond |
|
|
|
|
|
|
|
|
1.950%, 12/03/2024 |
|
$ |
4,731 |
|
|
|
4,619 |
|
1.250%, 10/26/2026 (A) |
|
|
843 |
|
|
|
773 |
|
1.250%, 10/26/2026 |
|
|
200 |
|
|
|
183 |
|
0.550%, 10/21/2025 |
|
|
428 |
|
|
|
399 |
|
Meituan |
|
|
|
|
|
|
|
|
3.050%, 10/28/2030 |
|
|
238 |
|
|
|
201 |
|
Powerchina Roadbridge Group British Virgin Islands |
|
|
|
|
|
|
|
|
3.080% (C)(E) |
|
|
423 |
|
|
|
401 |
|
Shimao Group Holdings |
|
|
|
|
|
|
|
|
5.600%, 07/15/2026 (F) |
|
|
2,542 |
|
|
|
107 |
|
5.200%, 01/30/2025 (F) |
|
|
2,111 |
|
|
|
85 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (A) |
|
|
400 |
|
|
|
269 |
|
| |
|
|
|
|
|
|
44,978 |
|
| |
|
|
|
|
|
|
|
|
Colombia — 5.4% |
|
|
|
|
AI Candelaria Spain (A) |
|
|
|
|
|
|
|
|
7.500%, 12/15/2028 |
|
|
470 |
|
|
|
451 |
|
5.750%, 06/15/2033 |
|
|
1,280 |
|
|
|
1,015 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
9.850%, 06/28/2027 |
|
COP |
7,914,000 |
|
|
|
1,952 |
|
9.850%, 06/28/2027 |
|
|
994,000 |
|
|
|
245 |
|
8.750%, 11/14/2053 |
|
$ |
2,325 |
|
|
|
2,484 |
|
8.000%, 04/20/2033 |
|
|
4,069 |
|
|
|
4,255 |
|
8.000%, 11/14/2035 |
|
|
521 |
|
|
|
540 |
|
7.500%, 02/02/2034 |
|
|
2,352 |
|
|
|
2,372 |
|
6.125%, 01/18/2041 |
|
|
3,936 |
|
|
|
3,347 |
|
5.625%, 02/26/2044 |
|
|
5,155 |
|
|
|
4,027 |
|
5.200%, 05/15/2049 |
|
|
2,649 |
|
|
|
1,916 |
|
5.000%, 06/15/2045 |
|
|
8,358 |
|
|
|
5,978 |
|
4.125%, 02/22/2042 |
|
|
2,128 |
|
|
|
1,416 |
|
4.125%, 05/15/2051 |
|
|
1,621 |
|
|
|
990 |
|
3.000%, 01/30/2030 |
|
|
666 |
|
|
|
545 |
|
Colombian TES |
|
|
|
|
|
|
|
|
13.250%, 02/09/2033 |
|
COP |
10,501,400 |
|
|
|
3,180 |
|
9.250%, 05/28/2042 |
|
|
7,836,400 |
|
|
|
1,777 |
|
7.750%, 09/18/2030 |
|
|
14,954,300 |
|
|
|
3,515 |
|
7.500%, 08/26/2026 |
|
|
23,430,500 |
|
|
|
5,765 |
|
7.250%, 10/18/2034 |
|
|
37,869,500 |
|
|
|
7,915 |
|
7.250%, 10/26/2050 |
|
|
6,253,600 |
|
|
|
1,125 |
|
7.000%, 03/26/2031 |
|
|
24,585,300 |
|
|
|
5,467 |
|
7.000%, 03/26/2031 |
|
|
1,757,100 |
|
|
|
392 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.000%, 06/30/2032 |
|
COP |
44,177,800 |
|
|
$ |
9,492 |
|
6.250%, 07/09/2036 |
|
|
3,903,100 |
|
|
|
723 |
|
6.000%, 04/28/2028 |
|
|
58,221,700 |
|
|
|
13,302 |
|
5.750%, 11/03/2027 |
|
|
20,916,300 |
|
|
|
4,792 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.875%, 01/13/2033 |
|
$ |
520 |
|
|
|
547 |
|
8.375%, 01/19/2036 |
|
|
1,303 |
|
|
|
1,308 |
|
6.875%, 04/29/2030 |
|
|
686 |
|
|
|
668 |
|
5.875%, 11/02/2051 |
|
|
2,004 |
|
|
|
1,418 |
|
Empresas Publicas de Medellin ESP (A) |
|
|
|
|
|
|
|
|
8.375%, 11/08/2027 |
|
COP |
4,600,000 |
|
|
|
1,029 |
|
7.625%, 09/10/2024 |
|
|
2,224,000 |
|
|
|
543 |
|
7.625%, 09/10/2024 |
|
|
1,827,000 |
|
|
|
446 |
|
Financiera de Desarrollo Territorial Findeter |
|
|
|
|
|
|
|
|
7.875%, 08/12/2024 (A) |
|
|
1,408,000 |
|
|
|
349 |
|
7.875%, 08/12/2024 |
|
|
1,095,000 |
|
|
|
272 |
|
Grupo Aval |
|
|
|
|
|
|
|
|
4.375%, 02/04/2030 (A) |
|
$ |
1,083 |
|
|
|
894 |
|
PA Autopista Rio Magalena |
|
|
|
|
|
|
|
|
6.050%, 06/15/2036 |
|
|
3,448,381 |
|
|
|
697 |
|
| |
|
|
|
|
|
|
97,149 |
|
| |
|
|
|
|
|
|
|
|
Costa Rica — 0.6% |
|
|
|
|
Costa Rica Government International Bond |
|
|
|
|
|
|
|
|
7.300%, 11/13/2054 (A) |
|
|
4,557 |
|
|
|
4,801 |
|
7.158%, 03/12/2045 |
|
|
1,400 |
|
|
|
1,449 |
|
7.000%, 04/04/2044 |
|
|
420 |
|
|
|
430 |
|
7.000%, 04/04/2044 |
|
|
250 |
|
|
|
256 |
|
6.550%, 04/03/2034 (A) |
|
|
1,909 |
|
|
|
1,964 |
|
6.550%, 04/03/2034 |
|
|
1,356 |
|
|
|
1,395 |
|
| |
|
|
|
|
|
|
10,295 |
|
| |
|
|
|
|
|
|
|
|
Côte d'Ivoire — 0.6% |
|
|
|
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 01/30/2037 (A) |
|
|
2,075 |
|
|
|
2,026 |
|
6.875%, 10/17/2040 |
|
EUR |
3,934 |
|
|
|
3,519 |
|
6.625%, 03/22/2048 |
|
|
3,444 |
|
|
|
2,901 |
|
6.625%, 03/22/2048 |
|
|
883 |
|
|
|
744 |
|
5.750%, 12/31/2032 (B) |
|
$ |
224 |
|
|
|
211 |
|
5.250%, 03/22/2030 |
|
EUR |
1,871 |
|
|
|
1,840 |
|
4.875%, 01/30/2032 |
|
|
520 |
|
|
|
471 |
|
| |
|
|
|
|
|
|
11,712 |
|
| |
|
|
|
|
|
|
|
|
Czechia — 1.8% |
|
|
|
|
Czech Republic Government Bond |
|
|
|
|
|
|
|
|
6.200%, 06/16/2031 |
|
CZK |
18,270 |
|
|
|
906 |
|
6.000%, 02/26/2026 |
|
|
52,050 |
|
|
|
2,326 |
|
5.500%, 12/12/2028 |
|
|
41,220 |
|
|
|
1,906 |
|
5.000%, 09/30/2030 |
|
|
21,400 |
|
|
|
984 |
|
4.900%, 04/14/2034 |
|
|
9,660 |
|
|
|
448 |
|
4.200%, 12/04/2036 |
|
|
12,390 |
|
|
|
545 |
|
3.500%, 05/30/2035 |
|
|
16,940 |
|
|
|
699 |
|
2.750%, 07/23/2029 |
|
|
29,610 |
|
|
|
1,210 |
|
2.500%, 08/25/2028 |
|
|
193,090 |
|
|
|
7,861 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
2.400%, 09/17/2025 |
|
CZK |
18,270 |
|
|
$ |
765 |
|
2.000%, 10/13/2033 |
|
|
175,500 |
|
|
|
6,428 |
|
1.950%, 07/30/2037 |
|
|
7,800 |
|
|
|
265 |
|
1.750%, 06/23/2032 |
|
|
39,200 |
|
|
|
1,438 |
|
1.500%, 04/24/2040 |
|
|
8,730 |
|
|
|
264 |
|
1.200%, 03/13/2031 |
|
|
18,790 |
|
|
|
681 |
|
1.000%, 06/26/2026 |
|
|
77,590 |
|
|
|
3,116 |
|
0.950%, 05/15/2030 |
|
|
47,180 |
|
|
|
1,716 |
|
0.250%, 02/10/2027 |
|
|
29,920 |
|
|
|
1,158 |
|
0.050%, 11/29/2029 |
|
|
15,750 |
|
|
|
550 |
|
| |
|
|
|
|
|
|
33,266 |
|
| |
|
|
|
|
|
|
|
|
Dominican Republic — 1.7% |
|
|
|
|
Dominican Republic Central Bank Notes |
|
|
|
|
|
|
|
|
13.000%, 12/05/2025 (A) |
|
DOP |
405,090 |
|
|
|
7,124 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
13.625%, 02/03/2033 (A) |
|
|
9,000 |
|
|
|
187 |
|
11.250%, 09/15/2035 (A) |
|
|
46,950 |
|
|
|
873 |
|
9.750%, 06/05/2026 |
|
|
24,700 |
|
|
|
423 |
|
7.050%, 02/03/2031 |
|
$ |
7,339 |
|
|
|
7,566 |
|
6.850%, 01/27/2045 |
|
|
9,906 |
|
|
|
9,732 |
|
6.400%, 06/05/2049 |
|
|
750 |
|
|
|
701 |
|
6.000%, 02/22/2033 |
|
|
903 |
|
|
|
875 |
|
5.875%, 01/30/2060 |
|
|
4,838 |
|
|
|
4,076 |
|
| |
|
|
|
|
|
|
31,557 |
|
| |
|
|
|
|
|
|
|
|
Ecuador — 1.0% |
|
|
|
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
6.000%, 07/31/2024 (B) |
|
|
3,020 |
|
|
|
1,839 |
|
6.000%, 07/31/2024 (A)(B) |
|
|
4,634 |
|
|
|
2,821 |
|
3.500%, 07/31/2024 (A)(B) |
|
|
3,646 |
|
|
|
1,738 |
|
3.500%, 07/31/2024 (B) |
|
|
19,627 |
|
|
|
9,356 |
|
2.500%, 07/31/2024 (B) |
|
|
2,180 |
|
|
|
948 |
|
2.500%, 07/31/2024 (A)(B) |
|
|
1,327 |
|
|
|
577 |
|
0.000%, 07/31/2030 (A)(G) |
|
|
949 |
|
|
|
383 |
|
0.000%, 07/31/2030 (G) |
|
|
271 |
|
|
|
109 |
|
| |
|
|
|
|
|
|
17,771 |
|
| |
|
|
|
|
|
|
|
|
Egypt — 1.4% |
|
|
|
|
Egypt Government Bond |
|
|
|
|
|
|
|
|
14.664%, 10/06/2030 |
|
EGP |
7,247 |
|
|
|
139 |
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
8.875%, 05/29/2050 |
|
$ |
7,675 |
|
|
|
6,116 |
|
8.700%, 03/01/2049 |
|
|
6,800 |
|
|
|
5,351 |
|
8.700%, 03/01/2049 (A) |
|
|
254 |
|
|
|
200 |
|
8.500%, 01/31/2047 |
|
|
5,044 |
|
|
|
3,908 |
|
7.625%, 05/29/2032 |
|
|
7,032 |
|
|
|
5,980 |
|
Egypt Government International Bond MTN |
|
|
|
|
|
|
|
|
7.300%, 09/30/2033 |
|
|
1,544 |
|
|
|
1,258 |
|
6.375%, 04/11/2031 |
|
EUR |
2,420 |
|
|
|
2,147 |
|
5.625%, 04/16/2030 |
|
|
1,081 |
|
|
|
950 |
|
| |
|
|
|
|
|
|
26,049 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
El Salvador — 0.6% |
|
|
|
|
El Salvador Government International Bond |
|
|
|
|
|
|
|
|
9.500%, 07/15/2052 |
|
$ |
9,263 |
|
|
$ |
7,688 |
|
8.250%, 04/10/2032 |
|
|
1,006 |
|
|
|
834 |
|
7.650%, 06/15/2035 |
|
|
563 |
|
|
|
426 |
|
7.125%, 01/20/2050 |
|
|
1,500 |
|
|
|
1,024 |
|
6.375%, 01/18/2027 (A) |
|
|
396 |
|
|
|
341 |
|
| |
|
|
|
|
|
|
10,313 |
|
| |
|
|
|
|
|
|
|
|
Ethiopia — 0.1% |
|
|
|
|
Ethiopia International Bond |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 |
|
|
1,521 |
|
|
|
1,045 |
|
Federal Democratic Republic of Ethiopia |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024 (A) |
|
|
545 |
|
|
|
375 |
|
| |
|
|
|
|
|
|
1,420 |
|
| |
|
|
|
|
|
|
|
|
Gabon — 0.1% |
|
|
|
|
Gabon Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 11/24/2031 (A) |
|
|
930 |
|
|
|
758 |
|
7.000%, 11/24/2031 |
|
|
233 |
|
|
|
190 |
|
6.950%, 06/16/2025 (A) |
|
|
588 |
|
|
|
566 |
|
6.375%, 12/12/2024 (A) |
|
|
233 |
|
|
|
227 |
|
| |
|
|
|
|
|
|
1,741 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 0.8% |
|
|
|
|
Ghana Government International Bond |
|
|
|
|
|
|
|
|
10.750%, 10/14/2030 (A) |
|
|
976 |
|
|
|
608 |
|
10.750%, 10/14/2030 |
|
|
6,725 |
|
|
|
4,188 |
|
8.950%, 03/26/2051 |
|
|
2,983 |
|
|
|
1,264 |
|
8.875%, 05/07/2042 |
|
|
1,416 |
|
|
|
599 |
|
8.750%, 03/11/2061 |
|
|
1,039 |
|
|
|
439 |
|
8.627%, 06/16/2049 |
|
|
902 |
|
|
|
377 |
|
8.625%, 04/07/2034 |
|
|
5,135 |
|
|
|
2,182 |
|
7.875%, 02/11/2035 |
|
|
2,047 |
|
|
|
875 |
|
7.750%, 04/07/2029 |
|
|
1,321 |
|
|
|
565 |
|
7.625%, 05/16/2029 |
|
|
1,276 |
|
|
|
544 |
|
6.375%, 02/11/2027 |
|
|
403 |
|
|
|
174 |
|
Republic of Ghana Government Bonds |
|
|
|
|
|
|
|
|
10.000%, 02/02/2038 |
|
GHS |
681 |
|
|
|
20 |
|
9.850%, 02/03/2037 |
|
|
676 |
|
|
|
20 |
|
9.700%, 02/05/2036 |
|
|
676 |
|
|
|
20 |
|
9.550%, 02/06/2035 |
|
|
676 |
|
|
|
20 |
|
9.400%, 02/07/2034 |
|
|
676 |
|
|
|
20 |
|
9.250%, 02/08/2033 |
|
|
2,989 |
|
|
|
93 |
|
9.100%, 02/10/2032 |
|
|
2,988 |
|
|
|
97 |
|
8.950%, 02/11/2031 |
|
|
10,336 |
|
|
|
352 |
|
8.800%, 02/12/2030 |
|
|
14,411 |
|
|
|
526 |
|
8.650%, 02/13/2029 |
|
|
20,532 |
|
|
|
815 |
|
8.500%, 02/15/2028 |
|
|
5,118 |
|
|
|
225 |
|
8.350%, 02/16/2027 |
|
|
10,015 |
|
|
|
498 |
|
| |
|
|
|
|
|
|
14,521 |
|
| |
|
|
|
|
|
|
|
|
Guatemala — 0.6% |
|
|
|
|
CT Trust |
|
|
|
|
|
|
|
|
5.125%, 02/03/2032 (A) |
|
$ |
340 |
|
|
|
306 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Guatemala Government Bond |
|
|
|
|
|
|
|
|
7.050%, 10/04/2032 (A) |
|
$ |
1,000 |
|
|
$ |
1,051 |
|
7.050%, 10/04/2032 |
|
|
463 |
|
|
|
486 |
|
6.600%, 06/13/2036 |
|
|
2,327 |
|
|
|
2,347 |
|
6.600%, 06/13/2036 (A) |
|
|
2,503 |
|
|
|
2,525 |
|
6.125%, 06/01/2050 |
|
|
3,282 |
|
|
|
2,995 |
|
5.375%, 04/24/2032 |
|
|
560 |
|
|
|
534 |
|
3.700%, 10/07/2033 |
|
|
855 |
|
|
|
699 |
|
| |
|
|
|
|
|
|
10,943 |
|
| |
|
|
|
|
|
|
|
|
Honduras — 0.1% |
|
|
|
|
Honduras Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/19/2027 |
|
|
479 |
|
|
|
459 |
|
5.625%, 06/24/2030 |
|
|
1,843 |
|
|
|
1,608 |
|
| |
|
|
|
|
|
|
2,067 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.0% |
|
|
|
|
NWD |
|
|
|
|
|
|
|
|
4.125%, 07/18/2029 |
|
|
482 |
|
|
|
367 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Hungary — 3.1% |
|
|
|
|
Hungary Government Bond |
|
|
|
|
|
|
|
|
9.500%, 10/21/2026 |
|
HUF |
1,241,960 |
|
|
|
3,677 |
|
6.750%, 10/22/2028 |
|
|
4,382,370 |
|
|
|
12,363 |
|
5.500%, 06/24/2025 |
|
|
454,160 |
|
|
|
1,241 |
|
4.750%, 11/24/2032 |
|
|
3,533,020 |
|
|
|
8,772 |
|
4.500%, 03/23/2028 |
|
|
1,960,470 |
|
|
|
5,098 |
|
4.500%, 05/27/2032 |
|
|
122,670 |
|
|
|
301 |
|
3.250%, 10/22/2031 |
|
|
389,450 |
|
|
|
884 |
|
3.000%, 10/27/2027 |
|
|
560,260 |
|
|
|
1,390 |
|
3.000%, 08/21/2030 |
|
|
315,730 |
|
|
|
727 |
|
3.000%, 10/27/2038 |
|
|
1,050,520 |
|
|
|
1,968 |
|
3.000%, 04/25/2041 |
|
|
407,260 |
|
|
|
726 |
|
2.250%, 04/20/2033 |
|
|
728,990 |
|
|
|
1,457 |
|
2.000%, 05/23/2029 |
|
|
1,100,470 |
|
|
|
2,489 |
|
Hungary Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 09/25/2052 (A) |
|
$ |
2,372 |
|
|
|
2,513 |
|
6.125%, 05/22/2028 |
|
|
2,858 |
|
|
|
2,915 |
|
6.125%, 05/22/2028 (A) |
|
|
1,228 |
|
|
|
1,253 |
|
5.500%, 03/26/2036 (A) |
|
|
2,342 |
|
|
|
2,248 |
|
3.125%, 09/21/2051 |
|
|
4,867 |
|
|
|
3,020 |
|
3.125%, 09/21/2051 (A) |
|
|
584 |
|
|
|
362 |
|
2.125%, 09/22/2031 (A) |
|
|
1,838 |
|
|
|
1,434 |
|
Magyar Export-Import Bank Zrt |
|
|
|
|
|
|
|
|
6.000%, 05/16/2029 |
|
EUR |
403 |
|
|
|
457 |
|
MVM Energetika Zrt |
|
|
|
|
|
|
|
|
7.500%, 06/09/2028 |
|
$ |
1,450 |
|
|
|
1,499 |
|
| |
|
|
|
|
|
|
56,794 |
|
| |
|
|
|
|
|
|
|
|
India — 0.4% |
|
|
|
|
Adani Electricity Mumbai |
|
|
|
|
|
|
|
|
3.949%, 02/12/2030 (A) |
|
|
628 |
|
|
|
538 |
|
Adani Renewable Energy RJ MTN |
|
|
|
|
|
|
|
|
4.625%, 10/15/2039 |
|
|
964 |
|
|
|
802 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Export-Import Bank of India |
|
|
|
|
|
|
|
|
5.500%, 01/18/2033 |
|
$ |
875 |
|
|
$ |
881 |
|
Export-Import Bank of India MTN |
|
|
|
|
|
|
|
|
3.250%, 01/15/2030 |
|
|
545 |
|
|
|
487 |
|
2.250%, 01/13/2031 |
|
|
1,252 |
|
|
|
1,029 |
|
Greenko Power II |
|
|
|
|
|
|
|
|
4.300%, 12/13/2028 |
|
|
639 |
|
|
|
585 |
|
Power Finance MTN |
|
|
|
|
|
|
|
|
3.950%, 04/23/2030 (A) |
|
|
486 |
|
|
|
442 |
|
Reliance Industries (A) |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 |
|
|
686 |
|
|
|
498 |
|
2.875%, 01/12/2032 |
|
|
625 |
|
|
|
529 |
|
Vedanta Resources Finance II |
|
|
|
|
|
|
|
|
13.875%, 12/09/2028 |
|
|
882 |
|
|
|
813 |
|
| |
|
|
|
|
|
|
6,604 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 5.7% |
|
|
|
|
Indonesia Asahan Aluminium |
|
|
|
|
|
|
|
|
5.800%, 05/15/2050 (A) |
|
|
1,683 |
|
|
|
1,549 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
8.500%, 10/12/2035 |
|
|
960 |
|
|
|
1,214 |
|
8.500%, 10/12/2035 |
|
|
400 |
|
|
|
506 |
|
5.650%, 01/11/2053 |
|
|
4,120 |
|
|
|
4,228 |
|
5.100%, 02/10/2054 |
|
|
2,053 |
|
|
|
1,964 |
|
4.850%, 01/11/2033 |
|
|
2,710 |
|
|
|
2,655 |
|
4.700%, 02/10/2034 |
|
|
819 |
|
|
|
796 |
|
4.650%, 09/20/2032 |
|
|
2,109 |
|
|
|
2,030 |
|
4.550%, 01/11/2028 |
|
|
2,192 |
|
|
|
2,154 |
|
4.400%, 03/10/2029 |
|
|
624 |
|
|
|
607 |
|
3.550%, 03/31/2032 |
|
|
613 |
|
|
|
548 |
|
2.850%, 02/14/2030 |
|
|
2,667 |
|
|
|
2,363 |
|
1.400%, 10/30/2031 |
|
EUR |
1,430 |
|
|
|
1,298 |
|
1.300%, 03/23/2034 |
|
|
332 |
|
|
|
281 |
|
1.100%, 03/12/2033 |
|
|
800 |
|
|
|
683 |
|
Indonesia Government International Bond MTN |
|
|
|
|
|
|
|
|
3.750%, 06/14/2028 |
|
|
512 |
|
|
|
554 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
9.000%, 03/15/2029 |
|
IDR |
34,386,000 |
|
|
|
2,419 |
|
8.750%, 05/15/2031 |
|
|
41,978,000 |
|
|
|
3,001 |
|
8.375%, 03/15/2034 |
|
|
22,103,000 |
|
|
|
1,587 |
|
8.375%, 04/15/2039 |
|
|
69,773,000 |
|
|
|
5,079 |
|
8.250%, 05/15/2029 |
|
|
46,724,000 |
|
|
|
3,200 |
|
8.250%, 05/15/2036 |
|
|
102,364,000 |
|
|
|
7,330 |
|
8.125%, 05/15/2024 |
|
|
36,984,000 |
|
|
|
2,359 |
|
7.500%, 08/15/2032 |
|
|
32,410,000 |
|
|
|
2,181 |
|
7.500%, 06/15/2035 |
|
|
37,344,000 |
|
|
|
2,528 |
|
7.500%, 04/15/2040 |
|
|
33,556,000 |
|
|
|
2,266 |
|
7.125%, 06/15/2038 |
|
|
68,316,000 |
|
|
|
4,475 |
|
7.125%, 06/15/2042 |
|
|
25,817,000 |
|
|
|
1,686 |
|
7.125%, 06/15/2043 |
|
|
18,742,000 |
|
|
|
1,226 |
|
7.000%, 05/15/2027 |
|
|
27,100,000 |
|
|
|
1,753 |
|
7.000%, 09/15/2030 |
|
|
62,341,000 |
|
|
|
4,059 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.000%, 02/15/2033 |
|
IDR |
77,564,000 |
|
|
$ |
5,080 |
|
6.875%, 04/15/2029 |
|
|
66,041,000 |
|
|
|
4,270 |
|
6.875%, 08/15/2051 |
|
|
12,626,000 |
|
|
|
799 |
|
6.625%, 05/15/2033 |
|
|
8,461,000 |
|
|
|
538 |
|
6.625%, 02/15/2034 |
|
|
61,556,000 |
|
|
|
3,904 |
|
6.500%, 06/15/2025 |
|
|
12,559,000 |
|
|
|
800 |
|
6.500%, 02/15/2031 |
|
|
40,160,000 |
|
|
|
2,535 |
|
6.375%, 08/15/2028 |
|
|
78,815,000 |
|
|
|
5,002 |
|
6.375%, 04/15/2032 |
|
|
19,045,000 |
|
|
|
1,196 |
|
6.375%, 07/15/2037 |
|
|
2,200,000 |
|
|
|
138 |
|
5.125%, 04/15/2027 |
|
|
30,236,000 |
|
|
|
1,858 |
|
Medco Bell Pte |
|
|
|
|
|
|
|
|
6.375%, 01/30/2027 (A) |
|
$ |
626 |
|
|
|
608 |
|
Minejesa Capital BV |
|
|
|
|
|
|
|
|
5.625%, 08/10/2037 (A) |
|
|
1,448 |
|
|
|
1,263 |
|
5.625%, 08/10/2037 |
|
|
800 |
|
|
|
698 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara |
|
|
|
|
|
|
|
|
1.875%, 11/05/2031 (A) |
|
EUR |
1,143 |
|
|
|
1,001 |
|
1.875%, 11/05/2031 |
|
|
350 |
|
|
|
306 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 |
|
$ |
770 |
|
|
|
746 |
|
5.250%, 10/24/2042 |
|
|
1,097 |
|
|
|
982 |
|
5.250%, 05/15/2047 |
|
|
710 |
|
|
|
621 |
|
4.375%, 02/05/2050 (A) |
|
|
355 |
|
|
|
270 |
|
3.375%, 02/05/2030 |
|
|
206 |
|
|
|
183 |
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (A) |
|
|
1,015 |
|
|
|
983 |
|
| |
|
|
|
|
|
|
102,360 |
|
| |
|
|
|
|
|
|
|
|
Iraq — 0.1% |
|
|
|
|
Iraq International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
|
1,873 |
|
|
|
1,746 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Israel — 0.2% |
|
|
|
|
Israel Electric |
|
|
|
|
|
|
|
|
8.100%, 12/15/2096 |
|
|
2,000 |
|
|
|
2,282 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 01/17/2033 |
|
|
682 |
|
|
|
633 |
|
4.500%, 04/03/2120 |
|
|
1,243 |
|
|
|
907 |
|
Leviathan Bond |
|
|
|
|
|
|
|
|
6.750%, 06/30/2030 (A) |
|
|
470 |
|
|
|
429 |
|
| |
|
|
|
|
|
|
4,251 |
|
| |
|
|
|
|
|
|
|
|
Jamaica — 0.2% |
|
|
|
|
Jamaica Government International Bond |
|
|
|
|
|
|
|
|
9.625%, 11/03/2030 |
|
JMD |
544,000 |
|
|
|
3,679 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.4% |
|
|
|
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.500%, 01/13/2029 (A) |
|
$ |
1,954 |
|
|
|
1,927 |
|
7.500%, 01/13/2029 |
|
|
668 |
|
|
|
659 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.375%, 10/10/2047 |
|
$ |
4,512 |
|
|
$ |
3,901 |
|
| |
|
|
|
|
|
|
6,487 |
|
| |
|
|
|
|
|
|
|
|
Kazakhstan — 0.6% |
|
|
|
|
Kazakhstan Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/14/2044 |
|
|
2,224 |
|
|
|
2,079 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
6.375%, 10/24/2048 (A) |
|
|
2,318 |
|
|
|
2,107 |
|
6.375%, 10/24/2048 |
|
|
1,150 |
|
|
|
1,045 |
|
5.750%, 04/19/2047 (A) |
|
|
3,649 |
|
|
|
3,093 |
|
5.375%, 04/24/2030 (A) |
|
|
345 |
|
|
|
334 |
|
KazMunayGas National JSC MTN |
|
|
|
|
|
|
|
|
5.375%, 04/24/2030 |
|
|
1,420 |
|
|
|
1,376 |
|
QazaqGaz NC JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 |
|
|
634 |
|
|
|
591 |
|
4.375%, 09/26/2027 (A) |
|
|
533 |
|
|
|
496 |
|
Tengizchevroil Finance International |
|
|
|
|
|
|
|
|
3.250%, 08/15/2030 (A) |
|
|
630 |
|
|
|
514 |
|
| |
|
|
|
|
|
|
11,635 |
|
| |
|
|
|
|
|
|
|
|
Kenya — 0.3% |
|
|
|
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 02/28/2048 |
|
|
3,887 |
|
|
|
3,164 |
|
7.000%, 05/22/2027 |
|
|
494 |
|
|
|
472 |
|
Republic of Kenya Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 02/16/2031 (A) |
|
|
2,404 |
|
|
|
2,399 |
|
| |
|
|
|
|
|
|
6,035 |
|
| |
|
|
|
|
|
|
|
|
Kuwait — 0.0% |
|
|
|
|
NBK Tier 1 Financing 2 |
|
|
|
|
|
|
|
|
4.500%, CMTUSD6Y + 2.832% (A)(C)(E) |
|
|
693 |
|
|
|
663 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Lebanon — 0.2% |
|
|
|
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 05/17/2034 (F) |
|
|
11,222 |
|
|
|
670 |
|
Lebanon Government International Bond MTN |
|
|
|
|
|
|
|
|
8.250%, 04/12/2021 (F) |
|
|
6,521 |
|
|
|
392 |
|
7.000%, 03/20/2028 (F) |
|
|
2,671 |
|
|
|
155 |
|
6.850%, 05/25/2029 (F) |
|
|
522 |
|
|
|
31 |
|
6.650%, 11/03/2028 (F) |
|
|
3,507 |
|
|
|
207 |
|
6.650%, 02/26/2030 (F) |
|
|
2,063 |
|
|
|
122 |
|
6.600%, 11/27/2026 (F) |
|
|
2,400 |
|
|
|
139 |
|
6.400%, 05/26/2023 (F) |
|
|
2,645 |
|
|
|
159 |
|
6.375%, 12/31/2023 (F) |
|
|
5,235 |
|
|
|
310 |
|
6.250%, 05/27/2022 (F) |
|
|
409 |
|
|
|
24 |
|
6.150%, 12/31/2023 (F) |
|
|
4,039 |
|
|
|
234 |
|
6.100%, 10/04/2022 (F) |
|
|
2,965 |
|
|
|
172 |
|
6.100%, 10/04/2022 (F) |
|
|
2,501 |
|
|
|
145 |
|
5.800%, 04/14/2023 (F) |
|
|
6,282 |
|
|
|
366 |
|
| |
|
|
|
|
|
|
3,126 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Macedonia — 0.1% |
|
|
|
|
North Macedonia Government International Bond |
|
|
|
|
|
|
|
|
1.625%, 03/10/2028 |
|
EUR |
2,000 |
|
|
$ |
1,874 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Malaysia — 5.3% |
|
|
|
|
Khazanah Capital MTN |
|
|
|
|
|
|
|
|
4.876%, 06/01/2033 |
|
$ |
753 |
|
|
|
736 |
|
Khazanah Global Sukuk MTN |
|
|
|
|
|
|
|
|
4.687%, 06/01/2028 |
|
|
1,310 |
|
|
|
1,289 |
|
Malaysia Government Bond |
|
|
|
|
|
|
|
|
5.248%, 09/15/2028 |
|
MYR |
5,684 |
|
|
|
1,277 |
|
4.935%, 09/30/2043 |
|
|
1,200 |
|
|
|
280 |
|
4.921%, 07/06/2048 |
|
|
373 |
|
|
|
87 |
|
4.893%, 06/08/2038 |
|
|
13,229 |
|
|
|
3,048 |
|
4.762%, 04/07/2037 |
|
|
3,291 |
|
|
|
748 |
|
4.696%, 10/15/2042 |
|
|
22,971 |
|
|
|
5,214 |
|
4.642%, 11/07/2033 |
|
|
1,988 |
|
|
|
444 |
|
4.504%, 04/30/2029 |
|
|
10,681 |
|
|
|
2,338 |
|
4.498%, 04/15/2030 |
|
|
13,136 |
|
|
|
2,877 |
|
4.457%, 03/31/2053 |
|
|
2,350 |
|
|
|
515 |
|
4.254%, 05/31/2035 |
|
|
14,905 |
|
|
|
3,230 |
|
4.232%, 06/30/2031 |
|
|
2,000 |
|
|
|
432 |
|
4.181%, 07/15/2024 |
|
|
22 |
|
|
|
5 |
|
4.065%, 06/15/2050 |
|
|
15,006 |
|
|
|
3,093 |
|
3.955%, 09/15/2025 |
|
|
45,471 |
|
|
|
9,649 |
|
3.906%, 07/15/2026 |
|
|
29,776 |
|
|
|
6,332 |
|
3.900%, 11/30/2026 |
|
|
8,056 |
|
|
|
1,715 |
|
3.899%, 11/16/2027 |
|
|
14,200 |
|
|
|
3,026 |
|
3.885%, 08/15/2029 |
|
|
23,887 |
|
|
|
5,085 |
|
3.882%, 03/14/2025 |
|
|
8,724 |
|
|
|
1,848 |
|
3.828%, 07/05/2034 |
|
|
49,153 |
|
|
|
10,303 |
|
3.757%, 05/22/2040 |
|
|
25,217 |
|
|
|
5,138 |
|
3.733%, 06/15/2028 |
|
|
25,480 |
|
|
|
5,388 |
|
3.582%, 07/15/2032 |
|
|
16,060 |
|
|
|
3,313 |
|
3.519%, 04/20/2028 |
|
|
9,638 |
|
|
|
2,025 |
|
3.502%, 05/31/2027 |
|
|
8,733 |
|
|
|
1,839 |
|
2.632%, 04/15/2031 |
|
|
26,689 |
|
|
|
5,217 |
|
Malaysia Government Investment Issue |
|
|
|
|
|
|
|
|
4.369%, 10/31/2028 |
|
|
2,000 |
|
|
|
434 |
|
4.119%, 11/30/2034 |
|
|
5,418 |
|
|
|
1,160 |
|
4.070%, 09/30/2026 |
|
|
14,000 |
|
|
|
2,987 |
|
Petronas Capital MTN |
|
|
|
|
|
|
|
|
3.500%, 04/21/2030 |
|
$ |
1,427 |
|
|
|
1,303 |
|
3.404%, 04/28/2061 |
|
|
2,186 |
|
|
|
1,477 |
|
2.480%, 01/28/2032 |
|
|
2,690 |
|
|
|
2,227 |
|
| |
|
|
|
|
|
|
96,079 |
|
| |
|
|
|
|
|
|
|
|
Mexico — 7.6% |
|
|
|
|
America Movil |
|
|
|
|
|
|
|
|
7.125%, 12/09/2024 |
|
MXN |
23,310 |
|
|
|
1,316 |
|
Cemex (E) |
|
|
|
|
|
|
|
|
9.125%, H15T5Y + 5.157% (A)(C) |
|
$ |
774 |
|
|
|
825 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
9.125%, H15T5Y + 5.157% (C) |
|
$ |
360 |
|
|
$ |
384 |
|
5.125%, H15T5Y + 4.534% (A)(C) |
|
|
277 |
|
|
|
264 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
7.350%, 11/25/2025 |
|
MXN |
52,305 |
|
|
|
2,852 |
|
6.264%, 02/15/2052 (A) |
|
$ |
405 |
|
|
|
352 |
|
4.750%, 02/23/2027 (A) |
|
|
6 |
|
|
|
6 |
|
4.688%, 05/15/2029 (A) |
|
|
957 |
|
|
|
906 |
|
3.875%, 07/26/2033 |
|
|
800 |
|
|
|
656 |
|
3.348%, 02/09/2031 (A) |
|
|
605 |
|
|
|
510 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
10.000%, 12/05/2024 |
|
MXN |
42,087 |
|
|
|
2,447 |
|
8.500%, 05/31/2029 |
|
|
257,007 |
|
|
|
14,632 |
|
8.500%, 11/18/2038 |
|
|
193,200 |
|
|
|
10,655 |
|
8.000%, 05/24/2035 |
|
|
16,500 |
|
|
|
883 |
|
8.000%, 11/07/2047 |
|
|
108,597 |
|
|
|
5,556 |
|
8.000%, 07/31/2053 |
|
|
53,638 |
|
|
|
2,726 |
|
7.750%, 05/29/2031 |
|
|
340,674 |
|
|
|
18,455 |
|
7.750%, 11/13/2042 |
|
|
120,258 |
|
|
|
6,072 |
|
7.500%, 06/03/2027 |
|
|
222,079 |
|
|
|
12,298 |
|
7.500%, 05/26/2033 |
|
|
53,358 |
|
|
|
2,803 |
|
7.000%, 09/03/2026 |
|
|
5,058 |
|
|
|
278 |
|
5.750%, 03/05/2026 |
|
|
19,946 |
|
|
|
1,080 |
|
5.750%, 03/05/2026 |
|
|
123,482 |
|
|
|
6,685 |
|
5.500%, 03/04/2027 |
|
|
31,040 |
|
|
|
1,632 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 07/31/2047 (A) |
|
$ |
858 |
|
|
|
713 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.400%, 05/07/2054 |
|
|
1,818 |
|
|
|
1,789 |
|
6.000%, 05/07/2036 |
|
|
1,901 |
|
|
|
1,892 |
|
2.659%, 05/24/2031 |
|
|
2,742 |
|
|
|
2,266 |
|
Mexico Government International Bond MTN |
|
|
|
|
|
|
|
|
5.750%, 10/12/2110 |
|
|
3,170 |
|
|
|
2,719 |
|
5.625%, 03/19/2114 |
|
GBP |
8,500 |
|
|
|
8,149 |
|
Minera Mexico |
|
|
|
|
|
|
|
|
4.500%, 01/26/2050 (A) |
|
$ |
660 |
|
|
|
509 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
10.000%, 02/07/2033 |
|
|
1,643 |
|
|
|
1,596 |
|
7.690%, 01/23/2050 |
|
|
14,329 |
|
|
|
9,863 |
|
6.625%, 06/15/2035 |
|
|
3,640 |
|
|
|
2,662 |
|
6.625%, 06/15/2038 |
|
|
205 |
|
|
|
141 |
|
6.375%, 01/23/2045 |
|
|
1,430 |
|
|
|
895 |
|
5.950%, 01/28/2031 |
|
|
574 |
|
|
|
446 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
7,344 |
|
|
|
4,667 |
|
Poinsettia Finance |
|
|
|
|
|
|
|
|
6.625%, 06/17/2031 |
|
|
5,233 |
|
|
|
4,420 |
|
| |
|
|
|
|
|
|
137,000 |
|
| |
|
|
|
|
|
|
|
|
Mongolia — 0.2% |
|
|
|
|
Mongolia Government International Bond |
|
|
|
|
|
|
|
|
8.650%, 01/19/2028 (A) |
|
|
1,836 |
|
|
|
1,906 |
|
7.875%, 06/05/2029 (A) |
|
|
878 |
|
|
|
895 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
7.875%, 06/05/2029 |
|
$ |
650 |
|
|
$ |
662 |
|
3.500%, 07/07/2027 |
|
|
470 |
|
|
|
416 |
|
| |
|
|
|
|
|
|
3,879 |
|
| |
|
|
|
|
|
|
|
|
Morocco — 0.4% |
|
|
|
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
6.500%, 09/08/2033 (A) |
|
|
2,713 |
|
|
|
2,778 |
|
6.500%, 09/08/2033 |
|
|
831 |
|
|
|
851 |
|
5.950%, 03/08/2028 (A) |
|
|
2,161 |
|
|
|
2,179 |
|
4.000%, 12/15/2050 |
|
|
200 |
|
|
|
134 |
|
3.000%, 12/15/2032 |
|
|
204 |
|
|
|
162 |
|
OCP |
|
|
|
|
|
|
|
|
5.125%, 06/23/2051 (A) |
|
|
2,272 |
|
|
|
1,673 |
|
| |
|
|
|
|
|
|
7,777 |
|
| |
|
|
|
|
|
|
|
|
Mozambique — 0.1% |
|
|
|
|
Mozambique International Bond |
|
|
|
|
|
|
|
|
9.000%, 09/15/2031 (A)(B) |
|
|
1,601 |
|
|
|
1,347 |
|
9.000%, 09/15/2031 (B) |
|
|
400 |
|
|
|
335 |
|
| |
|
|
|
|
|
|
1,682 |
|
| |
|
|
|
|
|
|
|
|
Nigeria — 0.8% |
|
|
|
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
9.248%, 01/21/2049 |
|
|
1,260 |
|
|
|
1,139 |
|
8.747%, 01/21/2031 |
|
|
1,496 |
|
|
|
1,406 |
|
7.875%, 02/16/2032 |
|
|
1,402 |
|
|
|
1,232 |
|
7.696%, 02/23/2038 |
|
|
1,720 |
|
|
|
1,384 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
8.375%, 03/24/2029 |
|
|
1,978 |
|
|
|
1,872 |
|
8.250%, 09/28/2051 |
|
|
3,324 |
|
|
|
2,690 |
|
7.375%, 09/28/2033 |
|
|
4,735 |
|
|
|
3,965 |
|
| |
|
|
|
|
|
|
13,688 |
|
| |
|
|
|
|
|
|
|
|
Oman — 1.2% |
|
|
|
|
EDO Sukuk |
|
|
|
|
|
|
|
|
5.875%, 09/21/2033 (A) |
|
|
1,397 |
|
|
|
1,416 |
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
7.375%, 10/28/2032 (A) |
|
|
1,105 |
|
|
|
1,213 |
|
7.000%, 01/25/2051 |
|
|
1,952 |
|
|
|
2,018 |
|
6.750%, 10/28/2027 (A) |
|
|
1,605 |
|
|
|
1,659 |
|
6.750%, 10/28/2027 |
|
|
5,611 |
|
|
|
5,801 |
|
6.750%, 01/17/2048 |
|
|
8,169 |
|
|
|
8,190 |
|
6.500%, 03/08/2047 (A) |
|
|
897 |
|
|
|
882 |
|
6.500%, 03/08/2047 |
|
|
402 |
|
|
|
395 |
|
Oman Government International Bond MTN |
|
|
|
|
|
|
|
|
6.000%, 08/01/2029 (A) |
|
|
367 |
|
|
|
372 |
|
| |
|
|
|
|
|
|
21,946 |
|
| |
|
|
|
|
|
|
|
|
Pakistan — 0.3% |
|
|
|
|
Pakistan Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 09/30/2025 |
|
|
636 |
|
|
|
564 |
|
6.875%, 12/05/2027 (A) |
|
|
1,073 |
|
|
|
821 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Pakistan Government International Bond MTN |
|
|
|
|
|
|
|
|
8.875%, 04/08/2051 |
|
$ |
4,583 |
|
|
$ |
3,044 |
|
7.375%, 04/08/2031 |
|
|
1,557 |
|
|
|
1,098 |
|
| |
|
|
|
|
|
|
5,527 |
|
| |
|
|
|
|
|
|
|
|
Panama — 1.4% |
|
|
|
|
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
5.125%, 08/11/2061 (A) |
|
|
469 |
|
|
|
328 |
|
Banco Nacional de Panama |
|
|
|
|
|
|
|
|
2.500%, 08/11/2030 (A) |
|
|
320 |
|
|
|
242 |
|
Empresa de Transmision Electrica |
|
|
|
|
|
|
|
|
5.125%, 05/02/2049 (A) |
|
|
873 |
|
|
|
624 |
|
Panama Bonos del Tesoro |
|
|
|
|
|
|
|
|
3.362%, 06/30/2031 |
|
|
3,215 |
|
|
|
2,490 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 04/01/2029 |
|
|
275 |
|
|
|
304 |
|
8.125%, 04/28/2034 |
|
|
699 |
|
|
|
732 |
|
8.000%, 03/01/2038 |
|
|
2,331 |
|
|
|
2,383 |
|
7.875%, 03/01/2057 |
|
|
1,477 |
|
|
|
1,451 |
|
7.500%, 03/01/2031 |
|
|
2,848 |
|
|
|
2,920 |
|
6.875%, 01/31/2036 |
|
|
342 |
|
|
|
323 |
|
6.853%, 03/28/2054 |
|
|
775 |
|
|
|
680 |
|
6.700%, 01/26/2036 |
|
|
1,180 |
|
|
|
1,113 |
|
6.400%, 02/14/2035 |
|
|
5,066 |
|
|
|
4,675 |
|
4.500%, 04/16/2050 |
|
|
3,101 |
|
|
|
2,008 |
|
4.500%, 04/01/2056 |
|
|
4,895 |
|
|
|
3,080 |
|
4.500%, 01/19/2063 |
|
|
1,771 |
|
|
|
1,097 |
|
Telecomunicaciones Digitales |
|
|
|
|
|
|
|
|
4.500%, 01/30/2030 (A) |
|
|
227 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
24,654 |
|
| |
|
|
|
|
|
|
|
|
Papua New Guinea — 0.0% |
|
|
|
|
Papua New Guinea Government International Bond |
|
|
|
|
|
|
|
|
8.375%, 10/04/2028 |
|
|
850 |
|
|
|
791 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Paraguay — 0.5% |
|
|
|
|
Bioceanico Sovereign Certificate Ltd |
|
|
|
|
|
|
|
|
0.000%, 06/05/2034 |
|
|
– |
|
|
|
– |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
7.900%, 02/09/2031 (A) |
|
PYG |
22,253,000 |
|
|
|
3,102 |
|
6.000%, 02/09/2036 (A) |
|
$ |
1,739 |
|
|
|
1,742 |
|
5.850%, 08/21/2033 (A) |
|
|
2,045 |
|
|
|
2,021 |
|
5.600%, 03/13/2048 |
|
|
767 |
|
|
|
679 |
|
5.400%, 03/30/2050 |
|
|
946 |
|
|
|
811 |
|
| |
|
|
|
|
|
|
8,355 |
|
| |
|
|
|
|
|
|
|
|
Peru — 3.0% |
|
|
|
|
ABY Transmission Sur |
|
|
|
|
|
|
|
|
6.875%, 04/30/2043 (A) |
|
|
302 |
|
|
|
306 |
|
Kallpa Generacion SA |
|
|
|
|
|
|
|
|
4.125%, 08/16/2027 (A) |
|
|
575 |
|
|
|
543 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Peru Government Bond |
|
|
|
|
|
|
|
|
7.300%, 08/12/2033 (A) |
|
PEN |
11,138 |
|
|
$ |
3,047 |
|
6.950%, 08/12/2031 |
|
|
1,384 |
|
|
|
376 |
|
6.900%, 08/12/2037 |
|
|
1,744 |
|
|
|
456 |
|
6.350%, 08/12/2028 |
|
|
848 |
|
|
|
234 |
|
6.150%, 08/12/2032 |
|
|
26,833 |
|
|
|
6,849 |
|
5.940%, 02/12/2029 |
|
|
9,151 |
|
|
|
2,445 |
|
5.400%, 08/12/2034 |
|
|
22,184 |
|
|
|
5,255 |
|
5.350%, 08/12/2040 |
|
|
3,082 |
|
|
|
684 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
8.200%, 08/12/2026 |
|
|
18 |
|
|
|
5 |
|
6.950%, 08/12/2031 |
|
|
15,750 |
|
|
|
4,275 |
|
6.900%, 08/12/2037 |
|
|
10,054 |
|
|
|
2,629 |
|
6.850%, 02/12/2042 |
|
|
882 |
|
|
|
230 |
|
6.350%, 08/12/2028 |
|
|
15,616 |
|
|
|
4,301 |
|
5.940%, 02/12/2029 |
|
|
13,804 |
|
|
|
3,688 |
|
5.400%, 08/12/2034 |
|
|
1,738 |
|
|
|
412 |
|
3.600%, 01/15/2072 |
|
$ |
1,900 |
|
|
|
1,241 |
|
3.230%, 07/28/2121 |
|
|
586 |
|
|
|
333 |
|
2.783%, 01/23/2031 |
|
|
5,313 |
|
|
|
4,516 |
|
1.950%, 11/17/2036 |
|
EUR |
2,211 |
|
|
|
1,825 |
|
1.250%, 03/11/2033 |
|
|
2,008 |
|
|
|
1,708 |
|
Petroleos del Peru |
|
|
|
|
|
|
|
|
5.625%, 06/19/2047 (A) |
|
$ |
1,432 |
|
|
|
975 |
|
5.625%, 06/19/2047 |
|
|
11,766 |
|
|
|
8,008 |
|
4.750%, 06/19/2032 (A) |
|
|
904 |
|
|
|
707 |
|
| |
|
|
|
|
|
|
55,048 |
|
| |
|
|
|
|
|
|
|
|
Philippines — 0.9% |
|
|
|
|
Philippine Government Bond |
|
|
|
|
|
|
|
|
6.750%, 09/15/2032 |
|
PHP |
64,970 |
|
|
|
1,192 |
|
6.625%, 08/17/2033 |
|
|
15,160 |
|
|
|
276 |
|
6.250%, 01/25/2034 |
|
|
44,800 |
|
|
|
796 |
|
Philippine Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 01/17/2048 |
|
$ |
1,709 |
|
|
|
1,721 |
|
5.170%, 10/13/2027 |
|
|
1,037 |
|
|
|
1,041 |
|
5.000%, 07/17/2033 |
|
|
1,612 |
|
|
|
1,599 |
|
2.950%, 05/05/2045 |
|
|
1,200 |
|
|
|
826 |
|
2.650%, 12/10/2045 |
|
|
2,966 |
|
|
|
1,921 |
|
1.950%, 01/06/2032 |
|
|
6,176 |
|
|
|
4,905 |
|
1.750%, 04/28/2041 |
|
EUR |
496 |
|
|
|
372 |
|
1.648%, 06/10/2031 |
|
$ |
1,309 |
|
|
|
1,036 |
|
| |
|
|
|
|
|
|
15,685 |
|
| |
|
|
|
|
|
|
|
|
Poland — 3.6% |
|
|
|
|
Bank Gospodarstwa Krajowego |
|
|
|
|
|
|
|
|
6.250%, 10/31/2028 |
|
|
200 |
|
|
|
208 |
|
Bank Gospodarstwa Krajowego MTN |
|
|
|
|
|
|
|
|
5.375%, 05/22/2033 |
|
|
575 |
|
|
|
569 |
|
5.125%, 02/22/2033 |
|
EUR |
954 |
|
|
|
1,112 |
|
0.500%, 07/08/2031 |
|
|
140 |
|
|
|
117 |
|
Poland Government Bond |
|
|
|
|
|
|
|
|
7.500%, 07/25/2028 |
|
PLN |
38,645 |
|
|
|
10,567 |
|
3.750%, 05/25/2027 |
|
|
18,320 |
|
|
|
4,416 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.250%, 07/25/2025 |
|
PLN |
4,776 |
|
|
$ |
1,168 |
|
2.750%, 04/25/2028 |
|
|
852 |
|
|
|
195 |
|
2.750%, 10/25/2029 |
|
|
14,340 |
|
|
|
3,183 |
|
2.500%, 07/25/2026 |
|
|
20,124 |
|
|
|
4,760 |
|
2.500%, 07/25/2027 |
|
|
15,440 |
|
|
|
3,567 |
|
1.750%, 04/25/2032 |
|
|
54,521 |
|
|
|
10,559 |
|
1.250%, 10/25/2030 |
|
|
22,550 |
|
|
|
4,434 |
|
Poland Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 11/16/2027 |
|
$ |
988 |
|
|
|
1,011 |
|
Republic of Poland Government Bond |
|
|
|
|
|
|
|
|
6.000%, 10/25/2033 |
|
PLN |
42,117 |
|
|
|
11,085 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
5.500%, 04/04/2053 |
|
$ |
2,420 |
|
|
|
2,408 |
|
4.875%, 10/04/2033 |
|
|
5,943 |
|
|
|
5,809 |
|
4.125%, 01/11/2044 |
|
EUR |
328 |
|
|
|
351 |
|
3.625%, 01/11/2034 |
|
|
376 |
|
|
|
404 |
|
| |
|
|
|
|
|
|
65,923 |
|
| |
|
|
|
|
|
|
|
|
Qatar — 0.6% |
|
|
|
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
4.817%, 03/14/2049 |
|
$ |
5,114 |
|
|
|
4,719 |
|
4.500%, 04/23/2028 |
|
|
5,622 |
|
|
|
5,594 |
|
QatarEnergy (A) |
|
|
|
|
|
|
|
|
3.300%, 07/12/2051 |
|
|
382 |
|
|
|
264 |
|
3.125%, 07/12/2041 |
|
|
466 |
|
|
|
342 |
|
| |
|
|
|
|
|
|
10,919 |
|
| |
|
|
|
|
|
|
|
|
Romania — 2.3% |
|
|
|
|
Romania Government Bond |
|
|
|
|
|
|
|
|
8.750%, 10/30/2028 |
|
RON |
4,100 |
|
|
|
976 |
|
8.000%, 04/29/2030 |
|
|
5,270 |
|
|
|
1,237 |
|
7.900%, 02/24/2038 |
|
|
965 |
|
|
|
233 |
|
7.350%, 04/28/2031 |
|
|
995 |
|
|
|
227 |
|
6.700%, 02/25/2032 |
|
|
15,350 |
|
|
|
3,381 |
|
4.850%, 07/25/2029 |
|
|
1,155 |
|
|
|
234 |
|
4.750%, 10/11/2034 |
|
|
1,860 |
|
|
|
349 |
|
4.150%, 01/26/2028 |
|
|
965 |
|
|
|
196 |
|
3.250%, 06/24/2026 |
|
|
4,730 |
|
|
|
969 |
|
2.500%, 10/25/2027 |
|
|
17,540 |
|
|
|
3,366 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
7.125%, 01/17/2033 (A) |
|
$ |
3,317 |
|
|
|
3,489 |
|
7.125%, 01/17/2033 |
|
|
244 |
|
|
|
257 |
|
6.375%, 01/30/2034 (A) |
|
|
5,060 |
|
|
|
5,024 |
|
5.875%, 01/30/2029 (A) |
|
|
1,314 |
|
|
|
1,303 |
|
4.000%, 02/14/2051 |
|
|
2,298 |
|
|
|
1,585 |
|
3.000%, 02/14/2031 (A) |
|
|
940 |
|
|
|
780 |
|
Romanian Government International Bond MTN |
|
|
|
|
|
|
|
|
7.625%, 01/17/2053 |
|
|
4,864 |
|
|
|
5,287 |
|
6.375%, 09/18/2033 |
|
EUR |
1,161 |
|
|
|
1,323 |
|
5.625%, 02/22/2036 |
|
|
939 |
|
|
|
998 |
|
5.625%, 02/22/2036 (A) |
|
|
400 |
|
|
|
425 |
|
3.875%, 10/29/2035 |
|
|
1,450 |
|
|
|
1,324 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
3.750%, 02/07/2034 |
|
EUR |
5,622 |
|
|
$ |
5,240 |
|
3.375%, 01/28/2050 |
|
|
1,987 |
|
|
|
1,449 |
|
2.124%, 07/16/2031 |
|
|
166 |
|
|
|
145 |
|
2.000%, 01/28/2032 |
|
|
906 |
|
|
|
766 |
|
2.000%, 04/14/2033 |
|
|
1,001 |
|
|
|
812 |
|
| |
|
|
|
|
|
|
41,375 |
|
| |
|
|
|
|
|
|
|
|
Russia — 0.0% |
|
|
|
|
Vnesheconombank Via VEB Finance |
|
|
|
|
|
|
|
|
6.800%, 11/22/2025 (A) |
|
$ |
600 |
|
|
|
30 |
|
6.800%, 11/22/2025 |
|
|
240 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
47 |
|
| |
|
|
|
|
|
|
|
|
Rwanda — 0.0% |
|
|
|
|
Rwanda International Government Bond |
|
|
|
|
|
|
|
|
5.500%, 08/09/2031 |
|
|
200 |
|
|
|
161 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Saudi Arabia — 1.5% |
|
|
|
|
Acwa Power Management And Investments One |
|
|
|
|
|
|
|
|
5.950%, 12/15/2039 |
|
|
3,409 |
|
|
|
3,291 |
|
Gaci First Investment |
|
|
|
|
|
|
|
|
5.125%, 02/14/2053 |
|
|
3,294 |
|
|
|
2,822 |
|
4.875%, 02/14/2035 |
|
|
2,314 |
|
|
|
2,187 |
|
Saudi Arabian Oil MTN |
|
|
|
|
|
|
|
|
4.250%, 04/16/2039 |
|
|
620 |
|
|
|
534 |
|
Saudi Government International Bond |
|
|
|
|
|
|
|
|
4.750%, 01/16/2030 (A) |
|
|
8,357 |
|
|
|
8,182 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
5.000%, 04/17/2049 |
|
|
408 |
|
|
|
361 |
|
5.000%, 01/18/2053 |
|
|
4,100 |
|
|
|
3,608 |
|
4.625%, 10/04/2047 (A) |
|
|
2,539 |
|
|
|
2,142 |
|
4.625%, 10/04/2047 |
|
|
1,500 |
|
|
|
1,266 |
|
4.500%, 10/26/2046 (A) |
|
|
704 |
|
|
|
589 |
|
2.250%, 02/02/2033 (A) |
|
|
1,562 |
|
|
|
1,240 |
|
| |
|
|
|
|
|
|
26,222 |
|
| |
|
|
|
|
|
|
|
|
Senegal — 0.1% |
|
|
|
|
Senegal Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 03/13/2048 |
|
|
1,980 |
|
|
|
1,427 |
|
5.375%, 06/08/2037 |
|
EUR |
600 |
|
|
|
457 |
|
4.750%, 03/13/2028 |
|
|
640 |
|
|
|
622 |
|
| |
|
|
|
|
|
|
2,506 |
|
| |
|
|
|
|
|
|
|
|
Serbia — 0.5% |
|
|
|
|
Serbia International Bond |
|
|
|
|
|
|
|
|
6.500%, 09/26/2033 (A) |
|
$ |
411 |
|
|
|
416 |
|
6.500%, 09/26/2033 |
|
|
200 |
|
|
|
203 |
|
6.250%, 05/26/2028 (A) |
|
|
423 |
|
|
|
429 |
|
2.125%, 12/01/2030 |
|
|
1,049 |
|
|
|
826 |
|
1.650%, 03/03/2033 |
|
EUR |
814 |
|
|
|
645 |
|
1.500%, 06/26/2029 |
|
|
4,038 |
|
|
|
3,665 |
|
Serbia International Bond MTN |
|
|
|
|
|
|
|
|
2.050%, 09/23/2036 |
|
|
1,926 |
|
|
|
1,433 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Serbia Treasury Bonds |
|
|
|
|
|
|
|
|
5.875%, 02/08/2028 |
|
RSD |
61,170 |
|
|
$ |
573 |
|
4.500%, 01/11/2026 |
|
|
24,780 |
|
|
|
227 |
|
4.500%, 08/20/2032 |
|
|
14,680 |
|
|
|
122 |
|
| |
|
|
|
|
|
|
8,539 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 7.1% |
|
|
|
|
Bidvest Group |
|
|
|
|
|
|
|
|
3.625%, 09/23/2026 (A) |
|
$ |
528 |
|
|
|
491 |
|
Eskom Holdings SOC Ltd |
|
|
|
|
|
|
|
|
4.314%, 07/23/2027 |
|
|
1,785 |
|
|
|
1,637 |
|
Eskom Holdings SOC Ltd MTN |
|
|
|
|
|
|
|
|
8.450%, 08/10/2028 (A) |
|
|
1,784 |
|
|
|
1,770 |
|
7.500%, 09/15/2033 |
|
ZAR |
52,000 |
|
|
|
1,958 |
|
Sasol Financing USA LLC |
|
|
|
|
|
|
|
|
8.750%, 05/03/2029 (A) |
|
$ |
422 |
|
|
|
422 |
|
6.500%, 09/27/2028 |
|
|
540 |
|
|
|
507 |
|
5.875%, 03/27/2024 |
|
|
661 |
|
|
|
659 |
|
4.375%, 09/18/2026 |
|
|
532 |
|
|
|
497 |
|
South Africa Government International Bond |
|
|
|
|
|
|
|
|
10.500%, 12/21/2026 |
|
ZAR |
322,066 |
|
|
|
17,368 |
|
9.000%, 01/31/2040 |
|
|
238,193 |
|
|
|
9,515 |
|
8.875%, 02/28/2035 |
|
|
61,765 |
|
|
|
2,668 |
|
8.750%, 01/31/2044 |
|
|
366,445 |
|
|
|
13,900 |
|
8.750%, 02/28/2048 |
|
|
295,396 |
|
|
|
11,073 |
|
8.500%, 01/31/2037 |
|
|
259,716 |
|
|
|
10,380 |
|
8.250%, 03/31/2032 |
|
|
71,682 |
|
|
|
3,198 |
|
8.000%, 01/31/2030 |
|
|
269,366 |
|
|
|
12,726 |
|
7.300%, 04/20/2052 |
|
$ |
2,763 |
|
|
|
2,397 |
|
7.000%, 02/28/2031 |
|
ZAR |
289,801 |
|
|
|
12,457 |
|
6.500%, 02/28/2041 |
|
|
181,953 |
|
|
|
5,630 |
|
6.250%, 03/31/2036 |
|
|
135,429 |
|
|
|
4,565 |
|
5.875%, 06/22/2030 |
|
$ |
199 |
|
|
|
184 |
|
5.875%, 04/20/2032 |
|
|
2,002 |
|
|
|
1,804 |
|
5.750%, 09/30/2049 |
|
|
12,911 |
|
|
|
9,370 |
|
5.650%, 09/27/2047 |
|
|
899 |
|
|
|
653 |
|
4.850%, 09/27/2027 |
|
|
390 |
|
|
|
371 |
|
Transnet SOC |
|
|
|
|
|
|
|
|
8.250%, 02/06/2028 (A) |
|
|
1,444 |
|
|
|
1,433 |
|
| |
|
|
|
|
|
|
127,633 |
|
| |
|
|
|
|
|
|
|
|
Sri Lanka — 0.8% |
|
|
|
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.850%, 03/14/2029 |
|
|
389 |
|
|
|
207 |
|
7.550%, 03/28/2030 |
|
|
4,437 |
|
|
|
2,356 |
|
6.850%, 03/14/2024 |
|
|
1,445 |
|
|
|
784 |
|
6.825%, 07/18/2026 (A) |
|
|
1,612 |
|
|
|
887 |
|
6.825%, 07/18/2026 |
|
|
800 |
|
|
|
440 |
|
6.750%, 04/18/2028 |
|
|
2,000 |
|
|
|
1,068 |
|
6.750%, 04/18/2028 (A) |
|
|
9,110 |
|
|
|
4,866 |
|
6.350%, 06/28/2024 |
|
|
472 |
|
|
|
255 |
|
6.200%, 05/11/2027 |
|
|
3,486 |
|
|
|
1,862 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.750%, 04/18/2023 |
|
$ |
1,821 |
|
|
$ |
993 |
|
| |
|
|
|
|
|
|
13,718 |
|
| |
|
|
|
|
|
|
|
|
Supranational — 0.9% |
|
|
|
|
Africa Finance |
|
|
|
|
|
|
|
|
2.875%, 04/28/2028 (A) |
|
|
2,227 |
|
|
|
1,930 |
|
African Export-Import Bank |
|
|
|
|
|
|
|
|
3.798%, 05/17/2031 (A) |
|
|
301 |
|
|
|
253 |
|
African Export-Import Bank MTN |
|
|
|
|
|
|
|
|
3.994%, 09/21/2029 (A) |
|
|
293 |
|
|
|
260 |
|
Asian Development Bank MTN |
|
|
|
|
|
|
|
|
13.000%, 03/07/2025 |
|
COP |
2,873,000 |
|
|
|
744 |
|
12.750%, 03/03/2025 |
|
|
4,561,000 |
|
|
|
1,184 |
|
11.200%, 01/31/2025 |
|
|
2,541,000 |
|
|
|
642 |
|
Asian Infrastructure Investment Bank MTN |
|
|
|
|
|
|
|
|
0.000%, 02/08/2038 (G) |
|
MXN |
21,800 |
|
|
|
355 |
|
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
5.000%, 07/27/2027 (A) |
|
$ |
1,274 |
|
|
|
1,176 |
|
4.700%, 10/22/2031 (A) |
|
|
934 |
|
|
|
778 |
|
4.700%, 10/22/2031 |
|
|
430 |
|
|
|
358 |
|
International Bank for Reconstruction & Development MTN |
|
|
|
|
|
|
|
|
6.750%, 07/13/2029 |
|
INR |
264,300 |
|
|
|
3,150 |
|
6.500%, 04/17/2030 |
|
|
122,200 |
|
|
|
1,434 |
|
International Finance MTN |
|
|
|
|
|
|
|
|
0.000%, 08/16/2028 (G) |
|
COP |
23,400,000 |
|
|
|
4,016 |
|
| |
|
|
|
|
|
|
16,280 |
|
| |
|
|
|
|
|
|
|
|
Suriname — 0.1% |
|
|
|
|
Suriname Government International Bond |
|
|
|
|
|
|
|
|
7.950%, 07/15/2033 (A) |
|
$ |
2,003 |
|
|
|
1,773 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Thailand — 2.9% |
|
|
|
|
Thailand Government Bond |
|
|
|
|
|
|
|
|
5.670%, 03/13/2028 |
|
THB |
3,000 |
|
|
|
95 |
|
4.875%, 06/22/2029 |
|
|
15,000 |
|
|
|
472 |
|
3.775%, 06/25/2032 |
|
|
14,000 |
|
|
|
428 |
|
3.450%, 06/17/2043 |
|
|
83,810 |
|
|
|
2,462 |
|
3.400%, 06/17/2036 |
|
|
132,715 |
|
|
|
3,947 |
|
3.390%, 06/17/2037 |
|
|
33,000 |
|
|
|
981 |
|
3.350%, 06/17/2033 |
|
|
437,947 |
|
|
|
12,964 |
|
3.300%, 06/17/2038 |
|
|
119,379 |
|
|
|
3,511 |
|
2.875%, 12/17/2028 |
|
|
25,000 |
|
|
|
716 |
|
2.875%, 06/17/2046 |
|
|
4,865 |
|
|
|
131 |
|
2.750%, 06/17/2052 |
|
|
2,778 |
|
|
|
70 |
|
2.650%, 06/17/2028 |
|
|
567,870 |
|
|
|
16,085 |
|
2.400%, 03/17/2029 |
|
|
122,010 |
|
|
|
3,411 |
|
2.000%, 06/17/2042 |
|
|
127,280 |
|
|
|
3,081 |
|
1.600%, 12/17/2029 |
|
|
39,000 |
|
|
|
1,045 |
|
1.600%, 06/17/2035 |
|
|
2,000 |
|
|
|
50 |
|
1.585%, 12/17/2035 |
|
|
1,182 |
|
|
|
29 |
|
1.250%, 03/12/2028 |
|
|
88,778 |
|
|
|
2,344 |
|
| |
|
|
|
|
|
|
51,822 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Trinidad & Tobago — 0.1% |
|
|
|
|
Trinidad & Tobago Government International Bond |
|
|
|
|
|
|
|
|
5.950%, 01/14/2031 (A) |
|
$ |
1,388 |
|
|
$ |
1,389 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Tunisia — 0.1% |
|
|
|
|
Tunisian Republic |
|
|
|
|
|
|
|
|
6.375%, 07/15/2026 |
|
EUR |
1,150 |
|
|
|
1,016 |
|
6.375%, 07/15/2026 (A) |
|
|
650 |
|
|
|
574 |
|
5.750%, 01/30/2025 |
|
$ |
441 |
|
|
|
406 |
|
| |
|
|
|
|
|
|
1,996 |
|
| |
|
|
|
|
|
|
|
|
Turkey — 2.3% |
|
|
|
|
Hazine Mustesarligi Varlik Kiralama |
|
|
|
|
|
|
|
|
8.509%, 01/14/2029 (A) |
|
|
5,843 |
|
|
|
6,093 |
|
Istanbul Metropolitan Municipality |
|
|
|
|
|
|
|
|
10.500%, 12/06/2028 (A) |
|
|
900 |
|
|
|
966 |
|
10.500%, 12/06/2028 |
|
|
318 |
|
|
|
341 |
|
Turkey Government Bond |
|
|
|
|
|
|
|
|
1.500%, 06/18/2025 |
|
TRY |
87,992 |
|
|
|
2,988 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 03/14/2029 |
|
$ |
669 |
|
|
|
725 |
|
9.125%, 07/13/2030 |
|
|
2,990 |
|
|
|
3,221 |
|
7.375%, 02/05/2025 |
|
|
293 |
|
|
|
297 |
|
5.750%, 05/11/2047 |
|
|
10,850 |
|
|
|
8,103 |
|
Turkiye Government Bond |
|
|
|
|
|
|
|
|
31.080%, 11/08/2028 |
|
TRY |
34,289 |
|
|
|
1,164 |
|
26.200%, 10/05/2033 |
|
|
209,407 |
|
|
|
6,926 |
|
17.800%, 07/13/2033 |
|
|
13,348 |
|
|
|
328 |
|
17.300%, 07/19/2028 |
|
|
45,299 |
|
|
|
1,084 |
|
Turkiye Government International Bond |
|
|
|
|
|
|
|
|
7.625%, 05/15/2034 |
|
$ |
6,948 |
|
|
|
6,917 |
|
Turkiye Ihracat Kredi Bankasi (A) |
|
|
|
|
|
|
|
|
9.375%, 01/31/2026 |
|
|
539 |
|
|
|
564 |
|
7.500%, 02/06/2028 |
|
|
359 |
|
|
|
358 |
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
9.000%, 10/12/2028 (A) |
|
|
726 |
|
|
|
762 |
|
| |
|
|
|
|
|
|
40,837 |
|
| |
|
|
|
|
|
|
|
|
Uganda — 0.4% |
|
|
|
|
Republic of Uganda Government Bonds |
|
|
|
|
|
|
|
|
15.000%, 05/20/2032 |
|
UGX |
16,027,000 |
|
|
|
3,956 |
|
14.250%, 06/22/2034 |
|
|
5,200,000 |
|
|
|
1,215 |
|
Uganda Government Bond |
|
|
|
|
|
|
|
|
16.000%, 05/14/2037 |
|
|
4,992,600 |
|
|
|
1,260 |
|
14.000%, 05/29/2025 |
|
|
2,635,500 |
|
|
|
676 |
|
| |
|
|
|
|
|
|
7,107 |
|
| |
|
|
|
|
|
|
|
|
Ukraine — 0.8% |
|
|
|
|
NAK Naftogaz Ukraine via Kondor Finance |
|
|
|
|
|
|
|
|
7.125%, 07/19/2026 |
|
EUR |
970 |
|
|
|
556 |
|
NPC Ukrenergo |
|
|
|
|
|
|
|
|
6.875%, 11/09/2026 (A) |
|
$ |
1,499 |
|
|
|
516 |
|
6.875%, 11/09/2026 |
|
|
400 |
|
|
|
137 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
State Agency of Roads of Ukraine |
|
|
|
|
|
|
|
|
6.250%, 06/24/2030 |
|
$ |
672 |
|
|
$ |
176 |
|
6.250%, 06/24/2030 (A) |
|
|
554 |
|
|
|
146 |
|
UAH |
|
|
|
|
|
|
|
|
15.840%, 02/26/2025 |
|
|
5,439 |
|
|
|
98 |
|
Ukraine Government Bond |
|
|
|
|
|
|
|
|
15.840%, 02/26/2025 |
|
UAH |
92,615 |
|
|
|
1,662 |
|
9.990%, 05/22/2024 |
|
|
123,436 |
|
|
|
2,216 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 11/01/2030 |
|
$ |
846 |
|
|
|
250 |
|
7.750%, 09/01/2027 (A) |
|
|
3,051 |
|
|
|
876 |
|
7.750%, 09/01/2028 |
|
|
4,180 |
|
|
|
1,175 |
|
7.750%, 09/01/2028 (A) |
|
|
2,005 |
|
|
|
564 |
|
7.750%, 09/01/2029 |
|
|
4,093 |
|
|
|
1,137 |
|
7.750%, 08/01/2041 (A)(C) |
|
|
2,622 |
|
|
|
1,200 |
|
7.750%, 08/01/2041 (C) |
|
|
1,180 |
|
|
|
540 |
|
7.375%, 09/25/2034 |
|
|
2,548 |
|
|
|
655 |
|
7.253%, 03/15/2035 |
|
|
1,943 |
|
|
|
496 |
|
6.876%, 05/21/2031 |
|
|
6,475 |
|
|
|
1,615 |
|
6.876%, 05/21/2031 (A) |
|
|
423 |
|
|
|
105 |
|
6.750%, 06/20/2028 |
|
EUR |
1,790 |
|
|
|
524 |
|
| |
|
|
|
|
|
|
14,644 |
|
| |
|
|
|
|
|
|
|
|
United Arab Emirates — 1.4% |
|
|
|
|
Abu Dhabi Crude Oil Pipeline LLC |
|
|
|
|
|
|
|
|
4.600%, 11/02/2047 (A) |
|
$ |
2,066 |
|
|
|
1,835 |
|
4.600%, 11/02/2047 |
|
|
550 |
|
|
|
488 |
|
Abu Dhabi Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 09/30/2049 |
|
|
1,466 |
|
|
|
1,012 |
|
Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
3.875%, 04/16/2050 |
|
|
228 |
|
|
|
180 |
|
3.000%, 09/15/2051 (A) |
|
|
764 |
|
|
|
509 |
|
1.700%, 03/02/2031 |
|
|
6,945 |
|
|
|
5,712 |
|
1.625%, 06/02/2028 |
|
|
1,252 |
|
|
|
1,102 |
|
DP World Salaam |
|
|
|
|
|
|
|
|
6.000%, H15T5Y + 5.750% (C)(E) |
|
|
4,046 |
|
|
|
4,020 |
|
Emirate of Dubai Government International Bonds MTN |
|
|
|
|
|
|
|
|
3.900%, 09/09/2050 |
|
|
670 |
|
|
|
492 |
|
Finance Department Government of Sharjah MTN (A) |
|
|
|
|
|
|
|
|
6.125%, 03/06/2036 |
|
|
879 |
|
|
|
871 |
|
4.000%, 07/28/2050 |
|
|
2,246 |
|
|
|
1,420 |
|
Galaxy Pipeline Assets Bidco (A) |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 |
|
|
448 |
|
|
|
357 |
|
2.625%, 03/31/2036 |
|
|
827 |
|
|
|
670 |
|
MDGH GMTN RSC |
|
|
|
|
|
|
|
|
5.875%, 05/01/2034 (A) |
|
|
2,751 |
|
|
|
2,926 |
|
5.500%, 04/28/2033 |
|
|
803 |
|
|
|
827 |
|
5.500%, 04/28/2033 (A) |
|
|
689 |
|
|
|
710 |
|
MDGH GMTN RSC MTN |
|
|
|
|
|
|
|
|
4.500%, 11/07/2028 (A) |
|
|
796 |
|
|
|
780 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
4.375%, 11/22/2033 (A) |
|
$ |
319 |
|
|
$ |
302 |
|
3.950%, 05/21/2050 |
|
|
338 |
|
|
|
265 |
|
UAE International Government Bond MTN |
|
|
|
|
|
|
|
|
4.951%, 07/07/2052 |
|
|
482 |
|
|
|
452 |
|
| |
|
|
|
|
|
|
24,930 |
|
| |
|
|
|
|
|
|
|
|
United States — 0.5% |
|
|
|
|
JPMorgan Chase Bank MTN (A) |
|
|
|
|
|
|
|
|
8.375%, 04/19/2039 |
|
IDR |
1,563,000 |
|
|
|
107 |
|
7.000%, 09/18/2030 (C) |
|
|
117,660,000 |
|
|
|
7,661 |
|
Sagicor Financial |
|
|
|
|
|
|
|
|
5.300%, 05/13/2028 |
|
$ |
512 |
|
|
|
490 |
|
| |
|
|
|
|
|
|
8,258 |
|
| |
|
|
|
|
|
|
|
|
Uruguay — 0.9% |
|
|
|
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 07/20/2033 |
|
UYU |
246,274 |
|
|
|
6,567 |
|
8.500%, 03/15/2028 |
|
|
76,171 |
|
|
|
1,905 |
|
8.250%, 05/21/2031 |
|
|
11,959 |
|
|
|
290 |
|
5.750%, 10/28/2034 |
|
$ |
2,964 |
|
|
|
3,114 |
|
5.100%, 06/18/2050 |
|
|
1,130 |
|
|
|
1,079 |
|
4.975%, 04/20/2055 |
|
|
2,499 |
|
|
|
2,318 |
|
4.375%, 01/23/2031 |
|
|
683 |
|
|
|
665 |
|
| |
|
|
|
|
|
|
15,938 |
|
| |
|
|
|
|
|
|
|
|
Uzbekistan — 0.4% |
|
|
|
|
Uzauto Motors AJ |
|
|
|
|
|
|
|
|
4.850%, 05/04/2026 |
|
|
2,050 |
|
|
|
1,854 |
|
4.850%, 05/04/2026 (A) |
|
|
1,931 |
|
|
|
1,747 |
|
Uzbekistan Government International Bond |
|
|
|
|
|
|
|
|
3.900%, 10/19/2031 |
|
|
1,397 |
|
|
|
1,147 |
|
Uzbekistan Government International Bond MTN |
|
|
|
|
|
|
|
|
5.375%, 02/20/2029 |
|
|
204 |
|
|
|
192 |
|
Uzbekneftegaz JSC |
|
|
|
|
|
|
|
|
4.750%, 11/16/2028 |
|
|
1,350 |
|
|
|
1,134 |
|
4.750%, 11/16/2028 (A) |
|
|
864 |
|
|
|
726 |
|
| |
|
|
|
|
|
|
6,800 |
|
| |
|
|
|
|
|
|
|
|
Venezuela — 0.5% |
|
|
|
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
9.750%, 05/17/2035 (D)(F) |
|
|
3,802 |
|
|
|
447 |
|
6.000%, 05/16/2024 (D)(F) |
|
|
8,821 |
|
|
|
860 |
|
6.000%, 05/16/2024 (D)(F) |
|
|
4,270 |
|
|
|
416 |
|
6.000%, 05/16/2024 (D)(F) |
|
|
1,777 |
|
|
|
173 |
|
6.000%, 11/15/2026 (F) |
|
|
23,507 |
|
|
|
2,292 |
|
5.500%, 04/12/2037 (D)(F) |
|
|
1,620 |
|
|
|
162 |
|
5.375%, 04/12/2027 (D)(F) |
|
|
7,825 |
|
|
|
822 |
|
Venezuela Government International Bond |
|
|
|
|
|
|
|
|
9.250%, 05/07/2028 (F) |
|
|
4,965 |
|
|
|
844 |
|
9.000%, 05/07/2024 (F) |
|
|
4,100 |
|
|
|
597 |
|
8.250%, 10/13/2024 (F) |
|
|
4,151 |
|
|
|
606 |
|
7.750%, 10/13/2019 (F) |
|
|
11,216 |
|
|
|
1,572 |
|
| |
|
|
|
|
|
|
8,791 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
Vietnam — 0.1% |
|
|
|
|
Mong Duong Finance Holdings BV |
|
|
|
|
|
|
|
|
5.125%, 05/07/2029 (A) |
|
$ |
1,555 |
|
|
$ |
1,484 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Zambia — 1.0% |
|
|
|
|
Zambia Government Bond |
|
|
|
|
|
|
|
|
13.000%, 08/29/2026 |
|
ZMW |
2,040 |
|
|
|
72 |
|
13.000%, 12/18/2027 |
|
|
8,370 |
|
|
|
274 |
|
13.000%, 01/25/2031 |
|
|
110,437 |
|
|
|
3,034 |
|
12.000%, 02/21/2029 |
|
|
8,366 |
|
|
|
248 |
|
11.000%, 01/25/2026 |
|
|
27,670 |
|
|
|
996 |
|
11.000%, 06/28/2026 |
|
|
118,640 |
|
|
|
4,088 |
|
11.000%, 08/21/2028 |
|
|
16,734 |
|
|
|
489 |
|
10.000%, 06/28/2024 |
|
|
72,340 |
|
|
|
3,074 |
|
Zambia Government International Bond |
|
|
|
|
|
|
|
|
8.970%, 07/30/2027 |
|
$ |
4,526 |
|
|
|
3,040 |
|
8.500%, 04/14/2024 |
|
|
520 |
|
|
|
352 |
|
8.500%, 04/14/2024 |
|
|
280 |
|
|
|
190 |
|
5.375%, 09/20/2022 (A) |
|
|
1,913 |
|
|
|
