NPORT-EX 2 SIIT_Schedule_F.htm SCHEDULE F
 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund

 

             

Description

 

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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

 

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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

 

1

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund (Continued)

 

             

Description

 

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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

 

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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  

 

 

 

2

 

SEI Institutional Investments Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund (Continued)

 

             

Description

 

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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

 

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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

 

3

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund (Continued)

 

             

Description

 

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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  

 

 

 

4

 

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

 

5

 

 

 

 

 

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  

 

 

 

6

 

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

 

7

 

 

 

 

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  

 

 

 

8

 

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

 

9

 

 

 

 

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  
                                 

 

 

 

10

 

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

 

11

 

 

 

 

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.

 

 

12

 

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

 

13

 

 

 

 

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  

 

 

 

14

 

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

 

15

 

 

 

 

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  

 

 

 

16

 

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

 

17

 

 

 

 

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  

 

 

 

18

 

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

 

19

 

 

 

 

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  

 

 

 

20

 

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

 

21

 

 

 

 

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  
                 
                 

 

 

 

22

 

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

 

23

 

 

 

 

 

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  

 

 

 

24

 

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

 

25

 

 

 

 

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  

 

 

 

26

 

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

 

27

 

 

 

 

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  

 

 

 

28

 

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

 

29

 

 

 

 

 

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  

 

 

 

30

 

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

 

31

 

 

 

 

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  

 

 

 

32

 

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

 

33

 

 

 

 

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  

 

 

 

34

 

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

 

35

 

 

 

 

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  

 

 

 

36

 

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

 

37

 

 

 

 

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  

 

 

 

38

 

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

 

39

 

 

 

 

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  

 

 

 

40

 

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

 

41

 

 

 

 

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  

 

 

 

42

 

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

 

43

 

 

 

 

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  

 

 

 

44

 

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

 

45

 

 

 

 

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  

 

 

 

46

 

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

 

47

 

 

 

 

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  

 

 

 

48

 

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

 

49

 

 

 

 

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  

 

 

 

50

 

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

 

51

 

 

 

 

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  
                 
                 

 

 

 

52

 

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

 

53

 

 

 

 

 

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  

 

 

 

54

 

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

 

55

 

 

 

 

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  

 

 

 

56

 

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

 

57

 

 

 

 

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  

 

 

 

58

 

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

 

59

 

 

 

 

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  

 

 

 

60

 

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

 

61

 

 

 

 

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.

 

 

62

 

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

 

63

 

 

 

 

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  

 

 

 

64

 

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

 

65

 

 

 

 

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  

 

 

 

66

 

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

 

67

 

 

 

 

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  
                 
                 

 

 

 

68

 

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

 

69

 

 

 

 

 

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  

 

 

 

70

 

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

 

71

 

 

 

 

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  

 

 

 

72

 

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

 

73

 

 

 

 

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  

 

 

 

74

 

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

 

75

 

 

 

 

 

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  

 

 

 

76

 

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

 

77

 

 

 

 

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  

 

 

 

78

 

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

 

79

 

 

 

 

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.

 

 

80

 

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

 

81

 

 

 

 

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  

 

 

 

82

 

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

 

83

 

 

 

 

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  
                 
                 

 

 

 

84

 

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

 

85

 

 

 

 

 

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  

 

 

 

86

 

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

 

87

 

 

 

 

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  

 

 

 

88

 

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

 

89

 

 

 

 

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  

 

 

 

90

 

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

 

91

 

 

 

 

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  

 

 

 

92

 

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

 

93

 

 

 

 

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.

 

 

94

 

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

 

95

 

 

 

 

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  

 

 

 

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)

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

 

97

 

 

 

 

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  

 

 

 

98

 

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

 

99

 

 

 

 

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  

 

 

 

100

 

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

 

101

 

 

 

 

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

 

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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  

 

 

 

102

 

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

 

103

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

World Equity Ex-US Fund (Continued)

 

             

Description

 

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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  

 

 

 

104

 

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

 

105

 

 

 

 

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  

 

 

 

106

 

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

 

107

 

 

 

 

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  

 

 

 

108

 

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

 

109

 

 

 

 

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 )

 

 

 

110

 

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

 

111

 

 

 

 

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.