1,158 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
GLOBAL BONDS (continued) |
5.375%, 09/20/2023 |
|
$ |
2,763 |
|
|
$ |
1,673 |
|
| |
|
|
|
|
|
|
18,688 |
|
| |
|
|
|
|
|
|
|
|
Total Global Bonds |
|
|
|
|
|
|
|
|
(Cost $1,710,523) ($ Thousands) |
|
|
|
|
|
|
1,630,342 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 2.3% |
U.S. Treasury Note |
|
|
|
|
|
|
|
|
5.480%, USBMMY3M + 0.170%, 10/31/2025 (C) |
|
|
1,000 |
|
|
|
1,000 |
|
3.125%, 08/31/2029 |
|
|
26,700 |
|
|
|
25,198 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.555%, USBMMY3M + 0.245%, 01/31/2026 (C) |
|
|
15,000 |
|
|
|
15,013 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $40,752) ($ Thousands) |
|
|
41,211 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 92.6% |
|
|
|
|
|
|
|
|
(Cost $1,751,275) ($ Thousands) |
|
$ |
1,671,553 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro-Bobl |
|
|
62 |
|
|
|
Mar-2024 |
|
|
$ |
7,925 |
|
|
$ |
7,798 |
|
|
$ |
(39 |
) |
Korea 10-Year Bond |
|
|
83 |
|
|
|
Mar-2024 |
|
|
|
7,173 |
|
|
|
7,003 |
|
|
|
(90 |
) |
Korea 3-Year Bond |
|
|
393 |
|
|
|
Mar-2024 |
|
|
|
31,435 |
|
|
|
30,842 |
|
|
|
(139 |
) |
U.S. 2-Year Treasury Note |
|
|
65 |
|
|
|
Jun-2024 |
|
|
|
13,302 |
|
|
|
13,309 |
|
|
|
7 |
|
U.S. 5-Year Treasury Note |
|
|
109 |
|
|
|
Jun-2024 |
|
|
|
11,630 |
|
|
|
11,653 |
|
|
|
23 |
|
U.S. 10-Year Treasury Note |
|
|
101 |
|
|
|
Jun-2024 |
|
|
|
11,112 |
|
|
|
11,154 |
|
|
|
42 |
|
U.S. Long Treasury Bond |
|
|
72 |
|
|
|
Jun-2024 |
|
|
|
8,501 |
|
|
|
8,586 |
|
|
|
85 |
|
U.S. Ultra Long Treasury Bond |
|
|
26 |
|
|
|
Jun-2024 |
|
|
|
3,277 |
|
|
|
3,324 |
|
|
|
47 |
|
| |
|
|
|
|
|
|
|
|
|
|
94,355 |
|
|
|
93,669 |
|
|
|
(64 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro-Bund |
|
|
(181 |
) |
|
|
Mar-2024 |
|
|
$ |
(26,203 |
) |
|
$ |
(25,982 |
) |
|
$ |
222 |
|
Euro-Buxl |
|
|
(38 |
) |
|
|
Mar-2024 |
|
|
|
(5,457 |
) |
|
|
(5,476 |
) |
|
|
(14 |
) |
Euro-Schatz |
|
|
(15 |
) |
|
|
Mar-2024 |
|
|
|
(1,721 |
) |
|
|
(1,707 |
) |
|
|
15 |
|
| |
|
|
|
|
|
|
|
|
|
|
(33,381 |
) |
|
|
(33,165 |
) |
|
|
223 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
60,974 |
|
|
$ |
60,504 |
|
|
$ |
159 |
|
A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
SGD |
|
|
|
40 |
|
|
|
USD |
|
|
|
30 |
|
|
$ |
— |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
CNY |
|
|
|
181 |
|
|
|
USD |
|
|
|
26 |
|
|
|
— |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
418 |
|
|
|
SGD |
|
|
|
550 |
|
|
|
(9 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
435 |
|
|
|
RON |
|
|
|
2,000 |
|
|
|
— |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
745 |
|
|
|
PHP |
|
|
|
41,300 |
|
|
|
(10 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
RON |
|
|
|
900 |
|
|
|
USD |
|
|
|
196 |
|
|
|
— |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,978 |
|
|
|
MXN |
|
|
|
34,197 |
|
|
$ |
21 |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,016 |
|
|
|
MXN |
|
|
|
17,294 |
|
|
|
(5 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
4,674 |
|
|
|
PLN |
|
|
|
20,332 |
|
|
|
38 |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
5,311 |
|
|
|
CNY |
|
|
|
37,717 |
|
|
|
(32 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
946 |
|
|
|
IDR |
|
|
|
14,897,782 |
|
|
|
2 |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
5,375 |
|
|
|
IDR |
|
|
|
83,633,982 |
|
|
|
(54 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
8,337 |
|
|
|
KRW |
|
|
|
10,879,580 |
|
|
|
(166 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
8,981 |
|
|
|
EUR |
|
|
|
8,220 |
|
|
|
(81 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
14,082 |
|
|
|
PLN |
|
|
|
56,690 |
|
|
|
133 |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
168,870 |
|
|
|
EUR |
|
|
|
6,887 |
|
|
|
236 |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
3,186,880 |
|
|
|
USD |
|
|
|
8,937 |
|
|
|
177 |
|
Barclays PLC |
|
|
04/03/24 |
|
|
|
EUR |
|
|
|
1,344 |
|
|
|
USD |
|
|
|
1,459 |
|
|
|
3 |
|
Barclays PLC |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
3,391 |
|
|
|
TRY |
|
|
|
111,100 |
|
|
|
(26 |
) |
Barclays PLC |
|
|
05/02/24 |
|
|
|
COP |
|
|
|
2,845,153 |
|
|
|
USD |
|
|
|
708 |
|
|
|
(10 |
) |
BNP Paribas |
|
|
03/15/24 |
|
|
|
USD |
|
|
|
1,467 |
|
|
|
KRW |
|
|
|
1,946,836 |
|
|
|
(5 |
) |
BNP Paribas |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
26 |
|
|
|
CNY |
|
|
|
181 |
|
|
|
— |
|
BNP Paribas |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
155 |
|
|
|
THB |
|
|
|
5,378 |
|
|
|
(5 |
) |
BNP Paribas |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
326 |
|
|
|
COP |
|
|
|
1,299,289 |
|
|
|
4 |
|
BNP Paribas |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
581 |
|
|
|
IDR |
|
|
|
9,096,894 |
|
|
|
(2 |
) |
BNP Paribas |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,339 |
|
|
|
HUF |
|
|
|
520,506 |
|
|
|
(19 |
) |
BNP Paribas |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,339 |
|
|
|
CZK |
|
|
|
33,205 |
|
|
|
(30 |
) |
BNP Paribas |
|
|
03/20/24 |
|
|
|
PHP |
|
|
|
16,629 |
|
|
|
USD |
|
|
|
295 |
|
|
|
(1 |
) |
BNP Paribas |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
68,322 |
|
|
|
EUR |
|
|
|
2,704 |
|
|
|
6 |
|
BNP Paribas |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
3,415,111 |
|
|
|
EUR |
|
|
|
8,872 |
|
|
|
219 |
|
BNP Paribas |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
10,298,030 |
|
|
|
USD |
|
|
|
665 |
|
|
|
10 |
|
BNP Paribas |
|
|
04/05/24 |
|
|
|
USD |
|
|
|
2,994 |
|
|
|
THB |
|
|
|
101,725 |
|
|
|
(150 |
) |
BNP Paribas |
|
|
04/18/24 |
|
|
|
EUR |
|
|
|
409 |
|
|
|
RON |
|
|
|
2,045 |
|
|
|
2 |
|
BNP Paribas |
|
|
05/09/24 |
|
|
|
CNY |
|
|
|
20,879 |
|
|
|
USD |
|
|
|
2,915 |
|
|
|
(31 |
) |
Citigroup |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
2,795 |
|
|
|
BRL |
|
|
|
13,828 |
|
|
|
(12 |
) |
Citigroup |
|
|
03/04/24 |
|
|
|
BRL |
|
|
|
52,808 |
|
|
|
USD |
|
|
|
10,680 |
|
|
|
52 |
|
Citigroup |
|
|
03/04/24 |
|
|
|
BRL |
|
|
|
1,910 |
|
|
|
USD |
|
|
|
384 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/05/24 |
|
|
|
USD |
|
|
|
1,250 |
|
|
|
EUR |
|
|
|
1,145 |
|
|
|
(10 |
) |
Citigroup |
|
|
03/05/24 |
|
|
|
USD |
|
|
|
4,338 |
|
|
|
CLP |
|
|
|
4,078,345 |
|
|
|
(121 |
) |
Citigroup |
|
|
03/05/24 |
|
|
|
EUR |
|
|
|
9,112 |
|
|
|
USD |
|
|
|
9,937 |
|
|
|
76 |
|
Citigroup |
|
|
03/07/24 |
|
|
|
EGP |
|
|
|
75,145 |
|
|
|
USD |
|
|
|
2,057 |
|
|
|
(328 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
600 |
|
|
|
EGP |
|
|
|
27,778 |
|
|
|
207 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
736 |
|
|
|
TRY |
|
|
|
23,610 |
|
|
|
7 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
931 |
|
|
|
NGN |
|
|
|
578,453 |
|
|
|
(557 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,030 |
|
|
|
HUF |
|
|
|
405,636 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,193 |
|
|
|
CZK |
|
|
|
29,728 |
|
|
|
(21 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,259 |
|
|
|
EUR |
|
|
|
1,162 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,296 |
|
|
|
IDR |
|
|
|
35,710,589 |
|
|
|
(23 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
SGD |
|
|
|
2,504 |
|
|
|
USD |
|
|
|
1,866 |
|
|
|
2 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,398 |
|
|
|
ZAR |
|
|
|
63,694 |
|
|
|
(82 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
RON |
|
|
|
3,500 |
|
|
|
USD |
|
|
|
762 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
5,224 |
|
|
|
MXN |
|
|
|
91,740 |
|
|
|
137 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
6,005 |
|
|
|
KRW |
|
|
|
7,858,516 |
|
|
|
(104 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
6,037 |
|
|
|
KZT |
|
|
|
2,824,284 |
|
|
|
204 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
6,164 |
|
|
|
PLN |
|
|
|
26,920 |
|
|
|
76 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
213 |
|
|
|
PLN |
|
|
|
921 |
|
|
$ |
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
8,310 |
|
|
|
USD |
|
|
|
9,054 |
|
|
|
56 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
8,725 |
|
|
|
SGD |
|
|
|
11,640 |
|
|
|
(60 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
8,943 |
|
|
|
HUF |
|
|
|
3,155,500 |
|
|
|
(269 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
6,909 |
|
|
|
CZK |
|
|
|
161,879 |
|
|
|
14 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,095 |
|
|
|
CZK |
|
|
|
48,901 |
|
|
|
(4 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
9,735 |
|
|
|
THB |
|
|
|
343,524 |
|
|
|
(143 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
11,800 |
|
|
|
USD |
|
|
|
522 |
|
|
|
17 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
CNY |
|
|
|
21,121 |
|
|
|
USD |
|
|
|
2,930 |
|
|
|
(27 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
5,844 |
|
|
|
EUR |
|
|
|
1,356 |
|
|
|
3 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
16,213 |
|
|
|
EUR |
|
|
|
3,724 |
|
|
|
(34 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
TRY |
|
|
|
23,610 |
|
|
|
USD |
|
|
|
745 |
|
|
|
2 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
8,433 |
|
|
|
USD |
|
|
|
2,115 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
33,667 |
|
|
|
USD |
|
|
|
8,431 |
|
|
|
(11 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
ZMW |
|
|
|
49,202 |
|
|
|
USD |
|
|
|
2,004 |
|
|
|
(93 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
51,025 |
|
|
|
USD |
|
|
|
2,753 |
|
|
|
96 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
10,980 |
|
|
|
USD |
|
|
|
572 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
MXN |
|
|
|
79,070 |
|
|
|
USD |
|
|
|
4,592 |
|
|
|
(29 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
EGP |
|
|
|
98,605 |
|
|
|
USD |
|
|
|
2,568 |
|
|
|
(296 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
PHP |
|
|
|
54,219 |
|
|
|
USD |
|
|
|
981 |
|
|
|
15 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
PHP |
|
|
|
46,258 |
|
|
|
USD |
|
|
|
822 |
|
|
|
(2 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
206,030 |
|
|
|
USD |
|
|
|
585 |
|
|
|
19 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
233,764 |
|
|
|
USD |
|
|
|
6,641 |
|
|
|
114 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
96,830 |
|
|
|
USD |
|
|
|
2,702 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
NGN |
|
|
|
578,453 |
|
|
|
USD |
|
|
|
869 |
|
|
|
496 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
KRW |
|
|
|
199,323 |
|
|
|
USD |
|
|
|
154 |
|
|
|
4 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
KRW |
|
|
|
711,364 |
|
|
|
USD |
|
|
|
534 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
2,697,225 |
|
|
|
USD |
|
|
|
3,056 |
|
|
|
268 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
10,183,440 |
|
|
|
USD |
|
|
|
657 |
|
|
|
9 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
COP |
|
|
|
5,100,000 |
|
|
|
USD |
|
|
|
1,312 |
|
|
|
16 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
COP |
|
|
|
39,720,447 |
|
|
|
USD |
|
|
|
9,878 |
|
|
|
(213 |
) |
Citigroup |
|
|
03/27/24 |
|
|
|
USD |
|
|
|
1,462 |
|
|
|
UYU |
|
|
|
58,538 |
|
|
|
29 |
|
Citigroup |
|
|
03/27/24 |
|
|
|
UYU |
|
|
|
27,316 |
|
|
|
USD |
|
|
|
697 |
|
|
|
1 |
|
Citigroup |
|
|
03/29/24 |
|
|
|
USD |
|
|
|
1,468 |
|
|
|
TWD |
|
|
|
46,288 |
|
|
|
(3 |
) |
Citigroup |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
665 |
|
|
|
EGP |
|
|
|
29,185 |
|
|
|
104 |
|
Citigroup |
|
|
04/02/24 |
|
|
|
EGP |
|
|
|
34,335 |
|
|
|
USD |
|
|
|
880 |
|
|
|
(24 |
) |
Citigroup |
|
|
04/03/24 |
|
|
|
USD |
|
|
|
609 |
|
|
|
BRL |
|
|
|
3,020 |
|
|
|
(3 |
) |
Citigroup |
|
|
04/03/24 |
|
|
|
USD |
|
|
|
1,717 |
|
|
|
EUR |
|
|
|
1,585 |
|
|
|
— |
|
Citigroup |
|
|
04/03/24 |
|
|
|
EUR |
|
|
|
2,713 |
|
|
|
USD |
|
|
|
2,948 |
|
|
|
9 |
|
Citigroup |
|
|
04/04/24 |
|
|
|
USD |
|
|
|
4,131 |
|
|
|
CLP |
|
|
|
4,078,345 |
|
|
|
82 |
|
Citigroup |
|
|
04/05/24 |
|
|
|
THB |
|
|
|
146 |
|
|
|
USD |
|
|
|
4 |
|
|
|
— |
|
Citigroup |
|
|
04/18/24 |
|
|
|
EUR |
|
|
|
2,781 |
|
|
|
RON |
|
|
|
13,903 |
|
|
|
11 |
|
Citigroup |
|
|
04/18/24 |
|
|
|
RON |
|
|
|
6,227 |
|
|
|
EUR |
|
|
|
1,250 |
|
|
|
(1 |
) |
Citigroup |
|
|
06/04/24 |
|
|
|
USD |
|
|
|
6,685 |
|
|
|
BRL |
|
|
|
33,676 |
|
|
|
31 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
UGX |
|
|
|
8,964,093 |
|
|
|
USD |
|
|
|
2,262 |
|
|
|
5 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
UGX |
|
|
|
10,028,198 |
|
|
|
USD |
|
|
|
2,512 |
|
|
|
(13 |
) |
Citigroup |
|
|
07/26/24 |
|
|
|
USD |
|
|
|
1,539 |
|
|
|
NGN |
|
|
|
1,913,988 |
|
|
|
(311 |
) |
Citigroup |
|
|
11/20/24 |
|
|
|
USD |
|
|
|
1,452 |
|
|
|
NGN |
|
|
|
2,426,002 |
|
|
|
67 |
|
Citigroup |
|
|
01/22/25 |
|
|
|
USD |
|
|
|
1,545 |
|
|
|
EGP |
|
|
|
76,101 |
|
|
|
(33 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
01/22/25 |
|
|
|
EGP |
|
|
|
27,778 |
|
|
|
USD |
|
|
|
486 |
|
|
$ |
(66 |
) |
Citigroup |
|
|
02/13/25 |
|
|
|
USD |
|
|
|
862 |
|
|
|
NGN |
|
|
|
1,492,679 |
|
|
|
52 |
|
Deutsche Bank |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,098 |
|
|
|
CZK |
|
|
|
27,950 |
|
|
|
6 |
|
Deutsche Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,988 |
|
|
|
MXN |
|
|
|
51,505 |
|
|
|
22 |
|
Deutsche Bank |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
11,831 |
|
|
|
EUR |
|
|
|
2,727 |
|
|
|
(14 |
) |
Deutsche Bank |
|
|
04/03/24 |
|
|
|
BRL |
|
|
|
3,343 |
|
|
|
USD |
|
|
|
681 |
|
|
|
10 |
|
Deutsche Bank |
|
|
04/11/24 |
|
|
|
USD |
|
|
|
1,192 |
|
|
|
THB |
|
|
|
42,300 |
|
|
|
(9 |
) |
Goldman Sachs |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
7,004 |
|
|
|
BRL |
|
|
|
34,820 |
|
|
|
4 |
|
Goldman Sachs |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
5,716 |
|
|
|
BRL |
|
|
|
28,234 |
|
|
|
(34 |
) |
Goldman Sachs |
|
|
03/04/24 |
|
|
|
BRL |
|
|
|
36,407 |
|
|
|
USD |
|
|
|
7,385 |
|
|
|
58 |
|
Goldman Sachs |
|
|
03/05/24 |
|
|
|
EUR |
|
|
|
1,091 |
|
|
|
USD |
|
|
|
1,170 |
|
|
|
(11 |
) |
Goldman Sachs |
|
|
03/05/24 |
|
|
|
USD |
|
|
|
4,578 |
|
|
|
EUR |
|
|
|
4,224 |
|
|
|
(7 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
655 |
|
|
|
RON |
|
|
|
3,000 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,189 |
|
|
|
NGN |
|
|
|
745,278 |
|
|
|
(708 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,193 |
|
|
|
CZK |
|
|
|
29,728 |
|
|
|
(21 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,367 |
|
|
|
PLN |
|
|
|
5,966 |
|
|
|
16 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
727 |
|
|
|
PLN |
|
|
|
2,900 |
|
|
|
— |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
853 |
|
|
|
PLN |
|
|
|
3,400 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
483 |
|
|
|
CZK |
|
|
|
11,300 |
|
|
|
— |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,102 |
|
|
|
CZK |
|
|
|
25,170 |
|
|
|
(26 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
794 |
|
|
|
HUF |
|
|
|
289,000 |
|
|
|
— |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,190 |
|
|
|
HUF |
|
|
|
415,490 |
|
|
|
(48 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
2,719 |
|
|
|
HUF |
|
|
|
1,061,270 |
|
|
|
(27 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,891 |
|
|
|
KRW |
|
|
|
3,777,804 |
|
|
|
(54 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
SGD |
|
|
|
3,708 |
|
|
|
USD |
|
|
|
2,760 |
|
|
|
— |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
5,510 |
|
|
|
USD |
|
|
|
1,372 |
|
|
|
(9 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
5,864 |
|
|
|
EUR |
|
|
|
1,362 |
|
|
|
5 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,868 |
|
|
|
TRY |
|
|
|
92,000 |
|
|
|
26 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
4,273 |
|
|
|
TRY |
|
|
|
134,880 |
|
|
|
(30 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
11,100 |
|
|
|
USD |
|
|
|
12,050 |
|
|
|
30 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
12,005 |
|
|
|
THB |
|
|
|
419,768 |
|
|
|
(284 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
CNY |
|
|
|
16,381 |
|
|
|
USD |
|
|
|
2,279 |
|
|
|
(14 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
16,609 |
|
|
|
ZAR |
|
|
|
316,900 |
|
|
|
(110 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
26,100 |
|
|
|
MXN |
|
|
|
459,102 |
|
|
|
732 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
TRY |
|
|
|
44,490 |
|
|
|
USD |
|
|
|
1,409 |
|
|
|
10 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
INR |
|
|
|
137,773 |
|
|
|
USD |
|
|
|
1,656 |
|
|
|
(4 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
263,972 |
|
|
|
USD |
|
|
|
7,419 |
|
|
|
48 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
330,570 |
|
|
|
USD |
|
|
|
9,135 |
|
|
|
(96 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
29,000 |
|
|
|
USD |
|
|
|
1,532 |
|
|
|
22 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
663,600 |
|
|
|
USD |
|
|
|
34,335 |
|
|
|
(214 |
) |
Goldman Sachs |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
2,313,814 |
|
|
|
USD |
|
|
|
6,468 |
|
|
|
108 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
3,455,353 |
|
|
|
USD |
|
|
|
3,818 |
|
|
|
246 |
|
Goldman Sachs |
|
|
03/20/24 |
|
|
|
COP |
|
|
|
33,604,926 |
|
|
|
USD |
|
|
|
8,244 |
|
|
|
(294 |
) |
Goldman Sachs |
|
|
04/03/24 |
|
|
|
USD |
|
|
|
590 |
|
|
|
EUR |
|
|
|
545 |
|
|
|
— |
|
Goldman Sachs |
|
|
04/03/24 |
|
|
|
EUR |
|
|
|
4,224 |
|
|
|
USD |
|
|
|
4,583 |
|
|
|
7 |
|
Goldman Sachs |
|
|
04/03/24 |
|
|
|
USD |
|
|
|
2,209 |
|
|
|
BRL |
|
|
|
11,011 |
|
|
|
— |
|
Goldman Sachs |
|
|
04/03/24 |
|
|
|
USD |
|
|
|
2,019 |
|
|
|
BRL |
|
|
|
9,998 |
|
|
|
(13 |
) |
Goldman Sachs |
|
|
04/03/24 |
|
|
|
BRL |
|
|
|
4,111 |
|
|
|
USD |
|
|
|
825 |
|
|
|
— |
|
Goldman Sachs |
|
|
04/03/24 |
|
|
|
BRL |
|
|
|
3,897 |
|
|
|
USD |
|
|
|
782 |
|
|
|
— |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
04/04/24 |
|
|
|
THB |
|
|
|
40,535 |
|
|
|
USD |
|
|
|
1,129 |
|
|
$ |
(4 |
) |
Goldman Sachs |
|
|
04/16/24 |
|
|
|
USD |
|
|
|
1,486 |
|
|
|
INR |
|
|
|
123,743 |
|
|
|
4 |
|
Goldman Sachs |
|
|
04/18/24 |
|
|
|
PEN |
|
|
|
3,780 |
|
|
|
USD |
|
|
|
1,021 |
|
|
|
19 |
|
Goldman Sachs |
|
|
05/09/24 |
|
|
|
USD |
|
|
|
2,921 |
|
|
|
INR |
|
|
|
243,281 |
|
|
|
7 |
|
Goldman Sachs |
|
|
05/09/24 |
|
|
|
INR |
|
|
|
60,729 |
|
|
|
USD |
|
|
|
731 |
|
|
|
— |
|
Goldman Sachs |
|
|
06/04/24 |
|
|
|
USD |
|
|
|
28,003 |
|
|
|
BRL |
|
|
|
141,189 |
|
|
|
155 |
|
Goldman Sachs |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
18,162 |
|
|
|
INR |
|
|
|
1,512,490 |
|
|
|
13 |
|
Goldman Sachs |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
18,181 |
|
|
|
SGD |
|
|
|
24,280 |
|
|
|
(31 |
) |
Goldman Sachs |
|
|
06/20/24 |
|
|
|
CNY |
|
|
|
63,000 |
|
|
|
USD |
|
|
|
8,821 |
|
|
|
(65 |
) |
Goldman Sachs |
|
|
06/20/24 |
|
|
|
THB |
|
|
|
147,530 |
|
|
|
USD |
|
|
|
4,138 |
|
|
|
(15 |
) |
Goldman Sachs |
|
|
06/20/24 |
|
|
|
TWD |
|
|
|
517,500 |
|
|
|
USD |
|
|
|
16,581 |
|
|
|
49 |
|
Goldman Sachs |
|
|
01/09/25 |
|
|
|
USD |
|
|
|
1,081 |
|
|
|
TRY |
|
|
|
45,362 |
|
|
|
(37 |
) |
JPMorgan Chase Bank |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
1,022 |
|
|
|
PHP |
|
|
|
56,436 |
|
|
|
(18 |
) |
JPMorgan Chase Bank |
|
|
03/04/24 |
|
|
|
EUR |
|
|
|
1,439 |
|
|
|
USD |
|
|
|
1,567 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
5,056 |
|
|
|
BRL |
|
|
|
24,951 |
|
|
|
(34 |
) |
JPMorgan Chase Bank |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
7,338 |
|
|
|
CNY |
|
|
|
52,016 |
|
|
|
(106 |
) |
JPMorgan Chase Bank |
|
|
03/04/24 |
|
|
|
CNY |
|
|
|
52,016 |
|
|
|
USD |
|
|
|
7,233 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
03/04/24 |
|
|
|
PHP |
|
|
|
56,436 |
|
|
|
USD |
|
|
|
1,014 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
03/05/24 |
|
|
|
EUR |
|
|
|
3,243 |
|
|
|
USD |
|
|
|
3,545 |
|
|
|
35 |
|
JPMorgan Chase Bank |
|
|
03/05/24 |
|
|
|
EUR |
|
|
|
980 |
|
|
|
USD |
|
|
|
1,056 |
|
|
|
(5 |
) |
JPMorgan Chase Bank |
|
|
03/05/24 |
|
|
|
USD |
|
|
|
7,176 |
|
|
|
EUR |
|
|
|
6,656 |
|
|
|
27 |
|
JPMorgan Chase Bank |
|
|
03/05/24 |
|
|
|
USD |
|
|
|
1,035 |
|
|
|
EUR |
|
|
|
953 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
03/06/24 |
|
|
|
USD |
|
|
|
5,290 |
|
|
|
IDR |
|
|
|
82,676,905 |
|
|
|
(29 |
) |
JPMorgan Chase Bank |
|
|
03/06/24 |
|
|
|
IDR |
|
|
|
82,676,905 |
|
|
|
USD |
|
|
|
5,194 |
|
|
|
(67 |
) |
JPMorgan Chase Bank |
|
|
03/07/24 |
|
|
|
MYR |
|
|
|
7,019 |
|
|
|
USD |
|
|
|
1,472 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
1,114 |
|
|
|
INR |
|
|
|
92,735 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
1,445 |
|
|
|
CLP |
|
|
|
1,395,803 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
821 |
|
|
|
KRW |
|
|
|
1,097,686 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
2,448 |
|
|
|
KRW |
|
|
|
3,256,590 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
4,424 |
|
|
|
THB |
|
|
|
154,720 |
|
|
|
(108 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
4,951 |
|
|
|
HUF |
|
|
|
1,726,181 |
|
|
|
(203 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
668 |
|
|
|
BRL |
|
|
|
3,324 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
USD |
|
|
|
16,287 |
|
|
|
BRL |
|
|
|
80,933 |
|
|
|
(10 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
BRL |
|
|
|
83,124 |
|
|
|
USD |
|
|
|
16,863 |
|
|
|
146 |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
BRL |
|
|
|
1,133 |
|
|
|
USD |
|
|
|
227 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
INR |
|
|
|
92,735 |
|
|
|
USD |
|
|
|
1,118 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
THB |
|
|
|
154,720 |
|
|
|
USD |
|
|
|
4,317 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
CLP |
|
|
|
1,395,803 |
|
|
|
USD |
|
|
|
1,612 |
|
|
|
169 |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
HUF |
|
|
|
154,374 |
|
|
|
USD |
|
|
|
440 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
HUF |
|
|
|
1,571,807 |
|
|
|
USD |
|
|
|
4,316 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
03/11/24 |
|
|
|
KRW |
|
|
|
4,354,276 |
|
|
|
USD |
|
|
|
3,377 |
|
|
|
107 |
|
JPMorgan Chase Bank |
|
|
03/12/24 |
|
|
|
CNY |
|
|
|
38,061 |
|
|
|
USD |
|
|
|
5,368 |
|
|
|
58 |
|
JPMorgan Chase Bank |
|
|
03/13/24 |
|
|
|
USD |
|
|
|
3,350 |
|
|
|
IDR |
|
|
|
52,872,267 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
|
03/18/24 |
|
|
|
USD |
|
|
|
919 |
|
|
|
PEN |
|
|
|
3,527 |
|
|
|
16 |
|
JPMorgan Chase Bank |
|
|
03/18/24 |
|
|
|
PEN |
|
|
|
9,951 |
|
|
|
USD |
|
|
|
2,579 |
|
|
|
(58 |
) |
JPMorgan Chase Bank |
|
|
03/19/24 |
|
|
|
EUR |
|
|
|
2,615 |
|
|
|
USD |
|
|
|
2,852 |
|
|
|
21 |
|
JPMorgan Chase Bank |
|
|
03/19/24 |
|
|
|
USD |
|
|
|
2,857 |
|
|
|
BRL |
|
|
|
14,207 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
72 |
|
|
|
MXN |
|
|
|
1,248 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
821 |
|
|
|
TRY |
|
|
|
25,930 |
|
|
|
(5 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
838 |
|
|
|
GHS |
|
|
|
9,865 |
|
|
$ |
(59 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,454 |
|
|
|
KRW |
|
|
|
1,886,331 |
|
|
|
(37 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,484 |
|
|
|
CLP |
|
|
|
1,426,988 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,661 |
|
|
|
CZK |
|
|
|
41,359 |
|
|
|
(30 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,992 |
|
|
|
ZAR |
|
|
|
38,140 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,691 |
|
|
|
MYR |
|
|
|
12,513 |
|
|
|
(42 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,760 |
|
|
|
IDR |
|
|
|
42,845,523 |
|
|
|
(34 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,043 |
|
|
|
COP |
|
|
|
12,204,915 |
|
|
|
58 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
4,485 |
|
|
|
PLN |
|
|
|
19,669 |
|
|
|
75 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CNY |
|
|
|
4,551 |
|
|
|
USD |
|
|
|
636 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
MYR |
|
|
|
5,070 |
|
|
|
USD |
|
|
|
1,086 |
|
|
|
13 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
5,098 |
|
|
|
CNY |
|
|
|
36,673 |
|
|
|
36 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,408 |
|
|
|
CNY |
|
|
|
17,151 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
7,763 |
|
|
|
EUR |
|
|
|
1,784 |
|
|
|
(14 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
MXN |
|
|
|
8,400 |
|
|
|
USD |
|
|
|
490 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
12,563 |
|
|
|
RON |
|
|
|
57,920 |
|
|
|
49 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
533 |
|
|
|
RON |
|
|
|
2,400 |
|
|
|
(10 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
15,956 |
|
|
|
USD |
|
|
|
864 |
|
|
|
34 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
104,700 |
|
|
|
USD |
|
|
|
2,955 |
|
|
|
32 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
INR |
|
|
|
123,461 |
|
|
|
USD |
|
|
|
1,487 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
127,075 |
|
|
|
EUR |
|
|
|
328 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
1,427,165 |
|
|
|
USD |
|
|
|
1,471 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
30,872,224 |
|
|
|
USD |
|
|
|
1,980 |
|
|
|
16 |
|
JPMorgan Chase Bank |
|
|
03/21/24 |
|
|
|
USD |
|
|
|
683 |
|
|
|
IDR |
|
|
|
10,707,482 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
03/25/24 |
|
|
|
USD |
|
|
|
148 |
|
|
|
IDR |
|
|
|
2,319,056 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/25/24 |
|
|
|
IDR |
|
|
|
173,399,919 |
|
|
|
USD |
|
|
|
11,101 |
|
|
|
69 |
|
JPMorgan Chase Bank |
|
|
03/27/24 |
|
|
|
USD |
|
|
|
4,731 |
|
|
|
COP |
|
|
|
18,640,946 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/28/24 |
|
|
|
USD |
|
|
|
198 |
|
|
|
ZAR |
|
|
|
3,800 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
118 |
|
|
|
EGP |
|
|
|
5,150 |
|
|
|
18 |
|
JPMorgan Chase Bank |
|
|
04/03/24 |
|
|
|
BRL |
|
|
|
7,436 |
|
|
|
USD |
|
|
|
1,505 |
|
|
|
13 |
|
JPMorgan Chase Bank |
|
|
04/11/24 |
|
|
|
THB |
|
|
|
102,767 |
|
|
|
USD |
|
|
|
2,959 |
|
|
|
83 |
|
JPMorgan Chase Bank |
|
|
04/12/24 |
|
|
|
USD |
|
|
|
1,117 |
|
|
|
INR |
|
|
|
92,735 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
04/15/24 |
|
|
|
USD |
|
|
|
83 |
|
|
|
HUF |
|
|
|
29,277 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
04/15/24 |
|
|
|
USD |
|
|
|
315 |
|
|
|
ZAR |
|
|
|
5,917 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
04/15/24 |
|
|
|
USD |
|
|
|
3,248 |
|
|
|
PHP |
|
|
|
181,026 |
|
|
|
(19 |
) |
JPMorgan Chase Bank |
|
|
04/15/24 |
|
|
|
PLN |
|
|
|
8,591 |
|
|
|
USD |
|
|
|
2,154 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
04/15/24 |
|
|
|
HUF |
|
|
|
283,348 |
|
|
|
USD |
|
|
|
809 |
|
|
|
31 |
|
JPMorgan Chase Bank |
|
|
04/15/24 |
|
|
|
ZAR |
|
|
|
504,592 |
|
|
|
USD |
|
|
|
26,629 |
|
|
|
415 |
|
JPMorgan Chase Bank |
|
|
04/15/24 |
|
|
|
ZAR |
|
|
|
9,403 |
|
|
|
USD |
|
|
|
487 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
04/18/24 |
|
|
|
EUR |
|
|
|
192 |
|
|
|
RON |
|
|
|
959 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
554 |
|
|
|
THB |
|
|
|
19,451 |
|
|
|
(10 |
) |
JPMorgan Chase Bank |
|
|
04/24/24 |
|
|
|
EUR |
|
|
|
700 |
|
|
|
USD |
|
|
|
757 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
04/26/24 |
|
|
|
COP |
|
|
|
1,390,000 |
|
|
|
USD |
|
|
|
350 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
05/02/24 |
|
|
|
USD |
|
|
|
1,423 |
|
|
|
INR |
|
|
|
118,697 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
05/02/24 |
|
|
|
COP |
|
|
|
2,115,579 |
|
|
|
USD |
|
|
|
523 |
|
|
|
(11 |
) |
JPMorgan Chase Bank |
|
|
05/06/24 |
|
|
|
USD |
|
|
|
3,303 |
|
|
|
PHP |
|
|
|
186,253 |
|
|
|
19 |
|
JPMorgan Chase Bank |
|
|
05/07/24 |
|
|
|
IDR |
|
|
|
82,676,905 |
|
|
|
USD |
|
|
|
5,279 |
|
|
|
24 |
|
JPMorgan Chase Bank |
|
|
05/13/24 |
|
|
|
USD |
|
|
|
2,770 |
|
|
|
RON |
|
|
|
12,766 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
|
05/13/24 |
|
|
|
USD |
|
|
|
5,254 |
|
|
|
PLN |
|
|
|
21,068 |
|
|
|
26 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
05/13/24 |
|
|
|
USD |
|
|
|
52 |
|
|
|
ZAR |
|
|
|
1,018 |
|
|
$ |
— |
|
JPMorgan Chase Bank |
|
|
05/13/24 |
|
|
|
USD |
|
|
|
25,346 |
|
|
|
ZAR |
|
|
|
478,579 |
|
|
|
(544 |
) |
JPMorgan Chase Bank |
|
|
05/13/24 |
|
|
|
MXN |
|
|
|
341,893 |
|
|
|
USD |
|
|
|
19,641 |
|
|
|
(168 |
) |
JPMorgan Chase Bank |
|
|
05/20/24 |
|
|
|
USD |
|
|
|
1,718 |
|
|
|
PHP |
|
|
|
96,394 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
05/20/24 |
|
|
|
USD |
|
|
|
7,314 |
|
|
|
BRL |
|
|
|
36,735 |
|
|
|
23 |
|
JPMorgan Chase Bank |
|
|
05/20/24 |
|
|
|
USD |
|
|
|
13,934 |
|
|
|
KRW |
|
|
|
18,402,664 |
|
|
|
(80 |
) |
JPMorgan Chase Bank |
|
|
05/20/24 |
|
|
|
CLP |
|
|
|
267,058 |
|
|
|
USD |
|
|
|
273 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
05/21/24 |
|
|
|
USD |
|
|
|
3,179 |
|
|
|
HUF |
|
|
|
1,153,730 |
|
|
|
(19 |
) |
JPMorgan Chase Bank |
|
|
06/03/24 |
|
|
|
USD |
|
|
|
807 |
|
|
|
PHP |
|
|
|
44,936 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
06/03/24 |
|
|
|
USD |
|
|
|
7,279 |
|
|
|
CNY |
|
|
|
52,016 |
|
|
|
53 |
|
JPMorgan Chase Bank |
|
|
06/10/24 |
|
|
|
USD |
|
|
|
4,294 |
|
|
|
HUF |
|
|
|
1,571,807 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
|
06/10/24 |
|
|
|
USD |
|
|
|
4,340 |
|
|
|
THB |
|
|
|
154,720 |
|
|
|
11 |
|
JPMorgan Chase Bank |
|
|
06/10/24 |
|
|
|
BRL |
|
|
|
75,991 |
|
|
|
USD |
|
|
|
15,147 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
06/10/24 |
|
|
|
KRW |
|
|
|
1,097,686 |
|
|
|
USD |
|
|
|
826 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
06/10/24 |
|
|
|
CLP |
|
|
|
1,395,803 |
|
|
|
USD |
|
|
|
1,441 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
524 |
|
|
|
GHS |
|
|
|
6,914 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
02/10/25 |
|
|
|
USD |
|
|
|
773 |
|
|
|
NGN |
|
|
|
1,167,922 |
|
|
|
(58 |
) |
Merrill Lynch |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,329 |
|
|
|
MXN |
|
|
|
23,120 |
|
|
|
23 |
|
Merrill Lynch |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,281 |
|
|
|
COP |
|
|
|
9,035,868 |
|
|
|
14 |
|
Merrill Lynch |
|
|
03/20/24 |
|
|
|
PEN |
|
|
|
11,668 |
|
|
|
USD |
|
|
|
3,068 |
|
|
|
(24 |
) |
Merrill Lynch |
|
|
03/20/24 |
|
|
|
MXN |
|
|
|
120,930 |
|
|
|
USD |
|
|
|
6,874 |
|
|
|
(194 |
) |
Merrill Lynch |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
339,940 |
|
|
|
USD |
|
|
|
382 |
|
|
|
31 |
|
Merrill Lynch |
|
|
03/20/24 |
|
|
|
KZT |
|
|
|
2,824,284 |
|
|
|
USD |
|
|
|
6,204 |
|
|
|
(37 |
) |
Merrill Lynch |
|
|
08/02/24 |
|
|
|
USD |
|
|
|
2,651 |
|
|
|
KES |
|
|
|
414,940 |
|
|
|
127 |
|
Midland Walwyn Capital Inc. |
|
|
03/07/24 |
|
|
|
MYR |
|
|
|
7,021 |
|
|
|
USD |
|
|
|
1,470 |
|
|
|
(11 |
) |
Midland Walwyn Capital Inc. |
|
|
03/08/24 |
|
|
|
USD |
|
|
|
1,427 |
|
|
|
MYR |
|
|
|
6,784 |
|
|
|
4 |
|
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
993 |
|
|
|
MXN |
|
|
|
17,548 |
|
|
|
33 |
|
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
MYR |
|
|
|
2,064 |
|
|
|
USD |
|
|
|
445 |
|
|
|
8 |
|
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
2,692 |
|
|
|
HUF |
|
|
|
1,044,681 |
|
|
|
(43 |
) |
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
5,311 |
|
|
|
CNY |
|
|
|
37,717 |
|
|
|
(32 |
) |
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
6,689 |
|
|
|
EUR |
|
|
|
1,536 |
|
|
|
(14 |
) |
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
CNY |
|
|
|
20,013 |
|
|
|
USD |
|
|
|
2,792 |
|
|
|
(10 |
) |
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
KRW |
|
|
|
248,306 |
|
|
|
USD |
|
|
|
190 |
|
|
|
4 |
|
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
1,066,664 |
|
|
|
EUR |
|
|
|
2,728 |
|
|
|
22 |
|
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
12,869,090 |
|
|
|
USD |
|
|
|
830 |
|
|
|
11 |
|
Midland Walwyn Capital Inc. |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
61,235,497 |
|
|
|
USD |
|
|
|
3,896 |
|
|
|
— |
|
Midland Walwyn Capital Inc. |
|
|
04/03/24 |
|
|
|
BRL |
|
|
|
4,053 |
|
|
|
USD |
|
|
|
812 |
|
|
|
(1 |
) |
Midland Walwyn Capital Inc. |
|
|
04/18/24 |
|
|
|
THB |
|
|
|
57,140 |
|
|
|
USD |
|
|
|
1,598 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
03/05/24 |
|
|
|
EUR |
|
|
|
330 |
|
|
|
USD |
|
|
|
356 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
03/05/24 |
|
|
|
USD |
|
|
|
1,909 |
|
|
|
EUR |
|
|
|
1,778 |
|
|
|
16 |
|
Morgan Stanley |
|
|
03/19/24 |
|
|
|
USD |
|
|
|
2,877 |
|
|
|
MXN |
|
|
|
49,806 |
|
|
|
34 |
|
Morgan Stanley |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
458 |
|
|
|
CNY |
|
|
|
3,267 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,072 |
|
|
|
MXN |
|
|
|
18,436 |
|
|
|
5 |
|
Morgan Stanley |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,426 |
|
|
|
ZAR |
|
|
|
27,127 |
|
|
|
(14 |
) |
Morgan Stanley |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,545 |
|
|
|
CLP |
|
|
|
1,367,819 |
|
|
|
(131 |
) |
Morgan Stanley |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
4,125 |
|
|
|
CZK |
|
|
|
102,943 |
|
|
|
(64 |
) |
Morgan Stanley |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
54,537 |
|
|
|
USD |
|
|
|
2,911 |
|
|
|
72 |
|
Morgan Stanley |
|
|
03/20/24 |
|
|
|
MXN |
|
|
|
63,223 |
|
|
|
USD |
|
|
|
3,686 |
|
|
|
(8 |
) |
Morgan Stanley |
|
|
03/20/24 |
|
|
|
INR |
|
|
|
137,233 |
|
|
|
USD |
|
|
|
1,652 |
|
|
|
(3 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
1,051,085 |
|
|
|
EUR |
|
|
|
2,724 |
|
|
$ |
60 |
|
Morgan Stanley |
|
|
03/20/24 |
|
|
|
COP |
|
|
|
4,640,067 |
|
|
|
USD |
|
|
|
1,170 |
|
|
|
(9 |
) |
Morgan Stanley |
|
|
03/21/24 |
|
|
|
JPY |
|
|
|
102,000 |
|
|
|
USD |
|
|
|
683 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
03/28/24 |
|
|
|
USD |
|
|
|
405 |
|
|
|
ZAR |
|
|
|
7,800 |
|
|
|
1 |
|
Morgan Stanley |
|
|
03/28/24 |
|
|
|
ZAR |
|
|
|
67,000 |
|
|
|
USD |
|
|
|
3,490 |
|
|
|
5 |
|
Morgan Stanley |
|
|
04/03/24 |
|
|
|
USD |
|
|
|
26,658 |
|
|
|
BRL |
|
|
|
132,425 |
|
|
|
(89 |
) |
Morgan Stanley |
|
|
04/05/24 |
|
|
|
THB |
|
|
|
103,322 |
|
|
|
USD |
|
|
|
2,980 |
|
|
|
91 |
|
Morgan Stanley |
|
|
04/10/24 |
|
|
|
HKD |
|
|
|
104,900 |
|
|
|
USD |
|
|
|
13,458 |
|
|
|
41 |
|
Morgan Stanley |
|
|
04/18/24 |
|
|
|
PEN |
|
|
|
3,341 |
|
|
|
USD |
|
|
|
885 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
04/18/24 |
|
|
|
GBP |
|
|
|
6,400 |
|
|
|
USD |
|
|
|
8,105 |
|
|
|
9 |
|
Morgan Stanley |
|
|
04/18/24 |
|
|
|
GBP |
|
|
|
500 |
|
|
|
USD |
|
|
|
632 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
04/24/24 |
|
|
|
USD |
|
|
|
3,148 |
|
|
|
EUR |
|
|
|
2,900 |
|
|
|
(3 |
) |
Morgan Stanley |
|
|
04/24/24 |
|
|
|
EUR |
|
|
|
7,200 |
|
|
|
USD |
|
|
|
7,848 |
|
|
|
39 |
|
Morgan Stanley |
|
|
04/24/24 |
|
|
|
EUR |
|
|
|
800 |
|
|
|
USD |
|
|
|
867 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
05/02/24 |
|
|
|
COP |
|
|
|
28,069,022 |
|
|
|
USD |
|
|
|
7,057 |
|
|
|
(26 |
) |
Morgan Stanley |
|
|
01/09/25 |
|
|
|
TRY |
|
|
|
30,196 |
|
|
|
USD |
|
|
|
693 |
|
|
|
(2 |
) |
SCB Securities |
|
|
03/07/24 |
|
|
|
USD |
|
|
|
2,899 |
|
|
|
MYR |
|
|
|
13,440 |
|
|
|
(64 |
) |
SCB Securities |
|
|
03/19/24 |
|
|
|
USD |
|
|
|
2,867 |
|
|
|
INR |
|
|
|
238,986 |
|
|
|
14 |
|
SCB Securities |
|
|
03/19/24 |
|
|
|
BRL |
|
|
|
14,207 |
|
|
|
USD |
|
|
|
2,858 |
|
|
|
3 |
|
SCB Securities |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
443 |
|
|
|
IDR |
|
|
|
7,016,024 |
|
|
|
3 |
|
SCB Securities |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,195 |
|
|
|
THB |
|
|
|
111,233 |
|
|
|
(89 |
) |
SCB Securities |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
38,440,093 |
|
|
|
USD |
|
|
|
2,456 |
|
|
|
10 |
|
SCB Securities |
|
|
04/05/24 |
|
|
|
USD |
|
|
|
1,478 |
|
|
|
THB |
|
|
|
51,417 |
|
|
|
(40 |
) |
SCB Securities |
|
|
04/08/24 |
|
|
|
USD |
|
|
|
2,867 |
|
|
|
INR |
|
|
|
238,793 |
|
|
|
10 |
|
SCB Securities |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
1,594 |
|
|
|
PEN |
|
|
|
6,059 |
|
|
|
12 |
|
SCB Securities |
|
|
04/18/24 |
|
|
|
THB |
|
|
|
51,723 |
|
|
|
USD |
|
|
|
1,479 |
|
|
|
31 |
|
Standard Bank |
|
|
03/04/24 |
|
|
|
USD |
|
|
|
4,646 |
|
|
|
BRL |
|
|
|
22,969 |
|
|
|
(23 |
) |
Standard Bank |
|
|
03/04/24 |
|
|
|
EUR |
|
|
|
46,655 |
|
|
|
USD |
|
|
|
50,624 |
|
|
|
136 |
|
Standard Bank |
|
|
03/19/24 |
|
|
|
USD |
|
|
|
2,828 |
|
|
|
EUR |
|
|
|
2,615 |
|
|
|
3 |
|
Standard Bank |
|
|
03/19/24 |
|
|
|
MXN |
|
|
|
49,806 |
|
|
|
USD |
|
|
|
2,843 |
|
|
|
(69 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
195 |
|
|
|
HUF |
|
|
|
68,510 |
|
|
|
(6 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
882 |
|
|
|
PEN |
|
|
|
3,310 |
|
|
|
(5 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,399 |
|
|
|
MYR |
|
|
|
6,570 |
|
|
|
(8 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,769 |
|
|
|
GHS |
|
|
|
21,890 |
|
|
|
(42 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,922 |
|
|
|
ZAR |
|
|
|
75,620 |
|
|
|
15 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,629 |
|
|
|
ZAR |
|
|
|
31,030 |
|
|
|
(13 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
SGD |
|
|
|
6,357 |
|
|
|
USD |
|
|
|
4,743 |
|
|
|
11 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
7,162 |
|
|
|
IDR |
|
|
|
111,319,303 |
|
|
|
(79 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
10,416 |
|
|
|
THB |
|
|
|
368,721 |
|
|
|
(120 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
11,264 |
|
|
|
CNY |
|
|
|
81,020 |
|
|
|
77 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
18,119 |
|
|
|
PHP |
|
|
|
1,001,250 |
|
|
|
(283 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
30,070 |
|
|
|
USD |
|
|
|
1,321 |
|
|
|
35 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
3,500 |
|
|
|
USD |
|
|
|
883 |
|
|
|
5 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
33,010 |
|
|
|
USD |
|
|
|
8,185 |
|
|
|
(92 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
PEN |
|
|
|
47,091 |
|
|
|
USD |
|
|
|
12,650 |
|
|
|
171 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
PEN |
|
|
|
30,912 |
|
|
|
USD |
|
|
|
8,129 |
|
|
|
(62 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
MYR |
|
|
|
68,357 |
|
|
|
USD |
|
|
|
14,707 |
|
|
|
236 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
MYR |
|
|
|
9,930 |
|
|
|
USD |
|
|
|
2,084 |
|
|
|
(18 |
) |
Standard Bank |
|
|
03/20/24 |
|
|
|
CNY |
|
|
|
81,790 |
|
|
|
USD |
|
|
|
11,502 |
|
|
|
53 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
84,150 |
|
|
|
USD |
|
|
|
4,388 |
|
|
$ |
7 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
158,110 |
|
|
|
USD |
|
|
|
4,462 |
|
|
|
48 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
NGN |
|
|
|
745,278 |
|
|
|
USD |
|
|
|
1,126 |
|
|
|
646 |
|
Standard Bank |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
2,827,107 |
|
|
|
USD |
|
|
|
3,095 |
|
|
|
173 |
|
Standard Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
208 |
|
|
|
GHS |
|
|
|
2,689 |
|
|
|
(8 |
) |
Standard Bank |
|
|
06/20/24 |
|
|
|
UGX |
|
|
|
5,399,799 |
|
|
|
USD |
|
|
|
1,356 |
|
|
|
(4 |
) |
Standard Bank |
|
|
08/02/24 |
|
|
|
USD |
|
|
|
6,054 |
|
|
|
KES |
|
|
|
1,002,280 |
|
|
|
658 |
|
Standard Bank |
|
|
02/13/25 |
|
|
|
USD |
|
|
|
3,016 |
|
|
|
NGN |
|
|
|
4,841,000 |
|
|
|
(53 |
) |
State Street |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,464 |
|
|
|
KRW |
|
|
|
1,900,816 |
|
|
|
(37 |
) |
State Street |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,901 |
|
|
|
COP |
|
|
|
7,590,758 |
|
|
|
28 |
|
State Street |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
1,345,655 |
|
|
|
USD |
|
|
|
1,477 |
|
|
|
86 |
|
State Street |
|
|
04/03/24 |
|
|
|
USD |
|
|
|
3,113 |
|
|
|
BRL |
|
|
|
15,523 |
|
|
|
1 |
|
State Street |
|
|
04/03/24 |
|
|
|
BRL |
|
|
|
21,478 |
|
|
|
USD |
|
|
|
4,305 |
|
|
|
(4 |
) |
State Street |
|
|
04/03/24 |
|
|
|
EUR |
|
|
|
48,094 |
|
|
|
USD |
|
|
|
52,138 |
|
|
|
34 |
|
State Street |
|
|
05/20/24 |
|
|
|
CNY |
|
|
|
14,744 |
|
|
|
USD |
|
|
|
2,053 |
|
|
|
(27 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
201 |
|
A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:
Credit Default Swap - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Depreciation
(Thousands) |
|
CDX.EM.40.V1 12/20/2028 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
9,232 |
|
|
$ |
264 |
|
|
$ |
308 |
|
|
$ |
(44 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
1-DAY BRL - CETIP |
|
|
12.68% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
16,495 |
|
|
$ |
289 |
|
|
$ |
– |
|
|
$ |
289 |
|
1-DAY BRL - CETIP |
|
|
11.57% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
13,824 |
|
|
|
102 |
|
|
|
– |
|
|
|
102 |
|
1-DAY BRL - CETIP |
|
|
9.995% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
30,504 |
|
|
|
22 |
|
|
|
– |
|
|
|
22 |
|
1-DAY BRL - CETIP |
|
|
10.588% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
19,997 |
|
|
|
55 |
|
|
|
– |
|
|
|
55 |
|
1-DAY BRL - CETIP |
|
|
11.055% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
18,647 |
|
|
|
83 |
|
|
|
– |
|
|
|
83 |
|
1-DAY BROIS |
|
|
10.05% FIXED |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
36,676 |
|
|
|
(117 |
) |
|
|
(3 |
) |
|
|
(114 |
) |
1-DAY BRL - CETIP |
|
|
10.49% |
|
|
|
Annually |
|
|
|
01/02/2031 |
|
|
|
BRL |
|
|
|
5,339 |
|
|
|
(11 |
) |
|
|
– |
|
|
|
(11 |
) |
1-DAY BRL - CETIP |
|
|
10.4275% |
|
|
|
Annually |
|
|
|
01/02/2031 |
|
|
|
BRL |
|
|
|
8,339 |
|
|
|
(24 |
) |
|
|
– |
|
|
|
(24 |
) |
1-DAY BROIS + 0 BPS |
|
|
10.955% FIXED |
|
|
|
Annually |
|
|
|
01/02/2031 |
|
|
|
BRL |
|
|
|
2,050 |
|
|
|
15 |
|
|
|
– |
|
|
|
15 |
|
11.54% |
|
|
1-DAY BRL - CETIP |
|
|
|
Annually |
|
|
|
01/02/2031 |
|
|
|
BRL |
|
|
|
6,101 |
|
|
|
(127 |
) |
|
|
– |
|
|
|
(127 |
) |
1-DAY BRL - CETIP |
|
|
12.7575% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
21,758 |
|
|
|
384 |
|
|
|
– |
|
|
|
384 |
|
1-DAY BRL - CETIP |
|
|
9.69% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
10,190 |
|
|
|
(16 |
) |
|
|
– |
|
|
|
(16 |
) |
1-DAY BRL - CETIP |
|
|
10.17% |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
10,697 |
|
|
|
11 |
|
|
|
– |
|
|
|
11 |
|
CLICP |
|
|
4.68% |
|
|
|
Semi-Annually |
|
|
|
01/12/2027 |
|
|
|
CLP |
|
|
|
2,398,347 |
|
|
|
(18 |
) |
|
|
– |
|
|
|
(18 |
) |
CLICP |
|
|
4.85% |
|
|
|
Semi-Annually |
|
|
|
02/28/2027 |
|
|
|
CLP |
|
|
|
2,109,027 |
|
|
|
(6 |
) |
|
|
– |
|
|
|
(6 |
) |
6.12% |
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
10/24/2033 |
|
|
|
CLP |
|
|
|
1,730,729 |
|
|
|
(135 |
) |
|
|
– |
|
|
|
(135 |
) |
5.56% FIXED |
|
|
1-DAY CLOIS |
|
|
|
Semi-Annually |
|
|
|
12/20/2033 |
|
|
|
CLP |
|
|
|
3,700,000 |
|
|
|
(122 |
) |
|
|
(133 |
) |
|
|
11 |
|
1-DAY CLP - CLOIS |
|
|
1.36% |
|
|
|
Semi-Annually |
|
|
|
06/17/2025 |
|
|
|
CLP |
|
|
|
2,668,591 |
|
|
|
(132 |
) |
|
|
– |
|
|
|
(132 |
) |
2.33% |
|
|
1-DAY CLP - CLOIS |
|
|
|
Semi-Annually |
|
|
|
06/05/2030 |
|
|
|
CLP |
|
|
|
1,146,740 |
|
|
|
173 |
|
|
|
– |
|
|
|
173 |
|
IBRCOL |
|
|
7.35% FIXED |
|
|
|
Quarterly |
|
|
|
02/05/2027 |
|
|
|
COP |
|
|
|
10,613,176 |
|
|
|
(27 |
) |
|
|
– |
|
|
|
(27 |
) |
10.28% FIXED |
|
|
1-DAY IBRCOL |
|
|
|
Quarterly |
|
|
|
06/02/2025 |
|
|
|
COP |
|
|
|
8,586,665 |
|
|
|
(26 |
) |
|
|
– |
|
|
|
(26 |
) |
10.2905% FIXED |
|
|
IBRCOL |
|
|
|
Quarterly |
|
|
|
06/07/2025 |
|
|
|
COP |
|
|
|
6,000,000 |
|
|
|
(19 |
) |
|
|
– |
|
|
|
(19 |
) |
3.7% FIXED |
|
|
1-DAY GBOIS |
|
|
|
Annually |
|
|
|
03/20/2054 |
|
|
|
GBP |
|
|
|
3,200 |
|
|
|
90 |
|
|
|
(95 |
) |
|
|
185 |
|
8.37% FIXED |
|
|
1-DAY COP- IBR |
|
|
|
Quarterly |
|
|
|
04/13/2024 |
|
|
|
COP |
|
|
|
15,931,148 |
|
|
|
18 |
|
|
|
– |
|
|
|
18 |
|
9.02% |
|
|
1-DAY COP- IBR |
|
|
|
Quarterly |
|
|
|
08/11/2032 |
|
|
|
COP |
|
|
|
2,583,585 |
|
|
|
(57 |
) |
|
|
– |
|
|
|
(57 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
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) |
|
7.14% |
|
|
1-DAY COP- IBR |
|
|
|
Quarterly |
|
|
|
01/31/2027 |
|
|
|
COP |
|
|
|
8,187,245 |
|
|
$ |
32 |
|
|
$ |
– |
|
|
$ |
32 |
|
6.395% |
|
|
1-DAY COP- IBR |
|
|
|
Quarterly |
|
|
|
01/06/2027 |
|
|
|
COP |
|
|
|
460,499 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
10.27% |
|
|
IBRCOL |
|
|
|
Quarterly |
|
|
|
06/05/2025 |
|
|
|
COP |
|
|
|
8,305,235 |
|
|
|
(25 |
) |
|
|
– |
|
|
|
(25 |
) |
6.2075% |
|
1-DAY FBIL OVERNIGHT MUMBAI INTERBANK SWAP RATE |
|
|
|
Semi-Annually |
|
|
|
12/19/2028 |
|
|
|
INR |
|
|
|
290,201 |
|
|
|
12 |
|
|
|
– |
|
|
|
12 |
|
28-DAY MXN - TIIE |
|
|
8.04% |
|
|
|
Monthly |
|
|
|
01/07/2028 |
|
|
|
MXN |
|
|
|
34,527 |
|
|
|
(57 |
) |
|
|
– |
|
|
|
(57 |
) |
28-DAY MXN - TIIE |
|
|
8.57934809% |
|
|
|
Monthly |
|
|
|
02/03/2028 |
|
|
|
MXN |
|
|
|
54,682 |
|
|
|
(33 |
) |
|
|
(5 |
) |
|
|
(28 |
) |
28-DAY MXN - TIIE |
|
|
8.685% |
|
|
|
Monthly |
|
|
|
02/16/2029 |
|
|
|
MXN |
|
|
|
32,407 |
|
|
|
(5 |
) |
|
|
– |
|
|
|
(5 |
) |
28-DAY MXN - TIIE |
|
|
8.935% |
|
|
|
Monthly |
|
|
|
08/17/2028 |
|
|
|
MXN |
|
|
|
31,740 |
|
|
|
8 |
|
|
|
– |
|
|
|
8 |
|
28-DAY MXN - TIIE |
|
|
8.905% |
|
|
|
Monthly |
|
|
|
08/17/2028 |
|
|
|
MXN |
|
|
|
31,740 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
7.64% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
01/01/2032 |
|
|
|
MXN |
|
|
|
38,803 |
|
|
|
129 |
|
|
|
– |
|
|
|
129 |
|
9.77% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
10/08/2038 |
|
|
|
MXN |
|
|
|
33,236 |
|
|
|
(176 |
) |
|
|
– |
|
|
|
(176 |
) |
28-DAY MXN - TIIE |
|
|
9.26% |
|
|
|
Monthly |
|
|
|
10/30/2028 |
|
|
|
MXN |
|
|
|
32,605 |
|
|
|
35 |
|
|
|
– |
|
|
|
35 |
|
10.0455% FIXED |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
03/20/2025 |
|
|
|
MXN |
|
|
|
73,665 |
|
|
|
29 |
|
|
|
– |
|
|
|
29 |
|
6.9225% |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
08/31/2029 |
|
|
|
MXN |
|
|
|
30,802 |
|
|
|
139 |
|
|
|
– |
|
|
|
139 |
|
8.19% FIXED |
|
|
3-MONTH JIBAR |
|
|
|
Quarterly |
|
|
|
11/23/2028 |
|
|
|
ZAR |
|
|
|
167,550 |
|
|
|
48 |
|
|
|
– |
|
|
|
48 |
|
4.705% |
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
08/01/2033 |
|
|
|
PLN |
|
|
|
16,900 |
|
|
|
45 |
|
|
|
2 |
|
|
|
43 |
|
6-MONTH WIBOR |
|
|
5.262% |
|
|
|
Semi-Annually |
|
|
|
08/01/2025 |
|
|
|
PLN |
|
|
|
39,500 |
|
|
|
(47 |
) |
|
|
1 |
|
|
|
(48 |
) |
3.16850% |
|
|
6-MONTH EURIBOR |
|
|
|
Semi-Annually |
|
|
|
12/20/2033 |
|
|
|
EUR |
|
|
|
2,300 |
|
|
|
(121 |
) |
|
|
– |
|
|
|
(121 |
) |
6-MONTH PRIBOR |
|
|
3.721% |
|
|
|
Semi-Annually |
|
|
|
01/10/2029 |
|
|
|
CZK |
|
|
|
38,747 |
|
|
|
17 |
|
|
|
– |
|
|
|
17 |
|
6-MONTH PRIBOR |
|
|
3.63% |
|
|
|
Semi-Annually |
|
|
|
01/19/2029 |
|
|
|
CZK |
|
|
|
34,218 |
|
|
|
9 |
|
|
|
– |
|
|
|
9 |
|
6-MONTH PRIBOR |
|
|
3.495% |
|
|
|
Semi-Annually |
|
|
|
02/08/2029 |
|
|
|
CZK |
|
|
|
79,368 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
6-MONTH PRIBOR |
|
|
3.3645% |
|
|
|
Semi-Annually |
|
|
|
02/15/2029 |
|
|
|
CZK |
|
|
|
32,843 |
|
|
|
(6 |
) |
|
|
– |
|
|
|
(6 |
) |
6-MONTH PRIBOR |
|
|
3.31% |
|
|
|
Semi-Annually |
|
|
|
02/19/2029 |
|
|
|
CZK |
|
|
|
45,726 |
|
|
|
(13 |
) |
|
|
– |
|
|
|
(13 |
) |
6-MONTH PRIBOR |
|
|
3.356% |
|
|
|
Semi-Annually |
|
|
|
02/28/2029 |
|
|
|
CZK |
|
|
|
42,118 |
|
|
|
(7 |
) |
|
|
– |
|
|
|
(7 |
) |
6-MONTH PRIBOR |
|
|
4.295% |
|
|
|
Semi-Annually |
|
|
|
10/16/2028 |
|
|
|
CZK |
|
|
|
1,733 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
5.605% FIXED |
|
|
6-MONTH WIBOR |
|
|
|
Annually |
|
|
|
04/17/2033 |
|
|
|
PLN |
|
|
|
4,685 |
|
|
|
(65 |
) |
|
|
– |
|
|
|
(65 |
) |
28-DAY MXN - TIIE |
|
|
9.69% |
|
|
|
Monthly |
|
|
|
07/18/2025 |
|
|
|
MXN |
|
|
|
337,200 |
|
|
|
(167 |
) |
|
|
– |
|
|
|
(167 |
) |
6-MONTH HUF - BUBOR |
|
|
5.624% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/27/2029 |
|
|
|
HUF |
|
|
|
998,407 |
|
|
|
(40 |
) |
|
|
– |
|
|
|
(40 |
) |
6-MONTH HUF - BUBOR |
|
|
5.659% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/26/2029 |
|
|
|
HUF |
|
|
|
878,130 |
|
|
|
(32 |
) |
|
|
– |
|
|
|
(32 |
) |
6-MONTH HUF - BUBOR |
|
|
5.659% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/26/2029 |
|
|
|
HUF |
|
|
|
784,463 |
|
|
|
(28 |
) |
|
|
– |
|
|
|
(28 |
) |
6-MONTH HUF - BUBOR |
|
|
5.945% FIXED |
|
|
|
Semi-Annually |
|
|
|
12/20/2033 |
|
|
|
HUF |
|
|
|
1,037,000 |
|
|
|
(59 |
) |
|
|
– |
|
|
|
(59 |
) |
7-DAY CHINA FIXING REPO RATES |
|
|
2.302% |
|
|
|
Quarterly |
|
|
|
08/29/2028 |
|
|
|
CNY |
|
|
|
23,300 |
|
|
|
34 |
|
|
|
– |
|
|
|
34 |
|
7-DAY CHINA FIXING REPO RATES |
|
|
2.283% |
|
|
|
Quarterly |
|
|
|
08/16/2028 |
|
|
|
CNY |
|
|
|
22,800 |
|
|
|
33 |
|
|
|
– |
|
|
|
33 |
|
7.51% FIXED |
|
|
1-DAY CLP - CLOIS |
|
|
|
Semi-Annually |
|
|
|
04/13/2025 |
|
|
|
CLP |
|
|
|
2,122,536 |
|
|
|
(54 |
) |
|
|
– |
|
|
|
(54 |
) |
MXN-TIIE-BANXICO |
|
|
9.7429% |
|
|
|
Monthly |
|
|
|
02/27/2026 |
|
|
|
MXN |
|
|
|
125,000 |
|
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
6-MONTH PRIBOR FLOATING |
|
|
4.7697% FIXED |
|
|
|
Semi-Annually |
|
|
|
10/06/2028 |
|
|
|
CZK |
|
|
|
40,711 |
|
|
|
96 |
|
|
|
– |
|
|
|
96 |
|
3.7025% FIXED |
|
|
6-MONTH PRIBOR |
|
|
|
Annually |
|
|
|
01/26/2034 |
|
|
|
CZK |
|
|
|
36,325 |
|
|
|
(17 |
) |
|
|
– |
|
|
|
(17 |
) |
3.719% FIXED |
|
|
6-MONTH PRIBOR |
|
|
|
Annually |
|
|
|
01/25/2034 |
|
|
|
CZK |
|
|
|
36,325 |
|
|
|
(20 |
) |
|
|
– |
|
|
|
(20 |
) |
2.8% FIXED |
|
|
1-DAY THOR + 0 BPS |
|
|
|
Quarterly |
|
|
|
03/20/2034 |
|
|
|
THB |
|
|
|
140,000 |
|
|
|
(44 |
) |
|
|
(40 |
) |
|
|
(4 |
) |
9.49% FIXED |
|
|
28-DAY MXN - TIIE |
|
|
|
Monthly |
|
|
|
09/16/2033 |
|
|
|
MXN |
|
|
|
100,872 |
|
|
|
(330 |
) |
|
|
– |
|
|
|
(330 |
) |
28-DAY MXN - TIIE |
|
|
9.5647% FIXED |
|
|
|
Monthly |
|
|
|
12/12/2025 |
|
|
|
MXN |
|
|
|
42,010 |
|
|
|
(15 |
) |
|
|
– |
|
|
|
(15 |
) |
1% FIXED |
|
|
JPOIS + 0 BPS |
|
|
|
Annually |
|
|
|
03/20/2034 |
|
|
|
JPY |
|
|
|
510,000 |
|
|
|
(36 |
) |
|
|
(32 |
) |
|
|
(4 |
) |
6-MONTH WIBOR |
|
|
5.1207% FIXED |
|
|
|
Semi-Annually |
|
|
|
02/01/2026 |
|
|
|
PLN |
|
|
|
12,700 |
|
|
|
(14 |
) |
|
|
– |
|
|
|
(14 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(327 |
) |
|
$ |
(305 |
) |
|
$ |
(22 |
) |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Continued)
A list of the open OTC swap agreements held by the Fund at February 29, 2024, is as follows:
Credit Default Swaps - Buy Protection |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
COLOMBIA |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2025 |
|
|
$ |
6,400 |
|
|
$ |
(66 |
) |
|
$ |
(63 |
) |
|
$ |
(3 |
) |
Morgan Stanley |
|
|
EGYPT |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
2,500 |
|
|
|
461 |
|
|
|
899 |
|
|
|
(438 |
) |
Morgan Stanley |
|
|
MEXICO |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
7,200 |
|
|
|
(62 |
) |
|
|
(2 |
) |
|
|
(60 |
) |
Morgan Stanley |
|
|
MORD |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2025 |
|
|
|
3,700 |
|
|
|
24 |
|
|
|
41 |
|
|
|
(17 |
) |
Morgan Stanley |
|
|
SOAF |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2025 |
|
|
|
4,900 |
|
|
|
(8 |
) |
|
|
(1 |
) |
|
|
(7 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
349 |
|
|
$ |
874 |
|
|
$ |
(525 |
) |
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) |
|
ABSA Bank |
|
|
1-DAY BRL-CDI |
|
|
|
10.41% FIXED |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
40,353 |
|
|
$ |
28 |
|
|
$ |
– |
|
|
$ |
28 |
|
BOFA Merrill Lynch |
|
|
BRL-CDI BRAZIL CETIP |
|
|
|
10.08% FIXED |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
29,226 |
|
|
|
68 |
|
|
|
– |
|
|
|
68 |
|
Goldman Sachs |
|
|
CETIP |
|
|
|
10.745% |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
42,759 |
|
|
|
55 |
|
|
|
– |
|
|
|
55 |
|
Goldman Sachs |
|
|
CETIP |
|
|
|
10.755% |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
9,663 |
|
|
|
13 |
|
|
|
– |
|
|
|
13 |
|
JPMorgan Chase |
|
|
BRL-CDI BRAZIL CETIP |
|
|
|
10.80% FIXED |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
26,592 |
|
|
|
226 |
|
|
|
– |
|
|
|
226 |
|
Merrill Lynch |
|
|
CETIP |
|
|
|
10.7035% |
|
|
|
Annually |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
86,993 |
|
|
|
105 |
|
|
|
– |
|
|
|
105 |
|
Citibank |
|
|
CNREPOFIX |
|
|
|
2.0847% |
|
|
|
Quarterly |
|
|
|
07/04/2025 |
|
|
|
CNY |
|
|
|
93,261 |
|
|
|
(37 |
) |
|
|
– |
|
|
|
(37 |
) |
Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.205% |
|
|
|
Monthly |
|
|
|
12/08/2025 |
|
|
|
MXN |
|
|
|
21,174 |
|
|
|
(76 |
) |
|
|
– |
|
|
|
(76 |
) |
Goldman Sachs |
|
|
3-MONTH MALAYSIA BUMIPUTRA BANK RATE (KLIBOR) |
|
|
|
3.503% |
|
|
|
Quarterly |
|
|
|
12/20/2025 |
|
|
|
MYR |
|
|
|
18,244 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
Citibank |
|
|
1-DAY BRL - CETIP |
|
|
|
9.82% FIXED |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
44,059 |
|
|
|
22 |
|
|
|
– |
|
|
|
22 |
|
Goldman Sachs |
|
|
BRL-CDI BRAZIL CETIP |
|
|
|
9.55% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
26,991 |
|
|
|
70 |
|
|
|
– |
|
|
|
70 |
|
Merrill Lynch |
|
|
CETIP |
|
|
|
10.02% |
|
|
|
Annually |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
19,808 |
|
|
|
16 |
|
|
|
– |
|
|
|
16 |
|
JPMorgan Chase |
|
|
28-DAY MXN - TIIE |
|
|
|
6.13% |
|
|
|
Monthly |
|
|
|
06/18/2026 |
|
|
|
MXN |
|
|
|
47,000 |
|
|
|
(196 |
) |
|
|
– |
|
|
|
(196 |
) |
Goldman Sachs |
|
|
28-DAY MXN - TIIE |
|
|
|
6.381% |
|
|
|
Monthly |
|
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
35,000 |
|
|
|
(141 |
) |
|
|
– |
|
|
|
(141 |
) |
Citibank |
|
|
1-DAY BRL - CETIP |
|
|
|
9.945% FIXED |
|
|
|
Annually |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
35,389 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
Citibank |
|
|
CNREPOFIX |
|
|
|
2.4016% |
|
|
|
Quarterly |
|
|
|
07/04/2028 |
|
|
|
CNY |
|
|
|
30,256 |
|
|
|
44 |
|
|
|
– |
|
|
|
44 |
|
Citibank |
|
|
CNREPOFIX |
|
|
|
2.09% FIXED |
|
|
|
Quarterly |
|
|
|
02/27/2029 |
|
|
|
CNY |
|
|
|
25,190 |
|
|
|
1 |
|
|
|
– |
|
|
|
1 |
|
Goldman Sachs |
|
|
5.47% FIXED |
|
|
|
6-MONTH CLICP |
|
|
|
Semi-Annually |
|
|
|
02/14/2033 |
|
|
|
CLP |
|
|
|
1,301,010 |
|
|
|
(39 |
) |
|
|
– |
|
|
|
(39 |
) |
JPMorgan Chase |
|
|
5.244% |
|
|
|
6-MONTH CLICP |
|
|
|
Semi-Annually |
|
|
|
08/07/2033 |
|
|
|
CLP |
|
|
|
1,061,160 |
|
|
|
(7 |
) |
|
|
– |
|
|
|
(7 |
) |
Citibank |
|
|
5.85% FIXED |
|
|
|
6-MONTH CLICP |
|
|
|
Semi-Annually |
|
|
|
10/10/2033 |
|
|
|
CLP |
|
|
|
920,000 |
|
|
|
(39 |
) |
|
|
– |
|
|
|
(39 |
) |
Goldman Sachs |
|
|
7.46% FIXED |
|
|
|
COP-IBR-OIS-COMPOUND |
|
|
|
Quarterly |
|
|
|
02/06/2034 |
|
|
|
COP |
|
|
|
8,600,732 |
|
|
|
33 |
|
|
|
– |
|
|
|
33 |
|
Goldman Sachs |
|
|
7.6774% FIXED |
|
|
|
COP-IBR-OIS-COMPOUND |
|
|
|
Quarterly |
|
|
|
02/07/2034 |
|
|
|
COP |
|
|
|
6,338,268 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
144 |
|
|
$ |
– |
|
|
$ |
144 |
|
|
Percentages are based on Net Assets of $1,805,791 ($ Thousands). |
(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 29, 2024, the value of these securities amounted to $212,991 ($ Thousands), representing 11.8% of the Net Assets of the Fund. |
(B) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(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) |
Security considered restricted, excluding 144A. The total market value of such securities as of February 29, 2024 was $4,276 ($ Thousands) and represented 0.2% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(E) |
Perpetual security with no stated maturity date. |
(F) |
Security is in default on interest payment. |
(G) |
Zero coupon security. |
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Emerging Markets Debt Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1,238 |
|
|
$ |
4,728 |
|
|
$ |
(5,965 |
) |
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
21 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
A list of the restricted securities, excluding 144a, held by the Fund at February 29, 2024, is as follows:
Description |
|
Face Amount ($ Thousands) |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Global Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Neon Capital |
|
JPY |
228,755 |
|
|
|
7/25/2019 |
|
|
$ |
1,904 |
|
|
$ |
1,396 |
|
Petroleos de Venezuela |
|
$ |
3,802 |
|
|
|
10/5/2017 |
|
|
|
1,146 |
|
|
|
447 |
|
Petroleos de Venezuela |
|
|
1,620 |
|
|
|
2/10/2017 |
|
|
|
607 |
|
|
|
162 |
|
Petroleos de Venezuela |
|
|
7,825 |
|
|
|
2/9/2017 |
|
|
|
2,409 |
|
|
|
822 |
|
Petroleos de Venezuela |
|
|
8,821 |
|
|
|
9/15/2016 |
|
|
|
2,124 |
|
|
|
860 |
|
Petroleos de Venezuela |
|
|
1,777 |
|
|
|
3/30/2016 |
|
|
|
684 |
|
|
|
173 |
|
Petroleos de Venezuela |
|
|
4,270 |
|
|
|
9/23/2014 |
|
|
|
2,356 |
|
|
|
416 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
11,230 |
|
|
$ |
4,276 |
|
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Real Return Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 80.5% |
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
3.625%, 04/15/2028 |
|
$ |
6,188 |
|
|
$ |
6,587 |
|
2.500%, 01/15/2029 |
|
|
5,813 |
|
|
|
5,974 |
|
2.375%, 01/15/2027 |
|
|
6,427 |
|
|
|
6,487 |
|
2.375%, 10/15/2028 |
|
|
16,792 |
|
|
|
17,184 |
|
2.000%, 01/15/2026 |
|
|
6,650 |
|
|
|
6,633 |
|
1.750%, 01/15/2028 |
|
|
6,033 |
|
|
|
5,985 |
|
1.625%, 10/15/2027 |
|
|
16,274 |
|
|
|
16,130 |
|
1.250%, 04/15/2028 |
|
|
16,329 |
|
|
|
15,859 |
|
0.875%, 01/15/2029 |
|
|
11,235 |
|
|
|
10,697 |
|
0.750%, 07/15/2028 |
|
|
13,077 |
|
|
|
12,482 |
|
0.625%, 01/15/2026 |
|
|
14,096 |
|
|
|
13,708 |
|
0.500%, 01/15/2028 |
|
|
14,868 |
|
|
|
14,063 |
|
0.375%, 07/15/2025 |
|
|
16,768 |
|
|
|
16,403 |
|
0.375%, 01/15/2027 |
|
|
13,071 |
|
|
|
12,471 |
|
0.375%, 07/15/2027 |
|
|
14,425 |
|
|
|
13,719 |
|
0.125%, 04/15/2025 |
|
|
12,182 |
|
|
|
11,880 |
|
0.125%, 10/15/2025 |
|
|
13,297 |
|
|
|
12,906 |
|
0.125%, 10/15/2025 |
|
|
1,551 |
|
|
|
1,505 |
|
0.125%, 04/15/2026 |
|
|
11,437 |
|
|
|
10,959 |
|
0.125%, 07/15/2026 |
|
|
14,047 |
|
|
|
13,461 |
|
0.125%, 10/15/2026 |
|
|
15,878 |
|
|
|
15,151 |
|
0.125%, 04/15/2027 |
|
|
16,222 |
|
|
|
15,290 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $262,744) ($ Thousands) |
|
|
255,534 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 80.5% |
|
|
|
|
|
|
|
|
(Cost $262,744) ($ Thousands) |
|
$ |
255,534 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $317,566 ($ Thousands). |
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 37.1% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.466%, 04/25/2024 (A) |
|
$ |
15,925 |
|
|
$ |
15,797 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
1.250%, 04/15/2028 |
|
|
33,415 |
|
|
|
32,454 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.625%, 02/28/2026 |
|
|
169,290 |
|
|
|
169,277 |
|
4.250%, 02/28/2029 |
|
|
4,640 |
|
|
|
4,641 |
|
4.125%, 02/15/2027 |
|
|
75,550 |
|
|
|
74,930 |
|
4.000%, 12/15/2025 |
|
|
126,610 |
|
|
|
125,062 |
|
4.000%, 01/15/2027 |
|
|
9,770 |
|
|
|
9,656 |
|
4.000%, 01/31/2029 |
|
|
6,935 |
|
|
|
6,855 |
|
3.250%, 06/30/2027 |
|
|
23,030 |
|
|
|
22,228 |
|
2.125%, 05/15/2025 |
|
|
53,530 |
|
|
|
51,792 |
|
1.250%, 12/31/2026 |
|
|
46,580 |
|
|
|
42,677 |
|
0.750%, 08/31/2026 |
|
|
45,000 |
|
|
|
41,048 |
|
0.500%, 03/31/2025 |
|
|
18,000 |
|
|
|
17,155 |
|
0.500%, 02/28/2026 |
|
|
114,680 |
|
|
|
105,730 |
|
0.250%, 09/30/2025 |
|
|
134,830 |
|
|
|
125,613 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $847,824) ($ Thousands) |
|
|
844,915 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 24.0% |
Communication Services — 1.0% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
2.300%, 06/01/2027 |
|
|
2,000 |
|
|
|
1,831 |
|
Netflix |
|
|
|
|
|
|
|
|
5.875%, 02/15/2025 |
|
|
915 |
|
|
|
918 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (B) |
|
|
850 |
|
|
|
847 |
|
4.738%, 03/20/2025 (B) |
|
|
258 |
|
|
|
256 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
3.300%, 03/28/2024 |
|
|
45 |
|
|
|
45 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
3.750%, 04/15/2027 |
|
|
640 |
|
|
|
614 |
|
2.250%, 02/15/2026 |
|
|
15,665 |
|
|
|
14,758 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
3.755%, 03/15/2027 |
|
|
3,900 |
|
|
|
3,690 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,959 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.4% |
|
|
|
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.800%, 06/26/2025 (B) |
|
|
12,060 |
|
|
|
12,105 |
|
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
5.800%, 09/12/2025 (B) |
|
|
13,325 |
|
|
|
13,382 |
|
YMCA of Greater New York |
|
|
|
|
|
|
|
|
2.303%, 08/01/2026 |
|
|
7,980 |
|
|
|
7,315 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,802 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Staples — 1.9% |
|
|
|
|
BAT Capital |
|
|
|
|
|
|
|
|
3.557%, 08/15/2027 |
|
$ |
1,736 |
|
|
$ |
1,641 |
|
3.222%, 08/15/2024 |
|
|
499 |
|
|
|
493 |
|
Bayer US Finance II LLC |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (B) |
|
|
245 |
|
|
|
228 |
|
4.250%, 12/15/2025 (B) |
|
|
580 |
|
|
|
564 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.250%, 01/21/2029 (B) |
|
|
1,445 |
|
|
|
1,456 |
|
Bon Secours Mercy Health |
|
|
|
|
|
|
|
|
3.382%, 11/01/2025 |
|
|
4,504 |
|
|
|
4,354 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
2.760%, 10/01/2024 |
|
|
460 |
|
|
|
452 |
|
1.547%, 10/01/2025 |
|
|
11,740 |
|
|
|
11,028 |
|
Community Health Network |
|
|
|
|
|
|
|
|
4.237%, 05/01/2025 |
|
|
2,815 |
|
|
|
2,775 |
|
Imperial Brands Finance PLC |
|
|
|
|
|
|
|
|
4.250%, 07/21/2025 (B) |
|
|
1,035 |
|
|
|
1,014 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
1,270 |
|
|
|
1,244 |
|
3.000%, 02/02/2029 |
|
|
1,025 |
|
|
|
899 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
4.750%, 02/12/2027 |
|
|
17,135 |
|
|
|
16,922 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,070 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.1% |
|
|
|
|
Energy Transfer |
|
|
|
|
|
|
|
|
5.950%, 12/01/2025 |
|
|
748 |
|
|
|
752 |
|
4.250%, 04/01/2024 |
|
|
250 |
|
|
|
250 |
|
Plains All American Pipeline/PAA Finance |
|
|
|
|
|
|
|
|
4.500%, 12/15/2026 |
|
|
1,500 |
|
|
|
1,471 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,473 |
|
| |
|
|
|
|
|
|
|
|
Financials — 11.9% |
|
|
|
|
American Express |
|
|
|
|
|
|
|
|
2.250%, 03/04/2025 |
|
|
2,485 |
|
|
|
2,407 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.045%, SOFRINDX + 0.700%, 05/24/2024 (B)(C) |
|
|
920 |
|
|
|
920 |
|
2.514%, 03/08/2024 (B) |
|
|
575 |
|
|
|
575 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
3.250%, 02/15/2027 (B) |
|
|
990 |
|
|
|
914 |
|
2.750%, 02/21/2028 (B) |
|
|
580 |
|
|
|
516 |
|
2.528%, 11/18/2027 (B) |
|
|
133 |
|
|
|
118 |
|
Bank of America |
|
|
|
|
|
|
|
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (C) |
|
|
4,689 |
|
|
|
4,381 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
3.384%, SOFRRATE + 1.330%, 04/02/2026 (C) |
|
|
16,390 |
|
|
|
15,998 |
|
2.551%, SOFRRATE + 1.050%, 02/04/2028 (C) |
|
|
2,500 |
|
|
|
2,314 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.087%, SOFRRATE + 1.060%, 06/14/2029 (C) |
|
$ |
885 |
|
|
$ |
778 |
|
1.319%, SOFRRATE + 1.150%, 06/19/2026 (C) |
|
|
2,215 |
|
|
|
2,096 |
|
Bank of Montreal |
|
|
|
|
|
|
|
|
3.750%, 07/25/2025 (B) |
|
|
14,719 |
|
|
|
14,430 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
3.442%, TSFR3M + 1.331%, 02/07/2028 (C) |
|
|
1,165 |
|
|
|
1,114 |
|
Bank of Nova Scotia MTN |
|
|
|
|
|
|
|
|
3.450%, 04/11/2025 |
|
|
14,580 |
|
|
|
14,272 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
3.300%, 04/07/2025 |
|
|
6,105 |
|
|
|
5,964 |
|
Citibank |
|
|
|
|
|
|
|
|
5.864%, 09/29/2025 |
|
|
19,680 |
|
|
|
19,911 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.031%, SOFRRATE + 0.686%, 10/30/2024 (C) |
|
|
1,165 |
|
|
|
1,166 |
|
3.520%, TSFR3M + 1.413%, 10/27/2028 (C) |
|
|
1,645 |
|
|
|
1,546 |
|
1.462%, SOFRRATE + 0.770%, 06/09/2027 (C) |
|
|
2,570 |
|
|
|
2,354 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.500%, 04/04/2025 |
|
|
7,110 |
|
|
|
6,944 |
|
Discover Bank |
|
|
|
|
|
|
|
|
2.450%, 09/12/2024 |
|
|
987 |
|
|
|
970 |
|
DNB Bank |
|
|
|
|
|
|
|
|
0.856%, H15T1Y + 0.330%, 09/30/2025 (B)(C) |
|
|
1,235 |
|
|
|
1,200 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
4.850%, 10/14/2025 (B) |
|
|
15,400 |
|
|
|
15,324 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
3.850%, 04/11/2025 (B) |
|
|
4,101 |
|
|
|
4,016 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
5.914%, TSFR3M + 0.642%, 05/05/2026 (C) |
|
|
330 |
|
|
|
329 |
|
Global Payments |
|
|
|
|
|
|
|
|
2.150%, 01/15/2027 |
|
|
1,725 |
|
|
|
1,583 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
1.542%, SOFRRATE + 0.818%, 09/10/2027 (C) |
|
|
3,205 |
|
|
|
2,918 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
5.737%, 10/02/2028 (B) |
|
|
2,925 |
|
|
|
3,027 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
0.976%, SOFRRATE + 0.708%, 05/24/2025 (C) |
|
|
4,490 |
|
|
|
4,439 |
|
Huntington National Bank |
|
|
|
|
|
|
|
|
4.008%, SOFRRATE + 1.205%, 05/16/2025 (C) |
|
|
10,062 |
|
|
|
10,000 |
|
ING Groep |
|
|
|
|
|
|
|
|
3.869%, SOFRRATE + 1.640%, 03/28/2026 (C) |
|
|
1,230 |
|
|
|
1,207 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.040%, SOFRRATE + 1.190%, 01/23/2028 (C) |
|
$ |
7,735 |
|
|
$ |
7,694 |
|
2.182%, SOFRRATE + 1.890%, 06/01/2028 (C) |
|
|
2,000 |
|
|
|
1,822 |
|
2.005%, TSFR3M + 1.585%, 03/13/2026 (C) |
|
|
857 |
|
|
|
826 |
|
1.578%, SOFRRATE + 0.885%, 04/22/2027 (C) |
|
|
2,143 |
|
|
|
1,982 |
|
1.040%, TSFR3M + 0.695%, 02/04/2027 (C) |
|
|
3,805 |
|
|
|
3,506 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
1.627%, H15T1Y + 0.850%, 05/11/2027 (C) |
|
|
3,810 |
|
|
|
3,494 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (B) |
|
|
2,500 |
|
|
|
2,396 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.050%, 01/06/2028 (B) |
|
|
2,000 |
|
|
|
1,994 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (C) |
|
|
1,235 |
|
|
|
1,139 |
|
0.985%, SOFRRATE + 0.720%, 12/10/2026 (C) |
|
|
3,775 |
|
|
|
3,483 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
2.188%, SOFRRATE + 1.990%, 04/28/2026 (C) |
|
|
15,214 |
|
|
|
14,641 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
4.754%, 04/21/2026 |
|
|
9,570 |
|
|
|
9,509 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(C) |
|
|
2,035 |
|
|
|
1,883 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
7.936%, TSFR1M + 2.290%, 12/15/2024 (B)(C) |
|
|
1,000 |
|
|
|
1,001 |
|
New York Life Global Funding MTN |
|
|
|
|
|
|
|
|
5.450%, 09/18/2026 (B) |
|
|
6,694 |
|
|
|
6,755 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.615%, SOFRINDX + 1.730%, 10/20/2027 (C) |
|
|
710 |
|
|
|
729 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (C) |
|
|
970 |
|
|
|
976 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.000%, 01/16/2027 (B) |
|
|
9,035 |
|
|
|
9,054 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
1.089%, SOFRRATE + 0.787%, 03/15/2025 (C) |
|
|
3,480 |
|
|
|
3,474 |
|
State Street |
|
|
|
|
|
|
|
|
5.272%, 08/03/2026 |
|
|
14,155 |
|
|
|
14,207 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
3.815%, 07/25/2025 (B) |
|
|
8,495 |
|
|
|
8,336 |
|
UBS Group |
|
|
|
|
|
|
|
|
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(C) |
|
|
1,760 |
|
|
|
1,618 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.869%, SOFRRATE + 1.410%, 01/12/2029 (B)(C) |
|
$ |
405 |
|
|
$ |
381 |
|
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(C) |
|
|
1,510 |
|
|
|
1,484 |
|
1.494%, H15T1Y + 0.850%, 08/10/2027 (B)(C) |
|
|
775 |
|
|
|
702 |
|
1.364%, H15T1Y + 1.080%, 01/30/2027 (B)(C) |
|
|
385 |
|
|
|
355 |
|
US Bancorp |
|
|
|
|
|
|
|
|
6.787%, SOFRRATE + 1.880%, 10/26/2027 (C) |
|
|
325 |
|
|
|
336 |
|
4.653%, SOFRRATE + 1.230%, 02/01/2029 (C) |
|
|
2,215 |
|
|
|
2,154 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (C) |
|
|
3,110 |
|
|
|
3,131 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (C) |
|
|
2,000 |
|
|
|
1,824 |
|
2.164%, TSFR3M + 1.012%, 02/11/2026 (C) |
|
|
4,145 |
|
|
|
4,009 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.550%, 08/01/2025 |
|
|
11,665 |
|
|
|
11,713 |
|
Willis North America |
|
|
|
|
|
|
|
|
4.650%, 06/15/2027 |
|
|
615 |
|
|
|
604 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
270,943 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 1.7% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
3.800%, 03/15/2025 |
|
|
35 |
|
|
|
34 |
|
Amgen |
|
|
|
|
|
|
|
|
5.150%, 03/02/2028 |
|
|
2,465 |
|
|
|
2,470 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
4.950%, 02/20/2026 |
|
|
10,745 |
|
|
|
10,727 |
|
HCA |
|
|
|
|
|
|
|
|
5.875%, 02/15/2026 |
|
|
1,500 |
|
|
|
1,506 |
|
5.250%, 04/15/2025 |
|
|
465 |
|
|
|
463 |
|
5.000%, 03/15/2024 |
|
|
610 |
|
|
|
610 |
|
3.125%, 03/15/2027 |
|
|
1,000 |
|
|
|
940 |
|
Humana |
|
|
|
|
|
|
|
|
5.700%, 03/13/2026 |
|
|
600 |
|
|
|
595 |
|
3.850%, 10/01/2024 |
|
|
1,500 |
|
|
|
1,484 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
4.650%, 05/19/2025 |
|
|
18,430 |
|
|
|
18,316 |
|
Revvity |
|
|
|
|
|
|
|
|
0.850%, 09/15/2024 |
|
|
1,170 |
|
|
|
1,139 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
1.215%, 10/18/2024 |
|
|
1,375 |
|
|
|
1,339 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
39,623 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.8% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 (B) |
|
|
15,325 |
|
|
|
15,686 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.450%, 10/29/2026 |
|
$ |
255 |
|
|
$ |
235 |
|
1.650%, 10/29/2024 |
|
|
650 |
|
|
|
633 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.375%, 07/01/2025 |
|
|
400 |
|
|
|
388 |
|
2.200%, 01/15/2027 |
|
|
770 |
|
|
|
706 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
3.850%, 12/15/2025 (B) |
|
|
625 |
|
|
|
610 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,258 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.9% |
|
|
|
|
Cisco Systems |
|
|
|
|
|
|
|
|
4.900%, 02/26/2026 |
|
|
14,460 |
|
|
|
14,462 |
|
Open Text |
|
|
|
|
|
|
|
|
6.900%, 12/01/2027 (B) |
|
|
985 |
|
|
|
1,017 |
|
Oracle |
|
|
|
|
|
|
|
|
2.800%, 04/01/2027 |
|
|
1,000 |
|
|
|
933 |
|
1.650%, 03/25/2026 |
|
|
1,865 |
|
|
|
1,732 |
|
VMware |
|
|
|
|
|
|
|
|
1.000%, 08/15/2024 |
|
|
1,155 |
|
|
|
1,130 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,274 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.2% |
|
|
|
|
Amcor Flexibles North America |
|
|
|
|
|
|
|
|
4.000%, 05/17/2025 |
|
|
1,165 |
|
|
|
1,143 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.500%, 04/15/2028 (B) |
|
|
765 |
|
|
|
760 |
|
4.875%, 07/15/2026 (B) |
|
|
1,000 |
|
|
|
977 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
2.300%, 11/01/2030 (B) |
|
|
440 |
|
|
|
361 |
|
1.832%, 10/15/2027 (B) |
|
|
2,490 |
|
|
|
2,188 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,429 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.9% |
|
|
|
|
American Tower |
|
|
|
|
|
|
|
|
5.250%, 07/15/2028 |
|
|
2,500 |
|
|
|
2,491 |
|
3.600%, 01/15/2028 |
|
|
175 |
|
|
|
165 |
|
Crown Castle |
|
|
|
|
|
|
|
|
3.800%, 02/15/2028 |
|
|
2,000 |
|
|
|
1,884 |
|
Digital Realty Trust |
|
|
|
|
|
|
|
|
3.600%, 07/01/2029 |
|
|
615 |
|
|
|
566 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
5.700%, 04/01/2028 |
|
|
1,195 |
|
|
|
1,212 |
|
4.000%, 06/15/2029 |
|
|
1,230 |
|
|
|
1,154 |
|
3.875%, 12/15/2027 |
|
|
1,625 |
|
|
|
1,543 |
|
GLP Capital LP / GLP Financing II |
|
|
|
|
|
|
|
|
5.300%, 01/15/2029 |
|
|
1,000 |
|
|
|
970 |
|
4.000%, 01/15/2031 |
|
|
1,370 |
|
|
|
1,209 |
|
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.500%, 08/01/2026 |
|
|
1,625 |
|
|
|
1,546 |
|
Hudson Pacific Properties |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 |
|
|
630 |
|
|
|
525 |
|
3.950%, 11/01/2027 |
|
|
52 |
|
|
|
45 |
|
3.250%, 01/15/2030 |
|
|
480 |
|
|
|
360 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Kilroy Realty |
|
|
|
|
|
|
|
|
3.450%, 12/15/2024 |
|
$ |
920 |
|
|
$ |
900 |
|
LXP Industrial Trust |
|
|
|
|
|
|
|
|
6.750%, 11/15/2028 |
|
|
1,690 |
|
|
|
1,745 |
|
Physicians Realty |
|
|
|
|
|
|
|
|
4.300%, 03/15/2027 |
|
|
1,880 |
|
|
|
1,830 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.750%, 02/01/2027 (B) |
|
|
725 |
|
|
|
722 |
|
4.950%, 02/15/2030 |
|
|
115 |
|
|
|
109 |
|
4.625%, 06/15/2025 (B) |
|
|
185 |
|
|
|
182 |
|
4.125%, 08/15/2030 (B) |
|
|
310 |
|
|
|
278 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,436 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 3.2% |
|
|
|
|
Alliant Energy Finance LLC |
|
|
|
|
|
|
|
|
5.950%, 03/30/2029 (B) |
|
|
1,565 |
|
|
|
1,602 |
|
1.400%, 03/15/2026 (B) |
|
|
2,030 |
|
|
|
1,849 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.750%, 11/01/2027 |
|
|
550 |
|
|
|
561 |
|
2.031%, 03/15/2024 |
|
|
1,325 |
|
|
|
1,324 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.300%, 03/15/2025 |
|
|
1,570 |
|
|
|
1,534 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
2.900%, 03/01/2027 |
|
|
2,505 |
|
|
|
2,343 |
|
Georgia Power |
|
|
|
|
|
|
|
|
5.004%, 02/23/2027 |
|
|
12,725 |
|
|
|
12,701 |
|
ITC Holdings |
|
|
|
|
|
|
|
|
4.950%, 09/22/2027 (B) |
|
|
2,100 |
|
|
|
2,086 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
4.700%, 04/01/2024 (B) |
|
|
1,545 |
|
|
|
1,544 |
|
Metropolitan Edison |
|
|
|
|
|
|
|
|
4.000%, 04/15/2025 (B) |
|
|
315 |
|
|
|
308 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
4.800%, 02/05/2027 |
|
|
12,290 |
|
|
|
12,229 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
5.749%, 09/01/2025 |
|
|
17,095 |
|
|
|
17,186 |
|
2.940%, 03/21/2024 |
|
|
745 |
|
|
|
744 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.150%, 03/30/2026 (B) |
|
|
665 |
|
|
|
659 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.350%, 03/01/2026 |
|
|
15,175 |
|
|
|
15,187 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
71,857 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $549,234) ($ Thousands) |
|
|
|
|
|
|
546,124 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 20.1% |
Agency Mortgage-Backed Obligations — 12.2% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
5.864%, RFUCCT1Y + 1.470%, 03/01/2037(C) |
|
$ |
4 |
|
|
$ |
4 |
|
3.500%, 02/01/2034 to 05/01/2035 |
|
|
6,919 |
|
|
|
6,627 |
|
2.500%, 09/01/2030 to 01/01/2052 |
|
|
7,460 |
|
|
|
6,971 |
|
2.000%, 03/01/2052 |
|
|
– |
|
|
|
– |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K054, Cl A2 |
|
|
|
|
|
|
|
|
2.745%, 01/25/2026 |
|
|
2,675 |
|
|
|
2,572 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K057, Cl A2 |
|
|
|
|
|
|
|
|
2.570%, 07/25/2026 |
|
|
1,000 |
|
|
|
952 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K062, Cl A2 |
|
|
|
|
|
|
|
|
3.413%, 12/25/2026 |
|
|
1,500 |
|
|
|
1,448 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K066, Cl A1 |
|
|
|
|
|
|
|
|
2.797%, 12/25/2026 |
|
|
2,597 |
|
|
|
2,505 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K076, Cl A1 |
|
|
|
|
|
|
|
|
3.725%, 12/25/2027 |
|
|
176 |
|
|
|
172 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K089, Cl A1 |
|
|
|
|
|
|
|
|
3.344%, 10/25/2028 |
|
|
789 |
|
|
|
759 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser K159, Cl A1 |
|
|
|
|
|
|
|
|
3.950%, 12/25/2029 |
|
|
5,686 |
|
|
|
5,548 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KIR1, Cl A2 |
|
|
|
|
|
|
|
|
2.849%, 03/25/2026 |
|
|
2,565 |
|
|
|
2,456 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser KW01, Cl A2 |
|
|
|
|
|
|
|
|
2.853%, 01/25/2026 |
|
|
1,505 |
|
|
|
1,452 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF34, Cl A |
|
|
|
|
|
|
|
|
5.806%, SOFR30A + 0.474%, 08/25/2024(C) |
|
|
155 |
|
|
|
154 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF37, Cl A |
|
|
|
|
|
|
|
|
5.806%, SOFR30A + 0.474%, 09/25/2027(C) |
|
|
78 |
|
|
|
78 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF38, Cl A |
|
|
|
|
|
|
|
|
5.776%, SOFR30A + 0.444%, 09/25/2024(C) |
|
|
198 |
|
|
|
197 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A |
|
|
|
|
|
|
|
|
5.766%, SOFR30A + 0.434%, 11/25/2024(C) |
|
|
126 |
|
|
|
126 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.454%, 11/25/2027(C) |
|
$ |
40 |
|
|
$ |
40 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A |
|
|
|
|
|
|
|
|
5.686%, SOFR30A + 0.354%, 01/25/2028(C) |
|
|
338 |
|
|
|
334 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A |
|
|
|
|
|
|
|
|
5.846%, SOFR30A + 0.514%, 08/25/2025(C) |
|
|
116 |
|
|
|
116 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF68, Cl A |
|
|
|
|
|
|
|
|
5.936%, SOFR30A + 0.604%, 07/25/2026(C) |
|
|
580 |
|
|
|
579 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF86, Cl AL |
|
|
|
|
|
|
|
|
5.736%, SOFR30A + 0.404%, 08/25/2027(C) |
|
|
326 |
|
|
|
323 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ34, Cl A1 |
|
|
|
|
|
|
|
|
0.681%, 06/25/2026 |
|
|
320 |
|
|
|
305 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ37, Cl A1 |
|
|
|
|
|
|
|
|
1.679%, 12/25/2027 |
|
|
2,052 |
|
|
|
1,880 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q004, Cl AFL |
|
|
|
|
|
|
|
|
5.829%, 12MTA + 0.740%, 05/25/2044(C) |
|
|
378 |
|
|
|
378 |
|
FHLMC REMIC CMO, Ser 2005-2922, Cl FE |
|
|
|
|
|
|
|
|
5.689%, SOFR30A + 0.364%, 02/15/2035(C) |
|
|
382 |
|
|
|
377 |
|
FHLMC REMIC CMO, Ser 2005-2990, Cl LK |
|
|
|
|
|
|
|
|
5.809%, SOFR30A + 0.484%, 10/15/2034(C) |
|
|
484 |
|
|
|
482 |
|
FHLMC REMIC CMO, Ser 2006-3102, Cl FB |
|
|
|
|
|
|
|
|
5.739%, SOFR30A + 0.414%, 01/15/2036(C) |
|
|
137 |
|
|
|
137 |
|
FHLMC REMIC CMO, Ser 2006-3136, Cl KF |
|
|
|
|
|
|
|
|
5.739%, SOFR30A + 0.414%, 04/15/2036(C) |
|
|
171 |
|
|
|
169 |
|
FHLMC REMIC CMO, Ser 2009-3616, Cl FG |
|
|
|
|
|
|
|
|
6.089%, SOFR30A + 0.764%, 03/15/2032(C) |
|
|
214 |
|
|
|
214 |
|
FHLMC REMIC CMO, Ser 2010-3762, Cl FP |
|
|
|
|
|
|
|
|
5.889%, SOFR30A + 0.564%, 03/15/2040(C) |
|
|
28 |
|
|
|
28 |
|
FHLMC REMIC CMO, Ser 2010-3774, Cl EW |
|
|
|
|
|
|
|
|
3.500%, 12/15/2025 |
|
|
74 |
|
|
|
72 |
|
FHLMC REMIC CMO, Ser 2011-3895, Cl FM |
|
|
|
|
|
|
|
|
5.789%, SOFR30A + 0.464%, 12/15/2040(C) |
|
|
44 |
|
|
|
44 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2012-4048, Cl GF |
|
|
|
|
|
|
|
|
5.789%, SOFR30A + 0.464%, 10/15/2040(C) |
|
$ |
5 |
|
|
$ |
5 |
|
FHLMC REMIC CMO, Ser 2012-4094, Cl BF |
|
|
|
|
|
|
|
|
5.839%, SOFR30A + 0.514%, 08/15/2032(C) |
|
|
325 |
|
|
|
325 |
|
FHLMC REMIC CMO, Ser 2012-4102, Cl LF |
|
|
|
|
|
|
|
|
5.689%, SOFR30A + 0.364%, 01/15/2040(C) |
|
|
47 |
|
|
|
47 |
|
FHLMC REMIC CMO, Ser 2013-4203, Cl DM |
|
|
|
|
|
|
|
|
3.000%, 04/15/2033 |
|
|
138 |
|
|
|
133 |
|
FHLMC REMIC CMO, Ser 2014-4379, Cl CD |
|
|
|
|
|
|
|
|
2.500%, 04/15/2033 |
|
|
99 |
|
|
|
97 |
|
FHLMC REMIC CMO, Ser 2015-4482, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 04/15/2034 |
|
|
822 |
|
|
|
794 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
6.622%, SOFR30A + 1.300%, 02/25/2042(B)(C) |
|
|
746 |
|
|
|
749 |
|
FNMA |
|
|
|
|
|
|
|
|
4.390%, 07/01/2028 |
|
|
3,870 |
|
|
|
3,815 |
|
3.500%, 09/01/2034 |
|
|
3,253 |
|
|
|
3,102 |
|
3.000%, 10/01/2030 to 02/01/2035 |
|
|
5,187 |
|
|
|
4,914 |
|
2.990%, 01/01/2026(C) |
|
|
2,108 |
|
|
|
2,043 |
|
2.890%, 12/01/2025 |
|
|
5,195 |
|
|
|
4,995 |
|
2.690%, 06/01/2026 |
|
|
1,428 |
|
|
|
1,358 |
|
2.500%, 02/01/2031 to 11/01/2034 |
|
|
4,711 |
|
|
|
4,423 |
|
2.000%, 04/01/2031 |
|
|
714 |
|
|
|
661 |
|
FNMA REMIC CMO, Ser 2005-83, Cl FP |
|
|
|
|
|
|
|
|
5.766%, SOFR30A + 0.444%, 10/25/2035(C) |
|
|
463 |
|
|
|
457 |
|
FNMA REMIC CMO, Ser 2006-31, Cl FP |
|
|
|
|
|
|
|
|
5.736%, SOFR30A + 0.414%, 05/25/2036(C) |
|
|
79 |
|
|
|
78 |
|
FNMA REMIC CMO, Ser 2006-56, Cl FE |
|
|
|
|
|
|
|
|
5.866%, SOFR30A + 0.544%, 07/25/2036(C) |
|
|
390 |
|
|
|
386 |
|
FNMA REMIC CMO, Ser 2007-98, Cl FD |
|
|
|
|
|
|
|
|
5.886%, SOFR30A + 0.564%, 06/25/2037(C) |
|
|
237 |
|
|
|
233 |
|
FNMA REMIC CMO, Ser 2008-24, Cl PF |
|
|
|
|
|
|
|
|
6.086%, SOFR30A + 0.764%, 02/25/2038(C) |
|
|
51 |
|
|
|
51 |
|
FNMA REMIC CMO, Ser 2010-43, Cl VF |
|
|
|
|
|
|
|
|
5.986%, SOFR30A + 0.664%, 05/25/2040(C) |
|
|
284 |
|
|
|
282 |
|
FNMA REMIC CMO, Ser 2012-111, Cl NF |
|
|
|
|
|
|
|
|
5.786%, SOFR30A + 0.464%, 05/25/2042(C) |
|
|
412 |
|
|
|
404 |
|
FNMA REMIC CMO, Ser 2012-113, Cl PB |
|
|
|
|
|
|
|
|
2.000%, 10/25/2040 |
|
|
412 |
|
|
|
389 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2012-54, Cl CF |
|
|
|
|
|
|
|
|
6.136%, SOFR30A + 0.814%, 05/25/2042(C) |
|
$ |
145 |
|
|
$ |
144 |
|
FNMA REMIC CMO, Ser 2013-116, Cl CB |
|
|
|
|
|
|
|
|
2.500%, 04/25/2033 |
|
|
99 |
|
|
|
96 |
|
FNMA REMIC CMO, Ser 2016-48, Cl UF |
|
|
|
|
|
|
|
|
5.836%, SOFR30A + 0.514%, 08/25/2046(C) |
|
|
167 |
|
|
|
165 |
|
FNMA REMIC CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
5.936%, SOFR30A + 0.614%, 01/25/2050(C) |
|
|
395 |
|
|
|
383 |
|
FNMA REMIC CMO, Ser 2020-10, Cl FA |
|
|
|
|
|
|
|
|
5.936%, SOFR30A + 0.614%, 03/25/2050(C) |
|
|
1,064 |
|
|
|
1,035 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
5.500%, 03/15/2054 |
|
|
4,250 |
|
|
|
4,204 |
|
5.000%, 03/15/2039 to 03/15/2054 |
|
|
45,225 |
|
|
|
44,388 |
|
4.500%, 03/15/2039 to 03/15/2054 |
|
|
56,200 |
|
|
|
54,056 |
|
4.000%, 03/01/2039 to 04/01/2039 |
|
|
40,825 |
|
|
|
38,231 |
|
3.500%, 03/01/2041 |
|
|
6,775 |
|
|
|
6,409 |
|
FNMA, Ser M15, Cl A2 |
|
|
|
|
|
|
|
|
2.923%, 10/25/2025(C) |
|
|
971 |
|
|
|
940 |
|
FNMA, Ser M17, Cl A2 |
|
|
|
|
|
|
|
|
2.911%, 11/25/2025(C) |
|
|
1,913 |
|
|
|
1,849 |
|
FNMA, Ser M3, Cl A2 |
|
|
|
|
|
|
|
|
2.702%, 02/25/2026 |
|
|
2,462 |
|
|
|
2,360 |
|
FRESB Mortgage Trust, Ser SB14, Cl A10F |
|
|
|
|
|
|
|
|
2.590%, 03/25/2026(C) |
|
|
1,040 |
|
|
|
991 |
|
FRESB Mortgage Trust, Ser SB15, Cl A10F |
|
|
|
|
|
|
|
|
2.350%, 03/25/2026(C) |
|
|
1,609 |
|
|
|
1,534 |
|
FRESB Mortgage Trust, Ser SB17, Cl A10F |
|
|
|
|
|
|
|
|
2.420%, 05/25/2026(C) |
|
|
2,981 |
|
|
|
2,831 |
|
FRESB Mortgage Trust, Ser SB50, Cl A10F |
|
|
|
|
|
|
|
|
3.317%, 04/25/2028(C) |
|
|
843 |
|
|
|
796 |
|
FRESB Mortgage Trust, Ser SB52, Cl A10F |
|
|
|
|
|
|
|
|
3.464%, 06/25/2028(C) |
|
|
5,072 |
|
|
|
4,805 |
|
FRESB Mortgage Trust, Ser SB53, Cl A10F |
|
|
|
|
|
|
|
|
3.627%, 06/25/2028(C) |
|
|
4,210 |
|
|
|
3,993 |
|
FRESB Mortgage Trust, Ser SB54, Cl A10F |
|
|
|
|
|
|
|
|
3.520%, 05/25/2028(C) |
|
|
1,211 |
|
|
|
1,142 |
|
FRESB Mortgage Trust, Ser SB59, Cl A10F |
|
|
|
|
|
|
|
|
3.470%, 01/25/2029(C) |
|
|
322 |
|
|
|
299 |
|
GNMA |
|
|
|
|
|
|
|
|
3.625%, H15T1Y + 1.500%, 02/20/2041(C) |
|
|
64 |
|
|
|
65 |
|
3.000%, 01/20/2027 |
|
|
429 |
|
|
|
417 |
|
GNMA CMO, Ser 2007-1, Cl F |
|
|
|
|
|
|
|
|
5.734%, TSFR1M + 0.414%, 01/20/2037(C) |
|
|
315 |
|
|
|
313 |
|
GNMA CMO, Ser 2010-98, Cl QF |
|
|
|
|
|
|
|
|
5.834%, TSFR1M + 0.514%, 01/20/2040(C) |
|
|
51 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2011-151, Cl BF |
|
|
|
|
|
|
|
|
5.784%, TSFR1M + 0.464%, 04/20/2041(C) |
|
$ |
270 |
|
|
$ |
265 |
|
GNMA CMO, Ser 2012-77, Cl FM |
|
|
|
|
|
|
|
|
6.106%, TSFR1M + 0.784%, 11/16/2039(C) |
|
|
331 |
|
|
|
331 |
|
GNMA CMO, Ser 2023-111, Cl FN |
|
|
|
|
|
|
|
|
6.524%, SOFR30A + 1.200%, 08/20/2053(C) |
|
|
4,137 |
|
|
|
4,146 |
|
GNMA CMO, Ser 2023-113, Cl FD |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.350%, 08/20/2053(C) |
|
|
3,076 |
|
|
|
3,078 |
|
GNMA CMO, Ser 2023-116, Cl FL |
|
|
|
|
|
|
|
|
6.474%, SOFR30A + 1.150%, 08/20/2053(C) |
|
|
3,118 |
|
|
|
3,125 |
|
GNMA CMO, Ser 2023-128, Cl CF |
|
|
|
|
|
|
|
|
6.524%, SOFR30A + 1.200%, 08/20/2053(C) |
|
|
3,298 |
|
|
|
3,306 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
5.500%, 03/20/2038 |
|
|
5,225 |
|
|
|
5,190 |
|
5.000%, 03/01/2039 |
|
|
8,200 |
|
|
|
8,009 |
|
4.500%, 03/01/2039 |
|
|
10,375 |
|
|
|
9,907 |
|
GNMA, Ser 109, Cl B |
|
|
|
|
|
|
|
|
3.313%, 10/16/2041(C) |
|
|
764 |
|
|
|
758 |
|
GNMA, Ser 157, Cl C |
|
|
|
|
|
|
|
|
3.150%, 10/16/2054(C) |
|
|
1,081 |
|
|
|
1,033 |
|
GNMA, Ser 2008-92, Cl E |
|
|
|
|
|
|
|
|
5.556%, 03/16/2044(C) |
|
|
294 |
|
|
|
291 |
|
GNMA, Ser 2010-159, Cl D |
|
|
|
|
|
|
|
|
4.558%, 09/16/2044(C) |
|
|
330 |
|
|
|
323 |
|
GNMA, Ser 23, Cl D |
|
|
|
|
|
|
|
|
3.488%, 07/16/2049(C) |
|
|
341 |
|
|
|
324 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
278,823 |
|
Non-Agency Mortgage-Backed Obligations — 7.9% |
|
|
|
|
Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1 |
|
|
|
|
|
|
|
|
5.905%, TSFR1M + 0.819%, 11/25/2035(C) |
|
|
882 |
|
|
|
856 |
|
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A |
|
|
|
|
|
|
|
|
6.490%, TSFR1M + 1.172%, 06/15/2035(B)(C) |
|
|
357 |
|
|
|
354 |
|
Banc of America Funding Trust, Ser 2014-R6, Cl 2A13 |
|
|
|
|
|
|
|
|
5.710%, 07/26/2036(B)(C) |
|
|
1,994 |
|
|
|
1,961 |
|
Bank of America Commercial Mortgage Trust, Ser 2017-BNK3, Cl ASB |
|
|
|
|
|
|
|
|
3.366%, 02/15/2050 |
|
|
865 |
|
|
|
841 |
|
BANK, Ser 2017-BNK7, Cl ASB |
|
|
|
|
|
|
|
|
3.265%, 09/15/2060 |
|
|
2,722 |
|
|
|
2,640 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BANK, Ser BN14, Cl A2 |
|
|
|
|
|
|
|
|
4.128%, 09/15/2060 |
|
$ |
335 |
|
|
$ |
334 |
|
BANK, Ser BN14, Cl ASB |
|
|
|
|
|
|
|
|
4.185%, 09/15/2060 |
|
|
454 |
|
|
|
443 |
|
BANK, Ser BN21, Cl ASB |
|
|
|
|
|
|
|
|
2.808%, 10/17/2052 |
|
|
2,625 |
|
|
|
2,458 |
|
BANK, Ser BNK8, Cl ASB |
|
|
|
|
|
|
|
|
3.314%, 11/15/2050 |
|
|
1,699 |
|
|
|
1,639 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
7.573%, TSFR1M + 2.254%, 10/15/2037(B)(C) |
|
|
1,000 |
|
|
|
994 |
|
BBCMS Mortgage Trust, Ser C7, Cl A1 |
|
|
|
|
|
|
|
|
1.079%, 04/15/2053 |
|
|
403 |
|
|
|
394 |
|
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |
|
|
|
|
|
|
|
|
2.211%, 03/15/2053 |
|
|
9,585 |
|
|
|
8,837 |
|
Benchmark Mortgage Trust, Ser B19, Cl A1 |
|
|
|
|
|
|
|
|
0.628%, 09/15/2053 |
|
|
219 |
|
|
|
213 |
|
Benchmark Mortgage Trust, Ser B5, Cl A2 |
|
|
|
|
|
|
|
|
4.077%, 07/15/2051 |
|
|
1,287 |
|
|
|
1,252 |
|
Benchmark Mortgage Trust, Ser B9, Cl AAB |
|
|
|
|
|
|
|
|
3.933%, 03/15/2052 |
|
|
1,720 |
|
|
|
1,668 |
|
BHMS, Ser ATLS, Cl C |
|
|
|
|
|
|
|
|
7.515%, TSFR1M + 2.197%, 07/15/2035(B)(C) |
|
|
3,690 |
|
|
|
3,606 |
|
BMO Mortgage Trust, Ser 2022-C3, Cl A1 |
|
|
|
|
|
|
|
|
5.252%, 09/15/2054(C) |
|
|
1,398 |
|
|
|
1,389 |
|
BOCA Commercial Mortgage Trust, Ser BOCA, Cl A |
|
|
|
|
|
|
|
|
7.087%, TSFR1M + 1.770%, 05/15/2039(B)(C) |
|
|
500 |
|
|
|
500 |
|
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |
|
|
|
|
|
|
|
|
6.085%, TSFR1M + 0.767%, 05/01/2038(B)(C) |
|
|
1,192 |
|
|
|
1,180 |
|
BX Commercial Mortgage Trust, Ser CIP, Cl A |
|
|
|
|
|
|
|
|
6.354%, TSFR1M + 1.035%, 12/15/2038(B)(C) |
|
|
1,250 |
|
|
|
1,234 |
|
BX Commercial Mortgage Trust, Ser VKNG, Cl A |
|
|
|
|
|
|
|
|
6.363%, TSFR1M + 1.044%, 10/15/2037(B)(C) |
|
|
965 |
|
|
|
962 |
|
BX Trust, Ser 2021-MFM1, Cl A |
|
|
|
|
|
|
|
|
6.133%, TSFR1M + 0.814%, 01/15/2034(B)(C) |
|
|
1,862 |
|
|
|
1,848 |
|
BX Trust, Ser CALM, Cl B |
|
|
|
|
|
|
|
|
6.533%, TSFR1M + 1.214%, 11/15/2032(B)(C) |
|
|
606 |
|
|
|
603 |
|
BX Trust, Ser SDMF, Cl A |
|
|
|
|
|
|
|
|
6.022%, TSFR1M + 0.703%, 09/15/2034(B)(C) |
|
|
1,843 |
|
|
|
1,820 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BXP Trust, Ser CC, Cl D |
|
|
|
|
|
|
|
|
3.552%, 08/13/2037(B)(C) |
|
$ |
710 |
|
|
$ |
535 |
|
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |
|
|
|
|
|
|
|
|
6.685%, TSFR1M + 1.367%, 12/15/2037(B)(C) |
|
|
815 |
|
|
|
815 |
|
Carrington Mortgage Loan Trust Series, Ser 2006-OPT1, Cl M1 |
|
|
|
|
|
|
|
|
5.960%, TSFR1M + 0.639%, 02/25/2036(C) |
|
|
1,619 |
|
|
|
1,585 |
|
CD Commercial Mortgage Trust, Ser 2016-CD1, Cl ASB |
|
|
|
|
|
|
|
|
2.622%, 08/10/2049 |
|
|
3,639 |
|
|
|
3,505 |
|
CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB |
|
|
|
|
|
|
|
|
3.317%, 05/10/2050 |
|
|
1,357 |
|
|
|
1,315 |
|
CD Mortgage Trust, Ser CD7, Cl ASB |
|
|
|
|
|
|
|
|
4.213%, 08/15/2051 |
|
|
357 |
|
|
|
348 |
|
CIM Trust, Ser 2022-I1, Cl A1 |
|
|
|
|
|
|
|
|
4.350%, 02/25/2067(B)(C) |
|
|
968 |
|
|
|
938 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB |
|
|
|
|
|
|
|
|
3.431%, 06/10/2048 |
|
|
442 |
|
|
|
436 |
|
Citigroup Commercial Mortgage Trust, Ser C4, Cl AAB |
|
|
|
|
|
|
|
|
3.297%, 10/12/2050 |
|
|
1,377 |
|
|
|
1,326 |
|
Citigroup Commercial Mortgage Trust, Ser GC21, Cl AS |
|
|
|
|
|
|
|
|
4.026%, 05/10/2047 |
|
|
1,375 |
|
|
|
1,362 |
|
Citigroup Commercial Mortgage Trust, Ser GC36, Cl AAB |
|
|
|
|
|
|
|
|
3.368%, 02/10/2049 |
|
|
500 |
|
|
|
490 |
|
Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB |
|
|
|
|
|
|
|
|
3.098%, 04/10/2049 |
|
|
826 |
|
|
|
805 |
|
Citigroup Commercial Mortgage Trust, Ser PRM2, Cl A |
|
|
|
|
|
|
|
|
6.383%, TSFR1M + 1.064%, 10/15/2038(B)(C) |
|
|
1,782 |
|
|
|
1,766 |
|
Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1 |
|
|
|
|
|
|
|
|
5.725%, TSFR1M + 0.404%, 09/25/2036(B)(C) |
|
|
1,531 |
|
|
|
1,450 |
|
Cold Storage Trust, Ser 2020-ICE5, Cl A |
|
|
|
|
|
|
|
|
6.337%, TSFR1M + 1.014%, 11/15/2037(B)(C) |
|
|
1,474 |
|
|
|
1,470 |
|
COMM Mortgage Trust, Ser 2014-UBS6, Cl ASB |
|
|
|
|
|
|
|
|
3.387%, 12/10/2047 |
|
|
255 |
|
|
|
253 |
|
COMM Mortgage Trust, Ser DC1, Cl AM |
|
|
|
|
|
|
|
|
3.724%, 02/10/2048 |
|
|
930 |
|
|
|
886 |
|
COMM Mortgage Trust, Ser PC1, Cl A4 |
|
|
|
|
|
|
|
|
3.620%, 07/10/2050 |
|
|
1,033 |
|
|
|
1,015 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2022-R08, Cl 1M1 |
|
|
|
|
|
|
|
|
7.872%, SOFR30A + 2.550%, 07/25/2042(B)(C) |
|
$ |
1,434 |
|
|
$ |
1,473 |
|
Connecticut Avenue Securities Trust, Ser 2023-R08, Cl 1M1 |
|
|
|
|
|
|
|
|
6.822%, SOFR30A + 1.500%, 10/25/2043(B)(C) |
|
|
2,653 |
|
|
|
2,658 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A |
|
|
|
|
|
|
|
|
6.345%, TSFR1M + 1.027%, 05/15/2036(B)(C) |
|
|
1,496 |
|
|
|
1,496 |
|
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B |
|
|
|
|
|
|
|
|
6.595%, TSFR1M + 1.277%, 05/15/2036(B)(C) |
|
|
1,097 |
|
|
|
1,097 |
|
Credit Suisse Mortgage Capital Certificates, Ser ICE4, Cl D |
|
|
|
|
|
|
|
|
6.965%, TSFR1M + 1.647%, 05/15/2036(B)(C) |
|
|
2,893 |
|
|
|
2,891 |
|
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB |
|
|
|
|
|
|
|
|
3.533%, 11/15/2048 |
|
|
18 |
|
|
|
17 |
|
CSAIL Commercial Mortgage Trust, Ser C15, Cl ASB |
|
|
|
|
|
|
|
|
3.903%, 03/15/2052 |
|
|
850 |
|
|
|
826 |
|
CSMC Series, Ser 2014-6R, Cl 15A2 |
|
|
|
|
|
|
|
|
2.235%, TSFR1M + 0.264%, 11/27/2036(B)(C) |
|
|
929 |
|
|
|
892 |
|
CSMC Series, Ser 2015-6R, Cl 2A1 |
|
|
|
|
|
|
|
|
6.449%, TSFR1M + 0.314%, 11/27/2046(B)(C) |
|
|
1,205 |
|
|
|
1,185 |
|
CSMC Trust, Ser 2022-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
3.765%, 03/25/2061(B)(C) |
|
|
2,493 |
|
|
|
2,454 |
|
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |
|
|
|
|
|
|
|
|
6.417%, TSFR1M + 1.099%, 05/15/2035(B)(C) |
|
|
1,773 |
|
|
|
1,765 |
|
DBJPM Mortgage Trust, Ser C3, Cl ASB |
|
|
|
|
|
|
|
|
2.756%, 08/10/2049 |
|
|
876 |
|
|
|
847 |
|
Extended Stay America Trust, Ser ESH, Cl A |
|
|
|
|
|
|
|
|
6.513%, TSFR1M + 1.194%, 07/15/2038(B)(C) |
|
|
2,028 |
|
|
|
2,026 |
|
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5 |
|
|
|
|
|
|
|
|
5.595%, TSFR1M + 0.274%, 11/25/2036(C) |
|
|
911 |
|
|
|
894 |
|
First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 |
|
|
|
|
|
|
|
|
5.655%, TSFR1M + 0.334%, 12/25/2037(C) |
|
|
1,668 |
|
|
|
1,565 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A |
|
|
|
|
|
|
|
|
5.685%, TSFR1M + 0.364%, 06/25/2036(C) |
|
$ |
877 |
|
|
$ |
865 |
|
Fontainebleau Miami Beach Trust, Ser FBLU, Cl A |
|
|
|
|
|
|
|
|
3.144%, 12/10/2036(B) |
|
|
2,278 |
|
|
|
2,217 |
|
Fontainebleau Miami Beach Trust, Ser FBLU, Cl B |
|
|
|
|
|
|
|
|
3.447%, 12/10/2036(B) |
|
|
3,400 |
|
|
|
3,310 |
|
FS Rialto, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
6.636%, TSFR1M + 1.314%, 12/16/2036(B)(C) |
|
|
716 |
|
|
|
711 |
|
GCAT Trust, Ser 2021-NQM6, Cl A1 |
|
|
|
|
|
|
|
|
1.855%, 08/25/2066(B)(C) |
|
|
2,502 |
|
|
|
2,196 |
|
Great Wolf Trust, Ser WOLF, Cl C |
|
|
|
|
|
|
|
|
7.266%, TSFR1M + 1.947%, 12/15/2036(B)(C) |
|
|
2,690 |
|
|
|
2,684 |
|
Great Wolf Trust, Ser WOLF, Cl A |
|
|
|
|
|
|
|
|
6.667%, TSFR1M + 1.348%, 12/15/2036(B)(C) |
|
|
3,400 |
|
|
|
3,398 |
|
Great Wolf Trust, Ser WOLF, Cl B |
|
|
|
|
|
|
|
|
6.967%, TSFR1M + 1.648%, 12/15/2036(B)(C) |
|
|
3,500 |
|
|
|
3,495 |
|
GS Mortgage Securities II Trust, Ser 2023-SHIP, Cl A |
|
|
|
|
|
|
|
|
4.322%, 09/10/2038(B)(C) |
|
|
6,600 |
|
|
|
6,390 |
|
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |
|
|
|
|
|
|
|
|
2.777%, 10/10/2049 |
|
|
1,300 |
|
|
|
1,264 |
|
GS Mortgage Securities Trust, Ser GS5, Cl AAB |
|
|
|
|
|
|
|
|
3.467%, 03/10/2050 |
|
|
699 |
|
|
|
677 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(B) |
|
|
595 |
|
|
|
571 |
|
GSAA Home Equity Trust, Ser 2005-6, Cl M1 |
|
|
|
|
|
|
|
|
6.080%, TSFR1M + 0.759%, 06/25/2035(C) |
|
|
512 |
|
|
|
503 |
|
GSAA Home Equity Trust, Ser 2007-8, Cl A3 |
|
|
|
|
|
|
|
|
6.335%, TSFR1M + 1.014%, 08/25/2037(C) |
|
|
336 |
|
|
|
319 |
|
Hilton USA Trust, Ser 2016-HHV, Cl D |
|
|
|
|
|
|
|
|
4.194%, 11/05/2038(B)(C) |
|
|
2,430 |
|
|
|
2,270 |
|
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl A1A2 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037(B) |
|
|
1,725 |
|
|
|
1,664 |
|
Houston Galleria Mall Trust, Ser HGLR, Cl D |
|
|
|
|
|
|
|
|
3.982%, 03/05/2037(B) |
|
|
1,400 |
|
|
|
1,317 |
|
Houston Galleria Mall Trust, Ser HGLR, Cl A1A1 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037(B) |
|
|
1,200 |
|
|
|
1,160 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Impac CMB Trust Series, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
6.235%, TSFR1M + 0.914%, 10/25/2034(C) |
|
$ |
547 |
|
|
$ |
529 |
|
Independence Plaza Trust, Ser INDP, Cl A |
|
|
|
|
|
|
|
|
3.763%, 07/10/2035(B) |
|
|
1,095 |
|
|
|
1,046 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB |
|
|
|
|
|
|
|
|
3.540%, 08/15/2048 |
|
|
726 |
|
|
|
714 |
|
JPMCC Commercial Mortgage Securities Trust, Ser JP7, Cl ASB |
|
|
|
|
|
|
|
|
3.241%, 09/15/2050 |
|
|
3,801 |
|
|
|
3,659 |
|
JPMDB Commercial Mortgage Securities Trust, Ser 2016-C2, Cl ASB |
|
|
|
|
|
|
|
|
2.954%, 06/15/2049 |
|
|
393 |
|
|
|
382 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2021-MHC, Cl A |
|
|
|
|
|
|
|
|
6.233%, TSFR1M + 0.914%, 04/15/2038(B)(C) |
|
|
1,502 |
|
|
|
1,499 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP3, Cl ASB |
|
|
|
|
|
|
|
|
2.777%, 08/15/2049 |
|
|
2,345 |
|
|
|
2,265 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 |
|
|
|
|
|
|
|
|
5.665%, TSFR1M + 0.344%, 05/25/2037(C) |
|
|
3,000 |
|
|
|
2,869 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5 |
|
|
|
|
|
|
|
|
5.675%, TSFR1M + 0.354%, 05/25/2037(C) |
|
|
841 |
|
|
|
833 |
|
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1 |
|
|
|
|
|
|
|
|
5.595%, TSFR1M + 0.274%, 06/25/2037(C) |
|
|
1,340 |
|
|
|
1,326 |
|
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |
|
|
|
|
|
|
|
|
6.622%, SOFR30A + 1.300%, 03/25/2051(B)(C) |
|
|
2,497 |
|
|
|
2,356 |
|
LHOME Mortgage Trust, Ser 2021-RTL3, Cl A1 |
|
|
|
|
|
|
|
|
2.363%, 09/25/2026(B)(D) |
|
|
1,172 |
|
|
|
1,153 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(B) |
|
|
1,746 |
|
|
|
1,744 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 |
|
|
|
|
|
|
|
|
5.895%, TSFR1M + 0.574%, 04/25/2029(C) |
|
|
143 |
|
|
|
132 |
|
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |
|
|
|
|
|
|
|
|
3.500%, 04/25/2066(B)(C) |
|
|
345 |
|
|
|
332 |
|
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |
|
|
|
|
|
|
|
|
3.250%, 10/25/2069(B)(C) |
|
|
1,738 |
|
|
|
1,663 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(C) |
|
$ |
1,891 |
|
|
$ |
1,761 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C18, Cl ASB |
|
|
|
|
|
|
|
|
3.621%, 10/15/2047 |
|
|
3 |
|
|
|
3 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl ASB |
|
|
|
|
|
|
|
|
3.323%, 10/15/2048 |
|
|
207 |
|
|
|
204 |
|
Morgan Stanley Capital I, Ser HR2, Cl ASB |
|
|
|
|
|
|
|
|
3.509%, 12/15/2050 |
|
|
1,012 |
|
|
|
977 |
|
Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 |
|
|
|
|
|
|
|
|
5.755%, TSFR1M + 0.434%, 04/25/2037(C) |
|
|
517 |
|
|
|
505 |
|
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |
|
|
|
|
|
|
|
|
5.625%, TSFR1M + 0.304%, 04/25/2037(C) |
|
|
1,355 |
|
|
|
1,280 |
|
One New York Plaza Trust, Ser 1NYP, Cl A |
|
|
|
|
|
|
|
|
6.383%, TSFR1M + 1.064%, 01/15/2036(B)(C) |
|
|
952 |
|
|
|
926 |
|
OPG Trust, Ser PORT, Cl A |
|
|
|
|
|
|
|
|
5.917%, TSFR1M + 0.598%, 10/15/2036(B)(C) |
|
|
1,323 |
|
|
|
1,303 |
|
Opteum Mortgage Acceptance Asset Backed Pass-Through Certificates 2005-2, Ser 2005-2, Cl M5 |
|
|
|
|
|
|
|
|
6.410%, TSFR1M + 1.089%, 04/25/2035(C) |
|
|
129 |
|
|
|
132 |
|
Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D |
|
|
|
|
|
|
|
|
5.975%, TSFR1M + 0.654%, 03/25/2037(C) |
|
|
2,091 |
|
|
|
1,978 |
|
PRKCM Trust, Ser 2021-AFC2, Cl A1 |
|
|
|
|
|
|
|
|
2.071%, 11/25/2056(B)(C) |
|
|
5,274 |
|
|
|
4,400 |
|
RASC Series Trust, Ser 2005-EMX2, Cl M5 |
|
|
|
|
|
|
|
|
6.485%, TSFR1M + 0.814%, 07/25/2035(C) |
|
|
70 |
|
|
|
71 |
|
SREIT Trust, Ser 2021-MFP, Cl B |
|
|
|
|
|
|
|
|
6.512%, TSFR1M + 1.194%, 11/15/2038(B)(C) |
|
|
1,435 |
|
|
|
1,421 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2005-WF2, Cl M1 |
|
|
|
|
|
|
|
|
6.005%, TSFR1M + 0.684%, 05/25/2035(C) |
|
|
36 |
|
|
|
36 |
|
STWD, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
6.512%, TSFR1M + 1.194%, 07/15/2038(B)(C) |
|
|
75 |
|
|
|
74 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(B)(C) |
|
|
87 |
|
|
|
83 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 06/25/2058(B)(C) |
|
$ |
1,642 |
|
|
$ |
1,519 |
|
Towd Point Mortgage Trust, Ser 2018-6, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 03/25/2058(B)(C) |
|
|
1,059 |
|
|
|
1,009 |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.900%, 10/25/2059(B)(C) |
|
|
2,515 |
|
|
|
2,354 |
|
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1 |
|
|
|
|
|
|
|
|
6.435%, TSFR1M + 1.114%, 05/25/2058(B)(C) |
|
|
1,234 |
|
|
|
1,255 |
|
Towd Point Mortgage Trust, Ser 2020-4, Cl A1 |
|
|
|
|
|
|
|
|
1.750%, 10/25/2060(B) |
|
|
1,076 |
|
|
|
940 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(B)(C) |
|
|
1,495 |
|
|
|
1,360 |
|
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 07/25/2068(B)(C) |
|
|
691 |
|
|
|
647 |
|