 

 

112

 

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

 

113

 

 

 

 

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  

 

 

 

114

 

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

 

115

 

 

 

 

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  

 

 

 

116

 

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

 

117

 

 

 

 

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  

 

 

 

118

 

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

 

119

 

 

 

 

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  

 

 

 

120

 

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

 

121

 

 

 

 

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  

 

 

 

122

 

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

 

123

 

 

 

 

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  

 

 

 

124

 

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

 

125

 

 

 

 

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 )

 

 

 

126

 

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

 

127

 

 

 

 

 

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  

 

 

 

128

 

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

 

129

 

 

 

 

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  

 

 

 

130

 

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

 

131

 

 

 

 

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  

 

 

 

132

 

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

 

133

 

 

 

 

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  

 

 

 

134

 

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

 

135

 

 

 

 

 

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  

 

 

 

136

 

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

 

137

 

 

 

 

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  
                 

 

 

 

138

 

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

 

139

 

 

 

 

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  

 

 

 

140

 

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

 

141

 

 

 

 

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.

     

 

 

 

142

 

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

 

143

 

 

 

 

 

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  

 

 

 

144

 

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

 

145

 

 

 

 

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  

 

 

 

146

 

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

 

147

 

 

 

 

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  

 

 

 

148

 

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

 

149

 

 

 

 

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  

 

 

 

150

 

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

 

151

 

 

 

 

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  
                 
                 

 

 

 

152

 

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

 

153

 

 

 

 

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  

 

 

 

154

 

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

 

155

 

 

 

 

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  

 

 

 

156

 

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

 

157

 

 

 

 

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  

 

 

 

158

 

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

 

159

 

 

 

 

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  

 

 

 

160

 

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

 

161

 

 

 

 

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  

 

 

 

162

 

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

 

163

 

 

 

 

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  

 

 

 

164

 

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

 

165

 

 

 

 

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  

 

 

 

166

 

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

 

167

 

 

 

 

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  

 

 

 

168

 

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

 

169

 

 

 

 

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  

 

 

 

170

 

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

 

171

 

 

 

 

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.

 

 

172

 

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

 

173

 

 

 

 

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  

 

 

 

174

 

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

 

175

 

 

 

 

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  

 

 

 

176

 

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

 

177

 

 

 

 

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  

 

 

 

178

 

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

 

179

 

 

 

 

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  

 

 

 

180

 

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

 

181

 

 

 

 

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  

 

 

 

182

 

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

 

183

 

 

 

 

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  

 

 

 

184

 

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

 

185

 

 

 

 

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  

 

 

 

186

 

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

 

187

 

 

 

 

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  

 

 

 

188

 

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

 

189

 

 

 

 

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  

 

 

 

190

 

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

 

191

 

 

 

 

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  

 

 

 

192

 

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

 

193

 

 

 

 

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  

 

 

 

194

 

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

 

195

 

 

 

 

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  

 

 

 

196

 

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

 

197

 

 

 

 

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  

 

 

 

198

 

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

 

199

 

 

 

 

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  

 

 

 

200

 

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

 

201

 

 

 

 

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  

 

 

 

202

 

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

 

203

 

 

 

 

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  

 

 

 

204

 

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

 

205

 

 

 

 

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  

 

 

 

206

 

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

 

207

 

 

 

 

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  

 

 

 

208

 

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

 

209

 

 

 

 

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  

 

 

 

210

 

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

 

211

 

 

 

 

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  

 

 

 

212

 

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

 

213

 

 

 

 

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  

 

 

 

214

 

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

 

215

 

 

 

 

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  

 

 

 

216

 

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

 

217

 

 

 

 

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  

 

 

 

218

 

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

 

219

 

 

 

 

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  

 

 

 

220

 

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

 

221

 

 

 

 

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  

 

 

 

222

 

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

 

223

 

 

 

 

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  

 

 

 

224

 

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

 

225

 

 

 

 

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 )
                                         
                                         

 

 

 

226

 

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

 

227

 

 

 

 

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.

 

 

228

 

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

 

229

 

 

 

 

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  
                 

 

 

 

230

 

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

 

231

 

 

 

 

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  

 

 

 

232

 

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

 

233

 

 

 

 

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  

 

 

 

234

 

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

 

235

 

 

 

 

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  

 

 

 

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

 

237

 

 

 

 

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  

 

 

 

238

 

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

 

239

 

 

 

 

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  

 

 

 

240

 

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

 

241

 

 

 

 

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  
                 

 

 

 

242

 

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

 

243

 

 

 

 

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  

 

 

 

244

 

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

 

245

 

 

 

 

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  

 

 

 

246

 

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

 

247

 

 

 

 

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  

 

 

 

248

 

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

 

249

 

 

 

 

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.

 

 

 

250

 

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

 

251

 

 

 

 

 

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  

 

 

 

252

 

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

 

253

 

 

 

 

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  

 

 

 

254

 

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

 

255

 

 

 

 

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  

 

 

 

256

 

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

 

257

 

 

 

 

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  

 

 

 

258

 

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

 

259

 

 

 

 

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  

 

 

 

260

 

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

 

261

 

 

 

 

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  

 

 

 

262

 

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

 

263

 

 

 

 

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  

 

 

 

264

 

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

 

265

 

 

 

 

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  

 

 

 

266

 

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

 

267

 

 

 

 

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.