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |
|
|
|
|
|
|
|
|
3.504%, 12/15/2050 |
|
|
730 |
|
|
|
706 |
|
UBS Commercial Mortgage Trust, Ser C12, Cl A2 |
|
|
|
|
|
|
|
|
4.152%, 08/15/2051 |
|
|
167 |
|
|
|
164 |
|
UBS Commercial Mortgage Trust, Ser C7, Cl ASB |
|
|
|
|
|
|
|
|
3.586%, 12/15/2050 |
|
|
2,842 |
|
|
|
2,762 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
5.955%, TSFR1M + 0.634%, 11/25/2045(C) |
|
|
859 |
|
|
|
776 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.324%, 01/15/2059 |
|
|
771 |
|
|
|
756 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB |
|
|
|
|
|
|
|
|
3.390%, 11/15/2050 |
|
|
800 |
|
|
|
773 |
|
Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB |
|
|
|
|
|
|
|
|
2.514%, 08/15/2049 |
|
|
386 |
|
|
|
375 |
|
Wells Fargo Commercial Mortgage Trust, Ser C28, Cl A3 |
|
|
|
|
|
|
|
|
3.290%, 05/15/2048 |
|
|
2,008 |
|
|
|
1,954 |
|
Wells Fargo Commercial Mortgage Trust, Ser C31, Cl A3 |
|
|
|
|
|
|
|
|
3.427%, 11/15/2048 |
|
|
3,923 |
|
|
|
3,816 |
|
Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB |
|
|
|
|
|
|
|
|
2.911%, 06/15/2049 |
|
|
1,190 |
|
|
|
1,163 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Commercial Mortgage Trust, Ser C52, Cl ASB |
|
|
|
|
|
|
|
|
2.833%, 08/15/2052 |
|
$ |
1,400 |
|
|
$ |
1,315 |
|
Wells Fargo Commercial Mortgage Trust, Ser C57, Cl A1 |
|
|
|
|
|
|
|
|
0.903%, 08/15/2053 |
|
|
1,020 |
|
|
|
981 |
|
Wells Fargo Commercial Mortgage Trust, Ser SMP, Cl A |
|
|
|
|
|
|
|
|
6.239%, TSFR1M + 0.921%, 12/15/2034(B)(C) |
|
|
1,125 |
|
|
|
1,071 |
|
WFRBS Commercial Mortgage Trust, Ser C21, Cl A5 |
|
|
|
|
|
|
|
|
3.678%, 08/15/2047 |
|
|
1,183 |
|
|
|
1,169 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
179,944 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $465,349) ($ Thousands) |
|
|
|
|
|
|
458,767 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 20.0% |
Automotive — 10.2% |
|
|
|
|
| |
|
|
|
|
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
1.140%, 03/15/2027 (B) |
|
|
3,045 |
|
|
|
3,011 |
|
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
1.210%, 12/18/2026 |
|
|
1,171 |
|
|
|
1,103 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl C |
|
|
|
|
|
|
|
|
5.320%, 04/18/2028 |
|
|
3,000 |
|
|
|
2,996 |
|
ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2032 (B) |
|
|
7,330 |
|
|
|
7,383 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
1.660%, 02/20/2028 (B) |
|
|
3,378 |
|
|
|
3,055 |
|
BOF VII AL Funding Trust I, Ser 2023-CAR3, Cl A2 |
|
|
|
|
|
|
|
|
6.291%, 07/26/2032 (B) |
|
|
6,475 |
|
|
|
6,513 |
|
CarMax Auto Owner Trust, Ser 2022-2, Cl A4 |
|
|
|
|
|
|
|
|
3.620%, 09/15/2027 |
|
|
3,632 |
|
|
|
3,526 |
|
Carmax Auto Owner Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 01/18/2028 |
|
|
10,103 |
|
|
|
10,073 |
|
Carmax Auto Owner Trust, Ser 2023-2, Cl B |
|
|
|
|
|
|
|
|
5.180%, 11/15/2028 |
|
|
1,000 |
|
|
|
992 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A3 |
|
|
|
|
|
|
|
|
5.280%, 05/15/2028 |
|
|
6,650 |
|
|
|
6,667 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
4.920%, 10/16/2028 |
|
|
8,330 |
|
|
|
8,294 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CarMax Auto Owner Trust, Ser 2024-1, Cl B |
|
|
|
|
|
|
|
|
5.170%, 08/15/2029 |
|
$ |
4,120 |
|
|
$ |
4,104 |
|
Citizens Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.840%, 01/18/2028 (B) |
|
|
9,415 |
|
|
|
9,508 |
|
Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
6.390%, 08/15/2033 (B) |
|
|
6,440 |
|
|
|
6,515 |
|
Drive Auto Receivables Trust, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
0.870%, 10/15/2027 |
|
|
718 |
|
|
|
712 |
|
Drive Auto Receivables Trust, Ser 2021-2, Cl D |
|
|
|
|
|
|
|
|
1.390%, 03/15/2029 |
|
|
2,470 |
|
|
|
2,356 |
|
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.560%, 04/22/2030 (B) |
|
|
6,620 |
|
|
|
6,624 |
|
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (B) |
|
|
6,355 |
|
|
|
6,342 |
|
Exeter Automobile Receivables Trust, Ser 2020-1A, Cl E |
|
|
|
|
|
|
|
|
3.740%, 01/15/2027 (B) |
|
|
2,750 |
|
|
|
2,712 |
|
Exeter Automobile Receivables Trust, Ser 2021-3A, Cl C |
|
|
|
|
|
|
|
|
0.960%, 10/15/2026 |
|
|
912 |
|
|
|
895 |
|
Exeter Automobile Receivables Trust, Ser 2021-4A, Cl C |
|
|
|
|
|
|
|
|
1.460%, 10/15/2027 |
|
|
2,129 |
|
|
|
2,099 |
|
Exeter Automobile Receivables Trust, Ser 2022-6A, Cl C |
|
|
|
|
|
|
|
|
6.320%, 05/15/2028 |
|
|
2,015 |
|
|
|
2,027 |
|
Flagship Credit Auto Trust, Ser 2019-4, Cl D |
|
|
|
|
|
|
|
|
3.120%, 01/15/2026 (B) |
|
|
1,933 |
|
|
|
1,908 |
|
Flagship Credit Auto Trust, Ser 2020-3, Cl D |
|
|
|
|
|
|
|
|
2.500%, 09/15/2026 (B) |
|
|
2,400 |
|
|
|
2,296 |
|
Flagship Credit Auto Trust, Ser 2021-1, Cl C |
|
|
|
|
|
|
|
|
0.910%, 03/15/2027 (B) |
|
|
2,560 |
|
|
|
2,496 |
|
Ford Credit Auto Lease Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
4.830%, 05/15/2026 |
|
|
18,000 |
|
|
|
17,876 |
|
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A |
|
|
|
|
|
|
|
|
1.060%, 04/15/2033 (B) |
|
|
10,485 |
|
|
|
9,796 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
3.710%, 12/16/2027 |
|
|
1,000 |
|
|
|
971 |
|
GTE Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 03/15/2028 (B) |
|
|
8,475 |
|
|
|
8,401 |
|
Huntington Auto Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.230%, 01/16/2029 (B) |
|
|
8,415 |
|
|
|
8,441 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.310%, 08/15/2029 |
|
$ |
194 |
|
|
$ |
195 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (B) |
|
|
634 |
|
|
|
622 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D |
|
|
|
|
|
|
|
|
1.009%, 02/26/2029 (B) |
|
|
651 |
|
|
|
630 |
|
LAD Auto Receivables Trust, Ser 2023-2A, Cl C |
|
|
|
|
|
|
|
|
5.580%, 09/15/2028 (B) |
|
|
2,180 |
|
|
|
2,166 |
|
Navistar Financial Dealer Note Master Owner Trust II, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
6.180%, 08/25/2028 (B) |
|
|
5,090 |
|
|
|
5,118 |
|
Navistar Financial Dealer Note Master Owner Trust II, Ser 2023-1, Cl B |
|
|
|
|
|
|
|
|
6.480%, 08/25/2028 (B) |
|
|
1,363 |
|
|
|
1,367 |
|
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl F |
|
|
|
|
|
|
|
|
7.030%, 08/15/2028 (B) |
|
|
1,250 |
|
|
|
1,250 |
|
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D |
|
|
|
|
|
|
|
|
1.480%, 01/15/2027 |
|
|
1,498 |
|
|
|
1,470 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C |
|
|
|
|
|
|
|
|
5.000%, 11/15/2029 |
|
|
3,185 |
|
|
|
3,142 |
|
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A |
|
|
|
|
|
|
|
|
2.510%, 01/26/2032 (B) |
|
|
1,775 |
|
|
|
1,733 |
|
SBNA Auto Lease Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
6.510%, 04/20/2027 (B) |
|
|
10,900 |
|
|
|
11,085 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.240%, 01/22/2029 (B) |
|
|
8,860 |
|
|
|
8,839 |
|
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
3.820%, 04/25/2035 (B) |
|
|
8,360 |
|
|
|
8,084 |
|
Toyota Auto Receivables Owner Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
3.760%, 04/15/2027 |
|
|
6,374 |
|
|
|
6,265 |
|
US Bank, Ser 2023-1, Cl B |
|
|
|
|
|
|
|
|
6.789%, 08/25/2032 (B) |
|
|
1,755 |
|
|
|
1,766 |
|
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl D |
|
|
|
|
|
|
|
|
1.650%, 02/17/2026 (B) |
|
|
1,351 |
|
|
|
1,334 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.410%, 01/18/2028 (B) |
|
|
2,940 |
|
|
|
2,932 |
|
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
5.800%, 04/18/2038 (B) |
|
|
12,695 |
|
|
|
12,664 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
World Omni Auto Receivables Trust, Ser 2021-B, Cl B |
|
|
|
|
|
|
|
|
1.040%, 06/15/2027 |
|
$ |
3,050 |
|
|
$ |
2,873 |
|
World Omni Auto Receivables Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 11/15/2028 |
|
|
10,425 |
|
|
|
10,435 |
|
| |
|
|
|
|
|
|
233,662 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 3.2% |
|
|
|
|
| |
|
|
|
|
American Express Credit Account Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 05/15/2028 |
|
|
2,000 |
|
|
|
1,997 |
|
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
|
|
|
|
|
|
|
|
4.980%, 11/15/2028 |
|
|
8,741 |
|
|
|
8,765 |
|
Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.720%, 02/15/2029 |
|
|
1,950 |
|
|
|
1,937 |
|
Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A |
|
|
|
|
|
|
|
|
3.490%, 05/15/2027 |
|
|
10,125 |
|
|
|
9,918 |
|
CARDS II Trust, Ser 2023-2A, Cl B |
|
|
|
|
|
|
|
|
6.379%, 07/15/2028 (B) |
|
|
11,190 |
|
|
|
11,219 |
|
First National Master Note Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
5.130%, 04/15/2029 |
|
|
5,935 |
|
|
|
5,915 |
|
Golden Credit Card Trust, Ser 2022-4A, Cl A |
|
|
|
|
|
|
|
|
4.310%, 09/15/2027 (B) |
|
|
15,985 |
|
|
|
15,760 |
|
Synchrony Card Funding LLC, Ser 2022-A1, Cl A |
|
|
|
|
|
|
|
|
3.370%, 04/15/2028 |
|
|
10,611 |
|
|
|
10,378 |
|
Synchrony Card Funding LLC, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.540%, 07/15/2029 |
|
|
6,270 |
|
|
|
6,321 |
|
| |
|
|
|
|
|
|
72,210 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 6.6% |
|
|
|
|
| |
|
|
|
|
AMMC CLO 15, Ser 2021-15A, Cl AR3 |
|
|
|
|
|
|
|
|
6.696%, TSFR3M + 1.382%, 01/15/2032 (B)(C) |
|
|
1,296 |
|
|
|
1,298 |
|
AMMC CLO 22, Ser 2018-22A, Cl A |
|
|
|
|
|
|
|
|
6.616%, TSFR3M + 1.292%, 04/25/2031 (B)(C) |
|
|
612 |
|
|
|
613 |
|
Apidos CLO XXII, Ser 2020-22A, Cl A1R |
|
|
|
|
|
|
|
|
6.639%, TSFR3M + 1.322%, 04/20/2031 (B)(C) |
|
|
2,254 |
|
|
|
2,259 |
|
Barings CLO, Ser 2018-3A, Cl A1 |
|
|
|
|
|
|
|
|
6.529%, TSFR3M + 1.212%, 07/20/2029 (B)(C) |
|
|
177 |
|
|
|
177 |
|
Barings CLO, Ser 2018-4A, Cl A2 |
|
|
|
|
|
|
|
|
7.026%, TSFR3M + 1.712%, 10/15/2030 (B)(C) |
|
|
2,600 |
|
|
|
2,589 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Bear Stearns Asset Backed Securities Trust, Ser 2006-2, Cl M5 |
|
|
|
|
|
|
|
|
7.460%, TSFR1M + 2.139%, 07/25/2036 (C) |
|
$ |
61 |
|
|
$ |
61 |
|
Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2 |
|
|
|
|
|
|
|
|
5.735%, TSFR1M + 0.414%, 11/25/2036 (C) |
|
|
2,103 |
|
|
|
2,034 |
|
Carbone CLO, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.719%, TSFR3M + 1.402%, 01/20/2031 (B)(C) |
|
|
1,619 |
|
|
|
1,622 |
|
CIFC Funding, Ser 2018-3RA, Cl A1 |
|
|
|
|
|
|
|
|
6.560%, TSFR3M + 1.242%, 04/24/2031 (B)(C) |
|
|
382 |
|
|
|
383 |
|
CNH Equipment Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
4.810%, 08/15/2028 |
|
|
6,160 |
|
|
|
6,126 |
|
Countrywide Asset-Backed Certificates, Ser 2006-BC4, Cl 2A3 |
|
|
|
|
|
|
|
|
5.915%, TSFR1M + 0.594%, 11/25/2036 (C) |
|
|
324 |
|
|
|
321 |
|
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3 |
|
|
|
|
|
|
|
|
3.520%, TSFR1M + 1.089%, 06/25/2035 (C) |
|
|
114 |
|
|
|
114 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.650%, 01/22/2029 (B) |
|
|
3,915 |
|
|
|
3,932 |
|
Dell Equipment Finance Trust, Ser 2023-2, Cl B |
|
|
|
|
|
|
|
|
5.770%, 01/22/2029 (B) |
|
|
2,195 |
|
|
|
2,198 |
|
Domino's Pizza Master Issuer LLC, Ser 2015-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.474%, 10/25/2045 (B) |
|
|
2,133 |
|
|
|
2,088 |
|
Dryden 41 Senior Loan Fund, Ser 2018-41A, Cl BR |
|
|
|
|
|
|
|
|
6.876%, TSFR3M + 1.562%, 04/15/2031 (B)(C) |
|
|
1,340 |
|
|
|
1,330 |
|
Eaton Vance CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.676%, TSFR3M + 1.362%, 04/15/2031 (B)(C) |
|
|
1,914 |
|
|
|
1,915 |
|
FirstKey Homes Trust, Ser 2020-SFR1, Cl A |
|
|
|
|
|
|
|
|
1.339%, 08/17/2037 (B) |
|
|
3,878 |
|
|
|
3,638 |
|
FirstKey Homes Trust, Ser 2022-SFR2, Cl A |
|
|
|
|
|
|
|
|
4.250%, 07/17/2039 (B) |
|
|
9,305 |
|
|
|
9,008 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2020-2, Cl A |
|
|
|
|
|
|
|
|
1.060%, 09/15/2027 |
|
|
2,740 |
|
|
|
2,569 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl B |
|
|
|
|
|
|
|
|
5.310%, 05/15/2028 (B) |
|
|
2,450 |
|
|
|
2,426 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
|
|
|
|
|
|
|
|
6.095%, TSFR1M + 0.774%, 01/25/2036 (C) |
|
$ |
2,053 |
|
|
$ |
1,934 |
|
Goldentree Loan Management US CLO 3, Ser 2018-3A, Cl AJ |
|
|
|
|
|
|
|
|
6.879%, TSFR3M + 1.562%, 04/20/2030 (B)(C) |
|
|
1,700 |
|
|
|
1,692 |
|
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 07/15/2027 (B) |
|
|
3,235 |
|
|
|
3,205 |
|
Greenwood Park CLO Ltd., Ser 2018-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.586%, TSFR3M + 1.272%, 04/15/2031 (B)(C) |
|
|
1,825 |
|
|
|
1,827 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (B) |
|
|
1,378 |
|
|
|
1,303 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (B) |
|
|
4,400 |
|
|
|
4,378 |
|
HSI Asset Securitization Trust, Ser 2006-OPT1, Cl M1 |
|
|
|
|
|
|
|
|
5.975%, TSFR1M + 0.654%, 12/25/2035 (C) |
|
|
13 |
|
|
|
13 |
|
HSI Asset Securitization Trust, Ser 2006-OPT2, Cl M2 |
|
|
|
|
|
|
|
|
6.020%, TSFR1M + 0.699%, 01/25/2036 (C) |
|
|
470 |
|
|
|
459 |
|
LCM XXIV, Ser 2021-24A, Cl AR |
|
|
|
|
|
|
|
|
6.559%, TSFR3M + 1.242%, 03/20/2030 (B)(C) |
|
|
722 |
|
|
|
723 |
|
M&T Equipment, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.740%, 07/15/2030 (B) |
|
|
6,775 |
|
|
|
6,777 |
|
Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |
|
|
|
|
|
|
|
|
6.579%, TSFR3M + 1.262%, 07/21/2030 (B)(C) |
|
|
1,876 |
|
|
|
1,879 |
|
Magnetite XVIII, Ser 2021-18A, Cl AR2 |
|
|
|
|
|
|
|
|
6.449%, TSFR3M + 1.142%, 11/15/2028 (B)(C) |
|
|
836 |
|
|
|
836 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
7.132%, TSFR1M + 1.814%, 11/15/2035 (B)(C) |
|
|
1,397 |
|
|
|
1,395 |
|
Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D |
|
|
|
|
|
|
|
|
5.975%, TSFR1M + 0.654%, 03/25/2036 (C) |
|
|
501 |
|
|
|
481 |
|
Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B |
|
|
|
|
|
|
|
|
6.435%, TSFR1M + 1.114%, 07/25/2037 (C) |
|
|
872 |
|
|
|
849 |
|
MVW LLC, Ser 2021-1WA, Cl A |
|
|
|
|
|
|
|
|
1.140%, 01/22/2041 (B) |
|
|
1,814 |
|
|
|
1,682 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |
|
|
|
|
|
|
|
|
2.400%, 10/15/2068 (B) |
|
$ |
4,066 |
|
|
$ |
3,806 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (B) |
|
|
2,406 |
|
|
|
2,185 |
|
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A |
|
|
|
|
|
|
|
|
1.220%, 07/15/2069 (B) |
|
|
2,715 |
|
|
|
2,452 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (B) |
|
|
1,760 |
|
|
|
1,578 |
|
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |
|
|
|
|
|
|
|
|
1.310%, 01/15/2069 (B) |
|
|
1,727 |
|
|
|
1,588 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (B) |
|
|
3,270 |
|
|
|
2,869 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (B) |
|
|
6,229 |
|
|
|
5,415 |
|
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.360%, 04/20/2062 (B) |
|
|
4,855 |
|
|
|
4,396 |
|
Neuberger Berman Loan Advisers CLO 24, Ser 2020-24A, Cl BR |
|
|
|
|
|
|
|
|
7.071%, TSFR3M + 1.762%, 04/19/2030 (B)(C) |
|
|
750 |
|
|
|
747 |
|
New Century Home Equity Loan Trust, Ser 2006-1, Cl A2B |
|
|
|
|
|
|
|
|
5.795%, TSFR1M + 0.474%, 05/25/2036 (C) |
|
|
1,692 |
|
|
|
1,662 |
|
Palmer Square CLO, Ser 2018-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.590%, TSFR3M + 1.292%, 04/18/2031 (B)(C) |
|
|
1,931 |
|
|
|
1,930 |
|
Palmer Square Loan Funding, Ser 2021-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.381%, TSFR3M + 1.062%, 05/20/2029 (B)(C) |
|
|
639 |
|
|
|
639 |
|
People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3 |
|
|
|
|
|
|
|
|
6.115%, TSFR1M + 0.794%, 12/25/2035 (C) |
|
|
846 |
|
|
|
809 |
|
Progress Residential Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
2.078%, 06/17/2037 (B) |
|
|
1,873 |
|
|
|
1,793 |
|
Reese Park CLO, Ser 2021-1A, Cl XR |
|
|
|
|
|
|
|
|
6.476%, TSFR3M + 1.162%, 10/15/2034 (B)(C) |
|
|
642 |
|
|
|
642 |
|
Rockford Tower CLO, Ser 2018-2A, Cl A |
|
|
|
|
|
|
|
|
6.739%, TSFR3M + 1.422%, 10/20/2031 (B)(C) |
|
|
2,464 |
|
|
|
2,468 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Saxon Asset Securities Trust, Ser 2006-3, Cl A3 |
|
|
|
|
|
|
|
|
5.775%, TSFR1M + 0.454%, 10/25/2046 (C) |
|
$ |
1,097 |
|
|
$ |
1,055 |
|
Sierra Timeshare Receivables Funding LLC, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
3.200%, 01/20/2036 (B) |
|
|
481 |
|
|
|
480 |
|
Sierra Timeshare Receivables Funding LLC, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.340%, 08/20/2036 (B) |
|
|
367 |
|
|
|
351 |
|
SLC Student Loan Trust, Ser 2007-1, Cl A4 |
|
|
|
|
|
|
|
|
5.682%, SOFR90A + 0.322%, 05/15/2029 (C) |
|
|
279 |
|
|
|
278 |
|
SLM Student Loan Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
6.136%, SOFR30A + 0.814%, 01/25/2029 (C) |
|
|
638 |
|
|
|
617 |
|
SLM Student Loan Trust, Ser 2013-2, Cl A |
|
|
|
|
|
|
|
|
5.886%, SOFR30A + 0.564%, 06/25/2043 (C) |
|
|
785 |
|
|
|
770 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (B) |
|
|
529 |
|
|
|
479 |
|
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX |
|
|
|
|
|
|
|
|
1.030%, 08/17/2043 (B) |
|
|
583 |
|
|
|
502 |
|
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (B) |
|
|
928 |
|
|
|
788 |
|
Stack Infrastructure Issuer LLC, Ser 2019-2A, Cl A2 |
|
|
|
|
|
|
|
|
3.080%, 10/25/2044 (B) |
|
|
740 |
|
|
|
722 |
|
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.893%, 08/25/2045 (B) |
|
|
1,000 |
|
|
|
937 |
|
T-Mobile US Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.050%, 09/20/2029 (B) |
|
|
8,480 |
|
|
|
8,480 |
|
Vantage Data Centers Issuer LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.645%, 09/15/2045 (B) |
|
|
1,317 |
|
|
|
1,229 |
|
Verizon Master Trust, Ser 2023-4, Cl A1A |
|
|
|
|
|
|
|
|
5.160%, 06/20/2029 |
|
|
9,780 |
|
|
|
9,803 |
|
Voya CLO, Ser 2021-2A, Cl A1R |
|
|
|
|
|
|
|
|
6.556%, TSFR3M + 1.242%, 06/07/2030 (B)(C) |
|
|
1,151 |
|
|
|
1,152 |
|
Wells Fargo Home Equity Trust, Ser 2006-1, Cl M3 |
|
|
|
|
|
|
|
|
5.930%, TSFR1M + 0.609%, 05/25/2036 (C) |
|
|
385 |
|
|
|
384 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Westlake Flooring Master Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
6.070%, 02/15/2028 (B) |
|
$ |
11,725 |
|
|
$ |
11,722 |
|
| |
|
|
|
|
|
|
150,862 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $458,640) ($ Thousands) |
|
|
|
|
|
|
456,734 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.0% |
FHLB |
|
|
|
|
|
|
|
|
2.750%, 03/25/2027 |
|
|
16,360 |
|
|
|
15,473 |
|
FHLMC |
|
|
|
|
|
|
|
|
4.050%, 07/21/2025 |
|
|
14,825 |
|
|
|
14,610 |
|
0.600%, 10/20/2025 |
|
|
9,805 |
|
|
|
9,161 |
|
FNMA |
|
|
|
|
|
|
|
|
0.700%, 07/30/2025 |
|
|
6,920 |
|
|
|
6,528 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $47,910) ($ Thousands) |
|
|
45,772 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 1.6% |
Alabama — 0.2% |
|
|
|
|
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB |
|
|
|
|
|
|
|
|
1.038%, 09/01/2025 |
|
|
5,635 |
|
|
|
5,326 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Colorado — 0.0% |
|
|
|
|
Denver, Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
1.115%, 11/15/2024 |
|
|
610 |
|
|
|
593 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Florida — 0.3% |
|
|
|
|
County of Miami-Dade Florida Aviation Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
3.505%, 10/01/2025 |
|
|
2,250 |
|
|
|
2,196 |
|
Miami-Dade County, Aviation Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.949%, 10/01/2025 |
|
|
3,145 |
|
|
|
3,044 |
|
1.229%, 10/01/2025 |
|
|
370 |
|
|
|
349 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,589 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.4% |
|
|
|
|
State of Illinois, Ser A, GO |
|
|
|
|
|
|
|
|
5.254%, 05/01/2025 |
|
|
4,770 |
|
|
|
4,764 |
|
5.213%, 05/01/2026 |
|
|
5,215 |
|
|
|
5,226 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,990 |
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.0% |
|
|
|
|
Massachusetts State, Ser B, RB |
|
|
|
|
|
|
|
|
4.110%, 07/15/2031 |
|
|
1,009 |
|
|
|
992 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York — 0.6% |
|
|
|
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB |
|
|
|
|
|
|
|
|
2.310%, 11/01/2026 |
|
$ |
820 |
|
|
$ |
770 |
|
New York State, Dormitory Authority, RB |
|
|
|
|
|
|
|
|
0.887%, 03/15/2025 (E) |
|
|
9,775 |
|
|
|
9,359 |
|
New York State, Dormitory Authority, Ser D, RB |
|
|
|
|
|
|
|
|
5.000%, 03/15/2024 |
|
|
950 |
|
|
|
950 |
|
New York State, Urban Development, Ser B, RB |
|
|
|
|
|
|
|
|
2.010%, 03/15/2030 |
|
|
1,800 |
|
|
|
1,544 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,623 |
|
| |
|
|
|
|
|
|
|
|
Texas — 0.1% |
|
|
|
|
Dallas Fort Worth, International Airport, Ser A, RB |
|
|
|
|
|
|
|
|
2.156%, 11/01/2025 |
|
|
2,400 |
|
|
|
2,290 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $38,316) ($ Thousands) |
|
|
|
|
|
|
37,403 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 3.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
83,610,042 |
|
|
|
83,610 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $83,610) ($ Thousands) |
|
|
|
|
|
|
83,610 |
|
Total Investments in Securities — 108.5% |
|
|
|
|
|
|
|
|
(Cost $2,490,883) ($ Thousands) |
|
$ |
2,473,325 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Limited Duration Bond Fund (Concluded)
A list of the open futures contracts held by the Fund at February 29, 2024, 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 |
|
|
379 |
|
|
|
Jun-2024 |
|
|
$ |
77,559 |
|
|
$ |
77,600 |
|
|
$ |
41 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(475 |
) |
|
|
Jun-2024 |
|
|
$ |
(50,696 |
) |
|
$ |
(50,781 |
) |
|
$ |
(85 |
) |
U.S. Ultra Long Treasury Bond |
|
|
(55 |
) |
|
|
Jun-2024 |
|
|
|
(7,025 |
) |
|
|
(7,033 |
) |
|
|
(8 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(195 |
) |
|
|
Jun-2024 |
|
|
|
(22,207 |
) |
|
|
(22,263 |
) |
|
|
(56 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(79,928 |
) |
|
|
(80,077 |
) |
|
|
(149 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(2,369 |
) |
|
$ |
(2,477 |
) |
|
$ |
(108 |
) |
|
Percentages are based on Net Assets of $2,280,099 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
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 29, 2024, the value of these securities amounted to $531,793 ($ Thousands), representing 23.3% of the Net Assets of the Fund. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(E) |
Security is escrowed to maturity. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
28,539 |
|
|
$ |
2,644,499 |
|
|
$ |
(2,589,428 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
83,610 |
|
|
$ |
2,280 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 88.2% |
Communication Services — 4.8% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
2.050%, 08/15/2050 |
|
$ |
1,356 |
|
|
$ |
801 |
|
America Movil |
|
|
|
|
|
|
|
|
6.125%, 03/30/2040 |
|
|
720 |
|
|
|
757 |
|
AT&T |
|
|
|
|
|
|
|
|
8.750%, 11/15/2031 |
|
|
1,150 |
|
|
|
1,348 |
|
6.800%, 05/15/2036 |
|
|
2,915 |
|
|
|
3,165 |
|
4.900%, 08/15/2037 |
|
|
3,040 |
|
|
|
2,852 |
|
3.650%, 06/01/2051 |
|
|
2,095 |
|
|
|
1,499 |
|
2.250%, 02/01/2032 |
|
|
2,430 |
|
|
|
1,949 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
4.908%, 07/23/2025 |
|
|
115 |
|
|
|
114 |
|
Comcast |
|
|
|
|
|
|
|
|
6.450%, 03/15/2037 |
|
|
6,445 |
|
|
|
7,063 |
|
5.650%, 06/15/2035 |
|
|
290 |
|
|
|
298 |
|
5.350%, 11/15/2027 |
|
|
3,037 |
|
|
|
3,084 |
|
5.350%, 05/15/2053 |
|
|
5,820 |
|
|
|
5,672 |
|
4.550%, 01/15/2029 |
|
|
7,065 |
|
|
|
6,951 |
|
4.200%, 08/15/2034 |
|
|
11,767 |
|
|
|
10,819 |
|
3.999%, 11/01/2049 |
|
|
1,080 |
|
|
|
859 |
|
3.969%, 11/01/2047 |
|
|
3,423 |
|
|
|
2,712 |
|
3.950%, 10/15/2025 |
|
|
2,340 |
|
|
|
2,299 |
|
3.900%, 03/01/2038 |
|
|
1,345 |
|
|
|
1,153 |
|
3.400%, 07/15/2046 |
|
|
1,115 |
|
|
|
818 |
|
3.375%, 08/15/2025 |
|
|
2,470 |
|
|
|
2,412 |
|
3.300%, 02/01/2027 |
|
|
1,870 |
|
|
|
1,792 |
|
3.150%, 03/01/2026 |
|
|
3,480 |
|
|
|
3,359 |
|
2.987%, 11/01/2063 |
|
|
4,549 |
|
|
|
2,733 |
|
2.937%, 11/01/2056 |
|
|
5,978 |
|
|
|
3,678 |
|
2.887%, 11/01/2051 |
|
|
3,410 |
|
|
|
2,159 |
|
1.500%, 02/15/2031 |
|
|
15,120 |
|
|
|
12,060 |
|
Cox Communications |
|
|
|
|
|
|
|
|
1.800%, 10/01/2030 (A) |
|
|
3,600 |
|
|
|
2,866 |
|
Crown Castle Towers LLC |
|
|
|
|
|
|
|
|
3.663%, 05/15/2025 (A) |
|
|
3,940 |
|
|
|
3,848 |
|
Discovery Communications LLC |
|
|
|
|
|
|
|
|
5.000%, 09/20/2037 |
|
|
1 |
|
|
|
1 |
|
4.000%, 09/15/2055 |
|
|
2,150 |
|
|
|
1,423 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
1,205 |
|
|
|
1,262 |
|
5.600%, 05/15/2053 |
|
|
8,132 |
|
|
|
8,419 |
|
4.800%, 05/15/2030 |
|
|
10,720 |
|
|
|
10,716 |
|
4.450%, 08/15/2052 |
|
|
6,635 |
|
|
|
5,797 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
2,760 |
|
|
|
2,532 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.000%, 02/15/2029 |
|
|
4,163 |
|
|
|
4,126 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
3,750 |
|
|
|
4,529 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sprint LLC |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
$ |
1,715 |
|
|
$ |
1,720 |
|
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (A) |
|
|
11,360 |
|
|
|
11,326 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
6.750%, 06/15/2039 |
|
|
1,635 |
|
|
|
1,543 |
|
6.550%, 05/01/2037 |
|
|
2,145 |
|
|
|
2,020 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.150%, 04/15/2034 |
|
|
1,165 |
|
|
|
1,147 |
|
4.500%, 04/15/2050 |
|
|
3,110 |
|
|
|
2,632 |
|
3.375%, 04/15/2029 |
|
|
4,070 |
|
|
|
3,731 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
7.750%, 12/01/2030 |
|
|
1,750 |
|
|
|
2,000 |
|
4.329%, 09/21/2028 |
|
|
3,235 |
|
|
|
3,140 |
|
2.987%, 10/30/2056 |
|
|
1,857 |
|
|
|
1,154 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.400%, 12/15/2035 |
|
|
1,255 |
|
|
|
1,384 |
|
4.625%, 03/23/2040 |
|
|
795 |
|
|
|
748 |
|
3.600%, 01/13/2051 |
|
|
2,870 |
|
|
|
2,180 |
|
3.500%, 05/13/2040 |
|
|
5,435 |
|
|
|
4,361 |
|
2.750%, 09/01/2049 |
|
|
4,533 |
|
|
|
2,925 |
|
2.000%, 09/01/2029 |
|
|
2,495 |
|
|
|
2,152 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
5.141%, 03/15/2052 |
|
|
10,960 |
|
|
|
8,906 |
|
5.050%, 03/15/2042 |
|
|
3,010 |
|
|
|
2,531 |
|
4.279%, 03/15/2032 |
|
|
2,625 |
|
|
|
2,316 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
185,841 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 4.3% |
|
|
|
|
Air Canada Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.600%, 03/15/2027 (A) |
|
|
2,957 |
|
|
|
2,795 |
|
Amazon.com |
|
|
|
|
|
|
|
|
3.950%, 04/13/2052 |
|
|
13,748 |
|
|
|
11,365 |
|
3.875%, 08/22/2037 |
|
|
4,430 |
|
|
|
3,950 |
|
3.100%, 05/12/2051 |
|
|
5,650 |
|
|
|
3,988 |
|
1.650%, 05/12/2028 |
|
|
2,490 |
|
|
|
2,210 |
|
American Honda Finance MTN |
|
|
|
|
|
|
|
|
5.800%, 10/03/2025 |
|
|
9,435 |
|
|
|
9,525 |
|
5.650%, 11/15/2028 |
|
|
7,555 |
|
|
|
7,772 |
|
5.125%, 07/07/2028 |
|
|
1,326 |
|
|
|
1,337 |
|
2.300%, 09/09/2026 |
|
|
3,200 |
|
|
|
3,004 |
|
Aptiv PLC / Aptiv Corp |
|
|
|
|
|
|
|
|
2.396%, 02/18/2025 |
|
|
3,190 |
|
|
|
3,092 |
|
BMW US Capital LLC |
|
|
|
|
|
|
|
|
3.250%, 04/01/2025 (A) |
|
|
1,360 |
|
|
|
1,331 |
|
2.550%, 04/01/2031 (A) |
|
|
7,250 |
|
|
|
6,206 |
|
British Airways Pass-Through Trust, Ser 2020-1A |
|
|
|
|
|
|
|
|
4.250%, 11/15/2032 (A) |
|
|
3,125 |
|
|
|
2,904 |
|
Ferguson Finance PLC |
|
|
|
|
|
|
|
|
4.500%, 10/24/2028 (A) |
|
|
1,717 |
|
|
|
1,674 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.250%, 06/02/2030 (A) |
|
$ |
3,790 |
|
|
$ |
3,383 |
|
Ford Motor Credit LLC |
|
|
|
|
|
|
|
|
6.050%, 03/05/2031 |
|
|
3,800 |
|
|
|
3,783 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.750%, 02/08/2031 |
|
|
2,315 |
|
|
|
2,308 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.125%, 04/30/2025 |
|
|
9,105 |
|
|
|
9,109 |
|
4.500%, 12/06/2048 |
|
|
2,010 |
|
|
|
1,774 |
|
4.400%, 03/15/2045 |
|
|
3,217 |
|
|
|
2,817 |
|
3.900%, 06/15/2047 |
|
|
1,505 |
|
|
|
1,217 |
|
3.350%, 04/15/2050 |
|
|
795 |
|
|
|
575 |
|
3.300%, 04/15/2040 |
|
|
940 |
|
|
|
736 |
|
3.250%, 04/15/2032 |
|
|
4,344 |
|
|
|
3,859 |
|
2.800%, 09/14/2027 |
|
|
3,330 |
|
|
|
3,123 |
|
2.750%, 09/15/2051 |
|
|
3,000 |
|
|
|
1,919 |
|
1.375%, 03/15/2031 |
|
|
3,134 |
|
|
|
2,480 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.950%, 09/21/2026 (A) |
|
|
7,550 |
|
|
|
7,635 |
|
5.400%, 01/08/2031 (A) |
|
|
1,255 |
|
|
|
1,256 |
|
Hyundai Capital Services |
|
|
|
|
|
|
|
|
5.125%, 02/05/2029 (A) |
|
|
3,420 |
|
|
|
3,383 |
|
Lowe's |
|
|
|
|
|
|
|
|
1.300%, 04/15/2028 |
|
|
3,000 |
|
|
|
2,602 |
|
Massachusetts Institute of Technology |
|
|
|
|
|
|
|
|
5.600%, 07/01/2111 |
|
|
3,470 |
|
|
|
3,738 |
|
Nissan Motor Acceptance LLC |
|
|
|
|
|
|
|
|
7.050%, 09/15/2028 (A) |
|
|
5,035 |
|
|
|
5,245 |
|
6.950%, 09/15/2026 (A) |
|
|
1,285 |
|
|
|
1,319 |
|
Northwestern University |
|
|
|
|
|
|
|
|
4.643%, 12/01/2044 |
|
|
110 |
|
|
|
105 |
|
3.662%, 12/01/2057 |
|
|
2,055 |
|
|
|
1,630 |
|
O'Reilly Automotive |
|
|
|
|
|
|
|
|
5.750%, 11/20/2026 |
|
|
4,495 |
|
|
|
4,559 |
|
President & Fellows of Harvard College |
|
|
|
|
|
|
|
|
3.745%, 11/15/2052 |
|
|
5,427 |
|
|
|
4,525 |
|
Resorts World Las Vegas LLC / RWLV Capital |
|
|
|
|
|
|
|
|
4.625%, 04/06/2031 (A) |
|
|
2,465 |
|
|
|
2,106 |
|
Toyota Motor Credit MTN |
|
|
|
|
|
|
|
|
5.550%, 11/20/2030 |
|
|
5,585 |
|
|
|
5,768 |
|
4.800%, 01/10/2025 |
|
|
13,965 |
|
|
|
13,914 |
|
University of Southern California |
|
|
|
|
|
|
|
|
5.250%, 10/01/2111 |
|
|
3,480 |
|
|
|
3,432 |
|
2.805%, 10/01/2050 |
|
|
199 |
|
|
|
137 |
|
Volkswagen Group of America Finance LLC |
|
|
|
|
|
|
|
|
1.250%, 11/24/2025 (A) |
|
|
6,965 |
|
|
|
6,486 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
166,076 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 5.4% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
9.950%, 11/10/2038 |
|
|
1,818 |
|
|
|
2,412 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
$ |
14,540 |
|
|
$ |
13,442 |
|
4.700%, 02/01/2036 |
|
|
13,556 |
|
|
|
12,975 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
8.000%, 11/15/2039 |
|
|
5,774 |
|
|
|
7,258 |
|
5.550%, 01/23/2049 |
|
|
7,570 |
|
|
|
7,760 |
|
4.750%, 01/23/2029 |
|
|
5,220 |
|
|
|
5,177 |
|
4.600%, 04/15/2048 |
|
|
251 |
|
|
|
226 |
|
Bacardi / Barcardi Martini BV |
|
|
|
|
|
|
|
|
5.400%, 06/15/2033 (A) |
|
|
2,900 |
|
|
|
2,852 |
|
BAT Capital |
|
|
|
|
|
|
|
|
6.421%, 08/02/2033 |
|
|
1,685 |
|
|
|
1,734 |
|
4.390%, 08/15/2037 |
|
|
3,458 |
|
|
|
2,836 |
|
2.259%, 03/25/2028 |
|
|
5,185 |
|
|
|
4,588 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
4.900%, 05/01/2033 |
|
|
2,350 |
|
|
|
2,279 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
8.353%, 07/10/2031 (A) |
|
|
1,544 |
|
|
|
1,641 |
|
7.507%, 01/10/2032 (A) |
|
|
1,074 |
|
|
|
1,111 |
|
6.036%, 12/10/2028 |
|
|
1,712 |
|
|
|
1,722 |
|
4.163%, 08/11/2036 (A) |
|
|
1,623 |
|
|
|
1,418 |
|
Diageo Capital |
|
|
|
|
|
|
|
|
5.375%, 10/05/2026 |
|
|
7,185 |
|
|
|
7,244 |
|
5.300%, 10/24/2027 |
|
|
3,786 |
|
|
|
3,832 |
|
ERAC USA Finance LLC |
|
|
|
|
|
|
|
|
5.000%, 02/15/2029 (A) |
|
|
2,780 |
|
|
|
2,762 |
|
General Mills |
|
|
|
|
|
|
|
|
4.700%, 01/30/2027 |
|
|
3,035 |
|
|
|
3,006 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (A) |
|
|
640 |
|
|
|
670 |
|
6.500%, 12/01/2052 |
|
|
7,050 |
|
|
|
6,779 |
|
5.750%, 04/01/2033 |
|
|
1,635 |
|
|
|
1,586 |
|
5.125%, 02/01/2028 |
|
|
9,685 |
|
|
|
9,489 |
|
3.000%, 02/02/2029 |
|
|
2,880 |
|
|
|
2,525 |
|
2.500%, 01/15/2027 |
|
|
4,495 |
|
|
|
4,124 |
|
JDE Peet's |
|
|
|
|
|
|
|
|
0.800%, 09/24/2024 (A) |
|
|
10,570 |
|
|
|
10,259 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.100%, 03/22/2043 |
|
|
415 |
|
|
|
406 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.000%, 06/04/2042 |
|
|
2,220 |
|
|
|
2,052 |
|
Mars |
|
|
|
|
|
|
|
|
4.750%, 04/20/2033 (A) |
|
|
22,010 |
|
|
|
21,435 |
|
4.200%, 04/01/2059 (A) |
|
|
1,620 |
|
|
|
1,332 |
|
3.600%, 04/01/2034 (A) |
|
|
1,790 |
|
|
|
1,577 |
|
3.200%, 04/01/2030 (A) |
|
|
2,435 |
|
|
|
2,207 |
|
2.700%, 04/01/2025 (A) |
|
|
1,745 |
|
|
|
1,698 |
|
Nestle Holdings |
|
|
|
|
|
|
|
|
3.500%, 09/24/2025 (A) |
|
|
5,425 |
|
|
|
5,305 |
|
PepsiCo |
|
|
|
|
|
|
|
|
4.200%, 07/18/2052 |
|
|
1,730 |
|
|
|
1,506 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Philip Morris International |
|
|
|
|
|
|
|
|
5.625%, 09/07/2033 |
|
$ |
4,935 |
|
|
$ |
4,988 |
|
5.125%, 11/17/2027 |
|
|
5,995 |
|
|
|
6,005 |
|
5.125%, 02/13/2031 |
|
|
7,765 |
|
|
|
7,648 |
|
4.500%, 03/20/2042 |
|
|
2,830 |
|
|
|
2,446 |
|
4.375%, 11/15/2041 |
|
|
2,207 |
|
|
|
1,876 |
|
3.875%, 08/21/2042 |
|
|
3,890 |
|
|
|
3,068 |
|
0.875%, 05/01/2026 |
|
|
3,360 |
|
|
|
3,070 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
980 |
|
|
|
1,118 |
|
7.250%, 06/15/2037 |
|
|
2,870 |
|
|
|
3,071 |
|
4.450%, 06/12/2025 |
|
|
1,099 |
|
|
|
1,082 |
|
Skandinaviska Enskilda Banken |
|
|
|
|
|
|
|
|
5.375%, 03/05/2029 (A) |
|
|
3,115 |
|
|
|
3,104 |
|
Solventum |
|
|
|
|
|
|
|
|
5.400%, 03/01/2029 (A) |
|
|
5,575 |
|
|
|
5,566 |
|
Walmart |
|
|
|
|
|
|
|
|
4.500%, 04/15/2053 |
|
|
7,381 |
|
|
|
6,710 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
208,977 |
|
| |
|
|
|
|
|
|
|
|
Energy — 4.4% |
|
|
|
|
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor |
|
|
|
|
|
|
|
|
3.337%, 12/15/2027 |
|
|
1,408 |
|
|
|
1,328 |
|
2.061%, 12/15/2026 |
|
|
3,887 |
|
|
|
3,585 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.937%, 09/21/2028 |
|
|
2,340 |
|
|
|
2,249 |
|
3.379%, 02/08/2061 |
|
|
1,681 |
|
|
|
1,132 |
|
3.060%, 06/17/2041 |
|
|
340 |
|
|
|
253 |
|
3.001%, 03/17/2052 |
|
|
1,870 |
|
|
|
1,241 |
|
2.939%, 06/04/2051 |
|
|
540 |
|
|
|
353 |
|
2.772%, 11/10/2050 |
|
|
1,770 |
|
|
|
1,126 |
|
BP Capital Markets PLC |
|
|
|
|
|
|
|
|
3.723%, 11/28/2028 |
|
|
10,659 |
|
|
|
10,123 |
|
Cheniere Corpus Christi Holdings LLC |
|
|
|
|
|
|
|
|
5.125%, 06/30/2027 |
|
|
2,120 |
|
|
|
2,110 |
|
3.700%, 11/15/2029 |
|
|
2,205 |
|
|
|
2,034 |
|
2.742%, 12/31/2039 |
|
|
2,925 |
|
|
|
2,286 |
|
Chevron |
|
|
|
|
|
|
|
|
2.236%, 05/11/2030 |
|
|
6,587 |
|
|
|
5,698 |
|
Colonial Enterprises |
|
|
|
|
|
|
|
|
3.250%, 05/15/2030 (A) |
|
|
3,580 |
|
|
|
3,189 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.550%, 03/15/2054 |
|
|
4,410 |
|
|
|
4,462 |
|
5.050%, 09/15/2033 |
|
|
7,290 |
|
|
|
7,267 |
|
4.025%, 03/15/2062 |
|
|
4,165 |
|
|
|
3,240 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.600%, 07/15/2041 |
|
|
1,540 |
|
|
|
1,449 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
6.250%, 03/15/2033 |
|
|
4,130 |
|
|
|
4,342 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
6.550%, 12/01/2033 |
|
|
2,365 |
|
|
|
2,508 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.050%, 12/01/2026 |
|
$ |
7,265 |
|
|
$ |
7,394 |
|
5.950%, 05/15/2054 |
|
|
2,165 |
|
|
|
2,113 |
|
5.250%, 04/15/2029 |
|
|
5,000 |
|
|
|
4,981 |
|
4.000%, 10/01/2027 |
|
|
3,805 |
|
|
|
3,642 |
|
Enterprise Products Operating LLC |
|
|
|
|
|
|
|
|
4.850%, 01/31/2034 |
|
|
4,000 |
|
|
|
3,896 |
|
4.850%, 08/15/2042 |
|
|
3,570 |
|
|
|
3,266 |
|
4.850%, 03/15/2044 |
|
|
2,540 |
|
|
|
2,330 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.375%, 04/15/2030 |
|
|
2,045 |
|
|
|
1,985 |
|
Equinor |
|
|
|
|
|
|
|
|
3.250%, 11/18/2049 |
|
|
5,015 |
|
|
|
3,615 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.227%, 03/19/2040 |
|
|
1,225 |
|
|
|
1,099 |
|
4.114%, 03/01/2046 |
|
|
1,710 |
|
|
|
1,449 |
|
3.452%, 04/15/2051 |
|
|
3,000 |
|
|
|
2,220 |
|
3.095%, 08/16/2049 |
|
|
1,100 |
|
|
|
770 |
|
2.995%, 08/16/2039 |
|
|
2,830 |
|
|
|
2,182 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 (A) |
|
|
2,967 |
|
|
|
2,362 |
|
1.750%, 09/30/2027 (A) |
|
|
2,861 |
|
|
|
2,679 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
5,910 |
|
|
|
6,204 |
|
HF Sinclair |
|
|
|
|
|
|
|
|
5.000%, 02/01/2028 (A) |
|
|
3,190 |
|
|
|
3,072 |
|
MPLX |
|
|
|
|
|
|
|
|
4.950%, 03/14/2052 |
|
|
1,950 |
|
|
|
1,673 |
|
Sabal Trail Transmission LLC |
|
|
|
|
|
|
|
|
4.246%, 05/01/2028 (A) |
|
|
3,645 |
|
|
|
3,499 |
|
Sabine Pass Liquefaction LLC |
|
|
|
|
|
|
|
|
5.900%, 09/15/2037 |
|
|
2,895 |
|
|
|
2,998 |
|
Schlumberger Investment |
|
|
|
|
|
|
|
|
4.850%, 05/15/2033 |
|
|
6,310 |
|
|
|
6,241 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
6.375%, 12/15/2038 |
|
|
1,605 |
|
|
|
1,790 |
|
4.550%, 08/12/2043 |
|
|
3,155 |
|
|
|
2,864 |
|
4.125%, 05/11/2035 |
|
|
4,275 |
|
|
|
3,962 |
|
4.000%, 05/10/2046 |
|
|
4,145 |
|
|
|
3,402 |
|
3.750%, 09/12/2046 |
|
|
4,600 |
|
|
|
3,623 |
|
2.500%, 09/12/2026 |
|
|
350 |
|
|
|
331 |
|
2.375%, 11/07/2029 |
|
|
2,865 |
|
|
|
2,523 |
|
Spectra Energy Partners LP |
|
|
|
|
|
|
|
|
3.375%, 10/15/2026 |
|
|
1,945 |
|
|
|
1,859 |
|
Tennessee Gas Pipeline LLC |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
3,445 |
|
|
|
3,952 |
|
2.900%, 03/01/2030 (A) |
|
|
4,099 |
|
|
|
3,561 |
|
Texas Eastern Transmission LP |
|
|
|
|
|
|
|
|
3.500%, 01/15/2028 (A) |
|
|
3,373 |
|
|
|
3,162 |
|
TotalEnergies Capital |
|
|
|
|
|
|
|
|
3.883%, 10/11/2028 |
|
|
5,330 |
|
|
|
5,138 |
|
TotalEnergies Capital International |
|
|
|
|
|
|
|
|
3.386%, 06/29/2060 |
|
|
690 |
|
|
|
479 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.127%, 05/29/2050 |
|
$ |
2,315 |
|
|
$ |
1,613 |
|
2.986%, 06/29/2041 |
|
|
275 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
168,108 |
|
| |
|
|
|
|
|
|
|
|
Financials — 34.6% |
|
|
|
|
AIA Group |
|
|
|
|
|
|
|
|
3.600%, 04/09/2029 (A) |
|
|
8,100 |
|
|
|
7,601 |
|
American Express |
|
|
|
|
|
|
|
|
6.489%, SOFRRATE + 1.940%, 10/30/2031 (B) |
|
|
2,178 |
|
|
|
2,320 |
|
2.550%, 03/04/2027 |
|
|
5,980 |
|
|
|
5,550 |
|
American International Group |
|
|
|
|
|
|
|
|
4.800%, 07/10/2045 |
|
|
305 |
|
|
|
279 |
|
Antares Holdings |
|
|
|
|
|
|
|
|
3.950%, 07/15/2026 (A) |
|
|
2,915 |
|
|
|
2,713 |
|
ANZ New Zealand International |
|
|
|
|
|
|
|
|
1.250%, 06/22/2026 (A) |
|
|
6,035 |
|
|
|
5,512 |
|
Aon North America |
|
|
|
|
|
|
|
|
5.750%, 03/01/2054 |
|
|
3,995 |
|
|
|
4,011 |
|
Apollo Global Management |
|
|
|
|
|
|
|
|
6.375%, 11/15/2033 |
|
|
3,140 |
|
|
|
3,371 |
|
Apollo Management Holdings |
|
|
|
|
|
|
|
|
4.400%, 05/27/2026 (A) |
|
|
1,140 |
|
|
|
1,112 |
|
4.000%, 05/30/2024 (A) |
|
|
6,943 |
|
|
|
6,909 |
|
ASB Bank |
|
|
|
|
|
|
|
|
1.625%, 10/22/2026 (A) |
|
|
4,885 |
|
|
|
4,447 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
2.950%, 11/12/2026 (A) |
|
|
10,525 |
|
|
|
9,754 |
|
2.500%, 03/24/2028 (A) |
|
|
5,135 |
|
|
|
4,552 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
6.375%, 05/04/2028 (A) |
|
|
2,710 |
|
|
|
2,750 |
|
5.750%, 03/01/2029 (A) |
|
|
3,085 |
|
|
|
3,040 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
1.125%, 09/18/2025 |
|
|
4,070 |
|
|
|
3,806 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.607%, 11/07/2028 |
|
|
5,695 |
|
|
|
5,984 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.000%, 10/15/2036 |
|
|
480 |
|
|
|
501 |
|
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
|
|
6,745 |
|
|
|
6,916 |
|
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B) |
|
|
5,450 |
|
|
|
5,554 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
|
|
10,810 |
|
|
|
10,779 |
|
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B) |
|
|
6,735 |
|
|
|
6,640 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
21,485 |
|
|
|
20,199 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
|
|
7,870 |
|
|
|
7,352 |
|
3.366%, TSFR3M + 1.072%, 01/23/2026 (B) |
|
|
11,220 |
|
|
|
11,005 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B) |
|
$ |
9,200 |
|
|
$ |
6,967 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
|
|
6,300 |
|
|
|
5,384 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
5,710 |
|
|
|
4,680 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
4.948%, SOFRRATE + 2.040%, 07/22/2028 (B) |
|
|
4,010 |
|
|
|
3,970 |
|
4.271%, TSFR3M + 1.572%, 07/23/2029 (B) |
|
|
10,375 |
|
|
|
9,968 |
|
4.183%, 11/25/2027 |
|
|
7,370 |
|
|
|
7,126 |
|
3.974%, TSFR3M + 1.472%, 02/07/2030 (B) |
|
|
5,035 |
|
|
|
4,733 |
|
3.705%, TSFR3M + 1.774%, 04/24/2028 (B) |
|
|
22,445 |
|
|
|
21,399 |
|
3.559%, TSFR3M + 1.322%, 04/23/2027 (B) |
|
|
680 |
|
|
|
654 |
|
3.248%, 10/21/2027 |
|
|
3,650 |
|
|
|
3,450 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
1,420 |
|
|
|
1,193 |
|
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B) |
|
|
32,298 |
|
|
|
22,489 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
5.834%, SOFRINDX + 2.074%, 10/25/2033 (B) |
|
|
5,447 |
|
|
|
5,656 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, H15T5Y + 4.551%(B)(C) |
|
|
3,150 |
|
|
|
3,019 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
7.325%, H15T1Y + 3.050%, 11/02/2026 (B) |
|
|
5,130 |
|
|
|
5,257 |
|
6.490%, SOFRRATE + 2.220%, 09/13/2029 (B) |
|
|
1,416 |
|
|
|
1,460 |
|
Berkshire Hathaway |
|
|
|
|
|
|
|
|
4.500%, 02/11/2043 |
|
|
865 |
|
|
|
818 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
3.850%, 03/15/2052 |
|
|
3,270 |
|
|
|
2,594 |
|
1.450%, 10/15/2030 |
|
|
4,000 |
|
|
|
3,264 |
|
Blackstone Holdings Finance LLC |
|
|
|
|
|
|
|
|
5.000%, 06/15/2044 (A) |
|
|
738 |
|
|
|
667 |
|
4.450%, 07/15/2045 (A) |
|
|
1,534 |
|
|
|
1,265 |
|
3.500%, 09/10/2049 (A) |
|
|
2,250 |
|
|
|
1,589 |
|
3.150%, 10/02/2027 (A) |
|
|
1,878 |
|
|
|
1,755 |
|
2.550%, 03/30/2032 (A) |
|
|
2,000 |
|
|
|
1,630 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 3.727%(A)(B)(C) |
|
|
3,445 |
|
|
|
3,441 |
|
5.894%, SOFRRATE + 1.866%, 12/05/2034 (A)(B) |
|
|
4,495 |
|
|
|
4,594 |
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (A)(B) |
|
|
3,210 |
|
|
|
3,196 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B) |
|
|
4,420 |
|
|
|
4,389 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.219%, SOFRRATE + 2.074%, 06/09/2026 (A)(B) |
|
$ |
1,815 |
|
|
$ |
1,737 |
|
2.159%, SOFRRATE + 1.218%, 09/15/2029 (A)(B) |
|
|
2,305 |
|
|
|
1,994 |
|
1.323%, SOFRRATE + 1.004%, 01/13/2027 (A)(B) |
|
|
6,030 |
|
|
|
5,577 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
5.975%, SOFRRATE + 2.100%, 01/18/2027 (A)(B) |
|
|
2,785 |
|
|
|
2,787 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
1.000%, 04/12/2024 (A) |
|
|
3,400 |
|
|
|
3,381 |
|
Brookfield Finance |
|
|
|
|
|
|
|
|
5.968%, 03/04/2054 |
|
|
10,945 |
|
|
|
11,031 |
|
2.724%, 04/15/2031 |
|
|
2,500 |
|
|
|
2,101 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
6.092%, 10/03/2033 |
|
|
8,120 |
|
|
|
8,429 |
|
5.615%, 07/17/2026 |
|
|
7,050 |
|
|
|
7,119 |
|
Cantor Fitzgerald |
|
|
|
|
|
|
|
|
4.500%, 04/14/2027 (A) |
|
|
2,335 |
|
|
|
2,212 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
4.927%, SOFRRATE + 2.057%, 05/10/2028 (B) |
|
|
167 |
|
|
|
163 |
|
3.650%, 05/11/2027 |
|
|
4,523 |
|
|
|
4,308 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B) |
|
|
5,950 |
|
|
|
6,164 |
|
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
|
|
8,928 |
|
|
|
9,041 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
6.700%, 05/15/2036 |
|
|
1,000 |
|
|
|
1,138 |
|
4.350%, 11/03/2045 |
|
|
1,138 |
|
|
|
1,005 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
2,010 |
|
|
|
1,187 |
|
3.200%, 12/17/2030 |
|
|
6,030 |
|
|
|
4,807 |
|
Cincinnati Financial |
|
|
|
|
|
|
|
|
6.920%, 05/15/2028 |
|
|
3,363 |
|
|
|
3,574 |
|
6.125%, 11/01/2034 |
|
|
2,882 |
|
|
|
3,007 |
|
Citadel |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (A) |
|
|
3,620 |
|
|
|
3,515 |
|
Citadel Finance LLC |
|
|
|
|
|
|
|
|
3.375%, 03/09/2026 (A) |
|
|
3,615 |
|
|
|
3,382 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
3,119 |
|
|
|
3,961 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
5,191 |
|
|
|
5,230 |
|
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B) |
|
|
13,060 |
|
|
|
12,927 |
|
4.750%, 05/18/2046 |
|
|
1,040 |
|
|
|
915 |
|
4.450%, 09/29/2027 |
|
|
180 |
|
|
|
174 |
|
4.281%, TSFR3M + 2.101%, 04/24/2048 (B) |
|
|
2,918 |
|
|
|
2,476 |
|
3.352%, TSFR3M + 1.158%, 04/24/2025 (B) |
|
|
6,380 |
|
|
|
6,356 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B) |
|
$ |
3,334 |
|
|
$ |
2,799 |
|
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B) |
|
|
2,130 |
|
|
|
1,511 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
13,030 |
|
|
|
10,728 |
|
CME Group |
|
|
|
|
|
|
|
|
5.300%, 09/15/2043 |
|
|
2,500 |
|
|
|
2,526 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
1.125%, 06/15/2026 (A) |
|
|
3,668 |
|
|
|
3,358 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
3.758%, H15T1Y + 1.420%, 04/06/2033 (A)(B) |
|
|
5,130 |
|
|
|
4,553 |
|
Corebridge Financial |
|
|
|
|
|
|
|
|
3.850%, 04/05/2029 |
|
|
4,945 |
|
|
|
4,586 |
|
3.500%, 04/04/2025 |
|
|
4,240 |
|
|
|
4,141 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
1.247%, SOFRRATE + 0.892%, 01/26/2027 (A)(B) |
|
|
4,145 |
|
|
|
3,826 |
|
Credit Suisse NY MTN |
|
|
|
|
|
|
|
|
3.700%, 02/21/2025 |
|
|
2,785 |
|
|
|
2,732 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B) |
|
|
5,584 |
|
|
|
5,606 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B) |
|
|
4,410 |
|
|
|
4,561 |
|
Equitable Financial Life Global Funding |
|
|
|
|
|
|
|
|
1.400%, 07/07/2025 (A) |
|
|
1,473 |
|
|
|
1,392 |
|
1.400%, 08/27/2027 (A) |
|
|
1,973 |
|
|
|
1,707 |
|
0.800%, 08/12/2024 (A) |
|
|
2,165 |
|
|
|
2,119 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (A) |
|
|
7,701 |
|
|
|
6,953 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
4.400%, 08/23/2025 (A) |
|
|
5,170 |
|
|
|
5,097 |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
5.500%, 01/08/2029 (A) |
|
|
5,000 |
|
|
|
4,938 |
|
3.850%, 04/11/2025 (A) |
|
|
5,810 |
|
|
|
5,690 |
|
2.250%, 01/06/2027 (A) |
|
|
1,530 |
|
|
|
1,391 |
|
1.950%, 09/15/2028 (A) |
|
|
4,625 |
|
|
|
3,912 |
|
1.625%, 01/15/2026 (A) |
|
|
4,010 |
|
|
|
3,692 |
|
Goldman Sachs Capital I |
|
|
|
|
|
|
|
|
6.345%, 02/15/2034 |
|
|
4,595 |
|
|
|
4,708 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
450 |
|
|
|
489 |
|
6.450%, 05/01/2036 |
|
|
670 |
|
|
|
714 |
|
4.411%, TSFR3M + 1.692%, 04/23/2039 (B) |
|
|
1,010 |
|
|
|
894 |
|
4.017%, TSFR3M + 1.635%, 10/31/2038 (B) |
|
|
1,507 |
|
|
|
1,288 |
|
3.850%, 01/26/2027 |
|
|
145 |
|
|
|
140 |
|
3.500%, 11/16/2026 |
|
|
6,113 |
|
|
|
5,863 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B) |
|
$ |
2,068 |
|
|
$ |
1,573 |
|
3.272%, TSFR3M + 1.463%, 09/29/2025 (B) |
|
|
8,785 |
|
|
|
8,662 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
7,205 |
|
|
|
5,361 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
5,467 |
|
|
|
4,509 |
|
2.640%, SOFRRATE + 1.114%, 02/24/2028 (B) |
|
|
4,895 |
|
|
|
4,533 |
|
2.600%, 02/07/2030 |
|
|
1,045 |
|
|
|
907 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
|
21,971 |
|
|
|
17,880 |
|
1.992%, SOFRRATE + 1.090%, 01/27/2032 (B) |
|
|
450 |
|
|
|
361 |
|
1.948%, SOFRRATE + 0.913%, 10/21/2027 (B) |
|
|
6,250 |
|
|
|
5,722 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) |
|
|
9,085 |
|
|
|
8,397 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.800%, 07/08/2044 |
|
|
4,930 |
|
|
|
4,503 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
7,096 |
|
|
|
8,117 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B) |
|
|
5,670 |
|
|
|
6,079 |
|
7.390%, SOFRRATE + 3.350%, 11/03/2028 (B) |
|
|
5,152 |
|
|
|
5,458 |
|
4.041%, TSFR3M + 1.808%, 03/13/2028 (B) |
|
|
11,362 |
|
|
|
10,892 |
|
2.999%, SOFRRATE + 1.430%, 03/10/2026 (B) |
|
|
1,140 |
|
|
|
1,108 |
|
Huntington Bancshares |
|
|
|
|
|
|
|
|
6.208%, SOFRRATE + 2.020%, 08/21/2029 (B) |
|
|
4,290 |
|
|
|
4,362 |
|
ING Groep |
|
|
|
|
|
|
|
|
4.625%, 01/06/2026 (A) |
|
|
3,680 |
|
|
|
3,634 |
|
3.869%, SOFRRATE + 1.640%, 03/28/2026 (B) |
|
|
5,435 |
|
|
|
5,334 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.250%, 09/21/2048 |
|
|
1,454 |
|
|
|
1,235 |
|
3.000%, 06/15/2050 |
|
|
1,100 |
|
|
|
736 |
|
International Bank for Reconstruction & Development |
|
|
|
|
|
|
|
|
3.875%, 02/14/2030 |
|
|
12,785 |
|
|
|
12,423 |
|
3.500%, 07/12/2028 |
|
|
5,450 |
|
|
|
5,255 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 |
|
|
3,295 |
|
|
|
2,724 |
|
Jackson National Life Global Funding |
|
|
|
|
|
|
|
|
5.500%, 01/09/2026 (A) |
|
|
3,000 |
|
|
|
2,986 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
1,361 |
|
|
|
1,603 |
|
7.750%, 07/15/2025 |
|
|
1,690 |
|
|
|
1,748 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.400%, 05/15/2038 |
|
$ |
2,812 |
|
|
$ |
3,137 |
|
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B) |
|
|
1,845 |
|
|
|
1,957 |
|
6.118%, TSFR3M + 0.812%, 02/01/2027 (B) |
|
|
1,630 |
|
|
|
1,566 |
|
5.717%, SOFRRATE + 2.580%, 09/14/2033 (B) |
|
|
2,786 |
|
|
|
2,821 |
|
5.546%, SOFRRATE + 1.070%, 12/15/2025 (B) |
|
|
1,920 |
|
|
|
1,920 |
|
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B) |
|
|
5,300 |
|
|
|
5,271 |
|
4.912%, SOFRRATE + 2.080%, 07/25/2033 (B) |
|
|
595 |
|
|
|
577 |
|
4.586%, SOFRRATE + 1.800%, 04/26/2033 (B) |
|
|
9,558 |
|
|
|
9,069 |
|
4.565%, SOFRRATE + 1.750%, 06/14/2030 (B) |
|
|
5,885 |
|
|
|
5,702 |
|
3.964%, TSFR3M + 1.642%, 11/15/2048 (B) |
|
|
3,784 |
|
|
|
3,038 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
6,195 |
|
|
|
5,284 |
|
3.509%, TSFR3M + 1.207%, 01/23/2029 (B) |
|
|
20,047 |
|
|
|
18,882 |
|
3.328%, SOFRRATE + 1.580%, 04/22/2052 (B) |
|
|
4,885 |
|
|
|
3,468 |
|
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B) |
|
|
10,745 |
|
|
|
8,057 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
240 |
|
|
|
165 |
|
2.963%, SOFRRATE + 1.260%, 01/25/2033 (B) |
|
|
6,511 |
|
|
|
5,499 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
|
|
5,703 |
|
|
|
4,880 |
|
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B) |
|
|
4,955 |
|
|
|
4,365 |
|
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
|
|
2,470 |
|
|
|
1,986 |
|
KKR Group Finance II LLC |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (A) |
|
|
1,985 |
|
|
|
1,888 |
|
KKR Group Finance III LLC |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (A) |
|
|
7,143 |
|
|
|
6,506 |
|
KKR Group Finance XII LLC |
|
|
|
|
|
|
|
|
4.850%, 05/17/2032 (A) |
|
|
3,073 |
|
|
|
2,933 |
|
Kreditanstalt fuer Wiederaufbau |
|
|
|
|
|
|
|
|
3.875%, 06/15/2028 |
|
|
13,775 |
|
|
|
13,475 |
|
Lincoln National |
|
|
|
|
|
|
|
|
3.400%, 01/15/2031 |
|
|
3,100 |
|
|
|
2,713 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
5.679%, H15T1Y + 1.750%, 01/05/2035 (B) |
|
|
2,641 |
|
|
|
2,611 |
|
3.870%, H15T1Y + 3.500%, 07/09/2025 (B) |
|
|
6,753 |
|
|
|
6,703 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.438%, H15T1Y + 1.000%, 02/05/2026 (B) |
|
$ |
4,500 |
|
|
$ |
4,359 |
|
1.627%, H15T1Y + 0.850%, 05/11/2027 (B) |
|
|
2,636 |
|
|
|
2,418 |
|
LSEGA Financing PLC |
|
|
|
|
|
|
|
|
3.200%, 04/06/2041 (A) |
|
|
3,618 |
|
|
|
2,706 |
|
1.375%, 04/06/2026 (A) |
|
|
5,011 |
|
|
|
4,624 |
|
Macquarie Bank |
|
|
|
|
|
|
|
|
5.208%, 06/15/2026 (A) |
|
|
2,680 |
|
|
|
2,676 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
6.207%, 11/22/2024 (A) |
|
|
1,593 |
|
|
|
1,598 |
|
1.629%, SOFRRATE + 0.910%, 09/23/2027 (A)(B) |
|
|
1,844 |
|
|
|
1,665 |
|
Marsh & McLennan |
|
|
|
|
|
|
|
|
6.250%, 11/01/2052 |
|
|
2,750 |
|
|
|
3,033 |
|
5.700%, 09/15/2053 |
|
|
295 |
|
|
|
304 |
|
4.900%, 03/15/2049 |
|
|
1,025 |
|
|
|
948 |
|
4.750%, 03/15/2039 |
|
|
3,700 |
|
|
|
3,503 |
|
4.350%, 01/30/2047 |
|
|
1,245 |
|
|
|
1,056 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.375%, 04/15/2050 (A) |
|
|
1,153 |
|
|
|
791 |
|
3.200%, 12/01/2061 (A) |
|
|
7,385 |
|
|
|
4,611 |
|
MassMutual Global Funding II |
|
|
|
|
|
|
|
|
1.200%, 07/16/2026 (A) |
|
|
6,000 |
|
|
|
5,465 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.300%, 03/26/2027 |
|
|
2,750 |
|
|
|
2,638 |
|
Met Tower Global Funding MTN |
|
|
|
|
|
|
|
|
1.250%, 09/14/2026 (A) |
|
|
7,645 |
|
|
|
6,931 |
|
MetLife |
|
|
|
|
|
|
|
|
6.375%, 06/15/2034 |
|
|
3,825 |
|
|
|
4,126 |
|
5.250%, 01/15/2054 |
|
|
1,335 |
|
|
|
1,290 |
|
5.000%, 07/15/2052 |
|
|
5,245 |
|
|
|
4,897 |
|
4.050%, 03/01/2045 |
|
|
1,250 |
|
|
|
1,030 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
2.950%, 04/09/2030 (A) |
|
|
2,715 |
|
|
|
2,387 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.150%, 03/28/2033 (A) |
|
|
4,910 |
|
|
|
4,856 |
|
2.400%, 01/11/2032 (A) |
|
|
6,070 |
|
|
|
4,942 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
5.719%, H15T1Y + 1.080%, 02/20/2026 (B) |
|
|
3,480 |
|
|
|
3,482 |
|
5.063%, H15T1Y + 1.550%, 09/12/2025 (B) |
|
|
6,040 |
|
|
|
6,015 |
|
Moody's |
|
|
|
|
|
|
|
|
2.000%, 08/19/2031 |
|
|
2,847 |
|
|
|
2,299 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
|
|
4,040 |
|
|
|
4,029 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
5,665 |
|
|
|
5,658 |
|
5.297%, SOFRRATE + 2.620%, 04/20/2037 (B) |
|
|
355 |
|
|
|
340 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B) |
|
$ |
3,145 |
|
|
$ |
3,125 |
|
4.210%, SOFRRATE + 1.610%, 04/20/2028 (B) |
|
|
18,989 |
|
|
|
18,379 |
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
|
|
7,700 |
|
|
|
7,099 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
6.375%, 07/24/2042 |
|
|
641 |
|
|
|
713 |
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
6,360 |
|
|
|
6,243 |
|
4.300%, 01/27/2045 |
|
|
4,490 |
|
|
|
3,891 |
|
3.971%, TSFR3M + 1.455%, 07/22/2038 (B) |
|
|
4,355 |
|
|
|
3,715 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
11,085 |
|
|
|
9,077 |
|
2.475%, SOFRRATE + 1.000%, 01/21/2028 (B) |
|
|
3,825 |
|
|
|
3,538 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
|
8,650 |
|
|
|
6,969 |
|
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B) |
|
|
2,237 |
|
|
|
2,046 |
|
Mutual of Omaha Insurance |
|
|
|
|
|
|
|
|
4.297%, US0003M + 2.640%, 07/15/2054 (A)(B) |
|
|
1,515 |
|
|
|
1,484 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.550%, 02/15/2034 |
|
|
6,815 |
|
|
|
6,861 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
5.100%, 11/21/2027 (A) |
|
|
2,657 |
|
|
|
2,675 |
|
5.000%, 05/30/2028 (A) |
|
|
3,270 |
|
|
|
3,294 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (A)(B) |
|
|
5,370 |
|
|
|
4,969 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
9.375%, 08/15/2039 (A) |
|
|
1,450 |
|
|
|
1,869 |
|
4.350%, 04/30/2050 (A) |
|
|
2,171 |
|
|
|
1,716 |
|
NatWest Group PLC |
|
|
|
|
|
|
|
|
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
|
|
7,616 |
|
|
|
7,825 |
|
6.016%, H15T1Y + 2.100%, 03/02/2034 (B) |
|
|
263 |
|
|
|
268 |
|
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
|
|
4,320 |
|
|
|
3,948 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
4.900%, 06/13/2028 (A) |
|
|
8,185 |
|
|
|
8,161 |
|
New York Life Global Funding MTN |
|
|
|
|
|
|
|
|
3.600%, 08/05/2025 (A) |
|
|
5,000 |
|
|
|
4,896 |
|
1.450%, 01/14/2025 (A) |
|
|
3,500 |
|
|
|
3,385 |
|
New York Life Insurance |
|
|
|
|
|
|
|
|
5.875%, 05/15/2033 (A) |
|
|
2,224 |
|
|
|
2,299 |
|
3.750%, 05/15/2050 (A) |
|
|
1,420 |
|
|
|
1,084 |
|
Northwestern Mutual Global Funding MTN |
|
|
|
|
|
|
|
|
4.900%, 06/12/2028 (A) |
|
|
3,000 |
|
|
|
2,968 |
|
4.000%, 07/01/2025 (A) |
|
|
3,300 |
|
|
|
3,253 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Pacific Life Global Funding II |
|
|
|
|
|
|
|
|
5.500%, 08/28/2026 (A) |
|
$ |
7,740 |
|
|
$ |
7,790 |
|
Pacific Life Insurance |
|
|
|
|
|
|
|
|
4.300%, US0003M + 2.796%, 10/24/2067 (A)(B) |
|
|
1,555 |
|
|
|
1,180 |
|
Peachtree Corners Funding Trust |
|
|
|
|
|
|
|
|
3.976%, 02/15/2025 (A) |
|
|
4,431 |
|
|
|
4,343 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
1,845 |
|
|
|
1,999 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
|
4,661 |
|
|
|
4,668 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
|
|
1,080 |
|
|
|
1,083 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
|
|
13,100 |
|
|
|
13,172 |
|
2.600%, 07/23/2026 |
|
|
8,325 |
|
|
|
7,828 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
2.250%, 11/21/2024 (A) |
|
|
3,110 |
|
|
|
3,037 |
|
1.500%, 08/27/2030 (A) |
|
|
3,374 |
|
|
|
2,666 |
|
1.375%, 01/10/2025 (A) |
|
|
3,500 |
|
|
|
3,386 |
|
Prospect Capital |
|
|
|
|
|
|
|
|
3.706%, 01/22/2026 |
|
|
1,955 |
|
|
|
1,839 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.700%, 12/14/2036 |
|
|
1,660 |
|
|
|
1,712 |
|
1.500%, 03/10/2026 |
|
|
2,445 |
|
|
|
2,278 |
|
Prudential Funding Asia PLC |
|
|
|
|
|
|
|
|
3.125%, 04/14/2030 |
|
|
2,008 |
|
|
|
1,790 |
|
Radian Group |
|
|
|
|
|
|
|
|
6.200%, 05/15/2029 |
|
|
3,100 |
|
|
|
3,109 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
6.000%, 11/01/2027 |
|
|
10,089 |
|
|
|
10,388 |
|
4.950%, 02/01/2029 |
|
|
2,850 |
|
|
|
2,830 |
|
2.300%, 11/03/2031 |
|
|
2,095 |
|
|
|
1,715 |
|
S&P Global |
|
|
|
|
|
|
|
|
2.700%, 03/01/2029 |
|
|
6,138 |
|
|
|
5,557 |
|
2.450%, 03/01/2027 |
|
|
11,870 |
|
|
|
11,066 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
6.833%, SOFRRATE + 2.749%, 11/21/2026 (B) |
|
|
5,315 |
|
|
|
5,396 |
|
Securian Financial Group |
|
|
|
|
|
|
|
|
4.800%, 04/15/2048 (A) |
|
|
3,138 |
|
|
|
2,541 |
|
Security Benefit Global Funding MTN |
|
|
|
|
|
|
|
|
1.250%, 05/17/2024 (A) |
|
|
1,501 |
|
|
|
1,485 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (A) |
|
|
4,260 |
|
|
|
4,360 |
|
State Street |
|
|
|
|
|
|
|
|
5.159%, SOFRRATE + 1.890%, 05/18/2034 (B) |
|
|
3,189 |
|
|
|
3,151 |
|
4.421%, SOFRRATE + 1.605%, 05/13/2033 (B) |
|
|
3,026 |
|
|
|
2,857 |
|
3.031%, SOFRRATE + 1.490%, 11/01/2034 (B) |
|
|
5,350 |
|
|
|
4,720 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sumitomo Mitsui Financial Group |
|
|
|
|
|
|
|
|
0.948%, 01/12/2026 |
|
$ |
3,000 |
|
|
$ |
2,773 |
|
Synchrony Bank |
|
|
|
|
|
|
|
|
5.400%, 08/22/2025 |
|
|
3,320 |
|
|
|
3,281 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
5.532%, 07/17/2026 |
|
|
4,600 |
|
|
|
4,640 |
|
5.523%, 07/17/2028 |
|
|
6,945 |
|
|
|
7,062 |
|
Travelers |
|
|
|
|
|
|
|
|
5.450%, 05/25/2053 |
|
|
9,395 |
|
|
|
9,581 |
|
Truist Bank |
|
|
|
|
|
|
|
|
2.250%, 03/11/2030 |
|
|
990 |
|
|
|
814 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B) |
|
|
8,409 |
|
|
|
8,900 |
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
|
|
1,220 |
|
|
|
1,232 |
|
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B) |
|
|
11,280 |
|
|
|
11,279 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
|
8,140 |
|
|
|
8,059 |
|
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B) |
|
|
1,750 |
|
|
|
1,660 |
|
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B) |
|
|
5,395 |
|
|
|
4,962 |
|
4.873%, SOFRRATE + 1.435%, 01/26/2029 (B) |
|
|
4,840 |
|
|
|
4,721 |
|
1.887%, SOFRRATE + 0.862%, 06/07/2029 (B) |
|
|
8,421 |
|
|
|
7,243 |
|
1.267%, SOFRRATE + 0.609%, 03/02/2027 (B) |
|
|
12,595 |
|
|
|
11,561 |
|
1.200%, 08/05/2025 |
|
|
3,458 |
|
|
|
3,252 |
|
UBS |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 |
|
|
3,300 |
|
|
|
3,022 |
|
UBS Group |
|
|
|
|
|
|
|
|
6.537%, SOFRRATE + 3.920%, 08/12/2033 (A)(B) |
|
|
1,995 |
|
|
|
2,080 |
|
6.373%, SOFRRATE + 3.340%, 07/15/2026 (A)(B) |
|
|
2,850 |
|
|
|
2,870 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B) |
|
|
3,150 |
|
|
|
3,116 |
|
4.703%, H15T1Y + 2.050%, 08/05/2027 (A)(B) |
|
|
11,770 |
|
|
|
11,537 |
|
4.125%, 09/24/2025 (A) |
|
|
1,330 |
|
|
|
1,301 |
|
1.494%, H15T1Y + 0.850%, 08/10/2027 (A)(B) |
|
|
2,100 |
|
|
|
1,902 |
|
US Bancorp |
|
|
|
|
|
|
|
|
6.787%, SOFRRATE + 1.880%, 10/26/2027 (B) |
|
|
1,173 |
|
|
|
1,212 |
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
5,429 |
|
|
|
5,496 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
5,120 |
|
|
|
5,170 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
|
$ |
5,390 |
|
|
$ |
5,446 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
8,110 |
|
|
|
8,091 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
3,655 |
|
|
|
3,440 |
|
USAA Capital |
|
|
|
|
|
|
|
|
3.375%, 05/01/2025 (A) |
|
|
3,949 |
|
|
|
3,856 |
|
Visa |
|
|
|
|
|
|
|
|
4.150%, 12/14/2035 |
|
|
1,125 |
|
|
|
1,058 |
|
2.700%, 04/15/2040 |
|
|
355 |
|
|
|
262 |
|
2.000%, 08/15/2050 |
|
|
3,610 |
|
|
|
2,106 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
6.600%, 01/15/2038 |
|
|
2,620 |
|
|
|
2,823 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
3,340 |
|
|
|
3,552 |
|
5.950%, 12/15/2036 |
|
|
1,035 |
|
|
|
1,054 |
|
5.606%, 01/15/2044 |
|
|
1,171 |
|
|
|
1,136 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
|
|
4,470 |
|
|
|
4,441 |
|
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B) |
|
|
965 |
|
|
|
713 |
|
3.000%, 04/22/2026 |
|
|
8,965 |
|
|
|
8,553 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
7,730 |
|
|
|
7,700 |
|
4.900%, 11/17/2045 |
|
|
1,620 |
|
|
|
1,436 |
|
4.750%, 12/07/2046 |
|
|
3,488 |
|
|
|
3,015 |
|
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
|
|
2,720 |
|
|
|
2,371 |
|
4.400%, 06/14/2046 |
|
|
1,195 |
|
|
|
984 |
|
3.584%, TSFR3M + 1.572%, 05/22/2028 (B) |
|
|
12,541 |
|
|
|
11,889 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
3,005 |
|
|
|
2,579 |
|
3.196%, TSFR3M + 1.432%, 06/17/2027 (B) |
|
|
12,180 |
|
|
|
11,597 |
|
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
|
|
4,625 |
|
|
|
4,056 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
|
|
8,715 |
|
|
|
7,949 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
2.668%, H15T5Y + 1.750%, 11/15/2035 (B) |
|
|
560 |
|
|
|
457 |
|
XL Group |
|
|
|
|
|
|
|
|
5.250%, 12/15/2043 |
|
|
2,417 |
|
|
|
2,251 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,331,365 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 9.1% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
5.400%, 03/15/2054 |
|
|
3,060 |
|
|
|
3,106 |
|
5.050%, 03/15/2034 |
|
|
9,240 |
|
|
|
9,286 |
|
4.950%, 03/15/2031 |
|
|
7,785 |
|
|
|
7,787 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.700%, 05/14/2045 |
|
$ |
6,225 |
|
|
$ |
5,734 |
|
4.500%, 05/14/2035 |
|
|
7,930 |
|
|
|
7,554 |
|
4.250%, 11/21/2049 |
|
|
6,705 |
|
|
|
5,752 |
|
Advocate Health & Hospitals |
|
|
|
|
|
|
|
|
4.272%, 08/15/2048 |
|
|
2,984 |
|
|
|
2,567 |
|
Amgen |
|
|
|
|
|
|
|
|
5.650%, 03/02/2053 |
|
|
2,800 |
|
|
|
2,799 |
|
5.507%, 03/02/2026 |
|
|
10,125 |
|
|
|
10,112 |
|
5.250%, 03/02/2030 |
|
|
2,565 |
|
|
|
2,584 |
|
Ascension Health |
|
|
|
|
|
|
|
|
3.945%, 11/15/2046 |
|
|
2,394 |
|
|
|
2,015 |
|
3.106%, 11/15/2039 |
|
|
1,735 |
|
|
|
1,353 |
|
2.532%, 11/15/2029 |
|
|
3,695 |
|
|
|
3,290 |
|
Astrazeneca Finance LLC |
|
|
|
|
|
|
|
|
5.000%, 02/26/2034 |
|
|
2,795 |
|
|
|
2,804 |
|
4.900%, 02/26/2031 |
|
|
7,990 |
|
|
|
7,973 |
|
1.200%, 05/28/2026 |
|
|
12,010 |
|
|
|
11,047 |
|
AstraZeneca PLC |
|
|
|
|
|
|
|
|
6.450%, 09/15/2037 |
|
|
8,085 |
|
|
|
9,114 |
|
3.375%, 11/16/2025 |
|
|
1,348 |
|
|
|
1,311 |
|
Banner Health |
|
|
|
|
|
|
|
|
2.907%, 01/01/2042 |
|
|
2,652 |
|
|
|
1,937 |
|
Blue Cross & Blue Shield of Minnesota |
|
|
|
|
|
|
|
|
3.790%, 05/01/2025 (A) |
|
|
2,086 |
|
|
|
2,022 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.550%, 02/22/2054 |
|
|
6,269 |
|
|
|
6,343 |
|
5.200%, 02/22/2034 |
|
|
3,095 |
|
|
|
3,120 |
|
3.400%, 07/26/2029 |
|
|
3,982 |
|
|
|
3,713 |
|
3.200%, 06/15/2026 |
|
|
1,775 |
|
|
|
1,708 |
|
2.350%, 11/13/2040 |
|
|
705 |
|
|
|
473 |
|
Centene |
|
|
|
|
|
|
|
|
3.000%, 10/15/2030 |
|
|
10,398 |
|
|
|
8,884 |
|
2.500%, 03/01/2031 |
|
|
1,010 |
|
|
|
827 |
|
Cigna Group |
|
|
|
|
|
|
|
|
2.375%, 03/15/2031 |
|
|
3,000 |
|
|
|
2,505 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
6.073%, 11/01/2027 |
|
|
5,000 |
|
|
|
5,127 |
|
4.187%, 10/01/2049 |
|
|
2,000 |
|
|
|
1,623 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.050%, 03/25/2048 |
|
|
2,900 |
|
|
|
2,587 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.100%, 02/09/2064 |
|
|
3,265 |
|
|
|
3,208 |
|
4.950%, 02/27/2063 |
|
|
3,155 |
|
|
|
3,044 |
|
4.875%, 02/27/2053 |
|
|
2,647 |
|
|
|
2,560 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
5.550%, 10/15/2053 |
|
|
1,675 |
|
|
|
1,708 |
|
2.800%, 10/01/2050 |
|
|
930 |
|
|
|
599 |
|
HCA |
|
|
|
|
|
|
|
|
5.600%, 04/01/2034 |
|
|
3,480 |
|
|
|
3,465 |
|
5.500%, 06/15/2047 |
|
|
1,225 |
|
|
|
1,140 |
|
5.250%, 06/15/2049 |
|
|
1,900 |
|
|
|
1,711 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Health Care Service, A Mutual Legal Reserve |
|
|
|
|
|
|
|
|
3.200%, 06/01/2050 (A) |
|
$ |
2,225 |
|
|
$ |
1,509 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.750%, 03/03/2047 |
|
|
1,400 |
|
|
|
1,152 |
|
2.900%, 01/15/2028 |
|
|
2,565 |
|
|
|
2,427 |
|
1.300%, 09/01/2030 |
|
|
3,530 |
|
|
|
2,890 |
|
Kaiser Foundation Hospitals |
|
|
|
|
|
|
|
|
4.150%, 05/01/2047 |
|
|
3,100 |
|
|
|
2,673 |
|
3.150%, 05/01/2027 |
|
|
2,005 |
|
|
|
1,906 |
|
2.810%, 06/01/2041 |
|
|
4,975 |
|
|
|
3,634 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.375%, 03/15/2035 |
|
|
1,732 |
|
|
|
1,633 |
|
Medtronic Global Holdings SCA |
|
|
|
|
|
|
|
|
4.250%, 03/30/2028 |
|
|
3,447 |
|
|
|
3,372 |
|
Memorial Health Services |
|
|
|
|
|
|
|
|
3.447%, 11/01/2049 |
|
|
1,860 |
|
|
|
1,383 |
|
Merck |
|
|
|
|
|
|
|
|
5.000%, 05/17/2053 |
|
|
3,730 |
|
|
|
3,615 |
|
4.900%, 05/17/2044 |
|
|
4,585 |
|
|
|
4,405 |
|
4.500%, 05/17/2033 |
|
|
2,975 |
|
|
|
2,893 |
|
3.600%, 09/15/2042 |
|
|
2,145 |
|
|
|
1,741 |
|
MultiCare Health System |
|
|
|
|
|
|
|
|
2.803%, 08/15/2050 |
|
|
4,400 |
|
|
|
2,584 |
|
Nationwide Children's Hospital |
|
|
|
|
|
|
|
|
4.556%, 11/01/2052 |
|
|
1,135 |
|
|
|
1,043 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
4.763%, 08/01/2116 |
|
|
1,395 |
|
|
|
1,201 |
|
1.651%, 08/01/2030 |
|
|
2,487 |
|
|
|
1,998 |
|
Northwell Healthcare |
|
|
|
|
|
|
|
|
4.260%, 11/01/2047 |
|
|
2,045 |
|
|
|
1,664 |
|
Novartis Capital |
|
|
|
|
|
|
|
|
4.400%, 05/06/2044 |
|
|
685 |
|
|
|
623 |
|
3.000%, 11/20/2025 |
|
|
4,380 |
|
|
|
4,244 |
|
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery |
|
|
|
|
|
|
|
|
2.667%, 10/01/2050 |
|
|
5,260 |
|
|
|
3,196 |
|
OhioHealth |
|
|
|
|
|
|
|
|
2.834%, 11/15/2041 |
|
|
4,000 |
|
|
|
2,924 |
|
Orlando Health Obligated Group |
|
|
|
|
|
|
|
|
3.327%, 10/01/2050 |
|
|
790 |
|
|
|
579 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.200%, 09/15/2048 |
|
|
3,790 |
|
|
|
3,229 |
|
3.000%, 12/15/2026 |
|
|
2,230 |
|
|
|
2,127 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
4,511 |
|
|
|
4,345 |
|
5.300%, 05/19/2053 |
|
|
7,633 |
|
|
|
7,467 |
|
5.110%, 05/19/2043 |
|
|
7,985 |
|
|
|
7,680 |
|
4.750%, 05/19/2033 |
|
|
15,760 |
|
|
|
15,347 |
|
Pharmacia LLC |
|
|
|
|
|
|
|
|
6.600%, 12/01/2028 |
|
|
1,100 |
|
|
|
1,178 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Providence St. Joseph Health Obligated Group |
|
|
|
|
|
|
|
|
2.532%, 10/01/2029 |
|
$ |
6,500 |
|
|
$ |
5,654 |
|
Roche Holdings |
|
|
|
|
|
|
|
|
2.625%, 05/15/2026 (A) |
|
|
3,145 |
|
|
|
2,995 |
|
1.930%, 12/13/2028 (A) |
|
|
10,791 |
|
|
|
9,454 |
|
Rush Obligated Group |
|
|
|
|
|
|
|
|
3.922%, 11/15/2029 |
|
|
3,828 |
|
|
|
3,642 |
|
Stanford Health Care |
|
|
|
|
|
|
|
|
3.310%, 08/15/2030 |
|
|
1,055 |
|
|
|
953 |
|
Sutter Health |
|
|
|
|
|
|
|
|
5.164%, 08/15/2033 |
|
|
9,874 |
|
|
|
9,942 |
|
Takeda Pharmaceutical |
|
|
|
|
|
|
|
|
2.050%, 03/31/2030 |
|
|
3,352 |
|
|
|
2,821 |
|
Thermo Fisher Scientific |
|
|
|
|
|
|
|
|
5.000%, 12/05/2026 |
|
|
7,270 |
|
|
|
7,288 |
|
4.800%, 11/21/2027 |
|
|
2,222 |
|
|
|
2,224 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
6.875%, 02/15/2038 |
|
|
2,380 |
|
|
|
2,765 |
|
6.625%, 11/15/2037 |
|
|
2,739 |
|
|
|
3,097 |
|
6.500%, 06/15/2037 |
|
|
1,675 |
|
|
|
1,868 |
|
5.875%, 02/15/2053 |
|
|
9,315 |
|
|
|
9,965 |
|
4.750%, 05/15/2052 |
|
|
2,620 |
|
|
|
2,383 |
|
4.625%, 07/15/2035 |
|
|
4,550 |
|
|
|
4,392 |
|
4.500%, 04/15/2033 |
|
|
2,488 |
|
|
|
2,388 |
|
4.200%, 01/15/2047 |
|
|
1,432 |
|
|
|
1,213 |
|
4.000%, 05/15/2029 |
|
|
2,879 |
|
|
|
2,769 |
|
3.875%, 12/15/2028 |
|
|
1,835 |
|
|
|
1,761 |
|
3.850%, 06/15/2028 |
|
|
1,345 |
|
|
|
1,295 |
|
3.700%, 12/15/2025 |
|
|
1,905 |
|
|
|
1,864 |
|
3.050%, 05/15/2041 |
|
|
2,795 |
|
|
|
2,077 |
|
2.300%, 05/15/2031 |
|
|
8,510 |
|
|
|
7,135 |
|
UPMC |
|
|
|
|
|
|
|
|
5.035%, 05/15/2033 |
|
|
4,040 |
|
|
|
3,989 |
|
Wyeth LLC |
|
|
|
|
|
|
|
|
6.000%, 02/15/2036 |
|
|
1,400 |
|
|
|
1,498 |
|
5.950%, 04/01/2037 |
|
|
3,960 |
|
|
|
4,231 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
350,817 |
|
| |
|
|
|
|
|
|
|
|
Healthcare — 0.2% |
|
|
|
|
Roche Holdings |
|
|
|
|
|
|
|
|
5.265%, 11/13/2026 (A) |
|
|
7,270 |
|
|
|
7,336 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Industrials — 6.7% |
|
|
|
|
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 (A) |
|
|
4,916 |
|
|
|
5,032 |
|
6.150%, 09/30/2030 |
|
|
3,200 |
|
|
|
3,305 |
|
6.100%, 01/15/2027 |
|
|
3,185 |
|
|
|
3,225 |
|
3.300%, 01/30/2032 |
|
|
8,200 |
|
|
|
6,935 |
|
3.000%, 10/29/2028 |
|
|
3,460 |
|
|
|
3,109 |
|
2.450%, 10/29/2026 |
|
|
2,810 |
|
|
|
2,592 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.650%, 10/29/2024 |
|
$ |
1,951 |
|
|
$ |
1,898 |
|
Airbus |
|
|
|
|
|
|
|
|
3.950%, 04/10/2047 (A) |
|
|
2,800 |
|
|
|
2,298 |
|
BAE Systems Holdings |
|
|
|
|
|
|
|
|
3.800%, 10/07/2024 (A) |
|
|
1,700 |
|
|
|
1,680 |
|
BAE Systems PLC |
|
|
|
|
|
|
|
|
5.800%, 10/11/2041 (A) |
|
|
1,040 |
|
|
|
1,049 |
|
3.400%, 04/15/2030 (A) |
|
|
1,387 |
|
|
|
1,256 |
|
1.900%, 02/15/2031 (A) |
|
|
2,718 |
|
|
|
2,200 |
|
Boeing |
|
|
|
|
|
|
|
|
5.805%, 05/01/2050 |
|
|
2,945 |
|
|
|
2,839 |
|
5.150%, 05/01/2030 |
|
|
9,540 |
|
|
|
9,380 |
|
3.100%, 05/01/2026 |
|
|
3,915 |
|
|
|
3,730 |
|
Burlington Northern Santa Fe LLC |
|
|
|
|
|
|
|
|
6.150%, 05/01/2037 |
|
|
2,590 |
|
|
|
2,828 |
|
4.900%, 04/01/2044 |
|
|
2,563 |
|
|
|
2,428 |
|
4.550%, 09/01/2044 |
|
|
5,100 |
|
|
|
4,564 |
|
4.450%, 01/15/2053 |
|
|
3,424 |
|
|
|
3,011 |
|
4.375%, 09/01/2042 |
|
|
375 |
|
|
|
333 |
|
4.150%, 04/01/2045 |
|
|
3,120 |
|
|
|
2,636 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
3.850%, 08/05/2032 |
|
|
2,990 |
|
|
|
2,750 |
|
Carrier Global |
|
|
|
|
|
|
|
|
5.800%, 11/30/2025 |
|
|
6,035 |
|
|
|
6,078 |
|
Caterpillar |
|
|
|
|
|
|
|
|
3.803%, 08/15/2042 |
|
|
1,555 |
|
|
|
1,298 |
|
Caterpillar Financial Services |
|
|
|
|
|
|
|
|
5.150%, 08/11/2025 |
|
|
5,740 |
|
|
|
5,740 |
|
Caterpillar Financial Services MTN |
|
|
|
|
|
|
|
|
3.600%, 08/12/2027 |
|
|
9,570 |
|
|
|
9,216 |
|
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.000%, 10/29/2024 |
|
|
2,626 |
|
|
|
2,587 |
|
CSX |
|
|
|
|
|
|
|
|
3.350%, 09/15/2049 |
|
|
3,226 |
|
|
|
2,315 |
|
Cummins |
|
|
|
|
|
|
|
|
5.450%, 02/20/2054 |
|
|
1,828 |
|
|
|
1,838 |
|
Deere |
|
|
|
|
|
|
|
|
3.100%, 04/15/2030 |
|
|
2,333 |
|
|
|
2,120 |
|
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.875%, 07/30/2027 |
|
|
990 |
|
|
|
919 |
|
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl A |
|
|
|
|
|
|
|
|
3.404%, 04/25/2024 |
|
|
2,800 |
|
|
|
2,784 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
2,530 |
|
|
|
2,252 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.200%, 12/21/2031 |
|
|
6,250 |
|
|
|
5,185 |
|
1.800%, 10/15/2027 |
|
|
1,935 |
|
|
|
1,743 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
$ |
995 |
|
|
$ |
885 |
|
4.250%, 04/01/2050 |
|
|
2,100 |
|
|
|
1,811 |
|
2.850%, 06/01/2041 |
|
|
3,655 |
|
|
|
2,648 |
|
Genpact Luxembourg Sarl |
|
|
|
|
|
|
|
|
3.375%, 12/01/2024 |
|
|
5,226 |
|
|
|
5,148 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
3,690 |
|
|
|
3,685 |
|
5.250%, 03/01/2054 |
|
|
8,319 |
|
|
|
8,302 |
|
5.000%, 03/01/2035 |
|
|
4,480 |
|
|
|
4,467 |
|
1.750%, 09/01/2031 |
|
|
1,980 |
|
|
|
1,592 |
|
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
2.750%, 05/15/2032 |
|
|
2,951 |
|
|
|
2,498 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
4.950%, 07/14/2028 |
|
|
2,100 |
|
|
|
2,112 |
|
2.800%, 07/18/2029 |
|
|
4,220 |
|
|
|
3,839 |
|
2.650%, 06/10/2026 |
|
|
360 |
|
|
|
343 |
|
2.350%, 03/08/2027 |
|
|
7,260 |
|
|
|
6,772 |
|
1.250%, 01/10/2025 |
|
|
15,615 |
|
|
|
15,099 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.250%, 01/15/2033 |
|
|
6,748 |
|
|
|
6,887 |
|
4.070%, 12/15/2042 |
|
|
3,300 |
|
|
|
2,826 |
|
3.900%, 06/15/2032 |
|
|
4,940 |
|
|
|
4,586 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
4.900%, 06/01/2034 |
|
|
3,745 |
|
|
|
3,645 |
|
Penske Truck Leasing LP / PTL Finance |
|
|
|
|
|
|
|
|
4.000%, 07/15/2025 (A) |
|
|
2,904 |
|
|
|
2,838 |
|
3.950%, 03/10/2025 (A) |
|
|
2,752 |
|
|
|
2,700 |
|
3.450%, 07/01/2024 (A) |
|
|
5,540 |
|
|
|
5,496 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.618%, 04/15/2026 (A) |
|
|
7,358 |
|
|
|
6,806 |
|
1.170%, 07/15/2025 (A) |
|
|
1,476 |
|
|
|
1,395 |
|
RTX |
|
|
|
|
|
|
|
|
6.100%, 03/15/2034 |
|
|
4,945 |
|
|
|
5,221 |
|
4.500%, 06/01/2042 |
|
|
2,300 |
|
|
|
2,011 |
|
Ryder System MTN |
|
|
|
|
|
|
|
|
4.625%, 06/01/2025 |
|
|
4,800 |
|
|
|
4,755 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.700%, 03/11/2028 (A) |
|
|
5,220 |
|
|
|
4,644 |
|
Snap-on |
|
|
|
|
|
|
|
|
3.100%, 05/01/2050 |
|
|
3,240 |
|
|
|
2,275 |
|
Triton Container International |
|
|
|
|
|
|
|
|
2.050%, 04/15/2026 (A) |
|
|
2,335 |
|
|
|
2,140 |
|
TTX |
|
|
|
|
|
|
|
|
4.600%, 02/01/2049 (A) |
|
|
2,100 |
|
|
|
1,836 |
|
TTX MTN |
|
|
|
|
|
|
|
|
5.500%, 09/25/2026 (A) |
|
|
1,510 |
|
|
|
1,514 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.500%, 02/14/2053 |
|
|
6,355 |
|
|
|
4,730 |
|
3.375%, 02/14/2042 |
|
|
1,120 |
|
|
|
876 |
|
2.950%, 03/10/2052 |
|
|
10,841 |
|
|
|
7,250 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.375%, 05/20/2031 |
|
$ |
3,615 |
|
|
$ |
3,055 |
|
Union Pacific MTN |
|
|
|
|
|
|
|
|
3.550%, 08/15/2039 |
|
|
1,255 |
|
|
|
1,029 |
|
United Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
2.700%, 05/01/2032 |
|
|
2,323 |
|
|
|
1,985 |
|
United Airlines Pass-Through Trust, Ser 2012-1, Cl A |
|
|
|
|
|
|
|
|
4.150%, 04/11/2024 |
|
|
1,923 |
|
|
|
1,918 |
|
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA |
|
|
|
|
|
|
|
|
4.150%, 08/25/2031 |
|
|
1,244 |
|
|
|
1,155 |
|
Verisk Analytics |
|
|
|
|
|
|
|
|
3.625%, 05/15/2050 |
|
|
2,485 |
|
|
|
1,824 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
257,751 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 4.1% |
|
|
|
|
Analog Devices |
|
|
|
|
|
|
|
|
2.950%, 10/01/2051 |
|
|
1,918 |
|
|
|
1,282 |
|
1.700%, 10/01/2028 |
|
|
2,555 |
|
|
|
2,231 |
|
Apple |
|
|
|
|
|
|
|
|
4.650%, 02/23/2046 |
|
|
1,040 |
|
|
|
983 |
|
3.850%, 08/04/2046 |
|
|
5,145 |
|
|
|
4,288 |
|
3.350%, 02/09/2027 |
|
|
4,065 |
|
|
|
3,911 |
|
3.250%, 02/23/2026 |
|
|
5,310 |
|
|
|
5,152 |
|
2.850%, 08/05/2061 |
|
|
2,000 |
|
|
|
1,273 |
|
2.650%, 05/11/2050 |
|
|
3,755 |
|
|
|
2,445 |
|
2.375%, 02/08/2041 |
|
|
2,205 |
|
|
|
1,551 |
|
1.650%, 02/08/2031 |
|
|
3,515 |
|
|
|
2,893 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.900%, 02/15/2039 |
|
|
3,307 |
|
|
|
3,549 |
|
5.300%, 02/26/2054 |
|
|
2,709 |
|
|
|
2,742 |
|
5.050%, 02/26/2034 |
|
|
3,670 |
|
|
|
3,694 |
|
4.950%, 02/26/2031 |
|
|
10,840 |
|
|
|
10,846 |
|
Corning |
|
|
|
|
|
|
|
|
7.250%, 08/15/2036 |
|
|
1,844 |
|
|
|
1,906 |
|
IBM International Capital Pte |
|
|
|
|
|
|
|
|
5.300%, 02/05/2054 |
|
|
3,325 |
|
|
|
3,191 |
|
5.250%, 02/05/2044 |
|
|
2,065 |
|
|
|
1,978 |
|
4.600%, 02/05/2027 |
|
|
1,805 |
|
|
|
1,782 |
|
Intel |
|
|
|
|
|
|
|
|
5.700%, 02/10/2053 |
|
|
1,390 |
|
|
|
1,409 |
|
5.125%, 02/10/2030 |
|
|
14,220 |
|
|
|
14,336 |
|
4.900%, 08/05/2052 |
|
|
2,849 |
|
|
|
2,621 |
|
4.875%, 02/10/2026 |
|
|
7,135 |
|
|
|
7,110 |
|
3.200%, 08/12/2061 |
|
|
888 |
|
|
|
573 |
|
2.875%, 05/11/2024 |
|
|
5,830 |
|
|
|
5,796 |
|
International Business Machines |
|
|
|
|
|
|
|
|
4.150%, 05/15/2039 |
|
|
2,325 |
|
|
|
2,028 |
|
2.200%, 02/09/2027 |
|
|
2,700 |
|
|
|
2,497 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
7,375 |
|
|
|
7,585 |
|
5.250%, 09/15/2026 |
|
|
7,315 |
|
|
|
7,377 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.350%, 07/15/2027 |
|
$ |
2,989 |
|
|
$ |
2,667 |
|
KLA |
|
|
|
|
|
|
|
|
5.650%, 11/01/2034 |
|
|
2,000 |
|
|
|
2,080 |
|
4.950%, 07/15/2052 |
|
|
2,462 |
|
|
|
2,332 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.700%, 08/08/2046 |
|
|
4,759 |
|
|
|
3,977 |
|
3.450%, 08/08/2036 |
|
|
605 |
|
|
|
533 |
|
3.041%, 03/17/2062 |
|
|
1,100 |
|
|
|
750 |
|
2.525%, 06/01/2050 |
|
|
1,078 |
|
|
|
694 |
|
2.400%, 08/08/2026 |
|
|
4,495 |
|
|
|
4,257 |
|
NXP BV / NXP FUNDING LLC |
|
|
|
|
|
|
|
|
4.875%, 03/01/2024 |
|
|
3,252 |
|
|
|
3,252 |
|
NXP BV / NXP FUNDING LLC / NXP USA |
|
|
|
|
|
|
|
|
5.000%, 01/15/2033 |
|
|
1,975 |
|
|
|
1,907 |
|
Oracle |
|
|
|
|
|
|
|
|
4.375%, 05/15/2055 |
|
|
680 |
|
|
|
534 |
|
4.000%, 07/15/2046 |
|
|
2,275 |
|
|
|
1,750 |
|
3.800%, 11/15/2037 |
|
|
2,190 |
|
|
|
1,803 |
|
3.600%, 04/01/2040 |
|
|
6,880 |
|
|
|
5,311 |
|
2.950%, 04/01/2030 |
|
|
6,075 |
|
|
|
5,388 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
4.300%, 05/20/2047 |
|
|
3,236 |
|
|
|
2,808 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.050%, 05/18/2063 |
|
|
3,558 |
|
|
|
3,402 |
|
2.250%, 09/04/2029 |
|
|
3,035 |
|
|
|
2,679 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
1.750%, 10/25/2026 |
|
|
990 |
|
|
|
910 |
|
Vontier |
|
|
|
|
|
|
|
|
1.800%, 04/01/2026 |
|
|
1,205 |
|
|
|
1,111 |
|
Wipro IT Services LLC |
|
|
|
|
|
|
|
|
1.500%, 06/23/2026 (A) |
|
|
4,937 |
|
|
|
4,532 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
159,706 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.2% |
|
|
|
|
Barrick North America Finance LLC |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
2,225 |
|
|
|
2,278 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
6.420%, 03/01/2026 |
|
|
1,590 |
|
|
|
1,629 |
|
5.100%, 09/08/2028 |
|
|
7,480 |
|
|
|
7,526 |
|
5.000%, 09/30/2043 |
|
|
1,400 |
|
|
|
1,339 |
|
4.875%, 02/27/2026 |
|
|
3,545 |
|
|
|
3,530 |
|
Celanese US Holdings LLC |
|
|
|
|
|
|
|
|
6.700%, 11/15/2033 |
|
|
2,205 |
|
|
|
2,316 |
|
Ecolab |
|
|
|
|
|
|
|
|
1.650%, 02/01/2027 |
|
|
8,120 |
|
|
|
7,420 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.250%, 09/01/2029 |
|
|
1,639 |
|
|
|
1,630 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
2,990 |
|
|
|
2,516 |
|
3.468%, 12/01/2050 (A) |
|
|
7,485 |
|
|
|
4,926 |
|
3.268%, 11/15/2040 (A) |
|
|
1,933 |
|
|
|
1,355 |
|
2.300%, 11/01/2030 (A) |
|
|
3,490 |
|
|
|
2,864 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PPG Industries |
|
|
|
|
|
|
|
|
1.200%, 03/15/2026 |
|
$ |
3,305 |
|
|
$ |
3,054 |
|
Rio Tinto Finance USA |
|
|
|
|
|
|
|
|
5.200%, 11/02/2040 |
|
|
1,185 |
|
|
|
1,167 |
|
2.750%, 11/02/2051 |
|
|
4,000 |
|
|
|
2,537 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,087 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 2.7% |
|
|
|
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
4.750%, 04/15/2035 |
|
|
3,050 |
|
|
|
2,842 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
3.350%, 05/15/2027 |
|
|
5,480 |
|
|
|
5,196 |
|
Boston Properties |
|
|
|
|
|
|
|
|
4.500%, 12/01/2028 |
|
|
2,630 |
|
|
|
2,485 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
5.400%, 02/01/2034 |
|
|
3,190 |
|
|
|
3,127 |
|
Federal Realty OP |
|
|
|
|
|
|
|
|
1.250%, 02/15/2026 |
|
|
5,026 |
|
|
|
4,631 |
|
Prologis |
|
|
|
|
|
|
|
|
5.250%, 06/15/2053 |
|
|
1,780 |
|
|
|
1,725 |
|
5.250%, 03/15/2054 |
|
|
945 |
|
|
|
907 |
|
4.750%, 06/15/2033 |
|
|
5,242 |
|
|
|
5,083 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.625%, 10/13/2032 |
|
|
6,435 |
|
|
|
6,513 |
|
4.450%, 09/15/2026 |
|
|
1,386 |
|
|
|
1,349 |
|
4.000%, 07/15/2029 |
|
|
155 |
|
|
|
146 |
|
3.400%, 01/15/2030 |
|
|
2,120 |
|
|
|
1,922 |
|
3.200%, 01/15/2027 |
|
|
1,790 |
|
|
|
1,690 |
|
2.100%, 03/15/2028 |
|
|
2,981 |
|
|
|
2,646 |
|
Regency Centers LP |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
3,400 |
|
|
|
3,323 |
|
4.650%, 03/15/2049 |
|
|
290 |
|
|
|
246 |
|
4.400%, 02/01/2047 |
|
|
1,595 |
|
|
|
1,277 |
|
2.950%, 09/15/2029 |
|
|
3,675 |
|
|
|
3,253 |
|
Sabra Health Care LP |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
4,275 |
|
|
|
3,800 |
|
Scentre Group Trust 1/ Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
3.750%, 03/23/2027 (A) |
|
|
885 |
|
|
|
842 |
|
3.625%, 01/28/2026 (A) |
|
|
12,081 |
|
|
|
11,678 |
|
3.500%, 02/12/2025 (A) |
|
|
1,345 |
|
|
|
1,318 |
|
Scentre Group Trust 2 |
|
|
|
|
|
|
|
|
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B) |
|
|
6,340 |
|
|
|
6,029 |
|
Simon Property Group |
|
|
|
|
|
|
|
|
6.250%, 01/15/2034 |
|
|
1,985 |
|
|
|
2,092 |
|
Simon Property Group LP |
|
|
|
|
|
|
|
|
6.750%, 02/01/2040 |
|
|
470 |
|
|
|
516 |
|
5.850%, 03/08/2053 |
|
|
1,910 |
|
|
|
1,934 |
|
5.500%, 03/08/2033 |
|
|
8,037 |
|
|
|
8,105 |
|
4.250%, 11/30/2046 |
|
|
2,169 |
|
|
|
1,758 |
|
3.800%, 07/15/2050 |
|
|
1,165 |
|
|
|
882 |
|
2.650%, 02/01/2032 |
|
|
2,000 |
|
|
|
1,663 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.450%, 09/13/2029 |
|
$ |
5,176 |
|
|
$ |
4,514 |
|
Sun Communities Operating LP |
|
|
|
|
|
|
|
|
5.500%, 01/15/2029 |
|
|
6,350 |
|
|
|
6,286 |
|
2.300%, 11/01/2028 |
|
|
110 |
|
|
|
96 |
|
WP Carey |
|
|
|
|
|
|
|
|
4.600%, 04/01/2024 |
|
|
2,670 |
|
|
|
2,666 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
102,540 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 10.7% |
|
|
|
|
AEP Texas |
|
|
|
|
|
|
|
|
3.450%, 01/15/2050 |
|
|
2,695 |
|
|
|
1,879 |
|
AEP Transmission LLC |
|
|
|
|
|
|
|
|
5.400%, 03/15/2053 |
|
|
1,800 |
|
|
|
1,782 |
|
Alabama Power |
|
|
|
|
|
|
|
|
3.850%, 12/01/2042 |
|
|
600 |
|
|
|
483 |
|
3.700%, 12/01/2047 |
|
|
2,800 |
|
|
|
2,123 |
|
3.125%, 07/15/2051 |
|
|
3,187 |
|
|
|
2,167 |
|
1.450%, 09/15/2030 |
|
|
3,416 |
|
|
|
2,747 |
|
Ameren Illinois |
|
|
|
|
|
|
|
|
4.500%, 03/15/2049 |
|
|
4,560 |
|
|
|
3,956 |
|
3.850%, 09/01/2032 |
|
|
12,850 |
|
|
|
11,714 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.625%, 03/01/2033 |
|
|
2,435 |
|
|
|
2,453 |
|
Arizona Public Service |
|
|
|
|
|
|
|
|
5.550%, 08/01/2033 |
|
|
6,920 |
|
|
|
6,943 |
|
Atmos Energy |
|
|
|
|
|
|
|
|
4.125%, 03/15/2049 |
|
|
3,735 |
|
|
|
3,080 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
2.250%, 06/15/2031 |
|
|
4,420 |
|
|
|
3,682 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
6.125%, 04/01/2036 |
|
|
1,472 |
|
|
|
1,554 |
|
3.250%, 04/15/2028 |
|
|
1,720 |
|
|
|
1,611 |
|
CenterPoint Energy Houston Electric LLC |
|
|
|
|
|
|
|
|
5.200%, 10/01/2028 |
|
|
4,215 |
|
|
|
4,252 |
|
4.500%, 04/01/2044 |
|
|
2,215 |
|
|
|
1,960 |
|
3.000%, 03/01/2032 |
|
|
1,595 |
|
|
|
1,380 |
|
2.900%, 07/01/2050 |
|
|
770 |
|
|
|
507 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (A) |
|
|
5,550 |
|
|
|
5,629 |
|
Cleco Corporate Holdings LLC |
|
|
|
|
|
|
|
|
3.375%, 09/15/2029 |
|
|
1,745 |
|
|
|
1,517 |
|
CMS Energy |
|
|
|
|
|
|
|
|
3.000%, 05/15/2026 |
|
|
7,285 |
|
|
|
6,921 |
|
Commonwealth Edison |
|
|
|
|
|
|
|
|
4.700%, 01/15/2044 |
|
|
2,000 |
|
|
|
1,782 |
|
3.200%, 11/15/2049 |
|
|
1,560 |
|
|
|
1,075 |
|
2.550%, 06/15/2026 |
|
|
4,665 |
|
|
|
4,414 |
|
Connecticut Light and Power |
|
|
|
|
|
|
|
|
5.250%, 01/15/2053 |
|
|
3,000 |
|
|
|
2,924 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
5.900%, 11/15/2053 |
|
|
6,170 |
|
|
|
6,507 |
|
5.500%, 03/15/2034 |
|
|
3,190 |
|
|
|
3,258 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 06/15/2047 |
|
$ |
3,000 |
|
|
$ |
2,331 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
4.625%, 05/15/2033 |
|
|
7,675 |
|
|
|
7,415 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.375%, 04/01/2030 |
|
|
585 |
|
|
|
526 |
|
Dominion Energy South Carolina |
|
|
|
|
|
|
|
|
4.600%, 06/15/2043 |
|
|
1,000 |
|
|
|
881 |
|
DTE Energy |
|
|
|
|
|
|
|
|
4.875%, 06/01/2028 |
|
|
5,240 |
|
|
|
5,165 |
|
Duke Energy |
|
|
|
|
|
|
|
|
4.850%, 01/05/2029 |
|
|
3,780 |
|
|
|
3,716 |
|
Duke Energy Carolinas LLC |
|
|
|
|
|
|
|
|
5.400%, 01/15/2054 |
|
|
3,030 |
|
|
|
2,952 |
|
5.300%, 02/15/2040 |
|
|
1,700 |
|
|
|
1,668 |
|
3.875%, 03/15/2046 |
|
|
5,500 |
|
|
|
4,285 |
|
2.850%, 03/15/2032 |
|
|
2,730 |
|
|
|
2,320 |
|
2.550%, 04/15/2031 |
|
|
2,855 |
|
|
|
2,446 |
|
Duke Energy Florida LLC |
|
|
|
|
|
|
|
|
5.950%, 11/15/2052 |
|
|
2,100 |
|
|
|
2,211 |
|
5.875%, 11/15/2033 |
|
|
7,255 |
|
|
|
7,595 |
|
Duke Energy Indiana LLC |
|
|
|
|
|
|
|
|
6.350%, 08/15/2038 |
|
|
240 |
|
|
|
257 |
|
4.900%, 07/15/2043 |
|
|
245 |
|
|
|
225 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.250%, 04/01/2033 |
|
|
6,030 |
|
|
|
6,035 |
|
2.125%, 06/01/2030 |
|
|
1,225 |
|
|
|
1,029 |
|
Duke Energy Progress LLC |
|
|
|
|
|
|
|
|
4.200%, 08/15/2045 |
|
|
2,490 |
|
|
|
2,054 |
|
4.100%, 05/15/2042 |
|
|
1,041 |
|
|
|
862 |
|
East Ohio Gas |
|
|
|
|
|
|
|
|
3.000%, 06/15/2050 (A) |
|
|
1,095 |
|
|
|
683 |
|
2.000%, 06/15/2030 (A) |
|
|
2,370 |
|
|
|
1,943 |
|
1.300%, 06/15/2025 (A) |
|
|
2,700 |
|
|
|
2,560 |
|
Entergy Arkansas LLC |
|
|
|
|
|
|
|
|
4.200%, 04/01/2049 |
|
|
2,725 |
|
|
|
2,237 |
|
Entergy Louisiana LLC |
|
|
|
|
|
|
|
|
4.200%, 09/01/2048 |
|
|
3,215 |
|
|
|
2,600 |
|
0.950%, 10/01/2024 |
|
|
10,320 |
|
|
|
10,048 |
|
Entergy Mississippi LLC |
|
|
|
|
|
|
|
|
2.850%, 06/01/2028 |
|
|
3,865 |
|
|
|
3,538 |
|
Entergy Texas |
|
|
|
|
|
|
|
|
5.800%, 09/01/2053 |
|
|
3,735 |
|
|
|
3,850 |
|
3.550%, 09/30/2049 |
|
|
2,015 |
|
|
|
1,455 |
|
Exelon |
|
|
|
|
|
|
|
|
5.150%, 03/15/2028 |
|
|
4,570 |
|
|
|
4,558 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.960%, 04/01/2039 |
|
|
145 |
|
|
|
156 |
|
5.950%, 02/01/2038 |
|
|
3,769 |
|
|
|
4,011 |
|
5.690%, 03/01/2040 |
|
|
4,657 |
|
|
|
4,767 |
|
4.125%, 02/01/2042 |
|
|
3,650 |
|
|
|
3,138 |
|
2.850%, 04/01/2025 |
|
|
2,515 |
|
|
|
2,452 |
|
2.450%, 02/03/2032 |
|
|
11,835 |
|
|
|
9,874 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Georgia Power |
|
|
|
|
|
|
|
|
5.250%, 03/15/2034 |
|
$ |
4,730 |
|
|
$ |
4,709 |
|
4.300%, 03/15/2043 |
|
|
2,285 |
|
|
|
1,925 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
4.250%, 08/15/2048 |
|
|
565 |
|
|
|
459 |
|
Indianapolis Power & Light |
|
|
|
|
|
|
|
|
4.050%, 05/01/2046 (A) |
|
|
60 |
|
|
|
47 |
|
Kentucky Utilities |
|
|
|
|
|
|
|
|
5.450%, 04/15/2033 |
|
|
4,185 |
|
|
|
4,225 |
|
Massachusetts Electric |
|
|
|
|
|
|
|
|
1.729%, 11/24/2030 (A) |
|
|
1,300 |
|
|
|
1,022 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
3.150%, 04/15/2050 |
|
|
2,700 |
|
|
|
1,847 |
|
Monongahela Power |
|
|
|
|
|
|
|
|
5.850%, 02/15/2034 (A) |
|
|
2,790 |
|
|
|
2,842 |
|
3.550%, 05/15/2027 (A) |
|
|
10,095 |
|
|
|
9,573 |
|
National Grid PLC |
|
|
|
|
|
|
|
|
5.418%, 01/11/2034 |
|
|
2,990 |
|
|
|
2,917 |
|
National Rural Utilities Cooperative Finance |
|
|
|
|
|
|
|
|
8.489%, TSFR3M + 3.172%, 04/30/2043 (B) |
|
|
1,542 |
|
|
|
1,538 |
|
5.800%, 01/15/2033 |
|
|
2,260 |
|
|
|
2,337 |
|
4.450%, 03/13/2026 |
|
|
7,250 |
|
|
|
7,160 |
|
4.400%, 11/01/2048 |
|
|
1,000 |
|
|
|
843 |
|
4.300%, 03/15/2049 |
|
|
2,558 |
|
|
|
2,131 |
|
Nevada Power |
|
|
|
|
|
|
|
|
6.000%, 03/15/2054 |
|
|
5,585 |
|
|
|
5,865 |
|
New England Power |
|
|
|
|
|
|
|
|
5.936%, 11/25/2052 (A) |
|
|
1,046 |
|
|
|
1,063 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
5.250%, 03/15/2034 |
|
|
3,050 |
|
|
|
2,992 |
|
4.450%, 06/20/2025 |
|
|
10,660 |
|
|
|
10,516 |
|
1.900%, 06/15/2028 |
|
|
6,085 |
|
|
|
5,326 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
4.278%, 10/01/2034 (A) |
|
|
1,959 |
|
|
|
1,743 |
|
Northern States Power |
|
|
|
|
|
|
|
|
7.125%, 07/01/2025 |
|
|
3,220 |
|
|
|
3,289 |
|
6.250%, 06/01/2036 |
|
|
600 |
|
|
|
650 |
|
4.500%, 06/01/2052 |
|
|
2,845 |
|
|
|
2,483 |
|
2.250%, 04/01/2031 |
|
|
2,730 |
|
|
|
2,287 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.250%, 05/15/2029 |
|
|
2,684 |
|
|
|
2,499 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.375%, 11/01/2040 |
|
|
1,675 |
|
|
|
1,570 |
|
4.500%, 04/01/2047 |
|
|
1,970 |
|
|
|
1,603 |
|
4.250%, 04/01/2046 |
|
|
1,110 |
|
|
|
857 |
|
4.200%, 12/01/2042 |
|
|
175 |
|
|
|
137 |
|
Ohio Power |
|
|
|
|
|
|
|
|
2.600%, 04/01/2030 |
|
|
8,915 |
|
|
|
7,720 |
|
Oncor Electric Delivery LLC |
|
|
|
|
|
|
|
|
7.500%, 09/01/2038 |
|
|
110 |
|
|
|
131 |
|
5.650%, 11/15/2033 |
|
|
4,155 |
|
|
|
4,292 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.350%, 10/01/2052 |
|
$ |
2,094 |
|
|
$ |
2,079 |
|
5.300%, 06/01/2042 |
|
|
1,211 |
|
|
|
1,223 |
|
4.950%, 09/15/2052 |
|
|
215 |
|
|
|
200 |
|
3.750%, 04/01/2045 |
|
|
3,670 |
|
|
|
2,916 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.400%, 06/15/2033 |
|
|
2,290 |
|
|
|
2,381 |
|
5.800%, 05/15/2034 |
|
|
3,220 |
|
|
|
3,217 |
|
4.500%, 07/01/2040 |
|
|
2,260 |
|
|
|
1,894 |
|
4.200%, 06/01/2041 |
|
|
2,340 |
|
|
|
1,839 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
6.250%, 10/15/2037 |
|
|
2,375 |
|
|
|
2,447 |
|
6.000%, 01/15/2039 |
|
|
4,390 |
|
|
|
4,516 |
|
5.800%, 01/15/2055 |
|
|
4,811 |
|
|
|
4,646 |
|
5.500%, 05/15/2054 |
|
|
385 |
|
|
|
360 |
|
3.300%, 03/15/2051 |
|
|
3,553 |
|
|
|
2,332 |
|
2.900%, 06/15/2052 |
|
|
5,290 |
|
|
|
3,223 |
|
PECO Energy |
|
|
|
|
|
|
|
|
2.850%, 09/15/2051 |
|
|
2,100 |
|
|
|
1,348 |
|
Potomac Electric Power |
|
|
|
|
|
|
|
|
5.500%, 03/15/2054 |
|
|
3,725 |
|
|
|
3,696 |
|
PPL Electric Utilities |
|
|
|
|
|
|
|
|
4.150%, 06/15/2048 |
|
|
2,400 |
|
|
|
2,006 |
|
3.950%, 06/01/2047 |
|
|
1,802 |
|
|
|
1,451 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
4.050%, 05/01/2048 |
|
|
2,792 |
|
|
|
2,323 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
5.850%, 11/15/2027 |
|
|
3,392 |
|
|
|
3,476 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
6.250%, 09/01/2037 |
|
|
205 |
|
|
|
217 |
|
4.100%, 06/01/2032 |
|
|
4,610 |
|
|
|
4,275 |
|
3.200%, 03/01/2050 |
|
|
1,720 |
|
|
|
1,166 |
|
Public Service of New Hampshire |
|
|
|
|
|
|
|
|
3.600%, 07/01/2049 |
|
|
2,000 |
|
|
|
1,517 |
|
2.200%, 06/15/2031 |
|
|
5,385 |
|
|
|
4,447 |
|
San Diego Gas & Electric |
|
|
|
|
|
|
|
|
4.950%, 08/15/2028 |
|
|
3,344 |
|
|
|
3,343 |
|
4.500%, 08/15/2040 |
|
|
2,025 |
|
|
|
1,800 |
|
3.320%, 04/15/2050 |
|
|
445 |
|
|
|
309 |
|
Sempra |
|
|
|
|
|
|
|
|
3.800%, 02/01/2038 |
|
|
1,220 |
|
|
|
1,001 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
2.850%, 08/01/2029 |
|
|
2,745 |
|
|
|
2,456 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
6.350%, 11/15/2052 |
|
|
2,411 |
|
|
|
2,652 |
|
5.750%, 06/01/2053 |
|
|
2,809 |
|
|
|
2,840 |
|
4.300%, 01/15/2049 |
|
|
1,100 |
|
|
|
902 |
|
3.750%, 09/15/2042 |
|
|
180 |
|
|
|
142 |
|
2.550%, 02/01/2030 |
|
|
4,835 |
|
|
|
4,198 |
|
Union Electric |
|
|
|
|
|
|
|
|
4.000%, 04/01/2048 |
|
|
1,095 |
|
|
|
862 |
|
3.900%, 09/15/2042 |
|
|
85 |
|
|
|
69 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Virginia Electric and Power |
|
|
|
|
|
|
|
|
6.350%, 11/30/2037 |
|
$ |
1,745 |
|
|
$ |
1,866 |
|
5.000%, 04/01/2033 |
|
|
8,783 |
|
|
|
8,607 |
|
5.000%, 01/15/2034 |
|
|
3,250 |
|
|
|
3,159 |
|
3.150%, 01/15/2026 |
|
|
3,000 |
|
|
|
2,897 |
|
2.950%, 11/15/2051 |
|
|
5,975 |
|
|
|
3,832 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
4.875%, 05/13/2024 (A) |
|
|
3,925 |
|
|
|
3,913 |
|
3.550%, 07/15/2024 (A) |
|
|
1,095 |
|
|
|
1,085 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
2,300 |
|
|
|
2,026 |
|
Wisconsin Power & Light |
|
|
|
|
|
|
|
|
6.375%, 08/15/2037 |
|
|
50 |
|
|
|
53 |
|
3.050%, 10/15/2027 |
|
|
2,480 |
|
|
|
2,315 |
|
Wisconsin Public Service |
|
|
|
|
|
|
|
|
3.300%, 09/01/2049 |
|
|
2,475 |
|
|
|
1,737 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
410,000 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $3,605,938) ($ Thousands) |
|
|
|
|
|
|
3,394,604 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 6.1% |
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
1,280 |
|
|
|
1,317 |
|
4.750%, 11/15/2053 |
|
|
34,835 |
|
|
|
37,061 |
|
4.500%, 02/15/2044 |
|
|
26,375 |
|
|
|
26,367 |
|
4.375%, 08/15/2043 |
|
|
45,772 |
|
|
|
44,814 |
|
4.250%, 02/15/2054 |
|
|
19,217 |
|
|
|
18,857 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.250%, 01/31/2026 |
|
|
24,900 |
|
|
|
24,714 |
|
4.125%, 02/15/2027 |
|
|
18,154 |
|
|
|
18,005 |
|
4.000%, 01/31/2029 |
|
|
21,990 |
|
|
|
21,736 |
|
4.000%, 01/31/2031 |
|
|
9,235 |
|
|
|
9,085 |
|
4.000%, 02/15/2034 |
|
|
34,591 |
|
|
|
33,915 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $235,107) ($ Thousands) |
|
|
235,871 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 3.3% |
Alabama — 0.1% |
|
|
|
|
Alabama State, Economic Settlement Authority, Ser B, RB |
|
|
|
|
|
|
|
|
4.263%, 09/15/2032 |
|
|
2,145 |
|
|
|
2,047 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
California — 1.1% |
|
|
|
|
California State University, RB |
|
|
|
|
|
|
|
|
5.183%, 11/01/2053 |
|
|
8,690 |
|
|
|
8,597 |
|
California State University, Ser D, RB |
|
|
|
|
|
|
|
|
1.490%, 11/01/2028 |
|
|
2,580 |
|
|
|
2,248 |
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
California State, Build America Project, GO |
|
|
|
|
|
|
|
|
7.600%, 11/01/2040 |
|
$ |
585 |
|
|
$ |
718 |
|
7.550%, 04/01/2039 |
|
|
2,305 |
|
|
|
2,805 |
|
7.500%, 04/01/2034 |
|
|
5,125 |
|
|
|
6,028 |
|
California State, GO |
|
|
|
|
|
|
|
|
6.000%, 03/01/2033 |
|
|
950 |
|
|
|
1,030 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
1.679%, 06/01/2028 |
|
|
4,975 |
|
|
|
4,418 |
|
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.874%, 06/01/2040 |
|
|
300 |
|
|
|
322 |
|
Los Angeles, Community College District, GO |
|
|
|
|
|
|
|
|
1.606%, 08/01/2028 |
|
|
4,780 |
|
|
|
4,280 |
|
Los Angeles, Unified School District, Build America Project, Ser RY, GO |
|
|
|
|
|
|
|
|
6.758%, 07/01/2034 |
|
|
1,120 |
|
|
|
1,231 |
|
Riverside County, Pension Obligation, RB |
|
|
|
|
|
|
|
|
3.818%, 02/15/2038 |
|
|
2,105 |
|
|
|
1,932 |
|
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB |
|
|
|
|
|
|
|
|
6.000%, 11/01/2040 |
|
|
3,705 |
|
|
|
3,907 |
|
University of California Regents, Build America Project, Ser H, RB |
|
|
|
|
|
|
|
|
6.548%, 05/15/2048 |
|
|
120 |
|
|
|
136 |
|
University of California Regents, RB |
|
|
|
|
|
|
|
|
4.132%, 05/15/2032 |
|
|
3,210 |
|
|
|
3,049 |
|
University of California, Build America Project, RB |
|
|
|
|
|
|
|
|
5.770%, 05/15/2043 |
|
|
1,375 |
|
|
|
1,461 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,162 |
|
| |
|
|
|
|
|
|
|
|
Colorado — 0.1% |
|
|
|
|
City & County of Denver's Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
2.037%, 11/15/2028 |
|
|
4,000 |
|
|
|
3,562 |
|
Colorado State, COP |
|
|
|
|
|
|
|
|
6.817%, 03/15/2028 |
|
|
1,980 |
|
|
|
2,121 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,683 |
|
| |
|
|
|
|
|
|
|
|
Connecticut — 0.2% |
|
|
|
|
Connecticut State, Ser A, GO |
|
|
|
|
|
|
|
|
4.657%, 05/15/2030 |
|
|
2,000 |
|
|
|
1,993 |
|
4.506%, 05/15/2028 |
|
|
2,515 |
|
|
|
2,509 |
|
3.875%, 06/15/2028 |
|
|
2,555 |
|
|
|
2,487 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,989 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Florida — 0.0% |
|
|
|
|
Florida State, Board of Administration Finance, Ser A, RB |
|
|
|
|
|
|
|
|
1.705%, 07/01/2027 |
|
$ |
1,383 |
|
|
$ |
1,245 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.2% |
|
|
|
|
Georgia State, Municipal Electric Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
2,757 |
|
|
|
3,061 |
|
6.637%, 04/01/2057 |
|
|
2,388 |
|
|
|
2,692 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,753 |
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.2% |
|
|
|
|
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
2,580 |
|
|
|
2,720 |
|
Sales Tax Securitization, Ser A, RB |
|
|
|
|
|
|
|
|
4.637%, 01/01/2040 |
|
|
3,245 |
|
|
|
3,116 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,836 |
|
| |
|
|
|
|
|
|
|
|
Kansas — 0.0% |
|
|
|
|
Kansas State, Development Finance Authority, Ser H, RB |
|
|
|
|
|
|
|
|
4.727%, 04/15/2037 |
|
|
1,455 |
|
|
|
1,407 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 0.2% |
|
|
|
|
Massachusetts Clean Water Trust, Build America Project, RB |
|
|
|
|
|
|
|
|
5.192%, 08/01/2040 |
|
|
3,375 |
|
|
|
3,365 |
|
Massachusetts State, Build America Project, GO |
|
|
|
|
|
|
|
|
4.910%, 05/01/2029 |
|
|
100 |
|
|
|
101 |
|
Massachusetts State, Build America Project, RB |
|
|
|
|
|
|
|
|
5.731%, 06/01/2040 |
|
|
80 |
|
|
|
83 |
|
Massachusetts State, Educational Financing Authority, Ser A, RB |
|
|
|
|
|
|
|
|
2.925%, 07/01/2028 |
|
|
2,550 |
|
|
|
2,357 |
|
1.638%, 07/01/2026 |
|
|
2,125 |
|
|
|
1,969 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,875 |
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.3% |
|
|
|
|
Chippewa Valley Schools, GO |
|
|
|
|
|
|
|
|
2.337%, 05/01/2029 |
|
|
3,125 |
|
|
|
2,801 |
|
Michigan State, Finance Authority, RB |
|
|
|
|
|
|
|
|
3.084%, 12/01/2034 |
|
|
1,685 |
|
|
|
1,453 |
|
2.671%, 09/01/2049 (B) |
|
|
4,600 |
|
|
|
4,306 |
|
University of Michigan, Ser C, RB |
|
|
|
|
|
|
|
|
3.599%, 04/01/2047 |
|
|
4,520 |
|
|
|
3,813 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,373 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New Jersey — 0.1% |
|
|
|
|
New Jersey State, Transportation Trust Fund Authority, Build America Project, Ser C, RB |
|
|
|
|
|
|
|
|
5.754%, 12/15/2028 |
|
$ |
2,300 |
|
|
$ |
2,322 |
|
New Jersey State, Turnpike Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
7.102%, 01/01/2041 |
|
|
2,500 |
|
|
|
2,919 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,241 |
|
| |
|
|
|
|
|
|
|
|
New York — 0.4% |
|
|
|
|
New York & New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.926%, 10/01/2051 |
|
|
165 |
|
|
|
160 |
|
4.458%, 10/01/2062 |
|
|
205 |
|
|
|
183 |
|
New York & New Jersey, Port Authority, Ser 181, RB |
|
|
|
|
|
|
|
|
4.960%, 08/01/2046 |
|
|
1,315 |
|
|
|
1,222 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB |
|
|
|
|
|
|
|
|
5.767%, 08/01/2036 |
|
|
445 |
|
|
|
459 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB |
|
|
|
|
|
|
|
|
3.480%, 08/01/2026 |
|
|
2,100 |
|
|
|
2,036 |
|
New York State, Dormitory Authority, Build America Project, RB |
|
|
|
|
|
|
|
|
5.289%, 03/15/2033 |
|
|
3,000 |
|
|
|
3,010 |
|
New York State, Urban Development, Build America Project, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
8,225 |
|
|
|
8,384 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,454 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.1% |
|
|
|
|
American Municipal Power, RB |
|
|
|
|
|
|
|
|
6.053%, 02/15/2043 |
|
|
3,065 |
|
|
|
3,228 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Oregon — 0.1% |