 

 

268

 

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

 

269

 

 

 

 

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  

 

 

 

270

 

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

 

271

 

 

 

 

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  

 

 

 

272

 

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

 

273

 

 

 

 

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  

 

 

 

274

 

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

 

275

 

 

 

 

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  

 

 

 

276

 

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

 

277

 

 

 

 

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  

 

 

 

278

 

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

 

279

 

 

 

 

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  

 

 

 

280

 

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

 

281

 

 

 

 

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  

 

 

 

282

 

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

 

283

 

 

 

 

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  
                 
                 

 

 

 

284

 

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

 

285

 

 

 

 

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  
                 

 

 

 

286

 

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

 

287

 

 

 

 

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.

 

 

288

 

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

 

289

 

 

 

 

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  

 

 

 

290

 

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

 

291

 

 

 

 

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  

 

 

 

292

 

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

 

293

 

 

 

 

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  

 

 

 

294

 

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

 

295

 

 

 

 

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  
                 

 

 

 

296

 

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

 

297

 

 

 

 

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  

 

 

 

298

 

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

 

299

 

 

 

 

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  

 

 

 

300

 

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

 

301

 

 

 

 

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  

 

 

 

302

 

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

 

303

 

 

 

 

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  

 

 

 

304

 

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

 

305

 

 

 

 

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.

 

 

 

306

 

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

 

307

 

 

 

 

 

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  

 

 

 

308

 

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

 

309

 

 

 

 

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  

 

 

 

310

 

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

 

311

 

 

 

 

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  

 

 

 

312

 

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

 

313

 

 

 

 

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  

 

 

 

314

 

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

 

315

 

 

 

 

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  

 

 

 

316

 

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

 

317

 

 

 

 

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  

 

 

 

318

 

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

 

319

 

 

 

 

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        

 

 

 

320

 

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

 

321

 

 

 

 

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 )

 

 

 

322

 

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

 

323

 

 

 

 

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 )

 

 

 

324

 

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

 

325

 

 

 

 

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 )

 

 

 

326

 

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

 

327

 

 

 

 

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 )

 

 

 

328

 

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

 

329

 

 

 

 

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.

 

 

 

330

 

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

 

331

 

 

 

 

 

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.

 

 

332

 

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

 

333

 

 

 

 

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  

 

 

 

334

 

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

 

335

 

 

 

 

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  

 

 

 

336

 

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

 

337

 

 

 

 

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  

 

 

 

338

 

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

 

339

 

 

 

 

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  

 

 

 

340

 

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

 

341

 

 

 

 

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  

 

 

 

342

 

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

 

343

 

 

 

 

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  

 

 

 

344

 

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

 

345

 

 

 

 

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  
                 
                 

 

 

 

346

 

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

 

347

 

 

 

 

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.

 

 

348

 

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

 

349

 

 

 

 

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  

 

 

 

350

 

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

 

351

 

 

 

 

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  

 

 

 

352

 

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

 

353

 

 

 

 

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  

 

 

 

354

 

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

 

355

 

 

 

 

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  

 

 

 

356

 

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

 

357

 

 

 

 

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  

 

 

 

358

 

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

 

359

 

 

 

 

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  

 

 

 

360

 

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

 

361

 

 

 

 

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  

 

 

 

362

 

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

 

363

 

 

 

 

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  
                 

 

 

 

364

 

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

 

365

 

 

 

 

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.

 

 

366

 

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

 

367

 

 

 

 

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  

 

 

 

368

 

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

 

369

 

 

 

 

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  

 

 

 

370

 

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

 

371

 

 

 

 

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 )
                 
                 

 

 

 

372

 

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

 

373

 

 

 

 

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.

 

 

374

 

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

 

375

 

 

 

 

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  

 

 

 

376

 

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

 

377

 

 

 

 

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  

 

 

 

378

 

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

 

379

 

 

 

 

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  

 

 

 

380

 

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

 

381

 

 

 

 

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  

 

 

 

382

 

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

 

383

 

 

 

 

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  

 

 

 

384

 

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

 

385

 

 

 

 

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  

 

 

 

386

 

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

 

387

 

 

 

 

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  

 

 

 

388

 

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

 

389

 

 

 

 

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 )

 

 

 

390

 

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

 

391

 

 

 

 

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 )

 

 

 

392

 

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

 

393

 

 

 

 

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 )

 

 

 

394

 

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

 

395

 

 

 

 

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  

 

 

 

396

 

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

 

397

 

 

 

 

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.

 

 

398

 

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

 

399

 

 

 

 

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

 

 

 

400

 

SEI Institutional Investments Trust