|
|
|
|
Oregon State, School Boards Association, Ser B, GO |
|
|
|
|
|
|
|
|
5.550%, 06/30/2028 |
|
|
4,000 |
|
|
|
4,047 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Pennsylvania — 0.1% |
|
|
|
|
Pennsylvania State, Economic Development Financing Authority, RB |
|
|
|
|
|
|
|
|
2.152%, 06/15/2029 |
|
|
5,465 |
|
|
|
4,841 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.1% |
|
|
|
|
Grand Parkway, Transportation Corp, Ser E, RB |
|
|
|
|
|
|
|
|
5.184%, 10/01/2042 |
|
|
555 |
|
|
|
556 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
North Texas, Tollway Authority, Build America Project, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
$ |
845 |
|
|
$ |
989 |
|
Texas State, Build America Project, GO |
|
|
|
|
|
|
|
|
5.517%, 04/01/2039 |
|
|
565 |
|
|
|
591 |
|
Texas State, Dallas Area, Rapid Transit, RB |
|
|
|
|
|
|
|
|
1.147%, 12/01/2026 |
|
|
1,200 |
|
|
|
1,092 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,228 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $137,902) ($ Thousands) |
|
|
|
|
|
|
127,409 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.9% |
| |
|
|
|
|
|
|
|
|
CDP Financial |
|
|
|
|
|
|
|
|
5.600%, 11/25/2039(A) |
|
|
700 |
|
|
|
727 |
|
Chile Government International Bond |
|
|
|
|
|
|
|
|
5.330%, 01/05/2054 |
|
|
2,070 |
|
|
|
1,973 |
|
3.860%, 06/21/2047 |
|
|
405 |
|
|
|
317 |
|
3.100%, 01/22/2061 |
|
|
325 |
|
|
|
203 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/03/2050 |
|
|
2,500 |
|
|
|
1,832 |
|
Korea Development Bank |
|
|
|
|
|
|
|
|
4.375%, 02/15/2028 |
|
|
5,150 |
|
|
|
5,076 |
|
1.750%, 02/18/2025 |
|
|
6,080 |
|
|
|
5,882 |
|
Province of British Columbia Canada |
|
|
|
|
|
|
|
|
4.200%, 07/06/2033 |
|
|
7,090 |
|
|
|
6,838 |
|
Province of Quebec Canada MTN |
|
|
|
|
|
|
|
|
6.350%, 01/30/2026 |
|
|
270 |
|
|
|
275 |
|
Republic of Poland Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 10/04/2033 |
|
|
3,410 |
|
|
|
3,333 |
|
Saudi Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 01/16/2054(A) |
|
|
6,225 |
|
|
|
6,004 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $33,354) ($ Thousands) |
|
|
32,460 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
34,386,260 |
|
|
|
34,386 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $34,386) ($ Thousands) |
|
|
|
|
|
|
34,386 |
|
Total Investments in Securities — 99.4% |
|
|
|
|
|
|
|
|
(Cost $4,046,687) ($ Thousands) |
|
$ |
3,824,730 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Intermediate Duration Credit Fund (Concluded)
The open futures contracts held by the Fund at February 29, 2024 are 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 |
|
|
362 |
|
|
|
Jun-2024 |
|
|
$ |
74,098 |
|
|
$ |
74,119 |
|
|
$ |
21 |
|
U.S. 5-Year Treasury Note |
|
|
776 |
|
|
|
Jun-2024 |
|
|
|
82,825 |
|
|
|
82,959 |
|
|
|
134 |
|
| |
|
|
|
|
|
|
|
|
|
|
156,923 |
|
|
|
157,078 |
|
|
|
155 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ultra 10-Year U.S. Treasury Note |
|
|
(881 |
) |
|
|
Jun-2024 |
|
|
$ |
(100,277 |
) |
|
$ |
(100,585 |
) |
|
$ |
(308 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
56,646 |
|
|
$ |
56,493 |
|
|
$ |
(153 |
) |
|
Percentages are based on Net Assets of $3,847,703 ($ Thousands). |
|
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
|
† |
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 29, 2024, the value of these securities amounted to $597,239 ($ Thousands), representing 15.5% of the Net Assets of the Fund. |
|
(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) |
Perpetual security with no stated maturity date. |
|
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
49,298 |
|
|
$ |
1,319,262 |
|
|
$ |
(1,334,174 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
34,386 |
|
|
$ |
1,539 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 72.2% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.4% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
185,272 |
|
|
$ |
25,653 |
|
Alphabet Inc, Cl C * |
|
|
155,900 |
|
|
|
21,792 |
|
AT&T Inc |
|
|
223,443 |
|
|
|
3,783 |
|
Charter Communications Inc, Cl A * |
|
|
3,115 |
|
|
|
916 |
|
Comcast Corp, Cl A |
|
|
125,532 |
|
|
|
5,379 |
|
Electronic Arts Inc |
|
|
7,644 |
|
|
|
1,066 |
|
Fox Corp |
|
|
12,966 |
|
|
|
375 |
|
Interpublic Group of Cos Inc/The |
|
|
13,000 |
|
|
|
408 |
|
Live Nation Entertainment Inc * |
|
|
4,800 |
|
|
|
465 |
|
Match Group Inc * |
|
|
9,200 |
|
|
|
332 |
|
Meta Platforms Inc, Cl A |
|
|
69,504 |
|
|
|
34,066 |
|
Netflix Inc * |
|
|
13,732 |
|
|
|
8,279 |
|
News Corp |
|
|
4,000 |
|
|
|
112 |
|
News Corp, Cl A |
|
|
12,800 |
|
|
|
344 |
|
Omnicom Group Inc |
|
|
6,099 |
|
|
|
539 |
|
Paramount Global, Cl B |
|
|
16,240 |
|
|
|
179 |
|
Take-Two Interactive Software Inc * |
|
|
4,900 |
|
|
|
720 |
|
T-Mobile US Inc |
|
|
15,909 |
|
|
|
2,598 |
|
Verizon Communications Inc |
|
|
131,492 |
|
|
|
5,262 |
|
Walt Disney Co/The |
|
|
57,221 |
|
|
|
6,385 |
|
Warner Bros Discovery Inc * |
|
|
68,680 |
|
|
|
604 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
119,257 |
|
Consumer Discretionary — 7.7% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
13,600 |
|
|
|
2,142 |
|
Amazon.com Inc * |
|
|
284,680 |
|
|
|
50,320 |
|
Aptiv PLC * |
|
|
8,724 |
|
|
|
693 |
|
AutoZone Inc * |
|
|
599 |
|
|
|
1,801 |
|
Bath & Body Works Inc |
|
|
7,700 |
|
|
|
352 |
|
Best Buy Co Inc |
|
|
6,000 |
|
|
|
485 |
|
Booking Holdings Inc * |
|
|
1,045 |
|
|
|
3,625 |
|
BorgWarner Inc |
|
|
7,900 |
|
|
|
246 |
|
Caesars Entertainment Inc * |
|
|
7,300 |
|
|
|
317 |
|
CarMax Inc * |
|
|
5,400 |
|
|
|
427 |
|
Carnival Corp, Cl A * |
|
|
34,200 |
|
|
|
542 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
866 |
|
|
|
2,328 |
|
Darden Restaurants Inc |
|
|
3,700 |
|
|
|
632 |
|
Domino's Pizza Inc |
|
|
1,100 |
|
|
|
493 |
|
DR Horton Inc |
|
|
9,374 |
|
|
|
1,401 |
|
eBay Inc |
|
|
16,081 |
|
|
|
760 |
|
Etsy Inc * |
|
|
4,000 |
|
|
|
287 |
|
Expedia Group Inc * |
|
|
4,085 |
|
|
|
559 |
|
Ford Motor Co |
|
|
122,576 |
|
|
|
1,525 |
|
Garmin Ltd |
|
|
4,700 |
|
|
|
646 |
|
General Motors Co |
|
|
42,695 |
|
|
|
1,750 |
|
Genuine Parts Co |
|
|
4,350 |
|
|
|
649 |
|
Hasbro Inc |
|
|
4,400 |
|
|
|
221 |
|
Hilton Worldwide Holdings Inc |
|
|
7,961 |
|
|
|
1,627 |
|
Home Depot Inc/The |
|
|
31,343 |
|
|
|
11,929 |
|
Las Vegas Sands Corp |
|
|
11,436 |
|
|
|
623 |
|
Lennar Corp, Cl A |
|
|
7,795 |
|
|
|
1,236 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LKQ Corp |
|
|
9,100 |
|
|
$ |
476 |
|
Lowe's Cos Inc |
|
|
18,078 |
|
|
|
4,351 |
|
Lululemon Athletica Inc * |
|
|
3,600 |
|
|
|
1,681 |
|
Marriott International Inc/MD, Cl A |
|
|
7,728 |
|
|
|
1,931 |
|
McDonald's Corp |
|
|
22,679 |
|
|
|
6,629 |
|
MGM Resorts International * |
|
|
9,515 |
|
|
|
412 |
|
Mohawk Industries Inc * |
|
|
1,828 |
|
|
|
217 |
|
NIKE Inc, Cl B |
|
|
38,278 |
|
|
|
3,978 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
14,200 |
|
|
|
275 |
|
NVR Inc * |
|
|
100 |
|
|
|
763 |
|
O'Reilly Automotive Inc * |
|
|
1,838 |
|
|
|
1,999 |
|
Pool Corp |
|
|
1,300 |
|
|
|
518 |
|
PulteGroup Inc |
|
|
6,700 |
|
|
|
726 |
|
Ralph Lauren Corp, Cl A |
|
|
1,300 |
|
|
|
242 |
|
Ross Stores Inc |
|
|
10,574 |
|
|
|
1,575 |
|
Royal Caribbean Cruises Ltd * |
|
|
7,300 |
|
|
|
900 |
|
Starbucks Corp |
|
|
35,666 |
|
|
|
3,385 |
|
Tapestry Inc |
|
|
7,800 |
|
|
|
371 |
|
Tesla Inc * |
|
|
86,529 |
|
|
|
17,468 |
|
TJX Cos Inc/The |
|
|
35,742 |
|
|
|
3,543 |
|
Tractor Supply Co |
|
|
3,394 |
|
|
|
863 |
|
Ulta Beauty Inc * |
|
|
1,532 |
|
|
|
840 |
|
VF Corp |
|
|
11,024 |
|
|
|
180 |
|
Whirlpool Corp |
|
|
1,800 |
|
|
|
193 |
|
Wynn Resorts Ltd |
|
|
3,200 |
|
|
|
337 |
|
Yum! Brands Inc |
|
|
8,712 |
|
|
|
1,206 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
142,675 |
|
Consumer Staples — 4.3% |
|
|
|
|
Altria Group Inc |
|
|
55,236 |
|
|
|
2,260 |
|
Archer-Daniels-Midland Co |
|
|
16,607 |
|
|
|
882 |
|
Brown-Forman Corp, Cl B |
|
|
6,225 |
|
|
|
375 |
|
Bunge Global SA |
|
|
4,500 |
|
|
|
425 |
|
Campbell Soup Co |
|
|
6,700 |
|
|
|
286 |
|
Church & Dwight Co Inc |
|
|
7,617 |
|
|
|
763 |
|
Clorox Co/The |
|
|
3,800 |
|
|
|
582 |
|
Coca-Cola Co/The |
|
|
121,688 |
|
|
|
7,304 |
|
Colgate-Palmolive Co |
|
|
25,682 |
|
|
|
2,222 |
|
Conagra Brands Inc |
|
|
16,300 |
|
|
|
458 |
|
Constellation Brands Inc, Cl A |
|
|
5,007 |
|
|
|
1,244 |
|
Costco Wholesale Corp |
|
|
13,851 |
|
|
|
10,304 |
|
Dollar General Corp |
|
|
6,810 |
|
|
|
989 |
|
Dollar Tree Inc * |
|
|
6,497 |
|
|
|
953 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
7,265 |
|
|
|
1,079 |
|
General Mills Inc |
|
|
18,069 |
|
|
|
1,160 |
|
Hershey Co/The |
|
|
4,655 |
|
|
|
875 |
|
Hormel Foods Corp |
|
|
9,800 |
|
|
|
346 |
|
J M Smucker Co/The |
|
|
3,582 |
|
|
|
430 |
|
Kellanova |
|
|
8,900 |
|
|
|
491 |
|
Kenvue Inc |
|
|
53,605 |
|
|
|
1,018 |
|
Keurig Dr Pepper Inc |
|
|
31,267 |
|
|
|
935 |
|
Kimberly-Clark Corp |
|
|
10,491 |
|
|
|
1,271 |
|
Kraft Heinz Co/The |
|
|
24,766 |
|
|
|
874 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kroger Co/The |
|
|
20,567 |
|
|
$ |
1,020 |
|
Lamb Weston Holdings Inc |
|
|
4,500 |
|
|
|
460 |
|
McCormick & Co Inc/MD |
|
|
7,800 |
|
|
|
537 |
|
Molson Coors Beverage Co, Cl B |
|
|
6,300 |
|
|
|
393 |
|
Mondelez International Inc, Cl A |
|
|
42,489 |
|
|
|
3,105 |
|
Monster Beverage Corp * |
|
|
22,976 |
|
|
|
1,358 |
|
PepsiCo Inc |
|
|
42,990 |
|
|
|
7,108 |
|
Philip Morris International Inc |
|
|
48,542 |
|
|
|
4,367 |
|
Procter & Gamble Co/The |
|
|
73,726 |
|
|
|
11,718 |
|
Sysco Corp |
|
|
15,669 |
|
|
|
1,269 |
|
Target Corp |
|
|
14,393 |
|
|
|
2,201 |
|
Tyson Foods Inc, Cl A |
|
|
8,772 |
|
|
|
476 |
|
Walgreens Boots Alliance Inc |
|
|
22,152 |
|
|
|
471 |
|
Walmart Inc |
|
|
133,876 |
|
|
|
7,846 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
79,855 |
|
Energy — 2.7% |
|
|
|
|
APA Corp |
|
|
10,500 |
|
|
|
313 |
|
Baker Hughes Co, Cl A |
|
|
31,279 |
|
|
|
926 |
|
Chevron Corp |
|
|
54,927 |
|
|
|
8,349 |
|
ConocoPhillips |
|
|
37,069 |
|
|
|
4,172 |
|
Coterra Energy Inc, Cl A |
|
|
23,281 |
|
|
|
600 |
|
Devon Energy Corp |
|
|
19,944 |
|
|
|
879 |
|
Diamondback Energy Inc |
|
|
5,600 |
|
|
|
1,022 |
|
EOG Resources Inc |
|
|
18,165 |
|
|
|
2,079 |
|
EQT Corp |
|
|
13,400 |
|
|
|
498 |
|
Exxon Mobil Corp |
|
|
125,387 |
|
|
|
13,105 |
|
Halliburton Co |
|
|
27,819 |
|
|
|
976 |
|
Hess Corp |
|
|
8,647 |
|
|
|
1,260 |
|
Kinder Morgan Inc |
|
|
60,184 |
|
|
|
1,047 |
|
Marathon Oil Corp |
|
|
18,000 |
|
|
|
436 |
|
Marathon Petroleum Corp |
|
|
11,881 |
|
|
|
2,011 |
|
Occidental Petroleum Corp |
|
|
20,603 |
|
|
|
1,249 |
|
ONEOK Inc |
|
|
18,166 |
|
|
|
1,365 |
|
Phillips 66 |
|
|
13,706 |
|
|
|
1,953 |
|
Pioneer Natural Resources Co |
|
|
7,319 |
|
|
|
1,721 |
|
Schlumberger NV |
|
|
44,538 |
|
|
|
2,152 |
|
Targa Resources Corp |
|
|
6,900 |
|
|
|
678 |
|
Valero Energy Corp |
|
|
10,651 |
|
|
|
1,507 |
|
Williams Cos Inc/The |
|
|
37,905 |
|
|
|
1,362 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,660 |
|
Financials — 9.4% |
|
|
|
|
Aflac Inc |
|
|
16,555 |
|
|
|
1,337 |
|
Allstate Corp/The |
|
|
8,112 |
|
|
|
1,294 |
|
American Express Co |
|
|
17,976 |
|
|
|
3,944 |
|
American International Group Inc |
|
|
21,863 |
|
|
|
1,594 |
|
Ameriprise Financial Inc |
|
|
3,163 |
|
|
|
1,289 |
|
Aon PLC, Cl A |
|
|
6,245 |
|
|
|
1,973 |
|
Arch Capital Group Ltd * |
|
|
11,647 |
|
|
|
1,020 |
|
Arthur J Gallagher & Co |
|
|
6,757 |
|
|
|
1,648 |
|
Assurant Inc |
|
|
1,800 |
|
|
|
327 |
|
Bank of America Corp |
|
|
215,363 |
|
|
|
7,434 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bank of New York Mellon Corp/The |
|
|
23,958 |
|
|
$ |
1,344 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
56,978 |
|
|
|
23,327 |
|
BlackRock Inc, Cl A |
|
|
4,376 |
|
|
|
3,550 |
|
Blackstone Inc |
|
|
22,200 |
|
|
|
2,838 |
|
Brown & Brown Inc |
|
|
7,300 |
|
|
|
615 |
|
Capital One Financial Corp |
|
|
11,855 |
|
|
|
1,631 |
|
Cboe Global Markets Inc |
|
|
3,300 |
|
|
|
634 |
|
Charles Schwab Corp/The |
|
|
46,498 |
|
|
|
3,105 |
|
Chubb Ltd |
|
|
12,795 |
|
|
|
3,220 |
|
Cincinnati Financial Corp |
|
|
4,900 |
|
|
|
559 |
|
Citigroup Inc |
|
|
59,763 |
|
|
|
3,316 |
|
Citizens Financial Group Inc |
|
|
14,365 |
|
|
|
451 |
|
CME Group Inc, Cl A |
|
|
11,209 |
|
|
|
2,470 |
|
Comerica Inc |
|
|
4,500 |
|
|
|
222 |
|
Discover Financial Services |
|
|
7,818 |
|
|
|
944 |
|
Everest Group Ltd |
|
|
1,300 |
|
|
|
480 |
|
Eversource Energy |
|
|
10,808 |
|
|
|
634 |
|
FactSet Research Systems Inc |
|
|
1,200 |
|
|
|
555 |
|
Fidelity National Information Services Inc |
|
|
18,456 |
|
|
|
1,277 |
|
Fifth Third Bancorp |
|
|
21,142 |
|
|
|
726 |
|
Fiserv Inc * |
|
|
18,779 |
|
|
|
2,803 |
|
FleetCor Technologies Inc * |
|
|
2,200 |
|
|
|
614 |
|
Franklin Resources Inc |
|
|
9,400 |
|
|
|
258 |
|
Global Payments Inc |
|
|
8,091 |
|
|
|
1,049 |
|
Globe Life Inc |
|
|
2,900 |
|
|
|
368 |
|
Goldman Sachs Group Inc/The |
|
|
10,188 |
|
|
|
3,964 |
|
Hartford Financial Services Group Inc/The |
|
|
9,308 |
|
|
|
892 |
|
Huntington Bancshares Inc/OH |
|
|
44,826 |
|
|
|
585 |
|
Intercontinental Exchange Inc |
|
|
17,891 |
|
|
|
2,476 |
|
Invesco Ltd |
|
|
16,000 |
|
|
|
247 |
|
Jack Henry & Associates Inc |
|
|
2,500 |
|
|
|
434 |
|
JPMorgan Chase & Co |
|
|
90,505 |
|
|
|
16,839 |
|
KeyCorp |
|
|
32,054 |
|
|
|
457 |
|
Loews Corp |
|
|
5,600 |
|
|
|
421 |
|
M&T Bank Corp |
|
|
5,190 |
|
|
|
725 |
|
MarketAxess Holdings Inc |
|
|
1,300 |
|
|
|
277 |
|
Marsh & McLennan Cos Inc |
|
|
15,420 |
|
|
|
3,119 |
|
Mastercard Inc, Cl A |
|
|
25,887 |
|
|
|
12,290 |
|
MetLife Inc |
|
|
19,345 |
|
|
|
1,349 |
|
Moody's Corp |
|
|
4,936 |
|
|
|
1,873 |
|
Morgan Stanley |
|
|
39,522 |
|
|
|
3,401 |
|
MSCI Inc, Cl A |
|
|
2,463 |
|
|
|
1,382 |
|
Nasdaq Inc |
|
|
10,588 |
|
|
|
595 |
|
Northern Trust Corp |
|
|
6,405 |
|
|
|
526 |
|
PayPal Holdings Inc * |
|
|
33,633 |
|
|
|
2,029 |
|
PNC Financial Services Group Inc/The |
|
|
12,447 |
|
|
|
1,832 |
|
Principal Financial Group Inc |
|
|
6,820 |
|
|
|
551 |
|
Progressive Corp/The |
|
|
18,283 |
|
|
|
3,466 |
|
Prudential Financial Inc |
|
|
11,239 |
|
|
|
1,225 |
|
Raymond James Financial Inc |
|
|
5,808 |
|
|
|
699 |
|
Regions Financial Corp |
|
|
28,782 |
|
|
|
536 |
|
S&P Global Inc |
|
|
10,146 |
|
|
|
4,346 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Synchrony Financial |
|
|
12,811 |
|
|
$ |
529 |
|
T Rowe Price Group Inc |
|
|
6,898 |
|
|
|
782 |
|
Travelers Cos Inc/The |
|
|
7,155 |
|
|
|
1,581 |
|
Truist Financial Corp |
|
|
41,574 |
|
|
|
1,454 |
|
US Bancorp |
|
|
48,567 |
|
|
|
2,038 |
|
Visa Inc, Cl A |
|
|
49,924 |
|
|
|
14,111 |
|
W R Berkley Corp |
|
|
6,250 |
|
|
|
523 |
|
Wells Fargo & Co |
|
|
113,579 |
|
|
|
6,314 |
|
Willis Towers Watson PLC |
|
|
3,202 |
|
|
|
873 |
|
Zions Bancorp NA |
|
|
5,000 |
|
|
|
197 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
173,788 |
|
Health Care — 9.0% |
|
|
|
|
Abbott Laboratories |
|
|
54,319 |
|
|
|
6,444 |
|
AbbVie Inc |
|
|
55,257 |
|
|
|
9,728 |
|
Agilent Technologies Inc |
|
|
9,156 |
|
|
|
1,258 |
|
Align Technology Inc * |
|
|
2,213 |
|
|
|
669 |
|
Amgen Inc |
|
|
16,774 |
|
|
|
4,593 |
|
Baxter International Inc |
|
|
15,738 |
|
|
|
644 |
|
Becton Dickinson & Co |
|
|
9,065 |
|
|
|
2,135 |
|
Biogen Inc * |
|
|
4,550 |
|
|
|
987 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
763 |
|
|
|
249 |
|
Bio-Techne Corp |
|
|
5,400 |
|
|
|
397 |
|
Boston Scientific Corp * |
|
|
45,772 |
|
|
|
3,031 |
|
Bristol-Myers Squibb Co |
|
|
63,626 |
|
|
|
3,229 |
|
Cardinal Health Inc |
|
|
7,698 |
|
|
|
862 |
|
Catalent Inc * |
|
|
6,100 |
|
|
|
350 |
|
Cencora Inc |
|
|
5,161 |
|
|
|
1,216 |
|
Centene Corp * |
|
|
16,684 |
|
|
|
1,309 |
|
Charles River Laboratories International Inc * |
|
|
1,700 |
|
|
|
432 |
|
Cigna Group/The |
|
|
9,162 |
|
|
|
3,080 |
|
Cooper Cos Inc/The |
|
|
6,100 |
|
|
|
571 |
|
CVS Health Corp |
|
|
40,112 |
|
|
|
2,983 |
|
Danaher Corp |
|
|
20,576 |
|
|
|
5,209 |
|
DaVita Inc * |
|
|
1,900 |
|
|
|
241 |
|
DENTSPLY SIRONA Inc |
|
|
7,700 |
|
|
|
252 |
|
Dexcom Inc * |
|
|
12,030 |
|
|
|
1,384 |
|
Edwards Lifesciences Corp * |
|
|
18,936 |
|
|
|
1,607 |
|
Elevance Health Inc |
|
|
7,343 |
|
|
|
3,681 |
|
Eli Lilly & Co |
|
|
25,007 |
|
|
|
18,847 |
|
GE HealthCare Technologies Inc |
|
|
12,634 |
|
|
|
1,153 |
|
Gilead Sciences Inc |
|
|
38,943 |
|
|
|
2,808 |
|
HCA Healthcare Inc |
|
|
6,145 |
|
|
|
1,915 |
|
Henry Schein Inc * |
|
|
4,400 |
|
|
|
336 |
|
Hologic Inc * |
|
|
7,612 |
|
|
|
562 |
|
Humana Inc |
|
|
3,849 |
|
|
|
1,348 |
|
IDEXX Laboratories Inc * |
|
|
2,578 |
|
|
|
1,483 |
|
Illumina Inc * |
|
|
4,971 |
|
|
|
695 |
|
Incyte Corp * |
|
|
6,300 |
|
|
|
368 |
|
Insulet Corp * |
|
|
2,400 |
|
|
|
394 |
|
Intuitive Surgical Inc * |
|
|
10,978 |
|
|
|
4,233 |
|
IQVIA Holdings Inc * |
|
|
5,709 |
|
|
|
1,411 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Johnson & Johnson |
|
|
75,280 |
|
|
$ |
12,149 |
|
Laboratory Corp of America Holdings |
|
|
2,665 |
|
|
|
575 |
|
McKesson Corp |
|
|
4,177 |
|
|
|
2,178 |
|
Medtronic PLC |
|
|
41,535 |
|
|
|
3,462 |
|
Merck & Co Inc |
|
|
79,244 |
|
|
|
10,076 |
|
Mettler-Toledo International Inc * |
|
|
700 |
|
|
|
873 |
|
Moderna Inc * |
|
|
10,338 |
|
|
|
954 |
|
Molina Healthcare Inc * |
|
|
1,800 |
|
|
|
709 |
|
Pfizer Inc |
|
|
176,540 |
|
|
|
4,689 |
|
Quest Diagnostics Inc |
|
|
3,500 |
|
|
|
437 |
|
Regeneron Pharmaceuticals Inc * |
|
|
3,336 |
|
|
|
3,223 |
|
ResMed Inc |
|
|
4,523 |
|
|
|
786 |
|
Revvity Inc |
|
|
4,200 |
|
|
|
460 |
|
STERIS PLC |
|
|
3,113 |
|
|
|
725 |
|
Stryker Corp |
|
|
10,579 |
|
|
|
3,693 |
|
Teleflex Inc |
|
|
1,600 |
|
|
|
356 |
|
Thermo Fisher Scientific Inc |
|
|
12,104 |
|
|
|
6,901 |
|
UnitedHealth Group Inc |
|
|
28,957 |
|
|
|
14,293 |
|
Universal Health Services Inc, Cl B |
|
|
2,100 |
|
|
|
351 |
|
Vertex Pharmaceuticals Inc * |
|
|
8,066 |
|
|
|
3,394 |
|
Viatris Inc |
|
|
36,974 |
|
|
|
457 |
|
Waters Corp * |
|
|
1,851 |
|
|
|
625 |
|
West Pharmaceutical Services Inc |
|
|
2,254 |
|
|
|
808 |
|
Zimmer Biomet Holdings Inc |
|
|
6,538 |
|
|
|
813 |
|
Zoetis Inc, Cl A |
|
|
14,330 |
|
|
|
2,842 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
167,923 |
|
Industrials — 6.3% |
|
|
|
|
3M Co |
|
|
17,256 |
|
|
|
1,590 |
|
A O Smith Corp |
|
|
4,200 |
|
|
|
348 |
|
Allegion plc |
|
|
2,933 |
|
|
|
375 |
|
American Airlines Group Inc * |
|
|
22,100 |
|
|
|
347 |
|
AMETEK Inc |
|
|
7,209 |
|
|
|
1,299 |
|
Automatic Data Processing Inc |
|
|
12,892 |
|
|
|
3,238 |
|
Axon Enterprise Inc * |
|
|
2,200 |
|
|
|
676 |
|
Boeing Co/The * |
|
|
17,796 |
|
|
|
3,625 |
|
Broadridge Financial Solutions Inc |
|
|
3,700 |
|
|
|
753 |
|
Builders FirstSource Inc * |
|
|
3,800 |
|
|
|
742 |
|
Carrier Global Corp |
|
|
26,178 |
|
|
|
1,455 |
|
Caterpillar Inc |
|
|
15,915 |
|
|
|
5,315 |
|
CH Robinson Worldwide Inc |
|
|
3,900 |
|
|
|
289 |
|
Cintas Corp |
|
|
2,721 |
|
|
|
1,710 |
|
Copart Inc * |
|
|
27,272 |
|
|
|
1,450 |
|
CSX Corp |
|
|
61,683 |
|
|
|
2,340 |
|
Cummins Inc |
|
|
4,406 |
|
|
|
1,183 |
|
Dayforce Inc * |
|
|
5,300 |
|
|
|
370 |
|
Deere & Co |
|
|
8,362 |
|
|
|
3,053 |
|
Delta Air Lines Inc |
|
|
19,946 |
|
|
|
843 |
|
Dover Corp |
|
|
4,306 |
|
|
|
712 |
|
Eaton Corp PLC |
|
|
12,516 |
|
|
|
3,617 |
|
Emerson Electric Co |
|
|
17,819 |
|
|
|
1,904 |
|
Equifax Inc |
|
|
3,790 |
|
|
|
1,037 |
|
Expeditors International of Washington Inc |
|
|
4,538 |
|
|
|
543 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Fastenal Co |
|
|
17,811 |
|
|
$ |
1,300 |
|
FedEx Corp |
|
|
7,188 |
|
|
|
1,790 |
|
Fortive Corp |
|
|
10,888 |
|
|
|
927 |
|
Generac Holdings Inc * |
|
|
2,100 |
|
|
|
236 |
|
General Dynamics Corp |
|
|
7,091 |
|
|
|
1,938 |
|
General Electric Co |
|
|
34,020 |
|
|
|
5,337 |
|
Honeywell International Inc |
|
|
20,577 |
|
|
|
4,089 |
|
Howmet Aerospace Inc |
|
|
12,129 |
|
|
|
807 |
|
Hubbell Inc, Cl B |
|
|
1,700 |
|
|
|
647 |
|
Huntington Ingalls Industries Inc |
|
|
1,200 |
|
|
|
350 |
|
IDEX Corp |
|
|
2,300 |
|
|
|
543 |
|
Illinois Tool Works Inc |
|
|
8,518 |
|
|
|
2,233 |
|
Ingersoll Rand Inc |
|
|
12,583 |
|
|
|
1,149 |
|
Jacobs Solutions Inc |
|
|
3,900 |
|
|
|
572 |
|
JB Hunt Transport Services Inc |
|
|
2,500 |
|
|
|
516 |
|
Johnson Controls International plc |
|
|
21,172 |
|
|
|
1,255 |
|
L3Harris Technologies Inc |
|
|
5,896 |
|
|
|
1,248 |
|
Leidos Holdings Inc |
|
|
4,300 |
|
|
|
550 |
|
Lockheed Martin Corp |
|
|
6,903 |
|
|
|
2,956 |
|
Masco Corp |
|
|
6,900 |
|
|
|
530 |
|
Nordson Corp |
|
|
1,700 |
|
|
|
452 |
|
Norfolk Southern Corp |
|
|
7,069 |
|
|
|
1,791 |
|
Northrop Grumman Corp |
|
|
4,417 |
|
|
|
2,036 |
|
Old Dominion Freight Line Inc |
|
|
2,788 |
|
|
|
1,234 |
|
Otis Worldwide Corp |
|
|
12,745 |
|
|
|
1,215 |
|
PACCAR Inc |
|
|
16,287 |
|
|
|
1,806 |
|
Parker-Hannifin Corp |
|
|
4,003 |
|
|
|
2,143 |
|
Paychex Inc |
|
|
10,047 |
|
|
|
1,232 |
|
Paycom Software Inc |
|
|
1,700 |
|
|
|
310 |
|
Pentair PLC |
|
|
5,646 |
|
|
|
439 |
|
Quanta Services Inc |
|
|
4,514 |
|
|
|
1,090 |
|
Republic Services Inc, Cl A |
|
|
6,343 |
|
|
|
1,165 |
|
Robert Half Inc |
|
|
3,600 |
|
|
|
289 |
|
Rockwell Automation Inc |
|
|
3,605 |
|
|
|
1,028 |
|
Rollins Inc |
|
|
8,825 |
|
|
|
389 |
|
RTX Corp |
|
|
44,906 |
|
|
|
4,027 |
|
Snap-on Inc |
|
|
1,800 |
|
|
|
496 |
|
Southwest Airlines Co |
|
|
18,430 |
|
|
|
632 |
|
Stanley Black & Decker Inc |
|
|
4,700 |
|
|
|
420 |
|
Textron Inc |
|
|
6,100 |
|
|
|
543 |
|
Trane Technologies PLC |
|
|
7,079 |
|
|
|
1,996 |
|
TransDigm Group Inc |
|
|
1,768 |
|
|
|
2,082 |
|
Uber Technologies Inc * |
|
|
64,300 |
|
|
|
5,112 |
|
Union Pacific Corp |
|
|
19,022 |
|
|
|
4,826 |
|
United Airlines Holdings Inc * |
|
|
11,065 |
|
|
|
503 |
|
United Parcel Service Inc, Cl B |
|
|
22,622 |
|
|
|
3,354 |
|
United Rentals Inc |
|
|
2,096 |
|
|
|
1,453 |
|
Veralto Corp |
|
|
6,759 |
|
|
|
584 |
|
Verisk Analytics Inc, Cl A |
|
|
4,516 |
|
|
|
1,092 |
|
Waste Management Inc |
|
|
11,467 |
|
|
|
2,358 |
|
Westinghouse Air Brake Technologies Corp |
|
|
5,586 |
|
|
|
789 |
|
WW Grainger Inc |
|
|
1,377 |
|
|
|
1,340 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Xylem Inc/NY |
|
|
7,500 |
|
|
$ |
953 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
116,966 |
|
Information Technology — 21.5% |
|
|
|
|
Accenture PLC, Cl A |
|
|
19,616 |
|
|
|
7,352 |
|
Adobe Inc * |
|
|
14,284 |
|
|
|
8,003 |
|
Advanced Micro Devices Inc * |
|
|
50,533 |
|
|
|
9,729 |
|
Akamai Technologies Inc * |
|
|
4,700 |
|
|
|
521 |
|
Amphenol Corp, Cl A |
|
|
18,661 |
|
|
|
2,039 |
|
Analog Devices Inc |
|
|
15,610 |
|
|
|
2,994 |
|
ANSYS Inc * |
|
|
2,721 |
|
|
|
909 |
|
Apple Inc |
|
|
457,656 |
|
|
|
82,721 |
|
Applied Materials Inc |
|
|
26,203 |
|
|
|
5,283 |
|
Arista Networks Inc * |
|
|
7,861 |
|
|
|
2,182 |
|
Autodesk Inc * |
|
|
6,692 |
|
|
|
1,728 |
|
Broadcom Inc |
|
|
13,754 |
|
|
|
17,887 |
|
Cadence Design Systems Inc * |
|
|
8,463 |
|
|
|
2,576 |
|
CDW Corp/DE |
|
|
4,141 |
|
|
|
1,020 |
|
Cisco Systems Inc |
|
|
126,692 |
|
|
|
6,128 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
15,618 |
|
|
|
1,234 |
|
Corning Inc |
|
|
23,788 |
|
|
|
767 |
|
Enphase Energy Inc * |
|
|
4,268 |
|
|
|
542 |
|
EPAM Systems Inc * |
|
|
1,777 |
|
|
|
541 |
|
F5 Inc * |
|
|
2,000 |
|
|
|
374 |
|
Fair Isaac Corp * |
|
|
800 |
|
|
|
1,016 |
|
First Solar Inc * |
|
|
3,335 |
|
|
|
513 |
|
Fortinet Inc * |
|
|
19,898 |
|
|
|
1,375 |
|
Gartner Inc * |
|
|
2,393 |
|
|
|
1,114 |
|
Gen Digital Inc |
|
|
19,300 |
|
|
|
415 |
|
Hewlett Packard Enterprise Co |
|
|
39,675 |
|
|
|
604 |
|
HP Inc |
|
|
27,036 |
|
|
|
766 |
|
Intel Corp |
|
|
131,863 |
|
|
|
5,677 |
|
International Business Machines Corp |
|
|
28,508 |
|
|
|
5,275 |
|
Intuit Inc |
|
|
8,773 |
|
|
|
5,816 |
|
Jabil Inc |
|
|
4,000 |
|
|
|
576 |
|
Juniper Networks Inc |
|
|
10,800 |
|
|
|
400 |
|
Keysight Technologies Inc * |
|
|
5,479 |
|
|
|
845 |
|
KLA Corp |
|
|
4,282 |
|
|
|
2,922 |
|
Lam Research Corp |
|
|
4,070 |
|
|
|
3,819 |
|
Microchip Technology Inc |
|
|
16,854 |
|
|
|
1,418 |
|
Micron Technology Inc |
|
|
34,262 |
|
|
|
3,104 |
|
Microsoft Corp |
|
|
232,660 |
|
|
|
96,237 |
|
Monolithic Power Systems Inc |
|
|
1,448 |
|
|
|
1,043 |
|
Motorola Solutions Inc |
|
|
5,130 |
|
|
|
1,695 |
|
NetApp Inc |
|
|
6,500 |
|
|
|
579 |
|
NVIDIA Corp |
|
|
77,347 |
|
|
|
61,191 |
|
NXP Semiconductors NV |
|
|
8,017 |
|
|
|
2,002 |
|
ON Semiconductor Corp * |
|
|
13,430 |
|
|
|
1,060 |
|
Oracle Corp |
|
|
49,719 |
|
|
|
5,553 |
|
Palo Alto Networks Inc * |
|
|
9,700 |
|
|
|
3,012 |
|
PTC Inc * |
|
|
3,700 |
|
|
|
677 |
|
Qorvo Inc * |
|
|
3,300 |
|
|
|
378 |
|
QUALCOMM Inc |
|
|
34,768 |
|
|
|
5,486 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Roper Technologies Inc |
|
|
3,363 |
|
|
$ |
1,832 |
|
Salesforce Inc * |
|
|
30,454 |
|
|
|
9,405 |
|
Seagate Technology Holdings PLC |
|
|
6,000 |
|
|
|
558 |
|
ServiceNow Inc * |
|
|
6,367 |
|
|
|
4,911 |
|
Skyworks Solutions Inc |
|
|
4,954 |
|
|
|
520 |
|
Synopsys Inc * |
|
|
4,753 |
|
|
|
2,727 |
|
TE Connectivity Ltd |
|
|
9,668 |
|
|
|
1,388 |
|
Teledyne Technologies Inc * |
|
|
1,502 |
|
|
|
642 |
|
Teradyne Inc |
|
|
4,700 |
|
|
|
487 |
|
Texas Instruments Inc |
|
|
28,407 |
|
|
|
4,753 |
|
Trimble Inc * |
|
|
7,700 |
|
|
|
471 |
|
Tyler Technologies Inc * |
|
|
1,400 |
|
|
|
612 |
|
VeriSign Inc * |
|
|
2,740 |
|
|
|
535 |
|
Western Digital Corp * |
|
|
10,003 |
|
|
|
595 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,600 |
|
|
|
447 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
398,981 |
|
Materials — 1.7% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
6,974 |
|
|
|
1,632 |
|
Albemarle Corp |
|
|
3,596 |
|
|
|
496 |
|
Amcor PLC |
|
|
44,507 |
|
|
|
403 |
|
Avery Dennison Corp |
|
|
2,500 |
|
|
|
541 |
|
Ball Corp |
|
|
9,800 |
|
|
|
627 |
|
Celanese Corp, Cl A |
|
|
3,400 |
|
|
|
517 |
|
CF Industries Holdings Inc |
|
|
5,946 |
|
|
|
480 |
|
Corteva Inc |
|
|
21,959 |
|
|
|
1,175 |
|
Dow Inc |
|
|
21,873 |
|
|
|
1,222 |
|
DuPont de Nemours Inc |
|
|
13,339 |
|
|
|
923 |
|
Eastman Chemical Co |
|
|
4,000 |
|
|
|
351 |
|
Ecolab Inc |
|
|
7,887 |
|
|
|
1,773 |
|
FMC Corp |
|
|
4,200 |
|
|
|
237 |
|
Freeport-McMoRan Inc, Cl B |
|
|
44,685 |
|
|
|
1,690 |
|
International Flavors & Fragrances Inc |
|
|
7,873 |
|
|
|
594 |
|
International Paper Co |
|
|
11,700 |
|
|
|
414 |
|
Linde PLC |
|
|
15,133 |
|
|
|
6,792 |
|
LyondellBasell Industries NV, Cl A |
|
|
7,955 |
|
|
|
798 |
|
Martin Marietta Materials Inc |
|
|
1,970 |
|
|
|
1,138 |
|
Mosaic Co/The |
|
|
11,363 |
|
|
|
354 |
|
Newmont Corp |
|
|
35,897 |
|
|
|
1,122 |
|
Nucor Corp |
|
|
7,682 |
|
|
|
1,477 |
|
Packaging Corp of America |
|
|
2,800 |
|
|
|
507 |
|
PPG Industries Inc |
|
|
7,315 |
|
|
|
1,036 |
|
Sherwin-Williams Co/The |
|
|
7,349 |
|
|
|
2,440 |
|
Steel Dynamics Inc |
|
|
4,725 |
|
|
|
632 |
|
Vulcan Materials Co |
|
|
4,121 |
|
|
|
1,096 |
|
Westrock Co |
|
|
8,741 |
|
|
|
396 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
30,863 |
|
Real Estate — 1.7% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
4,803 |
|
|
|
599 |
|
American Tower Corp, Cl A ‡ |
|
|
14,556 |
|
|
|
2,895 |
|
AvalonBay Communities Inc ‡ |
|
|
4,415 |
|
|
|
782 |
|
Boston Properties Inc ‡ |
|
|
4,900 |
|
|
|
317 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Camden Property Trust ‡ |
|
|
3,600 |
|
|
$ |
340 |
|
CBRE Group Inc, Cl A * |
|
|
9,465 |
|
|
|
870 |
|
CoStar Group Inc * |
|
|
12,690 |
|
|
|
1,104 |
|
Crown Castle Inc ‡ |
|
|
13,494 |
|
|
|
1,483 |
|
Digital Realty Trust Inc ‡ |
|
|
9,422 |
|
|
|
1,383 |
|
Equinix Inc ‡ |
|
|
2,914 |
|
|
|
2,590 |
|
Equity Residential ‡ |
|
|
10,729 |
|
|
|
646 |
|
Essex Property Trust Inc ‡ |
|
|
2,166 |
|
|
|
501 |
|
Extra Space Storage Inc ‡ |
|
|
6,545 |
|
|
|
923 |
|
Federal Realty Investment Trust ‡ |
|
|
2,500 |
|
|
|
252 |
|
Healthpeak Properties Inc ‡ |
|
|
18,600 |
|
|
|
312 |
|
Host Hotels & Resorts Inc ‡ |
|
|
23,885 |
|
|
|
495 |
|
Invitation Homes Inc ‡ |
|
|
17,800 |
|
|
|
606 |
|
Iron Mountain Inc ‡ |
|
|
9,071 |
|
|
|
713 |
|
Kimco Realty Corp ‡ |
|
|
22,500 |
|
|
|
445 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
3,563 |
|
|
|
448 |
|
Prologis Inc ‡ |
|
|
28,908 |
|
|
|
3,853 |
|
Public Storage ‡ |
|
|
4,956 |
|
|
|
1,407 |
|
Realty Income Corp ‡ |
|
|
25,953 |
|
|
|
1,352 |
|
Regency Centers Corp ‡ |
|
|
5,500 |
|
|
|
341 |
|
SBA Communications Corp, Cl A ‡ |
|
|
3,312 |
|
|
|
693 |
|
Simon Property Group Inc ‡ |
|
|
10,133 |
|
|
|
1,501 |
|
UDR Inc ‡ |
|
|
10,200 |
|
|
|
362 |
|
Ventas Inc ‡ |
|
|
12,400 |
|
|
|
524 |
|
VICI Properties Inc, Cl A ‡ |
|
|
32,196 |
|
|
|
964 |
|
Welltower Inc ‡ |
|
|
17,293 |
|
|
|
1,594 |
|
Weyerhaeuser Co ‡ |
|
|
22,678 |
|
|
|
780 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,075 |
|
Utilities — 1.5% |
|
|
|
|
AES Corp/The |
|
|
22,900 |
|
|
|
348 |
|
Alliant Energy Corp |
|
|
8,600 |
|
|
|
411 |
|
Ameren Corp |
|
|
8,096 |
|
|
|
576 |
|
American Electric Power Co Inc |
|
|
16,424 |
|
|
|
1,399 |
|
American Water Works Co Inc |
|
|
6,072 |
|
|
|
720 |
|
Atmos Energy Corp |
|
|
4,622 |
|
|
|
522 |
|
CenterPoint Energy Inc |
|
|
19,492 |
|
|
|
536 |
|
CMS Energy Corp |
|
|
9,000 |
|
|
|
516 |
|
Consolidated Edison Inc |
|
|
10,737 |
|
|
|
936 |
|
Constellation Energy Corp |
|
|
9,926 |
|
|
|
1,672 |
|
Dominion Energy Inc |
|
|
26,094 |
|
|
|
1,248 |
|
DTE Energy Co |
|
|
6,417 |
|
|
|
695 |
|
Duke Energy Corp |
|
|
24,100 |
|
|
|
2,213 |
|
Edison International |
|
|
11,871 |
|
|
|
808 |
|
Entergy Corp |
|
|
6,511 |
|
|
|
661 |
|
Evergy Inc |
|
|
7,799 |
|
|
|
386 |
|
Exelon Corp |
|
|
31,026 |
|
|
|
1,112 |
|
FirstEnergy Corp |
|
|
15,964 |
|
|
|
584 |
|
NextEra Energy Inc |
|
|
64,098 |
|
|
|
3,538 |
|
NiSource Inc |
|
|
14,100 |
|
|
|
368 |
|
NRG Energy Inc |
|
|
7,700 |
|
|
|
426 |
|
PG&E Corp |
|
|
66,398 |
|
|
|
1,108 |
|
Pinnacle West Capital Corp |
|
|
3,800 |
|
|
|
260 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
PPL Corp |
|
|
22,818 |
|
|
$ |
602 |
|
Public Service Enterprise Group Inc |
|
|
15,527 |
|
|
|
969 |
|
Sempra |
|
|
19,576 |
|
|
|
1,382 |
|
Southern Co/The |
|
|
34,067 |
|
|
|
2,291 |
|
WEC Energy Group Inc |
|
|
9,755 |
|
|
|
766 |
|
Xcel Energy Inc |
|
|
17,146 |
|
|
|
903 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,956 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $386,660) ($ Thousands) |
|
|
|
|
|
|
1,338,999 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.1% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.140%**† |
|
|
19,605,506 |
|
|
|
19,606 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $19,606) ($ Thousands) |
|
|
|
|
|
|
19,606 |
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.1% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $8,588) ($ Thousands) |
|
|
|
|
|
|
2,069 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED SWAPTIONS — 0.4% |
Total Purchased Swaptions |
|
|
|
|
|
|
|
|
(Cost $3,777) ($ Thousands) |
|
|
|
|
|
|
8,497 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 73.8% |
|
|
|
|
|
|
|
|
(Cost $418,631) ($ Thousands) |
|
$ |
1,369,171 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $3,209) ($ Thousands) |
|
|
|
|
|
$ |
(1,081 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN SWAPTIONS — (0.4)% |
Total Written Swaptions |
|
|
|
|
|
|
|
|
(Premiums Received $2,018) ($ Thousands) |
|
|
|
|
|
$ |
(6,349 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund (Continued)
A list of the open exchange traded options contracts held by the Fund at February 29, 2024 is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.1% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index |
|
|
44,269 |
|
|
$ |
203,637 |
|
|
$ |
4,600.00 |
|
|
|
7/20/2024 |
|
|
$ |
1,624 |
|
S&P 500 Index |
|
|
41,636 |
|
|
|
179,036 |
|
|
|
4,300.00 |
|
|
|
3/16/2024 |
|
|
|
39 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
382,673 |
|
|
|
|
|
|
|
|
|
|
|
1,663 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
VIX Index |
|
|
29,000 |
|
|
|
72,500 |
|
|
|
25.00 |
|
|
|
3/16/2024 |
|
|
|
406 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
455,173 |
|
|
|
|
|
|
|
|
|
|
$ |
2,069 |
|
WRITTEN OPTIONS — (0.1)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index |
|
|
(41,636 |
) |
|
$ |
(162,381 |
) |
|
|
3,900.00 |
|
|
|
03/16/2024 |
|
|
$ |
(20 |
) |
S&P 500 Index |
|
|
(44,269 |
) |
|
|
(181,503 |
) |
|
|
4,100.00 |
|
|
|
07/20/2024 |
|
|
|
(670 |
) |
VIX Index |
|
|
(14,500 |
) |
|
|
(18,850 |
) |
|
|
13.00 |
|
|
|
03/16/2024 |
|
|
|
(391 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(362,734 |
) |
|
|
|
|
|
|
|
|
|
|
(1,081 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(362,734 |
) |
|
|
|
|
|
|
|
|
|
$ |
(1,081 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swaptions held by the Fund at February 29, 2024, is as follows:
Description |
|
Counterparty |
|
|
Number of Contracts/ Notional Amount |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED SWAPTIONS — 0.5% |
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
$ |
1,150,000,000 |
|
|
$ |
4.27 |
|
|
|
07/20/2024 |
|
|
$ |
6,082 |
|
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
|
517,500,000 |
|
|
$ |
4.36 |
|
|
|
07/20/2024 |
|
|
|
2,415 |
|
Total Purchased Swaptions |
|
|
|
|
|
$ |
1,667,500,000 |
|
|
|
|
|
|
|
|
|
|
$ |
8,497 |
|
WRITTEN SWAPTIONS — (0.4)% |
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
$ |
(2,300,000,000 |
) |
|
$ |
4.82 |
|
|
|
07/20/2024 |
|
|
$ |
(4,632 |
) |
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
|
(1,035,000,000 |
) |
|
$ |
4.91 |
|
|
|
07/20/2024 |
|
|
|
(1,717 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Swaptions |
|
|
|
|
|
$ |
(3,335,000,000 |
) |
|
|
|
|
|
|
|
|
|
$ |
(6,349 |
) |
A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI^ |
|
|
1,511 |
|
|
|
Mar-2024 |
|
|
$ |
367,759 |
|
|
$ |
385,589 |
|
|
$ |
17,830 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
367,759 |
|
|
$ |
385,589 |
|
|
$ |
17,830 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Dynamic Asset Allocation Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
2.659%^ |
|
|
UNITED STATES CONSUMER PRICE INDEX (CPI) |
|
|
|
Annually |
|
|
|
02/27/2033 |
|
|
|
USD |
|
|
|
269,000 |
|
|
$ |
5,422 |
|
|
$ |
– |
|
|
$ |
5,422 |
|
0.281% |
|
|
FLOATING (MUTKCALM INDEX) |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
264,893,382 |
|
|
|
2,628 |
|
|
|
– |
|
|
|
2,628 |
|
0.293% |
|
|
JPY UNSECURED OVERNIGHT CALL RATE (TONAR) |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
209,944,853 |
|
|
|
1,918 |
|
|
|
– |
|
|
|
1,918 |
|
FLOATING EUROSTR OIS COMPOUND |
|
|
FIXED 3.087% |
|
|
|
Annually |
|
|
|
09/09/2025 |
|
|
|
EUR |
|
|
|
1,257,000 |
|
|
|
2,561 |
|
|
|
– |
|
|
|
2,561 |
|
USD-SOFR-OIS COMPOUND |
|
|
3.41% |
|
|
|
Annually |
|
|
|
12/11/2028 |
|
|
|
USD |
|
|
|
1,023,842 |
|
|
|
(3,377 |
) |
|
|
– |
|
|
|
(3,377 |
) |
3.432% |
|
|
FLOATING USD SOFR OIS COMPOUND |
|
|
|
Annually |
|
|
|
12/11/2056 |
|
|
|
USD |
|
|
|
107,637 |
|
|
|
740 |
|
|
|
– |
|
|
|
740 |
|
3.707% |
|
|
FLOATING USD SOFR OIS COMPOUND |
|
|
|
Annually |
|
|
|
03/05/2034 |
|
|
|
USD |
|
|
|
345,000 |
|
|
|
(10 |
) |
|
|
– |
|
|
|
(10 |
) |
4.161% FIXED |
|
|
FLOATING USD SOFR OIS COMPOUND |
|
|
|
Annually |
|
|
|
11/02/2056 |
|
|
|
USD |
|
|
|
214,675 |
|
|
|
(23,893 |
) |
|
|
– |
|
|
|
(23,893 |
) |
4.263% |
|
|
FLOATING USD SOFR OIS COMPOUND |
|
|
|
Annually |
|
|
|
09/09/2025 |
|
|
|
USD |
|
|
|
1,370,000 |
|
|
|
2,686 |
|
|
|
– |
|
|
|
2,686 |
|
FLOATING USD SOFR OIS COMPOUND |
|
|
4.35% FIXED |
|
|
|
Annually |
|
|
|
11/02/2031 |
|
|
|
USD |
|
|
|
837,500 |
|
|
|
24,273 |
|
|
|
– |
|
|
|
24,273 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
12,948 |
|
|
$ |
– |
|
|
$ |
12,948 |
|
A list of OTC swap agreements held by the Fund at February 29, 2024, is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs^ |
|
|
PAYB +BCOMTR/0.075 |
% |
|
|
3 MONTH TREASURY BILL RATE + 7.5 BPS |
|
|
|
INDEX RETURN |
|
|
|
Annually |
|
|
|
03/13/2024 |
|
|
|
USD |
|
|
|
115,561 |
|
|
$ |
175 |
|
|
$ |
– |
|
|
$ |
175 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
175 |
|
|
$ |
– |
|
|
$ |
175 |
|
|
Percentages are based on Net Assets of $1,854,151 ($ Thousands). |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
** |
The rate reported is the 7-day effective yield as of February 29, 2024. |
† |
Investment in Affiliated Security. |
^ |
Security, or a portion thereof, is held by DAA Commodity Strategy Subsidiary, Ltd. as of February 29, 2024. |
The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):
Security Description |
|
Value
5/31/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
2/29/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
490 |
|
|
$ |
199,648 |
|
|
$ |
(180,532 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
19,606 |
|
|
$ |
657 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 57.5% |
U.S. Treasury Bills ^ |
|
|
|
|
|
|
|
|
6.783%, 03/28/2024 (A) |
|
$ |
9,350 |
|
|
$ |
9,313 |
|
5.408%, 07/11/2024 (A) |
|
|
200 |
|
|
|
196 |
|
5.316%, 05/21/2024 (A) |
|
|
4,000 |
|
|
|
3,953 |
|
5.306%, 05/16/2024 (A) |
|
|
8,000 |
|
|
|
7,911 |
|
5.297%, 05/28/2024 (A) |
|
|
9,000 |
|
|
|
8,885 |
|
5.288%, 05/09/2024 (A) |
|
|
9,000 |
|
|
|
8,909 |
|
5.276%, 04/04/2024 (A) |
|
|
8,000 |
|
|
|
7,960 |
|
5.268%, 04/30/2024 (A) |
|
|
12,000 |
|
|
|
11,895 |
|
5.249%, 05/02/2024 (A) |
|
|
7,300 |
|
|
|
7,234 |
|
U.S. Treasury Inflation-Protected Securities |
|
|
|
|
|
|
|
|
2.000%, 01/15/2026 |
|
|
2,311 |
|
|
|
2,305 |
|
0.750%, 07/15/2028 |
|
|
108,900 |
|
|
|
103,948 |
|
0.375%, 07/15/2027 (B) |
|
|
186,812 |
|
|
|
177,671 |
|
0.125%, 07/15/2024 (B) |
|
|
27,176 |
|
|
|
27,190 |
|
0.125%, 07/15/2026 |
|
|
96,847 |
|
|
|
92,806 |
|
U.S. Treasury Notes ^ |
|
|
|
|
|
|
|
|
5.555%, USBMMY3M + 0.245%, 01/31/2026 (C) |
|
|
5,900 |
|
|
|
5,905 |
|
5.510%, USBMMY3M + 0.200%, 01/31/2025 (C) |
|
|
10,300 |
|
|
|
10,312 |
|
5.480%, USBMMY3M + 0.170%, 10/31/2025 (C) |
|
|
10,000 |
|
|
|
9,999 |
|
5.479%, USBMMY3M + 0.169%, 04/30/2025 (C) |
|
|
7,500 |
|
|
|
7,504 |
|
5.450%, USBMMY3M + 0.140%, 10/31/2024 (C) |
|
|
10,000 |
|
|
|
10,004 |
|
5.435%, USBMMY3M + 0.125%, 07/31/2025 (C) |
|
|
7,600 |
|
|
|
7,597 |
|
5.347%, USBMMY3M + 0.037%, 07/31/2024 (C) |
|
|
6,100 |
|
|
|
6,100 |
|
5.235%, USBMMY3M + -0.075%, 04/30/2024 (C) |
|
|
500 |
|
|
|
500 |
|
5.000%, 08/31/2025 |
|
|
1,000 |
|
|
|
1,003 |
|
4.750%, 07/31/2025 |
|
|
1,200 |
|
|
|
1,198 |
|
4.625%, 02/28/2025 |
|
|
700 |
|
|
|
697 |
|
4.375%, 08/15/2026 |
|
|
1,200 |
|
|
|
1,196 |
|
4.000%, 02/15/2026 |
|
|
700 |
|
|
|
692 |
|
3.250%, 08/31/2024 |
|
|
500 |
|
|
|
495 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $535,383) ($ Thousands) |
|
|
533,378 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 26.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.2% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
17,555 |
|
|
|
2,431 |
|
Alphabet Inc, Cl C * |
|
|
14,796 |
|
|
|
2,068 |
|
AT&T Inc (D) |
|
|
125,232 |
|
|
|
2,120 |
|
Cogent Communications Holdings Inc |
|
|
796 |
|
|
|
64 |
|
Electronic Arts Inc |
|
|
2,203 |
|
|
|
307 |
|
Frontier Communications Parent Inc * |
|
|
4,926 |
|
|
|
117 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
GCI Liberty - Escrow * |
|
|
1,350 |
|
|
$ |
— |
|
Globalstar Inc * |
|
|
25,471 |
|
|
|
40 |
|
Iridium Communications Inc |
|
|
3,014 |
|
|
|
87 |
|
Liberty Latin America Ltd, Cl C * |
|
|
3,003 |
|
|
|
20 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
2,006 |
|
|
|
146 |
|
Live Nation Entertainment Inc * |
|
|
1,393 |
|
|
|
135 |
|
Lumen Technologies Inc * |
|
|
26,703 |
|
|
|
43 |
|
Madison Square Garden Entertainment Corp, Cl A * |
|
|
671 |
|
|
|
26 |
|
Madison Square Garden Sports Corp, Cl A * |
|
|
224 |
|
|
|
42 |
|
Marcus Corp/The |
|
|
2,116 |
|
|
|
31 |
|
Match Group Inc * |
|
|
938 |
|
|
|
34 |
|
Meta Platforms Inc, Cl A |
|
|
6,558 |
|
|
|
3,214 |
|
Netflix Inc * |
|
|
3,408 |
|
|
|
2,055 |
|
Pinterest Inc, Cl A * |
|
|
2,197 |
|
|
|
81 |
|
ROBLOX Corp, Cl A * |
|
|
3,765 |
|
|
|
150 |
|
Roku Inc, Cl A * |
|
|
1,148 |
|
|
|
73 |
|
Shenandoah Telecommunications Co |
|
|
1,700 |
|
|
|
32 |
|
Spotify Technology SA * |
|
|
1,135 |
|
|
|
291 |
|
Take-Two Interactive Software Inc * |
|
|
1,364 |
|
|
|
201 |
|
Telephone and Data Systems Inc |
|
|
2,374 |
|
|
|
36 |
|
TKO Group Holdings, Cl A |
|
|
559 |
|
|
|
47 |
|
T-Mobile US Inc |
|
|
9,206 |
|
|
|
1,503 |
|
Verizon Communications Inc |
|
|
73,613 |
|
|
|
2,946 |
|
Walt Disney Co/The |
|
|
14,334 |
|
|
|
1,599 |
|
Warner Bros Discovery Inc *(D) |
|
|
16,315 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,082 |
|
Consumer Staples — 6.7% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
8,026 |
|
|
|
163 |
|
Altria Group Inc (D) |
|
|
41,070 |
|
|
|
1,680 |
|
Andersons Inc/The |
|
|
1,006 |
|
|
|
56 |
|
Archer-Daniels-Midland Co |
|
|
12,028 |
|
|
|
639 |
|
BellRing Brands Inc * |
|
|
2,955 |
|
|
|
168 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
3,102 |
|
|
|
227 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
226 |
|
|
|
70 |
|
Brown-Forman Corp, Cl A |
|
|
1,163 |
|
|
|
70 |
|
Brown-Forman Corp, Cl B |
|
|
4,414 |
|
|
|
266 |
|
Bunge Global |
|
|
3,577 |
|
|
|
337 |
|
Cal-Maine Foods Inc |
|
|
1,374 |
|
|
|
79 |
|
Campbell Soup Co |
|
|
4,570 |
|
|
|
195 |
|
Casey's General Stores Inc |
|
|
864 |
|
|
|
263 |
|
Celsius Holdings Inc * |
|
|
3,369 |
|
|
|
275 |
|
Central Garden & Pet Co, Cl A * |
|
|
1,528 |
|
|
|
58 |
|
Church & Dwight Co Inc |
|
|
5,560 |
|
|
|
557 |
|
Clorox Co/The |
|
|
2,839 |
|
|
|
435 |
|
Coca-Cola Co/The (D) |
|
|
86,664 |
|
|
|
5,202 |
|
Coca-Cola Consolidated Inc |
|
|
120 |
|
|
|
101 |
|
Colgate-Palmolive Co |
|
|
18,078 |
|
|
|
1,564 |
|
Conagra Brands Inc |
|
|
11,096 |
|
|
|
312 |
|
Constellation Brands Inc, Cl A |
|
|
3,630 |
|
|
|
902 |
|
Costco Wholesale Corp (D) |
|
|
9,938 |
|
|
|
7,393 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Coty Inc, Cl A * |
|
|
8,833 |
|
|
$ |
111 |
|
Darling Ingredients Inc * |
|
|
3,579 |
|
|
|
151 |
|
Dole PLC |
|
|
4,000 |
|
|
|
47 |
|
Dollar General Corp |
|
|
4,921 |
|
|
|
715 |
|
Dollar Tree Inc * |
|
|
4,818 |
|
|
|
707 |
|
Edgewell Personal Care Co |
|
|
1,406 |
|
|
|
54 |
|
elf Beauty Inc * |
|
|
1,200 |
|
|
|
250 |
|
Energizer Holdings Inc |
|
|
2,299 |
|
|
|
66 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,219 |
|
|
|
775 |
|
Flowers Foods Inc |
|
|
5,128 |
|
|
|
115 |
|
Freshpet Inc * |
|
|
1,320 |
|
|
|
149 |
|
General Mills Inc |
|
|
13,390 |
|
|
|
859 |
|
Grocery Outlet Holding Corp * |
|
|
2,231 |
|
|
|
57 |
|
Hain Celestial Group Inc/The * |
|
|
2,310 |
|
|
|
23 |
|
Herbalife Ltd * |
|
|
2,495 |
|
|
|
22 |
|
Hershey Co/The |
|
|
3,268 |
|
|
|
614 |
|
Hormel Foods Corp |
|
|
6,531 |
|
|
|
231 |
|
Ingles Markets Inc, Cl A |
|
|
394 |
|
|
|
30 |
|
Ingredion Inc |
|
|
1,550 |
|
|
|
182 |
|
Inter Parfums Inc |
|
|
493 |
|
|
|
72 |
|
J & J Snack Foods Corp |
|
|
343 |
|
|
|
50 |
|
J M Smucker Co/The |
|
|
2,458 |
|
|
|
295 |
|
John B Sanfilippo & Son Inc |
|
|
400 |
|
|
|
41 |
|
Kellanova |
|
|
5,678 |
|
|
|
313 |
|
Kenvue Inc |
|
|
39,879 |
|
|
|
758 |
|
Keurig Dr Pepper Inc |
|
|
21,952 |
|
|
|
657 |
|
Kimberly-Clark Corp |
|
|
7,550 |
|
|
|
915 |
|
Kraft Heinz Co/The |
|
|
18,714 |
|
|
|
660 |
|
Kroger Co/The |
|
|
15,069 |
|
|
|
748 |
|
Lamb Weston Holdings Inc |
|
|
3,239 |
|
|
|
331 |
|
Lancaster Colony Corp |
|
|
561 |
|
|
|
116 |
|
McCormick & Co Inc/MD |
|
|
5,602 |
|
|
|
386 |
|
MGP Ingredients Inc |
|
|
315 |
|
|
|
27 |
|
Mirati Therapeutics * |
|
|
600 |
|
|
|
— |
|
Molson Coors Beverage Co, Cl B |
|
|
3,798 |
|
|
|
237 |
|
Mondelez International Inc, Cl A |
|
|
30,484 |
|
|
|
2,227 |
|
Monster Beverage Corp * |
|
|
16,586 |
|
|
|
980 |
|
National Beverage Corp * |
|
|
1,034 |
|
|
|
54 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
1,445 |
|
|
|
18 |
|
PepsiCo Inc (D) |
|
|
30,730 |
|
|
|
5,081 |
|
Performance Food Group Co * |
|
|
3,455 |
|
|
|
265 |
|
Philip Morris International Inc (D) |
|
|
35,450 |
|
|
|
3,189 |
|
Pilgrim's Pride Corp * |
|
|
1,324 |
|
|
|
42 |
|
Post Holdings Inc * |
|
|
1,373 |
|
|
|
143 |
|
PriceSmart Inc |
|
|
663 |
|
|
|
56 |
|
Primo Water Corp |
|
|
4,561 |
|
|
|
74 |
|
Procter & Gamble Co/The (D) |
|
|
52,827 |
|
|
|
8,396 |
|
Reynolds Consumer Products Inc |
|
|
1,564 |
|
|
|
46 |
|
Seaboard Corp |
|
|
12 |
|
|
|
39 |
|
Simply Good Foods Co/The * |
|
|
2,255 |
|
|
|
80 |
|
Sovos Brands Inc * |
|
|
1,857 |
|
|
|
42 |
|
Spectrum Brands Holdings Inc |
|
|
946 |
|
|
|
76 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sprouts Farmers Market Inc * |
|
|
2,642 |
|
|
$ |
165 |
|
Sysco Corp |
|
|
11,593 |
|
|
|
939 |
|
Target Corp |
|
|
10,324 |
|
|
|
1,579 |
|
TreeHouse Foods Inc * |
|
|
1,204 |
|
|
|
43 |
|
Tyson Foods Inc, Cl A (D) |
|
|
6,100 |
|
|
|
331 |
|
United Natural Foods Inc * |
|
|
1,642 |
|
|
|
26 |
|
Universal Corp/VA |
|
|
684 |
|
|
|
33 |
|
US Foods Holding Corp * |
|
|
5,037 |
|
|
|
256 |
|
Utz Brands Inc |
|
|
2,906 |
|
|
|
51 |
|
Vector Group Ltd |
|
|
2,517 |
|
|
|
28 |
|
Walgreens Boots Alliance Inc |
|
|
17,158 |
|
|
|
365 |
|
Walmart Inc (D) |
|
|
95,678 |
|
|
|
5,608 |
|
WD-40 Co |
|
|
260 |
|
|
|
70 |
|
Weis Markets Inc |
|
|
617 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
62,118 |
|
Energy — 6.7% |
|
|
|
|
Antero Midstream Corp |
|
|
11,290 |
|
|
|
151 |
|
Antero Resources Corp * |
|
|
8,921 |
|
|
|
229 |
|
APA Corp |
|
|
9,419 |
|
|
|
281 |
|
Archrock Inc |
|
|
4,828 |
|
|
|
88 |
|
Ardmore Shipping Corp |
|
|
1,997 |
|
|
|
32 |
|
Baker Hughes Co, Cl A |
|
|
33,042 |
|
|
|
978 |
|
Berry Corp |
|
|
4,396 |
|
|
|
31 |
|
Borr Drilling Ltd |
|
|
11,972 |
|
|
|
72 |
|
Bristow Group Inc * |
|
|
1,400 |
|
|
|
38 |
|
Cactus Inc, Cl A |
|
|
2,510 |
|
|
|
115 |
|
California Resources Corp |
|
|
2,324 |
|
|
|
121 |
|
Callon Petroleum Co * |
|
|
1,935 |
|
|
|
60 |
|
Centrus Energy Corp, Cl A * |
|
|
700 |
|
|
|
29 |
|
ChampionX Corp |
|
|
6,130 |
|
|
|
190 |
|
Cheniere Energy Inc |
|
|
7,816 |
|
|
|
1,213 |
|
Chesapeake Energy Corp |
|
|
3,633 |
|
|
|
301 |
|
Chevron Corp (D) |
|
|
56,151 |
|
|
|
8,535 |
|
Chord Energy Corp |
|
|
1,209 |
|
|
|
196 |
|
Civitas Resources Inc |
|
|
2,353 |
|
|
|
162 |
|
Clean Energy Fuels Corp * |
|
|
7,126 |
|
|
|
21 |
|
CNX Resources Corp * |
|
|
5,639 |
|
|
|
118 |
|
Comstock Resources Inc |
|
|
3,259 |
|
|
|
28 |
|
ConocoPhillips (D) |
|
|
39,098 |
|
|
|
4,400 |
|
CONSOL Energy Inc |
|
|
1,229 |
|
|
|
105 |
|
Core Laboratories Inc |
|
|
1,242 |
|
|
|
19 |
|
Coterra Energy Inc, Cl A |
|
|
24,343 |
|
|
|
628 |
|
Crescent Energy Co, Cl A |
|
|
2,400 |
|
|
|
27 |
|
CVR Energy Inc |
|
|
1,557 |
|
|
|
52 |
|
Delek US Holdings Inc |
|
|
2,371 |
|
|
|
60 |
|
Devon Energy Corp |
|
|
20,944 |
|
|
|
923 |
|
DHT Holdings Inc |
|
|
5,005 |
|
|
|
54 |
|
Diamond Offshore Drilling Inc * |
|
|
5,112 |
|
|
|
57 |
|
Diamondback Energy Inc |
|
|
5,818 |
|
|
|
1,062 |
|
Dorian LPG Ltd |
|
|
1,557 |
|
|
|
56 |
|
Dril-Quip Inc * |
|
|
1,494 |
|
|
|
34 |
|
DT Midstream Inc |
|
|
2,944 |
|
|
|
170 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Encore Energy * |
|
|
9,564 |
|
|
$ |
37 |
|
Energy Fuels Inc/Canada * |
|
|
6,451 |
|
|
|
41 |
|
EOG Resources Inc |
|
|
19,176 |
|
|
|
2,195 |
|
EQT Corp |
|
|
11,254 |
|
|
|
418 |
|
Equitrans Midstream Corp |
|
|
14,258 |
|
|
|
152 |
|
Expro Group Holdings NV * |
|
|
3,376 |
|
|
|
60 |
|
Exxon Mobil Corp (D) |
|
|
132,104 |
|
|
|
13,807 |
|
FLEX LNG Ltd |
|
|
871 |
|
|
|
22 |
|
Forum Energy Technologies * |
|
|
1,200 |
|
|
|
24 |
|
Gevo Inc * |
|
|
23,200 |
|
|
|
21 |
|
Golar LNG Ltd |
|
|
4,310 |
|
|
|
87 |
|
Green Plains Inc * |
|
|
2,152 |
|
|
|
46 |
|
Gulfport Energy Corp * |
|
|
384 |
|
|
|
55 |
|
Halliburton Co |
|
|
27,982 |
|
|
|
981 |
|
Helix Energy Solutions Group Inc * |
|
|
5,206 |
|
|
|
47 |
|
Helmerich & Payne Inc |
|
|
4,038 |
|
|
|
155 |
|
Hess Corp |
|
|
9,223 |
|
|
|
1,344 |
|
HF Sinclair Corp |
|
|
4,342 |
|
|
|
241 |
|
International Seaways Inc |
|
|
1,220 |
|
|
|
65 |
|
Kinder Morgan Inc |
|
|
63,974 |
|
|
|
1,112 |
|
Kinetik Holdings Inc, Cl A |
|
|
995 |
|
|
|
35 |
|
Kosmos Energy Ltd * |
|
|
14,422 |
|
|
|
89 |
|
Liberty Energy Inc, Cl A |
|
|
6,354 |
|
|
|
136 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
6,600 |
|
|
|
150 |
|
Marathon Oil Corp |
|
|
18,965 |
|
|
|
460 |
|
Marathon Petroleum Corp (D) |
|
|
12,545 |
|
|
|
2,123 |
|
Matador Resources Co |
|
|
3,549 |
|
|
|
224 |
|
Murphy Oil Corp |
|
|
4,618 |
|
|
|
183 |
|
Nabors Industries Ltd * |
|
|
604 |
|
|
|
47 |
|
New Fortress Energy Inc, Cl A |
|
|
2,545 |
|
|
|
89 |
|
Newpark Resources Inc * |
|
|
4,300 |
|
|
|
28 |
|
Noble Corp PLC |
|
|
3,632 |
|
|
|
152 |
|
Nordic American Tankers Ltd |
|
|
10,257 |
|
|
|
42 |
|
Northern Oil and Gas Inc |
|
|
3,664 |
|
|
|
131 |
|
NOV Inc |
|
|
12,129 |
|
|
|
205 |
|
Occidental Petroleum Corp |
|
|
22,416 |
|
|
|
1,359 |
|
Oceaneering International Inc * |
|
|
4,127 |
|
|
|
82 |
|
Oil States International Inc * |
|
|
5,600 |
|
|
|
30 |
|
ONEOK Inc |
|
|
18,976 |
|
|
|
1,425 |
|
Ovintiv Inc |
|
|
8,714 |
|
|
|
431 |
|
Par Pacific Holdings Inc * |
|
|
2,434 |
|
|
|
88 |
|
Patterson-UTI Energy Inc |
|
|
12,214 |
|
|
|
141 |
|
PBF Energy Inc, Cl A |
|
|
3,247 |
|
|
|
152 |
|
Peabody Energy Corp |
|
|
4,293 |
|
|
|
106 |
|
Permian Resources Corp, Cl A |
|
|
14,221 |
|
|
|
221 |
|
Phillips 66 |
|
|
14,523 |
|
|
|
2,070 |
|
Pioneer Natural Resources Co |
|
|
7,618 |
|
|
|
1,792 |
|
ProPetro Holding Corp * |
|
|
4,553 |
|
|
|
34 |
|
Range Resources Corp |
|
|
8,050 |
|
|
|
255 |
|
REX American Resources Corp * |
|
|
1,118 |
|
|
|
49 |
|
RPC Inc |
|
|
7,000 |
|
|
|
52 |
|
SandRidge Energy Inc |
|
|
1,794 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Schlumberger NV |
|
|
46,488 |
|
|
$ |
2,247 |
|
Scorpio Tankers Inc |
|
|
1,745 |
|
|
|
117 |
|
SEACOR Marine Holdings Inc * |
|
|
2,500 |
|
|
|
26 |
|
Seadrill Ltd * |
|
|
2,480 |
|
|
|
105 |
|
Select Water Solutions Inc, Cl A |
|
|
4,243 |
|
|
|
36 |
|
SFL Corp Ltd |
|
|
4,446 |
|
|
|
59 |
|
SilverBow Resources Inc * |
|
|
1,200 |
|
|
|
34 |
|
Sitio Royalties Corp, Cl A |
|
|
3,219 |
|
|
|
73 |
|
SM Energy Co |
|
|
3,526 |
|
|
|
154 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
3,400 |
|
|
|
29 |
|
Southwestern Energy Co * |
|
|
35,002 |
|
|
|
244 |
|
Talos Energy Inc * |
|
|
3,994 |
|
|
|
53 |
|
Targa Resources Corp |
|
|
6,854 |
|
|
|
673 |
|
TechnipFMC PLC |
|
|
13,504 |
|
|
|
293 |
|
Teekay Tankers Ltd, Cl A |
|
|
1,006 |
|
|
|
55 |
|
Tellurian Inc * |
|
|
35,700 |
|
|
|
28 |
|
TETRA Technologies Inc * |
|
|
8,300 |
|
|
|
32 |
|
Texas Pacific Land Corp |
|
|
193 |
|
|
|
304 |
|
Tidewater Inc * |
|
|
1,939 |
|
|
|
136 |
|
Uranium Energy Corp * |
|
|
14,640 |
|
|
|
95 |
|
US Silica Holdings Inc * |
|
|
3,224 |
|
|
|
37 |
|
VAALCO Energy Inc |
|
|
6,000 |
|
|
|
27 |
|
Valaris Ltd * |
|
|
2,078 |
|
|
|
131 |
|
Valero Energy Corp (D) |
|
|
11,073 |
|
|
|
1,566 |
|
Vital Energy Inc * |
|
|
595 |
|
|
|
30 |
|
Vitesse Energy Inc |
|
|
1,654 |
|
|
|
38 |
|
Weatherford International PLC * |
|
|
2,248 |
|
|
|
231 |
|
Williams Cos Inc/The |
|
|
39,726 |
|
|
|
1,428 |
|
World Kinect Corp |
|
|
1,633 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
62,271 |
|
Financials — 0.0% |
|
|
|
|
Eversource Energy |
|
|
3,787 |
|
|
|
222 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Health Care — 5.4% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
1,298 |
|
|
|
61 |
|
Abbott Laboratories |
|
|
14,067 |
|
|
|
1,669 |
|
AbbVie Inc |
|
|
14,556 |
|
|
|
2,563 |
|
Acadia Healthcare Co Inc * |
|
|
869 |
|
|
|
73 |
|
ACADIA Pharmaceuticals Inc * |
|
|
1,915 |
|
|
|
45 |
|
Agilent Technologies Inc |
|
|
2,410 |
|
|
|
331 |
|
Align Technology Inc * |
|
|
638 |
|
|
|
193 |
|
Alkermes PLC * |
|
|
2,758 |
|
|
|
82 |
|
Alnylam Pharmaceuticals Inc * |
|
|
1,111 |
|
|
|
168 |
|
Amedisys Inc * |
|
|
307 |
|
|
|
29 |
|
Amgen Inc (D) |
|
|
4,370 |
|
|
|
1,197 |
|
Amicus Therapeutics Inc * |
|
|
2,796 |
|
|
|
36 |
|
AMN Healthcare Services Inc * |
|
|
384 |
|
|
|
22 |
|
Amphastar Pharmaceuticals Inc * |
|
|
518 |
|
|
|
24 |
|
Apellis Pharmaceuticals Inc * |
|
|
992 |
|
|
|
61 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
1,007 |
|
|
|
32 |
|
Avantor Inc * |
|
|
6,512 |
|
|
|
160 |
|
Axonics Inc * |
|
|
678 |
|
|
|
46 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Axsome Therapeutics Inc * |
|
|
335 |
|
|
$ |
27 |
|
Azenta Inc * |
|
|
995 |
|
|
|
65 |
|
Baxter International Inc (D) |
|
|
4,159 |
|
|
|
170 |
|
Becton Dickinson & Co |
|
|
2,340 |
|
|
|
551 |
|
BioCryst Pharmaceuticals Inc * |
|
|
4,678 |
|
|
|
26 |
|
Biogen Inc * |
|
|
1,213 |
|
|
|
263 |
|
Biohaven Ltd * |
|
|
1,674 |
|
|
|
81 |
|
BioMarin Pharmaceutical Inc * |
|
|
1,820 |
|
|
|
157 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
203 |
|
|
|
66 |
|
Bio-Techne Corp |
|
|
1,699 |
|
|
|
125 |
|
Blueprint Medicines Corp * |
|
|
574 |
|
|
|
54 |
|
Boston Scientific Corp * |
|
|
11,786 |
|
|
|
780 |
|
Bridgebio Pharma Inc * |
|
|
1,239 |
|
|
|
42 |
|
Bristol-Myers Squibb Co |
|
|
16,379 |
|
|
|
831 |
|
Bruker Corp |
|
|
1,095 |
|
|
|
95 |
|
Cardinal Health Inc |
|
|
2,073 |
|
|
|
232 |
|
Catalent Inc * |
|
|
2,091 |
|
|
|
120 |
|
Cencora Inc |
|
|
1,241 |
|
|
|
292 |
|
Centene Corp * |
|
|
4,496 |
|
|
|
353 |
|
Cerevel Therapeutics Holdings Inc * |
|
|
2,051 |
|
|
|
84 |
|
Certara Inc * |
|
|
1,670 |
|
|
|
28 |
|
Charles River Laboratories International Inc * |
|
|
461 |
|
|
|
117 |
|
Chemed Corp |
|
|
142 |
|
|
|
89 |
|
Cigna Group/The |
|
|
2,348 |
|
|
|
789 |
|
CONMED Corp |
|
|
499 |
|
|
|
40 |
|
Cooper |
|
|
1,577 |
|
|
|
148 |
|
Corcept Therapeutics Inc * |
|
|
1,267 |
|
|
|
30 |
|
Crinetics Pharmaceuticals Inc * |
|
|
769 |
|
|
|
31 |
|
CVS Health Corp |
|
|
10,497 |
|
|
|
781 |
|
Cytokinetics Inc * |
|
|
1,026 |
|
|
|
74 |
|
Danaher Corp |
|
|
5,398 |
|
|
|
1,366 |
|
DaVita Inc * |
|
|
617 |
|
|
|
78 |
|
Denali Therapeutics Inc * |
|
|
1,280 |
|
|
|
25 |
|
DENTSPLY SIRONA Inc |
|
|
1,927 |
|
|
|
63 |
|
Dexcom Inc * |
|
|
3,214 |
|
|
|
370 |
|
Dynavax Technologies Corp, Cl A * |
|
|
1,968 |
|
|
|
25 |
|
Edwards Lifesciences Corp * |
|
|
4,831 |
|
|
|
410 |
|
Elanco Animal Health Inc * |
|
|
4,345 |
|
|
|
69 |
|
Elevance Health Inc |
|
|
1,909 |
|
|
|
957 |
|
Eli Lilly & Co |
|
|
6,798 |
|
|
|
5,124 |
|
Encompass Health Corp |
|
|
1,105 |
|
|
|
82 |
|
Enovis Corp * |
|
|
895 |
|
|
|
54 |
|
Ensign Group Inc/The |
|
|
457 |
|
|
|
57 |
|
Envista Holdings Corp * |
|
|
1,835 |
|
|
|
38 |
|
Evolent Health Inc, Cl A * |
|
|
1,554 |
|
|
|
53 |
|
Exact Sciences Corp * |
|
|
1,898 |
|
|
|
109 |
|
Exelixis Inc * |
|
|
3,320 |
|
|
|
73 |
|
Fortrea Holdings Inc * |
|
|
800 |
|
|
|
30 |
|
GE HealthCare Technologies Inc |
|
|
3,235 |
|
|
|
295 |
|
Gilead Sciences Inc (D) |
|
|
10,349 |
|
|
|
746 |
|
Glaukos Corp * |
|
|
414 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Globus Medical Inc, Cl A * |
|
|
913 |
|
|
$ |
49 |
|
Guardant Health Inc * |
|
|
1,342 |
|
|
|
26 |
|
Haemonetics Corp * |
|
|
684 |
|
|
|
50 |
|
Halozyme Therapeutics Inc * |
|
|
1,457 |
|
|
|
58 |
|
HCA Healthcare Inc |
|
|
1,697 |
|
|
|
529 |
|
HealthEquity Inc * |
|
|
905 |
|
|
|
75 |
|
Henry Schein Inc * |
|
|
1,157 |
|
|
|
88 |
|
Hologic Inc * |
|
|
1,976 |
|
|
|
146 |
|
Humana Inc |
|
|
1,027 |
|
|
|
360 |
|
ICON PLC * |
|
|
522 |
|
|
|
167 |
|
IDEXX Laboratories Inc * |
|
|
672 |
|
|
|
387 |
|
Illumina Inc * |
|
|
1,325 |
|
|
|
185 |
|
Inari Medical Inc * |
|
|
571 |
|
|
|
26 |
|
Incyte Corp * |
|
|
1,883 |
|
|
|
110 |
|
Insmed Inc * |
|
|
1,299 |
|
|
|
36 |
|
Inspire Medical Systems Inc * |
|
|
203 |
|
|
|
36 |
|
Insulet Corp * |
|
|
736 |
|
|
|
121 |
|
Integer Holdings Corp * |
|
|
500 |
|
|
|
55 |
|
Integra LifeSciences Holdings Corp * |
|
|
764 |
|
|
|
28 |
|
Intellia Therapeutics Inc * |
|
|
1,368 |
|
|
|
44 |
|
Intra-Cellular Therapies Inc * |
|
|
779 |
|
|
|
54 |
|
Intuitive Surgical Inc * |
|
|
2,832 |
|
|
|
1,092 |
|
Ionis Pharmaceuticals Inc * |
|
|
1,251 |
|
|
|
57 |
|
IQVIA Holdings Inc * |
|
|
1,558 |
|
|
|
385 |
|
iRhythm Technologies Inc * |
|
|
430 |
|
|
|
51 |
|
Jazz Pharmaceuticals PLC * |
|
|
607 |
|
|
|
72 |
|
Johnson & Johnson |
|
|
19,675 |
|
|
|
3,175 |
|
Karuna Therapeutics Inc * |
|
|
296 |
|
|
|
93 |
|
Krystal Biotech Inc * |
|
|
207 |
|
|
|
33 |
|
Laboratory Corp of America Holdings |
|
|
731 |
|
|
|
158 |
|
Lantheus Holdings Inc * |
|
|
675 |
|
|
|
44 |
|
LivaNova PLC * |
|
|
534 |
|
|
|
29 |
|
Madrigal Pharmaceuticals Inc * |
|
|
456 |
|
|
|
108 |
|
Masimo Corp * |
|
|
551 |
|
|
|
71 |
|
McKesson Corp |
|
|
1,087 |
|
|
|
567 |
|
Medpace Holdings Inc * |
|
|
203 |
|
|
|
81 |
|
Medtronic PLC |
|
|
11,113 |
|
|
|
926 |
|
Merck & Co Inc |
|
|
20,872 |
|
|
|
2,654 |
|
Merit Medical Systems Inc * |
|
|
610 |
|
|
|
46 |
|
Mettler-Toledo International Inc * |
|
|
176 |
|
|
|
220 |
|
Moderna Inc * |
|
|
2,793 |
|
|
|
258 |
|
Molina Healthcare Inc * |
|
|
508 |
|
|
|
200 |
|
Mural Oncology PLC * |
|
|
1 |
|
|
|
— |
|
Natera Inc * |
|
|
1,401 |
|
|
|
121 |
|
Neogen Corp * |
|
|
2,739 |
|
|
|
47 |
|
Neurocrine Biosciences Inc * |
|
|
962 |
|
|
|
125 |
|
Omnicell Inc * |
|
|
671 |
|
|
|
18 |
|
Option Care Health Inc * |
|
|
1,743 |
|
|
|
56 |
|
Organon & Co |
|
|
2,315 |
|
|
|
40 |
|
Pacific Biosciences of California Inc * |
|
|
3,224 |
|
|
|
18 |
|
Pacira BioSciences Inc * |
|
|
800 |
|
|
|
24 |
|
Patterson Cos Inc |
|
|
1,500 |
|
|
|
41 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Penumbra Inc * |
|
|
402 |
|
|
$ |
94 |
|
Perrigo Co PLC |
|
|
1,200 |
|
|
|
32 |
|
Pfizer Inc |
|
|
46,400 |
|
|
|
1,232 |
|
Premier Inc, Cl A |
|
|
2,004 |
|
|
|
42 |
|
Prestige Consumer Healthcare Inc * |
|
|
1,200 |
|
|
|
83 |
|
Privia Health Group Inc * |
|
|
1,592 |
|
|
|
36 |
|
Progyny Inc * |
|
|
1,026 |
|
|
|
37 |
|
QIAGEN |
|
|
1,615 |
|
|
|
69 |
|
Quest Diagnostics Inc |
|
|
1,165 |
|
|
|
146 |
|
QuidelOrtho Corp * |
|
|
663 |
|
|
|
30 |
|
R1 RCM Inc * |
|
|
2,352 |
|
|
|
33 |
|
Regeneron Pharmaceuticals Inc * |
|
|
845 |
|
|
|
816 |
|
Repligen Corp * |
|
|
546 |
|
|
|
106 |
|
ResMed Inc |
|
|
1,137 |
|
|
|
198 |
|
REVOLUTION Medicines Inc * |
|
|
1,449 |
|
|
|
43 |
|
Revvity Inc |
|
|
1,208 |
|
|
|
132 |
|
Roivant Sciences Ltd * |
|
|
2,796 |
|
|
|
32 |
|
Royalty Pharma PLC, Cl A |
|
|
3,483 |
|
|
|
106 |
|
Sarepta Therapeutics Inc * |
|
|
831 |
|
|
|
106 |
|
Select Medical Holdings Corp |
|
|
1,118 |
|
|
|
30 |
|
Shockwave Medical Inc * |
|
|
403 |
|
|
|
105 |
|
Sotera Health Co * |
|
|
1,761 |
|
|
|
26 |
|
SpringWorks Therapeutics Inc * |
|
|
2,208 |
|
|
|
109 |
|
STAAR Surgical Co * |
|
|
652 |
|
|
|
20 |
|
STERIS PLC |
|
|
781 |
|
|
|
182 |
|
Stryker Corp |
|
|
2,922 |
|
|
|
1,020 |
|
Teladoc Health Inc * |
|
|
1,526 |
|
|
|
23 |
|
Teleflex Inc |
|
|
504 |
|
|
|
112 |
|
Tenet Healthcare Corp * |
|
|
1,118 |
|
|
|
104 |
|
Thermo Fisher Scientific Inc |
|
|
3,127 |
|
|
|
1,783 |
|
Twist Bioscience Corp * |
|
|
1,447 |
|
|
|
57 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
748 |
|
|
|
39 |
|
United Therapeutics Corp * |
|
|
480 |
|
|
|
108 |
|
UnitedHealth Group Inc (D) |
|
|
7,441 |
|
|
|
3,673 |
|
Universal Health Services Inc, Cl B |
|
|
528 |
|
|
|
88 |
|
Vaxcyte Inc * |
|
|
1,063 |
|
|
|
78 |
|
Veeva Systems Inc, Cl A * |
|
|
1,169 |
|
|
|
264 |
|
Vertex Pharmaceuticals Inc * |
|
|
2,151 |
|
|
|
905 |
|
Viatris Inc |
|
|
10,496 |
|
|
|
130 |
|
Waters Corp * |
|
|
516 |
|
|
|
174 |
|
West Pharmaceutical Services Inc |
|
|
667 |
|
|
|
239 |
|
Xencor Inc * |
|
|
1,638 |
|
|
|
38 |
|
Zimmer Biomet Holdings Inc |
|
|
1,887 |
|
|
|
235 |
|
Zoetis Inc, Cl A |
|
|
3,787 |
|
|
|
751 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,500 |
|
Information Technology — 1.9% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,869 |
|
|
|
700 |
|
Adobe Inc * |
|
|
1,324 |
|
|
|
742 |
|
Akamai Technologies Inc * |
|
|
650 |
|
|
|
72 |
|
Amdocs Ltd |
|
|
823 |
|
|
|
75 |
|
ANSYS Inc * |
|
|
333 |
|
|
|
111 |
|
AppLovin Corp, Cl A * |
|
|
932 |
|
|
|
56 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Aspen Technology Inc * |
|
|
182 |
|
|
$ |
35 |
|
Atlassian Corp, Cl A * |
|
|
475 |
|
|
|
99 |
|
Autodesk Inc * |
|
|
753 |
|
|
|
194 |
|
Bentley Systems Inc, Cl B |
|
|
742 |
|
|
|
38 |
|
BILL Holdings Inc * |
|
|
323 |
|
|
|
20 |
|
Cadence Design Systems Inc * |
|
|
914 |
|
|
|
278 |
|
Cloudflare Inc, Cl A * |
|
|
874 |
|
|
|
86 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,855 |
|
|
|
147 |
|
Confluent Inc, Cl A * |
|
|
828 |
|
|
|
28 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
606 |
|
|
|
196 |
|
Datadog Inc, Cl A * |
|
|
1,119 |
|
|
|
147 |
|
DocuSign Inc, Cl A * |
|
|
860 |
|
|
|
46 |
|
DXC Technology Co * |
|
|
1,118 |
|
|
|
24 |
|
Dynatrace Inc * |
|
|
1,096 |
|
|
|
54 |
|
Elastic NV * |
|
|
325 |
|
|
|
44 |
|
EPAM Systems Inc * |
|
|
189 |
|
|
|
58 |
|
Fair Isaac Corp * |
|
|
98 |
|
|
|
124 |
|
Five9 Inc * |
|
|
447 |
|
|
|
27 |
|
Fortinet Inc * |
|
|
2,128 |
|
|
|
147 |
|
Gartner Inc * |
|
|
233 |
|
|
|
109 |
|
Gen Digital Inc |
|
|
1,464 |
|
|
|
31 |
|
Globant SA * |
|
|
104 |
|
|
|
23 |
|
GoDaddy Inc, Cl A * |
|
|
506 |
|
|
|
58 |
|
Guidewire Software Inc * |
|
|
503 |
|
|
|
60 |
|
HubSpot Inc * |
|
|
176 |
|
|
|
109 |
|
International Business Machines Corp |
|
|
2,742 |
|
|
|
507 |
|
Intuit Inc |
|
|
815 |
|
|
|
540 |
|
Manhattan Associates Inc * |
|
|
385 |
|
|
|
98 |
|
Microsoft Corp (D) |
|
|
21,353 |
|
|
|
8,832 |
|
MongoDB Inc, Cl A * |
|
|
254 |
|
|
|
114 |
|
Nutanix Inc, Cl A * |
|
|
1,130 |
|
|
|
71 |
|
Okta Inc, Cl A * |
|
|
690 |
|
|
|
74 |
|
Oracle Corp |
|
|
4,652 |
|
|
|
520 |
|
Palantir Technologies Inc, Cl A * |
|
|
6,656 |
|
|
|
167 |
|
Palo Alto Networks Inc * |
|
|
947 |
|
|
|
294 |
|
PTC Inc * |
|
|
604 |
|
|
|
111 |
|
Roper Technologies Inc |
|
|
350 |
|
|
|
191 |
|
Salesforce Inc * |
|
|
2,646 |
|
|
|
817 |
|
ServiceNow Inc * |
|
|
595 |
|
|
|
459 |
|
Snowflake Inc, Cl A * |
|
|
976 |
|
|
|
184 |
|
Splunk Inc * |
|
|
584 |
|
|
|
91 |
|
Synopsys Inc * |
|
|
501 |
|
|
|
287 |
|
Twilio Inc, Cl A * |
|
|
774 |
|
|
|
46 |
|
Tyler Technologies Inc * |
|
|
172 |
|
|
|
75 |
|
UiPath Inc, Cl A * |
|
|
2,002 |
|
|
|
48 |
|
Unity Software Inc * |
|
|
978 |
|
|
|
29 |
|
VeriSign Inc * |
|
|
212 |
|
|
|
41 |
|
Workday Inc, Cl A * |
|
|
582 |
|
|
|
172 |
|
Zoom Video Communications Inc, Cl A * |
|
|
745 |
|
|
|
53 |
|
Zscaler Inc * |
|
|
250 |
|
|
|
61 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,820 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Real Estate — 2.7% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
2,903 |
|
|
$ |
48 |
|
Agree Realty Corp ‡ |
|
|
1,770 |
|
|
|
97 |
|
Alexander & Baldwin Inc ‡ |
|
|
2,292 |
|
|
|
37 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
3,011 |
|
|
|
376 |
|
American Assets Trust Inc ‡ |
|
|
1,440 |
|
|
|
31 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
5,624 |
|
|
|
208 |
|
American Tower Corp, Cl A ‡ |
|
|
8,509 |
|
|
|
1,692 |
|
Americold Realty Trust Inc ‡ |
|
|
5,818 |
|
|
|
147 |
|
Apartment Income REIT Corp ‡ |
|
|
3,197 |
|
|
|
97 |
|
Apartment Investment and Management Co, Cl A *‡ |
|
|
4,422 |
|
|
|
33 |
|
Apple Hospitality REIT Inc ‡ |
|
|
5,399 |
|
|
|
87 |
|
Armada Hoffler Properties Inc ‡ |
|
|
3,635 |
|
|
|
37 |
|
AvalonBay Communities Inc ‡ |
|
|
2,431 |
|
|
|
430 |
|
Boston Properties Inc ‡ |
|
|
2,857 |
|
|
|
185 |
|
Brixmor Property Group Inc ‡ |
|
|
5,875 |
|
|
|
133 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
3,987 |
|
|
|
59 |
|
Camden Property Trust ‡ |
|
|
1,975 |
|
|
|
187 |
|
CareTrust REIT Inc ‡ |
|
|
2,654 |
|
|
|
60 |
|
CBRE Group Inc, Cl A * |
|
|
5,486 |
|
|
|
504 |
|
Centerspace ‡ |
|
|
835 |
|
|
|
46 |
|
Community Healthcare Trust Inc ‡ |
|
|
944 |
|
|
|
26 |
|
COPT Defense Properties ‡ |
|
|
1,824 |
|
|
|
44 |
|
CoStar Group Inc * |
|
|
7,058 |
|
|
|
614 |
|
Cousins Properties Inc ‡ |
|
|
2,881 |
|
|
|
66 |
|
Crown Castle Inc ‡ |
|
|
7,927 |
|
|
|
872 |
|
CubeSmart ‡ |
|
|
3,760 |
|
|
|
164 |
|
Cushman & Wakefield PLC * |
|
|
4,153 |
|
|
|
42 |
|
DiamondRock Hospitality Co ‡ |
|
|
4,058 |
|
|
|
38 |
|
Digital Realty Trust Inc ‡ |
|
|
5,624 |
|
|
|
826 |
|
DigitalBridge Group Inc |
|
|
3,683 |
|
|
|
68 |
|
Douglas Emmett Inc ‡ |
|
|
2,945 |
|
|
|
39 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
2,585 |
|
|
|
31 |
|
EastGroup Properties Inc ‡ |
|
|
889 |
|
|
|
156 |
|
Elme Communities ‡ |
|
|
2,655 |
|
|
|
34 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
5,170 |
|
|
|
52 |
|
EPR Properties ‡ |
|
|
1,594 |
|
|
|
65 |
|
Equinix Inc ‡ |
|
|
1,715 |
|
|
|
1,524 |
|
Equity Commonwealth *‡ |
|
|
2,349 |
|
|
|
44 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
2,926 |
|
|
|
197 |
|
Equity Residential ‡ |
|
|
6,386 |
|
|
|
385 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
3,374 |
|
|
|
81 |
|
Essex Property Trust Inc ‡ |
|
|
1,101 |
|
|
|
255 |
|
Extra Space Storage Inc ‡ |
|
|
3,933 |
|
|
|
554 |
|
Federal Realty Investment Trust ‡ |
|
|
1,625 |
|
|
|
164 |
|
First Industrial Realty Trust Inc ‡ |
|
|
2,621 |
|
|
|
139 |
|
Four Corners Property Trust Inc ‡ |
|
|
2,306 |
|
|
|
56 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
4,012 |
|
|
|
182 |
|
Getty Realty Corp ‡ |
|
|
1,612 |
|
|
|
43 |
|
Global Net Lease Inc ‡ |
|
|
3,525 |
|
|
|
25 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
7,464 |
|
|
|
103 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Healthpeak Properties Inc ‡ |
|
|
10,568 |
|
|
$ |
177 |
|
Highwoods Properties Inc ‡ |
|
|
2,176 |
|
|
|
53 |
|
Host Hotels & Resorts Inc ‡ |
|
|
12,386 |
|
|
|
257 |
|
Howard Hughes Holdings Inc * |
|
|
1,002 |
|
|
|
77 |
|
Hudson Pacific Properties Inc ‡ |
|
|
5,281 |
|
|
|
33 |
|
Independence Realty Trust Inc ‡ |
|
|
4,562 |
|
|
|
67 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
711 |
|
|
|
70 |
|
InvenTrust Properties Corp ‡ |
|
|
1,459 |
|
|
|
37 |
|
Invitation Homes Inc ‡ |
|
|
10,281 |
|
|
|
350 |
|
Iron Mountain Inc ‡ |
|
|
4,670 |
|
|
|
367 |
|
JBG SMITH Properties ‡ |
|
|
2,091 |
|
|
|
35 |
|
Jones Lang LaSalle Inc * |
|
|
884 |
|
|
|
168 |
|
Kennedy-Wilson Holdings Inc |
|
|
3,440 |
|
|
|
30 |
|
Kilroy Realty Corp ‡ |
|
|
2,418 |
|
|
|
92 |
|
Kimco Realty Corp ‡ |
|
|
10,923 |
|
|
|
216 |
|
Kite Realty Group Trust ‡ |
|
|
4,785 |
|
|
|
102 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
1,417 |
|
|
|
157 |
|
LTC Properties Inc ‡ |
|
|
630 |
|
|
|
20 |
|
LXP Industrial Trust, Cl B ‡ |
|
|
5,939 |
|
|
|
51 |
|
Macerich Co/The ‡ |
|
|
4,411 |
|
|
|
72 |
|
Medical Properties Trust Inc ‡ |
|
|
12,679 |
|
|
|
53 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
2,064 |
|
|
|
259 |
|
National Health Investors Inc ‡ |
|
|
973 |
|
|
|
56 |
|
National Storage Affiliates Trust ‡ |
|
|
1,966 |
|
|
|
70 |
|
NETSTREIT Corp ‡ |
|
|
2,676 |
|
|
|
45 |
|
NNN REIT Inc ‡ |
|
|
3,837 |
|
|
|
156 |
|
Omega Healthcare Investors Inc ‡ |
|
|
4,598 |
|
|
|
143 |
|
Opendoor Technologies Inc * |
|
|
9,235 |
|
|
|
28 |
|
Outfront Media Inc ‡ |
|
|
2,979 |
|
|
|
43 |
|
Park Hotels & Resorts Inc ‡ |
|
|
4,825 |
|
|
|
80 |
|
Pebblebrook Hotel Trust ‡ |
|
|
3,202 |
|
|
|
51 |
|
Phillips Edison & Co Inc ‡ |
|
|
2,331 |
|
|
|
83 |
|
Physicians Realty Trust ‡ |
|
|
6,006 |
|
|
|
67 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
3,953 |
|
|
|
25 |
|
PotlatchDeltic Corp ‡ |
|
|
1,559 |
|
|
|
70 |
|
Prologis Inc ‡ |
|
|
17,119 |
|
|
|
2,281 |
|
Public Storage ‡ |
|
|
2,854 |
|
|
|
810 |
|
Rayonier Inc ‡ |
|
|
3,034 |
|
|
|
104 |
|
Realty Income Corp ‡ |
|
|
15,490 |
|
|
|
807 |
|
Regency Centers Corp ‡ |
|
|
3,095 |
|
|
|
192 |
|
Retail Opportunity Investments Corp ‡ |
|
|
2,153 |
|
|
|
28 |
|
Rexford Industrial Realty Inc ‡ |
|
|
3,852 |
|
|
|
196 |
|
RLJ Lodging Trust ‡ |
|
|
4,882 |
|
|
|
58 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
1,056 |
|
|
|
125 |
|
Sabra Health Care REIT Inc ‡ |
|
|
6,145 |
|
|
|
85 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,985 |
|
|
|
415 |
|
Service Properties Trust ‡ |
|
|
5,418 |
|
|
|
37 |
|
Simon Property Group Inc ‡ |
|
|
5,942 |
|
|
|
880 |
|
SITE Centers Corp ‡ |
|
|
3,488 |
|
|
|
47 |
|
SL Green Realty Corp ‡ |
|
|
1,753 |
|
|
|
85 |
|
St Joe Co/The |
|
|
928 |
|
|
|
50 |
|
STAG Industrial Inc ‡ |
|
|
3,762 |
|
|
|
140 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sun Communities Inc ‡ |
|
|
2,397 |
|
|
$ |
321 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
6,185 |
|
|
|
69 |
|
Tanger Inc ‡ |
|
|
1,732 |
|
|
|
50 |
|
Terreno Realty Corp ‡ |
|
|
1,672 |
|
|
|
108 |
|
UDR Inc ‡ |
|
|
5,561 |
|
|
|
197 |
|
Uniti Group Inc ‡ |
|
|
4,971 |
|
|
|
29 |
|
Urban Edge Properties ‡ |
|
|
3,213 |
|
|
|
55 |
|
Ventas Inc ‡ |
|
|
6,929 |
|
|
|
293 |
|
Veris Residential Inc ‡ |
|
|
1,495 |
|
|
|
22 |
|
VICI Properties Inc, Cl A ‡ |
|
|
18,736 |
|
|
|
561 |
|
Vornado Realty Trust ‡ |
|
|
3,728 |
|
|
|
98 |
|
Welltower Inc ‡ |
|
|
9,828 |
|
|
|
906 |
|
Weyerhaeuser Co ‡ |
|
|
12,355 |
|
|
|
425 |
|
WP Carey Inc ‡ |
|
|
3,640 |
|
|
|
205 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
2,525 |
|
|
|
39 |
|
Zillow Group Inc, Cl A * |
|
|
1,310 |
|
|
|
71 |
|
Zillow Group Inc, Cl C * |
|
|
2,949 |
|
|
|
166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
24,998 |
|
Utilities — 1.3% |
|
|
|
|
AES Corp/The |
|
|
8,490 |
|
|
|
129 |
|
ALLETE Inc |
|
|
1,014 |
|
|
|
57 |
|
Alliant Energy Corp |
|
|
2,992 |
|
|
|
143 |
|
Ameren Corp |
|
|
2,725 |
|
|
|
194 |
|
American Electric Power Co Inc |
|
|
5,944 |
|
|
|
506 |
|
American States Water Co |
|
|
617 |
|
|
|
44 |
|
American Water Works Co Inc |
|
|
2,273 |
|
|
|
269 |
|
Atmos Energy Corp |
|
|
1,585 |
|
|
|
179 |
|
Avangrid Inc |
|
|
1,225 |
|
|
|
38 |
|
Avista Corp |
|
|
1,329 |
|
|
|
44 |
|
Black Hills Corp |
|
|
1,165 |
|
|
|
61 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
1,746 |
|
|
|
58 |
|
Brookfield Renewable Corp, Cl A |
|
|
1,331 |
|
|
|
32 |
|
California Water Service Group |
|
|
1,243 |
|
|
|
57 |
|
CenterPoint Energy Inc |
|
|
6,778 |
|
|
|
186 |
|
Chesapeake Utilities Corp |
|
|
224 |
|
|
|
23 |
|
Clearway Energy Inc, Cl C |
|
|
1,608 |
|
|
|
35 |
|
CMS Energy Corp |
|
|
3,599 |
|
|
|
206 |
|
Consolidated Edison Inc |
|
|
4,138 |
|
|
|
361 |
|
Constellation Energy Corp |
|
|
3,744 |
|
|
|
631 |
|
Dominion Energy Inc |
|
|
10,237 |
|
|
|
490 |
|
DTE Energy Co |
|
|
2,074 |
|
|
|
225 |
|
Duke Energy Corp |
|
|
9,149 |
|
|
|
840 |
|
Edison International |
|
|
4,292 |
|
|
|
292 |
|
Entergy Corp |
|
|
2,453 |
|
|
|
249 |
|
Essential Utilities Inc |
|
|
3,573 |
|
|
|
124 |
|
Evergy Inc |
|
|
3,046 |
|
|
|
151 |
|
Exelon Corp |
|
|
11,399 |
|
|
|
409 |
|
FirstEnergy Corp |
|
|
6,468 |
|
|
|
237 |
|
Hawaiian Electric Industries Inc |
|
|
2,196 |
|
|
|
27 |
|
IDACORP Inc, Cl Rights |
|
|
1,061 |
|
|
|
94 |
|
MGE Energy Inc |
|
|
522 |
|
|
|
33 |
|
National Fuel Gas Co |
|
|
1,190 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
New Jersey Resources Corp |
|
|
1,529 |
|
|
$ |
64 |
|
NextEra Energy Inc |
|
|
24,410 |
|
|
|
1,347 |
|
NiSource Inc |
|
|
5,361 |
|
|
|
140 |
|
Northwestern Energy Group Inc |
|
|
1,065 |
|
|
|
51 |
|
NRG Energy Inc |
|
|
2,887 |
|
|
|
160 |
|
OGE Energy Corp |
|
|
3,041 |
|
|
|
100 |
|
ONE Gas Inc |
|
|
504 |
|
|
|
30 |
|
Ormat Technologies Inc |
|
|
663 |
|
|
|
43 |
|
Otter Tail Corp |
|
|
547 |
|
|
|
49 |
|
PG&E Corp |
|
|
22,662 |
|
|
|
378 |
|
Pinnacle West Capital Corp |
|
|
1,278 |
|
|
|
87 |
|
PNM Resources Inc |
|
|
1,354 |
|
|
|
49 |
|
Portland General Electric Co |
|
|
1,147 |
|
|
|
46 |
|
PPL Corp |
|
|
8,163 |
|
|
|
215 |
|
Public Service Enterprise Group Inc |
|
|
5,299 |
|
|
|
331 |
|
Sempra |
|
|
7,719 |
|
|
|
545 |
|
SJW Group |
|
|
574 |
|
|
|
32 |
|
Southern Co/The |
|
|
13,075 |
|
|
|
879 |
|
Southwest Gas Holdings Inc |
|
|
1,255 |
|
|
|
86 |
|
UGI Corp |
|
|
2,919 |
|
|
|
71 |
|
Vistra Corp |
|
|
3,924 |
|
|
|
214 |
|
WEC Energy Group Inc |
|
|
3,948 |
|
|
|
310 |
|
Xcel Energy Inc |
|
|
6,318 |
|
|
|
333 |
|
York Water Co/The |
|
|
783 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,070 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $141,772) ($ Thousands) |
|
|
|
|
|
|
250,081 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS — 5.0% |
Communication Services — 0.3% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
3.375%, 01/15/2028 |
|
EUR |
112 |
|
|
|
98 |
|
AT&T |
|
|
|
|
|
|
|
|
5.400%, 02/15/2034 |
|
$ |
200 |
|
|
|
200 |
|
4.500%, 05/15/2035 |
|
|
145 |
|
|
|
134 |
|
Charter Communications Operating LLC / Charter Communications Operating Capital |
|
|
|
|
|
|
|
|
6.150%, 11/10/2026 |
|
|
210 |
|
|
|
212 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.250%, 12/01/2026 (E) |
|
|
920 |
|
|
|
735 |
|
Globo Comunicacao e Participacoes |
|
|
|
|
|
|
|
|
4.875%, 01/22/2030 (E) |
|
|
415 |
|
|
|
361 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (E) |
|
|
412 |
|
|
|
277 |
|
Time Warner Cable LLC |
|
|
|
|
|
|
|
|
4.500%, 09/15/2042 |
|
|
245 |
|
|
|
180 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
T-Mobile USA |
|
|
|
|
|
|
|
|
5.150%, 04/15/2034 |
|
$ |
370 |
|
|
$ |
364 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,561 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.6% |
|
|
|
|
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 |
|
|
115 |
|
|
|
115 |
|
3.250%, 02/12/2032 |
|
|
254 |
|
|
|
208 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.750%, 02/08/2031 |
|
|
708 |
|
|
|
706 |
|
Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
6.500%, 03/10/2028 (E) |
|
|
26 |
|
|
|
27 |
|
3.050%, 02/14/2027 (E) |
|
|
634 |
|
|
|
594 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.100%, 09/21/2028 (E) |
|
|
292 |
|
|
|
301 |
|
5.250%, 01/08/2027 (E) |
|
|
200 |
|
|
|
199 |
|
Las Vegas Sands Corp |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
653 |
|
|
|
591 |
|
LKQ |
|
|
|
|
|
|
|
|
6.250%, 06/15/2033 |
|
|
157 |
|
|
|
161 |
|
Marriott International |
|
|
|
|
|
|
|
|
5.550%, 10/15/2028 |
|
|
277 |
|
|
|
282 |
|
4.900%, 04/15/2029 |
|
|
401 |
|
|
|
396 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
340 |
|
|
|
339 |
|
Nissan Motor |
|
|
|
|
|
|
|
|
4.345%, 09/17/2027 (E) |
|
|
1,034 |
|
|
|
982 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.700%, 11/27/2030 |
|
|
147 |
|
|
|
156 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (E) |
|
|
341 |
|
|
|
320 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,377 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.3% |
|
|
|
|
Albertsons Cos |
|
|
|
|
|
|
|
|
3.500%, 03/15/2029 (E) |
|
|
351 |
|
|
|
313 |
|
BAT Capital |
|
|
|
|
|
|
|
|
6.421%, 08/02/2033 |
|
|
158 |
|
|
|
163 |
|
Bayer US Finance LLC |
|
|
|
|
|
|
|
|
6.125%, 11/21/2026 (E) |
|
|
207 |
|
|
|
209 |
|
Cargill |
|
|
|
|
|
|
|
|
5.125%, 10/11/2032 (E) |
|
|
210 |
|
|
|
209 |
|
General Mills |
|
|
|
|
|
|
|
|
4.700%, 01/30/2027 |
|
|
194 |
|
|
|
192 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (E) |
|
|
373 |
|
|
|
384 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.375%, 02/15/2033 |
|
|
606 |
|
|
|
603 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.875%, 05/15/2034 |
|
|
441 |
|
|
|
464 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Virgolino de Oliveira Finance |
|
|
|
|
|
|
|
|
10.500%, 01/28/2018 (E)(F) |
|
$ |
500 |
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,537 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.2% |
|
|
|
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.625%, 01/19/2029 |
|
|
611 |
|
|
|
648 |
|
Equities |
|
|
|
|
|
|
|
|
5.750%, 02/01/2034 |
|
|
243 |
|
|
|
239 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.050%, 09/01/2033 |
|
|
271 |
|
|
|
279 |
|
ONEOK Partners |
|
|
|
|
|
|
|
|
6.125%, 02/01/2041 |
|
|
54 |
|
|
|
55 |
|
Ovintiv |
|
|
|
|
|
|
|
|
6.500%, 02/01/2038 |
|
|
55 |
|
|
|
56 |
|
6.250%, 07/15/2033 |
|
|
121 |
|
|
|
125 |
|
Var Energi |
|
|
|
|
|
|
|
|
8.000%, 11/15/2032 (E) |
|
|
357 |
|
|
|
397 |
|
7.500%, 01/15/2028 (E) |
|
|
276 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,089 |
|
| |
|
|
|
|
|
|
|
|
Financials — 2.6% |
|
|
|
|
AIB Group |
|
|
|
|
|
|
|
|
6.608%, SOFRRATE + 2.330%, 09/13/2029 (C)(E) |
|
|
308 |
|
|
|
320 |
|
AIB Group MTN |
|
|
|
|
|
|
|
|
4.263%, US0003M + 1.874%, 04/10/2025 (C)(E) |
|
|
630 |
|
|
|
629 |
|
Aircastle |
|
|
|
|
|
|
|
|
5.950%, 02/15/2029 (E) |
|
|
24 |
|
|
|
24 |
|
5.250%, 08/11/2025 (E) |
|
|
311 |
|
|
|
307 |
|
4.125%, 05/01/2024 |
|
|
172 |
|
|
|
171 |
|
2.850%, 01/26/2028 (E) |
|
|
122 |
|
|
|
109 |
|
Ally Financial |
|
|
|
|
|
|
|
|
6.992%, SOFRRATE + 3.260%, 06/13/2029 (C) |
|
|
300 |
|
|
|
308 |
|
American Express |
|
|
|
|
|
|
|
|
5.098%, SOFRRATE + 1.000%, 02/16/2028 (C) |
|
|
708 |
|
|
|
705 |
|
Aviation Capital Group LLC |
|
|
|
|
|
|
|
|
6.375%, 07/15/2030 (E) |
|
|
183 |
|
|
|
187 |
|
5.500%, 12/15/2024 (E) |
|
|
334 |
|
|
|
332 |
|
4.875%, 10/01/2025 (E) |
|
|
175 |
|
|
|
172 |
|
4.125%, 08/01/2025 (E) |
|
|
6 |
|
|
|
6 |
|
3.500%, 11/01/2027 (E) |
|
|
157 |
|
|
|
145 |
|
1.950%, 01/30/2026 (E) |
|
|
406 |
|
|
|
377 |
|
1.950%, 09/20/2026 (E) |
|
|
142 |
|
|
|
129 |
|
Banco de Credito del Peru S.A. MTN |
|
|
|
|
|
|
|
|
3.125%, H15T5Y + 3.000%, 07/01/2030 (C)(E) |
|
|
728 |
|
|
|
691 |
|
Banco Santander |
|
|
|
|
|
|
|
|
9.625%, H15T5Y + 5.298%(C)(G) |
|
|
200 |
|
|
|
214 |
|
6.921%, 08/08/2033 |
|
|
400 |
|
|
|
415 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.175%, H15T1Y + 2.000%, 03/24/2028 (C) |
|
$ |
200 |
|
|
$ |
192 |
|
Bank of America |
|
|
|
|
|
|
|
|
2.687%, SOFRRATE + 1.320%, 04/22/2032 (C) |
|
|
394 |
|
|
|
330 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (C) |
|
|
707 |
|
|
|
594 |
|
Bank of Ireland Group |
|
|
|
|
|
|
|
|
6.253%, H15T1Y + 2.650%, 09/16/2026 (C)(E) |
|
|
368 |
|
|
|
370 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (C)(E) |
|
|
708 |
|
|
|
705 |
|
BPCE |
|
|
|
|
|
|
|
|
6.508%, H15T1Y + 2.791%, 01/18/2035 (C)(E) |
|
|
704 |
|
|
|
698 |
|
CaixaBank |
|
|
|
|
|
|
|
|
6.684%, SOFRRATE + 2.080%, 09/13/2027 (C)(E) |
|
|
229 |
|
|
|
233 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
6.377%, SOFRRATE + 2.860%, 06/08/2034 (C) |
|
|
470 |
|
|
|
484 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
4.000%, H15T5Y + 3.168%(C)(G) |
|
|
583 |
|
|
|
537 |
|
Citigroup |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.211%(C)(G) |
|
|
132 |
|
|
|
136 |
|
4.000%, H15T5Y + 3.597%(C)(G) |
|
|
348 |
|
|
|
330 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (C) |
|
|
853 |
|
|
|
702 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
6.251%, SOFRRATE + 2.670%, 01/10/2035 (C)(E) |
|
|
470 |
|
|
|
470 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
3.961%, SOFRRATE + 2.581%, 11/26/2025 (C) |
|
|
295 |
|
|
|
290 |
|
2.129%, SOFRRATE + 1.870%, 11/24/2026 (C) |
|
|
330 |
|
|
|
309 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
8.437%, TSFR3M + 3.136%(C)(G) |
|
|
182 |
|
|
|
182 |
|
4.125%, H15T5Y + 2.949%(C)(G) |
|
|
296 |
|
|
|
270 |
|
HSBC Holdings PLC |
|
|
|
|
|
|
|
|
8.113%, SOFRRATE + 4.250%, 11/03/2033 (C) |
|
|
762 |
|
|
|
860 |
|
ING Groep |
|
|
|
|
|
|
|
|
6.083%, SOFRRATE + 1.560%, 09/11/2027 (C) |
|
|
371 |
|
|
|
376 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.200%, 11/28/2033 (E) |
|
|
231 |
|
|
|
242 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
2.963%, SOFRRATE + 1.260%, 01/25/2033 (C) |
|
|
1,103 |
|
|
|
932 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Lloyds Banking Group |
|
|
|
|
|
|
|
|
7.953%, H15T1Y + 3.750%, 11/15/2033 (C) |
|
$ |
535 |
|
|
$ |
595 |
|
7.500%, USISDA05 + 4.496%(C)(G) |
|
|
805 |
|
|
|
793 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.406%, 10/29/2027 (C) |
|
EUR |
438 |
|
|
|
434 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (C) |
|
$ |
332 |
|
|
|
267 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (C)(E) |
|
|
307 |
|
|
|
284 |
|
NatWest Group |
|
|
|
|
|
|
|
|
6.475%, H15T5Y + 2.200%, 06/01/2034 (C) |
|
|
239 |
|
|
|
239 |
|
NatWest Group PLC |
|
|
|
|
|
|
|
|
4.269%, US0003M + 1.762%, 03/22/2025 (C) |
|
|
595 |
|
|
|
594 |
|
OEC Finance |
|
|
|
|
|
|
|
|
7.125%cash/0% PIK, 12/26/2046 (E) |
|
|
271 |
|
|
|
15 |
|
5.250%cash/0% PIK, 12/27/2033 (E) |
|
|
239 |
|
|
|
12 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
8.643%, TSFR3M + 3.302%(C)(G) |
|
|
262 |
|
|
|
263 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
7.660%, SOFRRATE + 3.280%, 11/09/2031 (C) |
|
|
7 |
|
|
|
8 |
|
6.499%, SOFRRATE + 2.356%, 03/09/2029 (C) |
|
|
153 |
|
|
|
155 |
|
6.174%, SOFRRATE + 2.500%, 01/09/2030 (C) |
|
|
71 |
|
|
|
71 |
|
4.260%, SOFRINDX + 1.380%, 06/09/2025 (C) |
|
|
117 |
|
|
|
116 |
|
2.490%, SOFRRATE + 1.249%, 01/06/2028 (C) |
|
|
85 |
|
|
|
77 |
|
Santander UK Group Holdings PLC |
|
|
|
|
|
|
|
|
6.833%, SOFRRATE + 2.749%, 11/21/2026 (C) |
|
|
535 |
|
|
|
543 |
|
Societe Generale |
|
|
|
|
|
|
|
|
5.519%, H15T1Y + 1.500%, 01/19/2028 (C)(E) |
|
|
421 |
|
|
|
416 |
|
2.797%, H15T1Y + 1.300%, 01/19/2028 (C)(E) |
|
|
303 |
|
|
|
278 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
7.089%, US0003M + 1.510%(C)(E)(G) |
|
|
400 |
|
|
|
383 |
|
6.000%, H15T5Y + 5.661%(C)(E)(G) |
|
|
514 |
|
|
|
506 |
|
3.971%, H15T1Y + 1.650%, 03/30/2026 (C)(E) |
|
|
207 |
|
|
|
202 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
4.750%, H15T5Y + 4.048%(C)(G) |
|
|
600 |
|
|
|
501 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, H15T5Y + 3.582%, 04/02/2049 (C) |
|
|
200 |
|
|
|
194 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(C)(E)(G) |
|
$ |
278 |
|
|
$ |
297 |
|
9.250%, H15T5Y + 4.758%(C)(E)(G) |
|
|
215 |
|
|
|
237 |
|
6.373%, SOFRRATE + 3.340%, 07/15/2026 (C)(E) |
|
|
277 |
|
|
|
279 |
|
UniCredit |
|
|
|
|
|
|
|
|
3.127%, H15T1Y + 1.550%, 06/03/2032 (C)(E) |
|
|
350 |
|
|
|
293 |
|
2.569%, H15T1Y + 2.300%, 09/22/2026 (C)(E) |
|
|
421 |
|
|
|
399 |
|
1.982%, H15T1Y + 1.200%, 06/03/2027 (C)(E) |
|
|
229 |
|
|
|
210 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.300%, TSFR3M + 3.176%(C)(G) |
|
|
219 |
|
|
|
201 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.606%(C)(G) |
|
|
35 |
|
|
|
37 |
|
3.900%, H15T5Y + 3.453%(C)(G) |
|
|
306 |
|
|
|
288 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (C) |
|
|
1,063 |
|
|
|
912 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
24,582 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.1% |
|
|
|
|
DaVita |
|
|
|
|
|
|
|
|
3.750%, 02/15/2031 (E) |
|
|
630 |
|
|
|
517 |
|
Organon & Co |
|
|
|
|
|
|
|
|
2.875%, 04/30/2028 |
|
EUR |
200 |
|
|
|
200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
717 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.4% |
|
|
|
|
APCOA Parking Holdings GmbH |
|
|
|
|
|
|
|
|
4.625%, 01/15/2027 |
|
|
226 |
|
|
|
238 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (E) |
|
$ |
450 |
|
|
|
440 |
|
Embraer Netherlands Finance BV |
|
|
|
|
|
|
|
|
5.400%, 02/01/2027 |
|
|
575 |
|
|
|
573 |
|
ENA Master Trust |
|
|
|
|
|
|
|
|
4.000%, 05/19/2048 (E) |
|
|
269 |
|
|
|
188 |
|
Honeywell International |
|
|
|
|
|
|
|
|
4.125%, 11/02/2034 |
|
EUR |
720 |
|
|
|
804 |
|
Lima Metro Line 2 Finance |
|
|
|
|
|
|
|
|
5.875%, 07/05/2034 |
|
$ |
207 |
|
|
|
204 |
|
4.350%, 04/05/2036 |
|
|
514 |
|
|
|
466 |
|
Odebrecht Holdco Finance |
|
|
|
|
|
|
|
|
0.000%, 09/10/2058 (E)(H) |
|
|
480 |
|
|
|
1 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.050%, 02/15/2026 (E) |
|
|
770 |
|
|
|
773 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,687 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.1% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (E) |
|
|
247 |
|
|
|
230 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
$ |
568 |
|
|
$ |
519 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.875%, 04/22/2027 |
|
|
345 |
|
|
|
334 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,083 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.1% |
|
|
|
|
Freeport Indonesia MTN |
|
|
|
|
|
|
|
|
4.763%, 04/14/2027 (E) |
|
|
225 |
|
|
|
219 |
|
Glencore Funding LLC |
|
|
|
|
|
|
|
|
6.500%, 10/06/2033 (E) |
|
|
327 |
|
|
|
349 |
|
Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
4.375%, 02/11/2026 (E) |
|
|
69 |
|
|
|
43 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
611 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.3% |
|
|
|
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (E) |
|
|
292 |
|
|
|
245 |
|
Alexander Funding Trust II |
|
|
|
|
|
|
|
|
7.467%, 07/31/2028 (E) |
|
|
104 |
|
|
|
109 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
4.688%, 05/15/2029 (E) |
|
|
501 |
|
|
|
474 |
|
Duke Energy Carolinas NC Storm Funding LLC |
|
|
|
|
|
|
|
|
2.617%, 07/01/2041 |
|
|
314 |
|
|
|
236 |
|
Electricite de France |
|
|
|
|
|
|
|
|
9.125%, H15T5Y + 5.411%(C)(E)(G) |
|
|
261 |
|
|
|
289 |
|
Engie Energia Chile |
|
|
|
|
|
|
|
|
3.400%, 01/28/2030 |
|
|
349 |
|
|
|
304 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
5.290%, 01/17/2034 (E) |
|
|
212 |
|
|
|
207 |
|
NRG Energy |
|
|
|
|
|
|
|
|
7.000%, 03/15/2033 (E) |
|
|
456 |
|
|
|
475 |
|
4.450%, 06/15/2029 (E) |
|
|
39 |
|
|
|
36 |
|
Terraform Global Operating LLC |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (E) |
|
|
77 |
|
|
|
76 |
|
Vistra |
|
|
|
|
|
|
|
|
7.000%, H15T5Y + 5.740%(C)(E)(G) |
|
|
272 |
|
|
|
263 |
|
Vistra Operations LLC |
|
|
|
|
|
|
|
|
6.950%, 10/15/2033 (E) |
|
|
415 |
|
|
|
432 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,146 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $48,370) ($ Thousands) |
|
|
|
|
|
|
46,390 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 3.8% |
Automotive — 1.4% |
|
|
|
|
| |
|
|
|
|
ACM Auto Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
7.710%, 01/21/2031(E) |
|
|
907 |
|
|
|
911 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B |
|
|
|
|
|
|
|
|
6.090%, 11/12/2027(E) |
|
$ |
1,152 |
|
|
$ |
1,155 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.840%, 10/19/2026 |
|
|
546 |
|
|
|
547 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
5.440%, 02/22/2028(E) |
|
|
589 |
|
|
|
590 |
|
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-5A, Cl B |
|
|
|
|
|
|
|
|
6.120%, 04/20/2028(E) |
|
|
485 |
|
|
|
487 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |
|
|
|
|
|
|
|
|
1.020%, 06/12/2028 |
|
|
69 |
|
|
|
65 |
|
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |
|
|
|
|
|
|
|
|
2.300%, 09/11/2028 |
|
|
261 |
|
|
|
252 |
|
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |
|
|
|
|
|
|
|
|
2.610%, 09/11/2028 |
|
|
420 |
|
|
|
372 |
|
CPS Auto Receivables Trust, Ser 2022-A, Cl C |
|
|
|
|
|
|
|
|
2.170%, 04/16/2029(E) |
|
|
600 |
|
|
|
586 |
|
DT Auto Owner Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.480%, 04/15/2027(E) |
|
|
350 |
|
|
|
350 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026(E) |
|
|
78 |
|
|
|
76 |
|
FHF Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.570%, 06/15/2028(E) |
|
|
372 |
|
|
|
374 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027(E) |
|
|
578 |
|
|
|
577 |
|
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
2.310%, 10/17/2033(E) |
|
|
510 |
|
|
|
466 |
|
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl C |
|
|
|
|
|
|
|
|
2.630%, 06/25/2026(E) |
|
|
600 |
|
|
|
574 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026(E) |
|
|
62 |
|
|
|
61 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027(E) |
|
|
299 |
|
|
|
298 |
|
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.920%, 08/15/2028(E) |
|
|
1,042 |
|
|
|
1,048 |
|
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
7.090%, 10/16/2028(E) |
|
|
494 |
|
|
|
498 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.380%, 11/25/2030(E) |
|
$ |
402 |
|
|
$ |
400 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
5.281%, 05/15/2032(E) |
|
|
262 |
|
|
|
260 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032(E) |
|
|
237 |
|
|
|
236 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032(E) |
|
|
287 |
|
|
|
288 |
|
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl B |
|
|
|
|
|
|
|
|
5.610%, 07/17/2028 |
|
|
545 |
|
|
|
546 |
|
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.480%, 08/17/2026(E) |
|
|
257 |
|
|
|
257 |
|
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A |
|
|
|
|
|
|
|
|
5.510%, 06/15/2026(E) |
|
|
555 |
|
|
|
555 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026(E) |
|
|
572 |
|
|
|
572 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
387 |
|
|
|
388 |
|
| |
|
|
|
|
|
|
12,789 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 2.4% |
|
|
|
|
| |
|
|
|
|
AB Issuer LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.734%, 07/30/2051(E) |
|
|
711 |
|
|
|
622 |
|
ACHV ABS TRUST, Ser 2023-3PL, Cl A |
|
|
|
|
|
|
|
|
6.600%, 08/19/2030(E) |
|
|
112 |
|
|
|
112 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025(E) |
|
|
16 |
|
|
|
16 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026(E) |
|
|
39 |
|
|
|
38 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027(E) |
|
|
33 |
|
|
|
32 |
|
AGL CLO 10, Ser 2021-10A, Cl A |
|
|
|
|
|
|
|
|
6.706%, TSFR3M + 1.392%, 04/15/2034(C)(E) |
|
|
1,100 |
|
|
|
1,097 |
|
AGL CLO 12, Ser 2021-12A, Cl A1 |
|
|
|
|
|
|
|
|
6.739%, TSFR3M + 1.422%, 07/20/2034(C)(E) |
|
|
837 |
|
|
|
838 |
|
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028(E) |
|
|
204 |
|
|
|
204 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Apidos CLO XXXV, Ser 2021-35A, Cl A |
|
|
|
|
|
|
|
|
6.629%, TSFR3M + 1.312%, 04/20/2034(C)(E) |
|
$ |
853 |
|
|
$ |
854 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
2.080%, 02/15/2027(E) |
|
|
170 |
|
|
|
166 |
|
Balboa Bay Loan Funding, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.779%, TSFR3M + 1.462%, 07/20/2034(C)(E) |
|
|
521 |
|
|
|
521 |
|
Ballyrock CLO 15, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
8.676%, TSFR3M + 3.362%, 04/15/2034(C)(E) |
|
|
500 |
|
|
|
495 |
|
Ballyrock CLO 16, Ser 2021-16A, Cl A1 |
|
|
|
|
|
|
|
|
6.709%, TSFR3M + 1.392%, 07/20/2034(C)(E) |
|
|
1,054 |
|
|
|
1,056 |
|
Cajun Global LLC, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.931%, 11/20/2051(E) |
|
|
161 |
|
|
|
146 |
|
College Ave Student Loans LLC, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.720%, 07/26/2055(E) |
|
|
212 |
|
|
|
186 |
|
Dext ABS LLC, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 03/15/2032(E) |
|
|
999 |
|
|
|
992 |
|
Diamond Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.305%, 11/20/2051(E) |
|
|
768 |
|
|
|
682 |
|
Dryden 78 CLO, Ser 2020-78A, Cl C |
|
|
|
|
|
|
|
|
7.528%, TSFR3M + 2.212%, 04/17/2033(C)(E) |
|
|
660 |
|
|
|
648 |
|
Elmwood CLO 15, Ser 2022-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.658%, TSFR3M + 1.340%, 04/22/2035(C)(E) |
|
|
1,290 |
|
|
|
1,290 |
|
Elmwood CLO VIII, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.819%, TSFR3M + 1.502%, 01/20/2034(C)(E) |
|
|
988 |
|
|
|
988 |
|
Flatiron CLO 21, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
8.471%, TSFR3M + 3.162%, 07/19/2034(C)(E) |
|
|
540 |
|
|
|
534 |
|
GCI Funding I LLC, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.380%, 06/18/2046(E) |
|
|
232 |
|
|
|
202 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
6.649%, TSFR3M + 1.332%, 04/20/2034(C)(E) |
|
|
553 |
|
|
|
553 |
|
Hardee's Funding LLC, Ser 2018-1A, Cl A23 |
|
|
|
|
|
|
|
|
5.710%, 06/20/2048(E) |
|
|
366 |
|
|
|
346 |
|
Hardee's Funding LLC, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(E) |
|
|
258 |
|
|
|
231 |
|
Kings Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.709%, TSFR3M + 1.392%, 01/21/2035(C)(E) |
|
|
706 |
|
|
|
707 |
|
Marlette Funding Trust, Ser 2023-3A, Cl B |
|
|
|
|
|
|
|
|
6.710%, 09/15/2033(E) |
|
|
1,350 |
|
|
|
1,362 |
|
MVW LLC, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
1.830%, 05/20/2039(E) |
|
|
206 |
|
|
|
190 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Neighborly Issuer LLC, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.584%, 04/30/2051(E) |
|
$ |
1 |
|
|
$ |
1 |
|
Neighborly Issuer LLC, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.308%, 01/30/2053(E) |
|
|
780 |
|
|
|
790 |
|
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |
|
|
|
|
|
|
|
|
1.630%, 04/20/2062(E) |
|
|
155 |
|
|
|
141 |
|
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |
|
|
|
|
|
|
|
|
6.708%, TSFR3M + 1.392%, 07/17/2035(C)(E) |
|
|
624 |
|
|
|
626 |
|
NMEF Funding LLC, Ser 2022-B, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 06/15/2029(E) |
|
|
211 |
|
|
|
212 |
|
OCP CLO, Ser 2021-18A, Cl AR |
|
|
|
|
|
|
|
|
6.669%, TSFR3M + 1.352%, 07/20/2032(C)(E) |
|
|
722 |
|
|
|
722 |
|
Octane Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
2.020%, 09/20/2028(E) |
|
|
575 |
|
|
|
541 |
|
Pagaya AI Debt Trust, Ser 2023-5, Cl A |
|
|
|
|
|
|
|
|
7.179%, 04/15/2031(E) |
|
|
586 |
|
|
|
588 |
|
Rad CLO 14, Ser 2021-14A, Cl A |
|
|
|
|
|
|
|
|
6.746%, TSFR3M + 1.432%, 01/15/2035(C)(E) |
|
|
500 |
|
|
|
499 |
|
Rad CLO 7, Ser 2020-7A, Cl C |
|
|
|
|
|
|
|
|
7.578%, TSFR3M + 2.262%, 04/17/2033(C)(E) |
|
|
300 |
|
|
|
299 |
|
Regatta XIX Funding, Ser 2022-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.638%, TSFR3M + 1.320%, 04/20/2035(C)(E) |
|
|
691 |
|
|
|
688 |
|
Sixth Street CLO XX, Ser 2021-20A, Cl A1 |
|
|
|
|
|
|
|
|
6.739%, TSFR3M + 1.422%, 10/20/2034(C)(E) |
|
|
1,354 |
|
|
|
1,353 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051(E) |
|
|
322 |
|
|
|
291 |
|
Upstart Securitization Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
1.660%, 07/20/2031(E) |
|
|
180 |
|
|
|
179 |
|
Voya CLO, Ser 2019-1A, Cl DR |
|
|
|
|
|
|
|
|
8.426%, TSFR3M + 3.112%, 04/15/2031(C)(E) |
|
|
265 |
|
|
|
256 |
|
| |
|
|
|
|
|
|
22,294 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $35,558) ($ Thousands) |
|
|
|
|
|
|
35,083 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 3.4% |
Agency Mortgage-Backed Obligations — 0.3% |
|
|
|
|
FHLMC CMO, Ser 2016-4585, Cl DS, IO |
|
|
|
|
|
|
|
|
0.561%, 05/15/2046(C) |
|
|
592 |
|
|
|
59 |
|
FHLMC CMO, Ser 2017-4693, Cl SL, IO |
|
|
|
|
|
|
|
|
0.711%, 06/15/2047(C) |
|
|
873 |
|
|
|
113 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2017-4719, Cl JS, IO |
|
|
|
|
|
|
|
|
0.711%, 09/15/2047(C) |
|
$ |
645 |
|
|
$ |
69 |
|
FHLMC CMO, Ser 2020-4954, Cl SL, IO |
|
|
|
|
|
|
|
|
0.614%, 02/25/2050(C) |
|
|
937 |
|
|
|
94 |
|
FHLMC CMO, Ser 2020-4981, Cl HS, IO |
|
|
|
|
|
|
|
|
0.664%, 06/25/2050(C) |
|
|
1,819 |
|
|
|
155 |
|
FNMA |
|
|
|
|
|
|
|
|
3.000%, 02/01/2052 |
|
|
2,027 |
|
|
|
1,751 |
|
FNMA CMO, Ser 2014-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.664%, 12/25/2044(C) |
|
|
648 |
|
|
|
65 |
|
FNMA CMO, Ser 2016-77, Cl DS, IO |
|
|
|
|
|
|
|
|
0.564%, 10/25/2046(C) |
|
|
619 |
|
|
|
62 |
|
FNMA CMO, Ser 2017-62, Cl AS, IO |
|
|
|
|
|
|
|
|
0.714%, 08/25/2047(C) |
|
|
754 |
|
|
|
82 |
|
GNMA CMO, Ser 2017-122, Cl SA, IO |
|
|
|
|
|
|
|
|
0.766%, 08/20/2047(C) |
|
|
586 |
|
|
|
69 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,519 |
|
Non-Agency Mortgage-Backed Obligations — 3.1% |
|
|
|
|
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2035 |
|
|
33 |
|
|
|
23 |
|
Alternative Loan Trust, Ser 2006-24CB, Cl A16 |
|
|
|
|
|
|
|
|
5.750%, 08/25/2036 |
|
|
192 |
|
|
|
103 |
|
Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |
|
|
|
|
|
|
|
|
5.500%, 02/25/2036 |
|
|
75 |
|
|
|
51 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
6.574%, SOFR30A + 1.250%, 01/20/2037(C)(E) |
|
|
1,241 |
|
|
|
1,230 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |
|
|
|
|
|
|
|
|
3.534%, 03/10/2037(C)(E) |
|
|
395 |
|
|
|
294 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |
|
|
|
|
|
|
|
|
6.365%, TSFR1M + 1.047%, 11/15/2033(C)(E) |
|
|
1,535 |
|
|
|
1,518 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
7.573%, TSFR1M + 2.254%, 10/15/2037(C)(E) |
|
|
710 |
|
|
|
706 |
|
Bellemeade Re, Ser 2019-3A, Cl M1C |
|
|
|
|
|
|
|
|
7.385%, TSFR1M + 2.064%, 07/25/2029(C)(E) |
|
|
157 |
|
|
|
157 |
|
Bellemeade Re, Ser 2022-2, Cl M1A |
|
|
|
|
|
|
|
|
9.322%, SOFR30A + 4.000%, 09/27/2032(C)(E) |
|
|
856 |
|
|
|
878 |
|
Bellemeade Re, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.522%, SOFR30A + 2.200%, 10/25/2033(C)(E) |
|
|
678 |
|
|
|
680 |
|
BFLD Trust, Ser 2021-FPM, Cl A |
|
|
|
|
|
|
|
|
7.033%, TSFR1M + 1.714%, 06/15/2038(C)(E) |
|
|
1,065 |
|
|
|
1,054 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |
|
|
|
|
|
|
|
|
7.264%, TSFR1M + 1.946%, 04/15/2034(C)(E) |
|
$ |
152 |
|
|
$ |
151 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
7.514%, TSFR1M + 2.196%, 04/15/2034(C)(E) |
|
|
610 |
|
|
|
604 |
|
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 |
|
|
|
|
|
|
|
|
6.000%, 07/25/2037 |
|
|
71 |
|
|
|
31 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 |
|
|
|
|
|
|
|
|
6.000%, 05/25/2036 |
|
|
93 |
|
|
|
42 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 |
|
|
|
|
|
|
|
|
6.250%, 09/25/2036 |
|
|
48 |
|
|
|
21 |
|
COMM Mortgage Trust, Ser 2010-C1, Cl D |
|
|
|
|
|
|
|
|
5.829%, 07/10/2046(C)(E) |
|
|
532 |
|
|
|
491 |
|
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2 |
|
|
|
|
|
|
|
|
7.836%, SOFR30A + 2.514%, 04/25/2031(C)(E) |
|
|
2 |
|
|
|
2 |
|
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.436%, SOFR30A + 2.114%, 01/25/2040(C)(E) |
|
|
88 |
|
|
|
89 |
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
6.972%, SOFR30A + 1.650%, 12/25/2041(C)(E) |
|
|
304 |
|
|
|
305 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.222%, SOFR30A + 1.900%, 12/25/2041(C)(E) |
|
|
1,008 |
|
|
|
1,015 |
|
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |
|
|
|
|
|
|
|
|
6.522%, SOFR30A + 1.200%, 01/25/2042(C)(E) |
|
|
361 |
|
|
|
361 |
|
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.822%, SOFR30A + 3.500%, 03/25/2042(C)(E) |
|
|
744 |
|
|
|
781 |
|
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |
|
|
|
|
|
|
|
|
8.422%, SOFR30A + 3.100%, 03/25/2042(C)(E) |
|
|
185 |
|
|
|
192 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |
|
|
|
|
|
|
|
|
7.622%, SOFR30A + 2.300%, 01/25/2043(C)(E) |
|
|
1,238 |
|
|
|
1,265 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |
|
|
|
|
|
|
|
|
7.822%, SOFR30A + 2.500%, 04/25/2043(C)(E) |
|
$ |
1,063 |
|
|
$ |
1,081 |
|
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.621%, SOFR30A + 2.300%, 05/25/2043(C)(E) |
|
|
850 |
|
|
|
870 |
|
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
|
|
|
|
|
|
|
|
7.221%, SOFR30A + 1.900%, 06/25/2043(C)(E) |
|
|
970 |
|
|
|
980 |
|
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |
|
|
|
|
|
|
|
|
5.815%, TSFR1M + 0.494%, 12/25/2036(C) |
|
|
135 |
|
|
|
42 |
|
Eagle RE, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 09/26/2033(C)(E) |
|
|
670 |
|
|
|
672 |
|
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 01/25/2051(C)(E) |
|
|
55 |
|
|
|
54 |
|
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.422%, SOFR30A + 2.100%, 04/25/2043(C)(E) |
|
|
291 |
|
|
|
296 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
6.972%, SOFR30A + 1.650%, 01/25/2034(C)(E) |
|
|
159 |
|
|
|
160 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.822%, SOFR30A + 1.500%, 10/25/2041(C)(E) |
|
|
976 |
|
|
|
973 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 |
|
|
|
|
|
|
|
|
7.122%, SOFR30A + 1.800%, 11/25/2041(C)(E) |
|
|
953 |
|
|
|
960 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |
|
|
|
|
|
|
|
|
7.672%, SOFR30A + 2.350%, 12/25/2041(C)(E) |
|
|
635 |
|
|
|
638 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1 |
|
|
|
|
|
|
|
|
6.272%, SOFR30A + 0.950%, 12/25/2041(C)(E) |
|
|
1,023 |
|
|
|
1,018 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
6.322%, SOFR30A + 1.000%, 01/25/2042(C)(E) |
|
|
334 |
|
|
|
333 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
7.172%, SOFR30A + 1.850%, 01/25/2042(C)(E) |
|
$ |
533 |
|
|
$ |
535 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
6.622%, SOFR30A + 1.300%, 02/25/2042(C)(E) |
|
|
404 |
|
|
|
406 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.522%, SOFR30A + 2.200%, 05/25/2042(C)(E) |
|
|
397 |
|
|
|
404 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |
|
|
|
|
|
|
|
|
8.272%, SOFR30A + 2.950%, 06/25/2042(C)(E) |
|
|
489 |
|
|
|
502 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A |
|
|
|
|
|
|
|
|
7.822%, SOFR30A + 2.500%, 03/25/2052(C)(E) |
|
|
737 |
|
|
|
751 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
7.422%, SOFR30A + 2.100%, 03/25/2043(C)(E) |
|
|
495 |
|
|
|
505 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B |
|
|
|
|
|
|
|
|
8.822%, SOFR30A + 3.500%, 05/25/2043(C)(E) |
|
|
1,327 |
|
|
|
1,402 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 05/25/2043(C)(E) |
|
|
899 |
|
|
|
908 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
11.136%, SOFR30A + 5.814%, 04/25/2028(C) |
|
|
57 |
|
|
|
61 |
|
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.322%, SOFR30A + 2.000%, 11/25/2041(C)(E) |
|
|
429 |
|
|
|
432 |
|
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |
|
|
|
|
|
|
|
|
5.153%, 08/10/2044(C)(E) |
|
|
12 |
|
|
|
4 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.433%, 08/17/2026 |
|
|
251 |
|
|
|
240 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl AS |
|
|
|
|
|
|
|
|
2.638%, 08/17/2026 |
|
|
23 |
|
|
|
21 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
2.435%, 08/17/2026 |
|
|
657 |
|
|
|
627 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
HFX, Ser 2017-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.647%, 03/15/2035 |
|
$ |
800 |
|
|
$ |
782 |
|
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |
|
|
|
|
|
|
|
|
5.935%, TSFR1M + 0.614%, 03/25/2035(C) |
|
|
21 |
|
|
|
17 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |
|
|
|
|
|
|
|
|
0.771%, 09/15/2047(C) |
|
|
12,042 |
|
|
|
10 |
|
JPMorgan Chase, Ser 2019-CL1, Cl M3 |
|
|
|
|
|
|
|
|
7.535%, TSFR1M + 2.214%, 04/25/2047(C)(E) |
|
|
91 |
|
|
|
92 |
|
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |
|
|
|
|
|
|
|
|
5.452%, 09/15/2039(C) |
|
|
84 |
|
|
|
32 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(E) |
|
|
116 |
|
|
|
116 |
|
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |
|
|
|
|
|
|
|
|
6.897%, TSFR1M + 1.579%, 07/15/2036(C)(E) |
|
|
294 |
|
|
|
271 |
|
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |
|
|
|
|
|
|
|
|
9.193%, TSFR1M + 3.864%, 05/30/2025(C)(E) |
|
|
221 |
|
|
|
221 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.135%, SOFR30A + 3.814%, 11/27/2031(C)(E) |
|
|
31 |
|
|
|
31 |
|
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |
|
|
|
|
|
|
|
|
8.785%, SOFR30A + 3.464%, 02/25/2025(C)(E) |
|
|
101 |
|
|
|
100 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |
|
|
|
|
|
|
|
|
4.390%, 11/15/2049(C) |
|
|
620 |
|
|
|
559 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |
|
|
|
|
|
|
|
|
10.936%, SOFR30A + 5.614%, 11/25/2025(C)(E) |
|
|
23 |
|
|
|
24 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |
|
|
|
|
|
|
|
|
10.686%, SOFR30A + 5.364%, 11/25/2025(C)(E) |
|
|
95 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,272 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $33,159) ($ Thousands) |
|
|
|
|
|
|
31,791 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.2% |
FFCB^ |
|
|
|
|
|
|
|
|
5.480%, SOFRRATE + 0.170%, 01/23/2025(C) |
|
$ |
1,900 |
|
|
$ |
1,902 |
|
5.390%, SOFRRATE + 0.080%, 05/24/2024(C) |
|
|
500 |
|
|
|
500 |
|
5.350%, SOFRRATE + 0.040%, 05/15/2024(C) |
|
|
200 |
|
|
|
200 |
|
FHLB^ |
|
|
|
|
|
|
|
|
5.470%, SOFRRATE + 0.160%, 07/10/2025(C) |
|
|
900 |
|
|
|
900 |
|
5.450%, SOFRRATE + 0.140%, 04/21/2025(C) |
|
|
1,100 |
|
|
|
1,100 |
|
FHLMC^ |
|
|
|
|
|
|
|
|
5.150%, 01/27/2026 |
|
|
1,100 |
|
|
|
1,098 |
|
4.200%, 08/28/2025 |
|
|
700 |
|
|
|
692 |
|
0.375%, 07/21/2025 |
|
|
700 |
|
|
|
659 |
|
FNMA^ |
|
|
|
|
|
|
|
|
5.060%, 02/07/2025 |
|
|
600 |
|
|
|
599 |
|
3.875%, 08/28/2024 |
|
|
700 |
|
|
|
694 |
|
0.625%, 04/22/2025 |
|
|
1,300 |
|
|
|
1,238 |
|
0.500%, 06/17/2025 |
|
|
1,500 |
|
|
|
1,420 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $11,198) ($ Thousands) |
|
|
11,002 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.2% |
| |
|
|
|
|
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 04/15/2031 |
|
|
213 |
|
|
|
168 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
4.875%, 09/23/2032(E) |
|
|
881 |
|
|
|
783 |
|
Magyar Export-Import Bank Zrt |
|
|
|
|
|
|
|
|
6.125%, 12/04/2027(E) |
|
|
831 |
|
|
|
833 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $1,846) ($ Thousands) |
|
|
1,784 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Novartis AG CVR *‡‡ |
|
|
972 |
|
|
|
– |
|
Abiomed Inc CVR *‡‡ |
|
|
366 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 98.0% |
|
|
|
|
|
|
|
|
(Cost $807,286) ($ Thousands) |
|
$ |
909,509 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT— (12.6)% |
Communication Services — (0.5)% |
|
|
|
|
Cable One Inc |
|
|
(94 |
) |
|
$ |
(43 |
) |
Charter Communications Inc, Cl A * |
|
|
(1,357 |
) |
|
|
(399 |
) |
Comcast Corp, Cl A |
|
|
(53,640 |
) |
|
|
(2,299 |
) |
Fox Corp |
|
|
(6,485 |
) |
|
|
(188 |
) |
Interpublic Group of Cos Inc/The |
|
|
(4,851 |
) |
|
|
(152 |
) |
Liberty Broadband Corp, Cl C * |
|
|
(1,579 |
) |
|
|
(95 |
) |
Liberty Media Corp-Liberty SiriusXM * |
|
|
(2,335 |
) |
|
|
(68 |
) |
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
(1,117 |
) |
|
|
(33 |
) |
New York Times Co/The, Cl A |
|
|
(2,415 |
) |
|
|
(107 |
) |
News Corp |
|
|
(2,338 |
) |
|
|
(65 |
) |
News Corp, Cl A |
|
|
(5,074 |
) |
|
|
(136 |
) |
Nexstar Media Group Inc, Cl A |
|
|
(502 |
) |
|
|
(83 |
) |
Omnicom Group Inc |
|
|
(2,390 |
) |
|
|
(211 |
) |
Paramount Global, Cl B |
|
|
(7,773 |
) |
|
|
(86 |
) |
Scholastic Corp |
|
|
(670 |
) |
|
|
(26 |
) |
TEGNA Inc |
|
|
(3,498 |
) |
|
|
(49 |
) |
Trade Desk Inc/The, Cl A * |
|
|
(5,554 |
) |
|
|
(475 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(4,515 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — (8.4)% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
(619 |
) |
|
|
(79 |
) |
Academy Sports & Outdoors Inc |
|
|
(752 |
) |
|
|
(56 |
) |
Acushnet Holdings Corp |
|
|
(1,314 |
) |
|
|
(85 |
) |
Adient PLC * |
|
|
(5,199 |
) |
|
|
(176 |
) |
ADT Inc |
|
|
(5,888 |
) |
|
|
(43 |
) |
Adtalem Global Education Inc * |
|
|
(893 |
) |
|
|
(44 |
) |
Advance Auto Parts Inc |
|
|
(776 |
) |
|
|
(52 |
) |
Airbnb Inc, Cl A * |
|
|
(6,475 |
) |
|
|
(1,020 |
) |
Amazon.com Inc * |
|
|
(38,623 |
) |
|
|
(6,827 |
) |
American Axle & Manufacturing Holdings Inc * |
|
|
(7,572 |
) |
|
|
(52 |
) |
American Eagle Outfitters Inc |
|
|
(2,376 |
) |
|
|
(56 |
) |
Aptiv PLC * |
|
|
(16,172 |
) |
|
|
(1,286 |
) |
Aramark |
|
|
(3,930 |
) |
|
|
(119 |
) |
Asbury Automotive Group Inc * |
|
|
(190 |
) |
|
|
(40 |
) |
AutoNation Inc * |
|
|
(377 |
) |
|
|
(56 |
) |
AutoZone Inc * |
|
|
(198 |
) |
|
|
(595 |
) |
Bath & Body Works Inc |
|
|
(2,539 |
) |
|
|
(116 |
) |
Beazer Homes USA Inc * |
|
|
(555 |
) |
|
|
(17 |
) |
Best Buy Co Inc |
|
|
(2,315 |
) |
|
|
(187 |
) |
Birkenstock Holding PLC * |
|
|
(1,362 |
) |
|
|
(68 |
) |
Bloomin' Brands Inc |
|
|
(1,131 |
) |
|
|
(31 |
) |
Booking Holdings Inc * |
|
|
(576 |
) |
|
|
(1,998 |
) |
Boot Barn Holdings Inc * |
|
|
(370 |
) |
|
|
(34 |
) |
BorgWarner Inc |
|
|
(15,559 |
) |
|
|
(484 |
) |
Boyd Gaming Corp |
|
|
(1,776 |
) |
|
|
(117 |
) |
Bright Horizons Family Solutions Inc * |
|
|
(1,125 |
) |
|
|
(129 |
) |
Brinker International Inc * |
|
|
(893 |
) |
|
|
(41 |
) |
Brunswick Corp/DE |
|
|
(2,309 |
) |
|
|
(202 |
) |
Burlington Stores Inc * |
|
|
(686 |
) |
|
|
(141 |
) |
Caesars Entertainment Inc * |
|
|
(3,163 |
) |
|
|
(137 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Capri Holdings Ltd * |
|
|
(3,708 |
) |
|
$ |
(171 |
) |
CarMax Inc * |
|
|
(1,711 |
) |
|
|
(135 |
) |
Carnival Corp, Cl A * |
|
|
(15,910 |
) |
|
|
(252 |
) |
Carter's Inc |
|
|
(1,261 |
) |
|
|
(102 |
) |
Carvana Co, Cl A * |
|
|
(1,033 |
) |
|
|
(78 |
) |
Cavco Industries Inc * |
|
|
(316 |
) |
|
|
(118 |
) |
Century Communities Inc |
|
|
(1,176 |
) |
|
|
(101 |
) |
Cheesecake Factory Inc/The |
|
|
(1,043 |
) |
|
|
(37 |
) |
Chegg Inc * |
|
|
(2,797 |
) |
|
|
(25 |
) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
(446 |
) |
|
|
(1,199 |
) |
Choice Hotels International Inc |
|
|
(646 |
) |
|
|
(72 |
) |
Churchill Downs Inc |
|
|
(1,237 |
) |
|
|
(151 |
) |
Columbia Sportswear Co |
|
|
(1,481 |
) |
|
|
(122 |
) |
Coupang Inc, Cl A * |
|
|
(12,864 |
) |
|
|
(238 |
) |
Coursera Inc * |
|
|
(1,987 |
) |
|
|
(32 |
) |
Cracker Barrel Old Country Store Inc |
|
|
(114 |
) |
|
|
(8 |
) |
Crocs Inc * |
|
|
(1,934 |
) |
|
|
(236 |
) |
Dana Inc |
|
|
(7,732 |
) |
|
|
(97 |
) |
Darden Restaurants Inc |
|
|
(1,980 |
) |
|
|
(338 |
) |
Dave & Buster's Entertainment Inc * |
|
|
(472 |
) |
|
|
(29 |
) |
Deckers Outdoor Corp * |
|
|
(891 |
) |
|
|
(798 |
) |
Dick's Sporting Goods Inc |
|
|
(729 |
) |
|
|
(130 |
) |
Domino's Pizza Inc |
|
|
(602 |
) |
|
|
(270 |
) |
DoorDash Inc, Cl A * |
|
|
(4,959 |
) |
|
|
(618 |
) |
Dorman Products Inc * |
|
|
(1,393 |
) |
|
|
(131 |
) |
DR Horton Inc |
|
|
(10,449 |
) |
|
|
(1,562 |
) |
DraftKings Inc, Cl A * |
|
|
(6,711 |
) |
|
|
(291 |
) |
Dream Finders Homes Inc, Cl A * |
|
|
(1,251 |
) |
|
|
(49 |
) |
Duolingo Inc, Cl A * |
|
|
(605 |
) |
|
|
(145 |
) |
eBay Inc |
|
|
(6,065 |
) |
|
|
(287 |
) |
Ethan Allen Interiors Inc |
|
|
(929 |
) |
|
|
(31 |
) |
Etsy Inc * |
|
|
(1,690 |
) |
|
|
(121 |
) |
Expedia Group Inc * |
|
|
(2,213 |
) |
|
|
(303 |
) |
Figs Inc, Cl A * |
|
|
(3,720 |
) |
|
|
(19 |
) |
Five Below Inc * |
|
|
(567 |
) |
|
|
(114 |
) |
Floor & Decor Holdings Inc, Cl A * |
|
|
(1,086 |
) |
|
|
(132 |
) |
Foot Locker Inc |
|
|
(1,312 |
) |
|
|
(45 |
) |
Ford Motor Co |
|
|
(234,342 |
) |
|
|
(2,915 |
) |
Fox Factory Holding Corp * |
|
|
(2,270 |
) |
|
|
(115 |
) |
Frontdoor Inc * |
|
|
(1,442 |
) |
|
|
(45 |
) |
GameStop Corp, Cl A * |
|
|
(3,738 |
) |
|
|
(53 |
) |
Gap Inc/The |
|
|
(2,684 |
) |
|
|
(51 |
) |
Garmin Ltd |
|
|
(5,081 |
) |
|
|
(698 |
) |
General Motors Co |
|
|
(82,234 |
) |
|
|
(3,370 |
) |
Gentex Corp |
|
|
(14,103 |
) |
|
|
(515 |
) |
Gentherm Inc * |
|
|
(2,032 |
) |
|
|
(116 |
) |
Genuine Parts Co |
|
|
(1,818 |
) |
|
|
(271 |
) |
G-III Apparel Group Ltd * |
|
|
(753 |
) |
|
|
(25 |
) |
Goodyear Tire & Rubber Co/The * |
|
|
(15,522 |
) |
|
|
(184 |
) |
Graham Holdings Co, Cl B |
|
|
(106 |
) |
|
|
(74 |
) |
Grand Canyon Education Inc * |
|
|
(522 |
) |
|
|
(70 |
) |
Green Brick Partners Inc * |
|
|
(1,385 |
) |
|
|
(81 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Group 1 Automotive Inc |
|
|
(84 |
) |
|
$ |
(23 |
) |
H&R Block Inc |
|
|
(2,430 |
) |
|
|
(119 |
) |
Hanesbrands Inc * |
|
|
(13,768 |
) |
|
|
(74 |
) |
Harley-Davidson Inc |
|
|
(7,073 |
) |
|
|
(257 |
) |
Hasbro Inc |
|
|
(4,116 |
) |
|
|
(207 |
) |
Helen of Troy Ltd * |
|
|
(922 |
) |
|
|
(115 |
) |
Hilton Grand Vacations Inc * |
|
|
(1,025 |
) |
|
|
(46 |
) |
Hilton Worldwide Holdings Inc |
|
|
(4,184 |
) |
|
|
(855 |
) |
Home Depot Inc/The |
|
|
(11,086 |
) |
|
|
(4,219 |
) |
Hovnanian Enterprises Inc, Cl A * |
|
|
(243 |
) |
|
|
(38 |
) |
Hyatt Hotels Corp, Cl A |
|
|
(764 |
) |
|
|
(117 |
) |
Installed Building Products Inc |
|
|
(751 |
) |
|
|
(179 |
) |
International Game Technology PLC |
|
|
(1,910 |
) |
|
|
(52 |
) |
Jack in the Box Inc |
|
|
(358 |
) |
|
|
(26 |
) |
KB Home |
|
|
(2,117 |
) |
|
|
(141 |
) |
Kohl's Corp |
|
|
(1,410 |
) |
|
|
(39 |
) |
Kontoor Brands Inc |
|
|
(1,977 |
) |
|
|
(117 |
) |
Las Vegas Sands Corp |
|
|
(7,598 |
) |
|
|
(414 |
) |
Laureate Education Inc, Cl A |
|
|
(2,672 |
) |
|
|
(36 |
) |
La-Z-Boy Inc, Cl Z |
|
|
(1,808 |
) |
|
|
(69 |
) |
LCI Industries |
|
|
(1,352 |
) |
|
|
(170 |
) |
Lear Corp |
|
|
(3,292 |
) |
|
|
(452 |
) |
Leggett & Platt Inc |
|
|
(6,115 |
) |
|
|
(125 |
) |
Lennar Corp, Cl A |
|
|
(8,414 |
) |
|
|
(1,334 |
) |
Lennar Corp, Cl B |
|
|
(616 |
) |
|
|
(91 |
) |
LGI Homes Inc * |
|
|
(793 |
) |
|
|
(90 |
) |
Light & Wonder Inc, Cl A * |
|
|
(1,569 |
) |
|
|
(158 |
) |
Lithia Motors Inc, Cl A |
|
|
(273 |
) |
|
|
(82 |
) |
LKQ Corp |
|
|
(3,015 |
) |
|
|
(158 |
) |
Lowe's Cos Inc |
|
|
(6,431 |
) |
|
|
(1,548 |
) |
Lucid Group Inc * |
|
|
(38,195 |
) |
|
|
(126 |
) |
Lululemon Athletica Inc * |
|
|
(3,695 |
) |
|
|
(1,726 |
) |
Luminar Technologies Inc, Cl A * |
|
|
(19,027 |
) |
|
|
(45 |
) |
M/I Homes Inc * |
|
|
(929 |
) |
|
|
(118 |
) |
Macy's Inc |
|
|
(2,706 |
) |
|
|
(47 |
) |
Malibu Boats Inc, Cl A * |
|
|
(818 |
) |
|
|
(36 |
) |
Marriott International Inc/MD, Cl A |
|
|
(4,005 |
) |
|
|
(1,001 |
) |
Marriott Vacations Worldwide Corp |
|
|
(690 |
) |
|
|
(64 |
) |
Mattel Inc * |
|
|
(13,079 |
) |
|
|
(258 |
) |
McDonald's Corp |
|
|
(11,878 |
) |
|
|
(3,472 |
) |
MDC Holdings Inc |
|
|
(2,095 |
) |
|
|
(131 |
) |
Meritage Homes Corp |
|
|
(1,080 |
) |
|
|
(170 |
) |
MGM Resorts International * |
|
|
(4,652 |
) |
|
|
(201 |
) |
Modine Manufacturing Co * |
|
|
(2,960 |
) |
|
|
(266 |
) |
Mohawk Industries Inc * |
|
|
(1,724 |
) |
|
|
(205 |
) |
Murphy USA Inc |
|
|
(263 |
) |
|
|
(110 |
) |
National Vision Holdings Inc * |
|
|
(1,340 |
) |
|
|
(31 |
) |
Newell Brands Inc |
|
|
(14,983 |
) |
|
|
(112 |
) |
NIKE Inc, Cl B |
|
|
(39,533 |
) |
|
|
(4,109 |
) |
Nordstrom Inc |
|
|
(2,337 |
) |
|
|
(49 |
) |
Norwegian Cruise Line Holdings Ltd * |
|
|
(7,037 |
) |
|
|
(136 |
) |
NVR Inc * |
|
|
(100 |
) |
|
|
(763 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Ollie's Bargain Outlet Holdings Inc * |
|
|
(1,145 |
) |
|
$ |
(92 |
) |
O'Reilly Automotive Inc * |
|
|
(651 |
) |
|
|
(708 |
) |
Oxford Industries Inc |
|
|
(494 |
) |
|
|
(50 |
) |
Papa John's International Inc |
|
|
(547 |
) |
|
|
(39 |
) |
Patrick Industries Inc |
|
|
(1,102 |
) |
|
|
(132 |
) |
Peloton Interactive Inc, Cl A * |
|
|
(10,473 |
) |
|
|
(47 |
) |
Penn Entertainment Inc * |
|
|
(2,204 |
) |
|
|
(40 |
) |
Penske Automotive Group Inc |
|
|
(239 |
) |
|
|
(37 |
) |
Perdoceo Education Corp |
|
|
(2,060 |
) |
|
|
(37 |
) |
Phinia Inc |
|
|
(2,786 |
) |
|
|
(95 |
) |
Planet Fitness Inc, Cl A * |
|
|
(1,551 |
) |
|
|
(96 |
) |
Polaris Inc |
|
|
(1,938 |
) |
|
|
(180 |
) |
Pool Corp |
|
|
(434 |
) |
|
|
(173 |
) |
PulteGroup Inc |
|
|
(7,470 |
) |
|
|
(810 |
) |
PVH Corp |
|
|
(1,941 |
) |
|
|
(265 |
) |
QuantumScape Corp, Cl A * |
|
|
(18,594 |
) |
|
|
(117 |
) |
Ralph Lauren Corp, Cl A |
|
|
(1,364 |
) |
|
|
(254 |
) |
Red Rock Resorts Inc, Cl A |
|
|
(667 |
) |
|
|
(39 |
) |
RH * |
|
|
(210 |
) |
|
|
(58 |
) |
Rivian Automotive Inc, Cl A * |
|
|
(38,853 |
) |
|
|
(440 |
) |
Ross Stores Inc |
|
|
(3,847 |
) |
|
|
(573 |
) |
Royal Caribbean Cruises Ltd * |
|
|
(3,779 |
) |
|
|
(466 |
) |
Sabre Corp * |
|
|
(7,233 |
) |
|
|
(19 |
) |
Service Corp International/US |
|
|
(2,374 |
) |
|
|
(174 |
) |
Shake Shack Inc, Cl A * |
|
|
(703 |
) |
|
|
(75 |
) |
Signet Jewelers Ltd |
|
|
(640 |
) |
|
|
(65 |
) |
Six Flags Entertainment Corp * |
|
|
(1,337 |
) |
|
|
(34 |
) |
Skechers USA Inc, Cl A * |
|
|
(4,187 |
) |
|
|
(259 |
) |
Skyline Champion Corp * |
|
|
(1,739 |
) |
|
|
(146 |
) |
Smith & Wesson Brands Inc |
|
|
(2,267 |
) |
|
|
(31 |
) |
Sonos Inc * |
|
|
(5,154 |
) |
|
|
(98 |
) |
Standard Motor Products Inc |
|
|
(1,277 |
) |
|
|
(41 |
) |
Starbucks Corp |
|
|
(18,262 |
) |
|
|
(1,733 |
) |
Steven Madden Ltd |
|
|
(2,611 |
) |
|
|
(112 |
) |
Stoneridge Inc * |
|
|
(1,344 |
) |
|
|
(24 |
) |
Strategic Education Inc |
|
|
(558 |
) |
|
|
(62 |
) |
Stride Inc * |
|
|
(781 |
) |
|
|
(47 |
) |
Sturm Ruger & Co Inc |
|
|
(893 |
) |
|
|
(39 |
) |
Tapestry Inc |
|
|
(7,046 |
) |
|
|
(335 |
) |
Taylor Morrison Home Corp, Cl A * |
|
|
(3,583 |
) |
|
|
(203 |
) |
Tempur Sealy International Inc |
|
|
(5,316 |
) |
|
|
(290 |
) |
Tesla Inc * |
|
|
(32,134 |
) |
|
|
(6,487 |
) |
Texas Roadhouse Inc, Cl A |
|
|
(1,184 |
) |
|
|
(177 |
) |
Thor Industries Inc |
|
|
(2,829 |
) |
|
|
(363 |
) |
TJX Cos Inc/The |
|
|
(12,975 |
) |
|
|
(1,286 |
) |
Toll Brothers Inc |
|
|
(3,301 |
) |
|
|
(378 |
) |
TopBuild Corp * |
|
|
(994 |
) |
|
|
(400 |
) |
Topgolf Callaway Brands Corp * |
|
|
(5,895 |
) |
|
|
(84 |
) |
Tractor Supply Co |
|
|
(1,231 |
) |
|
|
(313 |
) |
Travel + Leisure Co |
|
|
(967 |
) |
|
|
(43 |
) |
Tri Pointe Homes Inc * |
|
|
(3,300 |
) |
|
|
(117 |
) |
Ulta Beauty Inc * |
|
|
(532 |
) |
|
|
(292 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Under Armour Inc, Cl A * |
|
|
(8,105 |
) |
|
$ |
(73 |
) |
Under Armour Inc, Cl C * |
|
|
(7,914 |
) |
|
|
(68 |
) |
United Parks & Resorts * |
|
|
(881 |
) |
|
|
(45 |
) |
Urban Outfitters Inc * |
|
|
(315 |
) |
|
|
(13 |
) |
Vail Resorts Inc |
|
|
(716 |
) |
|
|
(165 |
) |
Valvoline Inc * |
|
|
(1,930 |
) |
|
|
(82 |
) |
VF Corp |
|
|
(10,464 |
) |
|
|
(171 |
) |
Victoria's Secret & Co * |
|
|
(500 |
) |
|
|
(14 |
) |
Vista Outdoor Inc * |
|
|
(2,439 |
) |
|
|
(76 |
) |
Visteon Corp * |
|
|
(1,531 |
) |
|
|
(173 |
) |
Wayfair Inc, Cl A * |
|
|
(1,001 |
) |
|
|
(60 |
) |
Wendy's Co/The |
|
|
(3,799 |
) |
|
|
(69 |
) |
Whirlpool Corp |
|
|
(1,636 |
) |
|
|
(176 |
) |
Williams-Sonoma Inc |
|
|
(801 |
) |
|
|
(189 |
) |
Wingstop Inc |
|
|
(513 |
) |
|
|
(180 |
) |
Winnebago Industries Inc |
|
|
(1,691 |
) |
|
|
(121 |
) |
Wolverine World Wide Inc |
|
|
(2,562 |
) |
|
|
(26 |
) |
Worthington Enterprises Inc |
|
|
(1,594 |
) |
|
|
(99 |
) |
Wyndham Hotels & Resorts Inc |
|
|
(1,613 |
) |
|
|
(123 |
) |
Wynn Resorts Ltd |
|
|
(1,584 |
) |
|
|
(167 |
) |
XPEL Inc * |
|
|
(1,360 |
) |
|
|
(72 |
) |
YETI Holdings Inc * |
|
|
(3,032 |
) |
|
|
(124 |
) |
Yum! Brands Inc |
|
|
(5,146 |
) |
|
|
(712 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(77,458 |
) |
| |
|
|
|
|
|
|
|
|
Information Technology — (2.3)% |
|
|
|
|
Advanced Micro Devices Inc * |
|
|
(4,805 |
) |
|
|
(925 |
) |
Amphenol Corp, Cl A |
|
|
(2,521 |
) |
|
|
(275 |
) |
Analog Devices Inc |
|
|
(1,591 |
) |
|
|
(305 |
) |
Apple Inc |
|
|
(32,638 |
) |
|
|
(5,899 |
) |
Applied Materials Inc |
|
|
(2,721 |
) |
|
|
(549 |
) |
Arista Networks Inc * |
|
|
(795 |
) |
|
|
(221 |
) |
Arrow Electronics Inc * |
|
|
(383 |
) |
|
|
(45 |
) |
Avnet Inc |
|
|
(740 |
) |
|
|
(34 |
) |
Broadcom Inc |
|
|
(1,292 |
) |
|
|
(1,680 |
) |
CDW Corp/DE |
|
|
(582 |
) |
|
|
(143 |
) |
Ciena Corp * |
|
|
(329 |
) |
|
|
(19 |
) |
Cirrus Logic Inc * |
|
|
(446 |
) |
|
|
(41 |
) |
Cisco Systems Inc |
|
|
(12,909 |
) |
|
|
(624 |
) |
Cognex Corp |
|
|
(1,064 |
) |
|
|
(42 |
) |
Corning Inc |
|
|
(3,897 |
) |
|
|
(126 |
) |
Enphase Energy Inc * |
|
|
(395 |
) |
|
|
(50 |
) |
Entegris Inc |
|
|
(535 |
) |
|
|
(72 |
) |
F5 Inc * |
|
|
(334 |
) |
|
|
(62 |
) |
Fabrinet * |
|
|
(206 |
) |
|
|
(44 |
) |
First Solar Inc * |
|
|
(284 |
) |
|
|
(44 |
) |
GLOBALFOUNDRIES Inc * |
|
|
(614 |
) |
|
|
(34 |
) |
Hewlett Packard Enterprise Co |
|
|
(5,058 |
) |
|
|
(77 |
) |
HP Inc |
|
|
(4,273 |
) |
|
|
(121 |
) |
Intel Corp |
|
|
(13,318 |
) |
|
|
(573 |
) |
Jabil Inc |
|
|
(447 |
) |
|
|
(64 |
) |
Juniper Networks Inc |
|
|
(1,448 |
) |
|
|
(54 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Keysight Technologies Inc * |
|
|
(870 |
) |
|
$ |
(134 |
) |
KLA Corp |
|
|
(408 |
) |
|
|
(278 |
) |
Lam Research Corp |
|
|
(394 |
) |
|
|
(370 |
) |
Lattice Semiconductor Corp * |
|
|
(630 |
) |
|
|
(48 |
) |
Littelfuse Inc |
|
|
(120 |
) |
|
|
(29 |
) |
Marvell Technology Inc |
|
|
(2,578 |
) |
|
|
(185 |
) |
Microchip Technology Inc |
|
|
(1,852 |
) |
|
|
(156 |
) |
Micron Technology Inc |
|
|
(3,450 |
) |
|
|
(313 |
) |
Monolithic Power Systems Inc |
|
|
(155 |
) |
|
|
(112 |
) |
Motorola Solutions Inc |
|
|
(629 |
) |
|
|
(208 |
) |
NetApp Inc |
|
|
(862 |
) |
|
|
(77 |
) |
Novanta Inc * |
|
|
(223 |
) |
|
|
(39 |
) |
NVIDIA Corp |
|
|
(7,123 |
) |
|
|
(5,635 |
) |
ON Semiconductor Corp * |
|
|
(1,473 |
) |
|
|
(116 |
) |
Onto Innovation Inc * |
|
|
(206 |
) |
|
|
(38 |
) |
Pure Storage Inc, Cl A * |
|
|
(1,245 |
) |
|
|
(65 |
) |
Qorvo Inc * |
|
|
(524 |
) |
|
|
(60 |
) |
QUALCOMM Inc |
|
|
(3,359 |
) |
|
|
(530 |
) |
Rambus Inc * |
|
|
(517 |
) |
|
|
(31 |
) |
Skyworks Solutions Inc |
|
|
(755 |
) |
|
|
(79 |
) |
Super Micro Computer Inc * |
|
|
(181 |
) |
|
|
(157 |
) |
Teledyne Technologies Inc * |
|
|
(220 |
) |
|
|
(94 |
) |
Teradyne Inc |
|
|
(770 |
) |
|
|
(80 |
) |
Texas Instruments Inc |
|
|
(2,877 |
) |
|
|
(481 |
) |
Trimble Inc * |
|
|
(1,404 |
) |
|
|
(86 |
) |
Universal Display Corp |
|
|
(206 |
) |
|
|
(36 |
) |
Western Digital Corp * |
|
|
(1,191 |
) |
|
|
(71 |
) |
Zebra Technologies Corp, Cl A * |
|
|
(165 |
) |
|
|
(46 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(21,677 |
) |
| |
|
|
|
|
|
|
|
|
Materials — (1.4)% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
(2,067 |
) |
|
|
(484 |
) |
Albemarle Corp |
|
|
(1,009 |
) |
|
|
(139 |
) |
Alcoa Corp |
|
|
(1,354 |
) |
|
|
(37 |
) |
Alpha Metallurgical Resources Inc |
|
|
(129 |
) |
|
|
(49 |
) |
Amcor PLC |
|
|
(16,819 |
) |
|
|
(152 |
) |
AptarGroup Inc |
|
|
(782 |
) |
|
|
(110 |
) |
Arcadium Lithium * |
|
|
(11,463 |
) |
|
|
(63 |
) |
Arch Resources Inc |
|
|
(295 |
) |
|
|
(49 |
) |
Ashland Inc |
|
|
(661 |
) |
|
|
(62 |
) |
ATI Inc * |
|
|
(955 |
) |
|
|
(47 |
) |
Avery Dennison Corp |
|
|
(802 |
) |
|
|
(174 |
) |
Avient Corp |
|
|
(945 |
) |
|
|
(38 |
) |
Axalta Coating Systems Ltd * |
|
|
(2,492 |
) |
|
|
(81 |
) |
Balchem Corp |
|
|
(334 |
) |
|
|
(52 |
) |
Ball Corp |
|
|
(3,212 |
) |
|
|
(206 |
) |
Berry Global Group Inc |
|
|
(1,597 |
) |
|
|
(93 |
) |
Cabot Corp |
|
|
(670 |
) |
|
|
(57 |
) |
Carpenter Technology Corp |
|
|
(358 |
) |
|
|
(23 |
) |
Celanese Corp, Cl A |
|
|
(1,454 |
) |
|
|
(221 |
) |
CF Industries Holdings Inc |
|
|
(2,723 |
) |
|
|
(220 |
) |
Chemours Co/The |
|
|
(2,371 |
) |
|
|
(47 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Cleveland-Cliffs Inc * |
|
|
(5,769 |
) |
|
$ |
(120 |
) |
Commercial Metals Co |
|
|
(1,065 |
) |
|
|
(57 |
) |
Constellium SE, Cl A * |
|
|
(384 |
) |
|
|
(7 |
) |
Corteva Inc |
|
|
(6,969 |
) |
|
|
(373 |
) |
Crown Holdings Inc |
|
|
(1,082 |
) |
|
|
(83 |
) |
Dow Inc |
|
|
(9,567 |
) |
|
|
(535 |
) |
DuPont de Nemours Inc |
|
|
(4,546 |
) |
|
|
(314 |
) |
Eagle Materials Inc |
|
|
(472 |
) |
|
|
(120 |
) |
Eastman Chemical Co |
|
|
(1,365 |
) |
|
|
(120 |
) |
Ecolab Inc |
|
|
(2,391 |
) |
|
|
(538 |
) |
Element Solutions Inc |
|
|
(2,651 |
) |
|
|
(62 |
) |
FMC Corp |
|
|
(1,389 |
) |
|
|
(78 |
) |
Freeport-McMoRan Inc, Cl B |
|
|
(14,843 |
) |
|
|
(561 |
) |
Ginkgo Bioworks Holdings Inc * |
|
|
(11,147 |
) |
|
|
(17 |
) |
Graphic Packaging Holding Co |
|
|
(3,164 |
) |
|
|
(82 |
) |
HB Fuller Co |
|
|
(554 |
) |
|
|
(44 |
) |
Hecla Mining Co |
|
|
(7,022 |
) |
|
|
(25 |
) |
Huntsman Corp |
|
|
(4,764 |
) |
|
|
(122 |
) |
Innospec Inc |
|
|
(499 |
) |
|
|
(62 |
) |
International Flavors & Fragrances Inc |
|
|
(2,399 |
) |
|
|
(181 |
) |
International Paper Co |
|
|
(3,375 |
) |
|
|
(119 |
) |
Knife River Corp * |
|
|
(517 |
) |
|
|
(38 |
) |
Linde PLC |
|
|
(4,730 |
) |
|
|
(2,123 |
) |
Louisiana-Pacific Corp |
|
|
(696 |
) |
|
|
(51 |
) |
LyondellBasell Industries NV, Cl A |
|
|
(2,316 |
) |
|
|
(232 |
) |
Martin Marietta Materials Inc |
|
|
(681 |
) |
|
|
(393 |
) |
Materion Corp |
|
|
(223 |
) |
|
|
(30 |
) |
Minerals Technologies Inc |
|
|
(230 |
) |
|
|
(17 |
) |
Mosaic Co/The |
|
|
(4,133 |
) |
|
|
(129 |
) |
NewMarket Corp |
|
|
(101 |
) |
|
|
(65 |
) |
Newmont Corp |
|
|
(10,809 |
) |
|
|
(338 |
) |
Nucor Corp |
|
|
(2,634 |
) |
|
|
(506 |
) |
O-I Glass Inc, Cl I * |
|
|
(2,154 |
) |
|
|
(36 |
) |
Olin Corp |
|
|
(1,146 |
) |
|
|
(62 |
) |
Packaging Corp of America |
|
|
(887 |
) |
|
|
(161 |
) |
PPG Industries Inc |
|
|
(2,343 |
) |
|
|
(332 |
) |
Quaker Chemical Corp |
|
|
(184 |
) |
|
|
(37 |
) |
Reliance |
|
|
(511 |
) |
|
|
(164 |
) |
Royal Gold Inc |
|
|
(897 |
) |
|
|
(92 |
) |
RPM International Inc |
|
|
(1,212 |
) |
|
|
(140 |
) |
Sealed Air Corp |
|
|
(1,614 |
) |
|
|
(56 |
) |
Sherwin-Williams Co/The |
|
|
(2,310 |
) |
|
|
(767 |
) |
Silgan Holdings Inc |
|
|
(1,227 |
) |
|
|
(54 |
) |
Sonoco Products Co |
|
|
(1,159 |
) |
|
|
(66 |
) |
Southern Copper Corp |
|
|
(1,567 |
) |
|
|
(127 |
) |
Steel Dynamics Inc |
|
|
(1,769 |
) |
|
|
(237 |
) |
Summit Materials Inc, Cl A * |
|
|
(1,582 |
) |
|
|
(67 |
) |
United States Steel Corp |
|
|
(2,656 |
) |
|
|
(126 |
) |
Vulcan Materials Co |
|
|
(1,256 |
) |
|
|
(334 |
) |
Warrior Met Coal Inc |
|
|
(764 |
) |
|
|
(43 |
) |
Westlake Corp |
|
|
(186 |
) |
|
|
(26 |
) |
Westrock Co |
|
|
(2,672 |
) |
|
|
(121 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Worthington Steel * |
|
|
(619 |
) |
|
$ |
(20 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(13,014 |
) |
| |
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $114,585) ($ Thousands) |
|
|
|
|
|
|
(116,664 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments Sold Short — (12.6)% |
|
|
|
|
|
|
|
|
(Proceeds $114,585) ($ Thousands) |
|
$ |
(116,664 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
A list of the open futures contracts held by the Fund at February 29, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent Crude^ |
|
|
15 |
|
|
|
Jul-2024 |
|
|
$ |
1,132 |
|
|
$ |
1,189 |
|
|
$ |
57 |
|
Brent Crude^ |
|
|
30 |
|
|
|
Sep-2024 |
|
|
|
2,311 |
|
|
|
2,345 |
|
|
|
34 |
|
Brent Crude^ |
|
|
15 |
|
|
|
May-2024 |
|
|
|
1,218 |
|
|
|
1,207 |
|
|
|
(11 |
) |
Brent Crude^ |
|
|
52 |
|
|
|
Mar-2024 |
|
|
|
4,013 |
|
|
|
4,260 |
|
|
|
247 |
|
Brent Crude^ |
|
|
37 |
|
|
|
May-2024 |
|
|
|
2,977 |
|
|
|
2,980 |
|
|
|
3 |
|
Coffee C^ |
|
|
19 |
|
|
|
May-2024 |
|
|
|
1,396 |
|
|
|
1,315 |
|
|
|
(81 |
) |
Coffee C^ |
|
|
13 |
|
|
|
Sep-2024 |
|
|
|
886 |
|
|
|
890 |
|
|
|
4 |
|
Coffee C^ |
|
|
7 |
|
|
|
Dec-2024 |
|
|
|
495 |
|
|
|
478 |
|
|
|
(17 |
) |
Coffee C^ |
|
|
25 |
|
|
|
Jul-2024 |
|
|
|
1,695 |
|
|
|
1,713 |
|
|
|
18 |
|
Copper^ |
|
|
10 |
|
|
|
May-2024 |
|
|
|
940 |
|
|
|
962 |
|
|
|
22 |
|
Copper^ |
|
|
51 |
|
|
|
May-2024 |
|
|
|
4,929 |
|
|
|
4,905 |
|
|
|
(24 |
) |
Copper^ |
|
|
8 |
|
|
|
Jul-2024 |
|
|
|
761 |
|
|
|
773 |
|
|
|
12 |
|
Copper^ |
|
|
17 |
|
|
|
Sep-2024 |
|
|
|
1,634 |
|
|
|
1,651 |
|
|
|
17 |
|
Copper^ |
|
|
8 |
|
|
|
Dec-2024 |
|
|
|
759 |
|
|
|
779 |
|
|
|
20 |
|
Copper^ |
|
|
15 |
|
|
|
Jul-2024 |
|
|
|
1,450 |
|
|
|
1,450 |
|
|
|
– |
|
Corn^ |
|
|
68 |
|
|
|
Sep-2024 |
|
|
|
1,643 |
|
|
|
1,531 |
|
|
|
(112 |
) |
Corn^ |
|
|
82 |
|
|
|
Jul-2024 |
|
|
|
1,978 |
|
|
|
1,810 |
|
|
|
(168 |
) |
Corn^ |
|
|
36 |
|
|
|
May-2024 |
|
|
|
871 |
|
|
|
773 |
|
|
|
(98 |
) |
Corn^ |
|
|
33 |
|
|
|
Dec-2024 |
|
|
|
775 |
|
|
|
764 |
|
|
|
(11 |
) |
Cotton No. 2^ |
|
|
6 |
|
|
|
Jul-2024 |
|
|
|
247 |
|
|
|
293 |
|
|
|
46 |
|
Cotton No. 2^ |
|
|
89 |
|
|
|
May-2024 |
|
|
|
4,003 |
|
|
|
4,432 |
|
|
|
429 |
|
Cotton No. 2^ |
|
|
20 |
|
|
|
Dec-2024 |
|
|
|
809 |
|
|
|
838 |
|
|
|
29 |
|
Gasoline^ |
|
|
4 |
|
|
|
Oct-2024 |
|
|
|
361 |
|
|
|
355 |
|
|
|
(6 |
) |
Gasoline^ |
|
|
8 |
|
|
|
Aug-2024 |
|
|
|
743 |
|
|
|
801 |
|
|
|
58 |
|
Gasoline^ |
|
|
23 |
|
|
|
Jun-2024 |
|
|
|
2,363 |
|
|
|
2,410 |
|
|
|
47 |
|
Gasoline^ |
|
|
46 |
|
|
|
Apr-2024 |
|
|
|
4,887 |
|
|
|
4,967 |
|
|
|
80 |
|
Gold^ |
|
|
11 |
|
|
|
Apr-2024 |
|
|
|
2,188 |
|
|
|
2,260 |
|
|
|
72 |
|
Gold^ |
|
|
47 |
|
|
|
Jun-2024 |
|
|
|
9,635 |
|
|
|
9,751 |
|
|
|
116 |
|
Gold^ |
|
|
10 |
|
|
|
Aug-2024 |
|
|
|
2,069 |
|
|
|
2,093 |
|
|
|
24 |
|
Gold^ |
|
|
20 |
|
|
|
Dec-2024 |
|
|
|
4,230 |
|
|
|
4,258 |
|
|
|
28 |
|
KC HRW Wheat^ |
|
|
19 |
|
|
|
Jul-2024 |
|
|
|
583 |
|
|
|
545 |
|
|
|
(38 |
) |
KC HRW Wheat^ |
|
|
8 |
|
|
|
Dec-2024 |
|
|
|
246 |
|
|
|
240 |
|
|
|
(6 |
) |
KC HRW Wheat^ |
|
|
22 |
|
|
|
Sep-2024 |
|
|
|
684 |
|
|
|
642 |
|
|
|
(42 |
) |
KC HRW Wheat^ |
|
|
20 |
|
|
|
May-2024 |
|
|
|
622 |
|
|
|
586 |
|
|
|
(36 |
) |
Lean Hogs^ |
|
|
35 |
|
|
|
Apr-2024 |
|
|
|
1,170 |
|
|
|
1,213 |
|
|
|
43 |
|
Lean Hogs^ |
|
|
8 |
|
|
|
Jun-2024 |
|
|
|
303 |
|
|
|
320 |
|
|
|
17 |
|
Lean Hogs^ |
|
|
8 |
|
|
|
Aug-2024 |
|
|
|
304 |
|
|
|
324 |
|
|
|
20 |
|
Lean Hogs^ |
|
|
19 |
|
|
|
Oct-2024 |
|
|
|
631 |
|
|
|
650 |
|
|
|
19 |
|
Lean Hogs^ |
|
|
7 |
|
|
|
Jun-2024 |
|
|
|
281 |
|
|
|
280 |
|
|
|
(1 |
) |
Live Cattle^ |
|
|
50 |
|
|
|
Apr-2024 |
|
|
|
3,503 |
|
|
|
3,707 |
|
|
|
204 |
|
Live Cattle^ |
|
|
50 |
|
|
|
Jun-2024 |
|
|
|
3,643 |
|
|
|
3,625 |
|
|
|
(18 |
) |
Live Cattle^ |
|
|
8 |
|
|
|
Aug-2024 |
|
|
|
546 |
|
|
|
579 |
|
|
|
33 |
|
Live Cattle^ |
|
|
15 |
|
|
|
Oct-2024 |
|
|
|
1,091 |
|
|
|
1,105 |
|
|
|
14 |
|
LME Lead^ |
|
|
3 |
|
|
|
Jul-2024 |
|
|
|
164 |
|
|
|
155 |
|
|
|
(9 |
) |
LME Lead^ |
|
|
58 |
|
|
|
Jun-2024 |
|
|
|
3,115 |
|
|
|
2,993 |
|
|
|
(122 |
) |
LME Lead^ |
|
|
2 |
|
|
|
Nov-2024 |
|
|
|
103 |
|
|
|
105 |
|
|
|
2 |
|
LME Lead^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
259 |
|
|
|
260 |
|
|
|
1 |
|
LME Lead^ |
|
|
9 |
|
|
|
May-2024 |
|
|
|
470 |
|
|
|
463 |
|
|
|
(7 |
) |
LME Nickel^ |
|
|
4 |
|
|
|
Nov-2024 |
|
|
|
397 |
|
|
|
442 |
|
|
|
45 |
|
LME Nickel^ |
|
|
4 |
|
|
|
Jul-2024 |
|
|
|
443 |
|
|
|
433 |
|
|
|
(10 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
LME Nickel^ |
|
|
1 |
|
|
|
May-2024 |
|
|
$ |
96 |
|
|
$ |
107 |
|
|
$ |
11 |
|
LME Nickel^ |
|
|
8 |
|
|
|
Sep-2024 |
|
|
|
806 |
|
|
|
875 |
|
|
|
69 |
|
LME Primary Aluminum^ |
|
|
31 |
|
|
|
Jun-2024 |
|
|
|
1,787 |
|
|
|
1,733 |
|
|
|
(54 |
) |
LME Primary Aluminum^ |
|
|
10 |
|
|
|
Nov-2024 |
|
|
|
576 |
|
|
|
576 |
|
|
|
– |
|
LME Primary Aluminum^ |
|
|
21 |
|
|
|
Sep-2024 |
|
|
|
1,193 |
|
|
|
1,196 |
|
|
|
3 |
|
LME Primary Aluminum^ |
|
|
11 |
|
|
|
Jul-2024 |
|
|
|
634 |
|
|
|
619 |
|
|
|
(15 |
) |
LME Primary Aluminum^ |
|
|
6 |
|
|
|
May-2024 |
|
|
|
338 |
|
|
|
333 |
|
|
|
(5 |
) |
LME Zinc^ |
|
|
21 |
|
|
|
May-2024 |
|
|
|
1,243 |
|
|
|
1,271 |
|
|
|
28 |
|
LME Zinc^ |
|
|
6 |
|
|
|
Nov-2024 |
|
|
|
352 |
|
|
|
370 |
|
|
|
18 |
|
LME Zinc^ |
|
|
11 |
|
|
|
Sep-2024 |
|
|
|
682 |
|
|
|
675 |
|
|
|
(7 |
) |
LME Zinc^ |
|
|
6 |
|
|
|
Jul-2024 |
|
|
|
382 |
|
|
|
366 |
|
|
|
(16 |
) |
Low Sulphur Gasoil^ |
|
|
6 |
|
|
|
Nov-2024 |
|
|
|
464 |
|
|
|
453 |
|
|
|
(11 |
) |
Low Sulphur Gasoil^ |
|
|
12 |
|
|
|
Sep-2024 |
|
|
|
871 |
|
|
|
918 |
|
|
|
47 |
|
Low Sulphur Gasoil^ |
|
|
6 |
|
|
|
Jul-2024 |
|
|
|
454 |
|
|
|
464 |
|
|
|
10 |
|
Low Sulphur Gasoil^ |
|
|
12 |
|
|
|
May-2024 |
|
|
|
976 |
|
|
|
948 |
|
|
|
(28 |
) |
Natural Gas^ |
|
|
50 |
|
|
|
Apr-2024 |
|
|
|
1,301 |
|
|
|
1,004 |
|
|
|
(297 |
) |
Natural Gas^ |
|
|
34 |
|
|
|
Jun-2024 |
|
|
|
1,053 |
|
|
|
852 |
|
|
|
(201 |
) |
Natural Gas^ |
|
|
66 |
|
|
|
Aug-2024 |
|
|
|
1,870 |
|
|
|
1,695 |
|
|
|
(175 |
) |
Natural Gas^ |
|
|
28 |
|
|
|
Oct-2024 |
|
|
|
820 |
|
|
|
847 |
|
|
|
27 |
|
Natural Gas^ |
|
|
200 |
|
|
|
Apr-2024 |
|
|
|
3,703 |
|
|
|
4,016 |
|
|
|
313 |
|
NY Harbor ULSD^ |
|
|
6 |
|
|
|
Aug-2024 |
|
|
|
617 |
|
|
|
637 |
|
|
|
20 |
|
NY Harbor ULSD^ |
|
|
3 |
|
|
|
Oct-2024 |
|
|
|
328 |
|
|
|
318 |
|
|
|
(10 |
) |
NY Harbor ULSD^ |
|
|
57 |
|
|
|
Apr-2024 |
|
|
|
6,360 |
|
|
|
6,214 |
|
|
|
(146 |
) |
NY Harbor ULSD^ |
|
|
3 |
|
|
|
Jun-2024 |
|
|
|
318 |
|
|
|
320 |
|
|
|
2 |
|
NYMEX Cocoa^ |
|
|
43 |
|
|
|
May-2024 |
|
|
|
2,370 |
|
|
|
2,601 |
|
|
|
231 |
|
Palladium^ |
|
|
18 |
|
|
|
Jun-2024 |
|
|
|
1,663 |
|
|
|
1,704 |
|
|
|
41 |
|
Silver^ |
|
|
12 |
|
|
|
Sep-2024 |
|
|
|
1,432 |
|
|
|
1,399 |
|
|
|
(33 |
) |
Silver^ |
|
|
6 |
|
|
|
Dec-2024 |
|
|
|
707 |
|
|
|
708 |
|
|
|
1 |
|
Silver^ |
|
|
6 |
|
|
|
Jul-2024 |
|
|
|
715 |
|
|
|
693 |
|
|
|
(22 |
) |
Silver^ |
|
|
17 |
|
|
|
Jul-2024 |
|
|
|
1,946 |
|
|
|
1,964 |
|
|
|
18 |
|
Silver^ |
|
|
25 |
|
|
|
May-2024 |
|
|
|
2,904 |
|
|
|
2,862 |
|
|
|
(42 |
) |
Soybean^ |
|
|
14 |
|
|
|
Jul-2024 |
|
|
|
962 |
|
|
|
805 |
|
|
|
(157 |
) |
Soybean^ |
|
|
84 |
|
|
|
May-2024 |
|
|
|
5,242 |
|
|
|
4,792 |
|
|
|
(450 |
) |
Soybean^ |
|
|
43 |
|
|
|
Nov-2024 |
|
|
|
2,584 |
|
|
|
2,437 |
|
|
|
(147 |
) |
Soybean Meal^ |
|
|
28 |
|
|
|
May-2024 |
|
|
|
1,002 |
|
|
|
921 |
|
|
|
(81 |
) |
Soybean Meal^ |
|
|
14 |
|
|
|
Jul-2024 |
|
|
|
571 |
|
|
|
464 |
|
|
|
(107 |
) |
Soybean Meal^ |
|
|
42 |
|
|
|
Dec-2024 |
|
|
|
1,505 |
|
|
|
1,417 |
|
|
|
(88 |
) |
Soybean Oil^ |
|
|
21 |
|
|
|
May-2024 |
|
|
|
668 |
|
|
|
570 |
|
|
|
(98 |
) |
Soybean Oil^ |
|
|
17 |
|
|
|
Jul-2024 |
|
|
|
507 |
|
|
|
465 |
|
|
|
(42 |
) |
Soybean Oil^ |
|
|
53 |
|
|
|
Dec-2024 |
|
|
|
1,504 |
|
|
|
1,433 |
|
|
|
(71 |
) |
Sugar No. 11^ |
|
|
53 |
|
|
|
Sep-2024 |
|
|
|
1,286 |
|
|
|
1,283 |
|
|
|
(3 |
) |
Sugar No. 11^ |
|
|
83 |
|
|
|
Apr-2024 |
|
|
|
2,044 |
|
|
|
2,016 |
|
|
|
(28 |
) |
Sugar No. 11^ |
|
|
18 |
|
|
|
Jun-2024 |
|
|
|
493 |
|
|
|
434 |
|
|
|
(59 |
) |
U.S. 5-Year Treasury Note |
|
|
292 |
|
|
|
Jun-2024 |
|
|
|
31,151 |
|
|
|
31,217 |
|
|
|
66 |
|
Wheat^ |
|
|
22 |
|
|
|
Sep-2024 |
|
|
|
695 |
|
|
|
645 |
|
|
|
(50 |
) |
Wheat^ |
|
|
14 |
|
|
|
Jul-2024 |
|
|
|
436 |
|
|
|
406 |
|
|
|
(30 |
) |
Wheat^ |
|
|
116 |
|
|
|
May-2024 |
|
|
|
3,383 |
|
|
|
3,342 |
|
|
|
(41 |
) |
Wheat^ |
|
|
13 |
|
|
|
Dec-2024 |
|
|
|
404 |
|
|
|
390 |
|
|
|
(14 |
) |
WTI Crude Oil^ |
|
|
15 |
|
|
|
Oct-2024 |
|
|
|
1,111 |
|
|
|
1,105 |
|
|
|
(6 |
) |
WTI Crude Oil^ |
|
|
71 |
|
|
|
Jun-2024 |
|
|
|
5,429 |
|
|
|
5,409 |
|
|
|
(20 |
) |
WTI Crude Oil^ |
|
|
30 |
|
|
|
Aug-2024 |
|
|
|
2,138 |
|
|
|
2,246 |
|
|
|
108 |
|
WTI Crude Oil^ |
|
|
15 |
|
|
|
Jun-2024 |
|
|
|
1,129 |
|
|
|
1,143 |
|
|
|
14 |
|
WTI Crude Oil^ |
|
|
29 |
|
|
|
Apr-2024 |
|
|
|
2,292 |
|
|
|
2,246 |
|
|
|
(46 |
) |
| |
|
|
|
|
|
|
|
|
|
|
187,453 |
|
|
|
186,824 |
|
|
|
(629 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Feeder Cattle^ |
|
|
(24 |
) |
|
|
May-2024 |
|
|
$ |
(3,088 |
) |
|
$ |
(3,074 |
) |
|
$ |
14 |
|
LME Nickel^ |
|
|
(16 |
) |
|
|
Jun-2024 |
|
|
|
(1,567 |
) |
|
|
(1,725 |
) |
|
|
(158 |
) |
LME Zinc^ |
|
|
(10 |
) |
|
|
Jun-2024 |
|
|
|
(602 |
) |
|
|
(608 |
) |
|
|
(6 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
MSCI EAFE Index |
|
|
(126 |
) |
|
|
Mar-2024 |
|
|
$ |
(13,683 |
) |
|
$ |
(14,414 |
) |
|
$ |
(731 |
) |
Platinum^ |
|
|
(40 |
) |
|
|
Jul-2024 |
|
|
|
(1,785 |
) |
|
|
(1,786 |
) |
|
|
(1 |
) |
S&P 500 Index E-MINI |
|
|
(116 |
) |
|
|
Mar-2024 |
|
|
|
(27,076 |
) |
|
|
(29,602 |
) |
|
|
(2,526 |
) |
Soybean Meal^ |
|
|
(43 |
) |
|
|
May-2024 |
|
|
|
(1,414 |
) |
|
|
(1,416 |
) |
|
|
(2 |
) |
Soybean Oil^ |
|
|
(1 |
) |
|
|
May-2024 |
|
|
|
(30 |
) |
|
|
(27 |
) |
|
|
3 |
|
Soybean Oil^ |
|
|
(1 |
) |
|
|
Dec-2024 |
|
|
|
(30 |
) |
|
|
(28 |
) |
|
|
2 |
|
U.S. 2-Year Treasury Note |
|
|
(136 |
) |
|
|
Jun-2024 |
|
|
|
(27,830 |
) |
|
|
(27,846 |
) |
|
|
(16 |
) |
U.S. Ultra Long Treasury Bond |
|
|
(8 |
) |
|
|
Jun-2024 |
|
|
|
(1,015 |
) |
|
|
(1,023 |
) |
|
|
(8 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(54 |
) |
|
|
Jun-2024 |
|
|
|
(6,174 |
) |
|
|
(6,166 |
) |
|
|
8 |
|
| |
|
|
|
|
|
|
|
|
|
|
(84,294 |
) |
|
|
(87,715 |
) |
|
|
(3,421 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
103,159 |
|
|
$ |
99,109 |
|
|
$ |
(4,050 |
) |
A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
03/14/24 |
|
|
|
USD |
|
|
|
846 |
|
|
|
EUR |
|
|
|
776 |
|
|
$ |
(5 |
) |
RBS |
|
|
03/14/24 |
|
|
|
EUR |
|
|
|
2,222 |
|
|
|
USD |
|
|
|
2,445 |
|
|
|
38 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
33 |
|
A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:
Credit Default Swaps - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Depreciation
(Thousands) |
|
CMBX.NA.BBB.6 Index |
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
$ |
645 |
|
|
$ |
42 |
|
|
$ |
154 |
|
|
$ |
(112 |
) |
ITRAXX Australia S40.V1 5-Year |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
16,850 |
|
|
|
(260 |
) |
|
|
(124 |
) |
|
|
(136 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(218 |
) |
|
$ |
30 |
|
|
$ |
(248 |
) |
Credit Default Swap - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
CDX.NA.IG.S41.V1 5-Year |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
16,850 |
|
|
$ |
346 |
|
|
$ |
210 |
|
|
$ |
136 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
1.8315% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/21/2025 |
|
|
|
USD |
|
|
|
2,040 |
|
|
$ |
71 |
|
|
$ |
67 |
|
|
$ |
4 |
|
1.9795% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/09/2025 |
|
|
|
USD |
|
|
|
1,240 |
|
|
|
45 |
|
|
|
43 |
|
|
|
2 |
|
2.4095% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/10/2035 |
|
|
|
USD |
|
|
|
1,300 |
|
|
|
177 |
|
|
|
163 |
|
|
|
14 |
|
1.9550% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
08/04/2025 |
|
|
|
USD |
|
|
|
1,833 |
|
|
|
72 |
|
|
|
69 |
|
|
|
3 |
|
1.1650% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
10/04/2026 |
|
|
|
USD |
|
|
|
7,010 |
|
|
|
542 |
|
|
|
533 |
|
|
|
9 |
|
2.2275% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/04/2027 |
|
|
|
USD |
|
|
|
3,640 |
|
|
|
209 |
|
|
|
207 |
|
|
|
2 |
|
1.9950% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
07/12/2027 |
|
|
|
USD |
|
|
|
720 |
|
|
|
49 |
|
|
|
48 |
|
|
|
1 |
|
1.7600% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/04/2029 |
|
|
|
USD |
|
|
|
5,145 |
|
|
|
539 |
|
|
|
516 |
|
|
|
23 |
|
1.2925% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
09/27/2029 |
|
|
|
USD |
|
|
|
2,440 |
|
|
|
324 |
|
|
|
309 |
|
|
|
15 |
|
0.0275% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/05/2027 |
|
|
|
USD |
|
|
|
15,050 |
|
|
|
1,896 |
|
|
|
1,859 |
|
|
|
37 |
|
1.4550% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/08/2026 |
|
|
|
USD |
|
|
|
1,040 |
|
|
|
75 |
|
|
|
73 |
|
|
|
2 |
|
1.4725% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/09/2026 |
|
|
|
USD |
|
|
|
1,230 |
|
|
|
89 |
|
|
|
86 |
|
|
|
3 |
|
1.3945% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/21/2031 |
|
|
|
USD |
|
|
|
17,160 |
|
|
|
2,694 |
|
|
|
2,502 |
|
|
|
192 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
6,782 |
|
|
$ |
6,475 |
|
|
$ |
307 |
|
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Continued)
A list of the open OTC swap agreements held by the Fund at February 29, 2024, is as follows:
Credit Default Swaps - Sell Protection |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
$ |
75 |
|
|
$ |
(9 |
) |
|
$ |
(4 |
) |
|
$ |
(5 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
79 |
|
|
|
(10 |
) |
|
|
(8 |
) |
|
|
(2 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
260 |
|
|
|
(32 |
) |
|
|
(17 |
) |
|
|
(15 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
|
100 |
|
|
|
(12 |
) |
|
|
(6 |
) |
|
|
(6 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
10 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
2 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
21 |
|
|
|
(3 |
) |
|
|
(2 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
3 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
29 |
|
|
|
(4 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
9 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
7 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
112 |
|
|
|
(14 |
) |
|
|
(15 |
) |
|
|
1 |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
50 |
|
|
|
(6 |
) |
|
|
(6 |
) |
|
|
— |
|
Credit Suisse |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
2 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
46 |
|
|
|
(6 |
) |
|
|
(5 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
46 |
|
|
|
(6 |
) |
|
|
(5 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
76 |
|
|
|
(10 |
) |
|
|
(6 |
) |
|
|
(4 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
6 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Quarterly |
|
|
|
05/11/2063 |
|
|
|
25 |
|
|
|
(3 |
) |
|
|
(3 |
) |
|
|
— |
|
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
134 |
|
|
|
(17 |
) |
|
|
(16 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
88 |
|
|
|
(11 |
) |
|
|
(8 |
) |
|
|
(3 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
7 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
9 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 Index |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(166 |
) |
|
$ |
(122 |
) |
|
$ |
(44 |
) |
SEI Institutional Investments Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
February 29, 2024
Multi-Asset Real Return Fund (Concluded)
As of February 29, 2024, the open Reverse Repurchase Agreements held by the Fund are listed below:
| |
Principal Amount ($ Thousands) |
|
Counterparty |
|
Rate |
|
|
Value ($ Thousands) |
|
| |
$ |
(12,925 |
) |
HSBC |
|
|
5.39 % |
|
|
$ |
(12,925 |
) |
| |
|
(3,544 |
) |
HSBC |
|
|
5.44 % |
|
|
|
(3,544 |
) |
| |
|
(12,065 |
) |
HSBC |
|
|
5.44 % |
|
|
|
(12,065 |
) |
| |
|
(90,667 |
) |
HSBC |
|
|
5.44 % |
|
|
|
(90,667 |
) |
| |
|
(1,776 |
) |
HSBC |
|
|
5.47 % |
|
|
|
(1,776 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(120,977 |
) |
|
Percentages are based on Net Assets of $927,757 ($ Thousands). |
^ |
Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of February 29, 2024. |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security, or a portion thereof, has been pledged as collateral on open reverse repurchase contracts. The total market value of such securities as of February 29, 2024 was $122,437 ($ Thousands). |
(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) |
Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of February 29, 2024 was $50,143 ($ Thousands). |
(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 29, 2024, the value of these securities amounted to $81,687 ($ Thousands), representing 8.8% of the Net Assets of the Fund. |
(F) |
Security is in default on interest payment. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
Zero coupon security. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Investments Trust
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
February 29, 2024
Currency Abbreviations |
AUD — Australian Dollar |
BRL — Brazilian Real |
CAD — Canadian Dollar |
CLP — Chilean Peso |
CHF — Swiss Franc |
CNH — Chinese Yuan Offshore |
CNY — Chinese Yuan Onshore |
COP — Colombian Peso |
CZK — Czech Koruna |
DKK — Danish Krone |
DOP — Dominican Peso |
EGP — Egyptian Pound |
EUR — Euro |
GBP — British Pound Sterling |
GHS — Ghanaian Cedi |
HKD — Hong Kong Dollar |
HUF — Hungarian Forint |
IDR — Indonesian Rupiah |
ILS — Israeli New Shekels |
INR — Indian Rupee |
JPY — Japanese Yen |
KRW — Korean Won |
MXN — Mexican Peso |
MYR — Malaysian Ringgit |
NGN — Nigerian Naira |
NOK — Norwegian Krone |
NZD — New Zealand Dollar |
PEN — Peruvian Nuevo Sol |
PHP— Philippine Peso |
PLN — Polish Zloty |
RON — Romanian Leu |
RSD — Serbian Dinar |
RUB — Russian Ruble |
SEK — Swedish Krona |
SGD — Singapore Dollar |
THB — Thai Baht |
TWD — Taiwan Dollar |
TRY — Turkish Lira |
UAH — Ukrainian Hryvnia |
UGX — Ugandan Shilling |
USD — United States Dollar |
UYU — Uruguayan Peso |
ZAR — South African Rand |
ZMW — Zambian Kwacha |
| |
| |
Portfolio Abbreviations |
ABS — Asset-Backed Security |
ACES — Alternative Credit Enhancement Structure |
ACWI — All Country World Index |
ADR — American Depositary Receipt |
AGC — Assured Guaranty Corporation |
AGM— Assured Guaranty Municipal |
AID — Agency for International Development |
ARM — Adjustable Rate Mortgage |
BOBL — Bundesobligationen (German Debt Issuance) |
BPS — Basis Points |
BUBOR — Budapest Interbank Offered Rate |
BUND — German Fixed Interest Bond |
BUXL — German Debt Agency Bond |
CDO — Collateralized Debt Obligation |
CETIP — Central of Custody and Financial Settlement of Securities |
Cl — Class |
CLICP — Chile Indice de Camara Promedio Interbank Overnight Index |
CLO — Collateralized Loan Obligation |
CMBX — Commercial Mortgage-Backed Index |
CMO — Collateralized Mortgage Obligation |
COOVIBR — Colombia Overnight Interbank Reference Rate |
CPI — Consumer Price Index |
CVR — Contingent Value Rights |
DAC — Designated Activity Company |
EAFE — Europe, Australasia and Far East |
ESG — Environmental, Social and Governance |
ETF — Exchange-Traded Fund |
EURIBOR — Euro London Interbank Offered Rate |
FBIL — Financial Benchmarks India Pvt. Ltd. |
FEDEF — U.S. Federal Funds Effective Rate |
FFCB — Federal Farm Credit Bank |
FHLB — Federal Home Loan Bank |
FHLMC — Federal Home Loan Mortgage Corporation |
FNMA — Federal National Mortgage Association |
FREMF— Freddie Mac Multi-Family |
FTSE— Financial Times Stock Exchange |
GDR — Global Depositary Receipt |
GMAC — General Motors Acceptance Corporation |
GNMA — Government National Mortgage Association |
GO — General Obligation |
H15T7Y — Harmonized Index of Consumer Prices |
HRW — Hard Red Winter |
IBEX— Spanish Stock Exchange Index |
IBR — Interbank Rate of Columbia |
ICE— Intercontinental Exchange |
IO — Interest Only — face amount represents notional amount |
JIBAR — Johannesburg Interbank Average Rate |
JSC — Joint-Stock Company |
LIBOR— London Interbank Offered Rate |
LLC — Limited Liability Company |
LLLP — Limited Liability Limited Partnership |
LP — Limited Partnership |
LTD — Limited |
MEXIBOR — Mexican Interbank Offered Rate |
MIBOR — Mumbai Interbank Overnight Rate |
MSCI — Morgan Stanley Capital International |
MTN — Medium Term Note |
MXN TIIE — Mexican Interbank Equilibrium Interest Rate |
NASDAQ — National Association of Securities Dealers and Automated Quotations |
SEI Institutional Investments Trust
Glossary (abbreviations which may be used in the preceding Schedules of Investments) (Unaudited):
February 29, 2024
(Concluded)
NATL— National Public Finance Guarantee Corporation |
NIBOR — Norwegian Interbank Offered Rate |
NVDR — Non-Voting Depository Receipt |
NYMEX — New York Mercantile Exchange |
OIS — Overnight Index Swap |
OMX — OM Stockholm 30 Dividend Point Index |
OTC — Over The Counter |
PIK — Payment-in-Kind |
PJSC — Public Joint-Stock Company |
PLC — Public Limited Company |
PO — Principal Only |
PRIBOR — Prague Interbank Offered Rate |
Pty — Proprietary |
QPSC — Qatari Joint-Stock Company |
RB — Revenue Bond |
REIT — Real Estate Investment Trust |
REMIC — Real Estate Mortgage Investment Conduit |
Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit |
RFUCCT1Y — Refinitiv US IBOR Consumer Cash Fallback 1 Year |
S&P — Standard & Poor's |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
SOFR30A — Secured Overnight Financing Rate 30-day Average |
SOFRINDX — Custom SOFR Index |
SPDR — Standard & Poor's Depository Receipt |
SPI — Share Price Index |
STACR — Structured Agency Credit Risk |
STRIPS — Separately Traded Registered Interest and Principal Securities |
TBA — To Be Announced |
TELBOR — Tel Aviv Interbank Offer Rate |
THOR — Thai Overnight Repurchase Rate |
TOPIX — Tokyo Price Index |
TSFR1M — Term Secured Overnight Financing Rate 1 Month |
TSFR3M — Term Secured Overnight Financing Rate 3 Month |
TSFR6M — Term Secured Overnight Financing Rate 6 Month |
TSFR12M — Term Secured Overnight Financing Rate 12 Month |
TSX — Toronto Stock Exchange |
ULC — Unlimited Liability Company |
ULSD — Ultra-Low Sulfur Diesel |
UMBS — Uniform Mortgage-Backed Securities |
WIBOR— Warsaw Interbank Offered Rate |
WTI — West Texas Intermediate |
| |
SEI Institutional Investments Trust